adaptive_volume_profile_node_tracker.mq5

#property version     "1.00"
#property description "Rolling, volatility-adaptive volume profile with POC, Value Area,"
#property description "and High/Low Volume Node (HVN/LVN) tracking."
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots   3

#property indicator_label1  "POC"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrDodgerBlue
#property indicator_style1  STYLE_SOLID
#property indicator_width1  2

#property indicator_label2  "Value Area High"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrSilver
#property indicator_style2  STYLE_DASH
#property indicator_width2  1

#property indicator_label3  "Value Area Low"
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrSilver
#property indicator_style3  STYLE_DASH
#property indicator_width3  1

input int    InpLookback         = 200;    // Rolling window length (bars) used to build the profile
input int    InpMaxBins          = 24;     // Maximum number of price bins in the profile
input int    InpATRPeriod        = 14;     // ATR period used to adapt bin width to volatility
input double InpValueAreaPercent = 70.0;   // Percent of total volume defining the Value Area
input int    InpRecalcBars       = 10;     // Bars between profile recalculations
input bool   InpUseRealVolume    = false;  // Use real (exchange) volume instead of tick volume
input double InpNodeStdDevMult   = 1.0;    // StdDev multiplier for HVN / LVN node classification
input color  InpHVNColor         = clrOrangeRed;   // High Volume Node color
input color  InpLVNColor         = clrGray;        // Low Volume Node color

double POCBuffer[];
double VAHBuffer[];
double VALBuffer[];

int      g_atrHandle    = INVALID_HANDLE;
datetime g_lastBarTime  = 0;
int      g_barsSinceCalc = 0;
string   g_prefix       = "APVNT_";

int OnInit()
{
      // код доступен только после оплаты
   }

void OnDeinit(const int reason)
{
   if(g_atrHandle != INVALID_HANDLE)
      IndicatorRelease(g_atrHandle);

   ObjectsDeleteAll(0, g_prefix);
}

void CreateLevelLine(const string name, const datetime t0, const double p0,
                      const datetime t1, const double p1, const color clr,
                      const ENUM_LINE_STYLE style, const int width)
{
   if(ObjectFind(0, name) < 0)
      ObjectCreate(0, name, OBJ_TREND, 0, t0, p0, t1, p1);
   else
   {
      ObjectMove(0, name, 0, t0, p0);
      ObjectMove(0, name, 1, t1, p1);
   }
   ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
   ObjectSetInteger(0, name, OBJPROP_STYLE, style);
   ObjectSetInteger(0, name, OBJPROP_WIDTH, width);
   ObjectSetInteger(0, name, OBJPROP_RAY_RIGHT, false);
   ObjectSetInteger(0, name, OBJPROP_RAY_LEFT, false);
   ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
   ObjectSetInteger(0, name, OBJPROP_HIDDEN, true);
   ObjectSetInteger(0, name, OBJPROP_BACK, true);
}

void DrawProfileObjects(const datetime t0, const datetime t1, const datetime tRight,
                         const double windowLow, const double binWidth, const int binCount,
                         const double &binVolume[], const double maxVol,
                         const double pocPrice, const double vahPrice, const double valPrice,
                         const double hvnThreshold, const double lvnThreshold)
{
   ObjectsDeleteAll(0, g_prefix);

   CreateLevelLine(g_prefix + "POC", t0, pocPrice, t1, pocPrice, clrDodgerBlue, STYLE_SOLID, 2);
   CreateLevelLine(g_prefix + "VAH", t0, vahPrice, t1, vahPrice, clrSilver, STYLE_DASH, 1);
   CreateLevelLine(g_prefix + "VAL", t0, valPrice, t1, valPrice, clrSilver, STYLE_DASH, 1);

   int periodSeconds  = PeriodSeconds();
   int histogramBars   = 15;

   for(int b = 0; b < binCount; b++)
   {
      double binLow  = windowLow + b * binWidth;
      double binHigh = binLow + binWidth;
      double binMid  = (binLow + binHigh) / 2.0;

      if(binVolume[b] > 0 && binVolume[b] >= hvnThreshold)
      {
         CreateLevelLine(g_prefix + "HVN_" + IntegerToString(b), t0, binMid, t1, binMid,
                          InpHVNColor, STYLE_SOLID, 3);
      }
      else if(binVolume[b] <= lvnThreshold)
      {
         CreateLevelLine(g_prefix + "LVN_" + IntegerToString(b), t0, binMid, t1, binMid,
                          InpLVNColor, STYLE_DOT, 1);
      }

      if(maxVol > 0)
      {
         double   ratio    = binVolume[b] / m

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