//+------------------------------------------------------------------+ //| KalmanVolumeTrend.mq5 | //| Copyright 2024, BigBeluga/Antigravity | //| https://www.tradingview.com/u/BigBeluga/ | //+------------------------------------------------------------------+ #property copyright "Copyright 2024, BigBeluga/Antigravity" #property link "https://www.tradingview.com/u/BigBeluga/" #property version "1.00" #property indicator_chart_window #property indicator_buffers 19 #property indicator_plots 3 //--- plot 1: TrendLine #property indicator_label1 "Trend Line" #property indicator_type1 DRAW_COLOR_LINE #property indicator_color1 clrBlue, clrMagenta #property indicator_style1 STYLE_SOLID #property indicator_width1 3 //--- plot 2: Volume Bars #property indicator_label2 "Volume Bars" #property indicator_type2 DRAW_COLOR_CANDLES #property indicator_color2 clrBlue, clrMagenta #property indicator_width2 1 //--- plot 3: Volume Dot (solid tip at volumeBar) #property indicator_label3 "Volume Dot" #property indicator_type3 DRAW_COLOR_ARROW #property indicator_color3 clrBlue, clrMagenta #property indicator_width3 2 //--- input parameters input ENUM_APPLIED_PRICE InpSource = PRICE_CLOSE; // Source input double InpProcessNoise = 0.0005; // Process Noise (Q) input double InpMeasurementNoise = 0.4; // Measurement Noise (R) input double InpMultiplier = 2.0; // Band multiplier input color InpUpTrendColor = C'26,108,202'; // Up Trend Color input color InpDnTrendColor = C'202,26,173'; // Down Trend Color input int InpDashX = 20; // Dashboard X Offset input int InpDashY = 20; // Dashboard Y Offset //--- plot buffers (indices 0-8) double BuffTrendLine[]; // 0 – Plot 1 data double BuffTrendColor[]; // 1 – Plot 1 color index double BuffVolOpen[]; // 2 – Plot 2 open double BuffVolHigh[]; // 3 – Plot 2 high double BuffVolLow[]; // 4 – Plot 2 low double BuffVolClose[]; // 5 – Plot 2 close double BuffVolColor[]; // 6 – Plot 2 color index double BuffVolDot[]; // 7 – Plot 3 data (volumeBar tip) double BuffVolDotColor[]; // 8 – Plot 3 color index //--- calculation buffers (indices 9-18) double BuffKF[]; // 9 double BuffUpKF[]; // 10 double BuffLoKF[]; // 11 double BuffATR[]; // 12 double BuffDirection[]; // 13 double BuffDelta[]; // 14 double BuffP[]; // 15 double BuffBuySum[]; // 16 double BuffSellSum[]; // 17 double BuffDeltaSum[]; // 18 int handleATR; //+------------------------------------------------------------------+ int OnInit() { SetIndexBuffer(0, BuffTrendLine, INDICATOR_DATA); SetIndexBuffer(1, BuffTrendColor, INDICATOR_COLOR_INDEX); SetIndexBuffer(2, BuffVolOpen, INDICATOR_DATA); SetIndexBuffer(3, BuffVolHigh, INDICATOR_DATA); SetIndexBuffer(4, BuffVolLow, INDICATOR_DATA); SetIndexBuffer(5, BuffVolClose, INDICATOR_DATA); SetIndexBuffer(6, BuffVolColor, INDICATOR_COLOR_INDEX); SetIndexBuffer(7, BuffVolDot, INDICATOR_DATA); SetIndexBuffer(8, BuffVolDotColor, INDICATOR_COLOR_INDEX); SetIndexBuffer(9, BuffKF, INDICATOR_CALCULATIONS); SetIndexBuffer(10, BuffUpKF, INDICATOR_CALCULATIONS); SetIndexBuffer(11, BuffLoKF, INDICATOR_CALCULATIONS); SetIndexBuffer(12, BuffATR, INDICATOR_CALCULATIONS); SetIndexBuffer(13, BuffDirection, INDICATOR_CALCULATIONS); SetIndexBuffer(14, BuffDelta, INDICATOR_CALCULATIONS); SetIndexBuffer(15, BuffP, INDICATOR_CALCULATIONS); SetIndexBuffer(16, BuffBuySum, INDICATOR_CALCULATIONS); SetIndexBuffer(17, BuffSellSum, INDICATOR_CALCULATIONS); SetIndexBuffer(18, BuffDeltaSum, INDICATOR_CALCULATIONS); // Plot 1: TrendLine PlotIndexSetInteger(0, PLOT_COLOR_INDEXES, 2); PlotIndexSetInteger(0, PLOT_LINE_COLOR, 0, InpUpTrendColor); PlotIndexSetInteger(0, PLOT_LINE_COLOR, 1, InpDnTrendColor); PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); // Plot 2: VolumeBars PlotIndexSetInteger(1, PLOT_COLOR_INDEXES, 2); PlotIndexSetInteger(1, PLOT_LINE_COLOR, 0, InpUpTrendColor); PlotIndexSetInteger(1, PLOT_LINE_COLOR, 1, InpDnTrendColor); PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); // Plot 3: VolumeDot – Wingdings 159 is a filled bullet circle PlotIndexSetInteger(2, PLOT_COLOR_INDEXES, 2); PlotIndexSetInteger(2, PLOT_LINE_COLOR, 0, InpUpTrendColor); PlotIndexSetInteger(2, PLOT_LINE_COLOR, 1, InpDnTrendColor); PlotIndexSetInteger(2, PLOT_ARROW, 159); PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE); // Absolute Zero cleanup of any possible legacy objects (ghosts) for(int pass = 0; pass < 2; pass++) { for(int i = ObjectsTotal(0) - 1; i >= 0; i--) { string name = ObjectName(0, i); if(StringFind(name, "KVT") >= 0 || StringFind(name, "Kalman") >= 0 || StringFind(name, "Dash") >= 0 || StringFind(name, "Volume") >= 0 || StringFind(name, "Buy") >= 0 || StringFind(name, "Sell") >= 0 || StringFind(name, "Delta") >= 0 || StringFind(name, "Total") >= 0 || StringFind(name, "Header") >= 0 || StringFind(name, "Label") >= 0) { ObjectDelete(0, name); } } } ChartRedraw(0); handleATR = iATR(_Symbol, _Period, 200); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ void OnDeinit(const int reason) { for(int i = ObjectsTotal(0) - 1; i >= 0; i--) { string name = ObjectName(0, i); if(StringFind(name, "KVT") >= 0 || StringFind(name, "Kalman") >= 0 || StringFind(name, "Dash") >= 0 || StringFind(name, "Volume") >= 0 || StringFind(name, "Buy") >= 0 || StringFind(name, "Sell") >= 0 || StringFind(name, "Delta") >= 0 || StringFind(name, "Total") >= 0 || StringFind(name, "Header") >= 0 || StringFind(name, "Label") >= 0) { ObjectDelete(0, name); } } ChartRedraw(0); } //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { if(rates_total < 201) return(0); int start = prev_calculated - 1; if(start < 0) start = 0; if(CopyBuffer(handleATR, 0, 0, rates_total, BuffATR) <= 0) return(0); double src[]; ArraySetAsSeries(src, false); if(InpSource == PRICE_CLOSE) ArrayCopy(src, close); else if(InpSource == PRICE_OPEN) ArrayCopy(src, open); else if(InpSource == PRICE_HIGH) ArrayCopy(src, high); else if(InpSource == PRICE_LOW) ArrayCopy(src, low); else if(InpSource == PRICE_MEDIAN) { ArrayResize(src, rates_total); for(int i=0; i 0) ? BuffKF[i-1] : src[i]; double last_p = (i > 0) ? BuffP[i-1] : 1.0; double p_pred = last_p + InpProcessNoise; double k_gain = p_pred / (p_pred + InpMeasurementNoise); double x_curr = last_x + k_gain * (src[i] - last_x); double p_curr = (1.0 - k_gain) * p_pred; BuffKF[i] = x_curr; BuffP[i] = p_curr; double cur_atr = BuffATR[i] * InpMultiplier; BuffUpKF[i] = x_curr + cur_atr; BuffLoKF[i] = x_curr - cur_atr; // --- Direction: compare previous close against the CURRENT band (matches PineScript) --- bool direction = (i > 0) ? (BuffDirection[i-1] == 1) : false; if(i > 0) { if (close[i] > BuffUpKF[i] && close[i-1] < BuffUpKF[i]) direction = true; else if(close[i] < BuffLoKF[i] && close[i-1] > BuffLoKF[i]) direction = false; } BuffDirection[i] = direction ? 1 : 0; bool t_change = (i > 0) && (BuffDirection[i] != BuffDirection[i-1]); double kfTrendLine = direction ? BuffLoKF[i] : BuffUpKF[i]; // --- Trend line: break (EMPTY_VALUE) on the reversal bar itself --- BuffTrendLine[i] = t_change ? EMPTY_VALUE : kfTrendLine; BuffTrendColor[i] = direction ? 0 : 1; // --- Delta calculation --- double delta_sign = (close[i] > open[i]) ? (double)tick_volume[i] : -(double)tick_volume[i]; double max_abs_delta = 0.001; int start_idx = MathMax(0, i - 99); for(int j = start_idx; j <= i; j++) { double v = (double)tick_volume[j]; if(v > max_abs_delta) max_abs_delta = v; } double delta = delta_sign / max_abs_delta * 2.0; BuffDelta[i] = delta; // --- Volume bars --- double atr1 = BuffATR[i]; double volBarPrice = kfTrendLine + atr1 * MathAbs(delta) * (direction ? 1.0 : -1.0); double range_sum = 0; int range_cnt = 0; for(int j = MathMax(0, i - 99); j <= i; j++) { range_sum += high[j] - low[j]; range_cnt++; } double atr2 = (range_cnt > 0 ? range_sum / range_cnt : 0.0) * 0.1 * (direction ? 1.0 : -1.0); BuffVolOpen[i] = kfTrendLine + atr2; BuffVolClose[i] = volBarPrice; BuffVolHigh[i] = MathMax(BuffVolOpen[i], BuffVolClose[i]); BuffVolLow[i] = MathMin(BuffVolOpen[i], BuffVolClose[i]); BuffVolColor[i] = (delta > 0) ? 0 : 1; // --- Volume dot: solid-color marker at the tip of each volume bar --- BuffVolDot[i] = volBarPrice; BuffVolDotColor[i] = (delta > 0) ? 0 : 1; // --- Buy/Sell/Delta accumulation (reset at trend change) --- double buy = (t_change || i == 0) ? 0.0 : BuffBuySum[i-1]; double sell = (t_change || i == 0) ? 0.0 : BuffSellSum[i-1]; double d_sum = (t_change || i == 0) ? 0.0 : BuffDeltaSum[i-1]; buy += (delta_sign > 0 ? delta_sign : 0.0); sell += (delta_sign < 0 ? MathAbs(delta_sign) : 0.0); d_sum += delta_sign; BuffBuySum[i] = buy; BuffSellSum[i] = sell; BuffDeltaSum[i] = d_sum; // --- Chart objects: only keep the most recent 500 bars --- if(i >= rates_total - 500) { string label_id = "KVT_L_" + IntegerToString(i); string x_id = "KVT_X_" + IntegerToString(i); string circ_id = "KVT_C_" + IntegerToString(i); // Volume extreme labels if(MathAbs(delta) > 1.5) { ObjectCreate(0, label_id, OBJ_TEXT, 0, time[i], volBarPrice); ObjectSetString(0, label_id, OBJPROP_TEXT, FormatVolume(delta_sign)); ObjectSetInteger(0, label_id, OBJPROP_ANCHOR, direction ? ANCHOR_TOP : ANCHOR_BOTTOM); ObjectSetInteger(0, label_id, OBJPROP_COLOR, clrWhite); ObjectSetInteger(0, label_id, OBJPROP_FONTSIZE, 8); ObjectCreate(0, x_id, OBJ_TEXT, 0, time[i], direction ? high[i] : low[i]); ObjectSetString(0, x_id, OBJPROP_TEXT, direction ? "X" : "x"); ObjectSetInteger(0, x_id, OBJPROP_ANCHOR, direction ? ANCHOR_BOTTOM : ANCHOR_TOP); ObjectSetInteger(0, x_id, OBJPROP_COLOR, clrWhite); ObjectSetInteger(0, x_id, OBJPROP_FONTSIZE, 10); } else { ObjectDelete(0, label_id); ObjectDelete(0, x_id); } // Direction change circle: drawn on the first bar of the new trend segment ObjectDelete(0, circ_id); if(i > 1 && BuffDirection[i-1] != BuffDirection[i-2]) { color circ_col = direction ? InpUpTrendColor : InpDnTrendColor; ObjectCreate(0, circ_id, OBJ_ARROW, 0, time[i], kfTrendLine); ObjectSetInteger(0, circ_id, OBJPROP_ARROWCODE, 159); ObjectSetInteger(0, circ_id, OBJPROP_COLOR, circ_col); ObjectSetInteger(0, circ_id, OBJPROP_WIDTH, 1); } } if(i == rates_total - 1) UpdateDashboard(buy, sell, d_sum); } return(rates_total); } //+------------------------------------------------------------------+ string FormatVolume(double vol) { vol = MathAbs(vol); if(vol >= 1000000) return DoubleToString(vol / 1000000.0, 1) + "M"; if(vol >= 1000) return DoubleToString(vol / 1000.0, 1) + "K"; return DoubleToString(vol, 0); } string FormatSignedVolume(double vol) { string sign = (vol >= 0) ? "+" : "-"; return sign + FormatVolume(vol); } //+------------------------------------------------------------------+ color ColorBlend(color col, int step) { uint c = (uint)col; uchar r = (uchar)( c & 0xFF); uchar g = (uchar)((c >> 8) & 0xFF); uchar b = (uchar)((c >> 16) & 0xFF); double factor = 0.35 + (step * 0.065); r = (uchar)MathMin(255, (int)(r * factor)); g = (uchar)MathMin(255, (int)(g * factor)); b = (uchar)MathMin(255, (int)(b * factor)); return (color)((uint)b << 16 | (uint)g << 8 | (uint)r); } //+------------------------------------------------------------------+ // Dashboard UI Engine //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ void UpdateDashboard(double buy, double sell, double delta) { int win_w = (int)ChartGetInteger(0, CHART_WIDTH_IN_PIXELS); int win_h = (int)ChartGetInteger(0, CHART_HEIGHT_IN_PIXELS); int col_w = 75, bar_h = 14, spacing = 8; int table_w = (col_w + spacing) * 3 + spacing; int table_h = 245; // Manually calculate the X from the LEFT to bypass the Price Scale bug int x_base = win_w - InpDashX - table_w; int y_top = win_h - InpDashY - table_h; double max_vol = MathMax(buy, MathMax(sell, MathAbs(delta))); if(max_vol == 0) max_vol = 0.1; int buy_score = (int)MathMin(10, (buy / max_vol) * 10); int sell_score = (int)MathMin(10, (sell / max_vol) * 10); int delta_score = (int)MathMin(10, (MathAbs(delta) / max_vol) * 10); color buy_col = InpUpTrendColor; color sell_col = InpDnTrendColor; color delta_bar = (delta > 0) ? InpUpTrendColor : InpDnTrendColor; color delta_hdr = C'128,128,128'; // Layout positions int bars_y = y_top + 10; int headers_y = bars_y + 10 * (bar_h + 1) + 10; int total_y = headers_y + 40 + 10; int total_h = 25; // --- Precision White Border (OBJ_EDIT) --- string frame_id = "KVT_D_Frame"; ObjectDelete(0, frame_id); ObjectCreate(0, frame_id, OBJ_EDIT, 0, 0, 0); ObjectSetInteger(0, frame_id, OBJPROP_CORNER, CORNER_LEFT_UPPER); ObjectSetInteger(0, frame_id, OBJPROP_XDISTANCE, x_base - 5); ObjectSetInteger(0, frame_id, OBJPROP_YDISTANCE, y_top - 5); ObjectSetInteger(0, frame_id, OBJPROP_XSIZE, table_w); ObjectSetInteger(0, frame_id, OBJPROP_YSIZE, (total_y + total_h) - y_top + 10); ObjectSetInteger(0, frame_id, OBJPROP_BGCOLOR, CLR_NONE); ObjectSetInteger(0, frame_id, OBJPROP_BORDER_COLOR, clrWhite); ObjectSetInteger(0, frame_id, OBJPROP_COLOR, clrWhite); ObjectSetInteger(0, frame_id, OBJPROP_READONLY, true); ObjectSetInteger(0, frame_id, OBJPROP_SELECTABLE, false); ObjectSetInteger(0, frame_id, OBJPROP_ZORDER, 0); ObjectDelete(0, "KVT_D_T"); int total_w = table_w - spacing; // Floating Total Volume text PlaceEdit("KVT_D_TT", "TOTAL VOLUME: " + FormatVolume(buy + sell), 9, x_base + 5, total_y, total_w, total_h, ALIGN_LEFT, CLR_NONE); ObjectSetInteger(0, "KVT_D_TT", OBJPROP_BORDER_COLOR, C'0,0,0'); DrawCol("BUY", buy_score, buy_col, buy_col, buy, x_base + (col_w + spacing) * 0, headers_y, bars_y, col_w, bar_h); DrawCol("SELL", sell_score, sell_col, sell_col, sell, x_base + (col_w + spacing) * 1, headers_y, bars_y, col_w, bar_h); DrawCol("DELTA", delta_score, delta_hdr, delta_bar, delta, x_base + (col_w + spacing) * 2, headers_y, bars_y, col_w, bar_h, true); ChartRedraw(0); } //+------------------------------------------------------------------+ void DrawCol(string name, int score, color hdr_col, color bar_col, double val, int x_dist, int head_y, int bars_y, int w, int h, bool show_sign = false) { // --- Header Box --- int head_h = 40; string t_id = "KVT_D_H_" + name; ObjectDelete(0, t_id); ObjectCreate(0, t_id, OBJ_EDIT, 0, 0, 0); ObjectSetInteger(0, t_id, OBJPROP_CORNER, CORNER_LEFT_UPPER); ObjectSetInteger(0, t_id, OBJPROP_XDISTANCE, x_dist); ObjectSetInteger(0, t_id, OBJPROP_YDISTANCE, head_y); ObjectSetInteger(0, t_id, OBJPROP_XSIZE, w); ObjectSetInteger(0, t_id, OBJPROP_YSIZE, head_h); ObjectSetInteger(0, t_id, OBJPROP_BGCOLOR, hdr_col); ObjectSetInteger(0, t_id, OBJPROP_BORDER_COLOR, hdr_col); ObjectSetInteger(0, t_id, OBJPROP_READONLY, true); ObjectSetInteger(0, t_id, OBJPROP_SELECTABLE, false); ObjectSetInteger(0, t_id, OBJPROP_ZORDER, 1); string val_str = show_sign ? FormatSignedVolume(val) : FormatVolume(val); PlaceEdit("KVT_D_HN_" + name, name, 9, x_dist, head_y + 3, w, head_h / 2, ALIGN_CENTER, hdr_col); PlaceEdit("KVT_D_HV_" + name, val_str, 9, x_dist, head_y + 20, w, head_h / 2, ALIGN_CENTER, hdr_col); // --- Histogram Bars --- for(int i = 0; i < 10; i++) { string b_id = "KVT_D_B_" + name + "_" + IntegerToString(i); ObjectDelete(0, b_id); ObjectCreate(0, b_id, OBJ_EDIT, 0, 0, 0); ObjectSetInteger(0, b_id, OBJPROP_CORNER, CORNER_LEFT_UPPER); ObjectSetInteger(0, b_id, OBJPROP_XDISTANCE, x_dist); // Stack bars downwards from bars_y ObjectSetInteger(0, b_id, OBJPROP_YDISTANCE, bars_y + (9 - i) * (h + 1)); ObjectSetInteger(0, b_id, OBJPROP_XSIZE, w); ObjectSetInteger(0, b_id, OBJPROP_YSIZE, h); ObjectSetInteger(0, b_id, OBJPROP_READONLY, true); ObjectSetInteger(0, b_id, OBJPROP_SELECTABLE, false); ObjectSetInteger(0, b_id, OBJPROP_ZORDER, 1); if(i < score) { color b_col = ColorBlend(bar_col, i); ObjectSetInteger(0, b_id, OBJPROP_BGCOLOR, b_col); ObjectSetInteger(0, b_id, OBJPROP_BORDER_COLOR, b_col); } else { ObjectSetInteger(0, b_id, OBJPROP_BGCOLOR, C'10,10,10'); ObjectSetInteger(0, b_id, OBJPROP_BORDER_COLOR, C'10,10,10'); } } } //+------------------------------------------------------------------+ void PlaceEdit(string id, string text, int font_size, int x, int y, int w, int h, ENUM_ALIGN_MODE align, color bg_col = CLR_NONE) { ObjectDelete(0, id); ObjectCreate(0, id, OBJ_EDIT, 0, 0, 0); ObjectSetInteger(0, id, OBJPROP_CORNER, CORNER_LEFT_UPPER); ObjectSetInteger(0, id, OBJPROP_XDISTANCE, x); ObjectSetInteger(0, id, OBJPROP_YDISTANCE, y); ObjectSetInteger(0, id, OBJPROP_XSIZE, w); ObjectSetInteger(0, id, OBJPROP_YSIZE, h); ObjectSetString(0, id, OBJPROP_TEXT, text); ObjectSetInteger(0, id, OBJPROP_COLOR, clrWhite); ObjectSetInteger(0, id, OBJPROP_FONTSIZE, font_size); ObjectSetInteger(0, id, OBJPROP_ALIGN, align); ObjectSetInteger(0, id, OBJPROP_READONLY, true); ObjectSetInteger(0, id, OBJPROP_BGCOLOR, bg_col); ObjectSetInteger(0, id, OBJPROP_BORDER_COLOR, bg_col); ObjectSetInteger(0, id, OBJPROP_SELECTABLE, false); ObjectSetInteger(0, id, OBJPROP_ZORDER, 2); }