//+------------------------------------------------------------------+ //| Interactive AnchorFlow Volume Profile.mq5 | //| © 2026, ChukwuBuikem | //| https://www.mql5.com/en/users/bikeen | //+------------------------------------------------------------------+ #property copyright "© 2026, ChukwuBuikem" #property link "https://www.mql5.com/en/users/bikeen" #define _PROG_NAME "Interactive AnchorFlow Volume Profile (MTF)" #property description _PROG_NAME #property indicator_separate_window #property indicator_plots 0 //--- PROFILE MACROS #define _VP_ANCHOR _PROG_NAME + "VP Anchor" #define _VOLUME_PROFILE _PROG_NAME + "Profile" #define _LTF_VOLUME_PROFILE _VOLUME_PROFILE + "LTF" #define _HTF_VOLUME_PROFILE _VOLUME_PROFILE + "HTF" //--- KEYSTROKE MACROS #define _DBL_CLICK_TIME 500 //MILLISECONDS #define _KEY_E 69 // EDIT #define _KEY_S 83 // SAVE //--- DATA STRUCTURE struct st_priceVolume { //--- double price; long volume; //--- CONSTRUCTOR st_priceVolume(): price(EMPTY_VALUE), volume(0) {} }; //--- INPUT SETTING input ENUM_TIMEFRAMES inpHtf = PERIOD_H4;// Higher timeframe //--- GLOBAL STATE VARIABLES datetime anchorTime; ENUM_TIMEFRAMES htf = inpHtf; int indSubWindow = -1; int interactiveBins = 20; string inputBuffer = ""; bool editMode = false; //+------------------------------------------------------------------+ //| INITIALIZATION FUNCTION | //+------------------------------------------------------------------+ int OnInit() { //--- ROBUST INPUT TIMEFRAME VALIDATION if(htf <= _Period) htf = getNextHFT(); //--- CHART AND INDICATOR SETUP ChartSetInteger(0, CHART_EVENT_OBJECT_DELETE, true); IndicatorSetString(INDICATOR_SHORTNAME, _PROG_NAME + " " + EnumToString(htf)); indSubWindow = ChartWindowFind(0, _PROG_NAME + " " + EnumToString(htf)); //--- RENDER VOLUME PROFILE datetime start, end; getViewportValues(start, end); anchorTime = getMiddleCandleTime(start, end); calcVolumeProfile(anchorTime, false); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| DEINITIALIZATION FUNCTION | //+------------------------------------------------------------------+ void OnDeinit(const int32_t reason) { //--- CHART SETTING RESTORATION AND CLEAN UP ChartSetInteger(0, CHART_EVENT_OBJECT_DELETE, false); ObjectsDeleteAll(0, _PROG_NAME); ChartRedraw(); } //+------------------------------------------------------------------+ //| ITERATION FUNCTION | //+------------------------------------------------------------------+ int OnCalculate(const int32_t rates_total, const int32_t 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 int32_t &spread[]) { //--- if(prev_calculated > 0 && rates_total != prev_calculated) { bool isSelected = (bool) ObjectGetInteger(0, _VP_ANCHOR, OBJPROP_SELECTED); calcVolumeProfile(anchorTime, isSelected); } return(rates_total); } //+------------------------------------------------------------------+ //| CHARTEVENT FUNCTION | //+------------------------------------------------------------------+ void OnChartEvent(const int32_t id, const long &lparam, const double &dparam, const string &sparam) { //--- CHART CHANGE if(id == CHARTEVENT_CHART_CHANGE) { bool isSelected = (bool) ObjectGetInteger(0, _VP_ANCHOR, OBJPROP_SELECTED); //--- OTHER SUB-INDICATOR DELETION, CHART SCROLL, AND ZOOM calcVolumeProfile(anchorTime, isSelected); //--- UPDATE INDICATOR SUB WINDOW indSubWindow = ChartWindowFind(0, _PROG_NAME + " " + EnumToString(htf)); } //--- INTERACTIVE BIN EDITING if(id == CHARTEVENT_KEYDOWN) { int key = (int)lparam; static ulong lastEClick = 0; static ulong lastSClick = 0; if((bool)ObjectGetInteger(0, _VP_ANCHOR, OBJPROP_SELECTED)) { //--- EDIT-SAVE MECHANISM if(key == _KEY_E || key == _KEY_S) { switch(key) { //--- EDIT MODE case _KEY_E: if(isDoubleClick(lastEClick)) { inputBuffer = ""; editMode = true; Print("Edit mode activated"); } break; //--- SAVE INPUT case _KEY_S: if(isDoubleClick(lastSClick)) { //--- GET NUMBER OF BINS FROM USER INPUT int temp = (int) StringToInteger(inputBuffer); //--- CLAMP (5 - 100) temp = (temp < 5) ? 5 : (temp > 100) ? 100 : temp; //--- IF NO INPUT, USE LAST VALUE IN MEMORY interactiveBins = (inputBuffer == "") ? interactiveBins : temp; Print("Saved: [", interactiveBins, "]"); editMode = false; } break; } } //--- CAPTURE USER INPUTS if(editMode) { //--- NUMERIC INPUTS (0 - 9) if(key >= 48 && key <= 57) { inputBuffer += CharToString((char)key); } } } } //--- if(sparam != _VP_ANCHOR) return; switch(id) { //--- ANCHOR LINE DRAG AND DROP case CHARTEVENT_OBJECT_DRAG: { anchorTime = (datetime)ObjectGetInteger(0, _VP_ANCHOR, OBJPROP_TIME); anchorTime = normalizeToChartTime(anchorTime); //--- ENHANCED USER-EXPERIENCE if(anchorTime > iTime(_Symbol, PERIOD_CURRENT, 1)) { datetime start = 0, end = 0; getViewportValues(start, end); anchorTime = getMiddleCandleTime(start, end); } calcVolumeProfile(anchorTime, true); break; } //--- ANCHOR RESTORATION case CHARTEVENT_OBJECT_DELETE: { Print("Volume Profile Anchor line deleted. RESTORED"); //--- RESTORE IMMEDIATELY createVLine(_VP_ANCHOR, anchorTime, clrBlack, "VP Anchor", true); break; } } } //+------------------------------------------------------------------+ //| NEXT HIGHER TIMEFRAME DETECTION | //+------------------------------------------------------------------+ ENUM_TIMEFRAMES getNextHFT() { //--- ENUM_TIMEFRAMES timeframes[] = {PERIOD_M1, PERIOD_M2, PERIOD_M3, PERIOD_M4, PERIOD_M5, PERIOD_M6, PERIOD_M10, PERIOD_M12, PERIOD_M15, PERIOD_M20, PERIOD_M30, PERIOD_H1, PERIOD_H2, PERIOD_H3, PERIOD_H4, PERIOD_H6, PERIOD_H8, PERIOD_H12, PERIOD_D1, PERIOD_W1, PERIOD_MN1 }; int chartSecs = PeriodSeconds(); //--- FIND NEXT HIGHER THAN CHART TF for(int w = 0; w < ArraySize(timeframes); w++) { if(PeriodSeconds(timeframes[w]) > chartSecs) return timeframes[w]; } //--- FALLBACK return timeframes[ArraySize(timeframes) - 1]; } //+------------------------------------------------------------------+ //| VIEWPORT DETECTION | //+------------------------------------------------------------------+ int getViewportValues(datetime &start, datetime &end) { //--- int first = (int) ChartGetInteger(0, CHART_FIRST_VISIBLE_BAR); int visibleBars = (int) ChartGetInteger(0, CHART_VISIBLE_BARS); int last = first - visibleBars + 2; if(last < 0) last = 0; visibleBars = visibleBars - 2; start = iTime(_Symbol, PERIOD_CURRENT, last); end = iTime(_Symbol, PERIOD_CURRENT, first); return visibleBars; } //+------------------------------------------------------------------+ //| CHART ALIGNMENT | //+------------------------------------------------------------------+ datetime normalizeToChartTime(datetime time, ENUM_TIMEFRAMES tf = PERIOD_CURRENT) { //--- int shift = iBarShift(_Symbol, tf, time); if(shift < 0) shift = 0; return iTime(_Symbol, tf, shift); } //+------------------------------------------------------------------+ //| MIDDLE TIME DETECTION | //+------------------------------------------------------------------+ datetime getMiddleCandleTime(const datetime time1, const datetime time2) { //--- datetime rawMiddleTime = (time1 + time2) / 2; int nearestBar = iBarShift(_Symbol, PERIOD_CURRENT, rawMiddleTime, false); if(nearestBar < 0) return rawMiddleTime; return iTime(_Symbol, PERIOD_CURRENT, nearestBar);// Normalized value } //+------------------------------------------------------------------+ //| VOLUME NORMALIZATION | //+------------------------------------------------------------------+ double normalizeMinMax(const long value, const long maxVol, const long minVol) { //--- if(maxVol <= minVol) return 0; return (double)(value - minVol) / (maxVol - minVol); } //+------------------------------------------------------------------+ //| KEYSTROKE DOUBLE-CLICK DETECTION | //+------------------------------------------------------------------+ bool isDoubleClick(ulong &lastClick) { //--- ulong now = GetTickCount(); bool doubleClick = (now - lastClick <= _DBL_CLICK_TIME); lastClick = now; return doubleClick; } //+------------------------------------------------------------------+ //| VERTICAL LINE CREATION | //+------------------------------------------------------------------+ bool createVLine(const string objName, const datetime time, const color clr, const string tooltip = "\n", const bool selected = false) { //--- if(ObjectCreate(0, objName, OBJ_VLINE, 0, time, 0)) { ObjectSetInteger(0, objName, OBJPROP_COLOR, clr); ObjectSetInteger(0, objName, OBJPROP_SELECTABLE, true); ObjectSetInteger(0, objName, OBJPROP_SELECTED, selected); ObjectSetInteger(0, objName, OBJPROP_WIDTH, 2); ObjectSetInteger(0, objName, OBJPROP_HIDDEN, true); ObjectSetString(0, objName, OBJPROP_TOOLTIP, tooltip); ChartRedraw(); return true; } return false; } //+------------------------------------------------------------------+ //| HORIZONTAL LINE CREATION | //+------------------------------------------------------------------+ bool createHLine(const string objName, const double price, const int subWind, const color clr, const string tooltip) { //--- if(ObjectCreate(0, objName, OBJ_HLINE, subWind, 0, price)) { ObjectSetInteger(0, objName, OBJPROP_COLOR, clr); ObjectSetInteger(0, objName, OBJPROP_SELECTABLE, false); ObjectSetInteger(0, objName, OBJPROP_WIDTH, 1); ObjectSetInteger(0, objName, OBJPROP_HIDDEN, true); ObjectSetString(0, objName, OBJPROP_TOOLTIP, tooltip); return true; } return false; } //+------------------------------------------------------------------+ //| RECTANGLE CREATION | //+------------------------------------------------------------------+ bool createRect(const string objName, const datetime time1, const double price1, const datetime time2, const double price2, const int subWind, const color clr) { //--- if(ObjectCreate(0, objName, OBJ_RECTANGLE, subWind, time1, price1, time2, price2)) { ObjectSetInteger(0, objName, OBJPROP_COLOR, clr); ObjectSetInteger(0, objName, OBJPROP_BACK, true); ObjectSetInteger(0, objName, OBJPROP_FILL, true); ObjectSetInteger(0, objName, OBJPROP_HIDDEN, true); ObjectSetInteger(0, objName, OBJPROP_SELECTABLE, false); ObjectSetString(0, objName, OBJPROP_TOOLTIP, "\n"); return true; } return false; } //+------------------------------------------------------------------+ //| HTF VOLUME PROFILE COMPUTATION | //+------------------------------------------------------------------+ void htfVolumeProfile(const datetime vpAnchor, const int maxProfile, const int minProfile) { //--- datetime viewStart = 0, viewEnd = 0; int count = getViewportValues(viewStart, viewEnd); viewStart = normalizeToChartTime(viewStart, htf); viewEnd = normalizeToChartTime(vpAnchor, htf); count = MathAbs(iBarShift(_Symbol, htf, viewStart) - iBarShift(_Symbol, htf, viewEnd)) + 1; int firstBar = -1, highestIndex = -1, lowestIndex = -1; int numberOfBins = -1; bool useRealVol = false; double rangeHigh = EMPTY_VALUE, rangeLow = EMPTY_VALUE; double binHigh = EMPTY_VALUE, binLow = EMPTY_VALUE; long maxVol = 0, minVol = LONG_MAX; int extendBars = 0; color clr = clrNONE; double dominance = -1; MqlRates rates[]; ArraySetAsSeries(rates, true); st_priceVolume bins[]; //--- ENSURE DATA IS SYNCHRONIZED while(!SeriesInfoInteger(_Symbol, htf, SERIES_SYNCHRONIZED) && !IsStopped()) { Sleep(100); } //--- CLEAR SUB WINDOW ObjectsDeleteAll(0, _HTF_VOLUME_PROFILE); ChartRedraw(); if(CopyRates(_Symbol, htf, viewStart, viewEnd, rates) > 0) { firstBar = iBarShift(_Symbol, htf, viewStart); highestIndex = iHighest(_Symbol, htf, MODE_HIGH, count, firstBar); lowestIndex = iLowest(_Symbol, htf, MODE_LOW, count, firstBar); //--- rangeHigh = iHigh(_Symbol, htf, highestIndex); rangeLow = iLow(_Symbol, htf, lowestIndex); //--- INTERACTIVE BIN CONSTRUCTION numberOfBins = interactiveBins; double step = (rangeHigh - rangeLow) / numberOfBins; ArrayResize(bins, numberOfBins); useRealVol = (rates[0].real_volume > 0); //--- VOLUME ACCUMULATION for(int w = 0; w < numberOfBins; w++) { binLow = rangeLow + step * w; binHigh = binLow + step; //--- for(int c = 0; c < ArraySize(rates); c++) { if(rates[c].close >= binLow && rates[c].close <= binHigh) { bins[w].volume += (useRealVol) ? rates[c].real_volume : rates[c].tick_volume; bins[w].price = rates[c].close; } } if(bins[w].volume < 1) bins[w].volume = 1; } //--- VOLUME EXTREMES for(int b = 0; b < ArraySize(bins); b++) { if(bins[b].volume > maxVol) maxVol = bins[b].volume; if(bins[b].volume < minVol) minVol = bins[b].volume; } bool pocDrawn = false; //--- PROFILE RENDERING for(int p = 0; p < ArraySize(bins); p++) { binLow = rangeLow + step * p; binHigh = binLow + step; extendBars = minProfile + (int)MathRound(normalizeMinMax(bins[p].volume, maxVol, minVol) * (maxProfile - minProfile)); dominance = (double)extendBars / maxProfile; clr = (dominance >= 0.85) ? clrGreen : (dominance >= 0.65) ? clrPurple : (dominance >= 0.45) ? clrCoral : (dominance >= 0.25) ? clrRed : (dominance >= 0.10) ? clrBurlyWood : clrDarkSlateGray; createRect(_HTF_VOLUME_PROFILE + (string)p, vpAnchor, binLow, vpAnchor + (PeriodSeconds()*extendBars), binHigh, indSubWindow, clr); if(bins[p].volume == maxVol && !pocDrawn) { //--- DRAW MAXIMUM VOLUME'S POC : ONCE createHLine(_HTF_VOLUME_PROFILE + "POC", bins[p].price, indSubWindow, clr, "HTF POC"); pocDrawn = true; } } } } //+------------------------------------------------------------------+ //| CORE VOLUME PROFILE COMPUTATIONS | //+------------------------------------------------------------------+ void calcVolumeProfile(const datetime vpAnchor, const bool vpSelected) { //--- datetime viewStart = 0, viewEnd = 0; int count = getViewportValues(viewStart, viewEnd); int firstBar = -1, highestIndex = -1, lowestIndex = -1; int numberOfBins = -1; bool useRealVol = false; double rangeHigh = EMPTY_VALUE, rangeLow = EMPTY_VALUE; double binHigh = EMPTY_VALUE, binLow = EMPTY_VALUE; long maxVol = 0, minVol = LONG_MAX; int extendBars = 0, maxProfileLength = 0, minProfileLength = 0; color clr = clrNONE; double dominance = -1; MqlRates rates[]; ArraySetAsSeries(rates, true); st_priceVolume bins[]; createVLine(_VP_ANCHOR, vpAnchor, clrBlack, "VP Anchor", vpSelected); count = MathAbs(iBarShift(_Symbol, PERIOD_CURRENT, viewStart) - iBarShift(_Symbol, PERIOD_CURRENT, vpAnchor)) + 1; //--- ENSURE DATA IS SYNCHRONIZED while(!SeriesInfoInteger(_Symbol, PERIOD_CURRENT, SERIES_SYNCHRONIZED) && !IsStopped()) { Sleep(100); } //--- CLEAR MAIN CHART ObjectsDeleteAll(0, _LTF_VOLUME_PROFILE); ChartRedraw(); if(CopyRates(_Symbol, PERIOD_CURRENT, viewStart, vpAnchor, rates) > 0) { firstBar = iBarShift(_Symbol, PERIOD_CURRENT, viewStart); highestIndex = iHighest(_Symbol, PERIOD_CURRENT, MODE_HIGH, count, firstBar); lowestIndex = iLowest(_Symbol, PERIOD_CURRENT, MODE_LOW, count, firstBar); //--- rangeHigh = iHigh(_Symbol, PERIOD_CURRENT, highestIndex); rangeLow = iLow(_Symbol, PERIOD_CURRENT, lowestIndex); //--- DYNAMIC SUB-WINDOW PRICE SCALING IndicatorSetDouble(INDICATOR_MAXIMUM, rangeHigh + (100 * _Point)); IndicatorSetDouble(INDICATOR_MINIMUM, rangeLow - (100 * _Point)); //--- INTERACTIVE BIN CONSTRUCTION numberOfBins = interactiveBins; double step = (rangeHigh - rangeLow) / numberOfBins; ArrayResize(bins, numberOfBins); useRealVol = (rates[0].real_volume > 0); //--- VOLUME ACCUMULATION for(int w = 0; w < numberOfBins; w++) { binLow = rangeLow + step * w; binHigh = binLow + step; //--- for(int c = 0; c < ArraySize(rates); c++) { if(rates[c].close >= binLow && rates[c].close <= binHigh) { bins[w].volume += (useRealVol) ? rates[c].real_volume : rates[c].tick_volume; bins[w].price = rates[c].close; } } if(bins[w].volume < 1) bins[w].volume = 1; } //--- VOLUME EXTREMES for(int b = 0; b < ArraySize(bins); b++) { if(bins[b].volume > maxVol) maxVol = bins[b].volume; if(bins[b].volume < minVol) minVol = bins[b].volume; } //--- PROFILE SCALING maxProfileLength = (int)(count * 0.4); maxProfileLength = MathMax(4, maxProfileLength); minProfileLength = (int)MathRound(maxProfileLength * 0.05); minProfileLength = MathMax(2, minProfileLength); bool pocDrawn = false; //--- PROFILE RENDERING for(int p = 0; p < ArraySize(bins); p++) { binLow = rangeLow + step * p; binHigh = binLow + step; extendBars = minProfileLength + (int)MathRound(normalizeMinMax(bins[p].volume, maxVol, minVol) * (maxProfileLength - minProfileLength)); //--- AVOID ZERO DIVISION ERROR if(maxProfileLength > 0) dominance = (double)extendBars / maxProfileLength; clr = (dominance >= 0.85) ? clrFireBrick : (dominance >= 0.65) ? clrBlue : (dominance >= 0.45) ? clrChocolate : (dominance >= 0.25) ? clrBrown : (dominance >= 0.10) ? clrPaleVioletRed : clrOlive; createRect(_LTF_VOLUME_PROFILE + (string)p, vpAnchor, binLow, vpAnchor + (PeriodSeconds()*extendBars), binHigh, 0, clr); if(bins[p].volume == maxVol && !pocDrawn) { //--- DRAW MAXIMUM VOLUME'S POC : ONCE createHLine(_LTF_VOLUME_PROFILE + "POC", bins[p].price, 0, clr, "LTF POC"); pocDrawn = true; } } htfVolumeProfile(vpAnchor, maxProfileLength, minProfileLength); ChartRedraw(); } } //+------------------------------------------------------------------+