chungnh
221 lines
14 KiB
Plaintext
221 lines
14 KiB
Plaintext
//+------------------------------------------------------------------+
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//| VOLUME TYPE.mq4 |
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//| Copyright © 2008, FOREXflash. |
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//| http://www.metaquotes.net |
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//+------------------------------------------------------------------+
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#property copyright ""
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#property link ""
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#property indicator_separate_window
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#property indicator_buffers 5
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#property indicator_plots 4
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#property indicator_color1 clrDimGray
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#property indicator_color2 clrLime
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#property indicator_color3 clrRed
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#property indicator_color4 clrWhite
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#property indicator_width1 2
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#property indicator_width2 2
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#property indicator_width3 2
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#property indicator_width4 2
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#property indicator_type1 DRAW_LINE
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#property indicator_type2 DRAW_HISTOGRAM
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#property indicator_type3 DRAW_HISTOGRAM
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#property indicator_type4 DRAW_HISTOGRAM
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//
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//
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//
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input ENUM_APPLIED_VOLUME inpVol = VOLUME_TICK; // Volume type
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input int Length = 50; // Ma length
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enum enMaTypes
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{
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ma_sma, // Simple moving average
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ma_ema, // Exponential moving average
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ma_smma, // Smoothed MA
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ma_lwma, // Linear weighted MA
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};
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input enMaTypes MaMode = ma_ema; // Ma mode
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input int NumberOfBars = 500; // Number of bars to display
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double v4[],GREEN[],RED[],WHITE[],trend[];
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struct sGlobalStruct
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{
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double mi;
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double up;
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double dn;
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long vol;
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};
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sGlobalStruct glo;
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//
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//
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//
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int OnInit()
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{
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SetIndexBuffer(0,v4, INDICATOR_DATA);
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SetIndexBuffer(1,GREEN,INDICATOR_DATA);
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SetIndexBuffer(2,RED, INDICATOR_DATA);
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SetIndexBuffer(3,WHITE,INDICATOR_DATA);
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SetIndexBuffer(4,trend,INDICATOR_CALCULATIONS);
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IndicatorSetString(INDICATOR_SHORTNAME,"VOLUME with "+getAvgName(MaMode)+"");
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return(INIT_SUCCEEDED);
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}
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//
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//
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//
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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int _limit = (prev_calculated>0) ? prev_calculated-1 : 0;
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,(NumberOfBars<=0?0:rates_total-NumberOfBars+1));
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PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,(NumberOfBars<=0?0:rates_total-NumberOfBars+1));
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PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,(NumberOfBars<=0?0:rates_total-NumberOfBars+1));
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PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,(NumberOfBars<=0?0:rates_total-NumberOfBars+1));
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PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,(NumberOfBars<=0?0:rates_total-NumberOfBars+1));
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//
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//
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//
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for (int i=_limit; i<rates_total && !_StopFlag; i++)
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{
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glo.mi = (high[i]+low[i])/2; // EXACT MIDDLE
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glo.up = (high[i]+low[i])/2 + (high[i]-low[i])/6; // UP CLOSE
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glo.dn = (high[i]+low[i])/2 - (high[i]-low[i])/6; // DOWN CLOSE
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trend[i] = (i>0) ? (close[i]>glo.up && open[i]<close[i] && close[i]>high[i-1]) ? 1 :
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(close[i]<glo.dn && open[i]>close[i] && close[i]< low[i-1]) ? -1 : 0 : 0;
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glo.vol = (inpVol==VOLUME_TICK) ? tick_volume[i] : volume[i];
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GREEN[i] = (trend[i] == 1) ? NormalizeDouble(glo.vol,0) : EMPTY_VALUE;
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RED[i] = (trend[i] ==-1) ? NormalizeDouble(glo.vol,0) : EMPTY_VALUE;
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WHITE[i] = (trend[i] == 0) ? NormalizeDouble(glo.vol,0) : EMPTY_VALUE;
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v4[i] = NormalizeDouble(iCustomMa(MaMode,glo.vol,Length,i,rates_total),0);
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}
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return(rates_total);
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}
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//------------------------------------------------------------------
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//
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//------------------------------------------------------------------
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string getAvgName(int method)
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{
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switch(method)
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{
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case ma_ema: return("EMA");
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case ma_lwma: return("LWMA");
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case ma_sma: return("SMA");
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case ma_smma: return("SMMA");
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}
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return("");
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}
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//------------------------------------------------------------------
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//
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//------------------------------------------------------------------
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#define _maInstances 1
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#define _maWorkBufferx1 1*_maInstances
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#define _maWorkBufferx2 2*_maInstances
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#define _maWorkBufferx3 3*_maInstances
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double iCustomMa(int mode, double price, double length, int r, int bars, int instanceNo=0)
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{
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//r = bars-r-1;
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switch (mode)
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{
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case ma_sma : return(iSma(price,(int)ceil(length),r,bars,instanceNo));
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case ma_ema : return(iEma(price,length,r,bars,instanceNo));
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case ma_smma : return(iSmma(price,(int)ceil(length),r,bars,instanceNo));
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case ma_lwma : return(iLwma(price,(int)ceil(length),r,bars,instanceNo));
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default : return(price);
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}
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}
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//
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//
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//
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//
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//
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double workSma[][_maWorkBufferx1];
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double iSma(double price, int period, int r, int _bars, int instanceNo=0)
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{
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if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars);
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workSma[r][instanceNo+0] = price;
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double avg = price; int k=1; for(; k<period && (r-k)>=0; k++) avg += workSma[r-k][instanceNo+0];
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return(avg/(double)k);
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}
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//
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//
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//
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//
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//
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double workEma[][_maWorkBufferx1];
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double iEma(double price, double period, int r, int _bars, int instanceNo=0)
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{
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if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars);
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workEma[r][instanceNo] = price;
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if (r>0 && period>1)
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workEma[r][instanceNo] = workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]);
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return(workEma[r][instanceNo]);
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}
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//
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//
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//
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//
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//
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double workSmma[][_maWorkBufferx1];
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double iSmma(double price, double period, int r, int _bars, int instanceNo=0)
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{
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if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars);
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workSmma[r][instanceNo] = price;
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if (r>1 && period>1)
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workSmma[r][instanceNo] = workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period;
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return(workSmma[r][instanceNo]);
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}
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//
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//
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//
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//
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//
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double workLwma[][_maWorkBufferx1];
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double iLwma(double price, double period, int r, int _bars, int instanceNo=0)
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{
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if (ArrayRange(workLwma,0)!= _bars) ArrayResize(workLwma,_bars);
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workLwma[r][instanceNo] = price; if (period<=1) return(price);
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double sumw = period;
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double sum = period*price;
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for(int k=1; k<period && (r-k)>=0; k++)
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{
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double weight = period-k;
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sumw += weight;
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sum += weight*workLwma[r-k][instanceNo];
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}
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return(sum/sumw);
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} |