version 3.14
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Artur
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#property copyright "2017-2020, Artur Zas"
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#property link "http://www.az-invest.eu"
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//---- indicator settings
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#property indicator_separate_window
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#property indicator_buffers 7
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#property indicator_plots 5
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#property indicator_label1 "Volume"
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#property indicator_type1 DRAW_HISTOGRAM // volume
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#property indicator_color1 Gray
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#property indicator_style1 0
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#property indicator_width1 2
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#property indicator_label2 "Buy volume"
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#property indicator_type2 DRAW_HISTOGRAM // buy volume
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#property indicator_color2 clrDarkGreen
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#property indicator_style2 0
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#property indicator_width2 2
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#property indicator_label3 "Sell volume"
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#property indicator_type3 DRAW_HISTOGRAM // sell volume
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#property indicator_color3 clrFireBrick
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#property indicator_style3 0
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#property indicator_width3 2
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#property indicator_label4 "Bar volume delta"
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#property indicator_type4 DRAW_COLOR_HISTOGRAM // bar delta
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#property indicator_color4 Lime,Red,clrNONE
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#property indicator_style4 0
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#property indicator_width4 5
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#property indicator_label5 "Cumulative volume delta"
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#property indicator_type5 DRAW_COLOR_LINE // cumulative delta
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#property indicator_color5 Green, Red, clrNONE
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#property indicator_style5 STYLE_DOT
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#property indicator_width5 1
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//--- input data
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static ENUM_APPLIED_VOLUME InpVolumeType= (SymbolInfoInteger(_Symbol,SYMBOL_VOLUME) <= 0) ? VOLUME_TICK : VOLUME_REAL; // Volumes
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input bool InpShowVolume = true; // Show volume histogram
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input bool InpShowBuySellVolume = true; // Show bar's buy/sell volume breakdown
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input bool InpShowBarDelta = true; // Show bar's buy/sell volume delta
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input bool InpShowCumulativeDelta = false; // Show cumulative volume delta
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input int InpCumulativeDeltaScale = 1; // Scale down cumulative volume 1:x
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//---- indicator buffers
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double ExtBarDeltaBuffer[];
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double ExtBarDeltaColorsBuffer[];
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double ExtBuyVolumeBuffer[];
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double ExtSellVolumeBuffer[];
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double ExtVolumeBuffer[];
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double ExtCumulativeVolumeBuffer[];
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double ExtCumulativeVolumeColorBuffer[];
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double cumulativeDelta = 0;
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//
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#include <AZ-INVEST/CustomBarConfig.mqh>
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//
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//---- buffers
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SetIndexBuffer(0,ExtVolumeBuffer,INDICATOR_DATA);
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SetIndexBuffer(1,ExtBuyVolumeBuffer,INDICATOR_DATA);
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SetIndexBuffer(2,ExtSellVolumeBuffer,INDICATOR_DATA);
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SetIndexBuffer(3,ExtBarDeltaBuffer,INDICATOR_DATA);
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SetIndexBuffer(4,ExtBarDeltaColorsBuffer,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(5,ExtCumulativeVolumeBuffer,INDICATOR_DATA);
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SetIndexBuffer(6,ExtCumulativeVolumeColorBuffer,INDICATOR_COLOR_INDEX);
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//---- name for DataWindow and indicator subwindow label
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IndicatorSetString(INDICATOR_SHORTNAME,"Pro Volume");
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//---- indicator digits
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IndicatorSetInteger(INDICATOR_DIGITS,0);
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customChartIndicator.SetGetTimeFlag();
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customChartIndicator.SetGetVolumesFlag();
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customChartIndicator.SetGetVolumeBreakdownFlag();
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//----
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}
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//+------------------------------------------------------------------+
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//| Volumes |
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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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//---check for rates total
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if(rates_total<2)
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return(0);
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//
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// Process data through MedianRenko indicator
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//
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if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
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return(0);
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if(!customChartIndicator.BufferSynchronizationCheck(close))
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return(0);
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//
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// Make the following modifications in the code below:
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//
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// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
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//
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// customChartIndicator.Open[] should be used instead of open[]
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// customChartIndicator.Low[] should be used instead of low[]
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// customChartIndicator.High[] should be used instead of high[]
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// customChartIndicator.Close[] should be used instead of close[]
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//
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// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
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//
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// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
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// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
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//
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// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
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// customChartIndicator.Real_volume[] should be used instead of Volume[]
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// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
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//
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// customChartIndicator.Price[] should be used instead of Price[]
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// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
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//
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int _prev_calculated = customChartIndicator.GetPrevCalculated();
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//
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//
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//
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//--- starting work
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int start=_prev_calculated-1;
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//--- correct position
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// if(start<1) start=1;
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if(start<0) start=0;
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//--- main cycle
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CalculateData(start,rates_total);
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//--- OnCalculate done. Return new prev_calculated.
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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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void CalculateData(const int nPosition,
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const int nRatesCount)
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{
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double volume,buyVolume,sellVolume,barDelta;
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for(int i=nPosition;i<nRatesCount && !IsStopped();i++)
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{
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//--- calculate indicator
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volume = (InpVolumeType == VOLUME_TICK) ? (double)customChartIndicator.Tick_volume[i] : (double)customChartIndicator.Real_volume[i];
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buyVolume = customChartIndicator.Buy_volume[i];
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sellVolume = customChartIndicator.Sell_volume[i];
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barDelta = buyVolume - sellVolume;
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//
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if(InpShowVolume)
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ExtVolumeBuffer[i] = volume;
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else
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ExtVolumeBuffer[i] = 0;
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if(InpShowBuySellVolume)
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{
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ExtBuyVolumeBuffer[i] = buyVolume;
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ExtSellVolumeBuffer[i] = sellVolume * (-1);
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}
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else
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{
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ExtBuyVolumeBuffer[i] = 0;
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ExtSellVolumeBuffer[i] = 0;
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}
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if(InpShowBarDelta)
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{
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ExtBarDeltaBuffer[i] = barDelta;
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ExtBarDeltaColorsBuffer[i] = ( ExtBarDeltaBuffer[i] < 0 ) ? 1 : (( ExtBarDeltaBuffer[i] == 0 ) ? 2 : 0 );
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}
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else
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{
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ExtBarDeltaBuffer[i] = 0;
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ExtBarDeltaColorsBuffer[i] = 2;
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}
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if(InpShowCumulativeDelta)
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{
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if((i != (nRatesCount-1)) && (i>0))
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{
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if(IsNewDay(customChartIndicator.Time[i-1], customChartIndicator.Time[i]))
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cumulativeDelta = 0; // reset cumulative volme
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cumulativeDelta += barDelta;
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ExtCumulativeVolumeBuffer[i] = cumulativeDelta / InpCumulativeDeltaScale;
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ExtCumulativeVolumeColorBuffer[i] = ( ExtCumulativeVolumeBuffer[i] < 0 ) ? 1 : (( ExtCumulativeVolumeBuffer[i] == 0 ) ? 2 : 0 );
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}
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else
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{
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ExtCumulativeVolumeBuffer[i] = (cumulativeDelta + barDelta) / InpCumulativeDeltaScale;
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ExtCumulativeVolumeColorBuffer[i] = ( ExtCumulativeVolumeBuffer[i] < 0 ) ? 1 : (( ExtCumulativeVolumeBuffer[i] == 0 ) ? 2 : 0 );
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}
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}
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else
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{
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ExtCumulativeVolumeBuffer[i] = 0;
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ExtCumulativeVolumeColorBuffer[i] = 2;
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}
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}
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}
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//+------------------------------------------------------------------+
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bool IsNewDay(datetime prevTime,datetime currTime)
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{
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MqlDateTime prev;
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MqlDateTime curr;
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TimeToStruct(prevTime,prev);
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TimeToStruct(currTime,curr);
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if(prev.day_of_week != curr.day_of_week)
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return true;
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else
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return false;
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}
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