Artur
132 lines
11 KiB
Plaintext
132 lines
11 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Volatility.mq5 |
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//| Copyright © 2009, Trofimov Evgeniy Vitalyevich |
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//| http://TrofimovVBA.narod.ru/ |
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//+------------------------------------------------------------------+
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#property copyright "Copyright © 2009, Trofimov Evgeniy Vitalyevich"
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#property link "http://TrofimovVBA.narod.ru/"
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//---- indicator version number
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#property version "1.00"
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//---- drawing indicator in a separate window
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#property indicator_separate_window
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//---- number of indicator buffers
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#property indicator_buffers 1
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//---- only one plot is used
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#property indicator_plots 1
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//+-----------------------------------+
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//| Indicator drawing parameters |
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//+-----------------------------------+
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//---- drawing the indicator as a line
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#property indicator_type1 DRAW_LINE
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//---- red color is used as the color of the bullish line of the indicator
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#property indicator_color1 clrRed
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//---- the indicator line is a continuous curve
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#property indicator_style1 STYLE_SOLID
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//---- indicator line width is equal to 1
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#property indicator_width1 1
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//---- displaying the indicator label
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#property indicator_label1 "Volatility"
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//+-----------------------------------+
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//| INDICATOR INPUT PARAMETERS |
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//+-----------------------------------+
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input uint N=12; // channel period
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input int Shift=0; // horizontal shift of the indicator in bars
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//+-----------------------------------+
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//---- indicator buffer
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double IndBuffer[];
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//---- Declaration of integer variables of data starting point
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int min_rates_total;
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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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//| Volatility indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//---- Initialization of variables of the start of data calculation
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min_rates_total=int(N);
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//---- set dynamic array as an indicator buffer
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SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);
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//---- shifting the indicator horizontally by Shift
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PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
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//---- performing the shift of beginning of indicator drawing
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
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//---- setting the indicator values that won't be visible on a chart
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PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
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//---- indexing elements in the buffer as time series
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ArraySetAsSeries(IndBuffer,true);
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//---- initializations of variable for indicator short name
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string shortname="Volatility("+string(N)+")";
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//--- creation of the name to be displayed in a separate sub-window and in a pop up help
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IndicatorSetString(INDICATOR_SHORTNAME,shortname);
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//--- determining the accuracy of displaying the indicator values
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IndicatorSetInteger(INDICATOR_DIGITS,0);
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//---- end of initialization
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}
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//+------------------------------------------------------------------+
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//| Volatility iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(
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const int rates_total, // amount of history in bars at the current tick
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const int prev_calculated,// amount of history in bars at the previous tick
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const datetime &time[],
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const double &open[],
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const double& high[], // price array of maximums of price for the calculation of indicator
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const double& low[], // price array of price lows for the indicator calculation
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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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{
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//---- checking the number of bars to be enough for calculation
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if(rates_total<min_rates_total) return(0);
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//---- declaration of variables with a floating point
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double HH,LL;
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//---- Declaration of integer variables
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int limit;
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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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int _prev_calculated = customChartIndicator.GetPrevCalculated();
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//
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//
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//
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//---- calculation of the starting number limit for the bar recalculation loop
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if(_prev_calculated>rates_total || _prev_calculated<=0)// checking for the first start of the indicator calculation
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limit=rates_total-min_rates_total-1; // starting index for the calculation of all bars
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else limit=rates_total-_prev_calculated; // starting index for calculation of new bars only
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//---- indexing elements in arrays as timeseries
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ArraySetAsSeries(customChartIndicator.High,true);
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ArraySetAsSeries(customChartIndicator.Low,true);
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//---- main indicator calculation loop
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for(int bar=limit; bar>=0 && !IsStopped(); bar--)
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{
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HH=customChartIndicator.High[ArrayMaximum(customChartIndicator.High,bar,N)];
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LL=customChartIndicator.Low [ArrayMinimum(customChartIndicator.Low, bar,N)];
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IndBuffer[bar]=(HH-LL)/(_Point*N);
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}
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//----
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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