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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
115 lines
4.6 KiB
Plaintext
115 lines
4.6 KiB
Plaintext
//+------------------------------------------------------------------+
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//| VWAP_Pro.mq5 |
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//| Copyright 2025, xxxxxxxx|
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property version "1.11" // Added plot labels for clarity
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#property description "Volume Weighted Average Price (VWAP) with selectable reset period"
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#property description "and candle source (Standard or Heikin Ashi)."
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#property indicator_chart_window
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#property indicator_buffers 2 // Two buffers for gapped drawing
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#property indicator_plots 2
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//--- Include the calculator engine ---
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#include <MyIncludes\VWAP_Calculator.mqh>
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//--- Plot 1: VWAP Line (Odd Periods)
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#property indicator_label1 "VWAP" // This label is shown on the chart
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrOrange
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot 2: VWAP Line (Even Periods)
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#property indicator_label2 "" // No label on the chart for the second part
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrOrange
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- Enum for selecting the candle source for calculation ---
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enum ENUM_CANDLE_SOURCE
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{
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CANDLE_STANDARD, // Use standard OHLC data
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CANDLE_HEIKIN_ASHI // Use Heikin Ashi smoothed data
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};
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//--- Input Parameters ---
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input ENUM_VWAP_PERIOD InpResetPeriod = PERIOD_SESSION; // Reset Period
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input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK; // Volume Type
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input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD; // Candle Source
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//--- Indicator Buffers ---
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double BufferVWAP_Odd[];
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double BufferVWAP_Even[];
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//--- Global calculator object (as a base class pointer) ---
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CVWAPCalculator *g_calculator;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, BufferVWAP_Odd, INDICATOR_DATA);
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SetIndexBuffer(1, BufferVWAP_Even, INDICATOR_DATA);
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ArraySetAsSeries(BufferVWAP_Odd, false);
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ArraySetAsSeries(BufferVWAP_Even, false);
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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if(InpCandleSource == CANDLE_HEIKIN_ASHI)
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{
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g_calculator = new CVWAPCalculator_HA();
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IndicatorSetString(INDICATOR_SHORTNAME, "VWAP HA");
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// Set labels for Data Window and Properties
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PlotIndexSetString(0, PLOT_LABEL, "VWAP HA");
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PlotIndexSetString(1, PLOT_LABEL, "VWAP HA (Segment)");
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}
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else
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{
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g_calculator = new CVWAPCalculator();
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IndicatorSetString(INDICATOR_SHORTNAME, "VWAP");
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// Set labels for Data Window and Properties
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PlotIndexSetString(0, PLOT_LABEL, "VWAP");
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PlotIndexSetString(1, PLOT_LABEL, "VWAP (Segment)");
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}
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpResetPeriod, InpVolumeType))
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{
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Print("Failed to create or initialize VWAP Calculator object.");
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return(INIT_FAILED);
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}
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 1);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, 1);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function. |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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delete g_calculator;
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}
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//+------------------------------------------------------------------+
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//| Custom indicator calculation function. |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total, const int, 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[])
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{
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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g_calculator.Calculate(rates_total, time, open, high, low, close, tick_volume, volume, BufferVWAP_Odd, BufferVWAP_Even);
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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