86 lines
6.6 KiB
Plaintext
86 lines
6.6 KiB
Plaintext
//+------------------------------------------------------------------+
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//| AV.mq5 |
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//| Copyright 2018, MetaQuotes Software Corp. |
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//| https://mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2018, MetaQuotes Software Corp."
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#property link "https://mql5.com"
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#property version "1.00"
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#property description "Average Volatility oscillator"
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 1
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//--- plot AV
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#property indicator_label1 "AV"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrCrimson
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- input parameters
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input uint InpPeriod = 5; // Period
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//--- indicator buffers
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double BufferAV[];
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double BufferVol[];
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//--- global variables
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int period_ind;
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//--- includes
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#include <MovingAverages.mqh>
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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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//--- set global variables
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period_ind=int(InpPeriod<2 ? 2 : InpPeriod);
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//--- indicator buffers mapping
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SetIndexBuffer(0,BufferAV,INDICATOR_DATA);
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SetIndexBuffer(1,BufferVol,INDICATOR_CALCULATIONS);
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//--- setting indicator parameters
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IndicatorSetString(INDICATOR_SHORTNAME,"Average Volatility ("+(string)period_ind+")");
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IndicatorSetInteger(INDICATOR_DIGITS,Digits());
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//--- setting buffer arrays as timeseries
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ArraySetAsSeries(BufferAV,true);
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ArraySetAsSeries(BufferVol,true);
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//---
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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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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//--- Установка массивов буферов как таймсерий
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ArraySetAsSeries(high,true);
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ArraySetAsSeries(low,true);
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//--- Проверка и расчёт количества просчитываемых баров
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if(rates_total<4 || Point()==0) return 0;
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//--- Проверка и расчёт количества просчитываемых баров
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int limit=rates_total-prev_calculated;
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if(limit>1)
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{
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limit=rates_total-2;
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ArrayInitialize(BufferAV,EMPTY_VALUE);
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ArrayInitialize(BufferVol,0);
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}
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//--- Подготовка данных
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for(int i=limit; i>=0 && !IsStopped(); i--)
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BufferVol[i]=(high[i]-low[i])/Point();
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//--- Расчёт индикатора
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if(SimpleMAOnBuffer(rates_total,prev_calculated,0,period_ind,BufferVol,BufferAV)==0)
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return 0;
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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