//+------------------------------------------------------------------+
//| Change of Volatility.mq4 |
//| Copyright © 2007, MetaQuotes Software Corp. |
//| http://www.metaquotes.ru/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link "http://www.metaquotes.ru/"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Red
//---- input parameters
extern int short=6;
extern int long=100;
//---- buffers
double HVBuffer[];
double Moment[];
double longLog[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(2);
SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexBuffer(0,HVBuffer);
SetIndexStyle(1,DRAW_NONE);
SetIndexBuffer(1,Moment);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int i,limit,limit2, counted_bars=IndicatorCounted();
//----
if (counted_bars==0)
{
limit=Bars-2;
limit2=Bars-long-1;
}
if (counted_bars>0)
{
limit=Bars-counted_bars;
limit2=limit;
}
for (i=limit;i>=0;i--) Moment[i]=iMomentum(NULL,0,1,PRICE_CLOSE,i)/100;
for (i=limit2;i>=0;i--) HVBuffer[i]=iStdDevOnArray(Moment,0,short,0,MODE_SMA,i)/iStdDevOnArray(Moment,0,long,0,MODE_SMA,i);
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Implements a curve of type DRAW_HISTOGRAM
Implements a curve of type DRAW_NONE
Indicators Used:
Momentum indicator
Standard Deviation indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: