//+------------------------------------------------------------------+
//| Normalized Volume Oscillator v2.mq4 |
//| Vadim Shumiloff |
//| shumiloff@mail.ru |
//| ICQ 84796634 |
//+------------------------------------------------------------------+
#property copyright "Vadim Shumiloff"
#property link "shumiloff@mail.ru"
#property indicator_separate_window
#property indicator_buffers 5
#property indicator_color1 Blue // Çàêðàñêà îòðèöàòåëüíûõ áàðîâ
#property indicator_color2 Green // Çàêðàñêà áàðîâ 0 - 38.2
#property indicator_color3 Lime // Çàêðàñêà áàðîâ 38.2 - 61.8
#property indicator_color4 Yellow // Çàêðàñêà áàðîâ 61.8 - 100
#property indicator_color5 Red // Çàêðàñêà áàðîâ ñâûøå 100
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2
#property indicator_width4 2
#property indicator_width5 2
/*
Method:
0 - MODE_SMA
1 - MODE_EMA
2 - MODE_SMMA
3 - MODE_LWMA
4 - MODE_LRMA
*/
extern int Method = 0;
extern int VolumePeriod = 21;
extern int Shift = 1;
double VolBufferH1[];
double VolBufferH2[];
double VolBufferH3[];
double VolBufferH4[];
double VolBufferH5[];
double Buffer[];
int init()
{
string short_name;
IndicatorBuffers(5);
SetIndexBuffer(1, VolBufferH1);
SetIndexStyle(0, DRAW_HISTOGRAM);
SetIndexBuffer(0, VolBufferH1);
SetIndexDrawBegin(0, VolBufferH1);
SetIndexBuffer(2, VolBufferH2);
SetIndexStyle(1, DRAW_HISTOGRAM);
SetIndexBuffer(1, VolBufferH2);
SetIndexDrawBegin(1, VolBufferH2);
SetIndexBuffer(3, VolBufferH3);
SetIndexStyle(2, DRAW_HISTOGRAM);
SetIndexBuffer(2, VolBufferH3);
SetIndexDrawBegin(2, VolBufferH3);
SetIndexBuffer(4, VolBufferH4);
SetIndexStyle(3, DRAW_HISTOGRAM);
SetIndexBuffer(3, VolBufferH4);
SetIndexDrawBegin(3, VolBufferH4);
SetIndexBuffer(5, VolBufferH5);
SetIndexStyle(4, DRAW_HISTOGRAM);
SetIndexBuffer(4, VolBufferH5);
SetIndexDrawBegin(4, VolBufferH5);
short_name="NVO (" + VolumePeriod + ")";
IndicatorShortName(short_name);
SetIndexLabel(0, short_name);
ArrayResize(Buffer, Bars); ArrayInitialize(Buffer, 0);
ArrayResize(VolBufferH1, Bars); ArrayInitialize(VolBufferH1, 0);
ArrayResize(VolBufferH2, Bars); ArrayInitialize(VolBufferH2, 0);
ArrayResize(VolBufferH3, Bars); ArrayInitialize(VolBufferH3, 0);
ArrayResize(VolBufferH4, Bars); ArrayInitialize(VolBufferH4, 0);
ArrayResize(VolBufferH5, Bars); ArrayInitialize(VolBufferH5, 0);
return(0);
}
int start()
{
int i, limit;
double nvo;
int counted_bars = IndicatorCounted();
if (counted_bars > 0) counted_bars--;
limit = Bars - counted_bars;
ArraySetAsSeries(Buffer, true);
for(i = 0; i < limit; i++) Buffer[i] = Volume[i];
for(i = 0; i < limit; i++)
{
if (Method < 4)
nvo = NormalizeDouble(Buffer[i] / iMAOnArray(Buffer, 0, VolumePeriod, 0, Method, i+Shift), 4)*100 - 100;
else
nvo = NormalizeDouble(Buffer[i] / (3*iMAOnArray(Buffer, 0, VolumePeriod, 0, MODE_LWMA, i+Shift) - 2*iMAOnArray(Buffer, 0, VolumePeriod, 0, MODE_SMA, i+Shift)), 4)*100 - 100;
if (nvo < 0)
VolBufferH1[i] = nvo;
else
{
if (nvo < 38.2)
VolBufferH2[i] = nvo;
else
{
if (nvo < 61.8)
VolBufferH3[i] = nvo;
else
{
if (nvo < 100)
{
VolBufferH4[i] = nvo;
}
else VolBufferH5[i] = nvo;
}
}
}
}
return(0);
}
Sample
Analysis
Market Information Used:
Series array that contains tick volumes of each bar
Indicator Curves created:
Implements a curve of type DRAW_HISTOGRAM
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: