//+------------------------------------------------------------------+
//| Volume_2.v3.mq4 |
//| Victor Nicolaev |
//| vinin@mail.ru |
//+------------------------------------------------------------------+
#property copyright "Victor Nicolaev"
#property link "vinin@mail.ru"
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 Red
#property indicator_color2 White
#property indicator_color3 Red
#property indicator_color4 White
#property indicator_width1 1
#property indicator_width2 1
#property indicator_width3 3
#property indicator_width4 3
//---- input parameters
extern int TM= 240; // Ðàñ÷åòíûé òàéì-ôðåéì
extern int mode=0; //ðàñ÷åòíûé ïåðèîä: 0 - íåäåëÿ, 1 - ìåñÿö, 2 - êâàðòàë. 3 - ãîä.
extern int MAxPeriodMode=5; //Ìàêñèìàëüíîå ÷èñëî îòîáðàæàåìûõ ðàñ÷åòíûõ ïåðèîäîâ, 0 - âñå
//---- buffers
double ExtMapBufferOpen[];
double ExtMapBufferHigh[];
double ExtMapBufferLow[];
double ExtMapBufferClose[];
int K;
int TMf;
double AverageVolume=-1;
datetime StartTime=0, EndTime;
bool start;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init() {
K=1;
TMf=TM;
CheckTM(TM,TMf,K);
start=false;
StartTime=0;
SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexStyle(1,DRAW_HISTOGRAM);
SetIndexStyle(2,DRAW_HISTOGRAM);
SetIndexStyle(3,DRAW_HISTOGRAM);
SetIndexDrawBegin(0,0);
SetIndexDrawBegin(1,0);
SetIndexDrawBegin(2,0);
SetIndexDrawBegin(3,0);
SetIndexBuffer(0,ExtMapBufferHigh);
SetIndexBuffer(1,ExtMapBufferLow);
SetIndexBuffer(2,ExtMapBufferOpen);
SetIndexBuffer(3,ExtMapBufferClose);
IndicatorShortName("Volume("+TM+")");
SetIndexLabel(0,"Open");
SetIndexLabel(1,"High");
SetIndexLabel(2,"Low");
SetIndexLabel(3,"Close");
//---- initialization done
return(0); }//int init()
//+------------------------------------------------------------------+
int start() {
int limit;
int counted_bars=IndicatorCounted();
int i;
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
int tmpTime;
// Ðàñ÷åò ïåðâîãî ïåðèîäà äëÿ îòðèñîâêè
if (!start) {
if(MAxPeriodMode>0) {
tmpTime=Time[0]+60;
for (i=0;i<=MAxPeriodMode;i++) {
CalculateTime(mode, tmpTime, StartTime, EndTime);
tmpTime=StartTime-60;
}
tmpTime=StartTime+1;
AverageVolume=CalculateVolume(mode, TM, K);
CalculateTime(mode, tmpTime, StartTime, EndTime);
}
start=true;
}
for (i = limit;i>=0;i--){
if (StartTime==0) {
CalculateTime(mode, Time[i], StartTime, EndTime);
continue;
}
if (Time[i]>EndTime) {
RefreshBar(i+1);
AverageVolume=CalculateVolume(mode, TM, K);
CalculateTime(mode, Time[i], StartTime, EndTime);
}
if (AverageVolume>0) RefreshBar(i);
}
return(0); }// int start()
//+------------------------------------------------------------------+
//Îòðèñîâêà ïåðèîäà
void RefreshBar(int pos){
int i;
int start=iBarShift(NULL,0,StartTime);
if (Time[start]<StartTime)start--;
double Vol=0,sVol=0;
int k=0,is=start;
for (i=start;i>=pos;i--) {
if ((MathAbs(sVol-AverageVolume*(k+1))<Volume[i]/2.0)||(sVol-AverageVolume*(k+1)>0)) {
NevBar(is,i);
is=i-1;
k++;
}
sVol+=Volume[i];
}
if (is>pos) NevBar(is,pos);
}
//Îòðèñîâêà áàðà
void NevBar(int start, int end){
int i;
double tmpHigh=High[start],tmpLow=Low[start],tmpOpen=Open[start],tmpClose=Close[end];
for (i=start;i>=end;i--) {
tmpHigh=MathMax(tmpHigh,High[i]);
tmpLow=MathMin(tmpLow,Low[i]);
}
for (i=start;i>=end;i--) {
ExtMapBufferOpen[i]=tmpOpen;
ExtMapBufferClose[i]=tmpClose;
if (tmpOpen>tmpClose) {
ExtMapBufferHigh[i]=tmpHigh;
ExtMapBufferLow[i]=tmpLow;
}
else {
ExtMapBufferHigh[i]=tmpLow;
ExtMapBufferLow[i]=tmpHigh;
}
}
}
void CheckTM(int TMb, int &TMf, int &K) {
int TMr[]={PERIOD_MN1, PERIOD_W1, PERIOD_D1, PERIOD_H4, PERIOD_H1, PERIOD_M30, PERIOD_M15, PERIOD_M5, PERIOD_M1};
int i;
for (i=0;i<9;i++) {
if (TMb%TMr[i]==0) {
TMf=TMr[i];
K=TMb/TMr[i];
break;
}
}
}
double CalculateVolume(int mode, int TM, int K){
double sVol=0.0;
int i, sBar=0;
int start=iBarShift(NULL,TM,StartTime);
int end=iBarShift(NULL,TM,EndTime);
if (iTime(NULL,TM,start)<StartTime) start++;
if (iTime(NULL,TM,end)<EndTime) end++;
for (i=start;i>end;i--) {
sVol+=iVolume(NULL,TM,i);
sBar++;
}
if (sBar>0) sVol/=(start-end)*(K*1.0);
return(sVol);}
void CalculateTime(int mode, int _Time, int &StartTime, int &EndTime){
string ss;
datetime st;
int start,end;
int MonthTmp, YearTmp;
switch (mode) {
case 0: {
int WeekTmp=TimeDayOfWeek(_Time);
ss=TimeToStr(_Time-WeekTmp*24*60*60,TIME_DATE);
StartTime=StrToTime(ss);
ss=TimeToStr(_Time+(8-WeekTmp)*24*60*60,TIME_DATE);
EndTime=StrToTime(ss);
EndTime--;
break;
}
case 1: {
MonthTmp=TimeMonth(_Time);
YearTmp=TimeYear(_Time);
ss=TimeYear(_Time)+"."+TimeMonth(_Time)+".01 00:00";
StartTime=StrToTime(ss);
if (MonthTmp==12) ss=TimeYear(_Time+365*24*60*60)+".01.01 00:00";
else ss=TimeYear(_Time)+"."+(TimeMonth(_Time+31*24*60*60))+".01 00:00";
EndTime=StrToTime(ss);
EndTime--;
break;
}
case 2: {
MonthTmp=((TimeMonth(_Time)-1)/3);
YearTmp=TimeYear(_Time);
ss=TimeYear(_Time)+"."+(MonthTmp*3+1)+".01 00:00";
StartTime=StrToTime(ss);
if (MonthTmp==3) ss=(TimeYear(_Time)+1)+".00.01 00:00";
else ss=TimeYear(_Time)+"."+((MonthTmp+1)*3+1)+".01 00:00";
EndTime=StrToTime(ss);
EndTime--;
break;
}
case 3: {
YearTmp=TimeYear(_Time);
ss=TimeYear(_Time)+".01.01 00:00";
StartTime=StrToTime(ss);
ss=(TimeYear(_Time)+1)+".01.01 00:00";
EndTime=StrToTime(ss);
EndTime--;
break;
}
}
}
Sample
Analysis
Market Information Used:
Series array that contains open prices of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar
Series array that contains open time of each bar
Series array that contains tick volumes of each bar
Indicator Curves created:
Implements a curve of type DRAW_HISTOGRAM
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: