//+------------------------------------------------------------------+
//| Volume_Weighted_MA.mq4 |
//| StatBars TO |
//| http://ridecrufter.narod.ru |
//+------------------------------------------------------------------+
#property copyright "StatBars TO"
#property link "http://ridecrufter.narod.ru"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 DeepPink
extern int Period_MA=21;
extern int Price_MA=PRICE_MEDIAN;
double MABuffer[];
double Vol[1];
int init()
{
IndicatorBuffers(1);
SetIndexDrawBegin(0,Period_MA);
SetIndexBuffer(0,MABuffer);
SetIndexStyle(0,DRAW_LINE);
IndicatorDigits(Digits+1);
ArrayResize(Vol,Period_MA);
return(0);
}
int start()
{
int limit;
int counted_bars=IndicatorCounted();
int j,i;
double sum;
double Price;
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
for(i=0; i<limit; i++)
{
sum=0;
Price=0;
for(j=i;j<i+Period_MA;j++){Vol[j-i]=Volume[j];sum+=Vol[j-i];}
for(j=0;j<Period_MA;j++)Vol[j]/=sum;
for(j=i;j<i+Period_MA;j++)
{
Price+=get_price(j,Price_MA)*Vol[j-i];
}
MABuffer[i]=Price;
}
return(0);
}
double get_price(int num, int applied_price)
{
switch(applied_price)
{
case PRICE_CLOSE : return(Close[num]);
case PRICE_OPEN : return(Open[num]);
case PRICE_HIGH : return(High[num]);
case PRICE_LOW : return(Low[num]);
case PRICE_MEDIAN : return((High[num]+Low[num])/2);
case PRICE_TYPICAL : return((High[num]+Low[num]+Close[num])/3);
case PRICE_WEIGHTED : return((High[num]+Low[num]+Close[num]+Close[num])/4);
default : return((High[num]+Low[num])/2);
}
}
Sample
Analysis
Market Information Used:
Series array that contains tick volumes of each bar
Series array that contains close prices for each bar
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
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: