//+------------------------------------------------------------------+
//| Moving Averages Advance.mq4 |
//| Copyright © 2004, MetaQuotes Software Corp. 2007, MQL Service |
//| http://www.mqlservice.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, MetaQuotes Software Corp. 2007, MQL Service"
#property link "http://www.mqlservice.com/"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue
//---- indicator parameters
extern int VolP_Period=14;
//---- indicator buffers
double ExtMapBufferVolP_up[];
double ExtMapBufferVolP_dwn[];
//----
int ExtCountedBars=0;
int i, periodbar, objckeckback, objckeckfrwd, frwdbar,backbar;
double open, close, barpips, gainpos, volpos, pips, gainneg, volneg, gainratio,barvol;
double volratio,gainnet,avpipsperbar,volfactor, volnumberfactor,volpipsfactor, adjustment, adjustmentnorm;
double plot1,plot2, totaladjustment, upratio,dwnratio, netratio, net;
datetime ObjName;//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
int draw_begin;
string short_name;
//---- drawing settings
SetIndexStyle(0,DRAW_LINE);
//IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
if(VolP_Period<2) VolP_Period=14;
draw_begin=VolP_Period-1;
//---- indicator short name
short_name="VolP(";
IndicatorShortName(short_name+VolP_Period+")");
SetIndexDrawBegin(0,draw_begin);
//---- indicator buffers mapping
SetIndexBuffer(0,ExtMapBufferVolP_up);
//========================================second buff
//---- drawing settings
SetIndexStyle(1,DRAW_LINE);
SetIndexDrawBegin(1,draw_begin);
//---- indicator buffers mapping
SetIndexBuffer(1,ExtMapBufferVolP_dwn);
//---- initialization done
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
if(Bars<=VolP_Period) return(0);
ExtCountedBars=IndicatorCounted();
//---- check for possible errors
if (ExtCountedBars<0) return(-1);
//---- last counted bar will be recounted
if (ExtCountedBars>0) ExtCountedBars--;
//---- done MA's
//double sum=0;
double gainpos=0;
double volpos=0;
double gainneg=0;
double volneg=0;
int i,pos=Bars-ExtCountedBars-1;
//---- initial accumulation
if(pos<VolP_Period) pos=VolP_Period;
for(i=1;i<VolP_Period;i++,pos--)
{
//sum+=Close[pos];
barvol=Volume[pos];
open=Open[pos];
close=Close[pos];
barpips=close-open;
if(barpips>0) {gainpos+=barpips;
volpos+=barvol; }
if(barpips<0) {gainneg+=barpips;
volneg+=barvol; }
}//for(i=1;i<VolP_Period;i++,pos--)
//---- main calculation loop
// while(pos>=0)
// {
// sum+=Close[pos];
while(pos>=0)
{
barvol=Volume[pos];
open=Open[pos];
close=Close[pos];
barpips=close-open;
if(barpips>0) { gainpos+=barpips;
volpos+=barvol; }
if(barpips<0) {gainneg+=barpips;
volneg+=barvol; }
// ExtMapBuffer[pos]=sum/MA_Period;
upratio=volpos/gainpos; //up vol per pip
dwnratio=volneg/gainneg; //dwn vol per pip
double uprationorm=NormalizeDouble(upratio,0);
double dwnrationorm=NormalizeDouble(dwnratio,0);
ExtMapBufferVolP_up[pos]=(uprationorm);
ExtMapBufferVolP_dwn[pos]=(dwnrationorm*(-1));
// sum-=Close[pos+MA_Period-1];
barvol=Volume[pos+VolP_Period-1];
open=Open[pos+VolP_Period-1];
close=Close[pos+VolP_Period-1];
barpips=close-open;
if(barpips>0) {gainpos-=barpips;
volpos-=barvol; }
if(barpips<0) {gainneg-=barpips;
volneg-=barvol; }
// pos--;
// }
pos--;
}//while
//---- zero initial bars
//if(ExtCountedBars<1)
//for(i=1;i<MA_Period;i++) ExtMapBuffer[Bars-i]=0;
if(ExtCountedBars<1)
for(i=1;i<VolP_Period;i++) ExtMapBufferVolP_up[Bars-i]=0;
for(i=1;i<VolP_Period;i++) ExtMapBufferVolP_dwn[Bars-i]=0;
return(0);
}//start
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains tick volumes of each bar
Series array that contains open prices of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: