//+------------------------------------------------------------------+
//| Expected Volumes.mq4 |
//| Copyright © 2007, Amir Aliev |
//| http://finmat.blogspot.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, Amir Aliev"
#property link "http://finmat.blogspot.com"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Blue
//---- input parameters
extern int hist_steps = 100; // Number of observations
extern int span = 1; // Days to step back each time
//---- buffers
double ExtMapBuffer1[];
int sum;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- indicators
SetIndexStyle(0, DRAW_HISTOGRAM);
SetIndexBuffer(0,ExtMapBuffer1);
//----
short_name = "Expected volumes(" + hist_steps + ")";
IndicatorShortName(short_name);
SetIndexLabel(0, short_name);
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars = IndicatorCounted();
int rest = Bars - counted_bars;
int j, k, u;
//----
while(rest >= 0)
{
if(Bars - rest < span * 23 * hist_steps)
{
ExtMapBuffer1[rest] = 0;
rest--;
continue;
}
sum = 0;
j = 0;
k = 0;
u = 0;
while(j < hist_steps && k < Bars)
{
if(TimeHour(Time[rest+k]) == TimeHour(Time[rest]))
{
u++;
if(u == span)
{
u = 0;
j++;
sum += Volume[rest + k];
}
k += 23;
}
k++;
}
ExtMapBuffer1[rest] = sum / hist_steps;
rest--;
}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
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: