FractalVolty_v1





//+------------------------------------------------------------------+
//|                                              FractalVolty_v1.mq4 |
//|                                  Copyright © 2006, Forex-TSD.com |
//|                         Written by IgorAD,igorad2003@yahoo.co.uk |   
//|            http://finance.groups.yahoo.com/group/TrendLaboratory |                                      
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Forex-TSD.com "
#property link      "http://www.forex-tsd.com/"

#property indicator_separate_window
#property indicator_minimum -0.0005
#property indicator_buffers 3
#property indicator_color1 Yellow
#property indicator_color2 Tomato
#property indicator_color3 DodgerBlue
//---- input parameters
extern int     Type=1;
extern int     PeriodMA=1;
extern double  Kv =1.0;
//---- buffers
double VoltyBuffer[];
double SmoothBuffer[];
double TriggBuffer[];
double v1[];
double v2[];
double smin[];
double smax[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   string short_name;
//---- indicator line
   IndicatorBuffers(7);
   SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexStyle(2,DRAW_LINE);
   SetIndexBuffer(0,VoltyBuffer);
   SetIndexBuffer(1,SmoothBuffer);
   SetIndexBuffer(2,TriggBuffer);
   SetIndexBuffer(3,v1);
   SetIndexBuffer(4,v2);
   SetIndexBuffer(5,smin);
   SetIndexBuffer(6,smax);
//---- name for DataWindow and indicator subwindow label
   short_name="FractalVolty("+Type+","+PeriodMA+","+DoubleToStr(Kv,2)+")";
   IndicatorShortName(short_name);
   SetIndexLabel(0,"Volty");
   SetIndexLabel(1,"Smoothed");
   SetIndexLabel(2,"Trigger");
//----
   SetIndexDrawBegin(0,2*Type+PeriodMA);
   SetIndexDrawBegin(1,2*Type+PeriodMA);
   SetIndexDrawBegin(2,2*Type+PeriodMA);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| FractalChannel_v1                                                         |
//+------------------------------------------------------------------+
int start()
{
int  	   shift, counted_bars=IndicatorCounted();
double   Sum,Volmid,
			High0,High1,High2,High3,High4,High5,High6,
			Low0,Low1,Low2,Low3,Low4,Low5,Low6;			

   if ( counted_bars > 0 )  int limit=Bars-counted_bars;
   if ( counted_bars < 0 )  return(0);
   if ( counted_bars < 1 )
     for(shift=1;shift<=2*Type+PeriodMA;shift++) 
     {VoltyBuffer[Bars-shift]=0;SmoothBuffer[Bars-shift]=0;TriggBuffer[Bars-shift]=0;
     smax[Bars-shift]=0;smin[Bars-shift]=0;v1[Bars-shift]=0;v2[Bars-shift]=0;}
      
   if ( counted_bars ==0 )  limit=Bars-2*Type-PeriodMA-1; 
    
	for(shift=limit;shift>=0;shift--) 
   {	
   v1[shift]=-1;
	v2[shift]=-1;
	
	High0=High[shift];
	High1=High[shift+1];
	High2=High[shift+2];
	High3=High[shift+3];
	High4=High[shift+4];
	High5=High[shift+5];
	High6=High[shift+6];
	
	Low0=Low[shift];
	Low1=Low[shift+1];
	Low2=Low[shift+2];
	Low3=Low[shift+3];
	Low4=Low[shift+4];
	Low5=Low[shift+5];
	Low6=Low[shift+6];
		
	if (Type==1)  
	{		
	if (High2<=High1 && High0<High1) v1[shift]=High1;
	if (Low2>=Low1 && Low0>Low1) v2[shift]=Low1;
	}	
	
	if (Type==2) 
	{	
	if (High4<=High2 && High3<=High2 && High0<High2 && High1<High2) 
	v1[shift]=High2;
	if (Low4>=Low2 && Low3>=Low2 && Low0>Low2 && Low1>Low2)  
	v2[shift]=Low2;
	}
	
	if (Type==3)
	{	
	if (High6<=High3 && High5<=High3 && High4<=High3 && 
	High0<High3 && High1<High3 && High2<High3) 
	v1[shift]=High3;
	if (Low6>=Low3 && Low5>=Low3 && Low4>=Low3 && 
	Low0>Low3 && Low1>Low3 && Low2>Low3) 
	v2[shift]=Low3;
	}
	
	smax[shift]=smax[shift+1];		
	if ( v1[shift]>0 ) smax[shift]=v1[shift]; 
	if (High0>smax[shift]) smax[shift]=High0;
	smin[shift]=smin[shift+1];
	if ( v2[shift]>0 ) smin[shift]=v2[shift]; 
	if (Low0<smin[shift]) smin[shift]=Low0;
	VoltyBuffer[shift]=(smax[shift]-smin[shift])/2;
	}

	Sum = 0;
	for (shift=Bars-1-2*Type-PeriodMA;shift>=0;shift--)	
	{
	SmoothBuffer[shift]=iMAOnArray(VoltyBuffer,0,PeriodMA,0,MODE_SMA,shift);
	Sum=Sum+VoltyBuffer[shift];
	}
	Volmid=Sum/(Bars-2*Type-PeriodMA);
	
	for (shift=Bars-1-2*Type-PeriodMA;shift>=0;shift--)	
	{
	TriggBuffer[shift]=Kv*Volmid;
	}
	
	
return(0);
}

  
//+------------------------------------------------------------------+



Sample





Analysis



Market Information Used:

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_HISTOGRAM
Implements a curve of type DRAW_LINE


Indicators Used:

Moving average indicator


Custom Indicators Used:

Order Management characteristics:

Other Features: