//+------------------------------------------------------------------+
//| HVR.mq4 |
//| Copyright © 2005, Albert,(idea and code into MQL2 - podval) |
//| |
//+------------------------------------------------------------------+
#property indicator_separate_window
//----
#property indicator_minimum 0
#property indicator_maximum 3
#property indicator_buffers 3
//----
#property indicator_color1 Red
#property indicator_color2 Red
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double hv6=0,
hv100=0,
len=150,
prevBars=0,
mean6=0,
mean100=0;
//----
int shift=0, i=0;
double
x6[6],
x100[100];
//---- buffers
double HVRBuffer[];
double ExtMapBuffer[];
int ExtCountedBars=0;
int Barsi=1000;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- 2 additional buffers are used for counting.
IndicatorBuffers(2);
SetIndexBuffer(0,HVRBuffer);
//---- indicator line
SetIndexStyle(0,DRAW_LINE);
SetIndexStyle(1,DRAW_LINE);
//---- name for DataWindow and indicator subwindow label
IndicatorShortName("HVR");
SetIndexLabel(0,"HVR");
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
if (prevBars==Barsi) return(0);
prevBars=Barsi;
for(shift=0; shift<=Barsi-1-len; shift++)
{
for(i =0; i<=5; i++)
{
x6[i]= MathLog(Close[shift+i]/Close[shift+i+1]);
}
for(i=0; i<=99; i++)
{
x100[i]=MathLog(Close[shift+i]/Close[shift+i+1]);
}
mean6=0;
for(i =0; i<=5; i++)
{
mean6=mean6 + x6[i];
}
mean6=mean6/6;
mean100=0;
for(i=0; i<=99; i++)
{
mean100=mean100 + x100[i];
}
mean100=mean100/100;
hv6=0;
for(i =0; i<=5; i++)
{
hv6=hv6 + (x6[i] - mean6)*(x6[i] - mean6);
}
hv6=MathSqrt(hv6/5)*7.211102550927978586238442534941;
hv100=0;
for(i=0; i<=99; i++)
hv100=hv100 + (x100[i] - mean100)*(x100[i] - mean100);
hv100=MathSqrt(hv100/99)*7.211102550927978586238442534941;
HVRBuffer[shift]= hv6/hv100;
}
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
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: