//+------------------------------------------------------------------+
//| AverageRange.mq4 |
//| Êèì Èãîðü Â. aka KimIV |
//| http://www.kimiv.ru |
//| |
//| 14.09.2005 Ñêðèïò äëÿ ðàñ÷¸òà: |
//| ñðåäíåé âîëàòèëüíîñòè èíñòðóìåíòà High-Low |
//| ñðåäíåãî ðàçìåðà òåëà ñâå÷è ABS(Open-Close) |
//| ñðåäíåãî ðàçìåðà òåíè ñâå÷è |
//+------------------------------------------------------------------+
#property copyright "Êèì Èãîðü Â. aka KimIV"
#property link "http://www.kimiv.ru"
#property show_inputs
extern datetime BeginDateCalc = D'2001.01.01';
extern datetime EndDateCalc = D'2005.09.30';
//+------------------------------------------------------------------+
//| script program start function |
//+------------------------------------------------------------------+
void start() {
int i, b=0, bb=0, eb, h=0, l=0, s=0, t=0;
string comm="";
for (i=Bars; i>0; i--) {
if (Time[i]>=BeginDateCalc && Time[i]<=EndDateCalc) {
if (bb==0) bb=i;
s+=(High[i]-Low[i])/Point;
t+=MathAbs(Open[i]-Close[i])/Point;
if (Open[i]>Close[i]) {
h+=(High[i]-Open[i])/Point;
l+=(Close[i]-Low[i])/Point;
} else {
h+=(High[i]-Close[i])/Point;
l+=(Open[i]-Low[i])/Point;
}
b++;
}
}
comm = "Íà÷àëî: " + TimeToStr(Time[bb], TIME_DATE|TIME_MINUTES) + "\n";
comm = comm + "Êîíåö: " + TimeToStr(Time[bb-b+1], TIME_DATE|TIME_MINUTES) + "\n";
comm = comm + "Ñðåäíÿÿ âîëàòèëüíîñòü: " + s/b + " ï.\n";
comm = comm + "Ñðåäíèé ðàçìåð òåëà: " + t/b + " ï.\n";
comm = comm + "Ñðåäíèé ðàçìåð âåðõíåé òåíè: " + h/b + " ï.\n";
comm = comm + "Ñðåäíèé ðàçìåð íèæíåé òåíè: " + l/b + " ï.";
Comment(comm);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar
Series array that contains open prices of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: