Actual Volatility Scanner

ÿþ//+------------------------------------------------------------------+

//|                                    Actual Volatility Scanner.mq4 |

//|                                                    Jan Opocensky |

//|                                                                  |

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

#property copyright "Jan Opocensky"

#property link      ""

#property version   "709.201"

#property strict

#property indicator_chart_window

//-------------------------------------------------------------------------



//----------------------------------------------------------------

//--------- ROZM
RY BÁRn
 - ZA
ÁTEK ---------------------------

//----------------------------------------------------------------

input int TextSize=8; // TextSize

input int ReferenceBody=30; // ReferenceBody

input int CandleAverageNumber=100; // CandleAverageNumber

input int TrackedCandleIndex=0; // TrackedCandleIndex

input int HorizonatalStartPosition=20;

//---------------------------------------------------------------

int X_pozice_pocatek=HorizonatalStartPosition;

int Y_pozice_pocatek=10;

int X_rectangle_position;

int Y_rectangle_position;

int X_label_position;

int Y_label_position;

int index;

double RelativeBody;

int RectangleSize=TextSize+8; // RecstangleSize

int width=RectangleSize;

int height=RectangleSize;

int line_width=1;

bool back=true;//false; //

int back_clr;

int back_clr_UP=clrWhite;

int border_color=clrBlack;

bool hidden=false; //true;//

int X_rectangle_space=4*width;

int Y_rectangle_space=height/3;



string IndicatorSymbol[33]; // DAX30, DJI30, SP500, NQ100

//----------------------------------------------------------------

//--------- ROZM
RY BÁRn
 - KONEC ---------------------------

//----------------------------------------------------------------

//

//

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//string IndicatorSymbol[33]; // DAX30, DJI30, SP500, NQ100

//------------------------------------------------------------------------------

IndicatorSymbol[1]="EURUSD";

IndicatorSymbol[2]="EURGBP";

IndicatorSymbol[3]="EURJPY";

IndicatorSymbol[4]="EURNZD";

IndicatorSymbol[5]="EURAUD"; 

IndicatorSymbol[6]="EURCHF"; 

IndicatorSymbol[7]="EURCAD"; 

//-------------------------

IndicatorSymbol[8]="GBPUSD";

IndicatorSymbol[9]="GBPAUD"; 

IndicatorSymbol[10]="GBPCAD"; 

IndicatorSymbol[11]="GBPCHF"; 

IndicatorSymbol[12]="GBPJPY";

IndicatorSymbol[13]="GBPNZD";

//-------------------------

IndicatorSymbol[14]="AUDUSD";

IndicatorSymbol[15]="AUDCAD";

IndicatorSymbol[16]="AUDNZD";

IndicatorSymbol[17]="AUDJPY";

IndicatorSymbol[18]="AUDCHF";

//-------------------------

IndicatorSymbol[19]="USDJPY"; 

IndicatorSymbol[20]="USDCAD"; 

IndicatorSymbol[21]="USDCHF"; 

//-------------------------

IndicatorSymbol[22]="NZDUSD";

IndicatorSymbol[23]="NZDCAD"; 

IndicatorSymbol[24]="NZDCHF"; 

IndicatorSymbol[25]="NZDJPY";

//-------------------------

IndicatorSymbol[26]="CADJPY";

IndicatorSymbol[27]="CADCHF";

//-------------------------

IndicatorSymbol[28]="CHFJPY";

//-------------------------

IndicatorSymbol[29]="[DAX30]";

IndicatorSymbol[30]="[DJI30]";

IndicatorSymbol[31]="[SP500]";

IndicatorSymbol[32]="[NQ100]";

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo







   Draw_Consecutive_Identical_Candles();

//---

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(const int rates_total,

                const int prev_calculated,

                const datetime &time[],

                const double &open[],

                const double &high[],

                const double &low[],

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[])

  {



//----------------------------------------------------------------------

//----------------------------------------------------------------------

Draw_Consecutive_Identical_Candles();

//----------------------------------------------------------------------

//----------------------------------------------------------------------

//

//

//--- return value of prev_calculated for next call

   return(rates_total);

  }

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

//| Timer function                                                   |

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

void OnTimer()

  {

//---



  }

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

//| ChartEvent function                                              |

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

void OnChartEvent(const int id,

                  const long &lparam,

                  const double &dparam,

                  const string &sparam)

  {

//---



  }

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





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

//|                                                                  |

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

//

//

//

//

//**********************************************************************************************************************

//**********************************************************************************************************************

//**********  MAIN SCANNER FUNCTIN - START *****************************************************************************

//**********************************************************************************************************************

//**********************************************************************************************************************

void Draw_Consecutive_Identical_Candles()

//oooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

{

//

//--------------------------------------------------------------------------

 for(int n=1; n<33; n++)

 {

//*************************************************************************************

//*************************************************************************************

   X_label_position=X_pozice_pocatek;//-X_rectangle_space;

   Y_label_position=Y_pozice_pocatek + n*height + n*Y_rectangle_space;

//-------------------------------------------------------------

//------- SYMBOL Label - Start --------------------------------

//-------------------------------------------------------------   

   string SymbolIndex=IndicatorSymbol[n];

   ObjectDelete   (  "SYMBOL " + SymbolIndex + IntegerToString(TrackedCandleIndex) );

   ObjectCreate   (  "SYMBOL " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJ_LABEL,0,0,0,0,0);

   ObjectSet      (  "SYMBOL " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_CORNER,CORNER_RIGHT_LOWER); // WINDOW CORNER

   ObjectSet      (  "SYMBOL " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_ANCHOR,ANCHOR_RIGHT_UPPER);

   ObjectSet      (  "SYMBOL " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_XDISTANCE,X_label_position);

   ObjectSet      (  "SYMBOL " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_YDISTANCE,Y_label_position);

   ObjectSetText  (  "SYMBOL " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,IndicatorSymbol[n],TextSize,"Arial",Black);

//-------------------------------------------------------------

//------- SYMBOL Label - End ----------------------------------

//-------------------------------------------------------------



//-------------------------------------------------------------

//------- RECTANGLE Label - Start --------------------------------

//-------------------------------------------------------------  

   if (iOpen(IndicatorSymbol[n],0,TrackedCandleIndex)<iClose(IndicatorSymbol[n],0,TrackedCandleIndex)) {back_clr=clrWhite;}

   if (iOpen(IndicatorSymbol[n],0,TrackedCandleIndex)>iClose(IndicatorSymbol[n],0,TrackedCandleIndex)) {back_clr=clrBlack;}

//******************** fix 7.9.2020 - start    

   if (b_avg(IndicatorSymbol[n],CandleAverageNumber)<0.0000001){break;}

   else {RelativeBody =  MathAbs(iOpen(IndicatorSymbol[n],0,TrackedCandleIndex)-iClose(IndicatorSymbol[n],0,TrackedCandleIndex))/ b_avg(IndicatorSymbol[n],CandleAverageNumber);}

//******************** fix 7.9.2020 - end 

   width = (int) NormalizeDouble(ReferenceBody * RelativeBody,0);

   ObjectDelete      (  "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) );

   ObjectCreate      (  "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJ_RECTANGLE_LABEL,0,0,0,0,0);

   ObjectSet         (  "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_CORNER,CORNER_RIGHT_LOWER); //

   ObjectSet         (  "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_XDISTANCE,width+X_label_position+100);

   ObjectSet         (  "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_YDISTANCE,Y_label_position);    

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_XSIZE,width);

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_YSIZE,height);

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_WIDTH,line_width);

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_BORDER_TYPE,BORDER_FLAT);

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_BACK,back);

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_COLOR,border_color);

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_BGCOLOR,back_clr);

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_HIDDEN,hidden);

//-------------------------------------------------------------

//------- RECTANGLE Label - End ----------------------------------

//-------------------------------------------------------------



//-------------------------------------------------------------

//------- TEXT Label - Start --------------------------------

//------------------------------------------------------------- 

   int BodySize = (int) NormalizeDouble(100*RelativeBody,0);  

   ObjectDelete   ( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) );

   ObjectCreate   ( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJ_LABEL,0,0,0,0,0);

   ObjectSet      ( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_CORNER,CORNER_RIGHT_LOWER); // WINDOW CORNER

   ObjectSet      ( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_ANCHOR,ANCHOR_RIGHT_UPPER);

   ObjectSet      ( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_XDISTANCE,X_label_position+55);

   ObjectSet      ( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_YDISTANCE,Y_label_position);

   ObjectSetText  ( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,IntegerToString(BodySize) + " %",TextSize,"Arial",Black);

//-------------------------------------------------------------

//------- TEXT Label - End ----------------------------------

//-------------------------------------------------------------

//

//*************************************************************************************

//*************************************************************************************

 }

//-------------------------------------------------------------



////oooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

}

//**********************************************************************************************************************

//**********************************************************************************************************************

//**********  MAIN SCANNER FUNCTION - END *****************************************************************************

//**********************************************************************************************************************

//**********************************************************************************************************************





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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//--- destroy timer

    for(int n=1; n<33; n++)

 {

   string SymbolIndex=IndicatorSymbol[n];

   ObjectDelete("SYMBOL " + SymbolIndex + IntegerToString(TrackedCandleIndex));

   ObjectDelete( "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) );

   ObjectDelete( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) ); 

 }

//-------------------------------------------------------------   

  }

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

//| Expert tick function                                             |

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

//

//**********************************************************************************************************************

//**********************************************************************************************************************

//**********  AUXILIARY SCANNER FUNCTION - START ***********************************************************************

//**********************************************************************************************************************

//**********************************************************************************************************************

//

//

//

//

//*****po

ítá PRn
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R T
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double b_avg(string bavg_symbol,int b_an)

{

double v_b_avg=0;

double suma_b=0;

for(int ibg=1;ibg<b_an;ibg++)

{

suma_b=suma_b+MathAbs(iOpen(bavg_symbol,0,ibg)-iClose(bavg_symbol,0,ibg));

}

v_b_avg=suma_b/b_an;

return (v_b_avg);

}

//*****po

ítá PRn
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//

//

//

//

//*****po

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double hilo_avg(string hiloavg_symbol,int hilo_an)

{

double v_hilo_avg=0;

double suma_hilo=0;

for(int ihilo=1;ihilo<hilo_an;ihilo++)

{

suma_hilo=suma_hilo+MathAbs(iHigh(hiloavg_symbol,0,ihilo)-iLow(hiloavg_symbol,0,ihilo));

}

v_hilo_avg=suma_hilo/hilo_an;

return (v_hilo_avg);

}

//*****po

ítá PRn
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R HIGH-LOW - KONEC*********

//

//

//

//

//**********************************************************************************************************************

//**********************************************************************************************************************

//**********  AUXILIARY SCANNER FUNCTION - END *************************************************************************

//**********************************************************************************************************************

//**********************************************************************************************************************