aggressiveness_v1

//+------------------------------------------------------------------+ 
//|                                               Aggressiveness.mq5 | 
//|                   Copyright © 2009, Trofimov Evgeniy Vitalyevich | 
//|                                     http://TrofimovVBA.narod.ru/ | 
//+------------------------------------------------------------------+ 
#property copyright "Copyright © 2009, Trofimov Evgeniy Vitalyevich"
#property link      "http://TrofimovVBA.narod.ru/"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window 
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ
#property indicator_buffers 1 
//---- èñïîëüçîâàíî âñåãî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//+-----------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà    |
//+-----------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//---- â êà÷åñòâå öâåòà áû÷åé ëèíèè èíäèêàòîðà èñïîëüçîâàí BlueViolet öâåò
#property indicator_color1 clrBlueViolet
//---- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 1
#property indicator_width1  1
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Aggressiveness"
//+-----------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà      |
//+-----------------------------------+
input uint MyPeriod=22;
input double Lot=0; // Lot (0 - â ïóíêòàõ, >0 - â âàëþòå äåïîçèòà)
input int Shift=0;  // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+-----------------------------------+
//---- èíäèêàòîðíûé áóôåð
double IndBuffer[];
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+    
//| Aggressiveness indicator initialization function                 | 
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=int(MyPeriod+1);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   if(!Lot) shortname="Aggressiveness("+string(MyPeriod)+"), (pips) = ";
   else shortname="Aggressiveness("+string(MyPeriod)+"), ("+AccountInfoString(ACCOUNT_CURRENCY)+"·"+DoubleToString(Lot,2)+") = ";
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+  
//| Aggressiveness iteration function                                | 
//+------------------------------------------------------------------+  
int OnCalculate(const int rates_total,    // êîëè÷åñòâî èñòîðèè â áàðàõ íà òåêóùåì òèêå
                const int prev_calculated,// êîëè÷åñòâî èñòîðèè â áàðàõ íà ïðåäûäóùåì òèêå
                const datetime &time[],
                const double &open[],
                const double& high[],     // öåíîâîé ìàññèâ ìàêñèìóìîâ öåíû äëÿ ðàñ÷åòà èíäèêàòîðà
                const double& low[],      // öåíîâîé ìàññèâ ìèíèìóìîâ öåíû  äëÿ ðàñ÷åòà èíäèêàòîðà
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
   if(rates_total<min_rates_total)return(0);
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ
   int first,bar;
//---- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double Sum;
//----
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
      first=min_rates_total; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=first; bar<rates_total; bar++)
     {
      Sum=0;
      for(int x=0; x<int(MyPeriod); x++)
        {
         int barx=bar-x;
         if(close[barx]>open[barx]) Sum+=close[barx]-close[barx-1]; //áåëàÿ ñâå÷à
         else Sum+=close[barx-1]-close[barx]; //÷åðíàÿ ñâå÷à
        }
      //----
      IndBuffer[bar]=Sum/(_Point*MyPeriod);
      //----
      if(Lot)
        {
         double TICKVALUE=SymbolInfoDouble(Symbol(),SYMBOL_TRADE_TICK_VALUE);
         if(!TICKVALUE) return(prev_calculated);
         IndBuffer[bar]*=TICKVALUE*Lot;
        }
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+