AnalysisOnBarsXFatlCandle_vol_r

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

//|                              AnalysisOnBarsXFatlCandle_vol_r.mq5 |

//|                               Copyright © 2018, Nikolay Kositsin | 

//|                              Khabarovsk,   farria@mail.redcom.ru | 

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

#property copyright "Copyright © 2018, Nikolay Kositsin"

#property link "farria@mail.redcom.ru"

#property description "=D>@<0F8>==K9 D>@5:A 8=48:0B>@ AnalysisOnBarsXFatlCandle >B>1@0605B 10@K XFatlCandle, 157 CG5B0 F5=K, 10@K >B>1@060NBAO 2 ?C=:B0E, C<=>65==KE =0 CA@54=Q==K5 >1JQ<K."

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.02"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0              |

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

//---- 4;O @0AG5B0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> ?OBL 1CD5@>2

#property indicator_buffers 5

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

//---- 2 :0G5AB25 8=48:0B>@0 8A?>;L7>20=K F25B=K5 A25G8

#property indicator_type1   DRAW_COLOR_CANDLES

#property indicator_color1   clrMagenta,clrGray,clrDeepSkyBlue

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1  "AnalysisOnBarsXFatlCandle Open;AnalysisOnBarsXFatlCandle High;AnalysisOnBarsXFatlCandle Low;AnalysisOnBarsXFatlCandle Close"

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

//|  ?8A0=85 :;0AA>2 CA@54=5=89                 |

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

#include <SmoothAlgorithms.mqh> 

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA>2 CXMA 8 CFATL 87 D09;0 SmoothAlgorithms.mqh

CXMA XMA[5];

CFATL FATLX[5];

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

//|  >1JO2;5=85 :>=AB0=B                         |

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

#define RESET  0 // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AGQB 8=48:0B>@0

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

/*enum Smooth_Method - ?5@5G8A;5=85 >1JO2;5=> 2 D09;5 SmoothAlgorithms.mqh

  {

   MODE_SMA_,  // SMA

   MODE_EMA_,  // EMA

   MODE_SMMA_, // SMMA

   MODE_LWMA_, // LWMA

   MODE_JJMA,  // JJMA

   MODE_JurX,  // JurX

   MODE_ParMA, // ParMA

   MODE_T3,    // T3

   MODE_VIDYA, // VIDYA

   MODE_AMA,   // AMA

  }; */

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

enum ENUM_RECOUNT_MODE      // "8? :>=AB0=BK

  {

   ONLY_BARS_RECOUNT = 1,     // 1@5705< B>;L:> ?5@5AGQB 10@>2

   ONLY_TIME_RECOUNT,         // 1@5705< B>;L:> ?5@5AGQB 2> 2@5<5=8

   FULL_RECOUNT               // >;=0O >?B8<870F8O ?5@5AGQB>2

  };

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

//|  %+  " + "                 |

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

input Smooth_Method MA_SMethod=MODE_T3;                           // 5B>4 CA@54=5=8O

input uint MA_Length=7;                                           // ;C18=0 A3;06820=8O                    

input int MA_Phase=15;                                            // ?0@0<5B@ ?5@2>3> A3;06820=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK;                 // >1JQ<   

input ENUM_RECOUNT_MODE RecountMode=FULL_RECOUNT;    // !?>A>1 >3@0=8G5=8O @0AGQB>2 8=48:0B>@0

input uint CountBars=500;                            // :>;8G5AB2> 10@>2 4;O @0AGQB0 8=48:0B>@0

input uint ReCountTime=60;                           // 2@5<O 2 A5:C=40E <564C @0AGQB0<8 8=48:0B>@0          

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

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double ExtOpenBuffer[];

double ExtHighBuffer[];

double ExtLowBuffer[];

double ExtCloseBuffer[];

double ExtColorBuffer[];



//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total,min_rates_1,count_bars;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//---- 8=8F80;870F8O 3;>10;L=KE ?5@5<5==KE 

   min_rates_1=39;

   min_rates_total=GetStartBars(MA_SMethod,MA_Length,MA_Phase);

   count_bars=int(MathMax(CountBars,min_rates_total));

//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(0,ExtOpenBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,ExtHighBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,ExtLowBuffer,INDICATOR_DATA);

   SetIndexBuffer(3,ExtCloseBuffer,INDICATOR_DATA);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(4,ExtColorBuffer,INDICATOR_COLOR_INDEX);



//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);



//---- #AB0=>2:0 D>@<0B0 B>G=>AB8 >B>1@065=8O 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//---- 8<O 4;O >:>= 40==KE 8 <5B:0 4;O AC1J>:>= 

   string short_name="AnalysisOnBarsXFatlCandle_vol_r";

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

//--- 7025@H5=85 8=8F80;870F88

   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[])

  {

//---

   static datetime recount_time;

   if(prev_calculated>rates_total || prev_calculated<=0 || prev_calculated!=rates_total) recount_time=NULL;

//--- 

   switch(RecountMode)

     {

      case ONLY_BARS_RECOUNT: break;

      default:

         if(TimeCurrent()-recount_time<int(ReCountTime)) return(rates_total);

         else recount_time=TimeCurrent();

     }

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(rates_total<min_rates_total) return(RESET);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int first,bar,barx=0;

   double vol,O,H,L,C,V,XV;



//---- @0AG5B AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AG5B0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

      first=0;                                           // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

   else first=prev_calculated-1;                         // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2

   

//--- 

   switch(RecountMode)

     {

      case ONLY_TIME_RECOUNT: break;

      default:

        {

         barx=rates_total-1-count_bars;

         first=int(MathMax(first,barx));

         //--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0

         PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,barx+min_rates_total);

         break;

        }

     }

     

     int startbar1=MathMax(0,barx);

     int startbar2=MathMax(min_rates_1,barx+min_rates_1);



//---- A=>2=>9 F8:; 8A?@02;5=8O 8 >:@0H820=8O A25G59

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      if(VolumeType==VOLUME_TICK) vol=double(tick_volume[bar]);

      else vol=double(volume[bar]);

      O=FATLX[0].FATLSeries(startbar1,prev_calculated,rates_total,open[bar],bar,false);

      H=FATLX[1].FATLSeries(startbar1,prev_calculated,rates_total,high[bar],bar,false);

      L=FATLX[2].FATLSeries(startbar1,prev_calculated,rates_total,low[bar],bar,false);

      C=FATLX[3].FATLSeries(startbar1,prev_calculated,rates_total,close[bar],bar,false);      

      V=FATLX[4].FATLSeries(startbar1,prev_calculated,rates_total,vol,bar,false);

      //----

      ExtOpenBuffer[bar]=XMA[0].XMASeries(startbar2,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,O,bar,false);

      ExtHighBuffer[bar]=XMA[1].XMASeries(startbar2,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,H,bar,false);

      ExtLowBuffer[bar]=XMA[2].XMASeries(startbar2,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,L,bar,false);

      ExtCloseBuffer[bar]=XMA[3].XMASeries(startbar2,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,C,bar,false);

      XV=XMA[4].XMASeries(startbar2,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,V,bar,false);      

      //----

      double Max=MathMax(ExtOpenBuffer[bar],ExtCloseBuffer[bar]);

      double Min=MathMin(ExtOpenBuffer[bar],ExtCloseBuffer[bar]);

      //----

      ExtHighBuffer[bar]=MathMax(Max,ExtHighBuffer[bar]);

      ExtLowBuffer[bar]=MathMin(Min,ExtLowBuffer[bar]);      

      //----

      ExtHighBuffer[bar]-=ExtOpenBuffer[bar];

      ExtLowBuffer[bar]-=ExtOpenBuffer[bar];

      ExtCloseBuffer[bar]-=ExtOpenBuffer[bar];

      ExtOpenBuffer[bar]-=ExtOpenBuffer[bar];

      //----

      //ExtOpenBuffer[bar]/=_Point;

      ExtHighBuffer[bar]/=_Point;

      ExtLowBuffer[bar]/=_Point;

      ExtCloseBuffer[bar]/=_Point;

      //----

      ExtOpenBuffer[bar]*=XV;

      ExtHighBuffer[bar]*=XV;

      ExtLowBuffer[bar]*=XV;

      ExtCloseBuffer[bar]*=XV;

      //----

      if(ExtOpenBuffer[bar]<ExtCloseBuffer[bar]) ExtColorBuffer[bar]=2.0;

      else if(ExtOpenBuffer[bar]>ExtCloseBuffer[bar]) ExtColorBuffer[bar]=0.0;

      else ExtColorBuffer[bar]=1.0;

     }

//----     

   return(rates_total);

  }

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