ergodic_ticks_volume_indicator

//+---------------------------------------------------------------------+
//|                                  Ergodic_Ticks_Volume_Indicator.mq5 |
//|                                       Copyright © 2006, Profitrader | 
//|                                                profitrader@inbox.ru | 
//+---------------------------------------------------------------------+
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
//---- àâòîðñòâî èíäèêàòîðà
#property copyright "Copyright © 2006, Profitrader"
//---- ññûëêà íà ñàéò àâòîðà
#property link "profitrader@inbox.ru"
#property description "Ergodic Ticks Volume Indicator"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//---- äëÿ ðàñ÷åòà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî äâà áóôåðà
#property indicator_buffers 2
//---- èñïîëüçîâàíî äâà ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots   2
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà 1             |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 1 â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí Red öâåò
#property indicator_color1  clrRed
//---- ëèíèÿ èíäèêàòîðà 1 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 1 ðàâíà 2
#property indicator_width1  2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Ergodic_Ticks_Volume_Indicator"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà 2             |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 2 â âèäå ëèíèè
#property indicator_type2   DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí BlueViolet öâåò
#property indicator_color2  clrBlueViolet
//---- ëèíèÿ èíäèêàòîðà 1 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style2  STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 2 ðàâíà 2
#property indicator_width2  2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label2  "Signal"
//+----------------------------------------------+
//| Îïèñàíèå êëàññà CXMA                         |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh> 
//+----------------------------------------------+
//---- îáúÿâëåíèå ïåðåìåííûõ êëàññà CXMA èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA1,XMA2,XMA3,XMA4,XMA5,XMA6,XMA7,XMA8;
//+----------------------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèé                      |
//+----------------------------------------------+
/*enum Smooth_Method - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå 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
  }; */
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK;  // Îáúåì
input Smooth_Method XMA_Method=MODE_EMA; // Ìåòîä óñðåäíåíèÿ
input uint XLength1=12; // Ãëóáèíà ïåðâîãî óñðåäíåíèÿ
input uint XLength2=12; // Ãëóáèíà âòîðîãî óñðåäíåíèÿ
input uint XLength3=1;  // Ãëóáèíà òðåòüåãî óñðåäíåíèÿ
input uint XLength4=5;  // Ãëóáèíà ïåðâîãî óñðåäíåíèÿ
input uint XLength5=5;  // Ãëóáèíà âòîðîãî óñðåäíåíèÿ
input uint XLength6=5;  // Ãëóáèíà òðåòüåãî óñðåäíåíèÿ
input int XPhase=15; // Ïàðàìåòð ñãëàæèâàíèÿ
                     // äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà
                     // äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input int Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ 
//+----------------------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double ETVIBuffer[],SigBuffer[];
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total,min_rates_1,min_rates_2,min_rates_3,min_rates_4,min_rates_5;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_1=XMA1.GetStartBars(XMA_Method,XLength1,XPhase);
   min_rates_2=min_rates_1+XMA1.GetStartBars(XMA_Method,XLength2,XPhase);
   min_rates_3=min_rates_2+XMA1.GetStartBars(XMA_Method,XLength3,XPhase);
   min_rates_4=min_rates_3+XMA1.GetStartBars(XMA_Method,XLength4,XPhase);
   min_rates_5=min_rates_4+XMA1.GetStartBars(XMA_Method,XLength5,XPhase);
   min_rates_total=min_rates_5+XMA1.GetStartBars(XMA_Method,XLength6,XPhase);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,ETVIBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1 íà 1
   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);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(1,SigBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè íà Shift
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 2 íà 1
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,"Ergodic_Ticks_Volume_Indicator");
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
  }
//+------------------------------------------------------------------+
//| Custom indicator 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);
//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   double UpTicks,DownTicks,EMA_UpTicks,EMA_DownTicks,DEMA_UpTicks;
   double DEMA_DownTicks,res,TVI_calculate,TVI,EMA_TVI,Ergodic_TVI,Ergodic_Signal;
   int first,bar;
   long Vol;
//---- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      first=0; // 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++)
     {
      if(VolumeType==VOLUME_TICK) Vol=long(tick_volume[bar]);
      else Vol=long(volume[bar]);
      //----
      UpTicks=(Vol+(close[bar]-open[bar])/_Point)/2;
      DownTicks=Vol-UpTicks;
      //----
      EMA_UpTicks=XMA1.XMASeries(0,prev_calculated,rates_total,XMA_Method,XPhase,XLength1,UpTicks,bar,false);
      EMA_DownTicks=XMA2.XMASeries(0,prev_calculated,rates_total,XMA_Method,XPhase,XLength1,DownTicks,bar,false);
      //----
      DEMA_UpTicks=XMA3.XMASeries(min_rates_1,prev_calculated,rates_total,XMA_Method,XPhase,XLength2,EMA_UpTicks,bar,false);
      DEMA_DownTicks=XMA4.XMASeries(min_rates_1,prev_calculated,rates_total,XMA_Method,XPhase,XLength2,EMA_DownTicks,bar,false);
      //----
      res=(DEMA_UpTicks+DEMA_DownTicks);
      //----
      if(res) TVI_calculate=100.0*(DEMA_UpTicks-DEMA_DownTicks)/res;
      else TVI_calculate=0.0;
      //----
      TVI=XMA5.XMASeries(min_rates_2,prev_calculated,rates_total,XMA_Method,XPhase,XLength3,TVI_calculate,bar,false);
      //----
      EMA_TVI=XMA6.XMASeries(min_rates_3,prev_calculated,rates_total,XMA_Method,XPhase,XLength4,TVI,bar,false);
      Ergodic_TVI=XMA7.XMASeries(min_rates_4,prev_calculated,rates_total,XMA_Method,XPhase,XLength5,EMA_TVI,bar,false);
      Ergodic_Signal=XMA8.XMASeries(min_rates_5,prev_calculated,rates_total,XMA_Method,XPhase,XLength6,Ergodic_TVI,bar,false);
      //----
      ETVIBuffer[bar]=Ergodic_TVI;
      SigBuffer[bar]=Ergodic_Signal;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+