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Expected Volumes
//+------------------------------------------------------------------+
//| Expected Volumes.mq4 |
//| Copyright © 2007, Amir Aliev |
//| http://finmat.blogspot.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, Amir Aliev"
#property link "http://finmat.blogspot.com"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 Red
#property indicator_width1 2
#property indicator_width2 2
//---- input parameters
extern int hist_steps = 100; // Number of observations
extern int span = 1; // Days to step back each time
//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
int sum;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- indicators
SetIndexStyle(0, DRAW_HISTOGRAM);
SetIndexBuffer(0,ExtMapBuffer1);
SetIndexStyle(1, DRAW_LINE);
SetIndexBuffer(1,ExtMapBuffer2);
//----
short_name = "Expected volumes(" + hist_steps + ")";
IndicatorShortName(short_name);
SetIndexLabel(0, short_name);
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars = IndicatorCounted();
int rest = Bars - counted_bars;
int j, k, u;
//----
while(rest >= 0)
{
if(Bars - rest < span * 23 * hist_steps)
{
ExtMapBuffer1[rest] = 0;
rest--;
continue;
}
sum = 0;
j = 0;
k = 0;
u = 0;
while(j < hist_steps && k < Bars)
{
if(TimeHour(Time[rest+k]) == TimeHour(Time[rest]))
{
u++;
if(u == span)
{
u = 0;
j++;
sum += Volume[rest + k];
}
k += 23;
}
k++;
}
ExtMapBuffer1[rest] = sum / hist_steps;
ExtMapBuffer2[rest] = Volume[rest];
rest--;
}
//----
return(0);
}
//+------------------------------------------------------------------+
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