Min_Max_Volume

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

//|                                               Min_Max_Volume.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Min max volume"

#property indicator_chart_window

#property indicator_buffers 2

#property indicator_plots   2

//--- plot UP

#property indicator_label1  "Vol max"

#property indicator_type1   DRAW_ARROW

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot DN

#property indicator_label2  "Vol min"

#property indicator_type2   DRAW_ARROW

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- input parameters

input uint     InpPeriod   =  20;   // Period

//--- indicator buffers

double         BufferUP[];

double         BufferDN[];

//--- global variables

int            period;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period=int(InpPeriod<1 ? 1 : InpPeriod);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferUP,INDICATOR_DATA);

   SetIndexBuffer(1,BufferDN,INDICATOR_DATA);

//--- setting a code from the Wingdings charset as the property of PLOT_ARROW

   PlotIndexSetInteger(0,PLOT_ARROW,119);

   PlotIndexSetInteger(1,PLOT_ARROW,119);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"MVol("+(string)period+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferUP,true);

   ArraySetAsSeries(BufferDN,true);

//---

   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[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   if(rates_total<period) return 0;

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period-1;

      ArrayInitialize(BufferUP,EMPTY_VALUE);

      ArrayInitialize(BufferDN,EMPTY_VALUE);

     }

//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      int min=VolLowest(period,i);

      int max=VolHighest(period,i);

      BufferUP[i]=(i==max ? high[i] : EMPTY_VALUE);

      BufferDN[i]=(i==min ? low[i] : EMPTY_VALUE);

     }



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

   return(rates_total);

  }

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

//| >72@0I05B 8=45:A <0:A8<0;L=>3> 7=0G5=8O B09<A5@88 tick_volume   |

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

int VolHighest(const int count,const int start)

  {

   long array[];

   ArraySetAsSeries(array,true);

   if(CopyTickVolume(Symbol(),PERIOD_CURRENT,start,count,array)==count)

      return ArrayMaximum(array)+start;

   return WRONG_VALUE;

  }

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

//| >72@0I05B 8=45:A <8=8<0;L=>3> 7=0G5=8O B09<A5@88 tick_volume    |

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

int VolLowest(const int count,const int start)

  {

   long array[];

   ArraySetAsSeries(array,true);

   if(CopyTickVolume(Symbol(),PERIOD_CURRENT,start,count,array)==count)

      return ArrayMinimum(array)+start;

   return WRONG_VALUE;

  }

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