PVA

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

//|                                                          PVA.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 "SonicR PVA Volumes indicator"

#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   1

//--- plot PVA

#property indicator_label1  "PVA"

#property indicator_type1   DRAW_COLOR_HISTOGRAM

#property indicator_color1  clrSilver,clrLightGreen,clrDeepPink,clrGreen,clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- input parameters

input uint     InpPeriodClimax   =  10;   // Climax period

input uint     InpPeriodRising   =  10;   // Rising period

input double   InpFactorRising   =  1.0;  // Rising factor

input double   InpFactorExtreme  =  2.0;  // Extreme factor

//--- indicator buffers

double         BufferPVA[];

double         BufferColors[];

double         BufferRange[];

double         BufferMA[];

//--- global variables

double         factor_rs;

double         factor_ex;

int            period_cl;

int            period_rs;

int            period_max;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_cl=int(InpPeriodClimax<1 ? 1 : InpPeriodClimax);

   period_rs=int(InpPeriodRising<1 ? 1 : InpPeriodRising);

   period_max=fmax(period_cl,period_rs);

   factor_rs=InpFactorRising;

   factor_ex=InpFactorExtreme;

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferPVA,INDICATOR_DATA);

   SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,BufferRange,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferMA,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"SonicR PVA Volumes ("+(string)period_cl+","+(string)period_rs+","+DoubleToString(factor_rs,1)+","+DoubleToString(factor_ex,1)+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferPVA,true);

   ArraySetAsSeries(BufferColors,true);

   ArraySetAsSeries(BufferRange,true);

   ArraySetAsSeries(BufferMA,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[])

  {

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

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(tick_volume,true);

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

   if(rates_total<fmax(period_max,4)) return 0;

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period_max-2;

      ArrayInitialize(BufferPVA,EMPTY_VALUE);

      ArrayInitialize(BufferRange,0);

      ArrayInitialize(BufferMA,0);

     }

//--- >43>B>2:0 40==KE

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

     {

      BufferPVA[i]=(double)tick_volume[i];

      BufferRange[i]=(high[i]-low[i])*tick_volume[i];

     }



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

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

     {

      double MA=GetSMA(rates_total,i,period_rs,BufferPVA);

      int bh=ArrayMaximum(BufferRange,i+1,period_cl);

      if(bh==WRONG_VALUE)

         continue;

      double Max=BufferRange[bh];

      

      BufferColors[i]=0;

      if(BufferPVA[i]>=MA*factor_rs)

        {

         if(close[i]>open[i])

            BufferColors[i]=1;

         else

            BufferColors[i]=2;

        }

      if(BufferRange[i]>=Max || tick_volume[i]>=MA*factor_ex)

        {

         if(close[i]>open[i])

            BufferColors[i]=3;

         else

            BufferColors[i]=4;

        }

     }

   

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

   return(rates_total);

  }

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

//| Simple Moving Average                                            |

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

double GetSMA(const int rates_total,const int index,const int period,const double &price[],const bool as_series=true)

  {

//---

   double result=0.0;

//--- check position

   bool check_index=(as_series ? index<=rates_total-period-1 : index>=period-1);

   if(period<1 || !check_index)

      return 0;

//--- calculate value

   for(int i=0; i<period; i++)

      result=result+(as_series ? price[index+i]: price[index-i]);

//---

   return(result/period);

  }

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