Shtenco Oscillator Vol

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

//|                                           Shtenco Oscillator.mq5 |

//|                                  Copyright 2023, MetaQuotes Ltd. |

//|                          https://www.mql5.com/ru/users/koshtenko |

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

#property copyright   "Copyright 2023, MetaQuotes Ltd."

#property link        "https://www.mql5.com/ru/users/koshtenko"

#property description "Shtenco Oscillator"

//--- indicator settings

#property indicator_separate_window

#property indicator_buffers 1

#property indicator_plots   1

#property indicator_type1   DRAW_LINE

#property indicator_color1  Red

#property indicator_label1  "Shtenco Oscillator"

//--- input parameters

input int InpPeriod=14;  // Period for SMA

//--- indicator buffers

double    ExtBuffer[];



int       ExtPeriod;

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

//| Custom indicator initialization function                         |

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

void OnInit()

  {

//--- check for input value

   if(InpPeriod <= 0)

     {

      ExtPeriod = 14;

      PrintFormat("Incorrect input parameter InpPeriod = %d. Indicator will use value %d for calculations.", InpPeriod, ExtPeriod);

     }

   else

      ExtPeriod = InpPeriod;

//--- indicator buffers mapping

   SetIndexBuffer(0, ExtBuffer, INDICATOR_DATA);

//--- sets first bar from what index will be drawn

   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod);

//--- name for DataWindow and indicator subwindow label

   string short_name = StringFormat("Shtenco Oscillator(%d)", ExtPeriod);

   IndicatorSetString(INDICATOR_SHORTNAME, short_name);

   PlotIndexSetString(0, PLOT_LABEL, short_name);

  }

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

//| Simple Moving Average Calculation                                |

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

double CalculateSMA(const double &close[], int period, int index, double &sum)

  {

   sum += close[index];

   if (index >= period)

     sum -= close[index - period];

   

   return sum / period;

  }

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

//| New Feature Indicator                                            |

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

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[])

  {

   if (rates_total <= ExtPeriod)

      return 0;



   int start;

   double sum = 0.0;



   //--- preliminary calculations

   if (prev_calculated == 0)

     {

      //--- first Period values of the indicator are not calculated

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

         ExtBuffer[i] = 0.0;

      start = ExtPeriod;



      // Calculate the initial sum for the first window

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

         sum += close[i];

     }

   else

      start = prev_calculated - 1;



   //--- the main loop of calculations

   for (int i = start; i < rates_total && !IsStopped(); i++)

     {

      double sma = CalculateSMA(close, ExtPeriod, i, sum);

      ExtBuffer[i] = tick_volume[i] != 0 ? sma / tick_volume[i] : 0;

     }



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

   return rates_total;

  }