Tick_VWAP

//+------------------------------------------------------------------+
//|                                             Corrected SMA II.mq4 |
//|                                     Copyright © 2007, Amir Aliev |
//|                                       http://finmat.blogspot.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, Amir Aliev"
#property link      "http://finmat.blogspot.com/"
 
#property indicator_chart_window
#property indicator_color1 Red
//---- input parameters
extern int MA_Ticks = 1000;
//---- indicator buffers
double sum = 0;                               
int ticks = 0;
bool collected = false;
bool started = false;
int fbar = 0;
double ExtMapBuffer[];
int oldRange = 0;
int lbarVol = 0;
int period;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//----
   SetIndexStyle(0, DRAW_LINE);
//---- indicator buffers mapping
   SetIndexBuffer(0, ExtMapBuffer);
//---- initialization done

   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int rest = Bars - IndicatorCounted();
   if(! rest)
       return (0);

   if (period!=Period())
   {
      Print("Period has been changed. Recalculation needed");
      rest=Bars;     
   }
   period=Period();   
   
   if (Volume[ArrayMaximum(Volume)] > MA_Ticks)
   {
      MA_Ticks = Volume[ArrayMaximum(Volume)] +1 ;
   Print ("MA_Ticks is too low for this period. MA_ticks has been changed to ",MA_Ticks);
   }
 /*
   Print("Ticks = ", ticks);
   Print("Rest = ", rest);
   Print("fbar = ", fbar);  
*/   
   rest--;
   fbar += rest;
   while(!collected && (rest >= 0))
     {
      if(ticks + Volume[rest] < MA_Ticks)
        {
         ticks += Volume[rest];
         sum += Volume[rest] * (High[rest]+Low[rest])/2;
         if(!started)
           {
            fbar = rest;
            started = true;
           }
         rest--;
         continue;
        } 
      collected = true;
     }
   if(! collected) 
       return (0);
 
   ticks += (Volume[rest] - lbarVol);
   sum += (Volume[rest] - lbarVol) * (High[rest]+Low[rest])/2;
   lbarVol = Volume[rest];
   while(ticks > MA_Ticks)
     {
       //Print("fbar-- because bar ticks reaches 1000");
       ticks -= Volume[fbar];
       sum -= Volume[fbar] * (High[fbar]+Low[fbar])/2;
       fbar--;
     }
   if (ticks!=0) ExtMapBuffer[rest] = sum / ticks;
   rest--;
   
   
   while(rest >= 0)
     {
      ticks += Volume[rest];
      sum += Volume[rest] * (High[rest]+Low[rest])/2;
      lbarVol = Volume[rest];
      while(ticks > MA_Ticks)
        {
         //Print("fbar-- because of new bar ");
         ticks -= Volume[fbar];
         sum -= Volume[fbar] * (High[fbar]+Low[fbar])/2;
         fbar--;
        }
      if (ticks!=0) ExtMapBuffer[rest] = sum / ticks;
      rest--;
     } 
//----
   return(0);
  }
//+------------------------------------------------------------------+