Volatility

//+------------------------------------------------------------------+ 
//|                                                   Volatility.mq5 | 
//|                   Copyright © 2009, Trofimov Evgeniy Vitalyevich | 
//|                                     http://TrofimovVBA.narod.ru/ | 
//+------------------------------------------------------------------+ 
#property copyright "Copyright © 2009, Trofimov Evgeniy Vitalyevich"
#property link      "http://TrofimovVBA.narod.ru/"
//---- indicator version number
#property version   "1.00"
//---- drawing indicator in a separate window
#property indicator_separate_window 
//---- number of indicator buffers
#property indicator_buffers 1 
//---- only one plot is used
#property indicator_plots   1
//+-----------------------------------+
//|  Indicator drawing parameters     |
//+-----------------------------------+
//---- drawing the indicator as a line
#property indicator_type1   DRAW_LINE
//---- red color is used as the color of the bullish line of the indicator
#property indicator_color1 clrRed
//---- the indicator line is a continuous curve
#property indicator_style1  STYLE_SOLID
//---- indicator line width is equal to 1
#property indicator_width1  1
//---- displaying the indicator label
#property indicator_label1  "Volatility"
//+-----------------------------------+
//|  INDICATOR INPUT PARAMETERS       |
//+-----------------------------------+
input uint N=12; // channel period 
input int Shift=0; // horizontal shift of the indicator in bars
//+-----------------------------------+
//---- indicator buffer
double IndBuffer[];
//---- Declaration of integer variables of data starting point
int min_rates_total;
//+------------------------------------------------------------------+    
//| Volatility indicator initialization function                     | 
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- Initialization of variables of the start of data calculation
   min_rates_total=int(N);

//---- set dynamic array as an indicator buffer
   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);
//---- shifting the indicator horizontally by Shift
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- performing the shift of beginning of indicator drawing
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- indexing elements in the buffer as time series
   ArraySetAsSeries(IndBuffer,true);

//---- initializations of variable for indicator short name
   string shortname="Volatility("+string(N)+")";
//--- creation of the name to be displayed in a separate sub-window and in a pop up help
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- determining the accuracy of displaying the indicator values
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//---- end of initialization
  }
//+------------------------------------------------------------------+  
//| Volatility iteration function                                    | 
//+------------------------------------------------------------------+  
int OnCalculate(
                const int rates_total,    // amount of history in bars at the current tick
                const int prev_calculated,// amount of history in bars at the previous tick
                const datetime &time[],
                const double &open[],
                const double& high[],     // price array of maximums of price for the calculation of indicator
                const double& low[],      // price array of price lows for the indicator calculation
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[]
                )
  {
//---- checking the number of bars to be enough for calculation
   if(rates_total<min_rates_total) return(0);

//---- declaration of variables with a floating point  
   double HH,LL;
//---- Declaration of integer variables
   int limit;

//---- calculation of the starting number limit for the bar recalculation loop
   if(prev_calculated>rates_total || prev_calculated<=0)// checking for the first start of the indicator calculation
        limit=rates_total-min_rates_total-1; // starting index for the calculation of all bars
   else limit=rates_total-prev_calculated;  // starting index for calculation of new bars only

//---- indexing elements in arrays as timeseries  
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);   
   
//---- main indicator calculation loop
   for(int bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      HH=high[ArrayMaximum(high,bar,N)];
      LL=low [ArrayMinimum(low, bar,N)];
      IndBuffer[bar]=(HH-LL)/(_Point*N); 
     }
//----        
   return(rates_total);
  }
//+------------------------------------------------------------------+