Volatility Scanner

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

//|                                           Volatility Scanner.mq4 |

//|                                                    Jan Opocensky |

//|                                                                  |

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

#property copyright "Jan Opocensky"

#property link      ""

#property version   "210520"

#property strict

#property indicator_chart_window

//-------------------------------------------------------------------------

int X_pozice_pocatek=200;

int Y_pozice_pocatek=10;

int X_rectangle_position;

int Y_rectangle_position;

int X_label_position;

int Y_label_position;

int index;

//----------------------------------------------------------------

//--------- ROZM
RY BÁRn
 - ZA
ÁTEK ---------------------------

//----------------------------------------------------------------

input int TextSize=8; // TextSize

input int NumberOfCandles=5;// NumberOfCandles

//---------------------------------------------------------------

int RecstangleSize=TextSize+12; // RecstangleSize

int width=RecstangleSize;

int height=width;

int line_width=1;

bool back=true;//false; //

int back_clr_DOWN=clrBlack;

int back_clr_UP=clrWhite;

int border_color=clrBlack;

bool hidden=false; //true;//

int X_rectangle_space=4*width;

int Y_rectangle_space=1;

//----------------------------------------------------------------

//--------- ROZM
RY BÁRn
 - KONEC ---------------------------

//----------------------------------------------------------------

//

//

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   Draw_Consecutive_Identical_Candles();

//---

   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[])

  {



//----------------------------------------------------------------------

//----------------------------------------------------------------------

Draw_Consecutive_Identical_Candles();

//----------------------------------------------------------------------

//----------------------------------------------------------------------

//

//

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

   return(rates_total);

  }

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

//| Timer function                                                   |

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

void OnTimer()

  {

//---



  }

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

//| ChartEvent function                                              |

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

void OnChartEvent(const int id,

                  const long &lparam,

                  const double &dparam,

                  const string &sparam)

  {

//---



  }

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





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

//|                                                                  |

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

//

//

//

//

//**********************************************************************************************************************

//**********************************************************************************************************************

//**********  MAIN SCANNER FUNCTIN - START *****************************************************************************

//**********************************************************************************************************************

//**********************************************************************************************************************

void Draw_Consecutive_Identical_Candles()

//oooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

{

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

string IndicatorSymbol[29];

//------------------------------------------------------------------------------

IndicatorSymbol[1]="EURUSD";

IndicatorSymbol[2]="EURGBP";

IndicatorSymbol[3]="EURJPY";

IndicatorSymbol[4]="EURNZD";

IndicatorSymbol[5]="EURAUD"; 

IndicatorSymbol[6]="EURCHF"; 

IndicatorSymbol[7]="EURCAD"; 

//-------------------------

IndicatorSymbol[8]="GBPUSD";

IndicatorSymbol[9]="GBPAUD"; 

IndicatorSymbol[10]="GBPCAD"; 

IndicatorSymbol[11]="GBPCHF"; 

IndicatorSymbol[12]="GBPJPY";

IndicatorSymbol[13]="GBPNZD";

//-------------------------

IndicatorSymbol[14]="AUDUSD";

IndicatorSymbol[15]="AUDCAD";

IndicatorSymbol[16]="AUDNZD";

IndicatorSymbol[17]="AUDJPY";

IndicatorSymbol[18]="AUDCHF";

//-------------------------

IndicatorSymbol[19]="USDJPY"; 

IndicatorSymbol[20]="USDCAD"; 

IndicatorSymbol[21]="USDCHF"; 

//-------------------------

IndicatorSymbol[22]="NZDUSD";

IndicatorSymbol[23]="NZDCAD"; 

IndicatorSymbol[24]="NZDCHF"; 

IndicatorSymbol[25]="NZDJPY";

//-------------------------

IndicatorSymbol[26]="CADJPY";

IndicatorSymbol[27]="CADCHF";

//-------------------------

IndicatorSymbol[28]="CHFJPY"; 

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//

//

//

//

//--------------------------------------------------------------------------

 for(int n=1; n<29; n++)

 {

//*************************************************************************************

//*************************************************************************************

//

//

//-------------------------------------------------------------

//------- SYMBOL Label - Start --------------------------------

//-------------------------------------------------------------

   X_label_position=X_pozice_pocatek-width-X_rectangle_space;

   Y_label_position=Y_pozice_pocatek + n*width + n*Y_rectangle_space;

//-------------------------------------------------------------

   string SymbolIndex=IndicatorSymbol[n]+IntegerToString(n);

   ObjectDelete("SYMBOL " + SymbolIndex);

   ObjectCreate("SYMBOL " + SymbolIndex,OBJ_LABEL,0,0,0,0,0);

   ObjectSet("SYMBOL " + SymbolIndex,OBJPROP_CORNER,CORNER_RIGHT_LOWER); // WINDOW CORNER

   ObjectSet("SYMBOL " + SymbolIndex,OBJPROP_ANCHOR,ANCHOR_LEFT_UPPER);

   ObjectSet("SYMBOL " + SymbolIndex,OBJPROP_XDISTANCE,X_label_position);

   ObjectSet("SYMBOL " + SymbolIndex,OBJPROP_YDISTANCE,Y_label_position);

   ObjectSetText("SYMBOL " + SymbolIndex,IndicatorSymbol[n],TextSize,"Arial",Black);

   //TextSetFont("SYMBOL " + SymbolIndex,IndicatorSymbol[n],TextSize,"ArialBlack",Black);  

//-------------------------------------------------------------

//------- SYMBOL Label - End ----------------------------------

//-------------------------------------------------------------





//-------------------------------------------------------------

    for (int del=0;del<200;del++)

    {

    string VolatilityIndex=IndicatorSymbol[n] + IntegerToString(del); 

    ObjectDelete( "VOLATILITY SYMBOL " + VolatilityIndex);

    }

//-------------------------------------------------------------











//:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::

   for (int ivol=0;ivol<NumberOfCandles;ivol++)

   {

//--------------------------------------   

   double b_volatility =

   100*(MathAbs(iOpen(IndicatorSymbol[n],0,ivol)-iClose(IndicatorSymbol[n],0,ivol)) / 

   b_avg(IndicatorSymbol[n],100))

   ;

   string stg_b_volatility=DoubleToString(b_volatility,0)+"%";

//--------------------------------------   

   double hilo_volatility =

   100*(MathAbs(iHigh(IndicatorSymbol[n],0,ivol)-iLow(IndicatorSymbol[n],0,ivol)) / 

   hilo_avg(IndicatorSymbol[n],100))

   ;

   string stg_hilo_volatility=DoubleToString(hilo_volatility,0)+"%";

   int volatility_color=clrBlack;

   if (b_volatility<50 && hilo_volatility<50) {volatility_color=clrRed;}

   if (b_volatility<50 && hilo_volatility>50) {volatility_color=clrBlue;}  

//--------------------------------------

   int X_volatility_symbol_position=X_pozice_pocatek  + ivol*width + ivol*X_rectangle_space;// - (X_rectangle_space);

   int Y_volatility_symbol_position=Y_pozice_pocatek + n*width + n*Y_rectangle_space;

//--------------------------------------

   string VolatilityIndex=IndicatorSymbol[n] + IntegerToString(ivol);      

   ObjectCreate( "VOLATILITY SYMBOL " + VolatilityIndex ,OBJ_LABEL,0,0,0,0,0); 

   ObjectSet(  "VOLATILITY SYMBOL " + VolatilityIndex ,OBJPROP_CORNER,CORNER_RIGHT_LOWER); // WINDOW CORNER 

   ObjectSet( "VOLATILITY SYMBOL " + VolatilityIndex ,OBJPROP_ANCHOR,ANCHOR_LEFT_UPPER); 

   ObjectSet( "VOLATILITY SYMBOL " + VolatilityIndex ,OBJPROP_XDISTANCE,X_volatility_symbol_position);

   ObjectSet( "VOLATILITY SYMBOL " + VolatilityIndex ,OBJPROP_YDISTANCE,Y_volatility_symbol_position);

   ObjectSetText( "VOLATILITY SYMBOL " + VolatilityIndex , stg_b_volatility + " / " +  stg_hilo_volatility,TextSize,"Arial",volatility_color);    

   }

//:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::



//*************************************************************************************

//*************************************************************************************

 }





//oooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

}

//**********************************************************************************************************************

//**********************************************************************************************************************

//**********  MAIN SCANNER FUNCTION - END *****************************************************************************

//**********************************************************************************************************************

//**********************************************************************************************************************

//

//

//

//

//

//

//**********************************************************************************************************************

//**********************************************************************************************************************

//**********  AUXILIARY SCANNER FUNCTION - START ***********************************************************************

//**********************************************************************************************************************

//**********************************************************************************************************************

//

//

//

//

//*****po

ítá PRn
M
R T
L - ZA
ÁTEK***************

double b_avg(string bavg_symbol,int b_an)

{

double v_b_avg=0;

double suma_b=0;

for(int ibg=1;ibg<b_an;ibg++)

{

suma_b=suma_b+MathAbs(iOpen(bavg_symbol,0,ibg)-iClose(bavg_symbol,0,ibg));

}

v_b_avg=suma_b/b_an;

return (v_b_avg);

}

//*****po

ítá PRn
M
R T
L - KONEC*****************

//

//

//

//

//*****po

ítá PRn
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R HIGH-LOW - ZA
ÁTEK**********

double hilo_avg(string hiloavg_symbol,int hilo_an)

{

double v_hilo_avg=0;

double suma_hilo=0;

for(int ihilo=1;ihilo<hilo_an;ihilo++)

{

suma_hilo=suma_hilo+MathAbs(iHigh(hiloavg_symbol,0,ihilo)-iLow(hiloavg_symbol,0,ihilo));

}

v_hilo_avg=suma_hilo/hilo_an;

return (v_hilo_avg);

}

//*****po

ítá PRn
M
R HIGH-LOW - KONEC*********

//

//

//

//

//**********************************************************************************************************************

//**********************************************************************************************************************

//**********  AUXILIARY SCANNER FUNCTION - END *************************************************************************

//**********************************************************************************************************************

//**********************************************************************************************************************