Volatility2Step

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

//|                                              Volatility2Step.mq5 | 

//|                                       Copyright © 2007, Eva Ruft | 

//|                                               briz18@rambler.ru/ | 

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

#property copyright "Copyright © 2007, Eva Ruft"

#property link      "briz18@rambler.ru"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window 

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2

#property indicator_buffers 1 

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0   |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 38AB>3@0<<K

#property indicator_type1   DRAW_HISTOGRAM

//---- 2 :0G5AB25 F25B0 1KG59 ;8=88 8=48:0B>@0 8A?>;L7>20= BlueViolet F25B

#property indicator_color1 clrBlueViolet

//---- ;8=8O 8=48:0B>@0 - =5?@5@K2=0O :@820O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 4

#property indicator_width1  4

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1  "Volatility2Step"

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

//|  >1JO2;5=85 :>=AB0=B              |

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

#define RESET  0 // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AGQB 8=48:0B>@0

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

//|  %+  " + "      |

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

input  ENUM_MA_METHOD   MAType=MODE_SMA;           // <5B>4 CA@54=5=8O

input uint              VolatilityPeriod=5;        // ?5@8>4 8=48:0B>@0

input int               Shift=0;                   // A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

input uint              LevelsTotal=20;            // :>;8G5AB2> C@>25=59

input uint              StartLevel=100;            // AB0@B>2K9 C@>25=L

input uint              LevelsStep=100;            // @0AAB>O=85 <564C C@>2=O<8

input color             LevelsColor=clrDarkOrange; // F25B C@>25=59

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

//---- 8=48:0B>@=K9 1CD5@

double IndBuffer[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int HMA_Handle,LMA_Handle;

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

//| Volatility indicator initialization function                     | 

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

void OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_total=int(VolatilityPeriod);



//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 iMA

   HMA_Handle=iMA(NULL,0,VolatilityPeriod,0,MAType,PRICE_HIGH);

   if(HMA_Handle==INVALID_HANDLE) Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iMA");



//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 iMA

   LMA_Handle=iMA(NULL,0,VolatilityPeriod,0,MAType,PRICE_LOW);

   if(LMA_Handle==INVALID_HANDLE) Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iMA");



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(IndBuffer,true);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname="Volatility2Step("+string(VolatilityPeriod)+")";

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,0);



//---- :>;8G5AB2>  3>@87>=B0;L=KE C@>2=59 8=48:0B>@0 LevelsTotal   

   IndicatorSetInteger(INDICATOR_LEVELS,LevelsTotal);

   for(int numb=0; numb<int(LevelsTotal); numb++)

     {

      int level=int(StartLevel+LevelsStep*numb);

      //---- 7=0G5=8O 3>@87>=B0;L=KE C@>2=59 8=48:0B>@0   

      IndicatorSetDouble(INDICATOR_LEVELVALUE,numb,level);

      //---- 2 :0G5AB25 F25B>2 ;8=89 3>@87>=B0;L=KE C@>2=59 8A?>;L7>20=K A5@K9 8 @>7>2K9 F25B0  

      IndicatorSetInteger(INDICATOR_LEVELCOLOR,numb,LevelsColor);

      //---- 2 ;8=88 3>@87>=B0;L=>3> C@>2=O 8A?>;L7>20= :>@>B:89 HB@8E-?C=:B8@  

      IndicatorSetInteger(INDICATOR_LEVELSTYLE,numb,STYLE_DASHDOTDOT);

     }

//---- 7025@H5=85 8=8F80;870F88

  }

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

//| Volatility iteration function                                    | 

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

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AGQB0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AGQB0 8=48:0B>@0

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[]

                )

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(BarsCalculated(HMA_Handle)<rates_total

      || BarsCalculated(LMA_Handle)<rates_total

      || rates_total<min_rates_total)

      return(RESET);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int to_copy,limit,bar;

   double HMA[],LMA[],Volatility,Res;



//---- @0AGQB AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

      limit=rates_total-min_rates_total-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

   else limit=rates_total-prev_calculated;  // AB0@B>2K9 =><5@ 4;O @0AGQB0 B>;L:> =>2KE 10@>2



   to_copy=limit+1;



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(HMA,true);

   ArraySetAsSeries(LMA,true);



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

   if(CopyBuffer(HMA_Handle,0,0,to_copy,HMA)<=0) return(RESET);

   if(CopyBuffer(LMA_Handle,0,0,to_copy,LMA)<=0) return(RESET);



//---- >A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

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

     {

      Volatility=(HMA[bar]-LMA[bar])/_Point;

      IndBuffer[bar]=NULL;

      if(Volatility>=StartLevel)

        {

         Res=MathMax(Volatility-StartLevel,0);

         IndBuffer[bar]=StartLevel+LevelsStep*int(Res/LevelsStep);

        }

     }

//----        

   return(rates_total);

  }

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