Vortex_v2

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

#property description "Vortex"

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

#property indicator_separate_window

#property indicator_buffers 9

#property indicator_plots   3

#property indicator_label1  "Filling"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  C'218,231,226',C'255,221,217'

#property indicator_label2  "Vortex +"

#property indicator_type2   DRAW_COLOR_LINE

#property indicator_color2  clrDarkGray,clrDodgerBlue,clrCrimson

#property indicator_width2  2

#property indicator_label3  "Vortex -"

#property indicator_type3   DRAW_COLOR_LINE

#property indicator_color3  clrDarkGray,clrDodgerBlue,clrCrimson

#property indicator_width3  1



//--- input parameters

input int  inpPeriod=32; // Vortex period

//--- buffers declarations

double fillu[],filld[],valp[],valpc[],valm[],valmc[],rngbuffer[],vmpbuffer[],vmmbuffer[];;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,fillu,INDICATOR_DATA);

   SetIndexBuffer(1,filld,INDICATOR_DATA);

   SetIndexBuffer(2,valp,INDICATOR_DATA);

   SetIndexBuffer(3,valpc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(4,valm,INDICATOR_DATA);

   SetIndexBuffer(5,valmc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(6,rngbuffer,INDICATOR_CALCULATIONS);

   SetIndexBuffer(7,vmpbuffer,INDICATOR_CALCULATIONS);

   SetIndexBuffer(8,vmmbuffer,INDICATOR_CALCULATIONS);

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"Vortex ("+(string)inpPeriod+")");

//---

   return (INIT_SUCCEEDED);

  }

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

//| Custom indicator de-initialization function                      |

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

void OnDeinit(const int reason)

  {

  }

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

//| 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[])

  {

   if(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);

   int i=(int)MathMax(prev_calculated-1,1); for(; i<rates_total && !_StopFlag; i++)

     {

      rngbuffer[i] = (i>0) ? MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]) : high[i]-low[i];

      vmpbuffer[i] = (i>0) ? MathAbs(high[i] - low[i-1]) : MathAbs(high[i] - low[i]);

      vmmbuffer[i] = (i>0) ? MathAbs(low[i] - high[i-1]) : MathAbs(low[i] - high[i]);

      //

      //---

      //

      double vmpSum = 0;

      double vmmSum = 0;

      double rngSum = 0;

      for(int k=0; k<inpPeriod && (i-k)>=0; k++)

        {

         vmpSum += vmpbuffer[i-k];

         vmmSum += vmmbuffer[i-k];

         rngSum += rngbuffer[i-k];

        }

      if(rngSum!=0)

        {

         valp[i] = vmpSum/rngSum;

         valm[i] = vmmSum/rngSum;

        }

      valpc[i] = (valp[i]>valm[i]) ? 1 : 2;

      valmc[i] = (valp[i]>valm[i]) ? 1 : 2;

      fillu[i] = valp[i];

      filld[i] = valm[i];

     }

   return (i);

  }

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