WPVH

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

//|                                                         WPVH.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Wyckoff PV Histogram oscillator"

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots   3

//--- plot Fast

#property indicator_label1  "Fast"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Slow

#property indicator_label2  "Slow"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot Hist

#property indicator_label3  "Hist"

#property indicator_type3   DRAW_HISTOGRAM

#property indicator_color3  clrCornflowerBlue

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- enums

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1, // Yes

   INPUT_NO    =  0  // No

  };

//--- input parameters

input uint              InpPeriodFast     =  5;          // Fast period

input uint              InpPeriodSlow     =  15;         // Slow period

input ENUM_INPUT_YES_NO InpShowHistogram  =  INPUT_NO;   // Show histogram

//--- indicator buffers

double         BufferFast[];

double         BufferSlow[];

double         BufferHist[];

double         BufferRAW[];

//--- global variables

int            period_fast;

int            period_slow;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_fast=int(InpPeriodFast<1 ? 1 : InpPeriodFast);

   period_slow=int(InpPeriodSlow<1 ? 1 : InpPeriodSlow);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferFast,INDICATOR_DATA);

   SetIndexBuffer(1,BufferSlow,INDICATOR_DATA);

   SetIndexBuffer(2,BufferHist,INDICATOR_DATA);

   SetIndexBuffer(3,BufferRAW,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"WPVH ("+(string)period_fast+","+(string)period_slow+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting plot buffer parameters

   if(InpShowHistogram)

     {

      PlotIndexSetInteger(2,PLOT_DRAW_TYPE,DRAW_HISTOGRAM);

      PlotIndexSetInteger(2,PLOT_SHOW_DATA,true);

     }

   else

     {

      PlotIndexSetInteger(2,PLOT_DRAW_TYPE,DRAW_NONE);

      PlotIndexSetInteger(2,PLOT_SHOW_DATA,false);

     }

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferFast,true);

   ArraySetAsSeries(BufferSlow,true);

   ArraySetAsSeries(BufferHist,true);

   ArraySetAsSeries(BufferRAW,true);

//---

   ChartRedraw();

//---

   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[])

  {

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(tick_volume,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   if(rates_total<4) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferFast,EMPTY_VALUE);

      ArrayInitialize(BufferSlow,EMPTY_VALUE);

      ArrayInitialize(BufferHist,EMPTY_VALUE);

      ArrayInitialize(BufferRAW,0);

     }

//--- >43>B>2:0 40==KE

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

     {

      bool UDPC=(close[i]>=((high[i]-low[i])/2.0+low[i]) && close[i]>close[i+1] ? true : false);

      bool UDNC=(close[i]<((high[i]-low[i])/2.0+low[i])  && close[i]>close[i+1] ? true : false);

      bool DDPC=(close[i]>=((high[i]-low[i])/2.0+low[i]) && close[i]<close[i+1] ? true : false);

      bool DDNC=(close[i]<((high[i]-low[i])/2.0+low[i])  && close[i]<close[i+1] ? true : false);

      bool HVWS=((high[i]-low[i])>=(high[i+1]-low[i+1])  && tick_volume[i]>tick_volume[i+1] ? true : false);

      bool HVNS=((high[i]-low[i])<(high[i+1]-low[i+1])   && tick_volume[i]>tick_volume[i+1] ? true : false);

      bool LVWS=((high[i]-low[i])>=(high[i+1]-low[i+1])  && tick_volume[i]<tick_volume[i+1] ? true : false);

      bool LVNS=((high[i]-low[i])<(high[i+1]-low[i+1])   && tick_volume[i]<tick_volume[i+1] ? true : false);



      BufferRAW[i]=

        (

         UDPC && LVWS ? 8 :

         UDPC && HVWS ? 7 :

         UDPC && HVNS ? 6 :

         UDPC && LVNS ? 5 :

         UDNC && LVWS ? 4 :

         UDNC && HVWS ? 3 :

         UDNC && HVNS ? 2 :

         UDNC && LVNS ? 1 :

         DDPC && LVNS ?-1 :

         DDPC && HVNS ?-2 :

         DDPC && HVWS ?-3 :

         DDPC && LVWS ?-4 :

         DDNC && LVNS ?-5 :

         DDNC && HVNS ?-6 :

         DDNC && HVWS ?-7 :

         DDNC && LVWS ?-8 : 0

        );

//---  0AGQB 8=48:0B>@0

      BufferSlow[i]=GetSMA(rates_total,i,period_slow,BufferRAW);

      BufferFast[i]=GetSMA(rates_total,i,period_fast,BufferRAW);

      BufferHist[i]=(!InpShowHistogram ? EMPTY_VALUE : BufferRAW[i]-BufferRAW[i+1]);

     }



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

   return(rates_total);

  }

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

//| Simple Moving Average                                            |

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

double GetSMA(const int rates_total,const int index,const int period,const double &price[],const bool as_series=true)

  {

//---

   double result=0.0;

//--- check position

   bool check_index=(as_series ? index<=rates_total-period-1 : index>=period-1);

   if(period<1 || !check_index)

      return 0;

//--- calculate value

   for(int i=0; i<period; i++)

      result=result+(as_series ? price[index+i]: price[index-i]);

//---

   return(result/period);

  }

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