XCHV_v1

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

//|                                                            XCHV.mq5 | 

//|                                Copyright © 2011,   Nikolay Kositsin | 

//|                                 Khabarovsk,   farria@mail.redcom.ru | 

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

//| ;O @01>BK  8=48:0B>@0  A;54C5B  ?>;>68BL D09; SmoothAlgorithms.mqh |

//| 2 ?0?:C (48@5:B>@8N): :0B0;>3_40==KE_B5@<8=0;0\\MQL5\Include        |

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

#property copyright "Copyright © 2011, Nikolay Kositsin"

#property link "farria@mail.redcom.ru"

#property description "Chaikin Volatility"

//---- =><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 ;8=88

#property indicator_type1   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= 1;54=>-A8=89 F25B

#property indicator_color1 clrSlateBlue

//---- ;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 1

#property indicator_width1  1

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

#property indicator_label1  "XCHV"



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

//| ?8A0=85 :;0AA>2 CXMA 8 CMomentum |

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

#include <SmoothAlgorithms.mqh> 

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



//---- >1JO2;5=85 ?5@5<5==KE :;0AA>2 CXMA 8 CMomentum 87 D09;0 SmoothAlgorithms.mqh

CXMA XMA;

CMomentum MOM;

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

//|  >1JO2;5=85 ?5@5G8A;5=89          |

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

/*enum Smooth_Method //?5@5G8A;5=85 >1JO2;5=> 2 D09;5 SmoothAlgorithms.mqh

  {

   MODE_SMA_,  //SMA

   MODE_EMA_,  //EMA

   MODE_SMMA_, //SMMA

   MODE_LWMA_, //LWMA

   MODE_JJMA,  //JJMA

   MODE_JurX,  //JurX

   MODE_ParMA, //ParMA

   MODE_T3,    //T3

   MODE_VIDYA, //VIDYA

   MODE_AMA,   //AMA

  }; */

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

//|  %+  " + "      |

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

input int SmoothPeriod=10;  //?5@8>4 CA@54=5=8O

input int Phase_=15;   //?0@0<5B@ CA@54=5=8O,

  //4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

  // ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input int CHVPeriod=10;     // CHV ?5@8>4

input Smooth_Method SmoothMethod=MODE_T3; //<5B>4 CA@54=5=8O

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

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

//---- >1JO2;5=85 48=0<8G5A:>3> <0AA820, :>B>@K9 1C45B 2 

// 40;L=59H5< 8A?>;L7>20= 2 :0G5AB25 8=48:0B>@=>3> 1CD5@0

double XCHV[];

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

int StartBars;

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

//| XCHV indicator initialization function                           | 

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

void OnInit()

  {

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

   StartBars=CHVPeriod+XMA.GetStartBars(SmoothMethod,SmoothPeriod,Phase_);   

//---- CAB0=>2:0 0;5@B>2 =0 =54>?CAB8<K5 7=0G5=8O 2=5H=8E ?5@5<5==KE

   XMA.XMALengthCheck("SmoothPeriod", SmoothPeriod);

   XMA.XMALengthCheck("CHVPeriod", CHVPeriod);

//---- CAB0=>2:0 0;5@B>2 =0 =54>?CAB8<K5 7=0G5=8O 2=5H=8E ?5@5<5==KE

   XMA.XMAPhaseCheck("Phase_", Phase_, SmoothMethod);



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

   SetIndexBuffer(0,XCHV,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8

   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,StartBars);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(0,PLOT_LABEL,"XCHV");

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

   string shortname, Smooth=XMA.GetString_MA_Method(SmoothMethod);

   StringConcatenate(shortname,"Chaikin Volatility(",string(SmoothPeriod),",",string(CHVPeriod),",",Smooth,")");

   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);

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

  }

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

//| XCHV 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[],

                const double &low[],

                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(rates_total<StartBars) return(0);



//---- 1JO2;5=85 ?5@5<5==KE A ?;020NI59 B>G:>9  

   double velue,xvelue,mom,dmom;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE

   int first,bar;



//---- @0AGQB AB0@B>2>3> =><5@0 first 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

     {

      first=0; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

     }

   else first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2



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

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      velue=high[bar]-low[bar];



      //---- 48= 2K7>2 DC=:F88 XMASeries 8 >48= 2K7>2 DC=:F88 MomentumSeries 

      xvelue=XMA.XMASeries(0,prev_calculated,rates_total,SmoothMethod,Phase_,SmoothPeriod,velue,bar,false);

      mom = MOM.MomentumSeries(SmoothPeriod, prev_calculated, rates_total, CHVPeriod, xvelue, bar, false);

      dmom=xvelue-mom;



      //---- 8=8F80;870F8O 8=48:0B>@=>3> 1CD5@0

      if(bar<StartBars)

        {

         XCHV[bar]=EMPTY_VALUE;

         continue;

        }

      else if(dmom!=0.0) XCHV[bar]=100.0*mom/(dmom);

      else XCHV[bar]=EMPTY_VALUE;;

     }

//----     

   return(rates_total);

  }

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