Actual Volatility Scanner

Author: Jan Opocensky
Price Data Components
Series array that contains open prices of each barSeries array that contains close prices for each barSeries array that contains the highest prices of each barSeries array that contains the lowest prices of each bar
0 Views
0 Downloads
0 Favorites
Actual Volatility Scanner 
ÿþ//+------------------------------------------------------------------+

//|                                    Actual Volatility Scanner.mq4 |

//|                                                    Jan Opocensky |

//|                                                                  |

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

#property copyright "Jan Opocensky"

#property link      ""

#property version   "709.201"

#property strict

#property indicator_chart_window

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



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

//--------- ROZMRY BÁRn - ZAÁTEK ---------------------------

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

input int TextSize=8; // TextSize

input int ReferenceBody=30; // ReferenceBody

input int CandleAverageNumber=100; // CandleAverageNumber

input int TrackedCandleIndex=0; // TrackedCandleIndex

input int HorizonatalStartPosition=20;

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

int X_pozice_pocatek=HorizonatalStartPosition;

int Y_pozice_pocatek=10;

int X_rectangle_position;

int Y_rectangle_position;

int X_label_position;

int Y_label_position;

int index;

double RelativeBody;

int RectangleSize=TextSize+8; // RecstangleSize

int width=RectangleSize;

int height=RectangleSize;

int line_width=1;

bool back=true;//false; //

int back_clr;

int back_clr_UP=clrWhite;

int border_color=clrBlack;

bool hidden=false; //true;//

int X_rectangle_space=4*width;

int Y_rectangle_space=height/3;



string IndicatorSymbol[33]; // DAX30, DJI30, SP500, NQ100

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

//--------- ROZMRY BÁRn - KONEC ---------------------------

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

//

//

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//string IndicatorSymbol[33]; // DAX30, DJI30, SP500, NQ100

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

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";

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

IndicatorSymbol[29]="[DAX30]";

IndicatorSymbol[30]="[DJI30]";

IndicatorSymbol[31]="[SP500]";

IndicatorSymbol[32]="[NQ100]";

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

//ooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo







   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

{

//

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

 for(int n=1; n<33; n++)

 {

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

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

   X_label_position=X_pozice_pocatek;//-X_rectangle_space;

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

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

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

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

   string SymbolIndex=IndicatorSymbol[n];

   ObjectDelete   (  "SYMBOL " + SymbolIndex + IntegerToString(TrackedCandleIndex) );

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

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

   ObjectSet      (  "SYMBOL " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_ANCHOR,ANCHOR_RIGHT_UPPER);

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

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

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

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

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

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



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

//------- RECTANGLE Label - Start --------------------------------

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

   if (iOpen(IndicatorSymbol[n],0,TrackedCandleIndex)<iClose(IndicatorSymbol[n],0,TrackedCandleIndex)) {back_clr=clrWhite;}

   if (iOpen(IndicatorSymbol[n],0,TrackedCandleIndex)>iClose(IndicatorSymbol[n],0,TrackedCandleIndex)) {back_clr=clrBlack;}

//******************** fix 7.9.2020 - start    

   if (b_avg(IndicatorSymbol[n],CandleAverageNumber)<0.0000001){break;}

   else {RelativeBody =  MathAbs(iOpen(IndicatorSymbol[n],0,TrackedCandleIndex)-iClose(IndicatorSymbol[n],0,TrackedCandleIndex))/ b_avg(IndicatorSymbol[n],CandleAverageNumber);}

//******************** fix 7.9.2020 - end 

   width = (int) NormalizeDouble(ReferenceBody * RelativeBody,0);

   ObjectDelete      (  "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) );

   ObjectCreate      (  "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJ_RECTANGLE_LABEL,0,0,0,0,0);

   ObjectSet         (  "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_CORNER,CORNER_RIGHT_LOWER); //

   ObjectSet         (  "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_XDISTANCE,width+X_label_position+100);

   ObjectSet         (  "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_YDISTANCE,Y_label_position);    

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_XSIZE,width);

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_YSIZE,height);

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_WIDTH,line_width);

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_BORDER_TYPE,BORDER_FLAT);

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_BACK,back);

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_COLOR,border_color);

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_BGCOLOR,back_clr);

   ObjectSetInteger  (0, "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_HIDDEN,hidden);

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

//------- RECTANGLE Label - End ----------------------------------

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



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

//------- TEXT Label - Start --------------------------------

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

   int BodySize = (int) NormalizeDouble(100*RelativeBody,0);  

   ObjectDelete   ( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) );

   ObjectCreate   ( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJ_LABEL,0,0,0,0,0);

   ObjectSet      ( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_CORNER,CORNER_RIGHT_LOWER); // WINDOW CORNER

   ObjectSet      ( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_ANCHOR,ANCHOR_RIGHT_UPPER);

   ObjectSet      ( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_XDISTANCE,X_label_position+55);

   ObjectSet      ( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,OBJPROP_YDISTANCE,Y_label_position);

   ObjectSetText  ( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) ,IntegerToString(BodySize) + " %",TextSize,"Arial",Black);

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

//------- TEXT Label - End ----------------------------------

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

//

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

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

 }

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



////oooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

}

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

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

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

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

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





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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//--- destroy timer

    for(int n=1; n<33; n++)

 {

   string SymbolIndex=IndicatorSymbol[n];

   ObjectDelete("SYMBOL " + SymbolIndex + IntegerToString(TrackedCandleIndex));

   ObjectDelete( "CANDLE " + SymbolIndex + IntegerToString(TrackedCandleIndex) );

   ObjectDelete( "TEXT " + SymbolIndex + IntegerToString(TrackedCandleIndex) ); 

 }

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

  }

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

//| Expert tick function                                             |

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

//

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

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

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

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

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

//

//

//

//

//*****po
ítá PRnMR TL - 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 PRnMR TL - KONEC*****************

//

//

//

//

//*****po
ítá PRnMR 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 PRnMR HIGH-LOW - KONEC*********

//

//

//

//

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

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

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

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

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

Comments

Markdown supported. Formatting help

Markdown Formatting Guide

Element Markdown Syntax
Heading # H1
## H2
### H3
Bold **bold text**
Italic *italicized text*
Link [title](https://www.example.com)
Image ![alt text](image.jpg)
Code `code`
Code Block ```
code block
```
Quote > blockquote
Unordered List - Item 1
- Item 2
Ordered List 1. First item
2. Second item
Horizontal Rule ---