Price Data Components
Indicators Used
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Average Volume
#property copyright "Created by abfs.tech"
#property link "https://www.abfs.tech/"
#property version "1.00"
#property description ""
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 2
#property indicator_type1 DRAW_LINE
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
#property indicator_color1 0xFFAA00
#property indicator_label1 "Average Real Volume"
#property indicator_type2 DRAW_LINE
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
#property indicator_color2 0xFB00FF
#property indicator_label2 "Average Tick Volume"
//--- indicator buffers
double Buffer1[];
double Buffer2[];
input int Period_Input = 14;
double myPoint; //initialized in OnInit
int Volumes_handle;
double Volumes[];
int Volumes_handle2;
double Volumes2[];
int MA_handle;
double MA[];
int MA_handle2;
double MA2[];
void myAlert(string type, string message)
{
if(type == "print")
Print(message);
else if(type == "error")
{
Print(type+" | Average Volume @ "+Symbol()+","+IntegerToString(Period())+" | "+message);
}
else if(type == "order")
{
}
else if(type == "modify")
{
}
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
SetIndexBuffer(0, Buffer1);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
SetIndexBuffer(1, Buffer2);
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
//initialize myPoint
myPoint = Point();
if(Digits() == 5 || Digits() == 3)
{
myPoint *= 10;
}
Volumes_handle = iVolumes(NULL, PERIOD_CURRENT, VOLUME_REAL);
if(Volumes_handle < 0)
{
Print("The creation of iVolumes has failed: Volumes_handle=", INVALID_HANDLE);
Print("Runtime error = ", GetLastError());
return(INIT_FAILED);
}
Volumes_handle2 = iVolumes(NULL, PERIOD_CURRENT, VOLUME_TICK);
if(Volumes_handle2 < 0)
{
Print("The creation of iVolumes has failed: Volumes_handle2=", INVALID_HANDLE);
Print("Runtime error = ", GetLastError());
return(INIT_FAILED);
}
MA_handle = iMA(NULL, PERIOD_CURRENT, Period_Input, 0, MODE_SMA, Volumes_handle);
if(MA_handle < 0)
{
Print("The creation of iMA has failed: MA_handle=", INVALID_HANDLE);
Print("Runtime error = ", GetLastError());
return(INIT_FAILED);
}
MA_handle2 = iMA(NULL, PERIOD_CURRENT, Period_Input, 0, MODE_SMA, Volumes_handle2);
if(MA_handle2 < 0)
{
Print("The creation of iMA has failed: MA_handle2=", INVALID_HANDLE);
Print("Runtime error = ", GetLastError());
return(INIT_FAILED);
}
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[])
{
int limit = rates_total - prev_calculated;
//--- counting from 0 to rates_total
ArraySetAsSeries(Buffer1, true);
ArraySetAsSeries(Buffer2, true);
//--- initial zero
if(prev_calculated < 1)
{
ArrayInitialize(Buffer1, EMPTY_VALUE);
ArrayInitialize(Buffer2, EMPTY_VALUE);
}
else
limit++;
if(BarsCalculated(Volumes_handle) <= 0)
return(0);
if(CopyBuffer(Volumes_handle, 0, 0, rates_total, Volumes) <= 0) return(rates_total);
ArraySetAsSeries(Volumes, true);
if(BarsCalculated(MA_handle) <= 0)
return(0);
if(CopyBuffer(MA_handle, 0, 0, rates_total, MA) <= 0) return(rates_total);
ArraySetAsSeries(MA, true);
if(BarsCalculated(Volumes_handle2) <= 0)
return(0);
if(CopyBuffer(Volumes_handle2, 0, 0, rates_total, Volumes2) <= 0) return(rates_total);
ArraySetAsSeries(Volumes2, true);
if(BarsCalculated(MA_handle2) <= 0)
return(0);
if(CopyBuffer(MA_handle2, 0, 0, rates_total, MA2) <= 0) return(rates_total);
ArraySetAsSeries(MA2, true);
//--- main loop
for(int i = limit-1; i >= 0; i--)
{
if (i >= MathMin(5000-1, rates_total-1-50)) continue; //omit some old rates to prevent "Array out of range" or slow calculation
//Indicator Buffer 1
if(Volumes[i] > 0 //Volumes > fixed value
)
{
Buffer1[i] = MA[i]; //Set indicator value at Moving Average
}
else
{
Buffer1[i] = EMPTY_VALUE;
}
//Indicator Buffer 2
if(Volumes2[i] > 0 //Volumes > fixed value
)
{
Buffer2[i] = MA2[i]; //Set indicator value at Moving Average
}
else
{
Buffer2[i] = EMPTY_VALUE;
}
}
return(rates_total);
}
//+------------------------------------------------------------------+
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