blautvi

//+---------------------------------------------------------------------+
//|                                                         BlauTVI.mq5 |
//|                                  Copyright © 2013, Nikolay Kositsin | 
//|                                 Khabarovsk,   farria@mail.redcom.ru | 
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
//---- àâòîðñòâî èíäèêàòîðà
#property copyright "Copyright © 2013, Nikolay Kositsin"
//---- ññûëêà íà ñàéò àâòîðà
#property link "farria@mail.redcom.ru" 
#property description "Tick Volume Index"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.01"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//---- äëÿ ðàñ÷¸òà è îòðèñîâêè èíäèêàòîðà èñïîëüçîâàíî äâà áóôåðà
#property indicator_buffers 2
//---- èñïîëüçîâàíî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà 2             |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ïÿòèöâåòíîé ãèñòîãðàììû
#property indicator_type1 DRAW_COLOR_HISTOGRAM
//---- â êà÷åñòâå öâåòîâ èñïîëüçîâàíû
#property indicator_color1 clrMagenta,clrOrange,clrGray,clrDeepSkyBlue,clrBlue
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1 2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Tick Volume Index"
//+----------------------------------------------+
//|  Îïèñàíèå êëàññà CXMA                        |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh> 
//+----------------------------------------------+
//---- îáúÿâëåíèå ïåðåìåííûõ êëàññà CXMA èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA1,XMA2,XMA3,XMA4,XMA5;
//+----------------------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèé                      |
//+----------------------------------------------+
/*enum Smooth_Method - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå 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
  }; */
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input Smooth_Method XMA_Method=MODE_EMA;           // Ìåòîä óñðåäíåíèÿ
input uint XLength1=12;                            // Ãëóáèíà ïåðâîãî óñðåäíåíèÿ
input uint XLength2=12;                            // Ãëóáèíà âòîðîãî óñðåäíåíèÿ
input uint XLength3=5;                             // Ãëóáèíà òðåòüåãî óñðåäíåíèÿ
input int XPhase=15;                               // Ïàðàìåòð ñãëàæèâàíèÿ
//---- äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà
//---- äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK;  // Îáúåì
//+----------------------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double IndBuffer[],ColorIndBuffer[];
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
int min_rates_total,min_rates_1,min_rates_2;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
   min_rates_1=XMA1.GetStartBars(XMA_Method,XLength1,XPhase);
   min_rates_2=min_rates_1+XMA1.GetStartBars(XMA_Method,XLength2,XPhase);
   min_rates_total=min_rates_2+XMA1.GetStartBars(XMA_Method,XLength3,XPhase);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà IndBuffer â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,4);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â öâåòîâîé, èíäåêñíûé áóôåð   
   SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,"Tick Volume Index");
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,4);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,    // êîëè÷åñòâî èñòîðèè â áàðàõ íà òåêóùåì òèêå
                const int prev_calculated,// êîëè÷åñòâî èñòîðèè â áàðàõ íà ïðåäûäóùåì òèêå
                const datetime &time[],
                const double &open[],
                const double& high[],     // öåíîâîé ìàññèâ ìàêñèìóìîâ öåíû äëÿ ðàñ÷¸òà èíäèêàòîðà
                const double& low[],      // öåíîâîé ìàññèâ ìèíèìóìîâ öåíû  äëÿ ðàñ÷¸òà èíäèêàòîðà
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà
   if(rates_total<min_rates_total) return(0);
//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   double UpTicks,XUpTicks,XXUpTicks,DnTicks,XDnTicks,XXDnTicks,TVI_Raw,XTVI_Raw;
   int first,bar;
   long Vol;
//---- ðàñ÷¸ò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷¸òà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷¸òà èíäèêàòîðà
     {
      first=min_rates_1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà âñåõ áàðîâ
     }
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà íîâûõ áàðîâ
//---- îñíîâíîé öèêë ðàñ÷¸òà èíäèêàòîðà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      if(VolumeType==VOLUME_TICK) Vol=tick_volume[bar];
      else Vol=volume[bar];
      //---
      UpTicks=(Vol+(close[bar]-open[bar])/_Point)/2;
      DnTicks=Vol-UpTicks;
      XUpTicks=XMA1.XMASeries(0,prev_calculated,rates_total,XMA_Method,XPhase,XLength1,UpTicks,bar,false);
      XDnTicks=XMA2.XMASeries(0,prev_calculated,rates_total,XMA_Method,XPhase,XLength1,DnTicks,bar,false);
      XXUpTicks=XMA3.XMASeries(min_rates_1,prev_calculated,rates_total,XMA_Method,XPhase,XLength2,XUpTicks,bar,false);
      XXDnTicks=XMA4.XMASeries(min_rates_1,prev_calculated,rates_total,XMA_Method,XPhase,XLength2,XDnTicks,bar,false);
      TVI_Raw=100.0*(XXUpTicks-XXDnTicks)/(XXUpTicks+XXDnTicks);
      XTVI_Raw=XMA5.XMASeries(min_rates_2,prev_calculated,rates_total,XMA_Method,XPhase,XLength3,TVI_Raw,bar,false);
      IndBuffer[bar]=XTVI_Raw;
     }
   if(prev_calculated>rates_total || prev_calculated<=0) first++;
//---- îñíîâíîé öèêë ðàñêðàñêè èíäèêàòîðà Ind
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      int clr=2;
      //---
      if(IndBuffer[bar]>0)
        {
         if(IndBuffer[bar]>IndBuffer[bar-1]) clr=4;
         if(IndBuffer[bar]<IndBuffer[bar-1]) clr=3;
        }
      //---
      if(IndBuffer[bar]<0)
        {
         if(IndBuffer[bar]<IndBuffer[bar-1]) clr=0;
         if(IndBuffer[bar]>IndBuffer[bar-1]) clr=1;
        }
      //---
      ColorIndBuffer[bar]=clr;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+