BullsBearsEyes_Vol

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

//|                                           BullsBearsEyes_Vol.mq5 | 

//|                   Copyright © 2007, EmeraldKing, transport_david | 

//|                                                                  | 

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

#property copyright "Copyright © 2007, EmeraldKing, transport_david"

#property link "http://finance.groups.yahoo.com/group/MetaTrader_Experts_and_Indicators/"

#property description "BullsBearsEyes"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.01"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window 

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2 6

#property indicator_buffers 6 

//---- 8A?>;L7>20=> ?OBL 3@0D8G5A:8E ?>AB@>5=89

#property indicator_plots   5

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

//|  0@0<5B@K >B@8A>2:8 <0:A8<C<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= DeepSkyBlue F25B

#property indicator_color1 clrDeepSkyBlue

//---- ;8=8O 8=48:0B>@0 - HB@8E-?C=:B8@

#property indicator_style1  STYLE_DASHDOTDOT

//---- 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  "BullsBearsEyes_Vol Max"

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

//|  0@0<5B@K >B@8A>2:8 C@>2=O Res         |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type2   DRAW_LINE

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

#property indicator_color2 clrBlue

//---- ;8=8O 8=48:0B>@0 - HB@8E-?C=:B8@

#property indicator_style2  STYLE_DASHDOTDOT

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 1

#property indicator_width2  1

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

#property indicator_label2  "BullsBearsEyes_Vol Res"

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

//| 0@0<5B@K >B@8A>2:8 8=48:0B>@0 WPR      |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 38AB>3@0<<K

#property indicator_type3   DRAW_COLOR_HISTOGRAM

//---- 2 :0G5AB25 F25B>2 8=48:0B>@0 8A?>;L7>20=K

#property indicator_color3  clrLime,clrTeal,clrMediumPurple,clrBrown,clrDeepPink

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style3 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width3 2

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

#property indicator_label3  "BullsBearsEyes_Vol"

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

//|  0@0<5B@K >B@8A>2:8 C@>2=O Supr        |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type4   DRAW_LINE

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

#property indicator_color4 clrBlue

//---- ;8=8O 8=48:0B>@0 - HB@8E-?C=:B8@

#property indicator_style4  STYLE_DASHDOTDOT

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 1

#property indicator_width4  1

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

#property indicator_label4  "BullsBearsEyes_Vol Supr"

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

//|  0@0<5B@K >B@8A>2:8 <8=8<C<0           |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type5   DRAW_LINE

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

#property indicator_color5 clrDeepSkyBlue

//---- ;8=8O 8=48:0B>@0 - HB@8E-?C=:B8@

#property indicator_style5  STYLE_DASHDOTDOT

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 1

#property indicator_width5  1

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

#property indicator_label5  "BullsBearsEyes_Vol Min"

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

//|  >1JO2;5=85 :>=AB0=B                         |

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

#define RESET 0 // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AGQB 8=48:0B>@0

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

//|  %+  " + "                 |

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

input uint   period=13;                             // ?5@8>4 CA@54=5=8O 8=48:0B>@0

input double gamma=0.6;                             // :>MDD8F85=B A3;06820=8O 8=48:0B>@0

input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK;   // >1JQ< 

input int    HighLevel2=+25;                        // C@>25=L ?5@5:C?;5==>AB8 2

input int    HighLevel1=+10;                        // C@>25=L ?5@5:C?;5==>AB8 1

input int    LowLevel1=-10;                         // C@>25=L ?5@5?@>40==>AB8 1

input int    LowLevel2=-25;                         // C@>25=L ?5@5?@>40==>AB8 2

input int    Shift=0;                               // !4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

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

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double IndBuffer[],ColorIndBuffer[];

double UpIndBuffer[],DnIndBuffer[];

double MaxIndBuffer[],MinIndBuffer[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int Bears_Handle,Bulls_Handle;

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

int min_rates_total;

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

//| BullsBearsEyes indicator initialization function                 | 

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

void OnInit()

  {

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

   min_rates_total=int(period+1);



//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 iBearsPower

   Bears_Handle=iBearsPower(NULL,0,int(period));

   if(Bears_Handle==INVALID_HANDLE) Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iBearsPower");



//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 iBullsPower

   Bulls_Handle=iBullsPower(NULL,0,int(period));

   if(Bulls_Handle==INVALID_HANDLE) Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iBullsPower");

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

   SetIndexBuffer(0,MaxIndBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- 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);

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

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(MaxIndBuffer,true);

   

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

   SetIndexBuffer(1,UpIndBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);

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

   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(1,PLOT_SHOW_DATA,false);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(UpIndBuffer,true);

   

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

   SetIndexBuffer(2,IndBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);

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

   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(2,PLOT_SHOW_DATA,false);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(IndBuffer,true);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(3,ColorIndBuffer,INDICATOR_COLOR_INDEX);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(ColorIndBuffer,true);

   

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

   SetIndexBuffer(4,DnIndBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);

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

   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(3,PLOT_SHOW_DATA,false);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(DnIndBuffer,true);

   

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

   SetIndexBuffer(5,MinIndBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,EMPTY_VALUE);

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

   PlotIndexSetInteger(4,PLOT_SHIFT,Shift);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(4,PLOT_SHOW_DATA,false);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(MinIndBuffer,true);



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

   string shortname;

   StringConcatenate(shortname,"BullsBearsEyes_Vol(",period,", ",gamma,", ",Shift,")");

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   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

  }

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

//| BullsBearsEyes 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 @0AG5B0

   if(BarsCalculated(Bears_Handle)<rates_total

      || BarsCalculated(Bulls_Handle)<rates_total

      || rates_total<min_rates_total)

      return(RESET);



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

   double result,Bears[],Bulls[],CU,CD;

   double L0,L1,L2,L3,L0A,L1A,L2A,L3A;

   double vol;

   static double L0_,L1_,L2_,L3_;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 8 ?>;CG5=85 C65 ?>AG8B0==KE 10@>2

   int limit,bar,to_copy;



//---- @0AG5BK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8

//AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AG5B0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total-1; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

     }

   else limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2

   to_copy=limit+1;



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E, :0: 2 B09<A5@8OE  

   ArraySetAsSeries(Bears,true);

   ArraySetAsSeries(Bulls,true);

//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   if(VolumeType==VOLUME_TICK) ArraySetAsSeries(tick_volume,true);

   else ArraySetAsSeries(volume,true);



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82  

   if(CopyBuffer(Bears_Handle,0,0,to_copy,Bears)<=0) return(RESET);

   if(CopyBuffer(Bulls_Handle,0,0,to_copy,Bulls)<=0) return(RESET);



//---- 2>AAB0=02;8205< 7=0G5=8O ?5@5<5==KE

   L0=L0_;

   L1=L1_;

   L2=L2_;

   L3=L3_;



//---- ?5@5AGQB 7=0G5=89 8=48:0B>@>2

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

     {

      //---- 70?><8=05< 7=0G5=8O ?5@5<5==KE ?5@54 ?@>3>=0<8 =0 B5:CI5< 10@5

      if(rates_total!=prev_calculated && bar==0)

        {

         L0_=L0;

         L1_=L1;

         L2_=L2;

         L3_=L3;

        }



      L0A=L0;

      L1A=L1;

      L2A=L2;

      L3A=L3;



      L0=(1.0-gamma)*(Bears[bar]+Bulls[bar])+gamma*L0A;

      L1=-gamma*L0+L0A+gamma*L1A;

      L2=-gamma*L1+L1A+gamma*L2A;

      L3=-gamma*L2+L2A+gamma*L3A;

      

      CU=0.0;

      CD=0.0;

      result=0.0;

      if(L0>=L1) CU=L0-L1; else CD=L1-L0;

      if(L1>=L2) CU+=L1-L2; else CD+=L2-L1;

      if(L2>=L3) CU+=L2-L3; else CD+=L3-L2;

      if(CU+CD!=0) result=CU/(CU+CD);

      

      IndBuffer[bar]=result*100-50;

      if(VolumeType==VOLUME_TICK) vol=double(tick_volume[bar]);

      else vol=double(volume[bar]);

      

      IndBuffer[bar]*=vol; //4><=>605< 7=0G5=85 WPR =0 >1JQ<

      MaxIndBuffer[bar]=HighLevel2*vol;

      UpIndBuffer[bar]=HighLevel1*vol;

      DnIndBuffer[bar]=LowLevel1*vol;

      MinIndBuffer[bar]=LowLevel2*vol;



      int clr=2.0;

      if(IndBuffer[bar]>MaxIndBuffer[bar]) clr=0.0;

      else if(IndBuffer[bar]>UpIndBuffer[bar]) clr=1.0;

      else if(IndBuffer[bar]<MinIndBuffer[bar]) clr=4.0;

      else if(IndBuffer[bar]<DnIndBuffer[bar]) clr=3.0;

      ColorIndBuffer[bar]=clr;

     }

//----     

   return(rates_total);

  }

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