chaikin_volatility

//+---------------------------------------------------------------------+
//|                                              Chaikin_Volatility.mq5 |
//|                         Copyright © 2007, MetaQuotes Software Corp. |
//|                                           http://www.metaquotes.net |
//+---------------------------------------------------------------------+ 
//| Äëÿ ðàáîòû  èíäèêàòîðà  ñëåäóåò  ïîëîæèòü ôàéë xrangeAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include        |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"
//--- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//--- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window 
//--- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ
#property indicator_buffers 1 
//--- èñïîëüçîâàíî âñåãî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//+-----------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà    |
//+-----------------------------------+
//--- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//--- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí Salmon öâåò
#property indicator_color1 clrSalmon
//--- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1  STYLE_SOLID
//--- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 1
#property indicator_width1  1
//--- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "Chaikin_Volatility"
//+-----------------------------------+
//| Îïèñàíèå êëàññà CXMA              |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh> 
//+-----------------------------------+
//--- îáúÿâëåíèå ïåðåìåííûõ êëàññà CXMA èç ôàéëà xrangeAlgorithms.mqh
CXMA XMA1;
//+-----------------------------------+
//| îáúÿâëåíèå ïåðå÷èñëåíèé           |
//+-----------------------------------+
/*enum Smooth_Method - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå xrangeAlgorithms.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 int XLength=10;                    // Ãëóáèíà ñãëàæèâàíèÿ                    
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 uint ROCPeriod=10;                 // Ãëóáèíà âòîðîãî ñãëàæèâàíèÿ 
input int Shift=0;                       // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+-----------------------------------+
//--- îáúÿâëåíèå äèíàìè÷åñêîãî ìàññèâà, êîòîðûé â äàëüíåéøåì
//--- áóäåò èñïîëüçîâàí â êà÷åñòâå èíäèêàòîðíîãî áóôåðà
double IndBuffer[];
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
int min_rates_total,min_rates_1;
//--- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå â äàëüíåéøåì
//--- áóäóò èñïîëüçîâàíû â êà÷åñòâå êîëüöåâûõ áóôåðîâ
int Count[];
double xrange[];
//+------------------------------------------------------------------+
//| Ïåðåñ÷¸ò ïîçèöèè ñàìîãî íîâîãî ýëåìåíòà â ìàññèâå                |
//+------------------------------------------------------------------+   
void Recount_ArrayZeroPos(int &CoArr[]) // Âîçâðàò ïî ññûëêå íîìåðà òåêóùåãî çíà÷åíèÿ öåíîâîãî ðÿäà
  {
//---
   int numb,Max1,Max2;
   static int count=1;

   Max2=7;
   Max1=Max2-1;

   count--;
   if(count<0) count=Max1;

   for(int iii=0; iii<Max2; iii++)
     {
      numb=iii+count;
      if(numb>Max1) numb-=Max2;
      CoArr[iii]=numb;
     }
//---
  }
//+------------------------------------------------------------------+   
//| Chaikin_Volatility indicator initialization function             | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//--- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
   min_rates_1=XMA1.GetStartBars(XMA_Method,XLength,XPhase);
   min_rates_total=min_rates_1+int(ROCPeriod+1);
//--- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   XMA1.XMALengthCheck("XLength",XLength);
//--- óñòàíîâêà àëåðòîâ íà íåäîïóñòèìûå çíà÷åíèÿ âíåøíèõ ïåðåìåííûõ
   XMA1.XMAPhaseCheck("XPhase",XPhase,XMA_Method);
//--- ðàñïðåäåëåíèå ïàìÿòè ïîä ìàññèâû ïåðåìåííûõ  
   ArrayResize(Count,ROCPeriod+1);
   ArrayResize(xrange,ROCPeriod+1);
   ArrayInitialize(Count,0);
   ArrayInitialize(xrange,0);
//--- èíèöèàëèçàöèÿ ìàññèâîâ ïåðåìåííûõ
   ArrayInitialize(xrange,0.0);
//--- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);
//--- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//--- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷¸òà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,"Chaikin_Volatility");
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//--- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+ 
//| Chaikin_Volatility 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[],
                const double &low[],
                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);
//--- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double range,xrangeX,ratio;
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîñ÷èòàííûõ áàðîâ
   int first,bar;
//--- 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=0; // 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++)
     {
      range=high[bar]-low[bar];
      xrange[Count[0]]=XMA1.XMASeries(0,prev_calculated,rates_total,XMA_Method,XPhase,XLength,range,bar,false);
      //---
      xrangeX=xrange[Count[ROCPeriod]];
      if(xrangeX) ratio=(xrange[Count[0]]-xrangeX)/xrangeX*100;
      else ratio=1;
      IndBuffer[bar]=ratio;
      if(bar<rates_total-1) Recount_ArrayZeroPos(Count);
     }
//---     
   return(rates_total);
  }
//+------------------------------------------------------------------+