Chaikin_Volatility_Histogram

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

//|                                    Chaikin_Volatility_Histogram.mq5 |

//|                         Copyright © 2007, MetaQuotes Software Corp. |

//|                                           http://www.metaquotes.net |

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

//| ;O @01>BK  8=48:0B>@0  A;54C5B  ?>;>68BL D09; SmoothAlgorithms.mqh |

//| 2 ?0?:C (48@5:B>@8N): :0B0;>3_40==KE_B5@<8=0;0\\MQL5\Include        |

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

#property copyright "Copyright © 2007, MetaQuotes Software Corp."

#property link      "http://www.metaquotes.net"

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

#property version   "1.00"

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

#property indicator_separate_window 

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

#property indicator_buffers 2 

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 <=>3>F25B=>9 38AB>3@0<<K

#property indicator_type1   DRAW_COLOR_HISTOGRAM

//---- 2 :0G5AB25 F25B>2 B@5EF25B=>9 38AB>3@0<<K 8A?>;L7>20=K

#property indicator_color1  clrCyan,clrMediumSeaGreen,clrGray,clrSlateBlue,clrBlue

//---- 38AB>3@0<<K 8=48:0B>@0 - =5?@5@K2=0O :@820O

#property indicator_style1  STYLE_SOLID

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

#property indicator_width1  2

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

#property indicator_label1  "Chaikin_Volatility_Histogram"

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

//|  ?8A0=85 :;0AA0 CXMA             |

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

#include <SmoothAlgorithms.mqh> 

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA0 CXMA 87 D09;0 xrangeAlgorithms.mqh

CXMA XMA1;

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

//|  >1JO2;5=85 ?5@5G8A;5=89          |

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

/*enum Smooth_Method - ?5@5G8A;5=85 >1JO2;5=> 2 D09;5 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

  }; */

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

//|  %+  " + "      |

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

input Smooth_Method XMA_Method=MODE_EMA_;//<5B>4 CA@54=5=8O

input int XLength=10;                    //3;C18=0 A3;06820=8O                    

input int XPhase=15;                     //?0@0<5B@ A3;06820=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input uint ROCPeriod=10;                 //3;C18=0  2B>@>3> A3;06820=8O 

input uint HighLevel=50;                 // C@>25=L =082KAH59 2>;0B8;L=>AB8

input uint MiddleLevel=20;               // C@>25=L A@54=59 2>;0B8;L=>AB8

input uint ZeroLevel=0;                  // C@>25=L =C;52>9 2>;0B8;L=>AB8

input int LowLevel=-20;                  // C@>25=L <8=8<0;L=>9 2>;0B8;L=>AB8

input int Shift=0;                       // A4283 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[];

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

int min_rates_total,min_rates_1;

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 

// 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 :>;LF52KE 1CD5@>2

int Count[];

double xrange[];

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

//|  ?5@5AGQB ?>78F88 A0<>3> =>2>3> M;5<5=B0 2 <0AA825               |

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

void Recount_ArrayZeroPos

(

 int &CoArr[]// >72@0B ?> AAK;:5 =><5@0 B5:CI53> 7=0G5=8O F5=>2>3> @O40

 )

// Recount_ArrayZeroPos(count, Length)

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

  {

//----

   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()

  {

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

   min_rates_1=XMA1.GetStartBars(XMA_Method,XLength,XPhase);

   min_rates_total=min_rates_1+int(ROCPeriod+1);

//---- CAB0=>2:0 0;5@B>2 =0 =54>?CAB8<K5 7=0G5=8O 2=5H=8E ?5@5<5==KE

   XMA1.XMALengthCheck("XLength",XLength);

//---- CAB0=>2:0 0;5@B>2 =0 =54>?CAB8<K5 7=0G5=8O 2=5H=8E ?5@5<5==KE

   XMA1.XMAPhaseCheck("XPhase",XPhase,XMA_Method);



//----  0A?@545;5=85 ?0<OB8 ?>4 <0AA82K ?5@5<5==KE  

   ArrayResize(Count,ROCPeriod+1);

   ArrayResize(xrange,ROCPeriod+1);



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

   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);

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

   SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >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);



//--- 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,"Chaikin_Volatility_Histogram");

//---- :>;8G5AB2>  3>@87>=B0;L=KE C@>2=59 8=48:0B>@0 4   

   IndicatorSetInteger(INDICATOR_LEVELS,4);

//---- 7=0G5=8O 3>@87>=B0;L=KE C@>2=59 8=48:0B>@0   

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,HighLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,MiddleLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,ZeroLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,3,LowLevel);

//---- 2 :0G5AB25 F25B>2 ;8=89 3>@87>=B0;L=KE C@>2=59 8A?>;L7>20=K

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrDodgerBlue);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrGray);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrMagenta);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,3,clrMagenta);

//---- 2 ;8=88 3>@87>=B0;L=>3> C@>2=O 8A?>;L7>20= :>@>B:89 HB@8E-?C=:B8@  

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,STYLE_SOLID);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,3,STYLE_DASHDOTDOT);



//--- >?@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

  }

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

//| Chaikin_Volatility 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 @0AGQB0

   if(rates_total<min_rates_total) return(0);



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

   double range,xrangeX,ratio;

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

   int first,bar;



//---- @0AGQB AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      first=0; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

      //---- =8F80;870F8O <0AA82>2 ?5@5<5==KE

      ArrayInitialize(Count,NULL);

      ArrayInitialize(xrange,NULL);

     }

   else first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2



//---- A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

   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) xrangeX=_Point;

      ratio=(xrange[Count[0]]-xrangeX)/xrangeX*100;

      IndBuffer[bar]=ratio;         

      //----

      int clr=4;

      if(ratio>HighLevel) clr=0;        // C@>25=L =082KAH59 2>;0B8;L=>AB8

      else if(ratio>MiddleLevel) clr=1; // C@>25=L A@54=59 2>;0B8;L=>AB8

      else if(ratio>ZeroLevel) clr=2;   // C@>25=L =C;52>9 2>;0B8;L=>AB8

      else if(ratio>LowLevel) clr=3;    // C@>25=L <8=8<0;L=>9 2>;0B8;L=>AB8

      ColorIndBuffer[bar]=clr;

      //----

      if(bar<rates_total-1) Recount_ArrayZeroPos(Count);

     }

//----     

   return(rates_total);

  }

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