changeofvolatility_v1

//+------------------------------------------------------------------+
//|                                           ChangeOfVolatility.mq5 |
//|                      Copyright © 2007, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.ru/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.ru/"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window 
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 2
#property indicator_buffers 2 
//---- èñïîëüçîâàíî âñåãî îäíî ãðàôè÷åñêîå ïîñòðîåíèå
#property indicator_plots   1
//+-----------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà    |
//+-----------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ãèñòîãðàììû
#property indicator_type1 DRAW_COLOR_HISTOGRAM
//---- â êà÷åñòâå öâåòîâ äèàãðàììû èíäèêàòîðà èñïîëüçîâàíû
#property indicator_color1 clrGray,clrPurple,clrRed,clrGold
//---- ëèíèÿ èíäèêàòîðà - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style1 STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1 2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1 "Change of Volatility"
//+-----------------------------------+
//| Îáúÿâëåíèå êîíñòàíò               |
//+-----------------------------------+
#define RESET 0 // êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+-----------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà      |
//+-----------------------------------+
input uint MPeriod=1;                              // Ïåðèîä ìîìåíòóìà
input uint Short=6;
input uint Long=100;
input uint MaxTrendLevel=80;                         // Óðîâåíü ìàêñèìàëüíîãî òðåíäà
input uint MiddLeTrendLevel=50;                      // Óðîâåíü óìåðåííîãî òðåíäà
input uint FlatLevel=30;                             // Óðîâåíü ôëåòà
//+-----------------------------------+
//---- èíäèêàòîðíûe áóôåðû
double StdDevBuffer[],ColorBuffer[];
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+
//| Îïèñàíèå ôóíêöèè iPriceSeries                                    |
//| Îïèñàíèå ôóíêöèè iPriceSeriesAlert                               |
//| Îïèñàíèå êëàññîâ CMomentum è CStdDeviation                       |
//+------------------------------------------------------------------+ 
#include <SmoothAlgorithms.mqh> 
//+------------------------------------------------------------------+    
//| StdDev indicator initialization function                         | 
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=int(MPeriod+MathMax(Short,Long));
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà StdDevBuffer â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,StdDevBuffer,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,EMPTY_VALUE);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â öâåòîâîé èíäåêñíûé áóôåð   
   SetIndexBuffer(1,ColorBuffer,INDICATOR_COLOR_INDEX);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"Change of Volatility( ",MPeriod,", ",Short,", ",Long," )");
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//---- êîëè÷åñòâî  ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà 3   
   IndicatorSetInteger(INDICATOR_LEVELS,3);
//---- çíà÷åíèÿ ãîðèçîíòàëüíûõ óðîâíåé èíäèêàòîðà   
   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,MaxTrendLevel);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,MiddLeTrendLevel);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,FlatLevel);
//---- â êà÷åñòâå öâåòîâ ëèíèé ãîðèçîíòàëüíûõ óðîâíåé èñïîëüçîâàíû ñåðûé è ðîçîâûé öâåòà  
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,Magenta);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,Blue);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,Gray);
//---- â ëèíèè ãîðèçîíòàëüíîãî óðîâíÿ èñïîëüçîâàí êîðîòêèé øòðèõ-ïóíêòèð  
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASHDOTDOT);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,STYLE_DASHDOTDOT);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+  
//| StdDev 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÷åòà
   if(rates_total<min_rates_total) return(RESET);
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ
   int first,bar;
//---- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé  
   double stdl,stds,smal,smas,momentum;
//---- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated==0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
      first=0; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
   else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
//---- îáúÿâëåíèå ïåðåìåííûõ êëàññà CMomentum è CStdDeviation èç ôàéëà SmoothAlgorithms.mqh
   static CMomentum Mom;
   static CStdDeviation STDL,STDS;
   static CMoving_Average SMAL,SMAS;
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(bar=first; bar<rates_total && !IsStopped(); bar++)
     {
      momentum=Mom.MomentumSeries(0,prev_calculated,rates_total,MPeriod,close[bar],bar,false);
      momentum/=_Point;
      //---
      smal=SMAL.SMASeries(MPeriod,prev_calculated,rates_total,Long,momentum,bar,false);
      stdl=STDL.StdDevSeries(MPeriod,prev_calculated,rates_total,Long,2,momentum,smal,bar,false);
      smas=SMAS.SMASeries(MPeriod,prev_calculated,rates_total,Short,momentum,bar,false);
      stds=STDS.StdDevSeries(MPeriod,prev_calculated,rates_total,Short,2,momentum,smas,bar,false);
      //---
      if(stdl) StdDevBuffer[bar]=100*stds/stdl;
      else StdDevBuffer[bar]=0.0;
      //---
      ColorBuffer[bar]=0;
      if(StdDevBuffer[bar]>MaxTrendLevel) ColorBuffer[bar]=3;
      else if(StdDevBuffer[bar]>MiddLeTrendLevel) ColorBuffer[bar]=2;
      else if(StdDevBuffer[bar]>FlatLevel) ColorBuffer[bar]=1;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+