Chilli Pips - volume break

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

//|                              Copyright © 2015, Fernando Sanches. |

//|                                  http://www.fernandosanches.info |

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

#property copyright "© Fernando Sanches"

#property link "https://www.facebook.com/fernandosanches.info/"

#property description " "

#property version     "2.020"      // Current version of the Expert Advisor



#property description "*** ADVERTÊNCIA JURÍDICA IMPORTANTE ***"

#property description " "

#property description "1 - As informações contidas aqui estão sujeitas a uma declaração de exoneração de responsabilidade e termos de utilização, e a uma declaração sobre os direitos por parte do autor."

#property description " "

#property description "2 - Toda comunicação através da rede mundial de computadores está sujeita a interrupções ou atrasos, podendo impedir ou prejudicar o envio de ordens ou a recepção de informações atualizadas."

#property description " "

#property description "3 - Ao utilizar esse arquivo você isenta o autor por quaisquer perdas."

//#property icon "ico.ico"





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

//|                                                                  |

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

#define INDICATOR_NAME "#Chilli Pips - volume break"   // A constant for the indicator name



#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   2

#property indicator_label1  "Barra de volume "

#property indicator_type1   DRAW_COLOR_HISTOGRAM

#property indicator_color1  clrDarkGray,clrDarkGreen,clrMaroon,clrLimeGreen,clrRed

#property indicator_width1  2

#property indicator_label2  "Média de Volume"

#property indicator_type2   DRAW_LINE

#property indicator_width2   2

#property indicator_color2  clrDarkGray

//---

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1,    // Sim

   INPUT_NO    =  0     // Não

  };

  

enum ENUM_WIDTH

  {

   WIDTH1      =  1,    // 1

   WIDTH2      =  2,    // 2

   WIDTH3      =  3,    // 3

   WIDTH4      =  4     // 4

  };



enum enMaTypes

  {

   ma_sma,    // Simple moving average

   ma_ema,    // Exponential moving average

   ma_smma,   // Smoothed MA

   ma_lwma    // Linear weighted MA

  };

//---

enum enVolumeType

  {

   vol_ticks, // Use ticks

   vol_volume // Use real volume

  };

//--- input parameters  

input enVolumeType inpVolumeType      = vol_ticks; // Usar Volume

input int          inpAveragePeriod   = 30;        // Periodo da Média

input enMaTypes    inpAverageMethod   = ma_ema;    // Tipo de Média

input int       inpBreakoutPercent = 150;          // Quebra em Porcentagem





///////---------------------------

sinput ENUM_INPUT_YES_NO   InpDrawChartsArrow   =  INPUT_YES;           // Dezenhar Setas  

sinput ENUM_WIDTH          InpArrowSize         =  WIDTH1;              // Tamanho da Seta

sinput color               InpColorBullishArrow =  C'0,250,0';          // Cor da seta de Alta

sinput color               InpColorBearishArrow =  C'250,0,0';          // Cor da seta de Baixa

string prefix;

//////----------------------------



int iprev_calculated;

int irates_total;



//--- buffers

double  val[],valc[],average[];

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

//| Custom indicator initialization function                         | 

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

void OnDeinit(const int reason)

  {

//--- delete graphics



ObjectsDeleteAll(0,0,OBJ_ARROW);



   int i=(int)MathMax(iprev_calculated-1,0); for(; i<irates_total && !_StopFlag; i--)

   {

   ObjectDelete(0,prefix+"VolumeComprado_"+(string)i);

   ObjectDelete(0,prefix+"VolumeVendido_"+(string)i);

   }

//---

}

 

void OnInit()

  {

//---- indicator buffers mapping

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,average,INDICATOR_DATA);

   string _avgNames[]={"SMA","EMA","SMMA","LWMA"};

   IndicatorSetString(INDICATOR_SHORTNAME,"Volume "+_avgNames[inpAverageMethod]+"("+(string)inpAveragePeriod+")"+" Break Volume("+(string)inpBreakoutPercent+"%) --> ");

  }

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

//| Custom indicator iteration function                              | 

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

int OnCalculate(const int rates_total,

                const int prev_calculated,

                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[])

  {

   if(Bars(_Symbol,_Period)<rates_total) return(-1);

   int i=(int)MathMax(prev_calculated-1,0); for(; i<rates_total && !_StopFlag; i++)

     {

      double _volume=double((inpVolumeType==vol_ticks) ? tick_volume[i]: volume[i]);

      double _avg = iCustomMa(inpAverageMethod,_volume,inpAveragePeriod,i,rates_total);

      

      

      average[i]  = inpBreakoutPercent;

      val[i]      = (_avg!=0) ? inpBreakoutPercent*_volume/_avg : 0;

      valc[i]     = 0;

      

      

      if(i>0 && close[i] > close[i-1]){

      valc[i] = (_volume > _avg*(1+inpBreakoutPercent*0.01)) ? 3 : 1;

      

      if(InpDrawChartsArrow == 1){

         if(val[i] > average[i]*(1+inpBreakoutPercent*0.01) && close[i] > close[i-1]){

         SetArrow(prefix+"VolumeComprado_"+(string)i,InpColorBullishArrow,time[i],low[i]-51*_Point,(char)233,ANCHOR_TOP,InpArrowSize);

         ObjectDelete(0,prefix+"VolumeVendido_"+(string)i);

         }      

      }

      else{ObjectDelete(0,prefix+"VolumeComprado_"+(string)i);}      

           

      }

      

      if(i>0 && close[i] < close[i-1]){

      valc[i] = (_volume > _avg*(1+inpBreakoutPercent*0.01)) ? 4 : 2;

      

      if(InpDrawChartsArrow == 1){      

         if(val[i] > average[i]*(1+inpBreakoutPercent*0.01) && close[i] < close[i-1]){

         SetArrow(prefix+"VolumeVendido_"+(string)i,InpColorBearishArrow,time[i],high[i]+5*_Point,(char)234,ANCHOR_BOTTOM,InpArrowSize);      

         ObjectDelete(0,prefix+"VolumeComprado_"+(string)i);

         }

      }

      else{ObjectDelete(0,prefix+"VolumeVendido_"+(string)i);}

            

      } 

      

     }

   return(rates_total);

  }

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

//| Custom functions                                                 |

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

#define _maInstances 1

#define _maWorkBufferx1 1*_maInstances

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

//|                                                                  |

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

double iCustomMa(int mode,double price,double length,int r,int bars,int instanceNo=0)

  {

   switch(mode)

     {

      case ma_sma   : return(iSma(price,(int)length,r,bars,instanceNo));

      case ma_ema   : return(iEma(price,length,r,bars,instanceNo));

      case ma_smma  : return(iSmma(price,(int)length,r,bars,instanceNo));

      case ma_lwma  : return(iLwma(price,(int)length,r,bars,instanceNo));

      default       : return(price);

     }

  }

double workSma[][_maWorkBufferx1];

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

//|                                                                  |

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

double iSma(double price,int period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workSma,0)!=_bars) ArrayResize(workSma,_bars);

   workSma[r][instanceNo]=price;

   double avg=price;

   int k=1;

   for(; k<period && (r-k)>=0; k++) avg+=workSma[r-k][instanceNo];

   return(avg/(double)k);

  }

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

//|                                                                  |

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

double workEma[][_maWorkBufferx1];

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

//|                                                                  |

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

double iEma(double price,double period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workEma,0)!=_bars) ArrayResize(workEma,_bars);

   workEma[r][instanceNo]=price;

   if(r>0 && period>1)

      workEma[r][instanceNo]=workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]);

   return(workEma[r][instanceNo]);

  }

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

//|                                                                  |

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

double workSmma[][_maWorkBufferx1];

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

//|                                                                  |

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

double iSmma(double price,double period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workSmma,0)!=_bars) ArrayResize(workSmma,_bars);

   workSmma[r][instanceNo]=price;

   if(r>1 && period>1)

      workSmma[r][instanceNo]=workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period;

   return(workSmma[r][instanceNo]);

  }

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

//|                                                                  |

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

double workLwma[][_maWorkBufferx1];

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

//|                                                                  |

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

double iLwma(double price,double period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workLwma,0)!=_bars) ArrayResize(workLwma,_bars);



   workLwma[r][instanceNo] = price; if(period<1) return(price);

   double sumw = period;

   double sum  = period*price;

   for(int k=1; k<period && (r-k)>=0; k++)

     {

      double weight=period-k;

      sumw  += weight;

      sum   += weight*workLwma[r-k][instanceNo];

     }

   return(sum/sumw);

  }

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



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

//| SetArrow                                                         |

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

void SetArrow(const string obj_name,const color obj_color,

              const datetime obj_time,const double obj_price,

              const char obj_code,const ENUM_ARROW_ANCHOR obj_anchor,const int obj_size=0,

              const string obj_tooltip="\n") 

  {

   if(ObjectFind(0,obj_name)<0)

      ObjectCreate(0,obj_name,OBJ_ARROW,0,0,0);

   ObjectSetInteger(0,obj_name,OBJPROP_TIME,0,obj_time);

   ObjectSetDouble(0,obj_name,OBJPROP_PRICE,0,obj_price);

   ObjectSetInteger(0,obj_name,OBJPROP_ARROWCODE,obj_code);

   ObjectSetInteger(0,obj_name,OBJPROP_COLOR,obj_color);

   ObjectSetInteger(0,obj_name,OBJPROP_WIDTH,obj_size);

   ObjectSetInteger(0,obj_name,OBJPROP_ANCHOR,obj_anchor);

   ObjectSetInteger(0,obj_name,OBJPROP_SELECTED,false);

   ObjectSetInteger(0,obj_name,OBJPROP_SELECTABLE,false);

   ObjectSetInteger(0,obj_name,OBJPROP_BACK,false);   

   ObjectSetInteger(0,obj_name,OBJPROP_HIDDEN,false);

   ObjectSetString(0,obj_name,OBJPROP_TOOLTIP,obj_tooltip);

  }