EMV

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

//|                                                          EMV.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Arm's Ease of Movement Value"

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   2

//--- plot EMV

#property indicator_label1  "EMV"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Signal

#property indicator_label2  "Signal"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- input parameters

input uint           InpPeriod   =  10;         // Period

input ENUM_MA_METHOD InpMethod   =  MODE_SMA;   // Method

//--- indicator buffers

double         BufferEMV[];

double         BufferSignal[];

//--- global variables

int            period_ind;

int            weight_sum;

//--- includes

#include <MovingAverages.mqh>

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_ind=int(InpPeriod<2 ? 2 : InpPeriod);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferEMV,INDICATOR_DATA);

   SetIndexBuffer(1,BufferSignal,INDICATOR_DATA);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"AEMV("+(string)period_ind+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferEMV,true);

   ArraySetAsSeries(BufferSignal,true);

//---

   return(INIT_SUCCEEDED);

  }

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

//| 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[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   //int max=fmax(period_fma,fmax(period_sma,period_sig));

   if(rates_total<4 || Point()==0) return 0;

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(tick_volume,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period_ind-2;

      ArrayInitialize(BufferEMV,0);

      ArrayInitialize(BufferSignal,0);

     }

//--- >43>B>2:0 40==KE

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

     {

      double V=(double)tick_volume[i];

      double HL0=(high[i]+low[i])/(2.0*Point());

      double HL1=(high[i+1]+low[i+1])/(2.0*Point());

      BufferEMV[i]=(V!=0 ? ((HL0-HL1)*(high[i]-low[i])/V)/Point() : 0);

     }

//---  0AGQB 8=48:0B>@0

   switch(InpMethod)

     {

      case MODE_EMA  :  ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_ind,BufferEMV,BufferSignal);               break;

      case MODE_SMMA :  SmoothedMAOnBuffer(rates_total,prev_calculated,0,period_ind,BufferEMV,BufferSignal);                  break;

      case MODE_LWMA :  LinearWeightedMAOnBuffer(rates_total,prev_calculated,0,period_ind,BufferEMV,BufferSignal,weight_sum); break;

      default        :  SimpleMAOnBuffer(rates_total,prev_calculated,0,period_ind,BufferEMV,BufferSignal);                    break;

     }



//--- return value of prev_calculated for next call

   return(rates_total);

  }

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