Intrabar Volume

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

//|                                         Intrabar Tick Volume.mq5 |

//|                            Copyright phade 2025, MetaQuotes Ltd. |

//|                                             https://www.mql5.com |

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

#property copyright "Copyright 2025, MetaQuotes Ltd."

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

#property version   "1.01"

#property description "Incoming tick volume in a rolling histogram format"



#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots 1



#property indicator_color1 clrGreen, clrRed

#property indicator_type1 DRAW_COLOR_HISTOGRAM



double plot[];

double col[];

double incomingVolume[];



double ma[];

double closes[];





input bool granularTrend = false; // Granular trend



int period = 20;



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

//| Custom indicator initialization function                         |

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

int OnInit()

{

//--- indicator buffers mapping

  SetIndexBuffer(0, plot, INDICATOR_DATA);

  SetIndexBuffer(1, col,  INDICATOR_COLOR_INDEX);

  SetIndexBuffer(2, ma, INDICATOR_CALCULATIONS);

  SetIndexBuffer(3, incomingVolume, INDICATOR_CALCULATIONS);

  SetIndexBuffer(4, closes, INDICATOR_CALCULATIONS); 

  

  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[])

{



  int buffSize = ArraySize(incomingVolume);

  

  ArrayCopy(incomingVolume, tick_volume, 0, rates_total-1);

  ArrayCopy(closes, close, 0, rates_total-1);

  

  long volumeThreshold = 0;

  long sum = 0;



  if(prev_calculated == 0){  initialzeBuffers();

  }

  for (int j = buffSize - 20; j < buffSize; j++) sum += tick_volume[j];



  volumeThreshold = sum / 20;

   

  int empty_data = rates_total - buffSize; 

  int start = rates_total - 2;

   

  for(int i = buffSize-1; i>=empty_data; i--){

  

      plot[i] = (buffSize - i > 0) ? incomingVolume[buffSize - i - 1] : 0;      

      

      if (granularTrend) trend(period, i, ma, closes, buffSize); else trend(period, i, ma, close, buffSize);

            

      if (i > 1){ 

             if (granularTrend){ col[i] = (tick_volume[i] >= volumeThreshold && ma[buffSize - i] > ma[buffSize - i - 1]) ? 0 : 1; 

             }

             else { col[i] = ma[buffSize - 1] > ma[buffSize - 2] ? 0 : 1;  

             }

          }

      

  } 

  shift(incomingVolume); shift(col); shift(closes); shift(ma);  

  

  return buffSize;

}





void initialzeBuffers(){



  ArrayInitialize(plot, EMPTY_VALUE); 

  ArrayInitialize(col, EMPTY_VALUE); 

  ArrayInitialize(ma, EMPTY_VALUE); 

  ArrayInitialize(incomingVolume, EMPTY_VALUE); 

  ArrayInitialize(closes, EMPTY_VALUE);

}



void shift(double &arr[])

{

  ArrayCopy(arr, arr, 1, 0, ArraySize(arr));

}



void trend(int per, int idx, double &arr[], const double &close[], int buffsize)

{

  double sum = 0.0;



  for(int j = 1; j < per && (idx - j)>0; j++)

    sum += close[idx-j];



  arr[idx] = sum / per;

}