OHLC_Volume

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

//|                                                  OHLC_Volume.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 "OHLC Volume indicator"

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   2

//--- plot UP

#property indicator_label1  "Vol Up"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot DN

#property indicator_label2  "Vol Down"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- indicator buffers

double         BufferUP[];

double         BufferDN[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferUP,INDICATOR_DATA);

   SetIndexBuffer(1,BufferDN,INDICATOR_DATA);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"OHLC Volume");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetDouble(INDICATOR_MINIMUM,0);

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferUP,true);

   ArraySetAsSeries(BufferDN,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[])

  {

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

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(tick_volume,true);

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

   if(rates_total<4) return 0;

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-1;

      ArrayInitialize(BufferUP,EMPTY_VALUE);

      ArrayInitialize(BufferDN,EMPTY_VALUE);

     }



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

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

     {

      double up_coeff=high[i]-open[i];

      double dn_coeff=close[i]-low[i];

      double sum_coeff=up_coeff+dn_coeff;

      

      if(sum_coeff!=0)

        {

         BufferUP[i]=tick_volume[i]*up_coeff/(sum_coeff);

         BufferDN[i]=tick_volume[i]*dn_coeff/(sum_coeff);

        }

      else

         BufferUP[i]=BufferDN[i]=0;

     }



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

   return(rates_total);

  }

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