Price_Volume_Divergence

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

//|                                      Price_Volume_Divergence.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 "Price volume divergence indicator"

#property indicator_chart_window

#property indicator_buffers 3

#property indicator_plots   2

//--- plot DivUP

#property indicator_label1  "Growing Div"

#property indicator_type1   DRAW_ARROW

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot DivDN

#property indicator_label2  "Falling Div"

#property indicator_type2   DRAW_ARROW

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- enums

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1, // Yes

   INPUT_NO    =  0, // No

  };

//--- input parameters

input ENUM_INPUT_YES_NO    InpUseAlerts      =  INPUT_YES;     // Use alerts

input ENUM_INPUT_YES_NO    InpSendMail       =  INPUT_NO;      // Send mail

input ENUM_INPUT_YES_NO    InpSendPush       =  INPUT_YES;     // Send push-notifications

input ENUM_APPLIED_VOLUME  InpAppliedVolume  =  VOLUME_TICK;   // Applied volume

input ENUM_INPUT_YES_NO    InpShowVolume     =  INPUT_YES;     // Show volumes bars

//--- indicator buffers

double         BufferDivUP[];

double         BufferDivDN[];

double         BufferVolume[];

//--- global variables

ENUM_CHART_VOLUME_MODE  prev_volume;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   prev_volume=(ENUM_CHART_VOLUME_MODE)ChartGetInteger(0,CHART_SHOW_VOLUMES);

   if(InpShowVolume)

     {

      ChartSetInteger(0,CHART_SHOW_VOLUMES,(InpAppliedVolume==VOLUME_TICK ? CHART_VOLUME_TICK : CHART_VOLUME_REAL));

      ChartRedraw(0);

     }

   else

     {

      ChartSetInteger(0,CHART_SHOW_VOLUMES,CHART_VOLUME_HIDE);

      ChartRedraw(0);

     }

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferDivUP,INDICATOR_DATA);

   SetIndexBuffer(1,BufferDivDN,INDICATOR_DATA);

   SetIndexBuffer(2,BufferVolume,INDICATOR_CALCULATIONS);

//--- setting a code from the Wingdings charset as the property of PLOT_ARROW

   PlotIndexSetInteger(0,PLOT_ARROW,225);

   PlotIndexSetInteger(1,PLOT_ARROW,226);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Price volume divergence");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferDivUP,true);

   ArraySetAsSeries(BufferDivDN,true);

   ArraySetAsSeries(BufferVolume,true);

//---

   return(INIT_SUCCEEDED);

  }

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

//|                                                                  |

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

void OnDeinit(const int reason)

  {

   ChartSetInteger(0,CHART_SHOW_VOLUMES,prev_volume);

   ChartRedraw(0);

  }

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

//| 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(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(time,true);

   ArraySetAsSeries(tick_volume,true);

   ArraySetAsSeries(volume,true);

//--- @>25@:0 :>;8G5AB20 4>ABC?=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-2;

      ArrayInitialize(BufferDivUP,EMPTY_VALUE);

      ArrayInitialize(BufferDivDN,EMPTY_VALUE);

      ArrayInitialize(BufferVolume,0);

     }

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

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

      BufferVolume[i]=double(InpAppliedVolume==VOLUME_TICK ? tick_volume[i] : volume[i]);



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

   static datetime last_time=0;

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

     {

      double Range0=high[i]-low[i];

      double Range1=high[i+1]-low[i+1];



      if(Range1>Range0 && BufferVolume[i+1]<BufferVolume[i])

        {

         BufferDivDN[i]=low[i];

         if(i==0)

           {

            if(last_time!=time[0])

              {

               string message=Symbol()+", "+TimeframeToString(Period())+": Falling Price/Volume divergence at "+TimeToString(TimeCurrent());

               if(InpUseAlerts) Alert(message);

               if(InpSendMail  && TerminalInfoInteger(TERMINAL_EMAIL_ENABLED)) SendMail("Price volume divergence Signal",message);

               if(InpSendPush && TerminalInfoInteger(TERMINAL_NOTIFICATIONS_ENABLED)) SendNotification(message);

               last_time=time[0];

              }

           }

        }

      else

         BufferDivDN[i]=EMPTY_VALUE;



      if(Range1<Range0 && BufferVolume[i+1]>BufferVolume[i])

        {

         BufferDivUP[i]=high[i];

         if(i==0)

           {

            if(last_time!=time[0])

              {

               string message=Symbol()+", "+TimeframeToString(Period())+": Growing Price/Volume divergence at "+TimeToString(TimeCurrent());

               if(InpUseAlerts) Alert(message);

               if(InpSendMail  && TerminalInfoInteger(TERMINAL_EMAIL_ENABLED)) SendMail("Price volume divergence Signal",message);

               if(InpSendPush && TerminalInfoInteger(TERMINAL_NOTIFICATIONS_ENABLED)) SendNotification(message);

               last_time=time[0];

              }

           }

        }

      else

         BufferDivUP[i]=EMPTY_VALUE;

     }



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

   return(rates_total);

  }

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

//| Timeframe to string                                              |

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

string TimeframeToString(const ENUM_TIMEFRAMES timeframe)

  {

   return StringSubstr(EnumToString(timeframe),7);

  }

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