Range Ratio v1.1

ÿþ#property strict

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_type1 DRAW_HISTOGRAM

#property indicator_width1 3

#property indicator_color1 clrRed

#property indicator_label1 "Range ratio"



enum ENUM_RANGE_TYPE{

   RANGE_TYPE_HL_SUM    = 0,  // sum [High - Low]

   RANGE_TYPE_OC_SUM    = 1,  // sum [Close - Open]

};



input ENUM_TIMEFRAMES   inp_time_frame_lower    = PERIOD_M15;           // lower time frame

input ENUM_RANGE_TYPE   inp_range_type          = RANGE_TYPE_HL_SUM;    // range type



input bool              inp_alert               = false;                // alert

input double            inp_alert_level         = 70;                   // alert level



double ext_range[];

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

int OnInit() {

   SetIndexBuffer(0,ext_range);

   SetIndexLabel(0,"Range ratio");



   IndicatorDigits(3);



   return(INIT_SUCCEEDED);

}

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

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[]) {

                

   //---

   static datetime time_bar = 0;

   bool  new_bar = time[0] > time_bar;

   time_bar = time[0];



   //---

   int limit = prev_calculated>0 ? rates_total - prev_calculated + 1 : rates_total - 1;

   for(int i=limit;i>=0;i--) {

      int      lower_start_bar   = iBarShift(NULL, inp_time_frame_lower, time[i],false);

      int      lower_end_bar     = i>0 ? iBarShift(NULL, inp_time_frame_lower, time[i-1],false) -1 : 0;

      double   lower_sum         = 0;

      for(int lb = lower_start_bar; lb>= lower_end_bar; lb--) {

         switch(inp_range_type) {

            case RANGE_TYPE_HL_SUM:

               lower_sum += iHigh(NULL, inp_time_frame_lower, lb) - iLow(NULL, inp_time_frame_lower, lb);

               break;

            case RANGE_TYPE_OC_SUM:

               lower_sum += MathAbs(iClose(NULL, inp_time_frame_lower, lb) - iOpen(NULL, inp_time_frame_lower, lb) );

               break;

         }

      }

      

      double higher_sum = 0;

      switch(inp_range_type) {

         case RANGE_TYPE_HL_SUM:

            higher_sum = high[i] - low[i];

            break;

         case RANGE_TYPE_OC_SUM:

            higher_sum = MathAbs(close[i] - open[i]);

            break;

      }

      if(higher_sum>0.0)

         ext_range[i] = lower_sum / higher_sum;

      else

         ext_range[i] = 0.0;

      

   }



   //---

   if(inp_alert && new_bar) {

      if(ext_range[1] >= inp_alert_level && ext_range[2] < inp_alert_level) 

         Alert("Big range ratio on "+_Symbol);

   }

   

                

   return(rates_total);

}

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

void OnChartEvent(const int id,

                  const long &lparam,

                  const double &dparam,

                  const string &sparam) {

                  

}

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