Rj_Volume

//+------------------------------------------------------------------+
//|                                                    Rj_Volume.mq4 |
//|                           Copyright © 2011, RJ Rjabkov Aleksandr |
//|                                                     rj-a@mail.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2011, RJ Rjabkov Aleksandr"
#property link      "rj-a@mail.ru"

#property indicator_chart_window
extern int DayRange = 1;

double VolBuy[];
double VolSell[];
static datetime LastTime;
int init() {
  IndicatorBuffers(2);
  SetIndexBuffer(0, VolBuy);
  SetIndexBuffer(1, VolSell);
  return(0);
}

int deinit() {return(0);}
 
int start() {
  int i, j;
  double MaxPrice = iHigh(NULL, PERIOD_D1, 0);
  double MinPrice = iLow(NULL, PERIOD_D1, 0);
  
  for(j=DayRange; j>=0; j--) {
    MaxPrice = MathMax(MaxPrice, iHigh(NULL, PERIOD_D1, j));
    MinPrice = MathMin(MinPrice, iLow(NULL, PERIOD_D1, j));
  }
  int Range = MathRound((MaxPrice-MinPrice)/Point);
    
  ArrayInitialize(VolBuy, 0.0);
  ArrayInitialize(VolSell, 0.0);
    
  for(i=iBarShift(NULL, PERIOD_M1, iTime(NULL, PERIOD_D1, DayRange)); i>=1; i--) {
  double lw=Low[i], op=Open[i], cl=Close[i], hg=High[i], vl=Volume[i];
  double up=0.0, sl=0.0, dl=0.0;  
    for(double k=High[i]; k>=Low[i]; k-=Point) {
      j = MathRound((k-MinPrice)/Point);

      if(op<cl) {
        up=((hg-lw)+(cl-op))/Point;
        sl=(hg-lw)/Point;
        if(up!=0 && sl!=0) {
          dl=vl/(up+sl);
          VolBuy[j]  += dl*up/sl;
          VolSell[j] += dl;
        }
      }
      if(op>=cl) {
        up=(hg-lw)/Point;
        sl=((hg-lw)+(op-cl))/Point;
        if(up!=0 && sl!=0) {
          dl=vl/(up+sl);
          VolBuy[j]  += dl;
          VolSell[j] += dl*sl/up;
        }
      }
    }
  }
  LastTime = TimeCurrent();
  return(0);
}
//+------------------------------------------------------------------+