TicksVolume

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

//|                                                  TicksVolume.mq5 |

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

#property copyright "Copyright 2016, MetaQuotes Software Corp."

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



#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots   4

//--- plot UpBuffer

#property indicator_label1 "Pips Up"

#property indicator_type1  DRAW_HISTOGRAM

#property indicator_color1 Navy

#property indicator_style1 STYLE_SOLID

#property indicator_width1 6

//--- plot UpTick

#property indicator_label2 "Tick Up"

#property indicator_type2  DRAW_HISTOGRAM

#property indicator_color2 LawnGreen

#property indicator_style2 STYLE_SOLID

#property indicator_width2 2

//--- plot DnBuffer

#property indicator_label3 "Pips Down"

#property indicator_type3  DRAW_HISTOGRAM

#property indicator_color3 FireBrick

#property indicator_style3 STYLE_SOLID

#property indicator_width3 6

//--- plot DnTick

#property indicator_label4 "Tick Down"

#property indicator_type4  DRAW_HISTOGRAM

#property indicator_color4 Yellow

#property indicator_style4 STYLE_SOLID

#property indicator_width4 2

//--- plot level line

#property indicator_level1 0

#property indicator_levelcolor White

#property indicator_levelstyle STYLE_DOT

//--- Indicator buffer

double   UpBuffer[];

double   DnBuffer[];

double   UpTick[];

double   DnTick[];

//--- 

double   _Bid=0,_Ask=0,PriceUp=0,PriceDn=0,TickUp=0,TickDn=0;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

   SetIndexBuffer(0,UpBuffer, INDICATOR_DATA);

   SetIndexBuffer(1,UpTick, INDICATOR_DATA);

   SetIndexBuffer(2,DnBuffer, INDICATOR_DATA);

   SetIndexBuffer(3,DnTick, INDICATOR_DATA);

  

   IndicatorSetString(INDICATOR_SHORTNAME,"TicksVolume");

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

   

   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[])

  {

  

   ArraySetAsSeries(UpBuffer, true);

   ArraySetAsSeries(DnBuffer, true);

   ArraySetAsSeries(UpTick, true);

   ArraySetAsSeries(DnTick, true);

   

   ArraySetAsSeries(time, true);

   

   int bars = rates_total-1;

   if(prev_calculated>0) bars = rates_total - (prev_calculated-1);

   

   for(int i=bars; i>=0; i--)

      {

     

         static datetime LastBar=0;

         datetime CurBar=time[0];

         //---

         // Check if new tick

         MqlTick last_tick;

         SymbolInfoTick(_Symbol,last_tick);

         double Bid=last_tick.bid;

         double Ask=last_tick.ask;

      //---

      // Set parameters to zero if new bar

      if(LastBar!=CurBar)

         {

            TickUp=0;

            TickDn=0;

            PriceUp= 0;

            PriceDn= 0;

            LastBar=CurBar;

         }

      if(_Bid == 0) _Bid = Bid;  // If still the initialized bid value change to current bid value 

      if(_Ask == 0) _Ask = Ask;  // If still the initialized bid value change to current ask value

      //---

      // Check if price goes up or down

      if(Bid>_Bid || (_Bid==Bid && _Ask>Ask)) // 

         {

            PriceUp += Bid - _Bid;                        // Current difference value from current and last bid

            UpBuffer[0] = PriceUp/_Point;                 // Pass current Price diff to UpBuffer buffer

            TickUp++;                                     // Add one point to Tick up

            UpTick[0] = TickUp;                           // Pass current value to UpTick buffer

         }

      if(Bid<_Bid || (_Bid==Bid && _Ask<Ask)) // 

         {

            PriceDn += Bid - _Bid;                        // Current difference value from current and last bid  

            DnBuffer[0] = PriceDn/_Point;                 // Pass current Price diff to UpBuffer buffer

            TickDn--;                                     // Add one point to Tick down

            DnTick[0] = TickDn;                           // Pass current value to DnTick buffer

         }

        _Bid = Bid;

        _Ask = Ask;

        

        }

  return(rates_total);

  }

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