volatility_Bar

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

//|                                               volatility_Bar.mq4 |

//|                                       Copyright 2019, Martingeil |

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

#property copyright "Copyright 2019, Martingeil"

#property version   "1.00"

#property strict

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_color1 clrBlue

#property indicator_color2 clrLime

#property indicator_color3 clrRed

#property indicator_color4 clrYellow

#property indicator_maximum  1

#property indicator_minimum -1

#property indicator_level1  0

#property indicator_levelcolor clrBlueViolet

//--- input 

input int    bar   = 6;    // :>;8G5AB2> 10@>2 4;O @0AG5B0 - 6

input int    koef  = 50;   // :>MDD8F85=B 45;5=8O 480?07>=0 A25G8

input double level = 0.75; // C@>25=L 2>;0B8;L=>AB8 A@54=59 ;8=88

//---

double Trend1[],Trend2[];

double Flat1[],Flat2[];

double B1[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- 

   string short_name="volatility_Bar";

//--- 

   IndicatorBuffers(5);

   SetIndexBuffer(0,Trend1);

   SetIndexStyle (0, DRAW_ARROW, 0, 0);

   SetIndexArrow(0,110);

   SetIndexBuffer(1,Trend2);

   SetIndexStyle (1, DRAW_ARROW, 0, 0);

   SetIndexArrow(1,110);

 

   SetIndexBuffer(2,Flat1);

   SetIndexStyle (2, DRAW_ARROW, 0, 0);

   SetIndexArrow(2,110);

   SetIndexBuffer(3,Flat2);

   SetIndexStyle (3, DRAW_ARROW, 0, 0); 

   SetIndexArrow(3,110);

    

   SetIndexBuffer(4,B1);

   SetIndexStyle(4,DRAW_NONE);    

//---

   IndicatorShortName(short_name);

   SetIndexLabel(0,"blue_arrow 0-buffer");

   SetIndexLabel(1,"lime_arrow 1-buffer");

   SetIndexLabel(2,"red_arrow 2-buffer");

   SetIndexLabel(3,"Yellow_arrow 3-buffer");

//---

   SetIndexDrawBegin(0,20);

   SetIndexDrawBegin(1,20);

   SetIndexDrawBegin(2,20);

   SetIndexDrawBegin(3,20);   

   IndicatorDigits(1);

   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[])

  {

//---

   int bar_h,bar_l; 

   double hi,lo; int i, limit = rates_total - prev_calculated - bar; if(limit < 0) {limit = 0;};



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

      bar_h = ArrayMaximum(high,bar,i);   bar_l = ArrayMinimum(low,bar,i);

      

      if(bar_h>=0) hi  = high[bar_h];  else hi  = 0;

      if(bar_l>=0) lo  = low[bar_l];   else lo  = 0; 

      B1[i] = (hi-lo)/_Point/koef; };



   limit = rates_total - prev_calculated - 16; if(limit <= 0) {limit = 1;};

   for( i = limit - 1; i >= 0; i-- ){   

      if(SP1(i) > level){

         if(SP1(i) > SP1(i+1)) Trend1[i] =  0.1;  else Trend1[i] = EMPTY_VALUE;

         if(SP1(i) < SP1(i+1)) Trend2[i] =  0.1;  else Trend2[i] = EMPTY_VALUE;}

      if(SP1(i) < level){

         if(SP1(i) < SP1(i+1)) Flat1[i]  =  -0.1;  else Flat1[i]  = EMPTY_VALUE;

         if(SP1(i) > SP1(i+1)) Flat2[i]  =  -0.1;  else Flat2[i]  = EMPTY_VALUE;}}; 

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

   return(rates_total);

  }

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

double SP1(int i) { double res =

  0.363644232288*B1[i]+0.319961361319*B1[i+1]+0.2429021537279*B1[i+2]+0.1499479402208*B1[i+3]+0.0606476023757*B1[i+4]

 -0.00876136797274*B1[i+5]-0.0492967601969*B1[i+6]-0.0606402244647*B1[i+7]-0.0496978153976*B1[i+8]-0.02724932305397*B1[i+9]-0.00400372352396*B1[i+10]

 +0.01244416185618*B1[i+11]+0.01927941647120*B1[i+12]+0.01821767237980*B1[i+13]+0.01598780862402*B1[i+14]-0.00338313465225*B1[i+15];  

  return(res);}