VolPerPip v4

//+------------------------------------------------------------------+
//|                                      Moving Averages Advance.mq4 |
//|    Copyright © 2004, MetaQuotes Software Corp. 2007, MQL Service |
//|                                       http://www.mqlservice.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, MetaQuotes Software Corp. 2007, MQL Service"
#property link      "http://www.mqlservice.com/"

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue
//---- indicator parameters
extern int  VolP_Period=14;
//---- indicator buffers

double ExtMapBufferVolP_up[];
double ExtMapBufferVolP_dwn[];
//----
int ExtCountedBars=0;

int i, periodbar, objckeckback, objckeckfrwd, frwdbar,backbar; 
double open, close, barpips, gainpos, volpos, pips, gainneg, volneg, gainratio,barvol;
double volratio,gainnet,avpipsperbar,volfactor, volnumberfactor,volpipsfactor, adjustment, adjustmentnorm;
double plot1,plot2, totaladjustment, upratio,dwnratio, netratio, net;
datetime ObjName;//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   int    draw_begin;
   string short_name;
//---- drawing settings
   SetIndexStyle(0,DRAW_LINE);
   //IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
   if(VolP_Period<2) VolP_Period=14;
   draw_begin=VolP_Period-1;
   
//---- indicator short name
short_name="VolP(";
   IndicatorShortName(short_name+VolP_Period+")");
   SetIndexDrawBegin(0,draw_begin);
//---- indicator buffers mapping
   SetIndexBuffer(0,ExtMapBufferVolP_up);
   //========================================second buff
 //---- drawing settings
   SetIndexStyle(1,DRAW_LINE);
   SetIndexDrawBegin(1,draw_begin);
//---- indicator buffers mapping
   SetIndexBuffer(1,ExtMapBufferVolP_dwn);  
   
//---- initialization done
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
  {

  
   if(Bars<=VolP_Period) return(0);
   ExtCountedBars=IndicatorCounted();
//---- check for possible errors
   if (ExtCountedBars<0) return(-1);
//---- last counted bar will be recounted
   if (ExtCountedBars>0) ExtCountedBars--;

//---- done MA's
 
 //double sum=0;
   double gainpos=0;
   double volpos=0;
   double gainneg=0;
   double volneg=0;
  
   int    i,pos=Bars-ExtCountedBars-1;
//---- initial accumulation
   if(pos<VolP_Period) pos=VolP_Period;
   for(i=1;i<VolP_Period;i++,pos--)
      {
      //sum+=Close[pos];
      
      barvol=Volume[pos];  
      open=Open[pos];
      close=Close[pos];
      barpips=close-open;
      
      if(barpips>0) {gainpos+=barpips; 
                     volpos+=barvol;  }
               
       if(barpips<0) {gainneg+=barpips;
                     volneg+=barvol;  }
      }//for(i=1;i<VolP_Period;i++,pos--)
      
//---- main calculation loop
//   while(pos>=0)
//   {
//      sum+=Close[pos];
   while(pos>=0)
     {
      barvol=Volume[pos];  
      open=Open[pos];
      close=Close[pos];
      barpips=close-open;
      
      if(barpips>0) { gainpos+=barpips; 
                     volpos+=barvol;  }
               
       if(barpips<0) {gainneg+=barpips;
                     volneg+=barvol;  }
     
//      ExtMapBuffer[pos]=sum/MA_Period;                
upratio=volpos/gainpos; //up vol per pip



dwnratio=volneg/gainneg; //dwn vol per pip


double uprationorm=NormalizeDouble(upratio,0);
double dwnrationorm=NormalizeDouble(dwnratio,0); 

ExtMapBufferVolP_up[pos]=(uprationorm);
ExtMapBufferVolP_dwn[pos]=(dwnrationorm*(-1));

//	   sum-=Close[pos+MA_Period-1];

      barvol=Volume[pos+VolP_Period-1];  
      open=Open[pos+VolP_Period-1];
      close=Close[pos+VolP_Period-1];
      barpips=close-open;
      
      if(barpips>0) {gainpos-=barpips; 
                     volpos-=barvol;  }
               
       if(barpips<0) {gainneg-=barpips;
                     volneg-=barvol;  }
                     
   //	   pos--;
   //  }                   
 	   pos--;
 	   
     }//while
     
//---- zero initial bars
   //if(ExtCountedBars<1)
      //for(i=1;i<MA_Period;i++) ExtMapBuffer[Bars-i]=0;
   
   if(ExtCountedBars<1)
      for(i=1;i<VolP_Period;i++) ExtMapBufferVolP_up[Bars-i]=0;
      for(i=1;i<VolP_Period;i++) ExtMapBufferVolP_dwn[Bars-i]=0;
   return(0);
}//start
  
//+------------------------------------------------------------------+