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volumeMAver2
/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| Volume with Custom Moving Average.mq4 |
//| Copyright © 2004, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, MetaQuotes Software Corp. Modified RonT"
#property link "http://www.metaquotes.net/"
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Red
#property indicator_color2 Green
#property indicator_color3 White
#property indicator_color4 Silver
// User input
extern int MA_Period=13;
extern int MA_Shift=0;
extern int MA_Method=0;
// Buffers
double VolBuffer1[]; // value down
double VolBuffer2[]; // value up
double VolBuffer3[]; // moving average
double VolBuffer4[]; // Top line
//----
int ExtCountedBars=0;
int lastcolor=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
int draw_begin;
string short_name;
// indicator buffers mapping, drawing settings and Shift
// Histogram downArrow Red
SetIndexBuffer(0,VolBuffer1);
SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexShift(0,MA_Shift);
// Histogram upArrow Green
SetIndexBuffer(1,VolBuffer2);
SetIndexStyle(1,DRAW_HISTOGRAM);
SetIndexShift(1,MA_Shift);
// Moving average line white
SetIndexBuffer(2,VolBuffer3);
SetIndexStyle(2,DRAW_LINE);
SetIndexShift(2,MA_Shift);
// Top line
SetIndexBuffer(3,VolBuffer4);
SetIndexStyle(3,DRAW_LINE);
SetIndexShift(3,MA_Shift);
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
if(MA_Period<2) MA_Period=2;
draw_begin=MA_Period-1;
switch(MA_Method)
{
case 1 : short_name="EMA(" ; draw_begin=0; break;
case 2 : short_name="SMMA("; break;
case 3 : short_name="LWMA("; break;
default : short_name="SMA(" ; MA_Method=0;
}
IndicatorShortName(short_name+MA_Period+")");
SetIndexDrawBegin(0,draw_begin);
return(0);
}
//+------------------------------------------------------------------+
//| Main |
//+------------------------------------------------------------------+
int start()
{
if(Bars<=MA_Period) return(0);
ExtCountedBars=IndicatorCounted();
// check for possible errors
if (ExtCountedBars<0) return(-1);
// last counted bar will be recounted
if (ExtCountedBars>0) ExtCountedBars--;
switch(MA_Method)
{
case 0 : sma(); break;
case 1 : ema(); break;
case 2 : smma(); break;
case 3 : lwma();
}
return(0);
}
//+------------------------------------------------------------------+
//| Simple Moving Average |
//+------------------------------------------------------------------+
void sma()
{
double sum=0;
int i,pos=Bars-ExtCountedBars-1;
// initial accumulation
if(pos<MA_Period) pos=MA_Period;
for(i=1;i<MA_Period;i++,pos--)
sum+=Volume[pos];
while(pos>=0)
{
// 2-period moving average for reference
VolBuffer4[pos]=(Volume[pos]+Volume[pos+1]+Volume[pos+2])/3;
sum+=Volume[pos];
VolBuffer3[pos]=sum/MA_Period;
sum-=Volume[pos+MA_Period-1];
Vcolor(pos);
pos--;
}
// zero initial bars
if(ExtCountedBars<1)
for(i=1;i<MA_Period;i++) VolBuffer1[Bars-i]=0;
}
//+------------------------------------------------------------------+
//| Exponential Moving Average |
//+------------------------------------------------------------------+
void ema()
{
double pr=2.0/(MA_Period+1);
int pos=Bars-2;
if(ExtCountedBars>2) pos=Bars-ExtCountedBars-1;
while(pos>=0)
{
if(pos==Bars-2) VolBuffer3[pos+1]=Volume[pos+1];
VolBuffer3[pos]=Volume[pos]*pr+VolBuffer3[pos+1]*(1-pr);
Vcolor(pos);
pos--;
}
}
//+------------------------------------------------------------------+
//| Smoothed Moving Average |
//+------------------------------------------------------------------+
void smma()
{
double sum=0;
int i,k,pos=Bars-ExtCountedBars+1;
pos=Bars-MA_Period;
if(pos>Bars-ExtCountedBars) pos=Bars-ExtCountedBars;
while(pos>=0)
{
if(pos==Bars-MA_Period)
{
// initial accumulation
for(i=0,k=pos;i<MA_Period;i++,k++)
{
sum+=Volume[k];
// zero initial bars
VolBuffer3[k]=0;
}
}
else sum=VolBuffer3[pos+1]*(MA_Period-1)+Volume[pos];
VolBuffer3[pos]=sum/MA_Period;
pos--;
}
}
//+------------------------------------------------------------------+
//| Linear Weighted Moving Average |
//+------------------------------------------------------------------+
void lwma()
{
double sum=0.0,lsum=0.0;
double price;
int i,weight=0,pos=Bars-ExtCountedBars-1;
//---- initial accumulation
if(pos<MA_Period) pos=MA_Period;
for(i=1;i<=MA_Period;i++,pos--)
{
price=Volume[pos];
sum+=price*i;
lsum+=price;
weight+=i;
}
//---- main calculation loop
pos++;
i=pos+MA_Period;
while(pos>=0)
{
VolBuffer3[pos]=sum/weight;
if(pos==0) break;
pos--;
i--;
price=Volume[pos];
sum=sum-lsum+price*MA_Period;
lsum-=Volume[i];
lsum+=price;
}
//---- zero initial bars
if(ExtCountedBars<1)
for(i=1;i<MA_Period;i++) VolBuffer3[Bars-i]=0;
}
//+------------------------------------------------------------------+
//| Color depends on gain or loss and previous volume |
//+------------------------------------------------------------------+
// 1 - histo down red
// 2 - histo up green
// 3 - line white
void Vcolor(int p)
{
if (Volume[p+1]>Volume[p])
{
VolBuffer1[p]=Volume[p];
VolBuffer2[p]=0;
lastcolor=Red;
}
if (Volume[p+1]<Volume[p])
{
VolBuffer1[p]=0;
VolBuffer2[p]=Volume[p];
lastcolor=Green;
}
if (Volume[p+1]==Volume[p])
{
if ( lastcolor==Red )
{
VolBuffer1[p]=Volume[p];
VolBuffer2[p]=0;
}
if ( lastcolor==Green )
{
VolBuffer1[p]=0;
VolBuffer2[p]=Volume[p];
}
}
}
//+------------------------------------------------------------------+
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