VROC

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

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

#property description "Volume Rate of Change"

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

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   1

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrSkyBlue,clrDodgerBlue

#property indicator_width1  2

//--- input parameters

enum enVolumeType

  {

   vt_real,    // Use real volume for calculation

   vt_tick     // Use tick volume for calculation

  };

input int          inpPeriod     = 14;      // VROC period

input enVolumeType inpVolumeType = vt_tick; // Volume type to use



//--- buffers and global variables declarations

double val[],valc[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"Volume rate of change ("+(string)inpPeriod+")");

   return (INIT_SUCCEEDED);

  }

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

//| Custom indicator de-initialization function                      |

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

void OnDeinit(const int reason)

  {

  }

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

//| 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[])

  {

   if(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);



   int i=(int)MathMax(prev_calculated-1,1); for(; i<rates_total && !_StopFlag; i++)

     {

      val[i]  = (i>inpPeriod) ?  (inpVolumeType==vt_real) ? double(100*(volume[i]-volume[i-inpPeriod])/MathMax(volume[i],1)) : double(100.0*(tick_volume[i]-tick_volume[i-inpPeriod])/tick_volume[i]) : 0;

      valc[i] = (i>0) ?(val[i]>val[i-1]) ? 1 :(val[i]<val[i-1]) ? 2 : valc[i-1]: 0;

     }

   return (i);

  }

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