VZO

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

//|                                                          VZO.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

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

#property version   "1.00"

#property description "Volume Zone Oscillator"

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots   1

//--- plot VZO

#property indicator_label1  "VZO"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrCadetBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters

input uint     InpPeriod      =  6;    // Period

input double   InpUpper       =  60.0; // Extreme overbought

input double   InpOverbought  =  40.0; // Overbought

input double   InpOversold    = -40.0; // Oversold

input double   InpLower       = -60.0; // Extreme oversold



//--- indicator buffers

double         BufferVZO[];

double         BufferAvgVP[];

double         BufferAvgVol[];

double         BufferVP[];

double         BufferVOL[];

//--- global variables

double         upper;

double         overbought;

double         oversold;

double         lower;

int            period_vzo;

//--- includes

#include <MovingAverages.mqh>

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_vzo=int(InpPeriod<1 ? 1 : InpPeriod);

   overbought=(fabs(InpOverbought)<0.1 ? 0.1 : InpOverbought>99.9 ? 99.9 : fabs(InpOverbought));

   oversold=(-fabs(InpOversold)>-0.1 ? -0.1 : -fabs(InpOversold)<-99.9 ? -99.9 : -fabs(InpOversold));

   upper=(fabs(InpUpper)<=overbought ? overbought+0.1 : InpUpper>100.0 ? 100.0 : fabs(InpUpper));

   lower=(-fabs(InpLower)>=oversold ? oversold-0.1 : -fabs(InpLower)<-100.0 ? -100.0 : -fabs(InpLower));

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferVZO,INDICATOR_DATA);

   SetIndexBuffer(1,BufferAvgVP,INDICATOR_CALCULATIONS);

   SetIndexBuffer(2,BufferAvgVol,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferVP,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BufferVOL,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"VZO ("+(string)period_vzo+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetInteger(INDICATOR_LEVELS,4);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,upper);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,overbought);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,oversold);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,3,lower);

   IndicatorSetString(INDICATOR_LEVELTEXT,0,"Extreme overbought");

   IndicatorSetString(INDICATOR_LEVELTEXT,1,"Overbought");

   IndicatorSetString(INDICATOR_LEVELTEXT,2,"Oversold");

   IndicatorSetString(INDICATOR_LEVELTEXT,3,"Extreme oversold");

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferVZO,true);

   ArraySetAsSeries(BufferAvgVP,true);

   ArraySetAsSeries(BufferAvgVol,true);

   ArraySetAsSeries(BufferVP,true);

   ArraySetAsSeries(BufferVOL,true);

//---

   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[])

  {

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(tick_volume,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   if(rates_total<fmax(period_vzo,4)) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferVZO,EMPTY_VALUE);

      ArrayInitialize(BufferAvgVP,0);

      ArrayInitialize(BufferAvgVol,0);

      ArrayInitialize(BufferVP,0);

      ArrayInitialize(BufferVOL,0);

     }

//--- >43>B>2:0 40==KE

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      BufferVOL[i]=(double)tick_volume[i];

      BufferVP[i]=double(close[i]>close[i+1] ? tick_volume[i] : -tick_volume[i]);

      BufferAvgVP[i]=ExponentialMA(rates_total,period_vzo,i,BufferVP);

     }



//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      BufferAvgVol[i]=ExponentialMA(rates_total,period_vzo,i,BufferVOL);

      BufferVZO[i]=(BufferAvgVol[i]!=0 ? (BufferAvgVP[i]/BufferAvgVol[i])*100.0 : 0);

     }

   

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

   return(rates_total);

  }

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

//| Simple Moving Average                                            |

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

double SimpleMA(const int rates_total,const int period,const int index,const double &price[])

  {

//---

   double result=0.0;

//--- check position

   if(period<1 || index>rates_total-period-1)

      return 0;

//--- calculate value

   for(int i=0; i<period; i++)

     result=result+price[index+i];

   result/=period;

//---

   return result;

  }

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

//| Exponential Moving Average                                       |

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

double ExponentialMA(const int rates_total,const int period,const int index,const double &price[])

  {

//---

   static double prev_value=0;

   double result=0.0;

//--- check position

   if(period<1 || index>rates_total-period-1)

      return 0;

   double pr=2.0/(period+1.0);

//--- SMA for first data

   if(index==rates_total-period-1 || prev_value==0)

      prev_value=result=SimpleMA(rates_total,period,index,price);

//--- EMA

   else

     {

      result=prev_value+pr*(price[index]-prev_value);

      //--- new bar

      if(index!=0)

         prev_value=result;

     }

//---

   return result;

  }

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