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w_ad_v1
//+------------------------------------------------------------------+
//| W_AD.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property description "Larry Williams' Accumulation/Distribution"
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
#property indicator_type1 DRAW_LINE
#property indicator_color1 LightSeaGreen
//---- buffers
double ExtWADBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//---- define buffer
SetIndexBuffer(0,ExtWADBuffer);
//--- set draw begin
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,1);
//--- indicator name
IndicatorSetString(INDICATOR_SHORTNAME,"W_A/D");
//--- round settings
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//---- OnInit done
}
//+------------------------------------------------------------------+
//| 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 &TickVolume[],
const long &Volume[],
const int &Spread[])
{
//---
if(rates_total<2)
return(0);
//--- start working
int pos=prev_calculated-1;
//--- correct position, set initial value
if(pos<=0)
{
pos=1;
ExtWADBuffer[0]=0.0;
}
//--- main cycle
for(int i=pos;i<rates_total && !IsStopped();i++)
{
//--- get data
double hi=High[i];
double lo=Low[i];
double cl=Close[i];
double prev_cl=Close[i-1];
//--- calculate TRH and TRL
double trh=MathMax(hi,prev_cl);
double trl=MathMin(lo,prev_cl);
//--- calculate WA/D
if(IsEqualDoubles(cl,prev_cl,_Point))
ExtWADBuffer[i]=ExtWADBuffer[i-1];
else
{
if(cl>prev_cl)
ExtWADBuffer[i]=ExtWADBuffer[i-1]+cl-trl;
else
ExtWADBuffer[i]=ExtWADBuffer[i-1]+cl-trh;
}
}
//---- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool IsEqualDoubles(double d1,double d2,double epsilon)
{
if(epsilon<0.0) epsilon=-epsilon;
if(epsilon>0.1) epsilon=0.00001;
//---
double diff=d1-d2;
if(diff>epsilon || diff<-epsilon) return(false);
//---
return(true);
}
//+------------------------------------------------------------------+
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