WmiVol

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

//|                                                          WmiVol.mq5 | 

//|                                     Copyright 2014, Murad Ismayilov | 

//|                                  http://www.mql4.com/ru/users/wmlab | 

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

#property copyright "Copyright 2014, Murad Ismayilov"

#property link      "http://www.mql4.com/ru/users/wmlab" 

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window 

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2 2

#property indicator_buffers 2 

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0              |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 42CEF25B=>9 38AB>3@0<<K

#property indicator_type1 DRAW_COLOR_HISTOGRAM

//---- 2 :0G5AB25 F25B>2 42CEF25B=>9 38AB>3@0<<K 8A?>;L7>20=K

#property indicator_color1 clrDodgerBlue,clrMagenta

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style1 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width1 2

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1 "WmiVol"

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

//|  0@0<5B@K ?@545;>2 >B@8A>2:8 8=48:0B>@0     |

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

#property indicator_maximum    1.1

#property indicator_minimum    0.0

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

//|  %+  " + "      |

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



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

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total;

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 

// 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double IndBuffer[],ColorIndBuffer[];

double barVols[],avgVol;

int barsInDay,barCounts[];

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

//| WmiVolA indicator initialization function                        | 

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

int OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   if(Period()>PERIOD_H12) {Print("5@8>4 3@0D8:0 =5 <>65B 1KBL 1>;LH5 H12!"); return(INIT_FAILED);}

   barsInDay=1440/(PeriodSeconds(PERIOD_CURRENT)/60);

   if(!barsInDay) return(INIT_FAILED);

   min_rates_total=barsInDay;



//----  0A?@545;5=85 ?0<OB8 ?>4 <0AA82K ?5@5<5==KE  

   if(ArrayResize(barCounts,barsInDay)<barsInDay) {Print("5 C40;>AL @0A?@545;8BL ?0<OBL ?>4 <0AA82 barCounts[]"); return(INIT_FAILED);}

   if(ArrayResize(barVols,barsInDay)<barsInDay) {Print("5 C40;>AL @0A?@545;8BL ?0<OBL ?>4 <0AA82 barVols[]"); return(INIT_FAILED);}

//---- =8F80;870F8O <0AA82>2 ?5@5<5==KE

   ArrayInitialize(barCounts,0);

   ArrayInitialize(barVols,0.0);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 IndBuffer 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX);



//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,2);

//--- 7025@H5=85 8=8F80;870F88

   return(INIT_SUCCEEDED);

  }

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

//| WmiVolA 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[])

  {

//---- @>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(rates_total<min_rates_total) return(0);



///---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int first,bar;

   double;



//---- @0AGQB AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AGQB0 10@>2 8 8=8F80;870F8O ?5@5<5==KE 2 1;>:5 OnCalculate 

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      first=0;

      for(bar=rates_total-1; bar>0; bar--)

        {

         int barOfDay=iBarOfDay(time[bar]);

         barVols[barOfDay]+=high[bar]-low[bar];

         barCounts[barOfDay]++;

        }

      for(bar=0; bar<barsInDay; bar++) if(barCounts[bar]) barVols[bar]/=barCounts[bar];

      double minVol=barVols[ArrayMinimum(barVols)];

      double maxVol=barVols[ArrayMaximum(barVols)];

      avgVol=0.0;

      for(bar=0; bar<barsInDay; bar++) if(maxVol>minVol) avgVol+=barVols[bar]=(barVols[bar]-minVol)/(maxVol-minVol);

      avgVol/=barsInDay;  

     }

   else first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2



//---- A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      int barOfDay=iBarOfDay(time[bar]);

      double vol=barVols[barOfDay];

      IndBuffer[bar]=vol;

      if(vol>=avgVol) ColorIndBuffer[bar]=0;

      else ColorIndBuffer[bar]=1;

     }

//----     

   return(rates_total);

  }

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

//|  iBarOfDay()                                                     |

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

int iBarOfDay(datetime timeOpenBar) 

  {

//----

   int minutesInPeriod=PeriodSeconds()/60;

   double minutesSinceMidnight=MathMod(timeOpenBar/60,1440);

   int barsSinceMidnight=(int)MathFloor(minutesSinceMidnight/minutesInPeriod);

//----

   return (barsSinceMidnight);

  }

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