Author: Copyright © 2017, Nikolay Kositsin
Price Data Components
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WmiVol_HTF
ÿþ//+---------------------------------------------------------------------+ 

//|                                                      WmiVol_HTF.mq5 | 

//|                                  Copyright © 2017, Nikolay Kositsin | 

//|                                 Khabarovsk,   farria@mail.redcom.ru | 

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

//| ;O @01>BK  8=48:0B>@0  A;54C5B  ?>;>68BL D09; SmoothAlgorithms.mqh |

//| 2 ?0?:C (48@5:B>@8N): :0B0;>3_40==KE_B5@<8=0;0\MQL5\Include         |

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

#property copyright "Copyright © 2017, Nikolay Kositsin"

#property link "farria@mail.redcom.ru"

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

#property version   "1.60"

//---- >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

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

//|  >1JO2;5=85 :>=AB0=B                         |

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

#define RESET 0                            // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AGQB 8=48:0B>@0

#define INDICATOR_NAME "WmiVol"            // >=AB0=B0 4;O 8<5=8 8=48:0B>@0

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

//|  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

//---- 38AB>3@0<<K 8=48:0B>@0 - =5?@5@K2=0O :@820O

#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  INDICATOR_NAME

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

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

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

#property indicator_maximum    1.1

#property indicator_minimum    0.0

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

//|  %+  " + "                 |

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

input ENUM_TIMEFRAMES TimeFrame=PERIOD_H1;//5@8>4 3@0D8:0

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

//|  %+  " + "                 |

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



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

//---- >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[];

//---- 1JO2;5=85 AB@8=3>2

string Symbol_,Word;

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

int min_rates_total;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int Ind_Handle;

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

//|  >;CG5=85 B09<D@59<0 2 2845 AB@>:8                              |

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

string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)

  {return(StringSubstr(EnumToString(timeframe),7,-1));}

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//---- ?@>25@:0 ?5@8>4>2 3@0D8:>2 =0 :>@@5:B=>ABL

   if(TimeFrame<Period() && TimeFrame!=PERIOD_CURRENT)

     {

      Print("5@8>4 3@0D8:0 4;O 8=48:0B>@0 WmiVol =5 <>65B 1KBL <5=LH5 ?5@8>40 B5:CI53> 3@0D8:0");

      return(INIT_FAILED);

     }



//---- =8F80;870F8O ?5@5<5==KE 

   min_rates_total=2;

   Symbol_=Symbol();

   Word=INDICATOR_NAME+" 8=48:0B>@: "+Symbol_+StringSubstr(EnumToString(_Period),7,-1);



//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 WmiVol

   Ind_Handle=iCustom(Symbol_,TimeFrame,"WmiVol");

   if(Ind_Handle==INVALID_HANDLE)

    {

     Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 WmiVol");

     return(INIT_FAILED);

    }

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 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 1

   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);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(IndBuffer,true);



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

   SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(ColorIndBuffer,true);



//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,INDICATOR_NAME+"("+GetStringTimeframe(Period())+")");

//--- >?@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);

  }

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

//| Custom iteration function                                        | 

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

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                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(RESET);

   if(BarsCalculated(Ind_Handle)<Bars(Symbol(),TimeFrame)) return(prev_calculated);



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

   double Ind[1],Col[1];

   int limit,bar;

   datetime IndTime[1];

   static double LastInd=0.0;

   static uint LastCountBar;



//---- @0AGQBK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8

//AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2

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

     {

      limit=rates_total-min_rates_total-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

      LastCountBar=rates_total;

     }

   else limit=int(LastCountBar)+rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2 



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(time,true);



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

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

     {

      //---- >1=C;8< A>45@68<>5 8=48:0B>@=KE 1CD5@>2 4> @0AGQB0

      IndBuffer[bar]=EMPTY_VALUE;



      //---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82 IndTime

      if(CopyTime(Symbol_,TimeFrame,time[bar],1,IndTime)<=0) return(RESET);

      

      if(time[bar]>=IndTime[0] && time[bar+1]<IndTime[0])

        {

         LastCountBar=bar;

         

         //---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82 Ind

         if(CopyBuffer(Ind_Handle,0,time[bar],1,Ind)<=0) return(RESET);

         if(CopyBuffer(Ind_Handle,1,time[bar],1,Col)<=0) return(RESET);

         

         IndBuffer[bar]=Ind[0];

         ColorIndBuffer[bar]=Col[0]; 

        }

      else

        {

         IndBuffer[bar]=IndBuffer[bar+1];

         ColorIndBuffer[bar]=ColorIndBuffer[bar+1]; 

        }

     }

//----     

   return(rates_total);

  }

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

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