WVF

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

//|                                                          WVF.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 "William's Vix Fix indicator"

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   1

//--- plot WVF

#property indicator_label1  "WVF"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrLimeGreen,clrOrangeRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- enums

enum ENUM_DRAWING_STYLE

  {

   STYLE_DRAW_LINE   =  DRAW_COLOR_LINE,     // Line

   STYLE_DRAW_HIST   =  DRAW_COLOR_HISTOGRAM // Histogramm

  };

//--- input parameters

input uint                 InpPeriod      =  22;               // Period

input ENUM_DRAWING_STYLE   InpDrawingType =  STYLE_DRAW_LINE;  // Drawing style

//--- indicator buffers

double         BufferWVF[];

double         BufferColors[];

//--- global variables

int            period;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

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

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferWVF,INDICATOR_DATA);

   SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"WVF("+(string)period+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   PlotIndexSetInteger(0,PLOT_DRAW_TYPE,InpDrawingType);

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferWVF,true);

   ArraySetAsSeries(BufferColors,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[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   if(rates_total<period) return 0;

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

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period-2;

      ArrayInitialize(BufferWVF,EMPTY_VALUE);

     }

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

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

     {

      int h=HighestClose(period,i);

      if(h==WRONG_VALUE) continue;

      double max=close[h];

      BufferWVF[i]=(max>0 ? 100*(max-low[i])/max : 0);

      BufferColors[i]=(BufferWVF[i]>BufferWVF[i+1] ? 1 : 0);

     }



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

   return(rates_total);

  }

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

//| >72@0I05B 8=45:A <0:A8<0;L=>3> 7=0G5=8O B09<A5@88               |

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

int HighestClose(const int count,const int start)

  {

   double array[];

   ArraySetAsSeries(array,true);

   if(CopyClose(NULL,PERIOD_CURRENT,start,count,array)==count)

      return ArrayMaximum(array)+start;

   return WRONG_VALUE;

  }

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