XCCI_Candle_Vol

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

//|                                                 XCCI_Candle_Vol.mq5 | 

//|                                  Copyright © 2018, 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 © 2018, Nikolay Kositsin"

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

//---- =><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 9

#property indicator_buffers 9 

//---- 8A?>;L7>20=> G5BK@5 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   4

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

//|  >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

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

//| 0@0<5B@K >B@8A>2:8 >1;0:0              |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 >1;0:0

#property indicator_type1   DRAW_FILLING

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= F25B Lavender

#property indicator_color1 clrLavender

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

#property indicator_label1  "XCCI_Candle_Vol Channel"

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

//|  0@0<5B@K >B@8A>2:8 C@>2=O Res         |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type2   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= 75;Q=K9 F25B

#property indicator_color2 clrTeal

//---- ;8=8O 8=48:0B>@0 - HB@8E-?C=:B8@

#property indicator_style2  STYLE_DASHDOTDOT

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

#property indicator_width2  1

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

#property indicator_label2  "XCCI_Candle_Vol Res"

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

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

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

//---- 2 :0G5AB25 8=48:0B>@0 8A?>;L7>20=K F25B=K5 A25G8

#property indicator_type3   DRAW_COLOR_CANDLES

#property indicator_color3  clrAqua,clrBlue,clrTeal,clrOrangeRed,clrBrown,clrGold

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

#property indicator_label3  "XCCI_Candle_Vol Open;XCCI_Candle_Vol High;XCCI_Candle_Vol Low;XCCI_Candle_Vol Close"

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

//|  0@0<5B@K >B@8A>2:8 C@>2=O Supr        |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type4   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= 103@O=K9 F25B

#property indicator_color4 clrCrimson

//---- ;8=8O 8=48:0B>@0 - HB@8E-?C=:B8@

#property indicator_style4  STYLE_DASHDOTDOT

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 1

#property indicator_width4  1

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

#property indicator_label4  "XCCI_Candle_Vol Supr"

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

//|  ?8A0=85 :;0AA0 CXMA                   |

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

#include <SmoothAlgorithms.mqh> 

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA0 CXMA 87 D09;0 SmoothAlgorithms.mqh

CXMA XMAO,XMAH,XMAL,XMAC,XMAV;

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

//|  >1JO2;5=85 ?5@5G8A;5=89                |

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

/*enum Smooth_Method - ?5@5G8A;5=85 >1JO2;5=> 2 D09;5 SmoothAlgorithms.mqh

  {

   MODE_SMA_,  // SMA

   MODE_EMA_,  // EMA

   MODE_SMMA_, // SMMA

   MODE_LWMA_, // LWMA

   MODE_JJMA,  // JJMA

   MODE_JurX,  // JurX

   MODE_ParMA, // ParMA

   MODE_T3,    // T3

   MODE_VIDYA, // VIDYA

   MODE_AMA    // AMA

  }; */

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

//| 0@0<5B@K >B>1@065=8O 3>@87>=B0;L=KE C@>2=59 |

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

#property indicator_level1 0.0

#property indicator_levelcolor clrBlue

#property indicator_levelstyle STYLE_SOLID

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

//|  %+  " + "            |

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

input uint                CCIPeriod=14;             // ?5@8>4 8=48:0B>@0

input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK;   // >1JQ< 

input int                 HighLevel=+50;            // C@>25=L ?5@5:C?;5==>AB8

input int                 LowLevel=-50;             // C@>25=L ?5@5?@>40==>AB8

input uint                Gap=10;                   // @07<5@ =5CG8BK205<>3> 3M?0 2 ?C=:B0E

input Smooth_Method       MA_SMethod=MODE_T3;       // 5B>4 CA@54=5=8O

input uint                MA_Length=12;             // ;C18=0 A3;06820=8O                    

input int                 MA_Phase=15;              // ?0@0<5B@ ?5@2>3> A3;06820=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input int                 Shift=0;                  // !4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

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



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

int  min_rates_total,min_rates_1;

//---- >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 OpenBuffer[],HighBuffer[],LowBuffer[],CloseBuffer[],ColorBuffer[];

double UpIndBuffer[],DnIndBuffer[];

double UpCldIndBuffer[],DnCldIndBuffer[];

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

int CCI_Handle[4];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

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

   min_rates_1=int(CCIPeriod);

   min_rates_total=min_rates_1+GetStartBars(MA_SMethod,MA_Length,MA_Phase);

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 iCCI 1

   CCI_Handle[0]=iCCI(NULL,0,CCIPeriod,PRICE_OPEN);

   if(CCI_Handle[0]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iCCI 1");

      return(INIT_FAILED);

     }

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 iCCI 2

   CCI_Handle[1]=iCCI(NULL,0,CCIPeriod,PRICE_HIGH);

   if(CCI_Handle[1]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iCCI 2");

      return(INIT_FAILED);

     }

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 iCCI 3

   CCI_Handle[2]=iCCI(NULL,0,CCIPeriod,PRICE_LOW);

   if(CCI_Handle[2]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iCCI 3");

      return(INIT_FAILED);

     }

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

   CCI_Handle[3]=iCCI(NULL,0,CCIPeriod,PRICE_CLOSE);

   if(CCI_Handle[3]==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }



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

   SetIndexBuffer(0,UpCldIndBuffer,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);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 ?> 3>@87>=B0;8

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);

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

   ArraySetAsSeries(UpCldIndBuffer,true);

   

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

   SetIndexBuffer(1,DnCldIndBuffer,INDICATOR_DATA);

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

   ArraySetAsSeries(DnCldIndBuffer,true);

   

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

   SetIndexBuffer(2,UpIndBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(1,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(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 ?> 3>@87>=B0;8

   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(1,PLOT_SHOW_DATA,false);

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

   ArraySetAsSeries(UpIndBuffer,true);



//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(3,OpenBuffer,INDICATOR_DATA);

   SetIndexBuffer(4,HighBuffer,INDICATOR_DATA);

   SetIndexBuffer(5,LowBuffer,INDICATOR_DATA);

   SetIndexBuffer(6,CloseBuffer,INDICATOR_DATA);



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

   SetIndexBuffer(7,ColorBuffer,INDICATOR_COLOR_INDEX);



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

   ArraySetAsSeries(OpenBuffer,true);

   ArraySetAsSeries(HighBuffer,true);

   ArraySetAsSeries(LowBuffer,true);

   ArraySetAsSeries(CloseBuffer,true);

   ArraySetAsSeries(ColorBuffer,true);



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

   PlotIndexSetInteger(2,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(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 ?> 3>@87>=B0;8

   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(2,PLOT_SHOW_DATA,false);



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

   SetIndexBuffer(8,DnIndBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(3,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(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 ?> 3>@87>=B0;8

   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(3,PLOT_SHOW_DATA,false);

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

   ArraySetAsSeries(DnIndBuffer,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,"XCCI_Candle_Vol("+string(CCIPeriod)+")");

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

   IndicatorSetInteger(INDICATOR_DIGITS,0);

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

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator 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(BarsCalculated(CCI_Handle[0])<rates_total

      || BarsCalculated(CCI_Handle[1])<rates_total

      || BarsCalculated(CCI_Handle[2])<rates_total

      || BarsCalculated(CCI_Handle[3])<rates_total

      || rates_total<min_rates_total) return(RESET);



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

   int to_copy,limit,bar,maxbar;

   double vol,xvol;

   

   maxbar=rates_total-min_rates_1-1;

//---- @0AG5B AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AG5B0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total-1; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

     }

   else limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2



   to_copy=limit+1;



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

   ArraySetAsSeries(Close,true);

   ArraySetAsSeries(Open,true); 

   if(VolumeType==VOLUME_TICK) ArraySetAsSeries(Tick_Volume,true);

   else ArraySetAsSeries(Volume,true);



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

   if(CopyBuffer(CCI_Handle[0],0,0,to_copy,OpenBuffer)<=0) return(RESET);

   if(CopyBuffer(CCI_Handle[1],0,0,to_copy,HighBuffer)<=0) return(RESET);

   if(CopyBuffer(CCI_Handle[2],0,0,to_copy,LowBuffer)<=0) return(RESET);

   if(CopyBuffer(CCI_Handle[3],0,0,to_copy,CloseBuffer)<=0) return(RESET);



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

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

     {

      //---- 8A?@02;O5< 7=0G5=8O CCI

      double Max=MathMax(OpenBuffer[bar],CloseBuffer[bar]);

      Max=MathMax(Max,LowBuffer[bar]);

      Max=MathMax(Max,HighBuffer[bar]);

      double Min=MathMin(OpenBuffer[bar],CloseBuffer[bar]);

      Min=MathMin(Min,LowBuffer[bar]);

      Min=MathMin(Min,HighBuffer[bar]);

      HighBuffer[bar]=Max;

      LowBuffer[bar]=Min;



      if(VolumeType==VOLUME_TICK) vol=double(Tick_Volume[bar]);

      else vol=double(Volume[bar]);



      //---- 4><=>605< 7=0G5=85 CCI =0 >1JQ<

      OpenBuffer[bar]*=vol;

      HighBuffer[bar]*=vol;

      LowBuffer[bar]*=vol;

      CloseBuffer[bar]*=vol;

      

      OpenBuffer[bar]=XMAO.XMASeries(maxbar,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,OpenBuffer[bar],bar,true); //CA@54=O5< B09<A5@88 

      HighBuffer[bar]=XMAH.XMASeries(maxbar,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,HighBuffer[bar],bar,true); //CA@54=O5< B09<A5@88 

      LowBuffer[bar]=XMAL.XMASeries(maxbar,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,LowBuffer[bar],bar,true); //CA@54=O5< B09<A5@88 

      CloseBuffer[bar]=XMAC.XMASeries(maxbar,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,CloseBuffer[bar],bar,true); //CA@54=O5< B09<A5@88 

      xvol=XMAV.XMASeries(maxbar,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,vol,bar,true);  //CA@54=O5< >1JQ<  

      //---- 8A?@02;O5< 7=0G5=8O CCI

      if(MathAbs(Open[bar]-Close[bar])<=Gap) OpenBuffer[bar]=CloseBuffer[bar+1];



      UpIndBuffer[bar]=UpCldIndBuffer[bar]=HighLevel*xvol;

      DnIndBuffer[bar]=DnCldIndBuffer[bar]=LowLevel*xvol;



      int clr=2.0;

      if(CloseBuffer[bar]>UpIndBuffer[bar])

        {

         if(CloseBuffer[bar]>=OpenBuffer[bar]) clr=0.0;

         else  clr=1.0;

        }

      else if(CloseBuffer[bar]<DnIndBuffer[bar])

        {

         if(CloseBuffer[bar]<=OpenBuffer[bar]) clr=5.0;

         else  clr=4.0;

        }

      else

        {

         if(CloseBuffer[bar]>=OpenBuffer[bar]) clr=2.0;

         else  clr=3.0;

        }

      ColorBuffer[bar]=clr;

     }

//----    

   return(rates_total);

  }

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