XRSI_Histogram_Vol

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

//|                                           XRSI_Histogram_Vol.mq5 | 

//|                               Copyright © 2018, Nikolay Kositsin | 

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

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

#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 6

#property indicator_buffers 6 

//---- 8A?>;L7>20=> ?OBL 3@0D8G5A:8E ?>AB@>5=89

#property indicator_plots   5

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

//|  >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 <0:A8<C<0          |

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

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

#property indicator_type1   DRAW_LINE

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

#property indicator_color1 clrDeepSkyBlue

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

#property indicator_style1  STYLE_DASHDOTDOT

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

#property indicator_width1  1

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

#property indicator_label1  "XRSI_Histogram_Vol Max"

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

//|  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= Blue F25B

#property indicator_color2 clrBlue

//---- ;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 1

#property indicator_width2  1

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

#property indicator_label2  "XRSI_Histogram_Vol Res"

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

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

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

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

#property indicator_type3   DRAW_COLOR_HISTOGRAM

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

#property indicator_color3  clrLime,clrTeal,clrMediumPurple,clrBrown,clrMagenta

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

#property indicator_style3 STYLE_SOLID

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

#property indicator_width3 2

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

#property indicator_label3  "XRSI_Histogram_Vol"

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

//|  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= Blue F25B

#property indicator_color4 clrBlue

//---- ;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  "XRSI_Histogram_Vol Supr"

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

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

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

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

#property indicator_type5   DRAW_LINE

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

#property indicator_color5 clrDeepSkyBlue

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

#property indicator_style5  STYLE_DASHDOTDOT

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

#property indicator_width5  1

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

#property indicator_label5  "XRSI_Histogram_Vol Min"

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

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

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

#include <SmoothAlgorithms.mqh> 

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

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

CXMA XMA1,XMA2;

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

//|  >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

  }; */

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

//|  %+  " + "            |

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

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

input ENUM_APPLIED_PRICE  RSIPrice=PRICE_CLOSE;     // F5=0

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

input int                 HighLevel2=+20;           // C@>25=L ?5@5:C?;5==>AB8 2

input int                 HighLevel1=+15;           // C@>25=L ?5@5:C?;5==>AB8 1

input int                 LowLevel1=-15;            // C@>25=L ?5@5?@>40==>AB8 1

input int                 LowLevel2=-20;            // C@>25=L ?5@5?@>40==>AB8 2

input Smooth_Method       MA_SMethod=MODE_SMA_;     // 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 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 UpIndBuffer[],DnIndBuffer[];

double MaxIndBuffer[],MinIndBuffer[];

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

int RSI_Handle;

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

int  min_rates_total,min_rates_1;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

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

   min_rates_1=int(RSIPeriod);

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

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

   RSI_Handle=iRSI(NULL,0,RSIPeriod,RSIPrice);

   if(RSI_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }   

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

   SetIndexBuffer(0,MaxIndBuffer,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(MaxIndBuffer,true);

   

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

   SetIndexBuffer(1,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:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(2,IndBuffer,INDICATOR_DATA);

//---- >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);

//---- 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(3,ColorIndBuffer,INDICATOR_COLOR_INDEX);

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

   ArraySetAsSeries(ColorIndBuffer,true);

   

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

   SetIndexBuffer(4,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);

   

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

   SetIndexBuffer(5,MinIndBuffer,INDICATOR_DATA);

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

   PlotIndexSetInteger(4,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(4,PLOT_EMPTY_VALUE,EMPTY_VALUE);

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

   PlotIndexSetInteger(4,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(4,PLOT_SHOW_DATA,false);

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

   ArraySetAsSeries(MinIndBuffer,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,"XRSI_Histogram_Vol("+string(RSIPeriod)+")");

//--- >?@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(RSI_Handle)<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=maxbar; // 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  

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

   else ArraySetAsSeries(Volume,true);



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

   if(CopyBuffer(RSI_Handle,0,0,to_copy,IndBuffer)<=0) return(RESET);



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

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

     {

      IndBuffer[bar]-=50; //A428305< 7=0G5=85 RSI =0 50 2=87 (45;05< 8=48:0B>@ A8<<5B@8G=K< >B=>A8B5;L=> >A8 2@5<5=8)     

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

      else vol=double(Volume[bar]);

      IndBuffer[bar]*=vol; //4><=>605< 7=0G5=85 RSI =0 >1JQ<

      IndBuffer[bar]=XMA1.XMASeries(maxbar,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,IndBuffer[bar],bar,true); //CA@54=O5< @57C;LB0B     

      xvol=XMA2.XMASeries(maxbar,prev_calculated,rates_total,MA_SMethod,MA_Phase,MA_Length,vol,bar,true);  //CA@54=O5< >1JQ<  

      MaxIndBuffer[bar]=HighLevel2*xvol;

      UpIndBuffer[bar]=HighLevel1*xvol;

      DnIndBuffer[bar]=LowLevel1*xvol;

      MinIndBuffer[bar]=LowLevel2*xvol;

      //----

      int clr=2.0;

      if(IndBuffer[bar]>MaxIndBuffer[bar]) clr=0.0;

      else if(IndBuffer[bar]>UpIndBuffer[bar]) clr=1.0;

      else if(IndBuffer[bar]<MinIndBuffer[bar]) clr=4.0;

      else if(IndBuffer[bar]<DnIndBuffer[bar]) clr=3.0;

      ColorIndBuffer[bar]=clr;

     }

//----    

   return(rates_total);

  }

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