XWPR_Histogram_Vol_Direct_HTF

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

//|                                XWPR_Histogram_Vol_Direct_HTF.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   "1.12"

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

#property indicator_separate_window 

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

#property indicator_buffers 8 

//---- 8A?>;L7>20=> H5ABL 3@0D8G5A:8E ?>AB@>5=89

#property indicator_plots   6

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

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

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

#define RESET 0                                       // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AG5B 8=48:0B>@0

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

#define SIZE 8                                        // >=AB0=B0 4;O :>;8G5AB20 2K7>2>2 DC=:F88 CountLine

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

//|  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  "WPR_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  "WPR_Histogram_Vol Res"

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

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

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

//---- >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,clrOrange

//---- ;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  "WPR_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  "WPR_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  "WPR_Histogram_Vol Min"

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

//|  0@0<5B@K >B@8A>2:8 7=0G:>2            |

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

//---- >B@8A>2:0 8=48:0B>@0 6 2 2845 F25B=>3> A8<2>;0

#property indicator_type6   DRAW_COLOR_ARROW

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

#property indicator_color6  clrDodgerBlue,clrDeepPink

//---- B>;I8=0 ;8=88 8=48:0B>@0 6 @02=0 1

#property indicator_width6  1

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

#property indicator_label6  "XWPR_Histogram_Vol_Direct"

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

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

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

enum Smooth_Method

  {

   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

  };

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0            |

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

input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4;          // 5@8>4 3@0D8:0

input uint                WPRPeriod=14;             // ?5@8>4 8=48:0B>@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_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 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 ExtLineBuffer1[],ExtLineBuffer2[],ExtLineBuffer3[],ExtLineBuffer4[],ExtLineBuffer5[],ExtLineBuffer6[],ExtLineBuffer7[],ExtLineBuffer8[];

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_total;

//--- >1JO2;5=85 F5;>G8A;5==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()

  {

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

   min_rates_total=2;

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

   Ind_Handle=iCustom(Symbol(),TimeFrame,INDICATOR_NAME,WPRPeriod,VolumeType,HighLevel2,HighLevel1,LowLevel1,LowLevel2,MA_SMethod,MA_Length,MA_Phase,0);

   if(Ind_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }

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

   SetIndexBuffer(0,ExtLineBuffer1,INDICATOR_DATA);

   SetIndexBuffer(1,ExtLineBuffer2,INDICATOR_DATA);

   SetIndexBuffer(2,ExtLineBuffer3,INDICATOR_DATA);

   SetIndexBuffer(3,ExtLineBuffer4,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(4,ExtLineBuffer5,INDICATOR_DATA);

   SetIndexBuffer(5,ExtLineBuffer6,INDICATOR_DATA);

   SetIndexBuffer(6,ExtLineBuffer7,INDICATOR_DATA);

   SetIndexBuffer(7,ExtLineBuffer8,INDICATOR_COLOR_INDEX);

//---- CAB0=>2:0 ?>78F88, A :>B>@>9 =0G8=05BAO >B@8A>2:0 C@>2=59

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(5,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- 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);

   PlotIndexSetInteger(1,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(2,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(3,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(4,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(5,PLOT_SHOW_DATA,false);

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

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);

   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);

   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);

   PlotIndexSetInteger(4,PLOT_SHIFT,Shift);

   PlotIndexSetInteger(5,PLOT_SHIFT,Shift);

//---- 2K1>@ A8<2>;0 4;O >B@8A>2:8

   PlotIndexSetInteger(5,PLOT_ARROW,171);

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

   ArraySetAsSeries(ExtLineBuffer1,true);

   ArraySetAsSeries(ExtLineBuffer2,true);

   ArraySetAsSeries(ExtLineBuffer3,true);

   ArraySetAsSeries(ExtLineBuffer4,true);

   ArraySetAsSeries(ExtLineBuffer5,true);

   ArraySetAsSeries(ExtLineBuffer6,true);

   ArraySetAsSeries(ExtLineBuffer7,true);

   ArraySetAsSeries(ExtLineBuffer8,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

   string shortname;

   StringConcatenate(shortname,INDICATOR_NAME"(",GetStringTimeframe(TimeFrame),")");

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

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

   if(!TimeFramesCheck(INDICATOR_NAME,TimeFrame)) return(RESET);

//--- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AG5B0

   if(rates_total<min_rates_total) return(RESET);

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

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

   ArraySetAsSeries(time,true);

//--- >A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

   if(!CountIndicator(0,NULL,TimeFrame,Ind_Handle,0,ExtLineBuffer1,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(1,NULL,TimeFrame,Ind_Handle,1,ExtLineBuffer2,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(2,NULL,TimeFrame,Ind_Handle,2,ExtLineBuffer3,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(3,NULL,TimeFrame,Ind_Handle,3,ExtLineBuffer4,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(4,NULL,TimeFrame,Ind_Handle,4,ExtLineBuffer5,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(5,NULL,TimeFrame,Ind_Handle,5,ExtLineBuffer6,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(6,NULL,TimeFrame,Ind_Handle,6,ExtLineBuffer7,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

   if(!CountIndicator(7,NULL,TimeFrame,Ind_Handle,7,ExtLineBuffer8,time,rates_total,prev_calculated,min_rates_total)) return(RESET);

//---         

   return(rates_total);

  }

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

//| CountLine                                                        |

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

bool CountIndicator(uint     Numb,            // ><5@ DC=:F88 CountLine ?> A?8A:C 2 :>45 8=48:0B>@0 (AB0@B>2K9 =><5@ - 0)

                    string   Symb,            // !8<2>; 3@0D8:0

                    ENUM_TIMEFRAMES TFrame,   // 5@8>4 3@0D8:0

                    int      IndHandle,       // %5=4; >1@010BK205<>3> 8=48:0B>@0

                    uint     BuffNumb,        // ><5@ 1CD5@0 >1@010BK205<>3> 8=48:0B>@0

                    double&  IndBuf[],        // @85<=K9 1CD5@ 8=48:0B>@0

                    const datetime& iTime[],  // "09<A5@8O 2@5<5=8

                    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 int Min_Rates_Total)// <8=8<0;L=>5 :>;8G5AB2> 8AB>@88 2 10@0E 4;O @0AG5B0

  {

//---

   static int LastCountBar[SIZE];

   datetime IndTime[1];

   int limit;

//--- @0AG5BK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE

//--- 8 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

      LastCountBar[Numb]=limit;

     }

   else limit=LastCountBar[Numb]+Rates_Total-Prev_Calculated; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2 

//--- >A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

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

     {

      //--- >1=C;8< A>45@68<>5 8=48:0B>@=KE 1CD5@>2 4> @0AG5B0

      IndBuf[bar]=0.0;

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

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

      //---

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

        {

         LastCountBar[Numb]=bar;

         double Arr[1];

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

         if(CopyBuffer(IndHandle,BuffNumb,iTime[bar],1,Arr)<=0) return(RESET);

         IndBuf[bar]=Arr[0];

        }

      else IndBuf[bar]=IndBuf[bar+1];

     }

//---     

   return(true);

  }

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

//| TimeFramesCheck()                                                |

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

bool TimeFramesCheck(string IndName,

                     ENUM_TIMEFRAMES TFrame) // 5@8>4 3@0D8:0 8=48:0B>@0

  {

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

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

     {

      Comment("5@8>4 3@0D8:0 4;O 8=48:0B>@0 "+IndName+" =5 <>65B 1KBL <5=LH5 ?5@8>40 B5:CI53> 3@0D8:0! \n !;54C5B 87<5=8BL 2E>4=K5 ?0@0<5B@K 8=48:0B>@0!");

      return(RESET);

     }

//---

   return(true);

  }

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