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//+------------------------------------------------------------------+ //| Volume with Custom Moving Average.mq4 | //| Copyright ?2004, MetaQuotes Software Corp. | //| http://www./ | //+------------------------------------------------------------------+ #property copyright "Copyright ?2004, MetaQuotes Software Corp. Modified RonT" #property link "http://www./" #property indicator_separate_window #property indicator_buffers 3 #property indicator_color1 Red #property indicator_color2 Green #property indicator_color3 White // User input extern int MA_Period=13; extern int MA_Shift=0; extern int MA_Method=0; // Buffers double VolBuffer1[]; // value down double VolBuffer2[]; // value up double VolBuffer3[]; // moving average //---- int ExtCountedBars=0; int lastcolor=0; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { int draw_begin; string short_name; // indicator buffers mapping, drawing settings and Shift // Histogram downArrow Red SetIndexBuffer(0,VolBuffer1); SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexShift(0,MA_Shift); // Histogram upArrow Green SetIndexBuffer(1,VolBuffer2); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexShift(1,MA_Shift); // Moving average line white SetIndexBuffer(2,VolBuffer3); SetIndexStyle(2,DRAW_LINE); SetIndexShift(2,MA_Shift); IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)); if(MA_Period<2) MA_Period=2; draw_begin=MA_Period-1; switch(MA_Method) { case 1 : short_name="EMA(" ; draw_begin=0; break; case 2 : short_name="SMMA("; break; case 3 : short_name="LWMA("; break; default : short_name="SMA(" ; MA_Method=0; } IndicatorShortName(short_name+MA_Period+")"); SetIndexDrawBegin(0,draw_begin); return(0); } //+------------------------------------------------------------------+ //| Main | //+------------------------------------------------------------------+ int start() { if(Bars<=MA_Period) return(0); ExtCountedBars=IndicatorCounted(); // check for possible errors if (ExtCountedBars<0) return(-1); // last counted bar will be recounted if (ExtCountedBars>0) ExtCountedBars--; switch(MA_Method) { case 0 : sma(); break; case 1 : ema(); break; case 2 : smma(); break; case 3 : lwma(); } return(0); } //+------------------------------------------------------------------+ //| Simple Moving Average | //+------------------------------------------------------------------+ void sma() { double sum=0; int i,pos=Bars-ExtCountedBars-1; // initial accumulation if(pos<MA_Period) pos=MA_Period; for(i=1;i<MA_Period;i++,pos--) sum+=Volume[pos]; while(pos>=0) { sum+=Volume[pos]; VolBuffer3[pos]=sum/MA_Period; sum-=Volume[pos+MA_Period-1]; Vcolor(pos); pos--; } // zero initial bars if(ExtCountedBars<1) for(i=1;i<MA_Period;i++) VolBuffer1[Bars-i]=0; } //+------------------------------------------------------------------+ //| Exponential Moving Average | //+------------------------------------------------------------------+ void ema() { double pr=2.0/(MA_Period+1); int pos=Bars-2; if(ExtCountedBars>2) pos=Bars-ExtCountedBars-1; while(pos>=0) { if(pos==Bars-2) VolBuffer3[pos+1]=Volume[pos+1]; VolBuffer3[pos]=Volume[pos]*pr+VolBuffer3[pos+1]*(1-pr); Vcolor(pos); pos--; } } //+------------------------------------------------------------------+ //| Smoothed Moving Average | //+------------------------------------------------------------------+ void smma() { double sum=0; int i,k,pos=Bars-ExtCountedBars+1; pos=Bars-MA_Period; if(pos>Bars-ExtCountedBars) pos=Bars-ExtCountedBars; while(pos>=0) { if(pos==Bars-MA_Period) { // initial accumulation for(i=0,k=pos;i<MA_Period;i++,k++) { sum+=Volume[k]; // zero initial bars VolBuffer3[k]=0; } } else sum=VolBuffer3[pos+1]*(MA_Period-1)+Volume[pos]; VolBuffer3[pos]=sum/MA_Period; pos--; } } //+------------------------------------------------------------------+ //| Linear Weighted Moving Average | //+------------------------------------------------------------------+ void lwma() { double sum=0.0,lsum=0.0; double price; int i,weight=0,pos=Bars-ExtCountedBars-1; //---- initial accumulation if(pos<MA_Period) pos=MA_Period; for(i=1;i<=MA_Period;i++,pos--) { price=Volume[pos]; sum+=price*i; lsum+=price; weight+=i; } //---- main calculation loop pos++; i=pos+MA_Period; while(pos>=0) { VolBuffer3[pos]=sum/weight; if(pos==0) break; pos--; i--; price=Volume[pos]; sum=sum-lsum+price*MA_Period; lsum-=Volume[i]; lsum+=price; } //---- zero initial bars if(ExtCountedBars<1) for(i=1;i<MA_Period;i++) VolBuffer3[Bars-i]=0; } //+------------------------------------------------------------------+ //| Color depends on gain or loss and previous volume | //+------------------------------------------------------------------+ // 1 - histo down red // 2 - histo up green // 3 - line white void Vcolor(int p) { if (Volume[p+1]>Volume[p]) { VolBuffer1[p]=Volume[p]; VolBuffer2[p]=0; lastcolor=Red; } if (Volume[p+1]<Volume[p]) { VolBuffer1[p]=0; VolBuffer2[p]=Volume[p]; lastcolor=Green; } if (Volume[p+1]==Volume[p]) { if ( lastcolor==Red ) { VolBuffer1[p]=Volume[p]; VolBuffer2[p]=0; } if ( lastcolor==Green ) { VolBuffer1[p]=0; VolBuffer2[p]=Volume[p]; } } } //+------------------------------------------------------------------+ |
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