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saherelm
2024-07-19 08:08:26 +03:30
parent 70f2435c44
commit b038cc0b7e
11 changed files with 3482 additions and 308 deletions
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Indicators/vwap.mq5
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//+------------------------------------------------------------------+
//| VWAP.mq5 |
//| Copyright 2015, SOL Digital Consultoria LTDA |
//| http://www.soldigitalconsultoria.com.br |
//+------------------------------------------------------------------+
#property copyright "Copyright 2015, SOL Digital Consultoria LTDA"
#property link "http://www.soldigitalconsultoria.com.br"
#property version "1.47"
#property indicator_chart_window
#property indicator_buffers 8
#property indicator_plots 8
//--- plot VWAP
#property indicator_label1 "VWAP Daily"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_DASH
#property indicator_width1 2
#property indicator_label2 "VWAP Weekly"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrBlue
#property indicator_style2 STYLE_DASH
#property indicator_width2 2
#property indicator_label3 "VWAP Monthly"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrGreen
#property indicator_style3 STYLE_DASH
#property indicator_width3 2
#property indicator_label4 "VWAP Level 01"
#property indicator_type4 DRAW_LINE
#property indicator_color4 clrGray
#property indicator_style4 STYLE_DASH
#property indicator_width4 2
#property indicator_label5 "VWAP Level 02"
#property indicator_type5 DRAW_LINE
#property indicator_color5 clrYellow
#property indicator_style5 STYLE_DASH
#property indicator_width5 2
#property indicator_label6 "VWAP Level 03"
#property indicator_type6 DRAW_LINE
#property indicator_color6 clrGreen
#property indicator_style6 STYLE_DASH
#property indicator_width6 2
#property indicator_label7 "VWAP Level 04"
#property indicator_type7 DRAW_LINE
#property indicator_color7 clrBlack
#property indicator_style7 STYLE_DASH
#property indicator_width7 2
#property indicator_label8 "VWAP Level 05"
#property indicator_type8 DRAW_LINE
#property indicator_color8 clrBlue
#property indicator_style8 STYLE_DASH
#property indicator_width8 2
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
enum DATE_TYPE
{
DAILY,
WEEKLY,
MONTHLY
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
enum PRICE_TYPE
{
OPEN,
CLOSE,
HIGH,
LOW,
OPEN_CLOSE,
HIGH_LOW,
CLOSE_HIGH_LOW,
OPEN_CLOSE_HIGH_LOW
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
datetime CreateDateTime(DATE_TYPE nReturnType=DAILY,datetime dtDay=D'2000.01.01 00:00:00',int pHour=0,int pMinute=0,int pSecond=0)
{
datetime dtReturnDate;
MqlDateTime timeStruct;
TimeToStruct(dtDay,timeStruct);
timeStruct.hour = pHour;
timeStruct.min = pMinute;
timeStruct.sec = pSecond;
dtReturnDate=(StructToTime(timeStruct));
if(nReturnType==WEEKLY)
{
while(timeStruct.day_of_week!=0)
{
dtReturnDate=(dtReturnDate-86400);
TimeToStruct(dtReturnDate,timeStruct);
}
}
if(nReturnType==MONTHLY)
{
timeStruct.day=1;
dtReturnDate=(StructToTime(timeStruct));
}
return dtReturnDate;
}
sinput string Indicator_Name="Volume Weighted Average Price (VWAP)";
input PRICE_TYPE Price_Type = CLOSE_HIGH_LOW;
input bool Enable_Daily = true;
input bool Enable_Weekly = true;
input bool Enable_Monthly = true;
input bool Enable_Level_01 = false;
input int VWAP_Level_01_Period = 5;
input bool Enable_Level_02 = false;
input int VWAP_Level_02_Period = 13;
input bool Enable_Level_03 = false;
input int VWAP_Level_03_Period = 20;
input bool Enable_Level_04 = false;
input int VWAP_Level_04_Period = 30;
input bool Enable_Level_05 = false;
input int VWAP_Level_05_Period = 40;
bool Show_Daily_Value = true;
bool Show_Weekly_Value = true;
bool Show_Monthly_Value = true;
double VWAP_Buffer_Daily[];
double VWAP_Buffer_Weekly[];
double VWAP_Buffer_Monthly[];
double VWAP_Buffer_01[];
double VWAP_Buffer_02[];
double VWAP_Buffer_03[];
double VWAP_Buffer_04[];
double VWAP_Buffer_05[];
double nPriceArr[];
double nTotalTPV[];
double nTotalVol[];
double nSumDailyTPV = 0, nSumWeeklyTPV = 0, nSumMonthlyTPV = 0;
double nSumDailyVol = 0, nSumWeeklyVol = 0, nSumMonthlyVol = 0;
int nIdxDaily=0,nIdxWeekly=0,nIdxMonthly=0,nIdx=0;
bool bIsFirstRun=true;
ENUM_TIMEFRAMES LastTimePeriod=PERIOD_MN1;
string sDailyStr = "";
string sWeeklyStr = "";
string sMonthlyStr = "";
string sLevel01Str = "";
string sLevel02Str = "";
string sLevel03Str = "";
string sLevel04Str = "";
string sLevel05Str = "";
datetime dtLastDay=CreateDateTime(DAILY),dtLastWeek=CreateDateTime(WEEKLY),dtLastMonth=CreateDateTime(MONTHLY);
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int OnInit()
{
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
SetIndexBuffer(0,VWAP_Buffer_Daily,INDICATOR_DATA);
SetIndexBuffer(1,VWAP_Buffer_Weekly,INDICATOR_DATA);
SetIndexBuffer(2,VWAP_Buffer_Monthly,INDICATOR_DATA);
SetIndexBuffer(3,VWAP_Buffer_01,INDICATOR_DATA);
SetIndexBuffer(4,VWAP_Buffer_02,INDICATOR_DATA);
SetIndexBuffer(5,VWAP_Buffer_03,INDICATOR_DATA);
SetIndexBuffer(6,VWAP_Buffer_04,INDICATOR_DATA);
SetIndexBuffer(7,VWAP_Buffer_05,INDICATOR_DATA);
ObjectCreate(0,"VWAP_Daily",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Daily",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Daily",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Daily",OBJPROP_YDISTANCE,40);
ObjectSetInteger(0,"VWAP_Daily",OBJPROP_COLOR,indicator_color1);
ObjectSetInteger(0,"VWAP_Daily",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Daily",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Daily",OBJPROP_TEXT," ");
ObjectCreate(0,"VWAP_Weekly",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_YDISTANCE,60);
ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_COLOR,indicator_color2);
ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Weekly",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Weekly",OBJPROP_TEXT," ");
ObjectCreate(0,"VWAP_Monthly",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_YDISTANCE,80);
ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_COLOR,indicator_color3);
ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Monthly",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Monthly",OBJPROP_TEXT," ");
ObjectCreate(0,"VWAP_Level_01",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Level_01",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Level_01",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Level_01",OBJPROP_YDISTANCE,100);
ObjectSetInteger(0,"VWAP_Level_01",OBJPROP_COLOR,indicator_color4);
ObjectSetInteger(0,"VWAP_Level_01",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Level_01",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Level_01",OBJPROP_TEXT," ");
ObjectCreate(0,"VWAP_Level_02",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Level_02",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Level_02",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Level_02",OBJPROP_YDISTANCE,120);
ObjectSetInteger(0,"VWAP_Level_02",OBJPROP_COLOR,indicator_color5);
ObjectSetInteger(0,"VWAP_Level_02",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Level_02",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Level_02",OBJPROP_TEXT," ");
ObjectCreate(0,"VWAP_Level_03",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Level_03",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Level_03",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Level_03",OBJPROP_YDISTANCE,140);
ObjectSetInteger(0,"VWAP_Level_03",OBJPROP_COLOR,indicator_color6);
ObjectSetInteger(0,"VWAP_Level_03",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Level_03",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Level_03",OBJPROP_TEXT," ");
ObjectCreate(0,"VWAP_Level_04",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Level_04",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Level_04",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Level_04",OBJPROP_YDISTANCE,160);
ObjectSetInteger(0,"VWAP_Level_04",OBJPROP_COLOR,indicator_color7);
ObjectSetInteger(0,"VWAP_Level_04",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Level_04",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Level_04",OBJPROP_TEXT," ");
ObjectCreate(0,"VWAP_Level_05",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Level_05",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Level_05",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Level_05",OBJPROP_YDISTANCE,180);
ObjectSetInteger(0,"VWAP_Level_05",OBJPROP_COLOR,indicator_color8);
ObjectSetInteger(0,"VWAP_Level_05",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Level_05",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Level_05",OBJPROP_TEXT," ");
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnDeinit(const int pReason)
{
ObjectDelete(0,"VWAP_Daily");
ObjectDelete(0,"VWAP_Weekly");
ObjectDelete(0,"VWAP_Monthly");
ObjectDelete(0,"VWAP_Level_01");
ObjectDelete(0,"VWAP_Level_02");
ObjectDelete(0,"VWAP_Level_03");
ObjectDelete(0,"VWAP_Level_04");
ObjectDelete(0,"VWAP_Level_05");
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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[])
{
if(PERIOD_CURRENT!=LastTimePeriod)
{
bIsFirstRun=true;
LastTimePeriod=PERIOD_CURRENT;
}
if(rates_total>prev_calculated || bIsFirstRun)
{
ArrayResize(nPriceArr,rates_total);
ArrayResize(nTotalTPV,rates_total);
ArrayResize(nTotalVol,rates_total);
if(Enable_Daily) {nIdx = nIdxDaily; nSumDailyTPV = 0; nSumDailyVol = 0;}
if(Enable_Weekly) {nIdx = nIdxWeekly; nSumWeeklyTPV = 0; nSumWeeklyVol = 0;}
if(Enable_Monthly) {nIdx = nIdxMonthly; nSumMonthlyTPV = 0; nSumMonthlyVol = 0;}
for(; nIdx<rates_total; nIdx++)
{
if(CreateDateTime(DAILY,time[nIdx])!=dtLastDay)
{
nIdxDaily=nIdx;
nSumDailyTPV = 0;
nSumDailyVol = 0;
}
if(CreateDateTime(WEEKLY,time[nIdx])!=dtLastWeek)
{
nIdxWeekly=nIdx;
nSumWeeklyTPV = 0;
nSumWeeklyVol = 0;
}
if(CreateDateTime(MONTHLY,time[nIdx])!=dtLastMonth)
{
nIdxMonthly=nIdx;
nSumMonthlyTPV = 0;
nSumMonthlyVol = 0;
}
nPriceArr[nIdx] = 0;
nTotalTPV[nIdx] = 0;
nTotalVol[nIdx] = 0;
switch(Price_Type)
{
case OPEN:
nPriceArr[nIdx]=open[nIdx];
break;
case CLOSE:
nPriceArr[nIdx]=close[nIdx];
break;
case HIGH:
nPriceArr[nIdx]=high[nIdx];
break;
case LOW:
nPriceArr[nIdx]=low[nIdx];
break;
case HIGH_LOW:
nPriceArr[nIdx]=(high[nIdx]+low[nIdx])/2;
break;
case OPEN_CLOSE:
nPriceArr[nIdx]=(open[nIdx]+close[nIdx])/2;
break;
case CLOSE_HIGH_LOW:
nPriceArr[nIdx]=(close[nIdx]+high[nIdx]+low[nIdx])/3;
break;
case OPEN_CLOSE_HIGH_LOW:
nPriceArr[nIdx]=(open[nIdx]+close[nIdx]+high[nIdx]+low[nIdx])/4;
break;
default:
nPriceArr[nIdx]=(close[nIdx]+high[nIdx]+low[nIdx])/3;
break;
}
if(tick_volume[nIdx])
{
nTotalTPV[nIdx] = (nPriceArr[nIdx] * tick_volume[nIdx]);
nTotalVol[nIdx] = (double)tick_volume[nIdx];
} else if(volume[nIdx]) {
nTotalTPV[nIdx] = (nPriceArr[nIdx] * volume[nIdx]);
nTotalVol[nIdx] = (double)volume[nIdx];
}
if(Enable_Daily && (nIdx>=nIdxDaily))
{
nSumDailyTPV += nTotalTPV[nIdx];
nSumDailyVol += nTotalVol[nIdx];
if(nSumDailyVol)
VWAP_Buffer_Daily[nIdx]=(nSumDailyTPV/nSumDailyVol);
if((sDailyStr!="VWAP Daily: "+(string)NormalizeDouble(VWAP_Buffer_Daily[nIdx],_Digits)) && Show_Daily_Value)
{
sDailyStr="VWAP Daily: "+(string)NormalizeDouble(VWAP_Buffer_Daily[nIdx],_Digits);
ObjectSetString(0,"VWAP_Daily",OBJPROP_TEXT,sDailyStr);
}
}
if(Enable_Weekly && (nIdx>=nIdxWeekly))
{
nSumWeeklyTPV += nTotalTPV[nIdx];
nSumWeeklyVol += nTotalVol[nIdx];
if(nSumWeeklyVol)
VWAP_Buffer_Weekly[nIdx]=(nSumWeeklyTPV/nSumWeeklyVol);
if((sWeeklyStr!="VWAP Weekly: "+(string)NormalizeDouble(VWAP_Buffer_Weekly[nIdx],_Digits)) && Show_Weekly_Value)
{
sWeeklyStr="VWAP Weekly: "+(string)NormalizeDouble(VWAP_Buffer_Weekly[nIdx],_Digits);
ObjectSetString(0,"VWAP_Weekly",OBJPROP_TEXT,sWeeklyStr);
}
}
if(Enable_Monthly && (nIdx>=nIdxMonthly))
{
nSumMonthlyTPV += nTotalTPV[nIdx];
nSumMonthlyVol += nTotalVol[nIdx];
if(nSumMonthlyVol)
VWAP_Buffer_Monthly[nIdx]=(nSumMonthlyTPV/nSumMonthlyVol);
if((sMonthlyStr!="VWAP Monthly: "+(string)NormalizeDouble(VWAP_Buffer_Monthly[nIdx],_Digits)) && Show_Monthly_Value)
{
sMonthlyStr="VWAP Monthly: "+(string)NormalizeDouble(VWAP_Buffer_Monthly[nIdx],_Digits);
ObjectSetString(0,"VWAP_Monthly",OBJPROP_TEXT,sMonthlyStr);
}
}
dtLastDay=CreateDateTime(DAILY,time[nIdx]);
dtLastWeek=CreateDateTime(WEEKLY,time[nIdx]);
dtLastMonth=CreateDateTime(MONTHLY,time[nIdx]);
}
if(Enable_Level_01)
{
int nStartPos=(prev_calculated>VWAP_Level_01_Period) ?(prev_calculated-VWAP_Level_01_Period) : VWAP_Level_01_Period;
for(nIdx=nStartPos; nIdx<rates_total; nIdx++)
{
double nSumTotalTPV = 0;
double nSumTotalVol = 0;
VWAP_Buffer_01[nIdx] = EMPTY_VALUE;
for(int nSubIdx=1; nSubIdx<VWAP_Level_01_Period; nSubIdx++)
{
nSumTotalTPV += nTotalTPV[nIdx - nSubIdx];
nSumTotalVol += nTotalVol[nIdx - nSubIdx];
}
if(nSumTotalVol)
VWAP_Buffer_01[nIdx]=(nSumTotalTPV/nSumTotalVol);
else
VWAP_Buffer_01[nIdx]=0;
if(sLevel01Str!="VWAP Level 01 ("+(string)VWAP_Level_01_Period+"): "+(string)NormalizeDouble(VWAP_Buffer_01[nIdx],_Digits))
{
sLevel01Str = "VWAP Level 01 (" + (string)VWAP_Level_01_Period + "): " + (string)NormalizeDouble(VWAP_Buffer_01[nIdx], _Digits);
ObjectSetString(0,"VWAP_Level_01",OBJPROP_TEXT,sLevel01Str);
}
}
}
if(Enable_Level_02)
{
int nStartPos=(prev_calculated>VWAP_Level_02_Period) ?(prev_calculated-VWAP_Level_02_Period) : VWAP_Level_02_Period;
for(nIdx=nStartPos; nIdx<rates_total; nIdx++)
{
double nSumTotalTPV = 0;
double nSumTotalVol = 0;
VWAP_Buffer_02[nIdx] = EMPTY_VALUE;
for(int nSubIdx=1; nSubIdx<VWAP_Level_02_Period; nSubIdx++)
{
nSumTotalTPV += nTotalTPV[nIdx - nSubIdx];
nSumTotalVol += nTotalVol[nIdx - nSubIdx];
}
if(nSumTotalVol)
VWAP_Buffer_02[nIdx]=(nSumTotalTPV/nSumTotalVol);
else
VWAP_Buffer_02[nIdx]=0;
if(sLevel02Str!="VWAP Level 02 ("+(string)VWAP_Level_02_Period+"): "+(string)NormalizeDouble(VWAP_Buffer_02[nIdx],_Digits))
{
sLevel02Str = "VWAP Level 02 (" + (string)VWAP_Level_02_Period + "): " + (string)NormalizeDouble(VWAP_Buffer_02[nIdx], _Digits);
ObjectSetString(0,"VWAP_Level_02",OBJPROP_TEXT,sLevel02Str);
}
}
}
if(Enable_Level_03)
{
int nStartPos=(prev_calculated>VWAP_Level_03_Period) ?(prev_calculated-VWAP_Level_03_Period) : VWAP_Level_03_Period;
for(nIdx=nStartPos; nIdx<rates_total; nIdx++)
{
double nSumTotalTPV = 0;
double nSumTotalVol = 0;
VWAP_Buffer_03[nIdx] = EMPTY_VALUE;
for(int nSubIdx=1; nSubIdx<VWAP_Level_03_Period; nSubIdx++)
{
nSumTotalTPV += nTotalTPV[nIdx - nSubIdx];
nSumTotalVol += nTotalVol[nIdx - nSubIdx];
}
if(nSumTotalVol)
VWAP_Buffer_03[nIdx]=(nSumTotalTPV/nSumTotalVol);
else
VWAP_Buffer_03[nIdx]=0;
if(sLevel03Str!="VWAP Level 03 ("+(string)VWAP_Level_03_Period+"): "+(string)NormalizeDouble(VWAP_Buffer_03[nIdx],_Digits))
{
sLevel03Str = "VWAP Level 03 (" + (string)VWAP_Level_03_Period + "): " + (string)NormalizeDouble(VWAP_Buffer_03[nIdx], _Digits);
ObjectSetString(0,"VWAP_Level_03",OBJPROP_TEXT,sLevel03Str);
}
}
}
if(Enable_Level_04)
{
int nStartPos=(prev_calculated>VWAP_Level_04_Period) ?(prev_calculated-VWAP_Level_04_Period) : VWAP_Level_04_Period;
for(nIdx=nStartPos; nIdx<rates_total; nIdx++)
{
double nSumTotalTPV = 0;
double nSumTotalVol = 0;
VWAP_Buffer_04[nIdx] = EMPTY_VALUE;
for(int nSubIdx=1; nSubIdx<VWAP_Level_04_Period; nSubIdx++)
{
nSumTotalTPV += nTotalTPV[nIdx - nSubIdx];
nSumTotalVol += nTotalVol[nIdx - nSubIdx];
}
if(nSumTotalVol)
VWAP_Buffer_04[nIdx]=(nSumTotalTPV/nSumTotalVol);
else
VWAP_Buffer_04[nIdx]=0;
if(sLevel04Str!="VWAP Level 04 ("+(string)VWAP_Level_04_Period+"): "+(string)NormalizeDouble(VWAP_Buffer_04[nIdx],_Digits))
{
sLevel04Str = "VWAP Level 04 (" + (string)VWAP_Level_04_Period + "): " + (string)NormalizeDouble(VWAP_Buffer_04[nIdx], _Digits);
ObjectSetString(0,"VWAP_Level_04",OBJPROP_TEXT,sLevel04Str);
}
}
}
if(Enable_Level_05)
{
int nStartPos=(prev_calculated>VWAP_Level_05_Period) ?(prev_calculated-VWAP_Level_05_Period) : VWAP_Level_05_Period;
for(nIdx=nStartPos; nIdx<rates_total; nIdx++)
{
double nSumTotalTPV = 0;
double nSumTotalVol = 0;
VWAP_Buffer_05[nIdx] = EMPTY_VALUE;
for(int nSubIdx=1; nSubIdx<VWAP_Level_05_Period; nSubIdx++)
{
nSumTotalTPV += nTotalTPV[nIdx - nSubIdx];
nSumTotalVol += nTotalVol[nIdx - nSubIdx];
}
if(nSumTotalVol)
VWAP_Buffer_05[nIdx]=(nSumTotalTPV/nSumTotalVol);
else
VWAP_Buffer_05[nIdx]=0;
if(sLevel05Str!="VWAP Level 05 ("+(string)VWAP_Level_05_Period+"): "+(string)NormalizeDouble(VWAP_Buffer_05[nIdx],_Digits))
{
sLevel05Str = "VWAP Level 05 (" + (string)VWAP_Level_05_Period + "): " + (string)NormalizeDouble(VWAP_Buffer_05[nIdx], _Digits);
ObjectSetString(0,"VWAP_Level_05",OBJPROP_TEXT,sLevel05Str);
}
}
}
bIsFirstRun=false;
}
return(rates_total);
}
//+------------------------------------------------------------------+
Indicators/x-saherelm.xvwap.mq5
+165
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@@ -0,0 +1,165 @@
///////////////////////////////////////////////////////
// SaherElm IT Center MQL5 Indicator
// -------------------------------------------
// Name: XVWAP
// Description: VWap Implementation ...
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://saherelm.ir"
#property version "1.00"
#property description "SaherElm XVWAP Indicator"
#property strict
//
#define ShortName "XVWAP"
//
// Imports ...
#include "../Libraries/x-saherelm.common.lib.mq5"
//
// Inputs ...
//
// Buffers ...
//
#property indicator_chart_window
//
#property indicator_buffers 0
#property indicator_plots 0
//
// #define hideColorIDX 0
// #define bullColorIDX 1
// #define bearColorIDX 2
// //
// #define bullpBufferIndex 1
// double bullpBuffer[];
// //
// #property indicator_label1 ""
// #property indicator_type1 DRAW_COLOR_LINE
// #property indicator_color1 CLR_NONE, clrGreen, clrDarkRed
// #property indicator_style1 STYLE_DOT
// #property indicator_width1 1
//
// Variables ...
//
// Event Handlers ...
//
// Initialization ...
int OnInit()
{
//
// Validate Inputs ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
// Define Index Buffers ...
DefineBuffers();
//
// Set Indicator ShortName ...
SetIndicatorName();
//
// Init Succeed ...
return INIT_SUCCEEDED;
}
//
// DeInitialization ...
void OnDeinit(const int reason)
{
//
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
// REASON_REMOVE 1 Program removed from a chart
// REASON_RECOMPILE 2 Program recompiled
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
// REASON_CHARTCLOSE 4 Chart closed
// REASON_PARAMETERS 5 Inputs changed by a user
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
// REASON_TEMPLATE 7 Another chart template applied
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
// REASON_CLOSE 9 Terminal closed
}
//
// Calculating what we want ...
int OnCalculate(
const int rates_total, // Total Bars on Chart ...
const int prev_calculated, // Total Calculated Bars on Charts ...
const datetime &time[], // History of Open Time ...
const double &open[], // History of Open Price ...
const double &high[], // History of High Price ...
const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ...
const long &tick_volume[], // History of Tick Volumes on Bar ...
const long &volume[], // History of Trade Volumes ...
const int &spread[] // History of Spread Price ...
)
{
//
return rates_total;
}
//
// Custom Functions ...
//
// Validate Input Args for Initialization ...
bool ValidateInputs()
{
//
bool result = false;
//
result =
//
true
//
;
//
return result;
}
//
// Set Indicator Short Name and also we can define Buffers Labels ...
void SetIndicatorName()
{
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
}
//
// Define Indexes and Styles ...
void DefineBuffers()
{
//
// Main ...
// ENUM_DRAW_TYPE mainDrawType = show ? DRAW_COLOR_LINE : DRAW_NONE;
// ArraySetAsSeries(mainBuffer, true);
// ArraySetAsSeries(mainBufferColor, true);
// PlotIndexSetInteger(mainBufferIndex, PLOT_SHOW_DATA, true);
// SetIndexBuffer(mainBufferIndex, mainBuffer, INDICATOR_DATA);
// PlotIndexSetInteger(mainBufferIndex, PLOT_DRAW_TYPE, mainDrawType);
// SetIndexBuffer(mainBufferColorIndex, mainBufferColor, INDICATOR_COLOR_INDEX);
}
//