//+------------------------------------------------------------------+
//|                                             CumulativeDelta.mq5  |
//|                       Copyright © 2023, YourName                |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "YourName"
#property link "https://www.yourwebsite.com"
#property version "1.00"

//
#include "../Libraries/x-saherelm.common.lib.mq5"

//
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_plots 3

//
//--- Plot settings for Line
#property indicator_label1 "Cumulative Delta"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrYellow

//
//--- Plot settings for Histogram
#property indicator_label2 "Delta"
#property indicator_type2 DRAW_HISTOGRAM
#property indicator_color2 clrGray

//
//--- Plot settings for Moving Average line
#property indicator_label3 "Signal"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrOrchid

//
//--- Input parameters
input int MAPeriod = 14; // Period for the moving average

//
//--- Indicator buffers
double MABuffer[];
double DeltaBuffer[];
double CumulativeDeltaBuffer[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                        |
//+------------------------------------------------------------------+
int OnInit()
{
    //
    // Attach buffer to the indicator
    SetIndexBuffer(2, MABuffer, INDICATOR_DATA);
    SetIndexBuffer(1, DeltaBuffer, INDICATOR_DATA);
    SetIndexBuffer(0, CumulativeDeltaBuffer, INDICATOR_DATA);
    IndicatorSetString(INDICATOR_SHORTNAME, "Cumulative Delta");

    //
    return (INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| Custom indicator iteration function                             |
//+------------------------------------------------------------------+
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[] //
)
{
    //
    // Start from the first uncalculated bar
    int start = MathMax(prev_calculated - 1, 0);

    //
    // Loop through bars
    for (int i = start; i < rates_total; i++)
    {
        //
        // Calculate Delta based on bar-level data
        double delta = 0.0;
        if (close[i] > open[i])
        {
            delta = (double)tick_volume[i]; // Buying pressure (bullish bar)
        }
        else if (close[i] < open[i])
        {
            delta = -(double)tick_volume[i]; // Selling pressure (bearish bar)
        }

        //
        // Accumulate cumulative delta
        if (i == 0)
        {
            //
            DeltaBuffer[i] = delta;
            CumulativeDeltaBuffer[i] = delta; // First bar starts with delta
        }
        else
        {
            //
            DeltaBuffer[i] = DeltaBuffer[i - 1] + delta;
            CumulativeDeltaBuffer[i] = CumulativeDeltaBuffer[i - 1] + delta;
        }

        //
        // Calculate Moving Average of Cumulative Delta
        if (i >= MAPeriod - 1)
        {
            //
            double sum = 0.0;
            for (int j = 0; j < MAPeriod; j++)
            {
                sum += CumulativeDeltaBuffer[i - j];
            }

            //
            MABuffer[i] = sum / MAPeriod; // Simple Moving Average
        }
        else
        {
            MABuffer[i] = EMPTY_VALUE; // Not enough data for MA
        }
    }

    //
    return (rates_total);
}
//+------------------------------------------------------------------+