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xMQL5/MQLTestWorkspace/BKPS/BKP/Smapls/volume_weighted_ma.mq5
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2024-04-23 06:23:29 +03:30

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//------------------------------------------------------------------
#property copyright "© mladen, 2018"
#property link "mladenfx@gmail.com"
//------------------------------------------------------------------
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 1
#property indicator_label1 "Volume weighted average"
#property indicator_type1 DRAW_COLOR_LINE
#property indicator_color1 clrDarkGray,clrDeepPink,clrMediumSeaGreen
#property indicator_width1 2
//
//--- input parameters
//
input int inpPeriod = 20; // Period
input ENUM_APPLIED_PRICE inpPrice = PRICE_CLOSE; // Price
input ENUM_APPLIED_VOLUME inpVolume = VOLUME_TICK; // Volume to use
//
//--- indicator buffers
//
double val[],valc[];
//------------------------------------------------------------------
// Custom indicator initialization function
//------------------------------------------------------------------
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,val,INDICATOR_DATA);
SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);
//--- indicator short name assignment
IndicatorSetString(INDICATOR_SHORTNAME,"Volume weighted MA ("+(string)inpPeriod+")");
return (INIT_SUCCEEDED);
}
void OnDeinit(const int reason)
{
}
//------------------------------------------------------------------
// Custom indicator iteration function
//------------------------------------------------------------------
//
//---
//
#define _setPrice(_priceType,_target,_index) \
{ \
switch(_priceType) \
{ \
case PRICE_CLOSE: _target = close[_index]; break; \
case PRICE_OPEN: _target = open[_index]; break; \
case PRICE_HIGH: _target = high[_index]; break; \
case PRICE_LOW: _target = low[_index]; break; \
case PRICE_MEDIAN: _target = (high[_index]+low[_index])/2.0; break; \
case PRICE_TYPICAL: _target = (high[_index]+low[_index]+close[_index])/3.0; break; \
case PRICE_WEIGHTED: _target = (high[_index]+low[_index]+close[_index]+close[_index])/4.0; break; \
default : _target = 0; \
}}
//
//---
//
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[])
{
int i=(prev_calculated>0?prev_calculated-1:0); for (; i<rates_total && !_StopFlag; i++)
{
double _price; _setPrice(inpPrice,_price,i);
val[i] = iVwma(_price,(inpVolume==VOLUME_TICK?tick_volume[i]:volume[i]),inpPeriod,i,rates_total);
valc[i] = (i>0) ?(val[i]>val[i-1]) ? 2 :(val[i]<val[i-1]) ? 1 : valc[i-1]: 0;
}
return(i);
}
//------------------------------------------------------------------
// Custom function(s)
//------------------------------------------------------------------
//
//---
//
double iVwma(double price, double volume, int period, int i, int bars, int instance=0)
{
#define ¤ instance
#ifdef _averageInstances
#define _functionInstances _averageInstances
#else #define _functionInstances 1
#endif
struct sVwmaArrayStruct
{
double price;
double volume;
double sump;
double sumv;
};
static sVwmaArrayStruct m_array[][_functionInstances];
static int m_arraySize=0;
if (m_arraySize<bars)
{
int _res = ArrayResize(m_array,bars+500);
if (_res<=bars) return(0);
m_arraySize = _res;
}
//
//---
//
if (volume==0) volume=1;
m_array[i][¤].price =volume*price;
m_array[i][¤].volume=volume;
if (i>period)
{
m_array[i][¤].sump = m_array[i-1][¤].sump+m_array[i][¤].price-m_array[i-period][¤].price;
m_array[i][¤].sumv = m_array[i-1][¤].sumv+volume -m_array[i-period][¤].volume;
}
else { m_array[i][¤].sump = m_array[i][¤].price;
m_array[i][¤].sumv = m_array[i][¤].volume;
for(int k=1; k<period && i>=k; k++)
{
m_array[i][¤].sump += m_array[i-k][¤].price;
m_array[i][¤].sumv += m_array[i-k][¤].volume;
}
}
return (m_array[i][¤].sump/m_array[i][¤].sumv);
//
//---
//
#undef ¤ #undef _functionInstances
}
//------------------------------------------------------------------