//+------------------------------------------------------------------+
//|                                                         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 clrWhite
#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'2025.01.01 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 = OPEN_CLOSE_HIGH_LOW;
input bool Enable_Daily = true;
input bool Enable_Weekly = false;
input bool Enable_Monthly = false;
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 = false;
bool Show_Monthly_Value = false;

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);
}
//+------------------------------------------------------------------+