// volume e media a 20 periodi sul volume
//------------------------------------------------------------------
#property copyright "© mladen, 2018"
#property link      "mladenfx@gmail.com"
#property version   "1.00"
//------------------------------------------------------------------
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_plots   2
#property indicator_label1  "Volume"
#property indicator_type1   DRAW_COLOR_HISTOGRAM
#property indicator_color1  clrRed,clrGreen
#property indicator_width1  2
#property indicator_label2  "Average"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrDarkGray


//--- input parameters  
input int          inpAveragePeriod   = 20;        // Average period
input double       inpBreakoutPercent = 50;        // Breakout percentage
//--- buffers
double  val[],valc[],average[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//---- indicator buffers mapping
   SetIndexBuffer(0,val,INDICATOR_DATA);
   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);
   SetIndexBuffer(2,average,INDICATOR_DATA);
   
   IndicatorSetString(INDICATOR_SHORTNAME,"Volume SMA average ("+(string)inpAveragePeriod+")");
  }
//+------------------------------------------------------------------+
//| 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[])
  {
   if(Bars(_Symbol,_Period)<rates_total) return(-1);
   int i=(int)MathMax(prev_calculated-1,0); for(; i<rates_total && !_StopFlag; i++)
     {
      double _volume=double(tick_volume[i]);
      average[i] = iSma(_volume,inpAveragePeriod,i,rates_total,0);
      val[i]     = _volume;
      if(val[i]>=average[i]){
         valc[i] = 1;   
      }else{
         valc[i] = 0;
      }
      
      //if(i>0 && close[i] > close[i-1])  valc[i] = (_volume > average[i]*(1+inpBreakoutPercent*0.01)) ? 3 : 1;
      //if(i>0 && close[i] < close[i-1])  valc[i] = (_volume > average[i]*(1+inpBreakoutPercent*0.01)) ? 4 : 2;
     }
   return(i);
  }
//+------------------------------------------------------------------+
//| Custom functions                                                 |
//+------------------------------------------------------------------+
#define _maInstances 1
#define _maWorkBufferx1 1*_maInstances

double workSma[][_maWorkBufferx1];
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double iSma(double price,int period,int r,int _bars,int instanceNo=0){
   if(ArrayRange(workSma,0)!=_bars) ArrayResize(workSma,_bars);
   workSma[r][instanceNo]=price;
   double avg=price;
   int k=1;
   for(; k<period && (r-k)>=0; k++) avg+=workSma[r-k][instanceNo];
   return(avg/(double)k);
 }