118 lines
4.2 KiB
MQL5
118 lines
4.2 KiB
MQL5
//+------------------------------------------------------------------+
|
|
//| CHV.mq5 |
|
|
//| Copyright 2000-2025, MetaQuotes Ltd. |
|
|
//| https://www.mql5.com |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2000-2025, MetaQuotes Ltd."
|
|
#property link "https://www.mql5.com"
|
|
#property description "Chaikin Volatility"
|
|
#include <MovingAverages.mqh>
|
|
//--- indicator settings
|
|
#property indicator_separate_window
|
|
#property indicator_buffers 3
|
|
#property indicator_plots 1
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_color1 clrDodgerBlue
|
|
//--- enum
|
|
enum SmoothMethod
|
|
{
|
|
SMA=0,// Simple MA
|
|
EMA=1 // Exponential MA
|
|
};
|
|
//--- input parameters
|
|
input int InpSmoothPeriod=10; // Smoothing period
|
|
input int InpCHVPeriod=10; // CHV period
|
|
input SmoothMethod InpSmoothType=EMA; // Smoothing method
|
|
//--- indicator buffers
|
|
double ExtCHVBuffer[];
|
|
double ExtHLBuffer[];
|
|
double ExtSHLBuffer[];
|
|
|
|
int ExtSmoothPeriod,ExtCHVPeriod;
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator initialization function |
|
|
//+------------------------------------------------------------------+
|
|
void OnInit()
|
|
{
|
|
string ma_name=EnumToString(InpSmoothType);
|
|
//--- check inputs
|
|
if(InpSmoothPeriod<=0)
|
|
{
|
|
ExtSmoothPeriod=10;
|
|
PrintFormat("Incorrect value for input variable InpSmoothPeriod=%d. Indicator will use value=%d for calculations.",InpSmoothPeriod,ExtSmoothPeriod);
|
|
}
|
|
else
|
|
ExtSmoothPeriod=InpSmoothPeriod;
|
|
if(InpCHVPeriod<=0)
|
|
{
|
|
ExtCHVPeriod=10;
|
|
PrintFormat("Incorrect value for input variable InpCHVPeriod=%d. Indicator will use value=%d for calculations.",InpCHVPeriod,ExtCHVPeriod);
|
|
}
|
|
else
|
|
ExtCHVPeriod=InpCHVPeriod;
|
|
//--- define buffers
|
|
SetIndexBuffer(0,ExtCHVBuffer);
|
|
SetIndexBuffer(1,ExtHLBuffer,INDICATOR_CALCULATIONS);
|
|
SetIndexBuffer(2,ExtSHLBuffer,INDICATOR_CALCULATIONS);
|
|
//--- set draw begin
|
|
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtSmoothPeriod+ExtCHVPeriod-1);
|
|
//--- set name and index label
|
|
string params=StringFormat("(%d,%s)",ExtSmoothPeriod,ma_name);
|
|
IndicatorSetString(INDICATOR_SHORTNAME,"Chaikin Volatility"+params);
|
|
PlotIndexSetString(0,PLOT_LABEL,"CHV"+params);
|
|
//--- round settings
|
|
IndicatorSetInteger(INDICATOR_DIGITS,1);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| 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[])
|
|
{
|
|
int i,pos,pos_chv;
|
|
//--- check for rates total
|
|
pos_chv=ExtCHVPeriod+ExtSmoothPeriod-2;
|
|
if(rates_total<pos_chv)
|
|
return(0);
|
|
//--- start working
|
|
if(prev_calculated<1)
|
|
pos=0;
|
|
else
|
|
pos=prev_calculated-1;
|
|
//--- fill H-L(i) buffer
|
|
for(i=pos; i<rates_total && !IsStopped(); i++)
|
|
ExtHLBuffer[i]=high[i]-low[i];
|
|
//--- calculate smoothed H-L(i) buffer
|
|
if(pos<ExtSmoothPeriod-1)
|
|
{
|
|
pos=ExtSmoothPeriod-1;
|
|
for(i=0; i<pos; i++)
|
|
ExtSHLBuffer[i]=0.0;
|
|
}
|
|
if(InpSmoothType==SMA)
|
|
SimpleMAOnBuffer(rates_total,prev_calculated,0,ExtSmoothPeriod,ExtHLBuffer,ExtSHLBuffer);
|
|
else
|
|
ExponentialMAOnBuffer(rates_total,prev_calculated,0,ExtSmoothPeriod,ExtHLBuffer,ExtSHLBuffer);
|
|
//--- correct calc position
|
|
if(pos<pos_chv)
|
|
pos=pos_chv;
|
|
//--- calculate CHV buffer
|
|
for(i=pos; i<rates_total && !IsStopped(); i++)
|
|
{
|
|
if(ExtSHLBuffer[i-ExtCHVPeriod]!=0.0)
|
|
ExtCHVBuffer[i]=100.0*(ExtSHLBuffer[i]-ExtSHLBuffer[i-ExtCHVPeriod])/ExtSHLBuffer[i-ExtCHVPeriod];
|
|
else
|
|
ExtCHVBuffer[i]=0.0;
|
|
}
|
|
//---
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|