//+------------------------------------------------------------------+ //| Volatility.mq5 | //| Copyright © 2009, Trofimov Evgeniy Vitalyevich | //| http://TrofimovVBA.narod.ru/ | //+------------------------------------------------------------------+ #property copyright "Copyright © 2009, Trofimov Evgeniy Vitalyevich" #property link "http://TrofimovVBA.narod.ru/" //---- indicator version number #property version "1.00" //---- drawing indicator in a separate window #property indicator_separate_window //---- number of indicator buffers #property indicator_buffers 1 //---- only one plot is used #property indicator_plots 1 //+-----------------------------------+ //| Indicator drawing parameters | //+-----------------------------------+ //---- drawing the indicator as a line #property indicator_type1 DRAW_LINE //---- red color is used as the color of the bullish line of the indicator #property indicator_color1 clrRed //---- the indicator line is a continuous curve #property indicator_style1 STYLE_SOLID //---- indicator line width is equal to 1 #property indicator_width1 1 //---- displaying the indicator label #property indicator_label1 "Volatility" //+-----------------------------------+ //| INDICATOR INPUT PARAMETERS | //+-----------------------------------+ input uint N=12; // channel period input int Shift=0; // horizontal shift of the indicator in bars //+-----------------------------------+ //---- indicator buffer double IndBuffer[]; //---- Declaration of integer variables of data starting point int min_rates_total; //+------------------------------------------------------------------+ //| Volatility indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- Initialization of variables of the start of data calculation min_rates_total=int(N); //---- set dynamic array as an indicator buffer SetIndexBuffer(0,IndBuffer,INDICATOR_DATA); //---- shifting the indicator horizontally by Shift PlotIndexSetInteger(0,PLOT_SHIFT,Shift); //---- performing the shift of beginning of indicator drawing PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE); //---- indexing elements in the buffer as time series ArraySetAsSeries(IndBuffer,true); //---- initializations of variable for indicator short name string shortname="Volatility("+string(N)+")"; //--- creation of the name to be displayed in a separate sub-window and in a pop up help IndicatorSetString(INDICATOR_SHORTNAME,shortname); //--- determining the accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,0); //---- end of initialization } //+------------------------------------------------------------------+ //| Volatility iteration function | //+------------------------------------------------------------------+ int OnCalculate( const int rates_total, // amount of history in bars at the current tick const int prev_calculated,// amount of history in bars at the previous tick const datetime &time[], const double &open[], const double& high[], // price array of maximums of price for the calculation of indicator const double& low[], // price array of price lows for the indicator calculation const double &close[], const long &tick_volume[], const long &volume[], const int &spread[] ) { //---- checking the number of bars to be enough for calculation if(rates_totalrates_total || prev_calculated<=0)// checking for the first start of the indicator calculation limit=rates_total-min_rates_total-1; // starting index for the calculation of all bars else limit=rates_total-prev_calculated; // starting index for calculation of new bars only //---- indexing elements in arrays as timeseries ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); //---- main indicator calculation loop for(int bar=limit; bar>=0 && !IsStopped(); bar--) { HH=high[ArrayMaximum(high,bar,N)]; LL=low [ArrayMinimum(low, bar,N)]; IndBuffer[bar]=(HH-LL)/(_Point*N); } //---- return(rates_total); } //+------------------------------------------------------------------+