//+------------------------------------------------------------------+ //| Volatility_Stop_Oscillator.mq5 | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com" #property version "1.00" #property description "Volatility Stop oscillator" #property indicator_separate_window #property indicator_buffers 1 #property indicator_plots 1 //--- plot VS #property indicator_label1 "VSO" #property indicator_type1 DRAW_LINE #property indicator_color1 clrRoyalBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- input parameters input uint InpPeriod = 20; // Period input double InpMultiplier = 2.0; // Multiplier //--- indicator buffers double BufferVSO[]; //--- global variables double multiplier; int period_sm; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables multiplier=InpMultiplier; period_sm=int(InpPeriod<2 ? 2 : InpPeriod); //--- indicator buffers mapping SetIndexBuffer(0,BufferVSO,INDICATOR_DATA); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Volatility Stop Osc("+(string)period_sm+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferVSO,true); //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| 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[]) { //--- Установка массивов буферов как таймсерий ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); ArraySetAsSeries(close,true); //--- Проверка и расчёт количества просчитываемых баров if(rates_total1) { limit=rates_total-1; ArrayInitialize(BufferVSO,EMPTY_VALUE); } //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { double avg=GetSMA(rates_total,i,period_sm,high)-GetSMA(rates_total,i,period_sm,low); BufferVSO[i]=(close[i]!=0 ? multiplier*avg/close[i] : 0); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| Simple Moving Average | //+------------------------------------------------------------------+ double GetSMA(const int rates_total,const int index,const int period,const double &price[],const bool as_series=true) { //--- double result=0.0; //--- check position bool check_index=(as_series ? index<=rates_total-period-1 : index>=period-1); if(period<1 || !check_index) return 0; //--- calculate value for(int i=0; i