//+------------------------------------------------------------------+ //| VortexIndicator.mq5 | //| Copyright © 2010, Scratchman | //| http://creativecommons.org/licenses/by-sa/3.0/ | //+------------------------------------------------------------------+ //---- author of the indicator #property copyright "Copyright © 2010, Scratchman" //---- author of the indicator #property link "http://creativecommons.org/licenses/by-sa/3.0/" //---- indicator version number #property version "1.00" //---- drawing indicator in a separate window #property indicator_separate_window //---- two buffers are used for the indicator calculation and drawing #property indicator_buffers 2 //---- one plot is used #property indicator_plots 1 //+----------------------------------------------+ //| Indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 1 as a cloud #property indicator_type1 DRAW_FILLING //---- the following colors are used for the indicator bullish ine #property indicator_color1 clrDarkOrange,clrLime //---- displaying of the bullish label of the indicator #property indicator_label1 "VortexIndicator" //+----------------------------------------------+ //| declaring constants | //+----------------------------------------------+ #define RESET 0 // The constant for returning the indicator recalculation command to the terminal //+----------------------------------------------+ //| Parameters of displaying horizontal levels | //+----------------------------------------------+ #property indicator_level1 0.0 #property indicator_levelcolor Gray #property indicator_levelstyle STYLE_DASHDOTDOT //+----------------------------------------------+ //| Indicator input parameters | //+----------------------------------------------+ input uint VI_Length=14;// indicator period input int Shift=0; // horizontal shift of the indicator in bars //+----------------------------------------------+ //---- declaration of dynamic arrays that will further be // used as indicator buffers double DnBuffer[]; double UpBuffer[]; //---- Declaration of integer variables for the indicator handles int ATR_Handle; //---- Declaration of integer variables of data starting point int min_rates_total; //---- declaration of dynamic arrays that will further be // used as ring buffers int Count[]; double UpVM[],DnVM[]; //+------------------------------------------------------------------+ //| recalculation of position of a newest element in the array | //+------------------------------------------------------------------+ void Recount_ArrayZeroPos ( int &CoArr[]// Return the current value of the price series by the link ) // Recount_ArrayZeroPos(count, Length) //+ - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -+ { //---- int numb,Max1,Max2; static int count=1; Max2=int(VI_Length); Max1=Max2-1; count--; if(count<0) count=Max1; for(int iii=0; iiiMax1) numb-=Max2; CoArr[iii]=numb; } //---- } //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- Initialization of variables of the start of data calculation min_rates_total=int(VI_Length+1); //---- memory distribution for variables' arrays ArrayResize(Count,VI_Length); ArrayResize(UpVM,VI_Length); ArrayResize(DnVM,VI_Length); //---- Initialization of arrays of variables ArrayInitialize(UpVM,0.0); ArrayInitialize(DnVM,0.0); //---- getting the iATR indicator handle ATR_Handle=iATR(NULL,0,1); if(ATR_Handle==INVALID_HANDLE) Print(" Failed to get handle of iATR indicator"); //---- set dynamic array as an indicator buffer SetIndexBuffer(0,DnBuffer,INDICATOR_DATA); //---- indexing elements in the buffer as time series ArraySetAsSeries(DnBuffer,true); //---- set dynamic array as an indicator buffer SetIndexBuffer(1,UpBuffer,INDICATOR_DATA); //---- indexing elements in the buffer as time series ArraySetAsSeries(UpBuffer,true); //---- shifting indicator 1 horizontally by Shift PlotIndexSetInteger(0,PLOT_SHIFT,Shift); //---- shifting the starting point for drawing indicator 1 by min_rates_total PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //---- initializations of variable for indicator short name string shortname; StringConcatenate(shortname,"VortexIndicator(",VI_Length,", ",Shift,")"); //--- 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,_Digits); //---- } //+------------------------------------------------------------------+ //| Custom indicator 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(BarsCalculated(ATR_Handle)rates_total || prev_calculated<=0)// checking for the first start of the indicator calculation { limit=rates_total-2; // starting index for the calculation of all bars to_copy=limit+1; } else { limit=rates_total-prev_calculated; // starting index for the calculation of new bars to_copy=limit+1+int(VI_Length); } MaxBar=rates_total-min_rates_total-1; //--- copy newly appeared data in the array if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET); //---- indexing elements in arrays as timeseries ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); ArraySetAsSeries(ATR,true); //---- main indicator calculation loop for(bar=limit; bar>=0 && !IsStopped(); bar--) { UpVM[Count[0]]=MathAbs(high[bar]-low[bar+1]); DnVM[Count[0]]=MathAbs(low[bar]-high[bar+1]); if(bar>MaxBar) { Recount_ArrayZeroPos(Count); continue; } SumUpVM=0.0; SumDnVM=0.0; SumTR=0.0; for(kkk=0; kkk