#property description "The indicator analyzes data for the last month and draws all candlesticks with small"
#property description "and large tick volumes. The tick volume array is sorted out"
#property description "to define such candlesticks. The candlesticks having the volumes comprising the first InpSmallVolume"
#property description "per cent of the array are considered small. The candlesticks having the tick volumes comprising "
#property description "the last InpBigVolume per cent of the array are considered large."
//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_plots 1
//--- plot
#property indicator_label1 "VolumeFactor"
#property indicator_type1 DRAW_COLOR_CANDLES
#property indicator_color1 clrDodgerBlue,clrOrange
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- predefined constant
#define INDICATOR_EMPTY_VALUE 0.0
//--- input parameters
input int InpSmallVolume=15; // Percentage value of small volumes (<50)
input int InpBigVolume=20; // Percentage value of large volumes (<50)
//--- analysis start time (will be shifted)
datetime ExtStartTime;
//--- indicator buffers
double ExtOpenBuff[];
double ExtHighBuff[];
double ExtLowBuff[];
double ExtCloseBuff[];
double ExtColorBuff[];
//--- volume boundary values for displaying the candlesticks
long ExtLeftBorder=0;
long ExtRightBorder=0;
//+------------------------------------------------------------------+
//| Receive border values for tick volumes |
//+------------------------------------------------------------------+
bool GetVolumeBorders(void)
{
//--- variables
datetime stop_time; // copy end time
long buff[]; // buffer for copying
//--- end time is the current one
stop_time=TimeCurrent();
//--- start time is one month earlier from the current one
ExtStartTime=GetStartTime(stop_time);
//--- receive the values of tick volumes
ResetLastError();
if(CopyTickVolume(Symbol(),Period(),ExtStartTime,stop_time,buff)==-1)
{
//--- failed to receive the data, return false to launch recalculation command
PrintFormat("Failed to receive tick volume values. Error code = %d",GetLastError());
return(false);
}
//--- calculate array size
int size=ArraySize(buff);
//--- sort out the array
ArraySort(buff);
//--- define the values of the left and right border for tick volumes
ExtLeftBorder=buff[size*InpSmallVolume/100];
ExtRightBorder=buff[(size-1)*(100-InpBigVolume)/100];
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Receive the data that is one month less than the passed one |
//+------------------------------------------------------------------+
datetime GetStartTime(const datetime stop_time)
{
//--- convert end time into MqlDateTime type structure variable
MqlDateTime temp;
TimeToStruct(stop_time,temp);
//--- receive the data that is one month less
if(temp.mon>1)
temp.mon-=1; // the current month is not the first one in the year, therefore, the number of the previous one is one less
else
{
temp.mon=12; // the current month is the first in the year, therefore, the number of the previous one is 12,
temp.year-=1; // while the year number is one less
}
//--- day number will not exceed 28
if(temp.day>28)
temp.day=28;
//--- return the obtained date
return(StructToTime(temp));
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- check if input parameters satisfy the conditions
if(InpSmallVolume<0 || InpSmallVolume>=50 || InpBigVolume<0 || InpBigVolume>=50)
{
Print("Incorrect input parameters");
return(INIT_PARAMETERS_INCORRECT);
}
//--- indicator buffers mapping
SetIndexBuffer(0,ExtOpenBuff);
SetIndexBuffer(1,ExtHighBuff);
SetIndexBuffer(2,ExtLowBuff);
SetIndexBuffer(3,ExtCloseBuff);
SetIndexBuffer(4,ExtColorBuff,INDICATOR_COLOR_INDEX);
//--- set the value that will not be displayed
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,INDICATOR_EMPTY_VALUE);
//--- set labels for indicator buffers
PlotIndexSetString(0,PLOT_LABEL,"Open;High;Low;Close");
//---
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[])
{
//--- check if unhandled bars are still present
if(prev_calculated<rates_total)
{
//--- receive new values of the right and left borders for volumes
if(!GetVolumeBorders())
return(0);
}
//--- start variable for bar calculation
int start=prev_calculated;
//--- work at the last bar if the indicator values have already been calculated at the previous tick
if(start>0)
start--;
//--- set direct indexing in time series
ArraySetAsSeries(time,false);
ArraySetAsSeries(open,false);
ArraySetAsSeries(high,false);
ArraySetAsSeries(low,false);
ArraySetAsSeries(close,false);
ArraySetAsSeries(tick_volume,false);
//--- the loop of calculation of the indicator values
for(int i=start;i<rates_total;i++)
{
//--- fill out candlesticks starting from the initial date
if(ExtStartTime<=time[i])
{
//--- if the value is not less than the right border, fill out the candlestick
if(tick_volume[i]>=ExtRightBorder)
{
//--- receive data for drawing the candlestick
ExtOpenBuff[i]=open[i];
ExtHighBuff[i]=high[i];
ExtLowBuff[i]=low[i];
ExtCloseBuff[i]=close[i];
//--- DodgerBlue color
ExtColorBuff[i]=0;
//--- continue the loop
continue;
}
//--- fill out the candlestick if the value does not exceed the left border
if(tick_volume[i]<=ExtLeftBorder)
{
//--- receive data for drawing the candlestick
ExtOpenBuff[i]=open[i];
ExtHighBuff[i]=high[i];
ExtLowBuff[i]=low[i];
ExtCloseBuff[i]=close[i];
//--- Orange color
ExtColorBuff[i]=1;
//--- continue the loop
continue;
}
}
//--- set empty values for bars that have not been included in the calculation
ExtOpenBuff[i]=INDICATOR_EMPTY_VALUE;
ExtHighBuff[i]=INDICATOR_EMPTY_VALUE;
ExtLowBuff[i]=INDICATOR_EMPTY_VALUE;
ExtCloseBuff[i]=INDICATOR_EMPTY_VALUE;
}
//--- return value of prev_calculated for next call
return(rates_total);
}
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