//------------------------------------------------------------------ #property copyright "mladen" #property link "www.forex-tsd.com" //------------------------------------------------------------------ #property indicator_chart_window #property indicator_buffers 2 #property indicator_plots 1 #property indicator_label1 "Volume veighted EMA" #property indicator_type1 DRAW_COLOR_LINE #property indicator_color1 clrLimeGreen,clrPaleVioletRed #property indicator_style1 STYLE_SOLID #property indicator_width1 2 // // // // // enum enPrices { pr_close, // Close pr_open, // Open pr_high, // High pr_low, // Low pr_median, // Median pr_typical, // Typical pr_weighted, // Weighted pr_average, // Average (high+low+oprn+close)/4 pr_haclose, // Heiken ashi close pr_haopen , // Heiken ashi open pr_hahigh, // Heiken ashi high pr_halow, // Heiken ashi low pr_hamedian, // Heiken ashi median pr_hatypical, // Heiken ashi typical pr_haweighted, // Heiken ashi weighted pr_haaverage // Heiken ashi average }; // // // // // input int Length = 25; // Vema period input enPrices Price = pr_close; // Price to use input bool RealV = false; // Use real volume // // // // // double vma[]; double colorBuffer[]; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnInit() { SetIndexBuffer(0,vma,INDICATOR_DATA); SetIndexBuffer(1,colorBuffer,INDICATOR_COLOR_INDEX); // // // // // IndicatorSetString(INDICATOR_SHORTNAME," VEMA ("+string(Length)+")"); return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double vemas[][2]; #define _num 0 #define _den 1 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[]) { if (ArrayRange(vemas,0)!=rates_total) ArrayResize(vemas,rates_total); // // // // // double alpha = 2.0/(1.0+Length); for (int i=(int)MathMax(prev_calculated-1,0); i vma[i-1]) colorBuffer[i]= 0; if (vma[i] < vma[i-1]) colorBuffer[i]= 1; } return(rates_total); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double workHa[][4]; double getPrice(enPrices price, const double& open[], const double& close[], const double& high[], const double& low[], int i, int bars) { if (price>=pr_haclose && price<=pr_haaverage) { if (ArrayRange(workHa,0)!= bars) ArrayResize(workHa,bars); // // // // // double haOpen; if (i>0) haOpen = (workHa[i-1][2] + workHa[i-1][3])/2.0; else haOpen = open[i]+close[i]; double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0; double haHigh = MathMax(high[i], MathMax(haOpen,haClose)); double haLow = MathMin(low[i] , MathMin(haOpen,haClose)); if(haOpen