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//+------------------------------------------------------------------+
//| VQ.mq4 |
//| Volatility Quality |
//| by raff1410@o2.pl |
//+------------------------------------------------------------------+
#property indicator_separate_window
#property indicator_buffers 5
#property indicator_color1 Yellow
#property indicator_color2 Lime
#property indicator_color3 Pink
#property indicator_color4 Cyan
#property indicator_color5 Yellow
#property indicator_width1 1
#property indicator_width2 1
#property indicator_width3 1
extern bool Crash = false;
extern int TimeFrame = 0;
extern int Length = 5;
extern int Method = 3;
extern int Smoothing = 2;
extern int Filter = 1;
extern bool RealTime = true;
extern bool Steady = false;
extern bool Color = true;
extern bool Alerts = true;
extern bool EmailON = false;
extern bool SignalPrice = false;
extern color SignalPriceBUY = Lime;
extern color SignalPriceSELL = Magenta;
extern int CountBars = 5000;
double VQ[];
double SumVQ[];
double SumVQ_MTF[];
double DIR[];
double UpBuffer[];
double DnBuffer[];
double UpArrow[];
double DnArrow[];
bool TurnedUp = false;
bool TurnedDn = false;
datetime timeprev1=0;
datetime timeprev2=0;
int p=0;
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(8);
SetIndexStyle(0,DRAW_LINE,STYLE_SOLID);
SetIndexBuffer(0,SumVQ);
SetIndexStyle(1,DRAW_LINE,STYLE_SOLID);
SetIndexBuffer(1,UpBuffer);
SetIndexStyle(2,DRAW_LINE,STYLE_SOLID);
SetIndexBuffer(2,DnBuffer);
SetIndexStyle(3,DRAW_ARROW);
SetIndexArrow(3,233);
SetIndexBuffer(3,UpArrow);
SetIndexStyle(4,DRAW_ARROW);
SetIndexArrow(4,234);
SetIndexBuffer(4,DnArrow);
SetIndexBuffer(5,VQ);
SetIndexBuffer(6,DIR);
SetIndexBuffer(7,SumVQ_MTF);
if (Length < 2) Length = 2;
if (Method < 0) Method = 0;
if (Method > 3) Method = 3;
if (Smoothing < 0) Smoothing = 0;
if (Filter < 0) Filter = 0;
if ((TimeFrame < Period()) && (TimeFrame != 0)) TimeFrame = Period();
switch(TimeFrame)
{
case 1: string TimeFrameStr = "M1"; break;
case 5: TimeFrameStr = "M5"; break;
case 15: TimeFrameStr = "M15"; break;
case 30: TimeFrameStr = "M30"; break;
case 60: TimeFrameStr = "H1"; break;
case 240: TimeFrameStr = "H4"; break;
case 1440: TimeFrameStr = "D1"; break;
case 10080: TimeFrameStr = "W1"; break;
case 43200: TimeFrameStr = "MN1"; break;
default: TimeFrameStr = "";
}
string short_name = "VQ" + TimeFrameStr + " | " + Length + " , " + Method + " , " + Smoothing + " , " + Filter + " | ";
IndicatorShortName(short_name);
return(0);
}
//+------------------------------------------------------------------+
int start()
{
if (Bars < 100) {IndicatorShortName("Bars less than 100"); return(0);}
if(timeprev1<iTime(NULL,TimeFrame,0)) {TurnedDn = false; TurnedUp = false; timeprev1=iTime(NULL,TimeFrame,0);}
if (!RealTime)
{
if(timeprev2==iTime(NULL,TimeFrame,0)) return(0);
timeprev2=iTime(NULL,TimeFrame,0);
p=TimeFrame/Period()+1; if (p==0) p=1;
}
double TR = 0, MH = 0, ML = 0, MO = 0, MC = 0, MC1 = 0;
if (CountBars>iBars(NULL,TimeFrame) || CountBars>Bars-Length-1) CountBars=MathMin(Bars-Length-1,iBars(NULL,TimeFrame)-Length-1);
if (Crash && CountBars>0){CountBars=CountBars-10; IndicatorShortName("Crash: "+CountBars+" ");}
if (Crash && CountBars<0) IndicatorShortName("Crash");
int i = CountBars;
SumVQ[i + 1] = Close[i + 1];
SumVQ_MTF[i + 1] = Close[i + 1];
while (i >= 0)
{
MH = iMA(NULL,TimeFrame,Length,0,Method,PRICE_HIGH,i);
ML = iMA(NULL,TimeFrame,Length,0,Method,PRICE_LOW,i);
MO = iMA(NULL,TimeFrame,Length,0,Method,PRICE_OPEN,i);
MC = iMA(NULL,TimeFrame,Length,0,Method,PRICE_CLOSE,i);
MC1 = iMA(NULL,TimeFrame,Length,0,Method,PRICE_CLOSE,i + Smoothing);
if (Steady==true) {MC=iMA(NULL,TimeFrame,Length,0,Method,PRICE_MEDIAN,i); MC1=iMA(NULL,TimeFrame,Length,0,Method,PRICE_MEDIAN,i+Smoothing);}
VQ[i] = MathAbs(((MC - MC1) / MathMax(MH - ML,MathMax(MH - MC1,MC1 - ML)) + (MC - MO) / (MH - ML)) * 0.5) * ((MC - MC1 + (MC - MO)) * 0.5);
SumVQ[i] = SumVQ[i + 1] + VQ[i];
if (Filter > 0) if (MathAbs(SumVQ[i] - SumVQ[i + 1]) < Filter * Point) SumVQ[i] = SumVQ[i + 1];
if (TimeFrame > Period()) SumVQ_MTF[i] = SumVQ[i];
i--;
}
if (TimeFrame>Period())
{
datetime TimeArray1[];
ArrayCopySeries(TimeArray1,MODE_TIME,Symbol(),TimeFrame);
int limit=CountBars+TimeFrame/Period();
for(i=0, int y=0;i<limit;i++) {if (Time[i]<TimeArray1[y]) y++; SumVQ[i]=SumVQ_MTF[y];}
}
for (i = CountBars; i >= 0; i--)
{
DIR[i] = DIR[i + 1];
if (SumVQ[i] - SumVQ[i + 1] > 0) DIR[i] = 1;
if (SumVQ[i + 1] - SumVQ[i] > 0) DIR[i] = -1;
if (Color == true)
{
if (DIR[i] > 0)
{
UpBuffer[i] = SumVQ[i];
if (DIR[i + 1] < 0) UpBuffer[i + 1] = SumVQ[i + 1];
DnBuffer[i] = EMPTY_VALUE;
}
else
{
if (DIR[i] < 0)
{
DnBuffer[i] = SumVQ[i];
if (DIR[i + 1] > 0) DnBuffer[i + 1] = SumVQ[i + 1];
UpBuffer[i] = EMPTY_VALUE;
}
}
}
if (Alerts == true)
{
UpArrow[i] = EMPTY_VALUE; DnArrow[i] = EMPTY_VALUE;
if ((DIR[i] == 1) && (DIR[i + 1] == -1)) UpArrow[i] = SumVQ[i + 1] - (Ask - Bid);
if ((DIR[i] == -1) && (DIR[i + 1] == 1)) DnArrow[i] = SumVQ[i + 1] + (Ask - Bid);
}
}
if (Alerts == true)
{
string AlertTXT;
if (UpArrow[0+p]!=EMPTY_VALUE && TurnedUp==false)
{
AlertTXT="VQ BUY: "+Symbol()+" - "+Period()+" at "+ DoubleToStr(Close[0],Digits)+ " - "+ TimeToStr(CurTime(),TIME_SECONDS);
Alert(AlertTXT); if (EmailON) SendMail(AlertTXT,AlertTXT);
if (SignalPrice == true)
{
ObjectCreate("BUY SIGNAL: " + DoubleToStr(Time[0],0),OBJ_ARROW,0,Time[0],Close[0]);
ObjectSet("BUY SIGNAL: " + DoubleToStr(Time[0],0),OBJPROP_ARROWCODE,5);
ObjectSet("BUY SIGNAL: " + DoubleToStr(Time[0],0),OBJPROP_COLOR,SignalPriceBUY);
}
TurnedDn = false; TurnedUp = true;
}
if (DnArrow[0+p]!=EMPTY_VALUE && TurnedDn==false)
{
AlertTXT="VQ SELL: "+Symbol()+" - "+Period()+" at "+ DoubleToStr(Close[0],Digits)+ " - "+ TimeToStr(CurTime(),TIME_SECONDS);
Alert(AlertTXT); if (EmailON) SendMail(AlertTXT,AlertTXT);
if (SignalPrice == true)
{
ObjectCreate("SELL SIGNAL: " + DoubleToStr(Time[0],0),OBJ_ARROW,0,Time[0],Close[0]);
ObjectSet("SELL SIGNAL: " + DoubleToStr(Time[0],0),OBJPROP_ARROWCODE,5);
ObjectSet("SELL SIGNAL: " + DoubleToStr(Time[0],0),OBJPROP_COLOR,SignalPriceSELL);
}
TurnedUp = false; TurnedDn = true;
}
}
return(0);
}
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