//------------------------------------------------------------------ #property copyright "mladen" #property link "www.forex-tsd.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 2 #property indicator_plots 1 #property indicator_label1 "Velocity" #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; // Velocity period input enPrices Price = pr_median; // Price to use // // // // // double vel[]; double colorBuffer[]; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnInit() { SetIndexBuffer(0,vel,INDICATOR_DATA); SetIndexBuffer(1,colorBuffer,INDICATOR_COLOR_INDEX); // // // // // IndicatorSetString(INDICATOR_SHORTNAME," Velocity ("+string(Length)+")"); return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // 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[]) { // // // // // for (int i=(int)MathMax(prev_calculated-1,0); i0) { colorBuffer[i] = colorBuffer[i-1]; if (vel[i] > vel[i-1]) colorBuffer[i]= 0; if (vel[i] < vel[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 =0; k++) { double weight = length-k; suma += prices[i-k] * weight; sumb += prices[i-k] * weight * weight; sumwa += weight; sumwb += weight*weight; } return(sumb/sumwb-suma/sumwa); }