//+---------------------------------------------------------------------+
//|                                                              Vo.mq5 | 
//|                                            Copyright © 2009, Krokus | 
//|                                                                     | 
//+---------------------------------------------------------------------+ 
//| Place the SmoothAlgorithms.mqh file                                 |
//| in the directory: terminal_data_folder\MQL5\Include                 |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2009, Krokus"
#property link ""
//---- indicator version number
#property version   "1.00"
//---- drawing indicator in a separate window
#property indicator_separate_window 
//---- number of indicator buffers
#property indicator_buffers 1 
//---- only one plot is used
#property indicator_plots   1
//+-----------------------------------+
//|  Parameters of indicator drawing  |
//+-----------------------------------+
//---- drawing the indicator as a line
#property indicator_type1   DRAW_LINE
//---- DodgerBlue color is used for the indicator line color
#property indicator_color1 clrDodgerBlue
//---- the indicator line is a continuous curve
#property indicator_style1  STYLE_SOLID
//---- indicator line width is equal to 1
#property indicator_width1  1
//---- displaying the indicator label
#property indicator_label1  "Volatility indicator"

//+-----------------------------------+
//|  CXMA class description           |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh> 
//+-----------------------------------+

//---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file
CXMA XMA1;
/*enum Smooth_Method - enumeration is declared in SmoothAlgorithms.mqh
  {
   MODE_SMA_,  //SMA
   MODE_EMA_,  //EMA
   MODE_SMMA_, //SMMA
   MODE_LWMA_, //LWMA
   MODE_JJMA,  //JJMA
   MODE_JurX,  //JurX
   MODE_ParMA, //ParMA
   MODE_T3,    //T3
   MODE_VIDYA, //VIDYA
   MODE_AMA,   //AMA
  }; */
//+-----------------------------------+
//|  INDICATOR INPUT PARAMETERS       |
//+-----------------------------------+
input uint XPeriod=20;   // extremums searching period
input Smooth_Method XMA_Method=MODE_JJMA; //averaging method
input uint XLength=5; //smoothing depth                    
input int XPhase=15; //smoothing parameter,
  //for JJMA, it varies within the range -100 ... +100 and influences on the quality of the transient period;
  // For VIDIA, it is a CMO period, for AMA, it is a slow moving average period
input int Shift=0; // horizontal shift of the indicator in bars
//+-----------------------------------+

//---- declaration of a dynamic array that further 
// be used as an indicator buffer
double IndBuffer[];

//---- Declaration of the average vertical shift value variable
double dPriceShift;
//---- Declaration of integer variables of data starting point
int min_rates_,min_rates_total;
//+------------------------------------------------------------------+   
//| Vo indicator initialization function                             | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- Initialization of variables of data calculation starting point
   min_rates_=int(XPeriod);
   min_rates_total=min_rates_+XMA1.GetStartBars(XMA_Method,XLength,XPhase);
//---- setting alerts for invalid values of external parameters
   XMA1.XMALengthCheck("XLength",XLength);
   XMA1.XMAPhaseCheck("XPhase",XPhase,XMA_Method);
   
//---- set dynamic array as an indicator buffer
   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);
//---- shifting the indicator 1 horizontally
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- shifting the starting point of the indicator drawing
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- setting values of the indicator that won't be visible on a chart
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---- indexing elements in the buffer as in timeseries
   ArraySetAsSeries(IndBuffer,true);

//--- creation of the name to be displayed in a separate sub-window and in a pop up help
   IndicatorSetString(INDICATOR_SHORTNAME,"Vo");
   
//--- determination of accuracy of displaying the indicator values
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//---- end of initialization
  }
//+------------------------------------------------------------------+ 
//| Vo 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[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[]
                )
  {
//---- checking for the sufficiency of the number of bars for the calculation
   if(rates_total<min_rates_total) return(0);

//---- Declaration of integer variables and getting the bars already calculated
   int limit,maxbar=rates_total-1-min_rates_;

//---- calculation of the starting number limit for the bar recalculation loop
   if(prev_calculated>rates_total || prev_calculated<=0)// checking for the first start of the indicator calculation
        limit=maxbar;  // starting index for the calculation of all bars
   else limit=rates_total-prev_calculated; // starting index for the calculation of new bars
    
//---- indexing elements in arrays as in timeseries  
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);

//---- main cycle of calculation of the indicator
   for(int bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      double HH=high[ArrayMaximum(high,bar,XPeriod)];
      double LL=low[ArrayMinimum(low,bar,XPeriod)];
      IndBuffer[bar]=XMA1.XMASeries(maxbar,prev_calculated,rates_total,XMA_Method,XPhase,XLength,(HH-LL)/_Point,bar,true);
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+