//+------------------------------------------------------------------+ //| Tick Volume Indicator v2 | //| Copyright © William Blau | //| Originally coded © 2006 by Profitrader | //| Recoded © 2011 by MaryJane | //+------------------------------------------------------------------+ #property copyright "Profitrader, 2006 && MaryJane, 2011" //----- properties #property indicator_separate_window #property indicator_buffers 5 #property indicator_color1 C'0,90,255' // for line graph, set color1-color4 #property indicator_color2 Red // to CLR_NONE = set None in user #property indicator_color3 C'0,90,255' // settings. #property indicator_color4 Red // #property indicator_color5 DimGray // set CLR_NONE to hide the line #property indicator_width1 2 #property indicator_width2 2 #property indicator_width3 2 #property indicator_width4 2 #property indicator_width5 1 #property indicator_level1 0.0 #property indicator_levelcolor DimGray //---- input parameters extern int r = 12; extern int s = 12; extern int u = 5; extern string _n1 = "_Increase for more history"; extern int BarCount = 1500; extern string _n2 = "_AlertCandle = 0: current"; extern string _n3 = "_AlertCandle = 1: closed"; extern int AlertCandle = 1; // extern bool PopupAlerts = false; // extern string _n4 = "_Leave empty for no email"; extern string AlertEmailSubject = ""; // //---- buffers double UpPos[], DnPos[], UpNeg[], DnNeg[]; //---- extra buffers double UpTicks[], DnTicks[], TVI_Raw[], TVI[], Trend[]; double EMA_U[], EMA_D[], DEMA_U[], DEMA_D[]; //---- globalscape double MyPoint; datetime OldTime; string ShortName$; datetime LastAlertTime = -999999; string AlertUp$ = "TVI change: UP"; string AlertDn$ = "TVI change: DOWN"; //+------------------------------------------------------------------+ //| indicator initialization | //+------------------------------------------------------------------+ int init() { //---- data window / tooltip precision IndicatorDigits(Digits); //---- 7 buffers used (one still free) IndicatorBuffers(7); //---- 5 buffers for drawing SetIndexBuffer(0, UpPos); SetIndexBuffer(1, DnPos); SetIndexBuffer(2, UpNeg); SetIndexBuffer(3, DnNeg); SetIndexBuffer(4, TVI); SetIndexStyle(0, DRAW_HISTOGRAM); SetIndexStyle(1, DRAW_HISTOGRAM); SetIndexStyle(2, DRAW_HISTOGRAM); SetIndexStyle(3, DRAW_HISTOGRAM); SetIndexStyle(4, DRAW_NONE); //---- 2 buffers for calculations SetIndexBuffer(5, TVI_Raw); SetIndexBuffer(6, Trend); //---- 6 additional buffers for calc ArrayResize(UpTicks, BarCount); ArraySetAsSeries(UpTicks, true); ArrayResize(DnTicks, BarCount); ArraySetAsSeries(DnTicks, true); ArrayResize(EMA_U, BarCount); ArraySetAsSeries(EMA_U, true); ArrayResize(EMA_D, BarCount); ArraySetAsSeries(EMA_D, true); ArrayResize(DEMA_U, BarCount); ArraySetAsSeries(DEMA_U, true); ArrayResize(DEMA_D, BarCount); ArraySetAsSeries(DEMA_D, true); // ---- disable data values for histo buffers SetIndexLabel(0, NULL); SetIndexLabel(1, NULL); SetIndexLabel(2, NULL); SetIndexLabel(3, NULL); // ---- enable data values for TVI and Trend SetIndexLabel(4, "TVI Value"); SetIndexLabel(6, "Trend"); // ---- pip multiplier if (Digits == 5 || (Digits == 3 && StringFind(Symbol(), "JPY") != -1)) MyPoint = Point * 10; else if (Digits == 6 || (Digits == 4 && StringFind(Symbol(), "JPY") != -1)) MyPoint = Point * 100; else MyPoint = Point; //---- reset bar counter OldTime = Time[0]; //---- collect indi name ShortName$ = "TVI v2 (" + r + "," + s + "," + u + ")";// Trend is "; //---- end init return(0); } //+------------------------------------------------------------------+ //| indicator code | //+------------------------------------------------------------------+ int start() { int counted_bars = IndicatorCounted(); if (counted_bars < 0) return (-1); if (counted_bars > 0) counted_bars--; int limit = MathMin(BarCount, Bars - counted_bars) - 1; //---- resize/shift extra buffers on first and every next bar if (Time[0] != OldTime) SyncExtraBuffers(BarCount); //---- calculate ticks for(int i = limit; i >= 0; i--) { UpTicks[i] = (Volume[i] + (Close[i] - Open[i]) / MyPoint) / 2; DnTicks[i] = Volume[i] - UpTicks[i]; } //---- 1st pass smoothing for(i = limit; i >= 0; i--) { EMA_U[i] = iMAOnArray(UpTicks, 0, r, 0, MODE_EMA, i); EMA_D[i] = iMAOnArray(DnTicks, 0, r, 0, MODE_EMA, i); } //---- 2nd pass smoothing for(i = limit; i >= 0; i--) { DEMA_U[i] = iMAOnArray(EMA_U, 0, s, 0, MODE_EMA,i); DEMA_D[i] = iMAOnArray(EMA_D, 0, s, 0, MODE_EMA,i); } //---- calculate the ratio for(i = limit; i >= 0; i--) TVI_Raw[i] = 100.0 * (DEMA_U[i] - DEMA_D[i]) / (DEMA_U[i] + DEMA_D[i]); //---- final smoothing for(i = limit; i >= 0; i--) TVI[i] = iMAOnArray(TVI_Raw, 0, u, 0, MODE_EMA, i); //---- make histogram for(i = limit; i >= 0; i--) { // ---- keep previous direction Trend[i] = Trend[i + 1]; // ---- ...until there's a change if (TVI[i] > TVI[i + 1]) Trend[i] = 1; else if (TVI[i] < TVI[i + 1]) Trend[i] = -1; // ---- paint the buffers accordingly if (Trend[i] > 0) { if (TVI[i] >= 0) {UpPos[i] = 1.0; DnPos[i] = EMPTY_VALUE;} else {UpNeg[i] = 1.0; DnNeg[i] = EMPTY_VALUE;} } else if (Trend[i] < 0) { if (TVI[i] >= 0) {DnPos[i] = 1.0; UpPos[i] = EMPTY_VALUE;} else {DnNeg[i] = 1.0; UpNeg[i] = EMPTY_VALUE;} } } //---- trend display update if (Trend[0] == 1) string t$ = "UP"; else t$ = "DOWN"; //IndicatorShortName(ShortName$ + t$); //---- do alerts ProcessAlerts(); //---- end of loop return(0); } //+------------------------------------------------------------------+ //| shift extra buffers on new bar | //+------------------------------------------------------------------+ void SyncExtraBuffers(int count) { for (int i = count - 1; i >= 0; i--) { UpTicks[i + 1] = UpTicks[i]; DnTicks[i + 1] = DnTicks[i]; EMA_U[i + 1] = EMA_U[i]; EMA_D[i + 1] = EMA_D[i]; DEMA_U[i + 1] = DEMA_U[i]; DEMA_D[i + 1] = DEMA_D[i]; } //---- reset bar counter OldTime = Time[0]; } //+------------------------------------------------------------------+ //| alert routine (thank you hanover :-) | //| http://www.forexfactory.com/showthread.php?t=299520 | //+------------------------------------------------------------------+ void ProcessAlerts() { if (AlertCandle >= 0 && Time[0] > LastAlertTime) { //---- alert UP if (Trend[AlertCandle] == 1 && Trend[AlertCandle + 1] != 1) { string AlertText$ = Symbol() + "," + TFToStr(Period()) + ": " + AlertUp$; if (PopupAlerts) Alert(AlertText$); if (AlertEmailSubject > "") SendMail(AlertEmailSubject, AlertText$); LastAlertTime = Time[0]; } //---- alert DOWN if (Trend[AlertCandle] == - 1 && Trend[AlertCandle + 1] != -1) { AlertText$ = Symbol() + "," + TFToStr(Period()) + ": " + AlertDn$; if (PopupAlerts) Alert(AlertText$); if (AlertEmailSubject > "") SendMail(AlertEmailSubject, AlertText$); LastAlertTime = Time[0]; } } } //+------------------------------------------------------------------+ string TFToStr(int tf) { if (tf == 0) tf = Period(); if (tf >= 43200) return("MN"); if (tf >= 10080) return("W1"); if (tf >= 1440) return("D1"); if (tf >= 240) return("H4"); if (tf >= 60) return("H1"); if (tf >= 30) return("M30"); if (tf >= 15) return("M15"); if (tf >= 5) return("M5"); if (tf >= 1) return("M1"); return(""); }