vwdd_oscillator.mq5

#property version   "1.00"
#property description "Volume-Weighted Delta Divergence Oscillator: builds a "
#property description "bar-by-bar volume delta proxy, accumulates it into a "
#property description "normalized oscillator, and flags regular bullish/bearish "
#property description "divergence between price swings and the delta."

#property indicator_separate_window
#property indicator_buffers 7
#property indicator_plots   3

#property indicator_type1   DRAW_COLOR_HISTOGRAM
#property indicator_color1  clrDodgerBlue,clrCrimson
#property indicator_width1  2
#property indicator_label1  "VWDD Oscillator"

#property indicator_type2   DRAW_ARROW
#property indicator_color2  clrLime
#property indicator_width2  2
#property indicator_label2  "Bullish Divergence"

#property indicator_type3   DRAW_ARROW
#property indicator_color3  clrOrangeRed
#property indicator_width3  2
#property indicator_label3  "Bearish Divergence"

#property indicator_level1 0.0
#property indicator_levelstyle STYLE_DOT
#property indicator_levelcolor clrGray

enum ENUM_VWDD_VOLUME
  {
   VWDD_VOL_TICK = 0,   // Tick volume
   VWDD_VOL_REAL = 1    // Real volume (if supplied by broker/feed)
  };

input int               InpDeltaPeriod    = 20;    // Cumulative delta window (bars)
input int               InpNormPeriod     = 50;     // Std-dev normalization lookback (bars)
input int               InpSmoothPeriod   = 5;       // Oscillator smoothing period (bars)
input ENUM_VWDD_VOLUME  InpVolumeType     = VWDD_VOL_TICK; // Volume source
input int               InpDivLookback    = 10;     // Swing confirmation bars (each side)
input int               InpDivSearchRange = 100;    // Max bars searched for a prior swing
input bool              InpShowArrows     = true;   // Show divergence arrows
input double            InpArrowOffset    = 0.30;   // Arrow vertical offset (oscillator units)

double OscBuffer[];        // plot 0 - final smoothed oscillator (visible)
double OscColorBuffer[];   // plot 0 - color index (visible)
double ArrowUpBuffer[];    // plot 1 - bullish divergence arrow (visible)
double ArrowDownBuffer[];  // plot 2 - bearish divergence arrow (visible)
double DeltaBuffer[];      // calc  - raw per-bar volume delta
double CumDeltaBuffer[];   // calc  - rolling cumulative delta
double RawOscBuffer[];     // calc  - normalized oscillator before smoothing

int OnInit()
  {
      // код доступен только после оплаты
   }

double CalcStdDev(const double &arr[],const int idx,const int period)
  {
   double mean=0.0;
   for(int k=idx;k>=idx-period+1;k--)
      mean+=arr[k];
   mean/=period;

   double var=0.0;
   for(int k=idx;k>=idx-period+1;k--)
     {
      double d=arr[k]-mean;
      var+=d*d;
     }
   var/=period;

   return(MathSqrt(var));
  }

bool IsSwingHigh(const double &high[],const int idx,const int lookback,const int total)
  {
   if(idx-lookback<0 || idx+lookback>total-1)
      return(false);

   double h=high[idx];
 

Показано первые 50% кода (символов: 6199)