【解説】 【MQL5 community】 Volumes (ボリューム): 「出来高は株価に先行する」、「株価は出来高の影である」など出来高の重要性を訴える格言も多い。ここでは単純に出来高が増えたのか、減ったのかを表す。
//+------------------------------------------------------------------+
//| Volumes.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
//---- indicator settings
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
#property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_color1 Green,Red
#property indicator_style1 0
#property indicator_width1 1
#property indicator_minimum 0.0
//--- input data
input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
//---- indicator buffers
double ExtVolumesBuffer[];
double ExtColorsBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//---- buffers
SetIndexBuffer(0,ExtVolumesBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ExtColorsBuffer,INDICATOR_COLOR_INDEX);
//---- name for DataWindow and indicator subwindow label
IndicatorSetString(INDICATOR_SHORTNAME,"Volumes");
//---- indicator digits
IndicatorSetInteger(INDICATOR_DIGITS,0);
//----
}
//+------------------------------------------------------------------+
//| Volumes |
//+------------------------------------------------------------------+
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 &TickVolume[],
const long &Volume[],
const int &Spread[])
{
//---check for rates total
if(rates_total＜2)
return(0);
//--- starting work
int start=prev_calculated-1;
//--- correct position
if(start＜1) start=1;
//--- main cycle
if(InpVolumeType==VOLUME_TICK)
CalculateVolume(start,rates_total,TickVolume);
else
CalculateVolume(start,rates_total,Volume);
//--- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CalculateVolume(const int nPosition,
const int nRatesCount,
const long &SrcBuffer[])
{
ExtVolumesBuffer[0]=SrcBuffer[0];
ExtColorsBuffer[0]=0.0;
//---
for(int i=nPosition;i＜nRatesCount;i++)
{
//--- get some data from src buffer
double dCurrVolume=SrcBuffer[i];
double dPrevVolume=SrcBuffer[i-1];
//--- calculate indicator
ExtVolumesBuffer[i]=dCurrVolume;
if(dCurrVolume>dPrevVolume)
ExtColorsBuffer[i]=0.0;
else
ExtColorsBuffer[i]=1.0;
}
//---
}
//+------------------------------------------------------------------+
【表示結果】
緑：出来高が上がった時、赤：出来高が下がった時。
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