Market Statistics (Volume Histogram, VWAP with SD bands)
{quote} Hi Robertk, You can find the extended versions in the first post. Akif,
if (ObjectFind(NameStart) == -1) {
TimeStart = iTime(NULL, getTfByName(30), iBarShift(NULL, getTfByName(_Period), Time[0]));
//NameStart = "CarrierLine"+"_"+TimeToStr(TimeStart,TIME_DATE|TIME_MINUTES);
ObjectCreate(NameStart, OBJ_VLINE, 0, 0, 0);
}
if (ObjectGet(NameStart, OBJPROP_TIME1) != TimeStart) {
ObjectSet(NameStart, OBJPROP_COLOR, CarrierLineColor);
ObjectSet(NameStart, OBJPROP_BACK, false);
ObjectSet(NameStart, OBJPROP_WIDTH, CarrierLineWidth);
ObjectSet(NameStart, OBJPROP_STYLE, CarrierLineStyle);
if (ObjectGet(NameStart, OBJPROP_TIME1) == 0) ObjectSet(NameStart, OBJPROP_TIME1, TimeStart);
else TimeStart = ObjectGet(NameStart, OBJPROP_TIME1);
ArrayInitialize(VWAP,EMPTY_VALUE);
ArrayInitialize(VWAP_Resistance,EMPTY_VALUE);
ArrayInitialize(VWAP_Support,EMPTY_VALUE);
ArrayInitialize(CumVol,0);
ArrayInitialize(CumPVol,0);
ArrayInitialize(CumPVol_Resistance,0);
ArrayInitialize(CumPVol_Support,0);
}
CumPVol_J = -1;
CumPVol_Resistance_J = -1;
CumPVol_Support_J = -1;
CumVol_J = -1;
limit = iBarShift(NULL,0,ObjectGet(NameStart, OBJPROP_TIME1));
//--- START OF MAIN FOR LOOP ---//
for (pos=limit, r=bars-pos-1; (pos>=0 && !_StopFlag); pos--,r++) {
CumVol[pos]=CumVol[pos+1]+Volume[pos];
CumPVol[pos]=CumPVol[pos+1]+Volume[pos]*((High[pos]+Low[pos])/2);
CumPVol_Resistance[pos]=CumPVol_Resistance[pos+1]+Volume[pos]*High[pos];
CumPVol_Support[pos]=CumPVol_Support[pos+1]+Volume[pos]*Low[pos];
if (TimeStart <= Time[pos])
{
if ((CumPVol_J==-1)&&(CumPVol_Resistance_J==-1)&&(CumPVol_Support_J==-1)&&(CumVol_J==-1)) // save starting day values
{
CumPVol_J = CumPVol[pos];
CumPVol_Resistance_J = CumPVol_Resistance[pos];
CumPVol_Support_J = CumPVol_Support[pos];
CumVol_J = CumVol[pos];
VWAP[pos]=((High[pos]+Low[pos])/2); // at the start day we need to put initial values
VWAP_Resistance[pos]=High[pos]; // which are calculated differently
VWAP_Support[pos]=Low[pos]; // which are calculated differently
}else
{
double divider = CumVol[pos] - CumVol_J;
VWAP[pos]=( CumPVol[pos] - CumPVol_J ) / divider;
if (CumPVol[pos] - CumPVol_J == 0) VWAP[pos]=((High[pos]+Low[pos])/2);
VWAP_Resistance[pos]=( CumPVol_Resistance[pos] - CumPVol_Resistance_J ) / divider;
VWAP_Support[pos]=( CumPVol_Support[pos] - CumPVol_Support_J ) / divider;
}
}
}
//---- done 
