//+------------------------------------------------------------------+
//|                                                  Volume_2.v3.mq4 |
//|                                                  Victor Nicolaev |
//|                                                    vinin@mail.ru |
//+------------------------------------------------------------------+
#property copyright "Victor Nicolaev"
#property link      "vinin@mail.ru"

#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 Red
#property indicator_color2 White
#property indicator_color3 Red
#property indicator_color4 White
#property indicator_width1 1
#property indicator_width2 1
#property indicator_width3 3
#property indicator_width4 3
//---- input parameters

extern int TM=240; // Расчетный тайм-фрейм
extern int mode=0; //расчетный период: 0 -  неделя, 1 - месяц, 2 - квартал. 3 - год.
extern int MAxPeriodMode=5; //Максимальное число отображаемых расчетных периодов, 0 - все 

//---- buffers
double ExtMapBufferOpen[];
double ExtMapBufferHigh[];
double ExtMapBufferLow[];
double ExtMapBufferClose[];

int K;
int TMf;
double AverageVolume=-1;
datetime StartTime=0,EndTime;
bool start1;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   K=1;
   TMf=TM;
   CheckTM(TM,TMf,K);
   start1=false;
   StartTime=0;
   SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexStyle(2,DRAW_HISTOGRAM);
   SetIndexStyle(3,DRAW_HISTOGRAM);
   SetIndexDrawBegin(0,0);
   SetIndexDrawBegin(1,0);
   SetIndexDrawBegin(2,0);
   SetIndexDrawBegin(3,0);
   SetIndexBuffer(0,ExtMapBufferHigh);
   SetIndexBuffer(1,ExtMapBufferLow);
   SetIndexBuffer(2,ExtMapBufferOpen);
   SetIndexBuffer(3,ExtMapBufferClose);

   IndicatorShortName("Volume("+TM+")");
   SetIndexLabel(0,"Open");
   SetIndexLabel(1,"High");
   SetIndexLabel(2,"Low");
   SetIndexLabel(3,"Close");
//---- initialization done
   return(0);
  }//int init() 
//+------------------------------------------------------------------+
int start()
  {
   int i;
   int counted_bars=IndicatorCounted();
   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
   int limit=Bars-counted_bars;
   if(counted_bars==0) limit-=1+MAxPeriodMode;

// Расчет первого периода для отрисовки
   if(!start1)
     {
      if(MAxPeriodMode>0)
        {
         datetime tmpTime=Time[0]+60;
         for(i=0;i<=MAxPeriodMode;i++)
           {
            CalculateTime(mode,tmpTime,StartTime,EndTime);
            tmpTime=StartTime-60;
           }
         tmpTime=StartTime+1;
         AverageVolume=CalculateVolume(mode,TM,K);
         CalculateTime(mode,tmpTime,StartTime,EndTime);
        }
      start1=true;
     }

   for(i=limit;i>=0;i--)
     {
      if(StartTime==0)
        {
         CalculateTime(mode,Time[i],StartTime,EndTime);
         continue;
        }
      if(Time[i]>EndTime)
        {
         RefreshBar(i+1);
         AverageVolume=CalculateVolume(mode,TM,K);
         CalculateTime(mode,Time[i],StartTime,EndTime);
        }
      if(AverageVolume>0) RefreshBar(i);
     }
   return(0);
  }// int start()
//+------------------------------------------------------------------+

//Отрисовка периода
void RefreshBar(int pos)
  {
   int i;
   int start1=iBarShift(NULL,0,StartTime);
   if(start1==-1) return;
   if(Time[start1]<StartTime)start1--;

   double Vol=0,sVol=0;
   int k=0,is=start1;
   for(i=start1;i>=pos;i--)
     {
      if((MathAbs(sVol-AverageVolume*(k+1))<Volume[i]/2.0) || (sVol-AverageVolume*(k+1)>0))
        {
         NevBar(is,i);
         is=i-1;
         k++;
        }
      sVol+=Volume[i];
     }
   if(is>pos) NevBar(is,pos);
  }
//Отрисовка бара
void NevBar(int start1,int end)
  {
   int i;
   double tmpHigh=High[start1],tmpLow=Low[start1],tmpOpen=Open[start1],tmpClose=Close[end];
   for(i=start1;i>=end;i--)
     {
      tmpHigh=MathMax(tmpHigh,High[i]);
      tmpLow=MathMin(tmpLow,Low[i]);
     }
   for(i=start1;i>=end;i--)
     {
      ExtMapBufferOpen[i]=tmpOpen;
      ExtMapBufferClose[i]=tmpClose;
      if(tmpOpen>tmpClose)
        {
         ExtMapBufferHigh[i]=tmpHigh;
         ExtMapBufferLow[i]=tmpLow;
        }
      else
        {
         ExtMapBufferHigh[i]=tmpLow;
         ExtMapBufferLow[i]=tmpHigh;
        }
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CheckTM(int TMb,int &TMf,int &K)
  {
   int TMr[]={PERIOD_MN1,PERIOD_W1,PERIOD_D1,PERIOD_H4,PERIOD_H1,PERIOD_M30,PERIOD_M15,PERIOD_M5,PERIOD_M1};
   int i;
   for(i=0;i<9;i++)
     {
      if(TMb%TMr[i]==0)
        {
         TMf=TMr[i];
         K=TMb/TMr[i];
         break;
        }
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CalculateVolume(int mode,int TM,int K)
  {
   double sVol=0.0;
   int    i,sBar=0;
   int start=iBarShift(NULL,TM,StartTime);
   int end=iBarShift(NULL,TM,EndTime);
   if(iTime(NULL,TM,start)<StartTime) start++;
   if(iTime(NULL,TM,end)<EndTime) end++;
   for(i=start;i>end;i--)
     {
      sVol+=iVolume(NULL,TM,i);
      sBar++;
     }
   if(sBar>0) sVol/=(start-end)*(K*1.0);
   return(sVol);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CalculateTime(int mode,int _Time,datetime &StartTime,datetime &EndTime)
  {
   string ss;
   datetime st;
   int start,end;
   int MonthTmp,YearTmp;
   switch(mode)
     {
      case 0:
        {
         int WeekTmp=TimeDayOfWeek(_Time);
         ss=TimeToStr(_Time-WeekTmp*24*60*60,TIME_DATE);
         StartTime=StrToTime(ss);
         ss=TimeToStr(_Time+(8-WeekTmp)*24*60*60,TIME_DATE);
         EndTime=StrToTime(ss);
         EndTime--;
         break;
        }
      case 1:
        {
         MonthTmp=TimeMonth(_Time);
         YearTmp=TimeYear(_Time);
         ss=TimeYear(_Time)+"."+TimeMonth(_Time)+".01 00:00";
         StartTime=StrToTime(ss);
         if(MonthTmp==12) ss=TimeYear(_Time+365*24*60*60)+".01.01 00:00";
         else ss=TimeYear(_Time)+"."+(TimeMonth(_Time+31*24*60*60))+".01 00:00";
         EndTime=StrToTime(ss);
         EndTime--;
         break;
        }
      case 2:
        {
         MonthTmp=((TimeMonth(_Time)-1)/3);
         YearTmp=TimeYear(_Time);
         ss=TimeYear(_Time)+"."+(MonthTmp*3+1)+".01 00:00";
         StartTime=StrToTime(ss);
         if(MonthTmp==3) ss=(TimeYear(_Time)+1)+".00.01 00:00";
         else ss=TimeYear(_Time)+"."+((MonthTmp+1)*3+1)+".01 00:00";
         EndTime=StrToTime(ss);
         EndTime--;
         break;
        }
      case 3:
        {
         YearTmp=TimeYear(_Time);
         ss=TimeYear(_Time)+".01.01 00:00";
         StartTime=StrToTime(ss);
         ss=(TimeYear(_Time)+1)+".01.01 00:00";
         EndTime=StrToTime(ss);
         EndTime--;
         break;
        }
     }
  }
//+------------------------------------------------------------------+