//+------------------------------------------------------------------+
//|                                               Volum_Up_Dw_05.mq4 |
//+------------------------------------------------------------------+
#property copyright "Inkov Evgeni ew123@mail.ru"
#property link      "+7-918-600-11-33"
//+------------------------------------------------------------------+
#property  indicator_separate_window
#property  indicator_buffers 1
#property  indicator_color1  Black
#property  indicator_width1  1
//.....................................
extern int Min_bar_VL=10;
//.....................................
double   ExtBuffer0[]; 
double   ExtBuffer1[]; 
//.....................................
datetime time_max_Bars_1;
string   VL="VL";
datetime pred_time_VL,Time_VL;
//+------------------------------------------------------------------+
int init()
  {
   IndicatorBuffers(2);
   
   SetIndexBuffer(0,ExtBuffer0);
   SetIndexBuffer(1,ExtBuffer1);

   SetIndexStyle(0,DRAW_LINE);
   SetIndexStyle(1,DRAW_NONE);

   IndicatorDigits(0);
   
   SetIndexEmptyValue(0,EMPTY_VALUE);
   SetIndexEmptyValue(1,0);
   
   ArrayInitialize(ExtBuffer0,EMPTY_VALUE);
   ArrayInitialize(ExtBuffer1,0);
   
   IndicatorShortName("Volum_Up_Dw");
   
   ust_VL();   
   
   return(0);
}
//+------------------------------------------------------------------+
int deinit()
{
   if  (UninitializeReason()==REASON_REMOVE)ObjectDelete(VL);
   return(0);
}
//+------------------------------------------------------------------+
int start()
{
   ust_VL();   
   pred_time_VL=Time_VL;
   if (pred_time_VL==0 || pred_time_VL!=Time_VL)
   {
      ArrayInitialize(ExtBuffer0,EMPTY_VALUE);
      ArrayInitialize(ExtBuffer1,0);
   }
   int bar_VL=MathMin(iBarShift(Symbol(),0,Time_VL),Bars-1);

   //------------------------------
   int vol_dw,vol_up,i;
   time_max_Bars_1=iTime(Symbol(),1,iBars(Symbol(),1)-1);
   //------------------------------
   for(i=0; i<=bar_VL; i++)
   {
      vol_dw=Opred_Vol_dw_M1(i);
      if (vol_dw<0)vol_dw=Opred_Vol_dw(i);

      vol_up=Volume[i]-vol_dw;
      ExtBuffer1[i]=vol_dw;
   }
   //------------------------------
   for(i=bar_VL; i>=0; i--)
   {
      if (i==bar_VL)
         ExtBuffer0[i]=Volume[i]-2*ExtBuffer1[i];
      else
         ExtBuffer0[i]=ExtBuffer0[i+1]+Volume[i]-2*ExtBuffer1[i];
   }
   //------------------------------
   return(0);
}
//+------------------------------------------------------------------+
void ust_VL()
{
   if (Min_bar_VL==0)
   {
      if (ObjectFind(VL)<0)ObjectCreate(VL,OBJ_VLINE, 0, Time[10], 0);
      Time_VL=ObjectGet(VL, OBJPROP_TIME1);
   }
   else
   {
      Time_VL=Time[Min_bar_VL];
      ObjectDelete(VL);
   }

}
//+------------------------------------------------------------------+
int Opred_Vol_dw_M1(int n)
{
   datetime time1_bar, time2_bar;
   int bar1, bar2;
   double v,v1,co,hl;

   time1_bar=Time[n];
   if (time1_bar<time_max_Bars_1 || Period()==1)return(-1);
   if (n>0)
      time2_bar=Time[n-1];
   else
      time2_bar=TimeCurrent();
   
   // поиск первого бара (более раннего)
   bar1 = iBarShift(Symbol(),1,time1_bar);
   datetime time1=iTime(Symbol(),1,bar1);
   if (time1>time2_bar || time1>time1_bar+Period()*60)return(-1);
   
   bar1 = -1;
   while (bar1<0)
   {
      if (time1_bar>time2_bar)return(-1);
      bar1 = iBarShift(Symbol(),1,time1_bar,true);
      time1_bar+=60;
   }  
   if (n>0)
   {
      time2_bar=Time[n-1];
      bar2 = iBarShift(Symbol(),1,time2_bar);
      datetime time2=iTime(Symbol(),1,bar2);
      if (time2<time1_bar || time2>time2_bar+Period()*60)return(-1);
      
      bar2=-1;
      // поиск второго бара
      while (bar2<0)
      {
         time2_bar-=60;
         if (time2_bar<time1_bar)return(-1);
         bar2= iBarShift(Symbol(),1,time2_bar,true);
      }
   }
   else
      bar2=0;
      
   v=0;
   double op,h,l,o;
   datetime sled;
   if (bar1<bar2)return(-1);
   for (int i=bar1;(i>=bar2) || (n==0 && i==0);i--)
   {
      sled=iTime(Symbol(), 0, i+1);
      if (sled==0)
      {
         h=iHigh(Symbol(),1,i);
         l=iLow (Symbol(),1,i);
         o=iOpen(Symbol(),1,i);
      }
      else
      {
         h=MathMax(iHigh(Symbol(),1,i),iClose(Symbol(),1,i+1));
         l=MathMin(iLow (Symbol(),1,i),iClose(Symbol(),1,i+1));
         o=iClose(Symbol(),1,i+1);
      }
         
      hl = h - l;
      if (hl==0)continue;
      co = iClose(Symbol(),1,i) - o;
      if (co>0)
         v1=iVolume(Symbol(),1,i)*(hl-co)/(2*hl-co);
      else
         if (co<0)
            v1=iVolume(Symbol(),1,i)*hl/(2*hl+co);
         else
            v1=iVolume(Symbol(),1,i)/2.0;
      v1=MathRound(v1);
      v += v1;   
   }
   return(v);
}
//----------------------------------------
int Opred_Vol_dw(int n)
{
   double v,h,l,o;
   
   datetime sled=iTime(Symbol(), 0, n+1);
   if (sled==0)
   {
      h=High [n];
      l=Low [n];
      o=Open[n];
   }
   else
   {
      h=MathMax(High[n],Close[n+1]);
      l=MathMin(Low [n],Close[n+1]);
      o=Close[n+1];
   }
   
   double hl = h - l;
   if (hl==0)return(0);
   
   double co = Close[n] - o;
   if (co>0)
      v=Volume[n]*(hl-co)/(2*hl-co);
   else
      if (co<0)
         v=Volume[n]*hl/(2*hl+co);
      else
         v=Volume[n]/2.0;
   v=MathRound(v);

   return(v);
}
//----------------------------------------