//+------------------------------------------------------------------+
//|                                                           VQ.mq4 |
//|                                               Volatility Quality |
//|                                                by raff1410@o2.pl |
//+------------------------------------------------------------------+

#property  indicator_separate_window
#property  indicator_buffers 5
#property  indicator_color1  Yellow
#property  indicator_color2  Lime
#property  indicator_color3  Red
#property  indicator_color4  Yellow
#property  indicator_color5  Cyan
#property  indicator_width1  2
#property  indicator_width2  2
#property  indicator_width3  2

extern   bool     Crash = false;

extern   int      Length = 5;
extern   int      Method = 3;
extern   int      Smoothing = 2;
extern   int      Filter = 1;

extern   bool     RealTime = true;
extern   bool     Steady  = false;
extern   bool     Color = true;
extern   bool     Alerts = true;
extern   bool     EmailON = false;
extern   bool     SignalPrice = true;
extern   color    SignalPriceBUY = Lime;
extern   color    SignalPriceSELL = Red;
extern   int      CountBars = 1485;


double   VQ[];
double   SumVQ[];
double   SumVQ_MTF[];
double   DIR[];
double   UpBuffer[];
double   DnBuffer[];
double   UpArrow[];
double   DnArrow[];

bool     TurnedUp = false;
bool     TurnedDn = false;
datetime timeprev1=0;
datetime timeprev2=0;
int p=0;
int TimeFrame;
//+------------------------------------------------------------------+

int init() {

   IndicatorBuffers(8);
   
   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID);
   SetIndexBuffer(0,SumVQ);
   SetIndexStyle(1,DRAW_LINE,STYLE_SOLID);
   SetIndexBuffer(1,UpBuffer);
   SetIndexStyle(2,DRAW_LINE,STYLE_SOLID);
   SetIndexBuffer(2,DnBuffer);
   SetIndexStyle(3,DRAW_ARROW);
   SetIndexArrow(3,233);
   SetIndexBuffer(3,UpArrow);
   SetIndexStyle(4,DRAW_ARROW);
   SetIndexArrow(4,234);
   SetIndexBuffer(4,DnArrow);
   SetIndexBuffer(5,VQ);
   SetIndexBuffer(6,DIR);
   SetIndexBuffer(7,SumVQ_MTF);
   
   if (Length < 2) Length = 2;
   if (Method < 0) Method = 0;
   if (Method > 3) Method = 3;
   if (Smoothing < 0) Smoothing = 0;
   if (Filter < 0) Filter = 0;
   
   TimeFrame = Period();
   
   switch(TimeFrame) {
      case 1:     string TimeFrameStr = "M1"; break;
      case 5:            TimeFrameStr = "M5"; break;
      case 15:           TimeFrameStr = "M15"; break;
      case 30:           TimeFrameStr = "M30"; break;
      case 60:           TimeFrameStr = "H1"; break;
      case 240:          TimeFrameStr = "H4"; break;
      case 1440:         TimeFrameStr = "D1"; break;
      case 10080:        TimeFrameStr = "W1"; break;
      case 43200:        TimeFrameStr = "MN1"; break;
      default:           TimeFrameStr = "";
   }
   
   string short_name = "VQ" + TimeFrameStr + " |  " + Length + " , " + Method + " , " + Smoothing + " , " + Filter + "  | ";
   IndicatorShortName(short_name);
   return(0);
}

//+------------------------------------------------------------------+

int start() {

   if (Bars < 100) {
      IndicatorShortName("Bars less than 100");
      return(0);
   }
   
   if(timeprev1<iTime(NULL,TimeFrame,0)) {
      TurnedDn = false;
      TurnedUp = false;
      timeprev1 = iTime(NULL,TimeFrame,0);
   }
   
   if (!RealTime) {
      if(timeprev2==iTime(NULL,TimeFrame,0)){
         return(0);
      }
      
      timeprev2 = iTime(NULL,TimeFrame,0);
      p = TimeFrame/Period()+1;
      if (p==0){
         p=1;
      }
   }
   
   double TR = 0, MH = 0, ML = 0, MO = 0, MC = 0, MC1 = 0;
   
   if (CountBars>iBars(NULL,TimeFrame) || CountBars>Bars-Length-1){
      CountBars = MathMin(Bars-Length-1,iBars(NULL,TimeFrame)-Length-1);
   }
   
   if (Crash && CountBars>0){
      CountBars=CountBars-10; IndicatorShortName("Crash: "+CountBars+"     ");
   }
   
   if (Crash && CountBars<0){
      IndicatorShortName("Crash");
   }
   
   int i = CountBars;
   SumVQ[i + 1] = Close[i + 1];
   SumVQ_MTF[i + 1] = Close[i + 1];
   
   while (i >= 0) {
      MH = iMA(NULL, TimeFrame, Length, 0, Method, PRICE_HIGH, i);
      ML = iMA(NULL, TimeFrame, Length, 0, Method, PRICE_LOW, i);
      MO = iMA(NULL, TimeFrame, Length, 0, Method, PRICE_OPEN, i);
      MC = iMA(NULL, TimeFrame, Length, 0, Method, PRICE_CLOSE, i);
      MC1 = iMA(NULL, TimeFrame, Length, 0, Method, PRICE_CLOSE, i + Smoothing);
      
      if (Steady==true) {
         MC = iMA(NULL,TimeFrame,Length,0,Method,PRICE_MEDIAN,i);
         MC1 = iMA(NULL,TimeFrame,Length,0,Method,PRICE_MEDIAN,i+Smoothing);
      }
      
      double MHML = MH - ML;
      MHML = MHML == 0 ? 0.0001 : (MHML == -0 ? -0.0001 : MHML);
      
      double MCMO = MC - MO;
      MCMO = MCMO == 0 ? 0.0001 : (MCMO == -0 ? -0.0001 : MCMO);
      
      double MCMC1 = MC - MC1;
      MCMC1 = MCMC1 == 0 ? 0.0001 : (MCMC1 == -0 ? -0.0001 : MCMC1);
      
      double MHMC1 = MH - MC1;
      MHMC1 = MHMC1 == 0 ? 0.0001 : (MHMC1 == -0 ? -0.0001 : MHMC1);
      
      double MC1ML = MC1 - ML;
      MC1ML = MC1ML == 0 ? 0.0001 : (MC1ML == -0 ? -0.0001 : MC1ML);
      
      VQ[i] = MathAbs((MCMC1 / MathMax(MHML,MathMax(MHMC1, MC1ML)) + MCMO / MHML) * 0.5) * ((MCMC1 + MCMO) * 0.5);
      
      SumVQ[i] = SumVQ[i + 1] + VQ[i];
      if (Filter > 0){
         if (MathAbs(SumVQ[i] - SumVQ[i + 1]) < Filter * Point) {
            SumVQ[i] = SumVQ[i + 1];
         }
      }
      
      i--;
   }
   
   for (i = CountBars; i >= 0; i--) {
      DIR[i] = DIR[i + 1];
      if (SumVQ[i] - SumVQ[i + 1] > 0){
         DIR[i] = 1;
      }
      
      if (SumVQ[i + 1] - SumVQ[i] > 0){
         DIR[i] = -1;
      }
      
      if (Color == true) {
         if (DIR[i] > 0) {
            UpBuffer[i] = SumVQ[i];
            if (DIR[i + 1] < 0){
               UpBuffer[i + 1] = SumVQ[i + 1];
            }
            
            DnBuffer[i] = EMPTY_VALUE;
         } else {
            if (DIR[i] < 0) {
               DnBuffer[i] = SumVQ[i];
               if (DIR[i + 1] > 0){
                  DnBuffer[i + 1] = SumVQ[i + 1];
               }
               UpBuffer[i] = EMPTY_VALUE;
            }
         }
      }
      
      if (Alerts == true) {
         UpArrow[i] = EMPTY_VALUE; 
         DnArrow[i] = EMPTY_VALUE;
         
         if ((DIR[i] == 1) && (DIR[i + 1] == -1)){
            UpArrow[i] = SumVQ[i + 1] - (Ask - Bid);
         }
         
         if ((DIR[i] == -1) && (DIR[i + 1] == 1)){
            DnArrow[i] = SumVQ[i + 1] + (Ask - Bid);
         }
      }
   }
      
      
   if (Alerts == true) {
      if (UpArrow[0+p]!=EMPTY_VALUE && TurnedUp==false) {
         TurnedDn = false;
         TurnedUp = true;
      }
      
      if (DnArrow[0+p]!=EMPTY_VALUE && TurnedDn==false) {
         TurnedUp = false;
         TurnedDn = true;
      }
   }
            
            
   return(0);
}