//+------------------------------------------------------------------+
//|                                              Volume_Profile5.mq5 |
//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009-2017, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
//---- indicator settings
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_plots   2
#property indicator_type1   DRAW_COLOR_HISTOGRAM
#property indicator_type3   DRAW_COLOR_LINE
#property indicator_color1  clrGreen,clrRed
#property indicator_color3  clrSilver
#property indicator_style1  0
#property indicator_style3  STYLE_DOT
#property indicator_width1  2
#property indicator_width3  1
//#property indicator_minimum 0.0
#property indicator_levelstyle STYLE_DOT
#property indicator_levelcolor clrSilver
#property indicator_levelwidth 2

//--- input data
input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
//---- indicator buffers
double                    ExtVolumesBuffer[];
double                    ExtColorsBuffer[];
double                    ExtAverageBuffer[];
int TimeHour(datetime date)
    {
      MqlDateTime tm;
      TimeToStruct(date,tm);
      return (tm.hour);
    }
int Bars=Bars(_Symbol,_Period);   
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//---- buffers   
   SetIndexBuffer(0,ExtVolumesBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,ExtColorsBuffer,INDICATOR_COLOR_INDEX);
   SetIndexBuffer(2,ExtColorsBuffer);
//---- name for DataWindow and indicator subwindow label
   IndicatorSetString(INDICATOR_SHORTNAME,"Volume_Profile5");
//---- 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 &tick_volume[],
                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,tick_volume);
   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]=(double)SrcBuffer[0];
   ExtColorsBuffer[0]=0.0;
//---
   double VolumeTotal=0, AverageVolume=0;
   for(int i=nPosition;i<nRatesCount && !IsStopped();i++)
     {
      //--- get some data from src buffer
      double dCurrVolume=(double)SrcBuffer[i];
      double dPrevVolume=(double)SrcBuffer[i-1];
      //--- calculate indicator
      ExtVolumesBuffer[i]=dCurrVolume;
      if(dCurrVolume>dPrevVolume)
         ExtColorsBuffer[i]=0.0;
      else
         ExtColorsBuffer[i]=1.0;
         
      ExtAverageBuffer[i]=SmaVolumeHr(Bars-1,i);
     }
     
   for(int i=0;i<nRatesCount && !IsStopped();i++)
     {
       VolumeTotal=VolumeTotal+=(double)SrcBuffer[i];
     }  
   AverageVolume=VolumeTotal/(nRatesCount-1);  
   IndicatorSetInteger(INDICATOR_LEVELS,1);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,AverageVolume);
   IndicatorSetInteger(INDICATOR_LEVELSTYLE,STYLE_DOT);
   IndicatorSetInteger(INDICATOR_LEVELCOLOR,clrSilver);
   IndicatorSetInteger(INDICATOR_LEVELWIDTH,1);

//---
  }
//----------------------------------------------------  
   double SmaVolumeHr(int length, int iShift)
         {
           int      iLimit  = Bars-1;
           datetime iTime[];
           int      hr      = TimeHour(iTime[iShift]);
           double   sum     = 0;    
           int nSum = 0;
           for (iShift=0; iShift < iLimit; iShift++)
             {
               if ( hr == TimeHour(iTime[iShift]) )
                  {   
                    sum+= ExtVolumesBuffer[iShift]; 
                    nSum++;
                    if (nSum == length) break;
                  }
             }
           if (nSum == 0) nSum=1;
           return(sum/nSum);
         }
//+------------------------------------------------------------------+