//+------------------------------------------------------------------+
//|                                         Chaikin's Volatility.mq4 |
//|                                                          Kalenzo |
//|                                      bartlomiej.gorski@gmail.com |
//+------------------------------------------------------------------+
#property copyright "Kalenzo"
#property link      "bartlomiej.gorski@gmail.com"

#property indicator_separate_window
#property indicator_buffers 5
#property indicator_color1 Red
#property indicator_color2 Blue
 
//---- input parameters
extern int       iPeriod=13;
extern int       maPeriod=13;
extern int       maSlowPeriod=26;

//---- buffers
double chakin[];
double Slowchakin[];
double hl[];
double emahl[];
double Slowemahl[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   IndicatorBuffers(5);
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,chakin);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,Slowchakin);
   
   SetIndexStyle(2,DRAW_NONE);
   SetIndexBuffer(2,hl);
   SetIndexStyle(3,DRAW_NONE);
   SetIndexBuffer(3,emahl);
   SetIndexStyle(4,DRAW_NONE);
   SetIndexBuffer(4,Slowemahl);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int limit;
   int counted_bars=IndicatorCounted();
   if(counted_bars<0) counted_bars=0;
   if(counted_bars>0) counted_bars--;
   limit=Bars-counted_bars;
//----
   for(int c = 0 ;c <= limit ;c++) hl[c]=High[c]-Low[c];
   for(int e = 0 ;e <= limit ;e++) 
   {
      emahl[e]= iMAOnArray(hl,0,maPeriod,0,MODE_EMA,e);
      Slowemahl[e]= iMAOnArray(hl,0,maSlowPeriod,0,MODE_EMA,e);
   }
   
   for(int i = 0 ;i <= limit-20 ;i++)
   {
      
      chakin[i] = ( (emahl[i]-emahl[i+iPeriod])/emahl[i+iPeriod] ) *100;  
      Slowchakin[i] = ( (Slowemahl[i]-Slowemahl[i+iPeriod])/Slowemahl[i+maSlowPeriod] ) *100; 
   }
//----
   return(0);
  }
//+------------------------------------------------------------------+