Hi,

As Constant Volume candles are not available for ProOrder, i tried to work on a code to develop an indicator that could be used to place orders through a ProOrder Strategy. However, i couldn’t make it work.

It seems to not display the candles properly, therefore i must make mistake in the candles parameters calculations but i can’t find the solution.

Here is the draft i started, can anyone help me to make that work properly ?

Thanks a lot in advance !

// Paramètres de l'indicateur
volumeSeuil = 10000 // Volume seuil pour chaque bougie

// Variables
cumulVolume = 0 // Cumul du volume
debutBougie = UNDEFINED // Début de la bougie à volume constant
bougieEnCours = 0 // Indicateur si une bougie est en cours de formation (0 pour non, 1 pour oui)
openBougie = 0
highBougie = 0
lowBougie = 0
closeBougie = 0

// Calcul des bougies à volume constant
FOR i = 0 TO BarIndex
    cumulVolume = cumulVolume + volume[i]

    IF cumulVolume >= volumeSeuil THEN
        IF debutBougie = UNDEFINED THEN
            debutBougie = i
            openBougie = open[i]
            highBougie = high[i]
            lowBougie = low[i]
        ELSE
            highBougie = MAX(highBougie, high[i])
            lowBougie = MIN(lowBougie, low[i])
        ENDIF
        closeBougie = close[i]
        bougieEnCours = 1
    ENDIF

    IF bougieEnCours = 1 AND (cumulVolume >= volumeSeuil OR i = BarIndex) THEN
        // Affichage de la bougie
        DRAWCANDLE(openBougie, highBougie, lowBougie, closeBougie) COLOURED (255, 0, 0)
        
        // Réinitialisation pour la prochaine bougie
        debutBougie = UNDEFINED
        cumulVolume = 0
        bougieEnCours = 0
        // Réinitialiser highBougie et lowBougie pour la prochaine bougie
        highBougie = UNDEFINED
        lowBougie = UNDEFINED
    ENDIF
NEXT

RETURN

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