First commit [09/03/2018]
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//+------------------------------------------------------------------+
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//| PVT.mq5 |
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//| Copyright 2009-2017, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009-2017, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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#property description "Price and Volume Trend"
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#property indicator_separate_window
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#property indicator_buffers 1
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#property indicator_plots 1
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 DodgerBlue
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//--- input parametrs
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input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
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//---- indicator buffer
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double ExtPVTBuffer[];
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//+------------------------------------------------------------------+
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//| PVT initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- define indicator buffer
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SetIndexBuffer(0,ExtPVTBuffer);
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//--- set indicator digits
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
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//--- name for DataWindow and indicator label
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IndicatorSetString(INDICATOR_SHORTNAME,"PVT");
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//--- set index empty value
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PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
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//--- set index draw begin
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,1);
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//---- OnInit done
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}
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//+------------------------------------------------------------------+
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//| PVT iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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//--- variables
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int pos;
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//--- check for bars count
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if(rates_total<2)
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return(0);
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//--- start calculation
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pos=prev_calculated-1;
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//--- correct position, when it's first iteration
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if(pos<0)
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{
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pos=1;
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ExtPVTBuffer[0]=0.0;
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}
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//--- main cycle
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if(InpVolumeType==VOLUME_TICK)
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CalculatePVT(pos,rates_total,close,tick_volume);
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else
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CalculatePVT(pos,rates_total,close,volume);
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//---- OnCalculate done. Return new prev_calculated.
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Calculate PVT by volume argument |
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//+------------------------------------------------------------------+
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void CalculatePVT(int nPosition,
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int nRatesCount,
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const double &ClBuffer[],
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const long &VolBuffer[])
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{
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if(nPosition<=0) nPosition=1;
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//---
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for(int i=nPosition;i<nRatesCount && !IsStopped();i++)
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{
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//--- get some data
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double PrevClose=ClBuffer[i-1];
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//--- calculate PVT value
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if(PrevClose!=0)
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ExtPVTBuffer[i]=((ClBuffer[i]-PrevClose)/PrevClose)*VolBuffer[i]+ExtPVTBuffer[i-1];
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else ExtPVTBuffer[i]=ExtPVTBuffer[i-1];
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}
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//---
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}
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//+------------------------------------------------------------------+
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