Pierre8rTeam
92 lines
3.4 KiB
Plaintext
92 lines
3.4 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| OBV.mq5 |
|
|
//| Copyright 2009-2017, MetaQuotes Software Corp. |
|
|
//| http://www.mql5.com |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "2009-2017, MetaQuotes Software Corp."
|
|
#property link "http://www.mql5.com"
|
|
#property description "On Balance Volume"
|
|
//--- indicator settings
|
|
#property indicator_separate_window
|
|
#property indicator_buffers 1
|
|
#property indicator_plots 1
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_color1 DodgerBlue
|
|
#property indicator_label1 "OBV"
|
|
//--- input parametrs
|
|
input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
|
|
//---- indicator buffer
|
|
double ExtOBVBuffer[];
|
|
//+------------------------------------------------------------------+
|
|
//| On Balance Volume initialization function |
|
|
//+------------------------------------------------------------------+
|
|
void OnInit()
|
|
{
|
|
//--- define indicator buffer
|
|
SetIndexBuffer(0,ExtOBVBuffer);
|
|
//--- set indicator digits
|
|
IndicatorSetInteger(INDICATOR_DIGITS,0);
|
|
//---- OnInit done
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| On Balance Volume |
|
|
//+------------------------------------------------------------------+
|
|
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[])
|
|
{
|
|
//--- variables
|
|
int pos;
|
|
//--- check for bars count
|
|
if(rates_total<2)
|
|
return(0);
|
|
//--- starting calculation
|
|
pos=prev_calculated-1;
|
|
//--- correct position, when it's first iteration
|
|
if(pos<1)
|
|
{
|
|
pos=1;
|
|
if(InpVolumeType==VOLUME_TICK)
|
|
ExtOBVBuffer[0]=(double)tick_volume[0];
|
|
else ExtOBVBuffer[0]=(double)volume[0];
|
|
}
|
|
//--- main cycle
|
|
if(InpVolumeType==VOLUME_TICK)
|
|
CalculateOBV(pos,rates_total,close,tick_volume);
|
|
else
|
|
CalculateOBV(pos,rates_total,close,volume);
|
|
//---- OnCalculate done. Return new prev_calculated.
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Calculate OBV by volume argument |
|
|
//+------------------------------------------------------------------+
|
|
void CalculateOBV(int StartPosition,
|
|
int RatesCount,
|
|
const double &ClBuffer[],
|
|
const long &VolBuffer[])
|
|
{
|
|
for(int i=StartPosition;i<RatesCount && !IsStopped();i++)
|
|
{
|
|
//--- get some data
|
|
double Volume=(double)VolBuffer[i];
|
|
double PrevClose=ClBuffer[i-1];
|
|
double CurrClose=ClBuffer[i];
|
|
//--- fill ExtOBVBuffer
|
|
if(CurrClose<PrevClose) ExtOBVBuffer[i]=ExtOBVBuffer[i-1]-Volume;
|
|
else
|
|
{
|
|
if(CurrClose>PrevClose) ExtOBVBuffer[i]=ExtOBVBuffer[i-1]+Volume;
|
|
else ExtOBVBuffer[i]=ExtOBVBuffer[i-1];
|
|
}
|
|
}
|
|
}
|
|
//+------------------------------------------------------------------+
|