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2018-03-09 16:43:19 +01:00

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//+------------------------------------------------------------------+
//| PVT.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 "Price and Volume Trend"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
#property indicator_type1 DRAW_LINE
#property indicator_color1 DodgerBlue
//--- input parametrs
input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
//---- indicator buffer
double ExtPVTBuffer[];
//+------------------------------------------------------------------+
//| PVT initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- define indicator buffer
SetIndexBuffer(0,ExtPVTBuffer);
//--- set indicator digits
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//--- name for DataWindow and indicator label
IndicatorSetString(INDICATOR_SHORTNAME,"PVT");
//--- set index empty value
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
//--- set index draw begin
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,1);
//---- OnInit done
}
//+------------------------------------------------------------------+
//| PVT iteration function |
//+------------------------------------------------------------------+
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);
//--- start calculation
pos=prev_calculated-1;
//--- correct position, when it's first iteration
if(pos<0)
{
pos=1;
ExtPVTBuffer[0]=0.0;
}
//--- main cycle
if(InpVolumeType==VOLUME_TICK)
CalculatePVT(pos,rates_total,close,tick_volume);
else
CalculatePVT(pos,rates_total,close,volume);
//---- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+
//| Calculate PVT by volume argument |
//+------------------------------------------------------------------+
void CalculatePVT(int nPosition,
int nRatesCount,
const double &ClBuffer[],
const long &VolBuffer[])
{
if(nPosition<=0) nPosition=1;
//---
for(int i=nPosition;i<nRatesCount && !IsStopped();i++)
{
//--- get some data
double PrevClose=ClBuffer[i-1];
//--- calculate PVT value
if(PrevClose!=0)
ExtPVTBuffer[i]=((ClBuffer[i]-PrevClose)/PrevClose)*VolBuffer[i]+ExtPVTBuffer[i-1];
else ExtPVTBuffer[i]=ExtPVTBuffer[i-1];
}
//---
}
//+------------------------------------------------------------------+