Pierre8rTeam
118 lines
4.7 KiB
Plaintext
118 lines
4.7 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| MFI.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 "Money Flow Index"
|
|
//---- 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_maximum 100.0
|
|
#property indicator_minimum 0.0
|
|
#property indicator_level1 20.0
|
|
#property indicator_level2 80.0
|
|
#property indicator_levelcolor Silver
|
|
#property indicator_levelstyle 2
|
|
#property indicator_levelwidth 1
|
|
//---- input parameters
|
|
input int InpMFIPeriod=14; // Period
|
|
input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
|
|
//---- buffers
|
|
double ExtMFIBuffer[];
|
|
//--- global variable
|
|
int ExtMFIPeriod;
|
|
//+------------------------------------------------------------------+
|
|
//| Money Flow Index initialization function |
|
|
//+------------------------------------------------------------------+
|
|
void OnInit()
|
|
{
|
|
//--- check for input value
|
|
if(InpMFIPeriod<=0)
|
|
{
|
|
ExtMFIPeriod=14;
|
|
Print("Parameter InpMFIPeriod has wrong value. Indicator will use value ",ExtMFIPeriod);
|
|
}
|
|
else ExtMFIPeriod=InpMFIPeriod;
|
|
//---- indicator buffer
|
|
SetIndexBuffer(0,ExtMFIBuffer);
|
|
//---- name for DataWindow and indicator subwindow label
|
|
IndicatorSetString(INDICATOR_SHORTNAME,"MFI"+"("+string(ExtMFIPeriod)+")");
|
|
//--- set draw begin
|
|
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtMFIPeriod);
|
|
//--- set indicator digits
|
|
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
|
|
//---- end of initialization function
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Money Flow Index |
|
|
//+------------------------------------------------------------------+
|
|
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 of indicator
|
|
int CalcPosition;
|
|
//---- insufficient data
|
|
if(rates_total<ExtMFIPeriod)
|
|
return(0);
|
|
//--- start working
|
|
if(prev_calculated<ExtMFIPeriod)
|
|
CalcPosition=ExtMFIPeriod;
|
|
else
|
|
CalcPosition=prev_calculated-1;
|
|
//--- calculate MFI by volume
|
|
if(InpVolumeType==VOLUME_TICK)
|
|
CalculateMFI(CalcPosition,rates_total,high,low,close,tick_volume);
|
|
else
|
|
CalculateMFI(CalcPosition,rates_total,high,low,close,volume);
|
|
//--- OnCalculate done. Return new prev_calculated
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Calculate MFI by volume from argument |
|
|
//+------------------------------------------------------------------+
|
|
void CalculateMFI(const int nPosition,
|
|
const int nRatesCount,
|
|
const double &HiBuffer[],
|
|
const double &LoBuffer[],
|
|
const double &ClBuffer[],
|
|
const long &VolBuffer[])
|
|
{
|
|
for(int i=nPosition;i<nRatesCount && !IsStopped();i++)
|
|
{
|
|
double dPositiveMF=0.0;
|
|
double dNegativeMF=0.0;
|
|
double dCurrentTP=TypicalPrice(HiBuffer[i],LoBuffer[i],ClBuffer[i]);
|
|
for(int j=1;j<=ExtMFIPeriod;j++)
|
|
{
|
|
int index=i-j;
|
|
double dPreviousTP=TypicalPrice(HiBuffer[index],LoBuffer[index],ClBuffer[index]);
|
|
if(dCurrentTP>dPreviousTP) dPositiveMF+=VolBuffer[index+1]*dCurrentTP;
|
|
if(dCurrentTP<dPreviousTP) dNegativeMF+=VolBuffer[index+1]*dCurrentTP;
|
|
dCurrentTP=dPreviousTP;
|
|
}
|
|
if(dNegativeMF!=0.0) ExtMFIBuffer[i]=100.0-100.0/(1+dPositiveMF/dNegativeMF);
|
|
else ExtMFIBuffer[i]=100.0;
|
|
}
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Calculate typical price |
|
|
//+------------------------------------------------------------------+
|
|
double TypicalPrice(const double dHi,const double dLo,const double dCl)
|
|
{
|
|
return (dHi+dLo+dCl)/3;
|
|
}
|
|
//+------------------------------------------------------------------+
|