Pierre8rTeam
102 lines
4.2 KiB
Plaintext
102 lines
4.2 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RVI.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 "Relative Vigor Index"
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//--- indicator settings
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 2
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#property indicator_type1 DRAW_LINE
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#property indicator_type2 DRAW_LINE
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#property indicator_color1 Green
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#property indicator_color2 Red
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#property indicator_label1 "RVI"
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#property indicator_label2 "Signal"
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//--- input parameters
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input int InpRVIPeriod=10; // Period
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//--- indicator buffers
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double ExtRVIBuffer[];
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double ExtSignalBuffer[];
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//---
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#define TRIANGLE_PERIOD 3
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#define AVERAGE_PERIOD (TRIANGLE_PERIOD*2)
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,ExtRVIBuffer,INDICATOR_DATA);
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SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA);
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IndicatorSetInteger(INDICATOR_DIGITS,3);
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//--- sets first bar from what index will be drawn
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,(InpRVIPeriod-1)+TRIANGLE_PERIOD);
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PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,(InpRVIPeriod-1)+AVERAGE_PERIOD);
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//--- name for DataWindow and indicator subwindow label
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IndicatorSetString(INDICATOR_SHORTNAME,"RVI("+string(InpRVIPeriod)+")");
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PlotIndexSetString(0,PLOT_LABEL,"RVI("+string(InpRVIPeriod)+")");
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PlotIndexSetString(1,PLOT_LABEL,"Signal("+string(InpRVIPeriod)+")");
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//--- initialization done
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}
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//+------------------------------------------------------------------+
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//| Relative Vigor Index |
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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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int i,j,nLimit;
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double dValueUp,dValueDown,dNum,dDeNum;
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//--- check for bars count
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if(rates_total<=InpRVIPeriod+AVERAGE_PERIOD+2) return(0); // exit with zero result
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//--- check for possible errors
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if(prev_calculated<0) return(0); // exit with zero result
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//--- last counted bar will be recounted
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nLimit=InpRVIPeriod+2;
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if(prev_calculated>InpRVIPeriod+TRIANGLE_PERIOD+2)
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nLimit=prev_calculated-1;
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//--- set empty value for uncalculated bars
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if(prev_calculated==0)
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{
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for(i=0;i<InpRVIPeriod+TRIANGLE_PERIOD;i++) ExtRVIBuffer[i]=0.0;
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for(i=0;i<InpRVIPeriod+AVERAGE_PERIOD;i++) ExtSignalBuffer[i]=0.0;
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}
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//--- RVI counted in the 1-st buffer
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for(i=nLimit;i<rates_total && !IsStopped();i++)
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{
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dNum=0.0;
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dDeNum=0.0;
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for(j=i;j>i-InpRVIPeriod;j--)
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{
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dValueUp=close[j]-open[j]+2*(close[j-1]-open[j-1])+2*(close[j-2]-open[j-2])+close[j-3]-open[j-3];
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dValueDown=high[j]-low[j]+2*(high[j-1]-low[j-1])+2*(high[j-2]-low[j-2])+high[j-3]-low[j-3];
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dNum+=dValueUp;
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dDeNum+=dValueDown;
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}
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if(dDeNum!=0.0)
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ExtRVIBuffer[i]=dNum/dDeNum;
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else
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ExtRVIBuffer[i]=dNum;
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}
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//--- signal line counted in the 2-nd buffer
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nLimit=InpRVIPeriod+TRIANGLE_PERIOD+2;
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if(prev_calculated>InpRVIPeriod+AVERAGE_PERIOD+2)
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nLimit=prev_calculated-1;
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for(i=nLimit;i<rates_total && !IsStopped();i++) ExtSignalBuffer[i]=(ExtRVIBuffer[i]+2*ExtRVIBuffer[i-1]+2*ExtRVIBuffer[i-2]+ExtRVIBuffer[i-3])/AVERAGE_PERIOD;
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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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