added OBV indicator

2019-09-30 13:02:46 +02:00
parent b784e9556d
commit dde1849bb0
1 changed files with 121 additions and 0 deletions
@@ -0,0 +1,121 @@
+//+------------------------------------------------------------------+
+//|                                                          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[];
+
+//
+// Initialize RangeBar indicator for data processing 
+// according to settings of the RangeBar indicator already on chart
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customIndicator;
+
+//
+//
+//
+
+
+//+------------------------------------------------------------------+
+//| On Balance Volume initialization function                        |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- define indicator buffer
+   SetIndexBuffer(0,ExtOBVBuffer);
+//--- set indicator digits
+   IndicatorSetInteger(INDICATOR_DIGITS,0);
+//---- OnInit done
+
+   customIndicator.SetGetVolumesFlag();
+   
+  }
+//+------------------------------------------------------------------+
+//| 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[])
+  {
+   //
+   // Process data through RangeBar indicator
+   //
+   
+   if(!customIndicator.OnCalculate(rates_total,prev_calculated,time))
+      return(0);
+      
+   int _prev_calculated = customIndicator.GetPrevCalculated();
+
+   //
+   //
+   // 
+
+//--- 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)customIndicator.Tick_volume[0];
+      else ExtOBVBuffer[0]=(double)customIndicator.Real_volume[0];
+     }
+//--- main cycle
+   if(InpVolumeType==VOLUME_TICK)
+      CalculateOBV(pos,rates_total,customIndicator.Close,customIndicator.Tick_volume);
+   else
+      CalculateOBV(pos,rates_total,customIndicator.Close,customIndicator.Real_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];
+        }
+     }
+  }
+//+------------------------------------------------------------------+