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refactor(indicators): new calculator
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Toh4iem9
@@ -1,95 +1,57 @@
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//+------------------------------------------------------------------+
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//| RVOL_Pro.mq5 |
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//| Relative Volume (RVOL) Professional Indicator |
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//| Copyright 2026, xxxxxxxx |
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//| RVOL_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.12" // Adopted standard Real Volume check
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#property description "Displays volume as a ratio of its moving average."
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#property version "1.00"
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#property description "Relative Volume Indicator."
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#property description "Highlights institutional activity spikes > 2.0."
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 1
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//--- Plot Settings
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#property indicator_label1 "RVOL"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Color definitions for the histogram
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#property indicator_color1 clrSilver, clrDodgerBlue, clrGold
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//--- Levels
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#property indicator_level1 1.5
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#property indicator_level2 2.5
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#property indicator_level1 1.0
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#property indicator_level2 2.0
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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//--- Include Engine
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#include <MyIncludes\RVOL_Calculator.mqh>
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//--- Plot: RVOL Histogram (Colored)
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#property indicator_label1 "RVOL"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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#property indicator_color1 clrGray, clrDodgerBlue, clrOrangeRed // Low, Normal, High
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 3
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#include <MyIncludes\RelativeVolume_Calculator.mqh>
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//--- Input Parameters
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input group "Calculation Settings"
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input int InpPeriod = 20; // Lookback period for average volume
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input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK; // Volume Type (Tick or Real)
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input group "Visual Settings"
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input double InpLevelHigh = 1.5; // Level for 'High' volume
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input double InpLevelExtreme= 2.5; // Level for 'Extreme' volume
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input color InpColorNormal = clrSilver;
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input color InpColorHigh = clrDodgerBlue;
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input color InpColorExtreme= clrGold;
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input int InpPeriod = 20; // Average Volume Period
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input double InpThreshold = 2.0; // High Activity Threshold
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//--- Buffers
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double ExtRvolBuffer[];
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double ExtColorBuffer[];
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double BufferRVOL[];
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double BufferColors[]; // 0=Low, 1=Normal, 2=High
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//--- Global Calculator
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CRVOLCalculator *g_calculator;
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//--- Global Object
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CRelativeVolumeCalculator *g_calculator;
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//+------------------------------------------------------------------+
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//| OnInit |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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// --- ADOPTED: Real Volume Availability Check (from PVI/NVI Pro) ---
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if(InpVolumeType == VOLUME_REAL && SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT) == 0)
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{
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Print("RVOL_Pro Error: Real Volume is not available for '", _Symbol, "'. The indicator will not be drawn. Please switch to Tick Volume.");
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return(INIT_FAILED);
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}
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// --- End of Check ---
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SetIndexBuffer(0, BufferRVOL, INDICATOR_DATA);
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SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX);
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//--- Bind buffers
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SetIndexBuffer(0, ExtRvolBuffer, INDICATOR_DATA);
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SetIndexBuffer(1, ExtColorBuffer, INDICATOR_COLOR_INDEX);
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string name = StringFormat("RVOL(%d)", InpPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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//--- Use standard chronological array order
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ArraySetAsSeries(ExtRvolBuffer, false);
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ArraySetAsSeries(ExtColorBuffer, false);
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//--- Set Plot Properties
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod);
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//--- Dynamically set colors and levels from inputs
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetString(0, PLOT_LABEL, StringFormat("RVOL(%d)", InpPeriod));
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("RVOL(%d)", InpPeriod));
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelHigh);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelExtreme);
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, 0, InpColorNormal);
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, 1, InpColorHigh);
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, 2, InpColorExtreme);
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//--- Initialize the calculator engine
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g_calculator = new CRVOLCalculator();
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g_calculator = new CRelativeVolumeCalculator();
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if(!g_calculator.Init(InpPeriod))
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{
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Print("RVOL_Pro Error: Failed to initialize calculator engine.");
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return(INIT_FAILED);
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}
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return INIT_FAILED;
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return(INIT_SUCCEEDED);
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}
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@@ -117,34 +79,30 @@ int OnCalculate(const int rates_total,
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const long &volume[],
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const int &spread[])
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{
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if(InpVolumeType == VOLUME_TICK)
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{
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g_calculator.Calculate(rates_total, prev_calculated, tick_volume, ExtRvolBuffer);
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}
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else
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{
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g_calculator.Calculate(rates_total, prev_calculated, volume, ExtRvolBuffer);
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}
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if(rates_total < InpPeriod)
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return 0;
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int limit = (prev_calculated == 0) ? InpPeriod : prev_calculated - 1;
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// 1. Calculate
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// Note: RVOL uses Volume (Tick or Real). Usually Tick Volume in Forex.
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g_calculator.Calculate(rates_total, prev_calculated, tick_volume, BufferRVOL);
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for(int i = limit; i < rates_total; i++)
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// 2. Color Logic
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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for(int i = start_index; i < rates_total; i++)
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{
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if(ExtRvolBuffer[i] >= InpLevelExtreme)
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{
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ExtColorBuffer[i] = 2; // Index for Extreme color
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}
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double val = BufferRVOL[i];
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if(val > InpThreshold)
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BufferColors[i] = 2.0; // High (Instituional)
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else
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if(ExtRvolBuffer[i] >= InpLevelHigh)
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{
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ExtColorBuffer[i] = 1; // Index for High color
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}
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if(val > 1.0)
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BufferColors[i] = 1.0; // Normal
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else
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{
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ExtColorBuffer[i] = 0; // Index for Normal color
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}
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BufferColors[i] = 0.0; // Low
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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