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refactor(indicators): new calculator

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Toh4iem9
2026-02-05 12:13:14 +01:00
parent 72b0abf889
commit 1586810e8a
1 changed files with 46 additions and 88 deletions
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Indicators/MyIndicators/RVOL_Pro.mq5
+46 -88
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@@ -1,95 +1,57 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| RVOL_Pro.mq5 | //| RVOL_Pro.mq5 |
//| Relative Volume (RVOL) Professional Indicator | //| Copyright 2026, xxxxxxxx|
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "1.12" // Adopted standard Real Volume check #property version "1.00"
#property description "Displays volume as a ratio of its moving average." #property description "Relative Volume Indicator."
#property description "Highlights institutional activity spikes > 2.0."
#property indicator_separate_window #property indicator_separate_window
#property indicator_buffers 2 #property indicator_buffers 2
#property indicator_plots 1 #property indicator_plots 1
//--- Plot Settings
#property indicator_label1 "RVOL"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- Color definitions for the histogram
#property indicator_color1 clrSilver, clrDodgerBlue, clrGold
//--- Levels //--- Levels
#property indicator_level1 1.5 #property indicator_level1 1.0
#property indicator_level2 2.5 #property indicator_level2 2.0
#property indicator_levelcolor clrSilver
#property indicator_levelstyle STYLE_DOT #property indicator_levelstyle STYLE_DOT
//--- Include Engine //--- Plot: RVOL Histogram (Colored)
#include <MyIncludes\RVOL_Calculator.mqh> #property indicator_label1 "RVOL"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_color1 clrGray, clrDodgerBlue, clrOrangeRed // Low, Normal, High
#property indicator_style1 STYLE_SOLID
#property indicator_width1 3
#include <MyIncludes\RelativeVolume_Calculator.mqh>
//--- Input Parameters //--- Input Parameters
input group "Calculation Settings" input int InpPeriod = 20; // Average Volume Period
input int InpPeriod = 20; // Lookback period for average volume input double InpThreshold = 2.0; // High Activity Threshold
input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK; // Volume Type (Tick or Real)
input group "Visual Settings"
input double InpLevelHigh = 1.5; // Level for 'High' volume
input double InpLevelExtreme= 2.5; // Level for 'Extreme' volume
input color InpColorNormal = clrSilver;
input color InpColorHigh = clrDodgerBlue;
input color InpColorExtreme= clrGold;
//--- Buffers //--- Buffers
double ExtRvolBuffer[]; double BufferRVOL[];
double ExtColorBuffer[]; double BufferColors[]; // 0=Low, 1=Normal, 2=High
//--- Global Calculator //--- Global Object
CRVOLCalculator *g_calculator; CRelativeVolumeCalculator *g_calculator;
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| OnInit | //| OnInit |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnInit() int OnInit()
{ {
// --- ADOPTED: Real Volume Availability Check (from PVI/NVI Pro) --- SetIndexBuffer(0, BufferRVOL, INDICATOR_DATA);
if(InpVolumeType == VOLUME_REAL && SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT) == 0) SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX);
{
Print("RVOL_Pro Error: Real Volume is not available for '", _Symbol, "'. The indicator will not be drawn. Please switch to Tick Volume.");
return(INIT_FAILED);
}
// --- End of Check ---
//--- Bind buffers string name = StringFormat("RVOL(%d)", InpPeriod);
SetIndexBuffer(0, ExtRvolBuffer, INDICATOR_DATA); IndicatorSetString(INDICATOR_SHORTNAME, name);
SetIndexBuffer(1, ExtColorBuffer, INDICATOR_COLOR_INDEX); IndicatorSetInteger(INDICATOR_DIGITS, 2);
//--- Use standard chronological array order g_calculator = new CRelativeVolumeCalculator();
ArraySetAsSeries(ExtRvolBuffer, false);
ArraySetAsSeries(ExtColorBuffer, false);
//--- Set Plot Properties
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriod);
//--- Dynamically set colors and levels from inputs
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);
PlotIndexSetString(0, PLOT_LABEL, StringFormat("RVOL(%d)", InpPeriod));
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("RVOL(%d)", InpPeriod));
IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelHigh);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelExtreme);
PlotIndexSetInteger(0, PLOT_LINE_COLOR, 0, InpColorNormal);
PlotIndexSetInteger(0, PLOT_LINE_COLOR, 1, InpColorHigh);
PlotIndexSetInteger(0, PLOT_LINE_COLOR, 2, InpColorExtreme);
//--- Initialize the calculator engine
g_calculator = new CRVOLCalculator();
if(!g_calculator.Init(InpPeriod)) if(!g_calculator.Init(InpPeriod))
{ return INIT_FAILED;
Print("RVOL_Pro Error: Failed to initialize calculator engine.");
return(INIT_FAILED);
}
return(INIT_SUCCEEDED); return(INIT_SUCCEEDED);
} }
@@ -117,34 +79,30 @@ int OnCalculate(const int rates_total,
const long &volume[], const long &volume[],
const int &spread[]) const int &spread[])
{ {
if(InpVolumeType == VOLUME_TICK) if(rates_total < InpPeriod)
{ return 0;
g_calculator.Calculate(rates_total, prev_calculated, tick_volume, ExtRvolBuffer);
}
else
{
g_calculator.Calculate(rates_total, prev_calculated, volume, ExtRvolBuffer);
}
int limit = (prev_calculated == 0) ? InpPeriod : prev_calculated - 1; // 1. Calculate
// Note: RVOL uses Volume (Tick or Real). Usually Tick Volume in Forex.
g_calculator.Calculate(rates_total, prev_calculated, tick_volume, BufferRVOL);
for(int i = limit; i < rates_total; i++) // 2. Color Logic
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = start_index; i < rates_total; i++)
{ {
if(ExtRvolBuffer[i] >= InpLevelExtreme) double val = BufferRVOL[i];
{
ExtColorBuffer[i] = 2; // Index for Extreme color if(val > InpThreshold)
} BufferColors[i] = 2.0; // High (Instituional)
else else
if(ExtRvolBuffer[i] >= InpLevelHigh) if(val > 1.0)
{ BufferColors[i] = 1.0; // Normal
ExtColorBuffer[i] = 1; // Index for High color
}
else else
{ BufferColors[i] = 0.0; // Low
ExtColorBuffer[i] = 0; // Index for Normal color
}
} }
return(rates_total); return(rates_total);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+