new files added

2026-08-03 23:57:44 +00:00 · 2026-02-05 12:11:43 +01:00
parent 37b0dc05eb
commit 72b0abf889
1 changed files with 76 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                                    RelativeVolume_Calculator.mqh |
+//|      Engine for Relative Volume (RVOL) Calculation.              |
+//|                                        Copyright 2026, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+class CRelativeVolumeCalculator
+  {
+protected:
+   int               m_period;
+   long              m_vol_buffer[]; // Stores volume series
+
+public:
+                     CRelativeVolumeCalculator() : m_period(20) {};
+                    ~CRelativeVolumeCalculator() {};
+
+   bool              Init(int period);
+
+   // Calculates RVOL for the entire series
+   void              Calculate(int rates_total, int prev_calculated, const long &volume[], double &rvol_buffer[]);
+
+   // Calculates single value (Helper for Scripts)
+   double            CalculateSingle(int total, const long &volume[], int index);
+  };
+
+//+------------------------------------------------------------------+
+bool CRelativeVolumeCalculator::Init(int period)
+  {
+   m_period = (period < 1) ? 1 : period;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+void CRelativeVolumeCalculator::Calculate(int rates_total, int prev_calculated, const long &volume[], double &rvol_buffer[])
+  {
+   if(rates_total <= m_period)
+      return;
+
+   int start_index = (prev_calculated > m_period) ? prev_calculated - 1 : m_period;
+
+   for(int i = start_index; i < rates_total; i++)
+     {
+      double sum = 0;
+      // Sum previous N bars (excluding current i)
+      for(int k = 1; k <= m_period; k++)
+         sum += (double)volume[i-k];
+
+      double avg = sum / m_period;
+
+      if(avg > 0)
+         rvol_buffer[i] = (double)volume[i] / avg;
+      else
+         rvol_buffer[i] = 0.0;
+     }
+  }
+
+//+------------------------------------------------------------------+
+double CRelativeVolumeCalculator::CalculateSingle(int total, const long &volume[], int index)
+  {
+   if(index < m_period || index >= total)
+      return 0.0;
+
+   double sum = 0;
+   for(int k = 1; k <= m_period; k++)
+      sum += (double)volume[index-k];
+
+   double avg = sum / m_period;
+
+   return (avg > 0) ? (double)volume[index] / avg : 0.0;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+