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Toh4iem9
77 lines
2.6 KiB
Plaintext
77 lines
2.6 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RelativeVolume_Calculator.mqh |
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//| Engine for Relative Volume (RVOL) Calculation. |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CRelativeVolumeCalculator
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{
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protected:
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int m_period;
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long m_vol_buffer[]; // Stores volume series
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public:
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CRelativeVolumeCalculator() : m_period(20) {};
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~CRelativeVolumeCalculator() {};
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bool Init(int period);
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// Calculates RVOL for the entire series
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void Calculate(int rates_total, int prev_calculated, const long &volume[], double &rvol_buffer[]);
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// Calculates single value (Helper for Scripts)
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double CalculateSingle(int total, const long &volume[], int index);
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};
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//+------------------------------------------------------------------+
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bool CRelativeVolumeCalculator::Init(int period)
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{
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m_period = (period < 1) ? 1 : period;
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return true;
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}
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//+------------------------------------------------------------------+
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void CRelativeVolumeCalculator::Calculate(int rates_total, int prev_calculated, const long &volume[], double &rvol_buffer[])
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{
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if(rates_total <= m_period)
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return;
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int start_index = (prev_calculated > m_period) ? prev_calculated - 1 : m_period;
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for(int i = start_index; i < rates_total; i++)
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{
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double sum = 0;
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// Sum previous N bars (excluding current i)
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for(int k = 1; k <= m_period; k++)
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sum += (double)volume[i-k];
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double avg = sum / m_period;
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if(avg > 0)
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rvol_buffer[i] = (double)volume[i] / avg;
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else
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rvol_buffer[i] = 0.0;
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}
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}
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//+------------------------------------------------------------------+
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double CRelativeVolumeCalculator::CalculateSingle(int total, const long &volume[], int index)
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{
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if(index < m_period || index >= total)
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return 0.0;
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double sum = 0;
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for(int k = 1; k <= m_period; k++)
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sum += (double)volume[index-k];
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double avg = sum / m_period;
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return (avg > 0) ? (double)volume[index] / avg : 0.0;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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