109 lines
8.7 KiB
Plaintext
109 lines
8.7 KiB
Plaintext
//+------------------------------------------------------------------+
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//| PMF.mq5 |
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//| Copyright 2018, MetaQuotes Software Corp. |
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//| https://mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2018, MetaQuotes Software Corp."
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#property link "https://mql5.com"
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#property version "1.00"
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#property indicator_separate_window
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#property indicator_buffers 1
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#property indicator_plots 1
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//--- plot PMF
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#property indicator_label1 "PMF"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrGreen
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- enums
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enum ENUM_INPUT_ON_OFF
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{
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INPUT_ON = 1, // On
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INPUT_OFF = 0 // Off
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};
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//--- input parameters
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price
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input ENUM_INPUT_ON_OFF InpCumulative = INPUT_ON; // Cumulative
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//--- indicator buffers
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double BufferPMF[];
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- set global variables
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//--- indicator buffers mapping
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SetIndexBuffer(0,BufferPMF,INDICATOR_DATA);
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//--- setting indicator parameters
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IndicatorSetString(INDICATOR_SHORTNAME,"PMF");
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IndicatorSetInteger(INDICATOR_DIGITS,Digits());
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//--- setting buffer arrays as timeseries
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ArraySetAsSeries(BufferPMF,true);
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//---
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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//--- Проверка на минимальное колиество баров для расчёта
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if(rates_total<3) return 0;
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//--- Установка массивов буферов как таймсерий
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ArraySetAsSeries(open,true);
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ArraySetAsSeries(high,true);
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ArraySetAsSeries(low,true);
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ArraySetAsSeries(close,true);
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ArraySetAsSeries(tick_volume,true);
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//--- Проверка и расчёт количества просчитываемых баров
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int limit=rates_total-prev_calculated;
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if(limit>1)
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{
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limit=rates_total-3;
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ArrayInitialize(BufferPMF,0);
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}
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//--- Расчёт индикатора
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for(int i=limit; i>=0 && !IsStopped(); i--)
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{
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if(limit==rates_total-3) BufferPMF[i]=0;
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double Current=ValueByPrice(InpAppliedPrice,i,open,high,low,close);
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double Previous=ValueByPrice(InpAppliedPrice,i+1,open,high,low,close);
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double PrePrevious=ValueByPrice(InpAppliedPrice,i+2,open,high,low,close);
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double DiffCurrent=(Current-Previous)*tick_volume[i];
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double DiffPrevious=(Previous-PrePrevious)*tick_volume[i+1];
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if(InpCumulative)
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BufferPMF[i]=BufferPMF[i+1]+DiffCurrent;
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else
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BufferPMF[i]=DiffCurrent+DiffPrevious;
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}
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Возвращает расчётную цену |
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//+------------------------------------------------------------------+
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double ValueByPrice(const ENUM_APPLIED_PRICE price,const int index,const double &open[],const double &high[],const double &low[],const double &close[])
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{
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return
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(
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price==PRICE_CLOSE ? close[index] :
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price==PRICE_OPEN ? open[index] :
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price==PRICE_HIGH ? high[index] :
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price==PRICE_LOW ? low[index] :
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price==PRICE_MEDIAN ? (high[index]+low[index])/2.0 :
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price==PRICE_TYPICAL ? (high[index]+low[index]+close[index])/3.0 :
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(high[index]+low[index]+2*close[index])/4.0
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);
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}
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//+------------------------------------------------------------------+
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