192 行
16 KiB
MQL5
192 行
16 KiB
MQL5
//+------------------------------------------------------------------+
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//| Fractals On OBV.mq5 |
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//| Copyright © 2022, Vladimir Karputov |
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//| https://www.mql5.com/en/users/barabashkakvn |
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//+------------------------------------------------------------------+
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#property copyright "Copyright © 2022, Vladimir Karputov"
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#property link "https://www.mql5.com/en/users/barabashkakvn"
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#property version "1.001"
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#property indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 3
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//--- plot OBV
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#property indicator_label1 "OBV"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDarkOrange
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- plot Fractal Up
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#property indicator_label2 "Fractal Up"
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#property indicator_type2 DRAW_ARROW
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#property indicator_color2 clrGray
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- plot Fractal Down
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#property indicator_label3 "Fractal Down"
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#property indicator_type3 DRAW_ARROW
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#property indicator_color3 clrGray
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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//--- input parameters
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input group "OBV"
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input ENUM_APPLIED_VOLUME Inp_OBV_applied_volume = VOLUME_TICK; // OBV: volume type for calculation
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//--- indicator buffers
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double OBVBuffer[];
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double Fractal_Up_Buffer[];
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double Fractal_Down_Buffer[];
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//---
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int handle_iOBV; // variable for storing the handle of the iOBV indicator
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int bars_calculated = 0; // we will keep the number of values in the On Balance Volume indicator
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bool m_init_error = false; // error on InInit
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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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//--- indicator buffers mapping
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SetIndexBuffer(0,OBVBuffer,INDICATOR_DATA);
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SetIndexBuffer(1,Fractal_Up_Buffer,INDICATOR_DATA);
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SetIndexBuffer(2,Fractal_Down_Buffer,INDICATOR_DATA);
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//--- set indicator digits
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IndicatorSetInteger(INDICATOR_DIGITS,0);
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//--- setting a code from the Wingdings charset as the property of PLOT_ARROW
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PlotIndexSetInteger(1,PLOT_ARROW,217);
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PlotIndexSetInteger(2,PLOT_ARROW,218);
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//--- arrow shifts when drawing
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PlotIndexSetInteger(1,PLOT_ARROW_SHIFT,10);
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PlotIndexSetInteger(2,PLOT_ARROW_SHIFT,-10);
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//--- sets drawing line empty value
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PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
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PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
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//--- create handle of the iOBV indicator
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handle_iOBV=iOBV(Symbol(),Period(),Inp_OBV_applied_volume);
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//--- if the handle is not created
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if(handle_iOBV==INVALID_HANDLE)
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{
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//--- tell about the failure and output the error code
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PrintFormat("Failed to create handle of the iOBV indicator for the symbol %s/%s, error code %d",
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Symbol(),
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EnumToString(Period()),
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GetLastError());
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//--- the indicator is stopped early
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m_init_error=true;
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return(INIT_SUCCEEDED);
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}
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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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//---
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if(m_init_error)
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return(0);
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if(rates_total<5)
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return(0);
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//--- number of values copied from the iOBV indicator
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int values_to_copy;
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//--- determine the number of values calculated in the indicator
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int calculated=BarsCalculated(handle_iOBV);
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if(calculated<=0)
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{
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PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
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return(0);
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}
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//--- if it is the first start of calculation of the indicator or if the number of values in the iOBV indicator changed
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//---or if it is necessary to calculated the indicator for two or more bars (it means something has changed in the price history)
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if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
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{
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//--- if the iOBVBuffer array is greater than the number of values in the iOBV indicator for symbol/period, then we don't copy everything
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//--- otherwise, we copy less than the size of indicator buffers
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if(calculated>rates_total)
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values_to_copy=rates_total;
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else
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values_to_copy=calculated;
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}
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else
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{
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//--- it means that it's not the first time of the indicator calculation, and since the last call of OnCalculate()
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//--- for calculation not more than one bar is added
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values_to_copy=(rates_total-prev_calculated)+1;
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}
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//--- fill the arrays with values of the iOBV indicator
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//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operation
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if(!FillArrayFromBuffer(OBVBuffer,handle_iOBV,values_to_copy))
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return(0);
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//--- memorize the number of values in the On Balance Volume indicator
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bars_calculated=calculated;
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//--- Fractals
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int start;
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//--- clean up arrays
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if(prev_calculated<7)
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{
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start=2;
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ArrayInitialize(Fractal_Up_Buffer,EMPTY_VALUE);
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ArrayInitialize(Fractal_Down_Buffer,EMPTY_VALUE);
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}
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else
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start=rates_total-5;
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//--- main cycle of calculations
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for(int i=start; i<rates_total-3 && !IsStopped(); i++)
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{
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//--- Upper Fractal
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if(OBVBuffer[i]>OBVBuffer[i+1] && OBVBuffer[i]>OBVBuffer[i+2] && OBVBuffer[i]>=OBVBuffer[i-1] && OBVBuffer[i]>=OBVBuffer[i-2])
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Fractal_Up_Buffer[i]=OBVBuffer[i];
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else
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Fractal_Up_Buffer[i]=EMPTY_VALUE;
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//--- Lower Fractal
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if(OBVBuffer[i]<OBVBuffer[i+1] && OBVBuffer[i]<OBVBuffer[i+2] && OBVBuffer[i]<=OBVBuffer[i-1] && OBVBuffer[i]<=OBVBuffer[i-2])
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Fractal_Down_Buffer[i]=OBVBuffer[i];
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else
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Fractal_Down_Buffer[i]=EMPTY_VALUE;
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}
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//---
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for(int i=rates_total-3; i<rates_total; i++)
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{
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Fractal_Up_Buffer[i]=EMPTY_VALUE;
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Fractal_Down_Buffer[i]=EMPTY_VALUE;
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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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//| Filling indicator buffers from the iOBV indicator |
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//+------------------------------------------------------------------+
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bool FillArrayFromBuffer(double &obv_buffer[], // indicator buffer of OBV values
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int ind_handle, // handle of the iOBV indicator
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int amount // number of copied values
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)
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{
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//--- reset error code
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ResetLastError();
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//--- fill a part of the iOBVBuffer array with values from the indicator buffer that has 0 index
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if(CopyBuffer(ind_handle,0,0,amount,obv_buffer)<0)
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{
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//--- if the copying fails, tell the error code
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PrintFormat("Failed to copy data from the iOBV indicator, error code %d",GetLastError());
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//--- quit with zero result - it means that the indicator is considered as not calculated
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return(false);
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}
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//--- everything is fine
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Indicator deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(handle_iOBV!=INVALID_HANDLE)
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IndicatorRelease(handle_iOBV);
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}
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//+------------------------------------------------------------------+
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