generated from LengKundee/UA6-9V_VL6-N9
298 lines
10 KiB
MQL5
298 lines
10 KiB
MQL5
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//+------------------------------------------------------------------+
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//| CVD_MT5_v3_m1_version |
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//| Copyright 2025, Salman Soltaniyan |
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//| https://www.mql5.com/en/users/salmansoltaniyan/ |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, Salman Soltaniyan"
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#property link "https://www.mql5.com/en/users/salmansoltaniyan/"
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#property description "For any freelance job: https://www.mql5.com/en/job/new?prefered=salmansoltaniyan"
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#property version "1.00"
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/*
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MIT License
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Copyright (c) 2025 Salman Soltaniyan
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in
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all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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*/
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#property indicator_separate_window
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#property indicator_buffers 4
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#property indicator_plots 1
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// CVD Candle Plot
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#property indicator_label1 "CVD"
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#property indicator_type1 DRAW_CANDLES
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#property indicator_color1 clrGreen,clrWhite,clrRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Input Parameters
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input ENUM_TIMEFRAMES InpResetPeriod = PERIOD_H1; // CVD Reset Period
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input bool InpNoReset = false; // CVD No Reset
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//--- Indicator Buffers
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double CVD_Open[];
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double CVD_High[];
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double CVD_Low[];
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double CVD_Close[];
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//--- Global Variables
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datetime g_LastM1Time = 0;
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double g_CumulativeDelta = 0.0;
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int g_PreviousChartBarIndex = -1;
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datetime g_candle=0;
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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 indicator buffers (ArraySetAsSeries = false)
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SetIndexBuffer(0, CVD_Open, INDICATOR_DATA);
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SetIndexBuffer(1, CVD_High, INDICATOR_DATA);
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SetIndexBuffer(2, CVD_Low, INDICATOR_DATA);
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SetIndexBuffer(3, CVD_Close, INDICATOR_DATA);
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// Set buffer names for data window
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PlotIndexSetString(0, PLOT_LABEL, "CVD Open; CVD High; CVD Low; CVD Close");
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ArraySetAsSeries(CVD_Open, false);
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ArraySetAsSeries(CVD_High, false);
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ArraySetAsSeries(CVD_Low, false);
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ArraySetAsSeries(CVD_Close, false);
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// Set indicator properties
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string shortname = InpNoReset ? "CVD (No Reset)" : "CVD (" + EnumToString(InpResetPeriod) + ")";
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IndicatorSetString(INDICATOR_SHORTNAME, shortname);
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IndicatorSetInteger(INDICATOR_DIGITS, 0);
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string resetInfo = InpNoReset ? "No Reset" : EnumToString(InpResetPeriod);
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Print("CVD MT5 Initialized - Reset Mode: ", resetInfo);
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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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// Explicitly set time array as series flag to false
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ArraySetAsSeries(time, false);
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if(g_candle!=iTime(_Symbol,PERIOD_M1, 0))
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{
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// Don't loop over candles, use CopyRates approach
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ProcessM1Data(rates_total, prev_calculated, time);
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g_candle= iTime(_Symbol,PERIOD_M1, 0);
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Process M1 data and calculate CVD for chart timeframe |
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//+------------------------------------------------------------------+
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void ProcessM1Data(int rates_total, int prev_calculated, const datetime &time[])
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{
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// Get M1 data using CopyRates
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MqlRates m1_rates[];
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datetime start_time = (prev_calculated > 0) ? g_LastM1Time : time[0];
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datetime end_time = TimeCurrent();
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int m1_count = CopyRates(Symbol(), PERIOD_M1, start_time, end_time, m1_rates);
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if(m1_count <= 0)
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{
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Print("Failed to copy M1 rates");
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return;
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}
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else
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{
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Print("copied m1 candles= ", m1_count);
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}
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ArraySetAsSeries(m1_rates, false);
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// Process each M1 candle and update CVD for chart bars
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for(int i = 0; i < m1_count; i++)
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{
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// Calculate volume delta for this M1 candle
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double volumeDelta = CalculateM1VolumeDelta(m1_rates[i]);
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// Check if we need to reset CVD (new reset period started) - only if reset is enabled
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if(!InpNoReset && IsNewResetPeriod(m1_rates[i].time))
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{
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g_CumulativeDelta = 0.0;
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}
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// Update cumulative delta
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double prevCVD = g_CumulativeDelta;
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g_CumulativeDelta += volumeDelta;
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// Find corresponding chart bar and update CVD
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int chart_bar_shift = iBarShift(Symbol(), Period(), m1_rates[i].time);
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if(chart_bar_shift >= 0 && chart_bar_shift < rates_total)
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{
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// Convert iBarShift result to correct array index (since buffers are not as series)
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int chart_bar_index = rates_total - 1 - chart_bar_shift;
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UpdateCVDCandle(chart_bar_index, prevCVD, g_CumulativeDelta);
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}
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g_LastM1Time = m1_rates[i].time;
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}
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}
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//+------------------------------------------------------------------+
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//| Calculate Volume Delta for a single M1 bar |
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//+------------------------------------------------------------------+
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double CalculateM1VolumeDelta(const MqlRates &m1_bar)
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{
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// Simple volume delta calculation based on M1 candle direction
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double candle_body = m1_bar.close - m1_bar.open;
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double volume = (double)m1_bar.tick_volume;
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if(candle_body > 0)
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return volume; // Bullish M1 candle - positive delta
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else
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if(candle_body < 0)
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return -volume; // Bearish M1 candle - negative delta
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else
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return 0.0; // Doji - neutral delta
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}
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//+------------------------------------------------------------------+
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//| Update CVD candle values for chart bar |
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//+------------------------------------------------------------------+
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void UpdateCVDCandle(int bar_index, double prev_cvd, double current_cvd)
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{
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// Check if this is a new candle by comparing with previous bar index
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bool is_new_candle = (bar_index != g_PreviousChartBarIndex);
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// Initialize if this is a new candle
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if(is_new_candle)
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{
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CVD_Open[bar_index] = prev_cvd;
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CVD_High[bar_index] = MathMax(prev_cvd, current_cvd);
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CVD_Low[bar_index] = MathMin(prev_cvd, current_cvd);
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g_PreviousChartBarIndex = bar_index;
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}
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else
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{
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// Update high and low for existing candle
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CVD_High[bar_index] = MathMax(CVD_High[bar_index], current_cvd);
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CVD_Low[bar_index] = MathMin(CVD_Low[bar_index], current_cvd);
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}
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// Always update close to current CVD (for both new and existing candles)
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CVD_Close[bar_index] = current_cvd;
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}
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//+------------------------------------------------------------------+
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//| Check if new reset period started |
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//+------------------------------------------------------------------+
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bool IsNewResetPeriod(datetime current_time)
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{
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if(g_LastM1Time == 0)
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return true;
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// Get period start times
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datetime current_period_start = GetPeriodStart(current_time, InpResetPeriod);
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datetime last_period_start = GetPeriodStart(g_LastM1Time, InpResetPeriod);
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return (current_period_start != last_period_start);
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}
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//+------------------------------------------------------------------+
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//| Get period start time based on timeframe |
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//+------------------------------------------------------------------+
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datetime GetPeriodStart(datetime time, ENUM_TIMEFRAMES timeframe)
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{
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MqlDateTime dt;
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TimeToStruct(time, dt);
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switch(timeframe)
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{
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case PERIOD_M1:
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dt.sec = 0;
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break;
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case PERIOD_M5:
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dt.min = (dt.min / 5) * 5;
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dt.sec = 0;
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break;
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case PERIOD_M15:
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dt.min = (dt.min / 15) * 15;
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dt.sec = 0;
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break;
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case PERIOD_M30:
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dt.min = (dt.min / 30) * 30;
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dt.sec = 0;
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break;
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case PERIOD_H1:
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dt.min = 0;
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dt.sec = 0;
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break;
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case PERIOD_H4:
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dt.hour = (dt.hour / 4) * 4;
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dt.min = 0;
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dt.sec = 0;
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break;
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case PERIOD_D1:
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dt.hour = 0;
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dt.min = 0;
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dt.sec = 0;
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break;
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case PERIOD_W1:
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dt.day_of_week = 1; // Monday
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dt.hour = 0;
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dt.min = 0;
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dt.sec = 0;
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break;
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case PERIOD_MN1:
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dt.day = 1;
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dt.hour = 0;
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dt.min = 0;
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dt.sec = 0;
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break;
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default:
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break;
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}
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return StructToTime(dt);
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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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Print("CVD MT5 Deinitialized");
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}
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//+------------------------------------------------------------------+
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