| //+------------------------------------------------------------------+
|
| //| OBV.mq5 |
|
| //| Copyright 2000-2025, MetaQuotes Ltd. |
|
| //| https://www.mql5.com |
|
| //+------------------------------------------------------------------+
|
| #property copyright "Copyright 2000-2025, MetaQuotes Ltd."
|
| #property link "https://www.mql5.com"
|
| #property description "On Balance vol"
|
| //--- indicator settings
|
| #property indicator_separate_window
|
| #property indicator_buffers 1
|
| #property indicator_plots 1
|
| #property indicator_type1 DRAW_LINE
|
| #property indicator_color1 clrDodgerBlue
|
| #property indicator_label1 "OBV"
|
| //--- input parametrs
|
| input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
|
| //--- indicator buffer
|
| double ExtOBVBuffer[];
|
| //+------------------------------------------------------------------+
|
| //| On Balance vol initialization function |
|
| //+------------------------------------------------------------------+
|
| void OnInit()
|
| {
|
| //--- define indicator buffer
|
| SetIndexBuffer(0,ExtOBVBuffer);
|
| //--- set indicator digits
|
| IndicatorSetInteger(INDICATOR_DIGITS,0);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| On Balance vol |
|
| //+------------------------------------------------------------------+
|
| int OnCalculate(const int rates_total,
|
| const int prev_calculated,
|
| const datetime &time[],
|
| const double &open[],
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| const double &high[],
|
| const double &low[],
|
| const double &close[],
|
| const long &tick_volume[],
|
| const long &volume[],
|
| const int &spread[])
|
| {
|
| if(rates_total<2)
|
| return(0);
|
| //--- starting calculation
|
| int pos=prev_calculated-1;
|
| //--- correct position, when it's first iteration
|
| if(pos<1)
|
| {
|
| pos=1;
|
| if(InpVolumeType==VOLUME_TICK)
|
| ExtOBVBuffer[0]=(double)tick_volume[0];
|
| else
|
| ExtOBVBuffer[0]=(double)volume[0];
|
| }
|
| //--- main cycle
|
| if(InpVolumeType==VOLUME_TICK)
|
| CalculateOBV(pos,rates_total,close,tick_volume);
|
| else
|
| CalculateOBV(pos,rates_total,close,volume);
|
| //--- OnCalculate done. Return new prev_calculated.
|
| return(rates_total);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Calculate OBV by volume argument |
|
| //+------------------------------------------------------------------+
|
| void CalculateOBV(int start_pos,
|
| int rates_total,
|
| const double& close[],
|
| const long& volume[])
|
| {
|
| for(int i=start_pos; i<rates_total && !IsStopped(); i++)
|
| {
|
| double vol=(double)volume[i];
|
| double prev_close=close[i-1];
|
| double curr_close=close[i];
|
| //--- fill ExtOBVBuffer
|
| if(curr_close<prev_close)
|
| ExtOBVBuffer[i]=ExtOBVBuffer[i-1]-vol;
|
| else
|
| {
|
| if(curr_close>prev_close)
|
| ExtOBVBuffer[i]=ExtOBVBuffer[i-1]+vol;
|
| else
|
| ExtOBVBuffer[i]=ExtOBVBuffer[i-1];
|
| }
|
| }
|
| }
|
| //+------------------------------------------------------------------+
|
