90 lines
3.2 KiB
MQL5
90 lines
3.2 KiB
MQL5
 | //+------------------------------------------------------------------+
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//| OBV.mq5 |
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//| Copyright 2000-2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2000-2025, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property description "On Balance vol"
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//--- indicator settings
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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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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_label1 "OBV"
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//--- input parametrs
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input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
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//--- indicator buffer
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double ExtOBVBuffer[];
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//+------------------------------------------------------------------+
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//| On Balance vol initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- define indicator buffer
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SetIndexBuffer(0,ExtOBVBuffer);
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//--- set indicator digits
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IndicatorSetInteger(INDICATOR_DIGITS,0);
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}
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//+------------------------------------------------------------------+
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//| On Balance vol |
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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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if(rates_total<2)
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return(0);
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//--- starting calculation
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int pos=prev_calculated-1;
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//--- correct position, when it's first iteration
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if(pos<1)
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{
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pos=1;
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if(InpVolumeType==VOLUME_TICK)
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ExtOBVBuffer[0]=(double)tick_volume[0];
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else
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ExtOBVBuffer[0]=(double)volume[0];
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}
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//--- main cycle
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if(InpVolumeType==VOLUME_TICK)
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CalculateOBV(pos,rates_total,close,tick_volume);
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else
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CalculateOBV(pos,rates_total,close,volume);
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//--- OnCalculate done. Return new prev_calculated.
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Calculate OBV by volume argument |
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//+------------------------------------------------------------------+
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void CalculateOBV(int start_pos,
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int rates_total,
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const double& close[],
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const long& volume[])
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{
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for(int i=start_pos; i<rates_total && !IsStopped(); i++)
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{
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double vol=(double)volume[i];
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double prev_close=close[i-1];
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double curr_close=close[i];
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//--- fill ExtOBVBuffer
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if(curr_close<prev_close)
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ExtOBVBuffer[i]=ExtOBVBuffer[i-1]-vol;
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else
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{
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if(curr_close>prev_close)
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ExtOBVBuffer[i]=ExtOBVBuffer[i-1]+vol;
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else
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ExtOBVBuffer[i]=ExtOBVBuffer[i-1];
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}
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}
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}
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//+------------------------------------------------------------------+
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