98 lines
3.8 KiB
MQL5
98 lines
3.8 KiB
MQL5
 | //+------------------------------------------------------------------+
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//| VROC.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 "Volume Rate of Change"
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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 clrGreen
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#property indicator_style1 0
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#property indicator_width1 1
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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//--- input parametrs
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input int InpPeriodVROC=25; // Period
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input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
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//--- indicator buffer
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double ExtVROCBuffer[];
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int ExtPeriodVROC;
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//+------------------------------------------------------------------+
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//| VROC initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- check for input value
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if(InpPeriodVROC<=1)
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{
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ExtPeriodVROC=25;
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PrintFormat("Incorrect value for input variable InpPeriodVROC=%d. Indicator will use value=%d for calculations.",
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InpPeriodVROC,ExtPeriodVROC);
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}
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else
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ExtPeriodVROC=InpPeriodVROC;
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//--- define index buffer
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SetIndexBuffer(0,ExtVROCBuffer);
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//--- set indicator short name
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IndicatorSetString(INDICATOR_SHORTNAME,"VROC("+string(ExtPeriodVROC)+")");
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//--- set indicator digits
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IndicatorSetInteger(INDICATOR_DIGITS,2);
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//--- set draw begin
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPeriodVROC-1);
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}
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//+------------------------------------------------------------------+
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//| Volume Rate of Change |
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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<ExtPeriodVROC)
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return(0);
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//--- starting work
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int pos=prev_calculated-1;
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if(pos<ExtPeriodVROC-1)
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{
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pos=ExtPeriodVROC-1;
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for(int i=0; i<pos; i++)
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ExtVROCBuffer[i]=0.0;
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}
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//--- main cycle by volume type
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if(InpVolumeType==VOLUME_TICK)
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CalculateVROC(pos,rates_total,tick_volume);
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else
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CalculateVROC(pos,rates_total,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 VROC by volume argument |
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//+------------------------------------------------------------------+
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void CalculateVROC(const int pos,const int rates_total,const long& volume[])
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{
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for(int i=pos; i<rates_total && !IsStopped(); i++)
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{
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double prev_volume=(double)(volume[i-(ExtPeriodVROC-1)]);
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double curr_volume=(double)volume[i];
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//--- calculate VROC
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if(prev_volume!=0.0)
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ExtVROCBuffer[i]=100.0*(curr_volume-prev_volume)/prev_volume;
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else
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ExtVROCBuffer[i]=ExtVROCBuffer[i-1];
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}
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}
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//+------------------------------------------------------------------+
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