Article-20795-MQL5-GRI-Indicator-Volatility-Math/GRI.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                          GRI.mq5 |
//|                                  Copyright 2025, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots   1

//--- plot GRI
#property indicator_label1  "GRI"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrDodgerBlue
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1

//--- input parameters
input(name="ChaoticPeriod") int  InpPeriod = 5; // 5@8>4 @0AGQB0

//--- indicator buffers
double         BufferGRI[];

//--- global variables
int            ExtPeriod;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,BufferGRI,INDICATOR_DATA);
   ArraySetAsSeries(BufferGRI,true);                     // 1CD5@ :0: B09<A5@8O
   
//--- #AB0=02;8205< ?0@0<5B@K 8=48:0B>@0
   ExtPeriod=(InpPeriod<2 ? 2 : InpPeriod);              // :>@@5:B8@C5< ?5@8>4 @0AGQB0
   string short_name=StringFormat("GRI(%d)",ExtPeriod);  // >?@545;O5< :>@>B:>5 8<O
   IndicatorSetString(INDICATOR_SHORTNAME,short_name);   // CAB0=02;8205< :>@>B:>5 8<O
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);        // B>G=>ABL >B>1@065=8O
   IndicatorSetDouble(INDICATOR_MINIMUM,0.0);            // 8=8<0;L=>5 7=0G5=85 H:0;K
   
//--- AQ CA?5H=>
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int32_t rates_total,
                const int32_t prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int32_t &spread[])
  {
//--- 0AA82 close - :0: B09<A5@8O
   ArraySetAsSeries(close,true);
   
//--- @>25@:0 :>;8G5AB20 4>ABC?=KE 10@>2
   if(rates_total<fmax(ExtPeriod,5))
      return 0;
      
//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2
   int limit=rates_total-prev_calculated;

//--- A;8 ?5@2K9 70?CA: 8;8 87<5=5=8O 8AB>@8G5A:8E 40==KE
   if(limit>1)
     {
      limit=rates_total-ExtPeriod-1;            // @0AGQB =0G8=05< >B =0G0;0 8AB>@8G5A:8E 40==KE
      ArrayInitialize(BufferGRI,EMPTY_VALUE);   // 8=8F80;878@C5< 1CD5@ 8=48:0B>@0 ?CABK< 7=0G5=85<
     }
   
//--- A=>2=>9 F8:;
   for(int i=limit;i>=0;i--)
     {
      //--- @0AAG8BK205< 480?07>= F5= 70:@KB8O 70 ExtPeriod 10@>2
      int mx=ArrayMaximum(close,i,ExtPeriod);
      int mn=ArrayMinimum(close,i,ExtPeriod);
      if(mx==WRONG_VALUE || mn==WRONG_VALUE)
         return 0;
      //--- <0:A8<0;L=>5 8 <8=8<0;L=>5 7=0G5=8O Close 70 ?5@8>4 ExtPeriod
      double max=close[mx];
      double min=close[mn];
      double range = max-min;
      //--- @0AAG8B05< 8 70?8H5< 2 1CD5@ 7=0G5=85 "E0>B8G=>AB8" 70 ExtPeriod 10@>2
      BufferGRI[i] = (MathLog(1.0 + range)/MathLog((double)ExtPeriod))/_Point;   // 80?07>= 7=0G5=89 >B =C;O 8 2KH5 
     }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+