151 lines
4.7 KiB
MQL5
151 lines
4.7 KiB
MQL5
//+------------------------------------------------------------------+
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//| MarketFacilitationIndex.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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//--- indicator settings
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 1
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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#property indicator_color1 clrLime,clrSaddleBrown,clrBlue,clrPink
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#property indicator_width1 2
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//--- input parameter
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input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
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//--- indicator buffers
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double ExtMFIBuffer[];
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double ExtColorBuffer[];
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,ExtMFIBuffer,INDICATOR_DATA);
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SetIndexBuffer(1,ExtColorBuffer,INDICATOR_COLOR_INDEX);
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//--- name for DataWindow
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IndicatorSetString(INDICATOR_SHORTNAME,"BWMFI");
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//--- set accuracy
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
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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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int start=0;
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//---
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if(start<prev_calculated)
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start=prev_calculated-1;
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//--- calculate with tick or real volumes
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if(InpVolumeType==VOLUME_TICK)
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CalculateMFI(start,rates_total,high,low,tick_volume);
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else
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CalculateMFI(start,rates_total,high,low,volume);
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//--- normalize last mfi value
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if(rates_total>1)
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{
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datetime ctm=TimeTradeServer(),lasttm=time[rates_total-1],nexttm=lasttm+datetime(PeriodSeconds());
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if(ctm<nexttm && ctm>=lasttm && nexttm!=lasttm)
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{
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double correction_koef=double(1+ctm-lasttm)/double(nexttm-lasttm);
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ExtMFIBuffer[rates_total-1]*=correction_koef;
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}
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}
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//---
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void CalculateMFI(const int start,const int rates_total,
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const double &high[],
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const double &low[],
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const long &volume[])
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{
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int i=start;
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bool mfi_up=true,vol_up=true;
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//--- calculate first values of mfi_up and vol_up
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if(i>0)
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{
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int n=i;
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while(n>0)
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{
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if(ExtMFIBuffer[n]>ExtMFIBuffer[n-1])
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{
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mfi_up=true;
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break;
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}
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if(ExtMFIBuffer[n]<ExtMFIBuffer[n-1])
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{
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mfi_up=false;
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break;
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}
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//--- if mfi values are equal continue
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n--;
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}
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n=i;
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while(n>0)
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{
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if(volume[n]>volume[n-1])
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{
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vol_up=true;
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break;
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}
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if(volume[n]<volume[n-1])
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{
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vol_up=false;
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break;
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}
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//--- if volumes are equal continue
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n--;
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}
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}
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//---
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while(i<rates_total && !IsStopped())
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{
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if(volume[i]==0)
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{
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if(i>0)
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ExtMFIBuffer[i]=ExtMFIBuffer[i-1];
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else
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ExtMFIBuffer[i]=0;
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}
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else
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ExtMFIBuffer[i]=(high[i]-low[i])/_Point/volume[i];
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//--- calculate changes
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if(i>0)
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{
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if(ExtMFIBuffer[i]>ExtMFIBuffer[i-1])
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mfi_up=true;
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if(ExtMFIBuffer[i]<ExtMFIBuffer[i-1])
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mfi_up=false;
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if(volume[i]>volume[i-1])
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vol_up=true;
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if(volume[i]<volume[i-1])
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vol_up=false;
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}
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//--- set colors
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if(mfi_up && vol_up)
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ExtColorBuffer[i]=0.0;
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if(!mfi_up && !vol_up)
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ExtColorBuffer[i]=1.0;
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if(mfi_up && !vol_up)
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ExtColorBuffer[i]=2.0;
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if(!mfi_up && vol_up)
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ExtColorBuffer[i]=3.0;
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i++;
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}
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}
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//+------------------------------------------------------------------+
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