131 lines
5.1 KiB
MQL5
131 lines
5.1 KiB
MQL5
//+------------------------------------------------------------------+
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//| CHO.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 "Chaikin Oscillator"
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#include <MovingAverages.mqh>
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//--- indicator settings
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#property indicator_separate_window
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#property indicator_buffers 4
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#property indicator_plots 1
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLightSeaGreen
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//--- input parameters
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input int InpFastMA=3; // Fast MA period
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input int InpSlowMA=10; // Slow MA period
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input ENUM_MA_METHOD InpSmoothMethod=MODE_EMA; // MA method
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input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
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//--- indicator buffers
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double ExtCHOBuffer[];
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double ExtFastEMABuffer[];
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double ExtSlowEMABuffer[];
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double ExtADBuffer[];
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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,ExtCHOBuffer,INDICATOR_DATA);
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SetIndexBuffer(1,ExtFastEMABuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(2,ExtSlowEMABuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(3,ExtADBuffer,INDICATOR_CALCULATIONS);
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//--- set accuracy
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IndicatorSetInteger(INDICATOR_DIGITS,0);
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//--- sets first bar from what index will be drawn
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpSlowMA);
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//--- name for DataWindow and indicator subwindow label
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string short_name=StringFormat("CHO(%d,%d)",InpSlowMA,InpFastMA);
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IndicatorSetString(INDICATOR_SHORTNAME,short_name);
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}
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//+------------------------------------------------------------------+
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//| Chaikin Oscillator |
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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<InpSlowMA)
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return(0);
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//--- preliminary calculations
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int i,start;
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if(prev_calculated<2)
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start=0;
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else
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start=prev_calculated-2;
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//--- calculate AD buffer
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if(InpVolumeType==VOLUME_TICK)
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{
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for(i=start; i<rates_total && !IsStopped(); i++)
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{
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ExtADBuffer[i]=AD(high[i],low[i],close[i],tick_volume[i]);
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if(i>0)
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ExtADBuffer[i]+=ExtADBuffer[i-1];
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}
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}
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else
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{
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for(i=start; i<rates_total && !IsStopped(); i++)
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{
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ExtADBuffer[i]=AD(high[i],low[i],close[i],volume[i]);
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if(i>0)
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ExtADBuffer[i]+=ExtADBuffer[i-1];
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}
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}
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//--- calculate EMA on array ExtADBuffer
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AverageOnArray(InpSmoothMethod,rates_total,prev_calculated,0,InpFastMA,ExtADBuffer,ExtFastEMABuffer);
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AverageOnArray(InpSmoothMethod,rates_total,prev_calculated,0,InpSlowMA,ExtADBuffer,ExtSlowEMABuffer);
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//--- calculate chaikin oscillator
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for(i=start; i<rates_total && !IsStopped(); i++)
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ExtCHOBuffer[i]=ExtFastEMABuffer[i]-ExtSlowEMABuffer[i];
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| calculate AD |
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//+------------------------------------------------------------------+
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double AD(double high,double low,double close,long volume)
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{
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double res=0.0;
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//---
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double sum=(close-low)-(high-close);
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if(sum!=0.0)
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{
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if(high!=low)
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res=(sum/(high-low))*volume;
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}
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//---
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return(res);
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}
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//+------------------------------------------------------------------+
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//| calculate average on array |
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//+------------------------------------------------------------------+
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void AverageOnArray(const int mode,const int rates_total,const int prev_calculated,const int begin,
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const int period,const double& source[],double& destination[])
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{
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switch(mode)
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{
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case MODE_EMA:
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ExponentialMAOnBuffer(rates_total,prev_calculated,begin,period,source,destination);
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break;
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case MODE_SMMA:
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SmoothedMAOnBuffer(rates_total,prev_calculated,begin,period,source,destination);
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break;
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case MODE_LWMA:
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LinearWeightedMAOnBuffer(rates_total,prev_calculated,begin,period,source,destination);
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break;
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default:
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SimpleMAOnBuffer(rates_total,prev_calculated,begin,period,source,destination);
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}
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}
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//+------------------------------------------------------------------+
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