120 lines
4.6 KiB
MQL5
120 lines
4.6 KiB
MQL5
//+------------------------------------------------------------------+
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//| MFI.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 "Money Flow Index"
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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_maximum 100.0
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#property indicator_minimum 0.0
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#property indicator_level1 20.0
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#property indicator_level2 80.0
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle 2
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#property indicator_levelwidth 1
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//--- input parameters
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input int InpMFIPeriod=14; // Period
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input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
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//--- indicator buffer
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double ExtMFIBuffer[];
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int ExtMFIPeriod;
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//+------------------------------------------------------------------+
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//| Money Flow Index 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(InpMFIPeriod<=0)
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{
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ExtMFIPeriod=14;
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Print("Parameter InpMFIPeriod has wrong value. Indicator will use value ",ExtMFIPeriod);
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}
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else
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ExtMFIPeriod=InpMFIPeriod;
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//--- indicator buffer
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SetIndexBuffer(0,ExtMFIBuffer);
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//--- name for DataWindow and indicator subwindow label
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IndicatorSetString(INDICATOR_SHORTNAME,"MFI("+string(ExtMFIPeriod)+")");
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//--- set draw begin
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtMFIPeriod);
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//--- set indicator digits
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
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}
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//+------------------------------------------------------------------+
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//| Money Flow Index |
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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<ExtMFIPeriod)
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return(0);
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int start_position;
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//--- start working
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if(prev_calculated<ExtMFIPeriod)
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start_position=ExtMFIPeriod;
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else
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start_position=prev_calculated-1;
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//--- calculate MFI by volume
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if(InpVolumeType==VOLUME_TICK)
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CalculateMFI(start_position,rates_total,high,low,close,tick_volume);
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else
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CalculateMFI(start_position,rates_total,high,low,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 MFI by volume from argument |
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//+------------------------------------------------------------------+
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void CalculateMFI(const int start_position,
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const int rates_total,
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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 &volume[])
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{
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for(int i=start_position; i<rates_total && !IsStopped(); i++)
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{
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double positive=0.0;
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double negative=0.0;
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double current_tp=TypicalPrice(high[i],low[i],close[i]);
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for(int j=1; j<=ExtMFIPeriod; j++)
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{
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int index=i-j;
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double previous_tp=TypicalPrice(high[index],low[index],close[index]);
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if(current_tp>previous_tp)
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positive+=volume[index+1]*current_tp;
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if(current_tp<previous_tp)
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negative+=volume[index+1]*current_tp;
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current_tp=previous_tp;
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}
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if(negative!=0.0)
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ExtMFIBuffer[i]=100.0-100.0/(1+positive/negative);
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else
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ExtMFIBuffer[i]=100.0;
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}
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}
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//+------------------------------------------------------------------+
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//| Calculate typical price |
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//+------------------------------------------------------------------+
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double TypicalPrice(const double high_price,const double low_price,const double close_price)
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{
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return((high_price+low_price+close_price)/3.0);
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}
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//+------------------------------------------------------------------+
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