102 lines
4.1 KiB
MQL5
102 lines
4.1 KiB
MQL5
//+------------------------------------------------------------------+
|
|
//| RVI.mq5 |
|
|
//| Copyright 2000-2025, MetaQuotes Ltd. |
|
|
//| https://www.mql5.com |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2000-2025, MetaQuotes Ltd."
|
|
#property link "https://www.mql5.com"
|
|
#property description "Relative Vigor Index"
|
|
//--- indicator settings
|
|
#property indicator_separate_window
|
|
#property indicator_buffers 2
|
|
#property indicator_plots 2
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_type2 DRAW_LINE
|
|
#property indicator_color1 clrGreen
|
|
#property indicator_color2 clrRed
|
|
#property indicator_label1 "RVI"
|
|
#property indicator_label2 "Signal"
|
|
//--- input parameters
|
|
input int InpRVIPeriod=10; // Period
|
|
//--- indicator buffers
|
|
double ExtRVIBuffer[];
|
|
double ExtSignalBuffer[];
|
|
|
|
#define TRIANGLE_PERIOD 3
|
|
#define AVERAGE_PERIOD (TRIANGLE_PERIOD*2)
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator initialization function |
|
|
//+------------------------------------------------------------------+
|
|
void OnInit()
|
|
{
|
|
//--- indicator buffers mapping
|
|
SetIndexBuffer(0,ExtRVIBuffer,INDICATOR_DATA);
|
|
SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA);
|
|
IndicatorSetInteger(INDICATOR_DIGITS,3);
|
|
//--- sets first bar from what index will be drawn
|
|
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,(InpRVIPeriod-1)+TRIANGLE_PERIOD);
|
|
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,(InpRVIPeriod-1)+AVERAGE_PERIOD);
|
|
//--- name for DataWindow and indicator subwindow label
|
|
string short_name=StringFormat("RVI(%d)",InpRVIPeriod);
|
|
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
|
|
PlotIndexSetString(0,PLOT_LABEL,short_name);
|
|
PlotIndexSetString(1,PLOT_LABEL,"Signal("+string(InpRVIPeriod)+")");
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Relative Vigor Index |
|
|
//+------------------------------------------------------------------+
|
|
int OnCalculate(const int rates_total,
|
|
const int 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 int &spread[])
|
|
{
|
|
if(rates_total<=InpRVIPeriod+AVERAGE_PERIOD+2)
|
|
return(0);
|
|
|
|
int i,start;
|
|
//--- last counted bar will be recounted
|
|
start=InpRVIPeriod+2;
|
|
if(prev_calculated>InpRVIPeriod+TRIANGLE_PERIOD+2)
|
|
start=prev_calculated-1;
|
|
//--- set empty value for uncalculated bars
|
|
if(prev_calculated==0)
|
|
{
|
|
for(i=0; i<InpRVIPeriod+TRIANGLE_PERIOD; i++)
|
|
ExtRVIBuffer[i]=0.0;
|
|
for(i=0; i<InpRVIPeriod+AVERAGE_PERIOD; i++)
|
|
ExtSignalBuffer[i]=0.0;
|
|
}
|
|
//--- RVI counted in the 1-st buffer
|
|
for(i=start; i<rates_total && !IsStopped(); i++)
|
|
{
|
|
double sum_up=0.0;
|
|
double sum_down=0.0;
|
|
for(int j=i; j>i-InpRVIPeriod; j--)
|
|
{
|
|
double value_up=close[j]-open[j]+2*(close[j-1]-open[j-1])+2*(close[j-2]-open[j-2])+close[j-3]-open[j-3];
|
|
double value_down=high[j]-low[j]+2*(high[j-1]-low[j-1])+2*(high[j-2]-low[j-2])+high[j-3]-low[j-3];
|
|
sum_up+=value_up;
|
|
sum_down+=value_down;
|
|
}
|
|
if(sum_down!=0.0)
|
|
ExtRVIBuffer[i]=sum_up/sum_down;
|
|
else
|
|
ExtRVIBuffer[i]=sum_up;
|
|
}
|
|
//--- signal line counted in the 2-nd buffer
|
|
start=InpRVIPeriod+TRIANGLE_PERIOD+2;
|
|
if(prev_calculated>InpRVIPeriod+AVERAGE_PERIOD+2)
|
|
start=prev_calculated-1;
|
|
for(i=start; i<rates_total && !IsStopped(); i++)
|
|
ExtSignalBuffer[i]=(ExtRVIBuffer[i]+2*ExtRVIBuffer[i-1]+2*ExtRVIBuffer[i-2]+ExtRVIBuffer[i-3])/AVERAGE_PERIOD;
|
|
|
|
//--- OnCalculate done. Return new prev_calculated.
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|