Fractals On OBV

ÿþ//+------------------------------------------------------------------+

//|                                              Fractals On OBV.mq5 |

//|                              Copyright © 2022, Vladimir Karputov |

//|                      https://www.mql5.com/en/users/barabashkakvn |

//+------------------------------------------------------------------+

#property copyright "Copyright © 2022, Vladimir Karputov"

#property link      "https://www.mql5.com/en/users/barabashkakvn"

#property version   "1.001"

#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   3

//--- plot OBV

#property indicator_label1  "OBV"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrDarkOrange

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Fractal Up

#property indicator_label2  "Fractal Up"

#property indicator_type2   DRAW_ARROW

#property indicator_color2  clrGray

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot Fractal Down

#property indicator_label3  "Fractal Down"

#property indicator_type3   DRAW_ARROW

#property indicator_color3  clrGray

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- input parameters

input group             "OBV"

input ENUM_APPLIED_VOLUME  Inp_OBV_applied_volume        = VOLUME_TICK;    // OBV: volume type for calculation

//--- indicator buffers

double   OBVBuffer[];

double   Fractal_Up_Buffer[];

double   Fractal_Down_Buffer[];

//---

int      handle_iOBV;                           // variable for storing the handle of the iOBV indicator

int      bars_calculated            = 0;        // we will keep the number of values in the On Balance Volume indicator

bool     m_init_error               = false;    // error on InInit

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,OBVBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,Fractal_Up_Buffer,INDICATOR_DATA);

   SetIndexBuffer(2,Fractal_Down_Buffer,INDICATOR_DATA);

//--- set indicator digits

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//--- setting a code from the Wingdings charset as the property of PLOT_ARROW

   PlotIndexSetInteger(1,PLOT_ARROW,217);

   PlotIndexSetInteger(2,PLOT_ARROW,218);

//--- arrow shifts when drawing

   PlotIndexSetInteger(1,PLOT_ARROW_SHIFT,10);

   PlotIndexSetInteger(2,PLOT_ARROW_SHIFT,-10);

//--- sets drawing line empty value

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//--- create handle of the iOBV indicator

   handle_iOBV=iOBV(Symbol(),Period(),Inp_OBV_applied_volume);

//--- if the handle is not created

   if(handle_iOBV==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code

      PrintFormat("Failed to create handle of the iOBV indicator for the symbol %s/%s, error code %d",

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early

      m_init_error=true;

      return(INIT_SUCCEEDED);

     }

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

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(m_init_error)

      return(0);

   if(rates_total<5)

      return(0);

//--- number of values copied from the iOBV indicator

   int values_to_copy;

//--- determine the number of values calculated in the indicator

   int calculated=BarsCalculated(handle_iOBV);

   if(calculated<=0)

     {

      PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());

      return(0);

     }

//--- if it is the first start of calculation of the indicator or if the number of values in the iOBV indicator changed

//---or if it is necessary to calculated the indicator for two or more bars (it means something has changed in the price history)

   if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)

     {

      //--- if the iOBVBuffer array is greater than the number of values in the iOBV indicator for symbol/period, then we don't copy everything

      //--- otherwise, we copy less than the size of indicator buffers

      if(calculated>rates_total)

         values_to_copy=rates_total;

      else

         values_to_copy=calculated;

     }

   else

     {

      //--- it means that it's not the first time of the indicator calculation, and since the last call of OnCalculate()

      //--- for calculation not more than one bar is added

      values_to_copy=(rates_total-prev_calculated)+1;

     }

//--- fill the arrays with values of the iOBV indicator

//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operation

   if(!FillArrayFromBuffer(OBVBuffer,handle_iOBV,values_to_copy))

      return(0);

//--- memorize the number of values in the On Balance Volume indicator

   bars_calculated=calculated;

//--- Fractals

   int start;

//--- clean up arrays

   if(prev_calculated<7)

     {

      start=2;

      ArrayInitialize(Fractal_Up_Buffer,EMPTY_VALUE);

      ArrayInitialize(Fractal_Down_Buffer,EMPTY_VALUE);

     }

   else

      start=rates_total-5;

//--- main cycle of calculations

   for(int i=start; i<rates_total-3 && !IsStopped(); i++)

     {

      //--- Upper Fractal

      if(OBVBuffer[i]>OBVBuffer[i+1] && OBVBuffer[i]>OBVBuffer[i+2] && OBVBuffer[i]>=OBVBuffer[i-1] && OBVBuffer[i]>=OBVBuffer[i-2])

         Fractal_Up_Buffer[i]=OBVBuffer[i];

      else

         Fractal_Up_Buffer[i]=EMPTY_VALUE;

      //--- Lower Fractal

      if(OBVBuffer[i]<OBVBuffer[i+1] && OBVBuffer[i]<OBVBuffer[i+2] && OBVBuffer[i]<=OBVBuffer[i-1] && OBVBuffer[i]<=OBVBuffer[i-2])

         Fractal_Down_Buffer[i]=OBVBuffer[i];

      else

         Fractal_Down_Buffer[i]=EMPTY_VALUE;

     }

//---

   for(int i=rates_total-3; i<rates_total; i++)

     {

      Fractal_Up_Buffer[i]=EMPTY_VALUE;

      Fractal_Down_Buffer[i]=EMPTY_VALUE;

     }

//--- return value of prev_calculated for next call

   return(rates_total);

  }

//+------------------------------------------------------------------+

//| Filling indicator buffers from the iOBV indicator                |

//+------------------------------------------------------------------+

bool FillArrayFromBuffer(double &obv_buffer[],  // indicator buffer of OBV values

                         int ind_handle,        // handle of the iOBV indicator

                         int amount             // number of copied values

                        )

  {

//--- reset error code

   ResetLastError();

//--- fill a part of the iOBVBuffer array with values from the indicator buffer that has 0 index

   if(CopyBuffer(ind_handle,0,0,amount,obv_buffer)<0)

     {

      //--- if the copying fails, tell the error code

      PrintFormat("Failed to copy data from the iOBV indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated

      return(false);

     }

//--- everything is fine

   return(true);

  }

//+------------------------------------------------------------------+

//| Indicator deinitialization function                              |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

   if(handle_iOBV!=INVALID_HANDLE)

      IndicatorRelease(handle_iOBV);

  }

//+------------------------------------------------------------------+