iRVI Time Control

Author: Copyright © 2020, Vladimir Karputov
Indicators Used
Relative Vigor index
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iRVI Time Control
ÿþ//+------------------------------------------------------------------+

//|                                            iRVI Time Control.mq5 |

//|                              Copyright © 2020, Vladimir Karputov |

//|                     https://www.mql5.com/ru/market/product/43516 |

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

#property copyright "Copyright © 2020, Vladimir Karputov"

#property link      "https://www.mql5.com/ru/market/product/43516"

#property version   "1.002"

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots   2

//--- plot RVI

#property indicator_label1  "RVI"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrDarkOrange

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Signal

#property indicator_label2  "Signal"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRoyalBlue

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- input parameters

input int      Inp_RVI_ma_period = 15;       // RVI: averaging period

input bool     InpTimeControl    = true;     // Use time control

input uchar    InpStartHour      = 09;       // Start Hour

input uchar    InpStartMinute    = 00;       // Start Minute

input uchar    InpEndHour        = 23;       // End Hour

input uchar    InpEndMinute      = 01;       // End Minute

//--- indicator buffers

double   TimeRVIBuffer[];

double   TimeSignalBuffer[];

double   RVIBuffer[];

double   SignalBuffer[];

//--

long     m_start=0,m_end=0;

int      bars_calculated=0;            // we will keep the number of values in the Stochastic Oscillator indicator

int      handle_iRVI;                  // variable for storing the handle of the iRVI indicator

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,TimeRVIBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,TimeSignalBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,RVIBuffer,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,SignalBuffer,INDICATOR_CALCULATIONS);

//---

   if(InpTimeControl)

     {

      m_start=InpStartHour*60*60+InpStartMinute*60;

      m_end=InpEndHour*60*60+InpEndMinute*60;

     }

//--- the 0.0 (empty) value will mot participate in drawing

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//--- set accuracy

   IndicatorSetInteger(INDICATOR_DIGITS,3);

//--- name for DataWindow and indicator subwindow label

   string time="";

   if(InpTimeControl)

      time=StringFormat(" (%02d:%02d-%02d:%02d)",InpStartHour,InpStartMinute,InpEndHour,InpEndMinute);



   IndicatorSetString(INDICATOR_SHORTNAME,"RVI("+string(Inp_RVI_ma_period)+")"+time);

   PlotIndexSetString(0,PLOT_LABEL,"RVI("+string(Inp_RVI_ma_period)+")");

   PlotIndexSetString(1,PLOT_LABEL,"Signal("+string(Inp_RVI_ma_period)+")");

//--- create handle of the indicator iRVI

   handle_iRVI=iRVI(Symbol(),Period(),Inp_RVI_ma_period);

//--- if the handle is not created

   if(handle_iRVI==INVALID_HANDLE)

     {

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

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

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early

      return(INIT_FAILED);

     }

//---

   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[])

  {

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

   int values_to_copy;

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

   int calculated=BarsCalculated(handle_iRVI);

   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 iRVI 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 RVIBuffer array is greater than the number of values in the iRVI 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 iRVI indicator

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

   if(!FillArrayFromBuffer(RVIBuffer,SignalBuffer,handle_iRVI,values_to_copy))

      return(0);

//--- memorize the number of values in the Relative Vigor Index indicator

   bars_calculated=calculated;

//--- main loop

   int limit=prev_calculated-1;

   if(prev_calculated==0)

      limit=0;



   for(int i=limit; i<rates_total; i++)

     {

      if(InpTimeControl)

        {

         MqlDateTime STime;

         TimeToStruct(time[i],STime);

         if((STime.hour*60*60+STime.min*60)<m_start || (STime.hour*60*60+STime.min*60)>=m_end)

           {

            TimeRVIBuffer[i]=EMPTY_VALUE;

            TimeSignalBuffer[i]=EMPTY_VALUE;

            continue;

           }

        }

      TimeRVIBuffer[i]=RVIBuffer[i];

      TimeSignalBuffer[i]=SignalBuffer[i];

     }

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

   return(rates_total);

  }

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

//| Filling indicator buffers from the iRVI indicator                |

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

bool FillArrayFromBuffer(double &rvi_buffer[],     // indicator buffer of Relative Vigor Index values

                         double &signal_buffer[],  // indicator buffer of the signal line

                         int ind_handle,           // handle of the iRVI indicator

                         int amount                // number of copied values

                        )

  {

//--- reset error code

   ResetLastError();

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

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

     {

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

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

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

      return(false);

     }

//--- fill a part of the SignalBuffer array with values from the indicator buffer that has index 1

   if(CopyBuffer(ind_handle,1,0,amount,signal_buffer)<0)

     {

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

      PrintFormat("Failed to copy data from the iRVI 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);

  }

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



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

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