PMF

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

//|                                                          PMF.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property indicator_separate_window

#property indicator_buffers 1

#property indicator_plots   1

//--- plot PMF

#property indicator_label1  "PMF"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- enums

enum ENUM_INPUT_ON_OFF

  {

   INPUT_ON    =  1, // On

   INPUT_OFF   =  0  // Off

  };

//--- input parameters

input ENUM_APPLIED_PRICE   InpAppliedPrice   =  PRICE_CLOSE;   // Applied price

input ENUM_INPUT_ON_OFF    InpCumulative     =  INPUT_ON;      // Cumulative

//--- indicator buffers

double         BufferPMF[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables



//--- indicator buffers mapping

   SetIndexBuffer(0,BufferPMF,INDICATOR_DATA);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"PMF");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferPMF,true);

//---

   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[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   if(rates_total<3) return 0;

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(tick_volume,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-3;

      ArrayInitialize(BufferPMF,0);

     }

//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      if(limit==rates_total-3) BufferPMF[i]=0;

      double Current=ValueByPrice(InpAppliedPrice,i,open,high,low,close);

      double Previous=ValueByPrice(InpAppliedPrice,i+1,open,high,low,close);

      double PrePrevious=ValueByPrice(InpAppliedPrice,i+2,open,high,low,close);

      double DiffCurrent=(Current-Previous)*tick_volume[i];

      double DiffPrevious=(Previous-PrePrevious)*tick_volume[i+1];

      if(InpCumulative)

         BufferPMF[i]=BufferPMF[i+1]+DiffCurrent;

      else

         BufferPMF[i]=DiffCurrent+DiffPrevious;

     }

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

   return(rates_total);

  }

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

//| >72@0I05B @0AGQB=CN F5=C                                        |

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

double ValueByPrice(const ENUM_APPLIED_PRICE price,const int index,const double &open[],const double &high[],const double &low[],const double &close[])

  {

   return

     (

      price==PRICE_CLOSE   ?  close[index]   :

      price==PRICE_OPEN    ?  open[index]    :

      price==PRICE_HIGH    ?  high[index]    :

      price==PRICE_LOW     ?  low[index]     :

      price==PRICE_MEDIAN  ?  (high[index]+low[index])/2.0              :

      price==PRICE_TYPICAL ?  (high[index]+low[index]+close[index])/3.0 :

      (high[index]+low[index]+2*close[index])/4.0

     );

  }

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