PVI

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

//|                                                          PVI.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 description "Positive Volume Index"

#property indicator_separate_window

#property indicator_buffers 1

#property indicator_plots   1

//--- plot PVI

#property indicator_label1  "PVI"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrDodgerBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- indicator buffers

double         BufferPVI[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferPVI,INDICATOR_DATA);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"PVI");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferPVI,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<4) return 0;

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

   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-2;

      ArrayInitialize(BufferPVI,EMPTY_VALUE);

     }

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

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

      BufferPVI[i]=(i==rates_total-2 ? 1 : (tick_volume[i]>tick_volume[i+1] ? BufferPVI[i+1]*(1+((close[i]-close[i+1])/close[i+1])) : BufferPVI[i+1]));



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

   return(rates_total);

  }

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