PVI_Smoothed

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

//|                                                 PVI_Smoothed.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 "Smoothed Positive Volume Index"

#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   2

//--- plot PVI

#property indicator_label1  "SPVI"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrDodgerBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Sig

#property indicator_label2  "Signal"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- input parameters

input uint     InpPeriodSmooth   =  5;    // Smoothing period

input uint     InpPeriodSignal   =  15;   // Signal line period

//--- indicator buffers

double         BufferPVI[];

double         BufferSig[];

double         BufferRAW[];

//--- global variables

int            period_pvi;

int            period_sig;

//--- includes

#include <MovingAverages.mqh>

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_pvi=int(InpPeriodSmooth<1 ? 1 : InpPeriodSmooth);

   period_sig=int(InpPeriodSignal<1 ? 1 : InpPeriodSignal);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferPVI,INDICATOR_DATA);

   SetIndexBuffer(1,BufferSig,INDICATOR_DATA);

   SetIndexBuffer(2,BufferRAW,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"SPVI("+(string)period_pvi+","+(string)period_sig+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferPVI,true);

   ArraySetAsSeries(BufferSig,true);

   ArraySetAsSeries(BufferRAW,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;

   int max=fmax(period_sig,period_pvi);

   if(limit>1)

     {

      limit=rates_total-max-2;

      ArrayInitialize(BufferPVI,0);

      ArrayInitialize(BufferSig,0);

      ArrayInitialize(BufferRAW,0);

     }

//--- >43>B>2:0 40==KE

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

     {

      if(i==rates_total-max-2)

         BufferRAW[i]=1;

      else

        {

         if(tick_volume[i]>tick_volume[i+1])

            BufferRAW[i]=BufferRAW[i+1]*(1+((close[i]-close[i+1])/close[i+1]));

         else

            BufferRAW[i]=BufferRAW[i+1];

        }

     }

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

   SimpleMAOnBuffer(rates_total,prev_calculated,0,period_pvi,BufferRAW,BufferPVI);

   ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_sig,BufferPVI,BufferSig);



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

   return(rates_total);

  }

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