Range_Volume_Ratio

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

//|                                           Range_Volume_Ratio.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 "Range Volume Ratio oscillator"

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   1

//--- plot RVR

#property indicator_label1  "RV Ratio"

#property indicator_type1   DRAW_COLOR_HISTOGRAM

#property indicator_color1  clrCadetBlue,clrMediumVioletRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- enums

enum ENUM_TYPE_CALC

  {

   TYPE_OC, // Open/Close

   TYPE_HL  // High/Low

  };

//--- input parameters

input ENUM_TYPE_CALC InpType=TYPE_OC;  // Calculation type

//--- indicator buffers

double         BufferRVR[];

double         BufferColors[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferRVR,INDICATOR_DATA);

   SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Range Volume Ratio");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetDouble(INDICATOR_MINIMUM,0);

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferRVR,true);

   ArraySetAsSeries(BufferColors,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[])

  {

//--- #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

   if(rates_total<4 || Point()==0) return 0;

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferRVR,EMPTY_VALUE);

     }

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

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

     {

      BufferRVR[i]=(tick_volume[i]!=0 ? (InpType==TYPE_OC ? fabs(open[i]-close[i]) : (high[i]-low[i])) / (tick_volume[i]*Point()) : 0);

      BufferColors[i]=(BufferRVR[i]<BufferRVR[i+1] ? 1 : 0);

     }



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

   return(rates_total);

  }

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