RBVI_v1

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

//|                                                         RBVI.mq5 | 

//|                                        Copyright © 2004, BECEMAL | 

//|                                                                  | 

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

#property copyright "Copyright © 2004, BECEMAL"

#property link ""

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.10"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2

#property indicator_buffers 1 

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 1            |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type1   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= A8=89 F25B

#property indicator_color1 clrBlue

//---- ;8=8O 8=48:0B>@0 - =5?@5@K2=0O :@820O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 1

#property indicator_width1  1

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1  "RBVI"

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

//| 0@0<5B@K >B>1@065=8O 3>@87>=B0;L=KE C@>2=59 |

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

#property indicator_level1 60

#property indicator_level2 40

#property indicator_levelcolor clrMagenta

#property indicator_levelstyle STYLE_DASHDOTDOT

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

//|  %+  " + "                 |

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

input int RBVIPeriod=10; //?5@8>4 8=48:0B>@0

input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK;  //>1JQ<

input int Shift=0; //A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

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

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 

// 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double RbviBuffer[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E@0=5=8O E5=4;>2 8=48:0B>@>2

int ATR_Handle;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total;

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

//| RBVI indicator initialization function                           | 

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

int OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_total=2+RBVIPeriod;



//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 ATR

   ATR_Handle=iATR(NULL,0,RBVIPeriod);

   if(ATR_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 ATR");

      return(INIT_FAILED);

     }



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,RbviBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE   

   ArraySetAsSeries(RbviBuffer,true);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"RBVI(",string(RBVIPeriod),",",EnumToString(VolumeType),",",Shift,")");

//---- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);



//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,1);

//--- 7025@H5=85 8=8F80;870F88

   return(INIT_SUCCEEDED);

  }

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

//| RBVI iteration function                                          | 

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

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                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 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(BarsCalculated(ATR_Handle)<rates_total

      || rates_total<min_rates_total)

      return(0);



//---- 1JO2;5=85 F5;KE ?5@5<5==KE

   int to_copy,limit,bar;

//---- 1JO2;5=85 ?5@5<5==KE A ?;020NI59 B>G:>9  

   double Range[],vol0=0,vol1=0,sumn,sump,rel,positive,negative;

   static double positive_,negative_,sumn_,sump_;



//---- @0AGQBK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8 AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

      sumn_=0.0;

      sump_=0.0;

     }

   else limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2



   to_copy=limit+2;

//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82 Range[]

   if(CopyBuffer(ATR_Handle,0,0,to_copy,Range)<=0) return(0);



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(Range,true);

   if(VolumeType==VOLUME_TICK) ArraySetAsSeries(tick_volume,true);

   else                        ArraySetAsSeries(volume,true);



//---- 2>AAB0=02;8205< 7=0G5=8O ?5@5<5==KE

   positive=positive_;

   negative=negative_;

   sumn=sumn_;

   sump=sump_;



//---- A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

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

     {

      //---- 70?><8=05< 7=0G5=8O ?5@5<5==KE ?5@54 ?@>3>=0<8 =0 B5:CI5< 10@5

      if(rates_total!=prev_calculated && bar==0)

        {

         positive_=positive;

         negative_=negative;

         sumn_=sumn;

         sump_=sump;

        }



      if(VolumeType==VOLUME_TICK)

        {

         vol0=double(tick_volume[bar]);

         vol1=double(tick_volume[bar+1]);

        }

      else

        {

         vol0=double(volume[bar]);

         vol1=double(volume[bar+1]);

        }



      rel=Range[bar]*vol0-Range[bar+1]*vol1;



      if(rel>0) sump= rel;

      else      sumn=-rel;



      positive=(positive*(RBVIPeriod-1)+sump)/RBVIPeriod;

      negative=(negative*(RBVIPeriod-1)+sumn)/RBVIPeriod;



      if(negative==0.0) RbviBuffer[bar]=0.0;

      else RbviBuffer[bar]=100.0*(1.0-1.0/(1.0+positive/negative));

     }

//----     

   return(rates_total);

  }

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