TMFI-3

// True MFI. Based on code RSI.mq4,  Copyright © 2004, MetaQuotes Software Corp. http://www.metaquotes.net/
#property  copyright "Copyright © 2004, MetaQuotes Software Corp., BECEMAL 2010"
#property  link      "http://www.becemal.ru/"
#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 100
#property indicator_level1 31.830988618379067153776752674503
#property indicator_level2 68.169011381620932846223247325497
#property indicator_buffers 3
#property indicator_color1 RoyalBlue
extern int TMFIPeriod=10;
double TMFIBuffer[];
double PosBuffer[];
double NegBuffer[];
bool init_flag=false;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool prepare_buffer()
  {
   if(init_flag) return(true);
   PosBuffer[0]=0;
   NegBuffer[0]=0;
   init_flag=true;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int init()
  {
   string   short_name="TMFI("+TMFIPeriod+")";
   SetIndexBuffer(1,PosBuffer);
   SetIndexBuffer(2,NegBuffer);
   SetIndexStyle(0,DRAW_LINE);
   SetIndexStyle(1,DRAW_NONE);
   SetIndexStyle(2,DRAW_NONE);
   SetIndexBuffer(0,TMFIBuffer);
   IndicatorShortName(short_name);
   SetIndexLabel(0,"KosherMFI");
   SetIndexDrawBegin(0,TMFIPeriod);
   init_flag=false;
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
  {
   if(!init_flag) {prepare_buffer();}
   int    i,counted_bars=IndicatorCounted();
   double rel,negative,positive,sumn,sump;
   if(Bars<=TMFIPeriod) return(0);
   if(counted_bars<1)
      for(i=1;i<=TMFIPeriod;i++) TMFIBuffer[Bars-i]=50.0;
   i=Bars-TMFIPeriod-1;
   if(counted_bars>=TMFIPeriod) i=Bars-counted_bars-1;
   while(i>=0) 
     {
      sumn=0.0; sump=0.0;
      rel = iMA(NULL,0,TMFIPeriod,0,MODE_EMA,PRICE_CLOSE,i) - iMA(NULL,0,TMFIPeriod,0,MODE_EMA,PRICE_CLOSE,i+3) + 8 * iMA(NULL,0,TMFIPeriod,0,MODE_EMA,PRICE_CLOSE,i+1) - 8 * iMA(NULL,0,TMFIPeriod,0,MODE_EMA,PRICE_CLOSE,i+2);
      //rel=Close[i]-Close[i+1];
      if(rel>0) sump=(Volume[i]+ 2 * Volume[i+1] + 2 * Volume[i+2] + Volume[i+3]);
      else      sumn=(Volume[i]+ 2 * Volume[i+1] + 2 * Volume[i+2] + Volume[i+3]);
      positive=(PosBuffer[i+1]*(TMFIPeriod-1)+sump)/TMFIPeriod;
      negative=(NegBuffer[i+1]*(TMFIPeriod-1)+sumn)/TMFIPeriod;
      PosBuffer[i]=positive;
      NegBuffer[i]=negative;
      if(negative==0.0) TMFIBuffer[i]=0.0;
      else TMFIBuffer[i]=100.0*(1.0-1.0/(1.0+positive/negative));
      i--;
     }
   return(0);
  }
//+------------------------------------------------------------------+