Volume_Price_Momentum_Oscillator

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

//|                             Volume_Price_Momentum_Oscillator.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 "Volume Price Momentum oscillator"

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   1

//--- plot VPMO

#property indicator_label1  "VPMO"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrDodgerBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters

input uint     InpPeriod   =  3; // Period

//--- indicator buffers

double         BufferVPMO[];

double         BufferVPM[];

//--- global variables

int            period_ma;

//--- includes

#include <MovingAverages.mqh>

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_ma=int(InpPeriod<2 ? 2 : InpPeriod);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferVPMO,INDICATOR_DATA);

   SetIndexBuffer(1,BufferVPM,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Volume Price Momentum Osc("+(string)period_ma+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferVPMO,true);

   ArraySetAsSeries(BufferVPM,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(close,true);

   ArraySetAsSeries(tick_volume,true);

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

   if(rates_total<fmax(period_ma,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(BufferVPMO,EMPTY_VALUE);

      ArrayInitialize(BufferVPM,0);

     }

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

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

      BufferVPM[i]=(tick_volume[i]*(close[i]-close[i+1]))/Point();



//---  0AGQB 8=48:0B>@0 8 2>72@0B @57C;LB0B0

   return(ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_ma,BufferVPM,BufferVPMO));

  }

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