//+------------------------------------------------------------------+ //| Twiggs_Money_Flow.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 "Twiggs Money Flow oscillator" #property indicator_separate_window #property indicator_buffers 5 #property indicator_plots 1 //--- plot TMF #property indicator_label1 "TMF" #property indicator_type1 DRAW_LINE #property indicator_color1 clrSteelBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- input parameters input uint InpPeriod=21; // Period //--- indicator buffers double BufferTMF[]; double BufferADV[]; double BufferVol[]; double BufferWMA_ADV[]; double BufferWMA_V[]; //--- global variables int period_tmf; double k; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period_tmf=int(InpPeriod<1 ? 1 : InpPeriod); k=1.0/period_tmf; //--- indicator buffers mapping SetIndexBuffer(0,BufferTMF,INDICATOR_DATA); SetIndexBuffer(1,BufferADV,INDICATOR_CALCULATIONS); SetIndexBuffer(2,BufferVol,INDICATOR_CALCULATIONS); SetIndexBuffer(3,BufferWMA_ADV,INDICATOR_CALCULATIONS); SetIndexBuffer(4,BufferWMA_V,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Twiggs Money Flow ("+(string)period_tmf+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting plot buffer parameters PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,period_tmf); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferTMF,true); ArraySetAsSeries(BufferADV,true); ArraySetAsSeries(BufferVol,true); ArraySetAsSeries(BufferWMA_ADV,true); ArraySetAsSeries(BufferWMA_V,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[]) { //--- Установка массивов буферов как таймсерий ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); ArraySetAsSeries(close,true); ArraySetAsSeries(tick_volume,true); //--- Проверка и расчёт количества просчитываемых баров if(rates_total1) { limit=rates_total-2; ArrayInitialize(BufferTMF,EMPTY_VALUE); ArrayInitialize(BufferADV,0); ArrayInitialize(BufferVol,0); ArrayInitialize(BufferWMA_ADV,0); ArrayInitialize(BufferWMA_V,0); } //--- Подготовка данных for(int i=limit; i>=0 && !IsStopped(); i--) { double TRH=fmax(high[i],close[i+1]); double TRL=fmin(low[i],close[i+1]); double TR=TRH-TRL; BufferADV[i]=(TR!=0 ? tick_volume[i]*(2.0*close[i]-TRL-TRH)/TR : 0); BufferVol[i]=(double)tick_volume[i]; } //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { if(i==rates_total-2) { BufferWMA_ADV[i]=GetSMA(rates_total,i,period_tmf,BufferADV); BufferWMA_V[i]=GetSMA(rates_total,i,period_tmf,BufferVol); } else { BufferWMA_ADV[i]=(BufferADV[i]-BufferWMA_ADV[i+1])*k+BufferWMA_ADV[i+1]; BufferWMA_V[i]=(BufferVol[i]-BufferWMA_V[i+1])*k+BufferWMA_V[i+1]; } BufferTMF[i]=(BufferWMA_V[i]!=0 ? BufferWMA_ADV[i]/(BufferWMA_V[i]*Point()) : 0); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| Simple Moving Average | //+------------------------------------------------------------------+ double GetSMA(const int rates_total,const int index,const int period,const double &price[],const bool as_series=true) { //--- double result=0.0; //--- check position bool check_index=(as_series ? index<=rates_total-period-1 : index>=period-1); if(period<1 || !check_index) return 0; //--- calculate value for(int i=0; i