//+------------------------------------------------------------------+ //| OBV.mq5 | //| Copyright 2009, MetaQuotes Software Corp. | //| http://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "2009, MetaQuotes Software Corp." #property link "http://www.mql5.com" #property description "On Balance Volume" //--- indicator settings #property indicator_separate_window #property indicator_buffers 1 #property indicator_plots 1 #property indicator_type1 DRAW_LINE #property indicator_color1 DodgerBlue #property indicator_label1 "OBV" //--- input parametrs input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes //---- indicator buffer double ExtOBVBuffer[]; //+------------------------------------------------------------------+ //| On Balance Volume initialization function | //+------------------------------------------------------------------+ void OnInit() { //--- define indicator buffer SetIndexBuffer(0,ExtOBVBuffer); //--- set indicator digits IndicatorSetInteger(INDICATOR_DIGITS,0); //---- OnInit done } //+------------------------------------------------------------------+ //| On Balance Volume | //+------------------------------------------------------------------+ 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 &TickVolume[], const long &Volume[], const int &Spread[]) { //--- variables int pos; double Vol; //--- check for bars count if(rates_total<2) return(0); //--- starting calculation pos=prev_calculated-1; //--- correct position, when it's first iteration if(pos<1) { pos=1; if(InpVolumeType==VOLUME_TICK) ExtOBVBuffer[0]=TickVolume[0]; else ExtOBVBuffer[0]=Volume[0]; } //--- main cycle if(InpVolumeType==VOLUME_TICK) CalculateOBV(pos,rates_total,Close,TickVolume); else CalculateOBV(pos,rates_total,Close,Volume); //---- OnCalculate done. Return new prev_calculated. return(rates_total); } //+------------------------------------------------------------------+ //| Calculate OBV by volume argument | //+------------------------------------------------------------------+ void CalculateOBV(int StartPosition, int RatesCount, const double &ClBuffer[], const long &VolBuffer[]) { for(int i=StartPosition;iPrevClose) ExtOBVBuffer[i]=ExtOBVBuffer[i-1]+Volume; else ExtOBVBuffer[i]=ExtOBVBuffer[i-1]; } } } //+------------------------------------------------------------------+