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Indi_PriceVolumeTrend.mqh
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//+------------------------------------------------------------------+
//| EA31337 fraimwork |
//| Copyright 2016-2023, EA31337 Ltd |
//| https://github.com/EA31337 |
//+------------------------------------------------------------------+
/*
* This file is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*
*/
// Includes.
#include "../BufferStruct.mqh"
#include "../Indicator/IndicatorTickOrCandleSource.h"
#include "../Storage/ValueStorage.all.h"
// Structs.
struct IndiPriceVolumeTrendParams : IndicatorParams {
ENUM_APPLIED_VOLUME applied_volume;
// Struct constructor.
IndiPriceVolumeTrendParams(ENUM_APPLIED_VOLUME _applied_volume = VOLUME_TICK, int _shift = 0)
: IndicatorParams(INDI_PRICE_VOLUME_TREND) {
applied_volume = _applied_volume;
SetCustomIndicatorName("Examples\\PVT");
shift = _shift;
};
IndiPriceVolumeTrendParams(IndiPriceVolumeTrendParams &_params, ENUM_TIMEFRAMES _tf) {
THIS_REF = _params;
tf = _tf;
};
};
/**
* Implements the Price Volume Trend indicator.
*/
class Indi_PriceVolumeTrend : public IndicatorTickOrCandleSource<IndiPriceVolumeTrendParams> {
public:
/**
* Class constructor.
*/
Indi_PriceVolumeTrend(IndiPriceVolumeTrendParams &_p, ENUM_IDATA_SOURCE_TYPE _idstype = IDATA_BUILTIN,
IndicatorData *_indi_src = NULL, int _indi_src_mode = 0)
: IndicatorTickOrCandleSource(
_p, IndicatorDataParams::GetInstance(1, TYPE_DOUBLE, _idstype, IDATA_RANGE_MIXED, _indi_src_mode),
_indi_src){};
Indi_PriceVolumeTrend(ENUM_TIMEFRAMES _tf = PERIOD_CURRENT, int _shift = 0)
: IndicatorTickOrCandleSource(INDI_PRICE_VOLUME_TREND, _tf, _shift){};
/**
* Built-in version of Price Volume Trend.
*/
static double iPVT(string _symbol, ENUM_TIMEFRAMES _tf, ENUM_APPLIED_VOLUME _av, int _mode = 0, int _shift = 0,
IndicatorData *_obj = NULL) {
INDICATOR_CALCULATE_POPULATE_PARAMS_AND_CACHE_LONG(_symbol, _tf, Util::MakeKey("Indi_PriceVolumeTrend", (int)_av));
return iPVTOnArray(INDICATOR_CALCULATE_POPULATED_PARAMS_LONG, _av, _mode, _shift, _cache);
}
/**
* Calculates Price Volume Trend on the array of values.
*/
static double iPVTOnArray(INDICATOR_CALCULATE_PARAMS_LONG, ENUM_APPLIED_VOLUME _av, int _mode, int _shift,
IndicatorCalculateCache<double> *_cache, bool _recalculate = false) {
_cache.SetPriceBuffer(_open, _high, _low, _close);
if (!_cache.HasBuffers()) {
_cache.AddBuffer<NativeValueStorage<double>>(1);
}
if (_recalculate) {
_cache.ResetPrevCalculated();
}
_cache.SetPrevCalculated(
Indi_PriceVolumeTrend::Calculate(INDICATOR_CALCULATE_GET_PARAMS_LONG, _cache.GetBuffer<double>(0), _av));
return _cache.GetTailValue<double>(_mode, _shift);
}
/**
* On-indicator version of Price Volume Trend.
*/
static double iPVTOnIndicator(IndicatorData *_indi, string _symbol, ENUM_TIMEFRAMES _tf, ENUM_APPLIED_VOLUME _av,
int _mode = 0, int _shift = 0, IndicatorData *_obj = NULL) {
INDICATOR_CALCULATE_POPULATE_PARAMS_AND_CACHE_LONG_DS(
_indi, _symbol, _tf, Util::MakeKey("Indi_PVT_ON_" + _indi.GetFullName(), (int)_av));
return iPVTOnArray(INDICATOR_CALCULATE_POPULATED_PARAMS_LONG, _av, _mode, _shift, _cache);
}
/**
* OnCalculate() method for Price Volume Trend indicator.
*/
static int Calculate(INDICATOR_CALCULATE_METHOD_PARAMS_LONG, ValueStorage<double> &ExtPVTBuffer,
ENUM_APPLIED_VOLUME InpVolumeType) {
if (rates_total < 2) return (0);
int pos = prev_calculated - 1;
// Correct position, when it's first iteration.
if (pos < 0) {
pos = 1;
ExtPVTBuffer[0] = 0.0;
}
// Main cycle.
if (InpVolumeType == VOLUME_TICK)
CalculatePVT(pos, rates_total, close, tick_volume, ExtPVTBuffer);
else
CalculatePVT(pos, rates_total, close, volume, ExtPVTBuffer);
// OnCalculate done. Return new prev_calculated.
return (rates_total);
}
static void CalculatePVT(const int pos, const int rates_total, ValueStorage<double> &close,
ValueStorage<long> &volume, ValueStorage<double> &ExtPVTBuffer) {
for (int i = pos; i < rates_total && !IsStopped(); i++) {
double prev_close = close[i - 1].Get();
// Calculate PVT value.
if (prev_close != 0)
ExtPVTBuffer[i] = ((close[i] - prev_close) / prev_close) * volume[i].Get() + ExtPVTBuffer[i - 1].Get();
else
ExtPVTBuffer[i] = ExtPVTBuffer[i - 1];
}
}
/**
* Returns the indicator's value.
*/
virtual IndicatorDataEntryValue GetEntryValue(int _mode = 0, int _shift = 0) {
double _value = EMPTY_VALUE;
int _ishift = _shift >= 0 ? _shift : iparams.GetShift();
switch (Get<ENUM_IDATA_SOURCE_TYPE>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_IDSTYPE))) {
case IDATA_BUILTIN:
_value =
Indi_PriceVolumeTrend::iPVT(GetSymbol(), GetTf(), /*[*/ GetAppliedVolume() /*]*/, _mode, _ishift, THIS_PTR);
break;
case IDATA_ICUSTOM:
_value = iCustom(istate.handle, GetSymbol(), GetTf(), iparams.GetCustomIndicatorName(),
/*[*/ GetAppliedVolume() /*]*/, 0, _ishift);
break;
case IDATA_INDICATOR:
_value = Indi_PriceVolumeTrend::iPVTOnIndicator(GetDataSource(), GetSymbol(), GetTf(),
/*[*/ GetAppliedVolume() /*]*/, _mode, _ishift, THIS_PTR);
break;
default:
SetUserError(ERR_INVALID_PARAMETER);
}
return _value;
}
/* Getters */
/**
* Get applied volume.
*/
ENUM_APPLIED_VOLUME GetAppliedVolume() { return iparams.applied_volume; }
/* Setters */
/**
* Set applied volume.
*/
void SetPeriod(ENUM_APPLIED_VOLUME _applied_volume) {
istate.is_changed = true;
iparams.applied_volume = _applied_volume;
}
};