BW_MFI+Volumes





//+------------------------------------------------------------------+
//|                                 BW Market Facilitation Index.mq4 |
//|                                           îáúåäèíåííûé ñ Volumes |
//|                      Copyright © 2005, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//|                             Äîðàáîòêà AlexSilver http://viac.ru/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net/"
//---- indicator settings
#property  indicator_separate_window
#property indicator_minimum 0
#property indicator_buffers 5
#property indicator_color1 Black
#property indicator_color2 Green // Çåëåíàÿ ñâå÷à
#property indicator_color3 Blue // Óãàñàþùàÿ
#property indicator_color4 Gold // Ôàëüøèâàÿ
#property indicator_color5 Red // ïðèñåäàþùàÿ 
//---- indicator buffers
double dMFIBuffer[];
double dMFIUpVUpBuffer[]; // Çåëåíàÿ 
double dMFIDownVDownBuffer[]; // Óãàñàþùàÿ
double dMFIUpVDownBuffer[]; // Ôàëüøèâàÿ
double dMFIDownVUpBuffer[]; // ïðèñåäàþùàÿ 

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
  
//---- indicator buffers mapping
   SetIndexBuffer(0,dMFIBuffer);       
   SetIndexBuffer(1,dMFIUpVUpBuffer);
   SetIndexBuffer(2,dMFIDownVDownBuffer);
   SetIndexBuffer(3,dMFIUpVDownBuffer);
   SetIndexBuffer(4,dMFIDownVUpBuffer);
//---- drawing settings
   SetIndexStyle(0,DRAW_NONE);
   SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexStyle(2,DRAW_HISTOGRAM);
   SetIndexStyle(3,DRAW_HISTOGRAM);
   SetIndexStyle(4,DRAW_HISTOGRAM);   

//---- name for DataWindow and indicator subwindow label
   IndicatorShortName("BW MFI + Volumes");
   SetIndexLabel(0,"BW MFI");      
   SetIndexLabel(1,"Çåë¸íûé");
   SetIndexLabel(2,"Óãàñàþùèé");
   SetIndexLabel(3,"Ôàëüøèâûé");
   SetIndexLabel(4,"Ïðèñåäàþùèé");

//---- sets drawing line empty value
   SetIndexEmptyValue(1, 0.0);
   SetIndexEmptyValue(2, 0.0);       
   SetIndexEmptyValue(3, 0.0);
   SetIndexEmptyValue(4, 0.0);      
   
   IndicatorDigits(0);   
//---- initialization done
   return(0);
  }
//+------------------------------------------------------------------+
//| BW Market Facilitation Index                                     |
//+------------------------------------------------------------------+
int start()
  {
   int    i,nLimit,nCountedBars;
//---- bars count that does not changed after last indicator launch.
   nCountedBars=IndicatorCounted();
//---- last counted bar will be recounted
   if(nCountedBars>0) nCountedBars--;
   nLimit=Bars-nCountedBars;
//---- Market Facilitation Index calculation
   for(i=0; i<nLimit; i++)
     if(i==0 && Volume[i]<Period()*1.5)
        dMFIBuffer[i]=0.0;
     else   
        dMFIBuffer[i]=(High[i]-Low[i])/(Volume[i]*Point);
//---- dispatch values between 4 buffers   
   for(i=nLimit-1; i>=0; i--)
    {
     if((i!=nLimit-1&&bCompareDouble(dMFIBuffer[i],dMFIBuffer[i+1])&&dMFIBuffer[i]>dMFIBuffer[i+2]&&Volume[i]>Volume[i+1])||
        (i!=nLimit-1&&dMFIBuffer[i]>dMFIBuffer[i+1]&&Volume[i]==Volume[i+1]&&Volume[i]>Volume[i+2])||
        (i<nLimit-2&&dMFIBuffer[i]>dMFIBuffer[i+1]&&Volume[i]==Volume[i+1]&&Volume[i]==Volume[i+2]&&Volume[i]>Volume[i+3])||        
        (i!=nLimit-1&&bCompareDouble(dMFIBuffer[i],dMFIBuffer[i+1])&&dMFIBuffer[i]>dMFIBuffer[i+2]&&Volume[i]==Volume[i+1]&&Volume[i]>Volume[i+2])||
        (dMFIBuffer[i]>dMFIBuffer[i+1]&&Volume[i]>Volume[i+1])) 
       {
        dMFIUpVUpBuffer[i]=Volume[i];
        dMFIDownVDownBuffer[i]=0.0;
        dMFIUpVDownBuffer[i]=0.0;
        dMFIDownVUpBuffer[i]=0.0;
        continue;
       }
     if((i!=nLimit-1&&bCompareDouble(dMFIBuffer[i],dMFIBuffer[i+1])&&dMFIBuffer[i]<dMFIBuffer[i+2]&&Volume[i]<Volume[i+1])||
        (i!=nLimit-1&&dMFIBuffer[i]<dMFIBuffer[i+1]&&Volume[i]==Volume[i+1]&&Volume[i]<Volume[i+2])||
        (i<nLimit-2&&dMFIBuffer[i]<dMFIBuffer[i+1]&&Volume[i]==Volume[i+1]&&Volume[i]==Volume[i+2]&&Volume[i]<Volume[i+3])||        
        (i!=nLimit-1&&bCompareDouble(dMFIBuffer[i],dMFIBuffer[i+1])&&dMFIBuffer[i]<dMFIBuffer[i+2]&&Volume[i]==Volume[i+1]&&Volume[i]<Volume[i+2])||        
        (dMFIBuffer[i]<dMFIBuffer[i+1]&&Volume[i]<Volume[i+1])) 
       {
        dMFIUpVUpBuffer[i]=0.0;
        dMFIDownVDownBuffer[i]=Volume[i];
        dMFIUpVDownBuffer[i]=0.0;
        dMFIDownVUpBuffer[i]=0.0;
        continue;         
       }
     if((i!=nLimit-1&&bCompareDouble(dMFIBuffer[i],dMFIBuffer[i+1])&&dMFIBuffer[i]>dMFIBuffer[i+2]&&Volume[i]<Volume[i+1])||
        (i!=nLimit-1&&dMFIBuffer[i]>dMFIBuffer[i+1]&&Volume[i]==Volume[i+1]&&Volume[i]<Volume[i+2])||
        (i<nLimit-2&&dMFIBuffer[i]>dMFIBuffer[i+1]&&Volume[i]==Volume[i+1]&&Volume[i]==Volume[i+2]&&Volume[i]<Volume[i+3])||        
        (i!=nLimit-1&&bCompareDouble(dMFIBuffer[i],dMFIBuffer[i+1])&&dMFIBuffer[i]>dMFIBuffer[i+2]&&Volume[i]==Volume[i+1]&&Volume[i]<Volume[i+2])||        
        (dMFIBuffer[i]>dMFIBuffer[i+1]&&Volume[i]<Volume[i+1])) 
       {
        dMFIUpVUpBuffer[i]=0.0;
        dMFIDownVDownBuffer[i]=0.0;
        dMFIUpVDownBuffer[i]=Volume[i];
        dMFIDownVUpBuffer[i]=0.0;
        continue;         
       }
     if((i!=nLimit-1&&bCompareDouble(dMFIBuffer[i],dMFIBuffer[i+1])&&dMFIBuffer[i]<dMFIBuffer[i+2]&&Volume[i]>Volume[i+1])||
        (i!=nLimit-1&&dMFIBuffer[i]<dMFIBuffer[i+1]&&Volume[i]==Volume[i+1]&&Volume[i]>Volume[i+2])||
        (i<nLimit-2&&dMFIBuffer[i]<dMFIBuffer[i+1]&&Volume[i]==Volume[i+1]&&Volume[i]==Volume[i+2]&&Volume[i]>Volume[i+3])||        
        (i!=nLimit-1&&bCompareDouble(dMFIBuffer[i],dMFIBuffer[i+1])&&dMFIBuffer[i]<dMFIBuffer[i+2]&&Volume[i]==Volume[i+1]&&Volume[i]>Volume[i+2])||        
        (dMFIBuffer[i]<dMFIBuffer[i+1]&&Volume[i]>Volume[i+1])) 
       {
        dMFIUpVUpBuffer[i]=0.0;
        dMFIDownVDownBuffer[i]=0.0;
        dMFIUpVDownBuffer[i]=0.0;
        dMFIDownVUpBuffer[i]=Volume[i];
        continue;         
       }        
    }                     
//---- done
   return(0);
  }
//+------------------------------------------------------------------+
 bool bCompareDouble (double dNumber1, double dNumber2)
    {
     bool bCompare=NormalizeDouble(dNumber1 - dNumber2,8) == 0;
     return(bCompare);
    }
 





Sample





Analysis



Market Information Used:

Series array that contains tick volumes of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar


Indicator Curves created:


Implements a curve of type DRAW_NONE
Implements a curve of type DRAW_HISTOGRAM

Indicators Used:



Custom Indicators Used:

Order Management characteristics:

Other Features: