【MQL4】iMFI(Money Flow Index)で出来高込みの「買われすぎ・売られすぎ」を判定するインジケーターの作り方

//+------------------------------------------------------------------+
//|                                    MFIZoneEntryIndicator.mq4     |
//|                     Copyright 2026, FX-EA System Project Creator |
//|                        https://creator.fx-ea-system-project.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, FX-EA System Project Creator"
#property link      "https://creator.fx-ea-system-project.com/"
#property version   "1.00"
#property strict
#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 100
#property indicator_buffers 3
#property indicator_color1 DodgerBlue
#property indicator_color2 Red
#property indicator_color3 Lime
#property indicator_width2 2
#property indicator_width3 2

input int InpMfiPeriod   = 14;  //MFIの計算期間
input int InpUpperZone   = 80;  //買われすぎの閾値
input int InpLowerZone   = 20;  //売られすぎの閾値

double MfiBuffer[];
double UpperEntryArrow[];
double LowerEntryArrow[];

int OnInit()
  {
   SetIndexBuffer(0, MfiBuffer);
   SetIndexStyle(0, DRAW_LINE);

   SetIndexBuffer(1, UpperEntryArrow);
   SetIndexStyle(1, DRAW_ARROW, EMPTY, 2);
   SetIndexArrow(1, 242);
   SetIndexEmptyValue(1, EMPTY_VALUE);

   SetIndexBuffer(2, LowerEntryArrow);
   SetIndexStyle(2, DRAW_ARROW, EMPTY, 2);
   SetIndexArrow(2, 241);
   SetIndexEmptyValue(2, EMPTY_VALUE);

   IndicatorShortName("MFI Zone Entry Detector");
   return(INIT_SUCCEEDED);
  }

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[])
  {
   int needed = InpMfiPeriod + 2;
   if(rates_total < needed)
      return(0);

   int limit = (prev_calculated == 0) ? rates_total - needed : rates_total - prev_calculated + 1;

   for(int i = limit; i >= 0; i--)
     {
      MfiBuffer[i] = iMFI(NULL, 0, InpMfiPeriod, i);
      UpperEntryArrow[i] = EMPTY_VALUE;
      LowerEntryArrow[i] = EMPTY_VALUE;

      if(i + 1 >= rates_total)
         continue;

      double curMfi  = MfiBuffer[i];
      double prevMfi = iMFI(NULL, 0, InpMfiPeriod, i + 1);

      bool enteredUpper = (prevMfi < InpUpperZone && curMfi >= InpUpperZone);
      bool enteredLower = (prevMfi > InpLowerZone && curMfi <= InpLowerZone);

      if(enteredUpper)
         UpperEntryArrow[i] = curMfi + 5;
      if(enteredLower)
         LowerEntryArrow[i] = curMfi - 5;
     }

   return(rates_total);
  }