//+------------------------------------------------------------------+
//| Period_Converter.mq4 |
//| Copyright © 2005-2007, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"
#property show_inputs
#include
extern int ExtPeriodMultiplier=3; // new period multiplier factor
int ExtHandle=-1;
//+------------------------------------------------------------------+
//| script program start function |
//+------------------------------------------------------------------+
int start()
{
int i, j, start_pos, i_time, time0, last_fpos, periodseconds;
double d_open, d_low, d_high, d_close, d_volume, last_volume;
int hwnd=0,cnt=0;
//---- History header
int version=400;
string c_copyright;
string c_symbol=Symbol();
// int i_period=Period()*ExtPeriodMultiplier;
int i_period;
int i_digits=Digits;
int i_unused[13];
//----
for ( j = 1;j < 9;j++)
{
switch (j)
{
case 1: i_period=Period()* 5;
break;
case 2: i_period=Period()* 15;
break;
case 3: i_period=Period()* 30;
break;
case 4: i_period=Period()* 60;
break;
case 5: i_period=Period()* 240;
break;
case 6: i_period=Period()* 1440;
break;
case 7: i_period=Period()* 10080;
break;
case 8: i_period=Period()* 43200;
break;
}
if(ExtHandle>=0) { FileClose(ExtHandle); ExtHandle=-1; }
ExtHandle=FileOpenHistory(c_symbol+i_period+".hst", FILE_BIN|FILE_WRITE);
if(ExtHandle < 0) return(-1);
// reset variables for new file creation
Print(" Begin writing to ", i_period, " file");
Comment(" Begin writing to ", i_period, " file","\n");
hwnd=0;cnt=0;
//---- write history file header
c_copyright="(C)opyright 2003, MetaQuotes Software Corp.";
FileWriteInteger(ExtHandle, version, LONG_VALUE);
FileWriteString(ExtHandle, c_copyright, 64);
FileWriteString(ExtHandle, c_symbol, 12);
FileWriteInteger(ExtHandle, i_period, LONG_VALUE);
FileWriteInteger(ExtHandle, i_digits, LONG_VALUE);
FileWriteInteger(ExtHandle, 0, LONG_VALUE); //timesign
FileWriteInteger(ExtHandle, 0, LONG_VALUE); //last_sync
FileWriteArray(ExtHandle, i_unused, 0, 13);
//---- write history file
periodseconds=i_period*60;
start_pos=Bars-1;
d_open=Open[start_pos];
d_low=Low[start_pos];
d_high=High[start_pos];
d_volume=Volume[start_pos];
//---- normalize open time
i_time=Time[start_pos]/periodseconds;
i_time*=periodseconds;
for(i=start_pos-1;i>=0; i--)
{
time0=Time[i];
//---- history may be updated
if(i==0)
{
//---- modify index if history was updated
if(RefreshRates())
i=iBarShift(NULL,0,time0);
}
//----
if(time0>=i_time+periodseconds || i==0)
{
if(i==0 && time0d_high) d_high=High[0];
d_close=Close[0];
}
last_fpos=FileTell(ExtHandle);
last_volume=Volume[i];
FileWriteInteger(ExtHandle, i_time, LONG_VALUE);
FileWriteDouble(ExtHandle, d_open, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_low, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_high, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_close, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_volume, DOUBLE_VALUE);
FileFlush(ExtHandle);
cnt++;
if(time0>=i_time+periodseconds)
{
i_time=time0/periodseconds;
i_time*=periodseconds;
d_open=Open[i];
d_low=Low[i];
d_high=High[i];
d_close=Close[i];
d_volume=last_volume;
}
}
else
{
d_volume+=Volume[i];
if (Low[i]d_high) d_high=High[i];
d_close=Close[i];
}
}
FileFlush(ExtHandle);
Print(cnt," record(s) written to ", i_period, " file");
Comment(cnt," record(s) written to ", i_period, " file", "\n");
//---- collect incoming ticks
int last_time=LocalTime()-5;
while(IsStopped()==false)
{
int cur_time=LocalTime();
//---- check for new rates
if(RefreshRates())
{
time0=Time[0];
FileSeek(ExtHandle,last_fpos,SEEK_SET);
//---- is there current bar?
if(time0d_high) d_high=High[0];
d_close=Close[0];
}
else
{
//---- no, there is new bar
d_volume+=Volume[1]-last_volume;
if (Low[1]d_high) d_high=High[1];
//---- write previous bar remains
FileWriteInteger(ExtHandle, i_time, LONG_VALUE);
FileWriteDouble(ExtHandle, d_open, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_low, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_high, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_close, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_volume, DOUBLE_VALUE);
last_fpos=FileTell(ExtHandle);
//----
i_time=time0/periodseconds;
i_time*=periodseconds;
d_open=Open[0];
d_low=Low[0];
d_high=High[0];
d_close=Close[0];
d_volume=Volume[0];
last_volume=d_volume;
}
//----
FileWriteInteger(ExtHandle, i_time, LONG_VALUE);
FileWriteDouble(ExtHandle, d_open, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_low, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_high, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_close, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_volume, DOUBLE_VALUE);
FileFlush(ExtHandle);
//----
if(hwnd==0)
{
hwnd=WindowHandle(Symbol(),i_period);
if(hwnd!=0) Print("Chart window detected");
}
//---- refresh window not frequently than 1 time in 2 seconds
if(hwnd!=0 && cur_time-last_time>=2)
{
PostMessageA(hwnd,WM_COMMAND,33324,0);
last_time=cur_time;
}
}
Sleep(50);
}
}
Comment("");
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void deinit()
{
if(ExtHandle>=0) { FileClose(ExtHandle); ExtHandle=-1; }
}
//+------------------------------------------------------------------+