Time: 2010-08-07 | Download file:common_sr.mq4
// Copyright © 2015 Alexandre Borela (alexandre.borela@gmail.com)
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
#property copyright "Copyright 2015, Alexandre Borela"
#property link ""
#property version "1.1"
#property strict
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 C'83,173,52'
#property indicator_color2 C'83,173,52'
#property indicator_color3 C'83,173,52'
#property indicator_style1 STYLE_DASH;
#property indicator_style2 STYLE_SOLID;
#property indicator_style3 STYLE_DASH;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
enum AvailablePeriods
{
PreviousDay=PERIOD_D1,// Previous day
PreviousWeek=PERIOD_W1,// Previous week
PreviousMonth=PERIOD_MN1 // Previous month
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
struct TimeRange
{
bool Failed;
datetime StartTime;
datetime EndTime;
TimeRange()
{
Failed=false;
StartTime=0;
EndTime=0;
}
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
struct PeriodData
{
TimeRange PeriodRange;
double PeriodHigh;
double PeriodClose;
double PeriodLow;
PeriodData()
{
PeriodHigh=0;
PeriodClose=0;
PeriodLow=0;
}
};
input string _sepTimeShift=""; // /////// Calculation
input ENUM_TIMEFRAMES Precision=PERIOD_H1; // Precision
input AvailablePeriods TargetTimeFrame=PreviousDay; // Period
input int PeriodsToCalculate=1; // Periods to calculate
input int HoursShift=-2; // Hours shift
input int MinutesShift=0; // Minutes shift
input bool IgnoreSunday=true; // Ignore Sunday
input bool IgnoreSaturday=true; // Ignore Saturday
input string _sepBufferVisibility=""; // /////// Buffer visibility
input bool ShowHighBuffer=true; // High
input bool ShowCloseBuffer=true; // Close
input bool ShowLowBuffer=true; // Low
input string _sepProbeVisibility=""; // /////// Probe visibility
input bool ShowHighProbe=true; // High
input bool ShowCloseProbe=true; // Close
input bool ShowLowProbe=true; // Low
input string _sepProbeColor=""; // /////// Probe color
input color HighColor=C'83,173,52'; // High
input color CloseColor=C'83,173,52'; // Close
input color LowColor=C'83,173,52'; // Low
input string _sepProbeSize=""; // /////// Probe size
input int HighSize=2; // High
input int CloseSize=2; // Close
input int LowSize=2; // Low
input string _sepCustomLabel=""; // /////// Data window label
input string HighLabel="P.Day High"; // High
input string CloseLabel="P.Day Close"; // Close
input string LowLabel="P.Day Low"; // Low
string HighProbeName="HighPrevious"+IntegerToString(TargetTimeFrame)+IntegerToString(HoursShift)+IntegerToString(MinutesShift);
string CloseProbeName="ClosePrevious"+IntegerToString(TargetTimeFrame)+IntegerToString(HoursShift)+IntegerToString(MinutesShift);
string LowProbeName="LowPrevious"+IntegerToString(TargetTimeFrame)+IntegerToString(HoursShift)+IntegerToString(MinutesShift);
double PeriodHighBuffer[];
double PeriodCloseBuffer[];
double PeriodLowBuffer[];
PeriodData TempData;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
PeriodData CalculateCommonSRData(datetime targetTime,TimeRange &periodRange)
{
if(TempData.PeriodRange.StartTime==periodRange.StartTime &&
TempData.PeriodRange.EndTime==periodRange.EndTime)
return( TempData );
PeriodData result;
int firstBar= iBarShift(Symbol(),Precision,periodRange.StartTime);
int lastBar = iBarShift(Symbol(),Precision,periodRange.EndTime);
datetime firstBarTime= iTime(Symbol(),Precision,firstBar);
datetime lastBarTime = iTime(Symbol(),Precision,lastBar);
int startBar=lastBar;
int bars=firstBar-lastBar+1;
int highestBar= iHighest(Symbol(),Precision,MODE_HIGH,bars,startBar);
int lowestBar = iLowest(Symbol(),Precision,MODE_LOW,bars,startBar);
result.PeriodRange= periodRange;
result.PeriodHigh = iHigh(Symbol(),Precision,highestBar);
result.PeriodClose= iClose(Symbol(),Precision,lastBar);
result.PeriodLow=iLow(Symbol(),Precision,lowestBar);
TempData=result;
return( result );
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
datetime MoveDateToEndOfDay(datetime target)
{
MqlDateTime targetTime;
TimeToStruct(target,targetTime);
targetTime.hour= 23;
targetTime.min = 59;
targetTime.sec = 59;
return( StructToTime( targetTime ) );
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
datetime MoveDateToEndOfMonth(datetime target)
{
MqlDateTime targetTime;
TimeToStruct(target,targetTime);
targetTime.mon++;
targetTime.day=1;
targetTime.hour= 0;
targetTime.min = 0;
targetTime.sec = 0;
return( StructToTime( targetTime ) - 1 );
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
datetime MoveDateToEndOfWeek(datetime target)
{
MqlDateTime targetTime;
TimeToStruct(target,targetTime);
targetTime.day += 5 - targetTime.day_of_week;
targetTime.hour = 23;
targetTime.min = 59;
targetTime.sec = 59;
return( StructToTime( targetTime ) );
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
TimeRange CalculateTargetTimeRange(datetime targetTime,AvailablePeriods targetPeriod,int periodShift,ENUM_TIMEFRAMES precision,int hoursShift,int minutesShift,bool ignoreSunday,bool ignoreSaturday)
{
TimeRange currentRange=CalculateTimeRange(targetTime,(ENUM_TIMEFRAMES)(int)targetPeriod,precision,0,hoursShift,minutesShift,ignoreSunday,ignoreSaturday);
if(targetTimecurrentRange.EndTime)
periodShift--;
if(periodShift==0)
return( currentRange );
TimeRange target=CalculateTimeRange(targetTime,(ENUM_TIMEFRAMES)(int)targetPeriod,precision,periodShift,hoursShift,minutesShift,ignoreSunday,ignoreSaturday);
return( target );
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
TimeRange CalculateTimeRange(datetime targetTime,ENUM_TIMEFRAMES targetPeriod,ENUM_TIMEFRAMES precision,int periodShift,int hoursShift,int minutesShift,bool ignoreSunday,bool ignoreSaturday)
{
if(targetPeriodperiodStartTime)
{
precisePeriodStartTime=iTime(Symbol(),precision,precisePeriodStartBar+1);
if(precisePeriodStartTime==0)
result.Failed=true;
}
if(result.Failed)
return( result );
if(precisePeriodStartTime= 0 )
{
// Exact calculation.
datetime nextPeriodStartTime=iTime(Symbol(),targetPeriod,nextPeriodStartBar);
int preciseNextPeriodStartBar=iBarShift(Symbol(),precision,nextPeriodStartTime);
datetime preciseNextPeriodStartTime=iTime(Symbol(),precision,preciseNextPeriodStartBar);
if(preciseNextPeriodStartTime==0)
result.Failed=true;
if(preciseNextPeriodStartTime>=nextPeriodStartTime)
{
preciseNextPeriodStartTime=iTime(Symbol(),precision,preciseNextPeriodStartBar+1);
if(preciseNextPeriodStartTime==0)
result.Failed=true;
}
if(result.Failed)
return( result );
if(preciseNextPeriodStartTime=0 && window!=foundAtWindow)
{
ObjectDelete(ChartID(),name);
create=true;
}
if(!create)
{
ObjectSetInteger(ChartID(),name,OBJPROP_TIME,date);
ObjectSetDouble(ChartID(),name,OBJPROP_PRICE,price);
}
else
ObjectCreate(ChartID(),name,OBJ_ARROW_RIGHT_PRICE,window,date,price);
ObjectSetInteger(ChartID(),name,OBJPROP_COLOR,lineColor);
ObjectSetInteger(ChartID(),name,OBJPROP_WIDTH,lineWidth);
ObjectSetInteger(ChartID(),name,OBJPROP_HIDDEN,!selectable);
ObjectSetInteger(ChartID(),name,OBJPROP_SELECTABLE,selectable);
if(!visible)
ObjectSetInteger(ChartID(),name,OBJPROP_TIMEFRAMES,OBJ_NO_PERIODS);
ObjectSetInteger(ChartID(),name,OBJPROP_ZORDER,zorder);
ObjectSetString(ChartID(),name,OBJPROP_TOOLTIP,tooltip);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
ObjectDelete(ChartID(),HighProbeName);
ObjectDelete(ChartID(),CloseProbeName);
ObjectDelete(ChartID(),LowProbeName);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int OnInit()
{
SetIndexStyle(0,DRAW_LINE);
SetIndexStyle(1,DRAW_LINE);
SetIndexStyle(2,DRAW_LINE);
SetIndexBuffer(0,PeriodHighBuffer);
SetIndexBuffer(1,PeriodCloseBuffer);
SetIndexBuffer(2,PeriodLowBuffer);
SetIndexLabel(0,HighLabel);
SetIndexLabel(1,CloseLabel);
SetIndexLabel(2,LowLabel);
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[])
{
if(Period()>=TargetTimeFrame)
return( rates_total );
int total=rates_total-prev_calculated;
if(total>0)
{
int i = -1;
int n = ( total + 7 ) / 8;
int remainingPeriods=PeriodsToCalculate;
PeriodData currentData;
TimeRange currentTimeRange;
TimeRange previousTimeRange;
switch(total%8)
{
case 0 : OnCalculateStep( currentData, currentTimeRange, previousTimeRange, remainingPeriods, time, ++i );
case 7 : OnCalculateStep( currentData, currentTimeRange, previousTimeRange, remainingPeriods, time, ++i );
case 6 : OnCalculateStep( currentData, currentTimeRange, previousTimeRange, remainingPeriods, time, ++i );
case 5 : OnCalculateStep( currentData, currentTimeRange, previousTimeRange, remainingPeriods, time, ++i );
case 4 : OnCalculateStep( currentData, currentTimeRange, previousTimeRange, remainingPeriods, time, ++i );
case 3 : OnCalculateStep( currentData, currentTimeRange, previousTimeRange, remainingPeriods, time, ++i );
case 2 : OnCalculateStep( currentData, currentTimeRange, previousTimeRange, remainingPeriods, time, ++i );
case 1 : OnCalculateStep( currentData, currentTimeRange, previousTimeRange, remainingPeriods, time, ++i );
}
while(--n>0)
{
OnCalculateStep(currentData,currentTimeRange,previousTimeRange,remainingPeriods,time,++i);
OnCalculateStep(currentData,currentTimeRange,previousTimeRange,remainingPeriods,time,++i);
OnCalculateStep(currentData,currentTimeRange,previousTimeRange,remainingPeriods,time,++i);
OnCalculateStep(currentData,currentTimeRange,previousTimeRange,remainingPeriods,time,++i);
OnCalculateStep(currentData,currentTimeRange,previousTimeRange,remainingPeriods,time,++i);
OnCalculateStep(currentData,currentTimeRange,previousTimeRange,remainingPeriods,time,++i);
OnCalculateStep(currentData,currentTimeRange,previousTimeRange,remainingPeriods,time,++i);
OnCalculateStep(currentData,currentTimeRange,previousTimeRange,remainingPeriods,time,++i);
}
if(total==1)
{
TimeRange olderBarRange=CalculateTargetTimeRange(time[1],TargetTimeFrame,1,Precision,HoursShift,MinutesShift,IgnoreSunday,IgnoreSaturday);
if(olderBarRange.StartTime!=currentTimeRange.StartTime)
{
PeriodHighBuffer[1]=EMPTY_VALUE;
PeriodCloseBuffer[1]=EMPTY_VALUE;
PeriodLowBuffer[1]=EMPTY_VALUE;
}
}
}
if(total>0 || prev_calculated>0)
{
if(ShowHighProbe && ShowHighBuffer)
DrawRightPriceProbe(
ChartWindowFind(),
false,
HighProbeName,
HighSize,
HighColor,
time[0],
PeriodHighBuffer[0]
);
if(ShowCloseProbe && ShowCloseBuffer)
DrawRightPriceProbe(
ChartWindowFind(),
false,
CloseProbeName,
CloseSize,
CloseColor,
time[0],
PeriodCloseBuffer[0]
);
if(ShowLowProbe && ShowLowBuffer)
DrawRightPriceProbe(
ChartWindowFind(),
false,
LowProbeName,
LowSize,
LowColor,
time[0],
PeriodLowBuffer[0]
);
}
return( rates_total );
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnCalculateStep(PeriodData ¤tData,TimeRange ¤tTimeRange,TimeRange &previousTimeRange,int &remainingPeriods,const datetime &time[],int i)
{
if(currentTimeRange.Failed || remainingPeriods<1)
{
PeriodHighBuffer[i]=EMPTY_VALUE;
PeriodCloseBuffer[i]=EMPTY_VALUE;
PeriodLowBuffer[i]=EMPTY_VALUE;
return;
}
currentTimeRange=CalculateTargetTimeRange(time[i],TargetTimeFrame,1,Precision,HoursShift,MinutesShift,IgnoreSunday,IgnoreSaturday);
if(i==0)
{
currentData=CalculateCommonSRData(time[i],currentTimeRange);
previousTimeRange=currentTimeRange;
}
if(previousTimeRange.StartTime==currentTimeRange.StartTime)
{
if(ShowHighBuffer)
PeriodHighBuffer[i]=currentData.PeriodHigh;
if(ShowCloseBuffer)
PeriodCloseBuffer[i]=currentData.PeriodClose;
if(ShowLowBuffer)
PeriodLowBuffer[i]=currentData.PeriodLow;
}
else
{
PeriodHighBuffer[i]=EMPTY_VALUE;
PeriodCloseBuffer[i]=EMPTY_VALUE;
PeriodLowBuffer[i]=EMPTY_VALUE;
if(--remainingPeriods<1)
return;
currentData=CalculateCommonSRData(time[i],currentTimeRange);
}
previousTimeRange=currentTimeRange;
}
//+------------------------------------------------------------------+