add feature to correct historical tick data

some brokers (markets.com) deliver tick incorrect historical tick data. this commit attempts to automatically correct the tick price data

Experts/JsonAPI.mq5

@@ -101,10 +101,6 @@ struct ChartWindowIndicator
 ChartWindowIndicator chartWindowIndicators[];
 int chartWindowIndicatorCount = 0;
 
-// Refresh chart window interval for JsonAPIIndicator
-int chartWindowTimerInterval = 100; // Cycles of the globally set EventSetMillisecondTimer interval
-int chartWindowTimerCounter = 0; // Keeps track of the current cycle
-
 // Error handling
 ControlErrors mControl;
 
@@ -113,23 +109,6 @@ ControlErrors mControl;
 //+------------------------------------------------------------------+
 bool BindSockets()
   {
-   sysSocket.setLinger(1000);
-   dataSocket.setLinger(1000);
-   liveSocket.setLinger(1000);
-   streamSocket.setLinger(1000);
-   indicatorDataSocket.setLinger(1000);
-   chartDataSocket.setLinger(1000);
-   chartIndicatorDataSocket.setLinger(1000);
-
-// Number of messages to buffer in RAM.
-   sysSocket.setSendHighWaterMark(1000);
-   dataSocket.setSendHighWaterMark(1000);
-   liveSocket.setSendHighWaterMark(1000);
-   streamSocket.setSendHighWaterMark(1000);
-   indicatorDataSocket.setSendHighWaterMark(1000);
-   chartDataSocket.setReceiveHighWaterMark(1000); // TODO confirm settings
-   chartIndicatorDataSocket.setReceiveHighWaterMark(1000);
-   
    bool result = false;
    result = sysSocket.bind(StringFormat("tcp://%s:%d", HOST,SYS_PORT));
    if(result == false)
@@ -195,6 +174,23 @@ bool BindSockets()
       Print("Bound 'JsonAPIIndicator Data' socket on port ", CHART_INDICATOR_DATA_PORT);
      }
 
+   sysSocket.setLinger(1000);
+   dataSocket.setLinger(1000);
+   liveSocket.setLinger(1000);
+   streamSocket.setLinger(1000);
+   indicatorDataSocket.setLinger(1000);
+   chartDataSocket.setLinger(1000);
+   chartIndicatorDataSocket.setLinger(1000);
+
+// Number of messages to buffer in RAM.
+   sysSocket.setSendHighWaterMark(1);
+   dataSocket.setSendHighWaterMark(5);
+   liveSocket.setSendHighWaterMark(1);
+   streamSocket.setSendHighWaterMark(50);
+   indicatorDataSocket.setSendHighWaterMark(5);
+   chartDataSocket.setReceiveHighWaterMark(1); // TODO confirm settings
+   chartIndicatorDataSocket.setReceiveHighWaterMark(1);
+
    return result;
   }
 
@@ -349,6 +345,7 @@ int GetChartIndicatorIdxByChartIndicatorId(string indicatorId)
 void StreamPriceData()
   {
 // If liveStream == true, push last candle to liveSocket.
+
    if(liveStream)
      {
       CJAVal last;
@@ -364,6 +361,7 @@ void StreamPriceData()
             ENUM_TIMEFRAMES period = GetTimeframe(chartTF);
 
             datetime thisBar = 0;
+            float price;
             MqlTick tick;
             MqlRates rates[1];
             int spread[1];
@@ -392,7 +390,6 @@ void StreamPriceData()
                     }
                   else
                     {
-                     ;
                      Data[0] = (long) rates[0].time;
                      Data[1] = (double) rates[0].open;
                      Data[2] = (double) rates[0].high;
@@ -401,7 +398,6 @@ void StreamPriceData()
                      Data[5] = (double) rates[0].tick_volume;
                      Data[6] = (int) spread[0];
                     }
-
                   last["status"] = (string) "CONNECTED";
                   last["symbol"] = (string) symbol;
                   last["timeframe"] = (string) chartTF;
@@ -465,24 +461,19 @@ void OnTimer()
       // Ensure that all indicators have finished intitailisation
       for(int i=0; i<ArraySize(chartWindowIndicators); i++)
         {
-         CopyBuffer(chartWindowIndicators[i].indicatorHandle, 7, 0, 1, values); // '7' is the number of the 'alive' indicator buffer
+         //CopyBuffer(chartWindowIndicators[i].indicatorHandle, 7, 0, 1, values); // '7' is the number of the 'alive' indicator buffer
+         // Wait for CopyBuffer to return. Ensures that indicator has been initialized
+         CopyBuffer(chartWindowIndicators[i].indicatorHandle, 0, 0, 1, values); // '7' is the number of the 'alive' indicator buffer
         }
       chartIndicatorDataSocket.send(chartMsg,true);
      }
 
 // Trigger the indicator JsonAPIIndicator to check for new Messages
-   if(chartWindowTimerCounter >= chartWindowTimerInterval)
+   for(int i=0; i<ArraySize(chartWindows); i++)
      {
-      for(int i=0; i<ArraySize(chartWindows); i++)
+      long chartId = chartWindows[i].id;
-        {
+      EventChartCustom(chartId, 222, 222, 222.0);
-         long ChartId = chartWindows[i].id;
-         EventChartCustom(ChartId, 222, 222, 222.0);
-        }
-      chartWindowTimerCounter = 0;
      }
-   else
-      chartWindowTimerCounter++;
-
   }
 
 //+------------------------------------------------------------------+
@@ -822,6 +813,7 @@ void OpenChart(CJAVal &dataObject)
    CJAVal message;
    message["error"]=(bool) false;
    message["chartId"] = (string) chartId;
+   message["mtChartId"] = (string) chartWindows[idx].id;
 
    string t=message.Serialize();
    if(debug)
@@ -836,16 +828,16 @@ void AddChartIndicator(CJAVal &dataObject)
   {
 
    string chartIdStr=dataObject["chartId"].ToStr();
-   string chartIndicatorId=dataObject["indicatorChartId"].ToStr();
+   string chartIndicatorId=dataObject["chartIndicatorId"].ToStr();
    int chartIndicatorSubWindow=dataObject["chartIndicatorSubWindow"].ToInt();
-//string shortname = dataObject["style"]["shortname"].ToStr();
+   string shortName = dataObject["shortName"].ToStr();
 
    int chartIdx = GetChartWindowIdxByChartWindowId(chartIdStr);
-   long ChartId = chartWindows[chartIdx].id;
+   long chartId = chartWindows[chartIdx].id;
 
-   double chartIndicatorHandle = iCustom(ChartSymbol(ChartId),ChartPeriod(ChartId),"JsonAPIIndicator",chartIndicatorId,"JsonAPI"); //linelabel,colorstyle,linetype,linestyle,linewidth);
+   double chartIndicatorHandle = iCustom(ChartSymbol(chartId),ChartPeriod(chartId),"JsonAPIIndicator",chartIndicatorId,shortName); //linelabel,colorstyle,linetype,linestyle,linewidth);
 
-   if(ChartIndicatorAdd(ChartId, chartIndicatorSubWindow, chartIndicatorHandle))
+   if(ChartIndicatorAdd(chartId, chartIndicatorSubWindow, chartIndicatorHandle))
      {
       chartWindowIndicatorCount++;
       ArrayResize(chartWindowIndicators,chartWindowIndicatorCount);
@@ -922,6 +914,32 @@ bool PushHistoricalData(CJAVal &data)
    return true;
   }
 
+//+------------------------------------------------------------------+
+//| Correct historical tick data                                     |
+//+------------------------------------------------------------------+
+// Some brokers (markets.com) deliver incorrect historical tick data
+// with an incorrect spread. 
+// This attempts to automatically adjust the
+// historical tick data.
+// Live bar data is also represented with the same, incorrect spread so we attempt
+// to adjust historical tick data by that same amount.
+void CorrectTicks(string symbol, MqlTick &copyTicksArray[])
+  {
+   MqlTick symbolInfoTick;
+   double offsetBid, offsetAsk;
+   int tickCount = ArraySize(copyTicksArray);
+   SymbolInfoTick(symbol,symbolInfoTick);
+
+   offsetBid = copyTicksArray[tickCount-1].bid - symbolInfoTick.bid;
+   offsetAsk = copyTicksArray[tickCount-1].ask - symbolInfoTick.ask;
+
+   for(int i=0; i<tickCount; i++)
+     {
+      copyTicksArray[i].bid = copyTicksArray[i].bid - offsetBid;
+      copyTicksArray[i].ask = copyTicksArray[i].ask - offsetAsk;
+     }
+  }
+
 //+------------------------------------------------------------------+
 //| Get historical data                                              |
 //+------------------------------------------------------------------+
@@ -931,6 +949,7 @@ void HistoryInfo(CJAVal &dataObject)
    string actionType = dataObject["actionType"].ToStr();
    string chartTF = dataObject["chartTF"].ToStr();
    string symbol=dataObject["symbol"].ToStr();
+   bool correctTickHistory=dataObject["correctTickHistory"].ToBool();
 
 // Write CVS fle to local directory
    if(actionType=="WRITE" && chartTF=="TICK")
@@ -967,6 +986,8 @@ void HistoryInfo(CJAVal &dataObject)
       CheckError(__FUNCTION__);
 
       Print("Preparing data of ", tickCount, " ticks for ", symbol);
+      if(correctTickHistory)
+         CorrectTicks(symbol,tickArray);
       int file_handle=FileOpen(outputFile, FILE_WRITE | FILE_CSV);
       if(file_handle!=INVALID_HANDLE)
         {
@@ -1092,6 +1113,8 @@ void HistoryInfo(CJAVal &dataObject)
 
             tickCount=CopyTicksRange(symbol,tickArray, COPY_TICKS_ALL, 1000*(ulong)fromDateM, 1000*(ulong)toDateM);
             Print("Preparing tick data of ", tickCount, " ticks for ", symbol);
+            if(correctTickHistory)
+               CorrectTicks(symbol,tickArray);
             if(tickCount)
               {
                for(int i=0; i<tickCount; i++)
@@ -1099,6 +1122,7 @@ void HistoryInfo(CJAVal &dataObject)
                   data[i][0]=(long)   tickArray[i].time_msc;
                   data[i][1]=(double) tickArray[i].bid;
                   data[i][2]=(double) tickArray[i].ask;
+                  i++;
                  }
                d["data"].Set(data);
               }
@@ -1526,54 +1550,54 @@ ENUM_TIMEFRAMES GetTimeframe(string chartTF)
   {
 
    ENUM_TIMEFRAMES tf;
+   tf=NULL;
 
    if(chartTF=="TICK")
       tf=PERIOD_CURRENT;
-   else
+
-      if(chartTF=="M1")
+   if(chartTF=="M1")
-         tf=PERIOD_M1;
+      tf=PERIOD_M1;
-      else
+
-         if(chartTF=="M5")
+   if(chartTF=="M5")
-            tf=PERIOD_M5;
+      tf=PERIOD_M5;
-         else
+
-            if(chartTF=="M15")
+   if(chartTF=="M15")
-               tf=PERIOD_M15;
+      tf=PERIOD_M15;
-            else
+
-               if(chartTF=="M30")
+   if(chartTF=="M30")
-                  tf=PERIOD_M30;
+      tf=PERIOD_M30;
-               else
+
-                  if(chartTF=="H1")
+   if(chartTF=="H1")
-                     tf=PERIOD_H1;
+      tf=PERIOD_H1;
-                  else
+
-                     if(chartTF=="H2")
+   if(chartTF=="H2")
-                        tf=PERIOD_H2;
+      tf=PERIOD_H2;
-                     else
+
-                        if(chartTF=="H3")
+   if(chartTF=="H3")
-                           tf=PERIOD_H3;
+      tf=PERIOD_H3;
-                        else
+
-                           if(chartTF=="H4")
+   if(chartTF=="H4")
-                              tf=PERIOD_H4;
+      tf=PERIOD_H4;
-                           else
+
-                              if(chartTF=="H6")
+   if(chartTF=="H6")
-                                 tf=PERIOD_H6;
+      tf=PERIOD_H6;
-                              else
+
-                                 if(chartTF=="H8")
+   if(chartTF=="H8")
-                                    tf=PERIOD_H8;
+      tf=PERIOD_H8;
-                                 else
+
-                                    if(chartTF=="H12")
+   if(chartTF=="H12")
-                                       tf=PERIOD_H12;
+      tf=PERIOD_H12;
-                                    else
+
-                                       if(chartTF=="D1")
+   if(chartTF=="D1")
-                                          tf=PERIOD_D1;
+      tf=PERIOD_D1;
-                                       else
+
-                                          if(chartTF=="W1")
+   if(chartTF=="W1")
-                                             tf=PERIOD_W1;
+      tf=PERIOD_W1;
-                                          else
+
-                                             if(chartTF=="MN1")
+   if(chartTF=="MN1")
-                                                tf=PERIOD_MN1;
+      tf=PERIOD_MN1;
-                                             //error will be raised in config function
+
-                                             else
+//if tf == NULL an error will be raised in config function
-                                                tf=NULL;
    return(tf);
   }
 

Indicators/JsonAPIIndicator.mq5

@@ -21,24 +21,20 @@ Context context("MQL5 JSON API");
 Socket chartSubscriptionSocket(context,ZMQ_SUB);
 
 //--- input parameters
-#property indicator_buffers 21
+#property indicator_buffers 31
-#property indicator_plots   20
+#property indicator_plots   30
-#property indicator_label1  "JsonAPI"
-#property indicator_type1   DRAW_NONE
-#property indicator_type2   DRAW_NONE
-#property indicator_type3   DRAW_NONE
-//#property indicator_color3  CLR_NONE
-#property indicator_type4   DRAW_NONE
-#property indicator_type5  DRAW_NONE
 
 input string            IndicatorId="";
-input string            ShortName="JsonAPI";
+input string            ShortName="JsonAPIIndicator";
 
 //--- indicator settings
-double                  B0[], B1[], B2[], B3[], B4[], B5[], B6[], B7[], B8[], B9[], B10[], B11[], B12[], B13[], B14[], B15[], B16[], B17[], B18[], B19[], alive[];
+double                  B0[], B1[], B2[], B3[], B4[], B5[], B6[], B7[], B8[], B9[], B10[];
-bool                    debug = true;
+double                  B11[], B12[], B13[], B14[], B15[], B16[], B17[], B18[], B19[], B20[];
-bool                    first = false;
+double                  B21[], B22[], B23[], B24[], B25[], B26[], B27[], B28[], B29[];
+bool                    debug = false;
 int                     activeBufferCount = 0;
+long                    mtChartId = 0;
+bool                    setFormingCandleBlank = true;
 
 //+------------------------------------------------------------------+
 //| Custom indicator initialization function                         |
@@ -46,12 +42,7 @@ int                     activeBufferCount = 0;
 int OnInit()
 
   {
-// TODO subscribe only to own IndicatorId topic
+
-// Subscribe to all topics
-   chartSubscriptionSocket.setSubscribe("");
-   chartSubscriptionSocket.setLinger(1000);
-// Number of messages to buffer in RAM.
-   chartSubscriptionSocket.setReceiveHighWaterMark(1000); // TODO confirm settings
    bool result = chartSubscriptionSocket.connect(StringFormat("tcp://%s:%d", HOST, CHART_SUB_PORT));
    if(result == false)
      {
@@ -59,10 +50,17 @@ int OnInit()
      }
    else
      {
-      Print("Accepting Chart Indicator data on port ", CHART_SUB_PORT);
+      if(debug)
+         Print("Accepting Chart Indicator data on port ", CHART_SUB_PORT);
+      // TODO subscribe only to own IndicatorId topic
+      // Subscribe to all topics
+      chartSubscriptionSocket.setSubscribe("");
+      //chartSubscriptionSocket.setLinger(1000);
+      chartSubscriptionSocket.setLinger(10000);
+      // Number of messages to buffer in RAM.
+      chartSubscriptionSocket.setReceiveHighWaterMark(5); // TODO confirm settings
      }
 
-
 //--- indicator buffers mapping;
    ArraySetAsSeries(B0,true);
    ArraySetAsSeries(B1,true);
@@ -84,30 +82,47 @@ int OnInit()
    ArraySetAsSeries(B17,true);
    ArraySetAsSeries(B18,true);
    ArraySetAsSeries(B19,true);
-   ArraySetAsSeries(alive,true);
+   ArraySetAsSeries(B20,true);
-
+   ArraySetAsSeries(B21,true);
-   SetIndexBuffer(0,B0,INDICATOR_DATA);
+   ArraySetAsSeries(B22,true);
-   SetIndexBuffer(1,B1,INDICATOR_DATA);
+   ArraySetAsSeries(B23,true);
-   SetIndexBuffer(2,B2,INDICATOR_DATA);
+   ArraySetAsSeries(B24,true);
-   SetIndexBuffer(3,B3,INDICATOR_DATA);
+   ArraySetAsSeries(B25,true);
-   SetIndexBuffer(4,B4,INDICATOR_DATA);
+   ArraySetAsSeries(B26,true);
-   SetIndexBuffer(5,B5,INDICATOR_DATA);
+   ArraySetAsSeries(B27,true);
-   SetIndexBuffer(6,B6,INDICATOR_DATA);
+   ArraySetAsSeries(B28,true);
-   SetIndexBuffer(7,B7,INDICATOR_DATA);
+   ArraySetAsSeries(B29,true);
-   SetIndexBuffer(8,B8,INDICATOR_DATA);
-   SetIndexBuffer(9,B9,INDICATOR_DATA);
-   SetIndexBuffer(10,B10,INDICATOR_DATA);
-   SetIndexBuffer(11,B11,INDICATOR_DATA);
-   SetIndexBuffer(12,B12,INDICATOR_DATA);
-   SetIndexBuffer(13,B13,INDICATOR_DATA);
-   SetIndexBuffer(14,B14,INDICATOR_DATA);
-   SetIndexBuffer(15,B15,INDICATOR_DATA);
-   SetIndexBuffer(16,B16,INDICATOR_DATA);
-   SetIndexBuffer(17,B17,INDICATOR_DATA);
-   SetIndexBuffer(18,B18,INDICATOR_DATA);
-   SetIndexBuffer(19,B19,INDICATOR_DATA);
-   SetIndexBuffer(20,alive,INDICATOR_CALCULATIONS); // If the buffer index changes, the line starting with "CopyBuffer(chartWindowIndicators[i].indicatorHandle," in JsonAPI.mq5 has to be updated
 
+   SetIndexBuffer(0,B0,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(1,B1,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(2,B2,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(3,B3,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(4,B4,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(5,B5,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(6,B6,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(7,B7,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(8,B8,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(9,B9,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(10,B10,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(11,B11,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(12,B12,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(13,B13,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(14,B14,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(15,B15,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(16,B16,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(17,B17,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(18,B18,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(19,B19,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(20,B20,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(21,B21,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(22,B22,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(23,B23,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(24,B24,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(25,B25,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(26,B26,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(27,B27,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(28,B28,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(29,B29,INDICATOR_CALCULATIONS);
 
 //---
    IndicatorSetString(INDICATOR_SHORTNAME,ShortName);
@@ -115,6 +130,14 @@ int OnInit()
    return(INIT_SUCCEEDED);
   }
 
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+  {
+// Print("INDI DEINIT ",reason);
+  }
+
 
 //+------------------------------------------------------------------+
 //|                                                                  |
@@ -142,9 +165,11 @@ int OnCalculate(const int rates_total,
                 const long &volume[],
                 const int &spread[])
   {
+
 // While a new candle is forming, set the current value to be empty
 
-   if(rates_total>prev_calculated)
+
+   if(rates_total>prev_calculated && setFormingCandleBlank)
      {
       B0[0] = EMPTY_VALUE;
       B1[0] = EMPTY_VALUE;
@@ -166,10 +191,17 @@ int OnCalculate(const int rates_total,
       B17[0] = EMPTY_VALUE;
       B18[0] = EMPTY_VALUE;
       B19[0] = EMPTY_VALUE;
+      B20[0] = EMPTY_VALUE;
+      B21[0] = EMPTY_VALUE;
+      B22[0] = EMPTY_VALUE;
+      B23[0] = EMPTY_VALUE;
+      B24[0] = EMPTY_VALUE;
+      B25[0] = EMPTY_VALUE;
+      B26[0] = EMPTY_VALUE;
+      B27[0] = EMPTY_VALUE;
+      B28[0] = EMPTY_VALUE;
+      B29[0] = EMPTY_VALUE;
      }
-   if(first==false)
-      alive[0] = 1;
-// ChartRedraw(0);
 
 //--- return value of prev_calculated for next call
    return(rates_total);
@@ -191,52 +223,163 @@ void SubscriptionHandler(ZmqMsg &chartMsg)
       Alert("Deserialization Error");
       ExpertRemove();
      }
-   if(message["indicatorChartId"]==IndicatorId)
+   if(message["chartIndicatorId"]==IndicatorId)
      {
 
       if(message["action"]=="PLOT" && message["actionType"]=="DATA")
         {
          int bufferIdx = message["indicatorBufferId"].ToInt();
          if(bufferIdx == 0)
+           {
             WriteToBuffer(message, B0);
+            SetIndexBuffer(0,B0,INDICATOR_DATA);
+           }
          if(bufferIdx == 1)
+           {
             WriteToBuffer(message, B1);
+            SetIndexBuffer(1,B1,INDICATOR_DATA);
+           }
          if(bufferIdx == 2)
+           {
             WriteToBuffer(message, B2);
+            SetIndexBuffer(2,B2,INDICATOR_DATA);
+           }
          if(bufferIdx == 3)
+           {
             WriteToBuffer(message, B3);
+            SetIndexBuffer(3,B3,INDICATOR_DATA);
+           }
          if(bufferIdx == 4)
+           {
             WriteToBuffer(message, B4);
+            SetIndexBuffer(4,B4,INDICATOR_DATA);
+           }
          if(bufferIdx == 5)
+           {
             WriteToBuffer(message, B5);
+            SetIndexBuffer(5,B5,INDICATOR_DATA);
+           }
          if(bufferIdx == 6)
+           {
             WriteToBuffer(message, B6);
+            SetIndexBuffer(6,B6,INDICATOR_DATA);
+           }
          if(bufferIdx == 7)
+           {
             WriteToBuffer(message, B7);
+            SetIndexBuffer(7,B7,INDICATOR_DATA);
+           }
          if(bufferIdx == 8)
+           {
             WriteToBuffer(message, B8);
+            SetIndexBuffer(8,B8,INDICATOR_DATA);
+           }
          if(bufferIdx == 9)
+           {
             WriteToBuffer(message, B9);
+            SetIndexBuffer(9,B9,INDICATOR_DATA);
+           }
          if(bufferIdx == 10)
+           {
             WriteToBuffer(message, B10);
+            SetIndexBuffer(10,B10,INDICATOR_DATA);
+           }
          if(bufferIdx == 11)
+           {
             WriteToBuffer(message, B11);
+            SetIndexBuffer(11,B11,INDICATOR_DATA);
+           }
          if(bufferIdx == 12)
+           {
             WriteToBuffer(message, B12);
+            SetIndexBuffer(12,B12,INDICATOR_DATA);
+           }
          if(bufferIdx == 13)
+           {
             WriteToBuffer(message, B13);
+            SetIndexBuffer(13,B13,INDICATOR_DATA);
+           }
          if(bufferIdx == 14)
+           {
             WriteToBuffer(message, B14);
+            SetIndexBuffer(14,B14,INDICATOR_DATA);
+           }
          if(bufferIdx == 15)
+           {
             WriteToBuffer(message, B15);
+            SetIndexBuffer(15,B15,INDICATOR_DATA);
+           }
          if(bufferIdx == 16)
+           {
             WriteToBuffer(message, B16);
+            SetIndexBuffer(16,B16,INDICATOR_DATA);
+           }
          if(bufferIdx == 17)
+           {
             WriteToBuffer(message, B17);
+            SetIndexBuffer(17,B17,INDICATOR_DATA);
+           }
          if(bufferIdx == 18)
+           {
             WriteToBuffer(message, B18);
+            SetIndexBuffer(18,B18,INDICATOR_DATA);
+           }
          if(bufferIdx == 19)
+           {
             WriteToBuffer(message, B19);
+            SetIndexBuffer(19,B19,INDICATOR_DATA);
+           }
+         if(bufferIdx == 20)
+           {
+            WriteToBuffer(message, B20);
+            SetIndexBuffer(20,B20,INDICATOR_DATA);
+           }
+         if(bufferIdx == 21)
+           {
+            WriteToBuffer(message, B21);
+            SetIndexBuffer(21,B21,INDICATOR_DATA);
+           }
+         if(bufferIdx == 22)
+           {
+            WriteToBuffer(message, B22);
+            SetIndexBuffer(22,B22,INDICATOR_DATA);
+           }
+         if(bufferIdx == 23)
+           {
+            WriteToBuffer(message, B23);
+            SetIndexBuffer(23,B23,INDICATOR_DATA);
+           }
+         if(bufferIdx == 24)
+           {
+            WriteToBuffer(message, B24);
+            SetIndexBuffer(24,B24,INDICATOR_DATA);
+           }
+         if(bufferIdx == 25)
+           {
+            WriteToBuffer(message, B25);
+            SetIndexBuffer(25,B25,INDICATOR_DATA);
+           }
+         if(bufferIdx == 26)
+           {
+            WriteToBuffer(message, B26);
+            SetIndexBuffer(26,B26,INDICATOR_DATA);
+           }
+         if(bufferIdx == 27)
+           {
+            WriteToBuffer(message, B27);
+            SetIndexBuffer(27,B27,INDICATOR_DATA);
+           }
+         if(bufferIdx == 28)
+           {
+            WriteToBuffer(message, B28);
+            SetIndexBuffer(28,B28,INDICATOR_DATA);
+           }
+         if(bufferIdx == 29)
+           {
+            WriteToBuffer(message, B29);
+            SetIndexBuffer(29,B29,INDICATOR_DATA);
+           }
+         ChartRedraw(mtChartId);
         }
       else
          if(message["action"]=="PLOT" && message["actionType"]=="ADDBUFFER")
@@ -246,30 +389,165 @@ void SubscriptionHandler(ZmqMsg &chartMsg)
             string linetypeStr = message["style"]["linetype"].ToStr();
             string linestyleStr = message["style"]["linestyle"].ToStr();
             int linewidth = message["style"]["linewidth"].ToInt();
+            setFormingCandleBlank = message["style"]["blankforming"].ToBool();
 
             color colorstyle = StringToColor(colorstyleStr);
             int linetype = StringToEnumInt(linetypeStr);
             int linestyle = StringToEnumInt(linestyleStr);
 
-            /*
-            //if (aa == false) {
-            Print("SETBUFF ActCount  ",activeBufferCount);
-            if (activeBufferCount == 0) {SetIndexBuffer(0,B1,INDICATOR_DATA);} // Two semicolons ar required! No idea why. Seems to be a timing problem, better to keep it in init()
-
-            if (activeBufferCount == 1) {SetIndexBuffer(1,B2,INDICATOR_DATA);;}
-            if (activeBufferCount == 2) {SetIndexBuffer(2,B3,INDICATOR_DATA);;}
-            if (activeBufferCount == 3) {SetIndexBuffer(3,B4,INDICATOR_DATA);;}
-            if (activeBufferCount == 4) {SetIndexBuffer(4,B5,INDICATOR_DATA);;}
-
-            //aa = true;}
-            */
-
             SetStyle(activeBufferCount, linelabel, colorstyle, linetype, linestyle, linewidth);
             activeBufferCount = activeBufferCount + 1;
+
+            ClearBuffer(activeBufferCount-1);
            }
      }
   }
 
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void Clear(double &buffer[])
+  {
+   int bufferSize = ArraySize(buffer);
+   for(int i=0; i<bufferSize; i++)
+     {
+      buffer[i] = EMPTY_VALUE;
+     }
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void ClearBuffer(int bufferIdx)
+  {
+   switch(bufferIdx)
+     {
+      case  0:
+        {
+         Clear(B0);
+        }
+      case  1:
+        {
+         Clear(B1);
+        }
+      case  2:
+        {
+         Clear(B2);
+        }
+      case  3:
+        {
+         Clear(B3);
+        }
+      case  4:
+        {
+         Clear(B4);
+        }
+      case  5:
+        {
+         Clear(B5);
+        }
+      case  6:
+        {
+         Clear(B6);
+        }
+      case  7:
+        {
+         Clear(B7);
+        }
+      case  8:
+        {
+         Clear(B8);
+        }
+      case  9:
+        {
+         Clear(B9);
+        }
+      case  10:
+        {
+         Clear(B10);
+        }
+      case  11:
+        {
+         Clear(B11);
+        }
+      case  12:
+        {
+         Clear(B12);
+        }
+      case  13:
+        {
+         Clear(B13);
+        }
+      case  14:
+        {
+         Clear(B14);
+        }
+      case  15:
+        {
+         Clear(B15);
+        }
+      case  16:
+        {
+         Clear(B16);
+        }
+      case  17:
+        {
+         Clear(B17);
+        }
+      case  18:
+        {
+         Clear(B18);
+        }
+      case  19:
+        {
+         Clear(B19);
+        }
+      case  20:
+        {
+         Clear(B20);
+        }
+      case  21:
+        {
+         Clear(B21);
+        }
+      case  22:
+        {
+         Clear(B22);
+        }
+      case  23:
+        {
+         Clear(B23);
+        }
+      case  24:
+        {
+         Clear(B24);
+        }
+      case  25:
+        {
+         Clear(B25);
+        }
+      case  26:
+        {
+         Clear(B26);
+        }
+      case  27:
+        {
+         Clear(B27);
+        }
+      case  28:
+        {
+         Clear(B28);
+        }
+      case  29:
+        {
+         Clear(B29);
+        }
+      break;
+      default:
+        {} break;
+     }
+  }
+
 //+------------------------------------------------------------------+
 //| Update indicator buffer function                                 |
 //+------------------------------------------------------------------+
@@ -277,32 +555,32 @@ void WriteToBuffer(CJAVal &message, double &buffer[])
   {
 
    int bufferSize = ArraySize(buffer);
-
    int messageDataSize = message["data"].Size();
-// TODO check if this is working as expected. Seems to
-   if(first==false)
-     {
-      for(int i=0; i<activeBufferCount; i++)
-        {
-         //Print("BUFF ",bufferSize-messageDataSize, " ",ArraySize(B2)," ", ArraySize(B3), " ",messageDataSize);
-         PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,bufferSize-messageDataSize);
-        }
-      first = true;
-     }
 
+// calculate the buffer offset
+   MqlRates r[];
+   mtChartId =(datetime)message["mtChartId"].ToInt();
+   datetime fromDate=(datetime)message["fromDate"].ToInt();
+   datetime toDate=TimeCurrent();
+   ENUM_TIMEFRAMES period = ChartPeriod(mtChartId);
+   string symbol = ChartSymbol(mtChartId);
+   int rateCount;
+
+   rateCount = CopyRates(symbol, period, fromDate, toDate, r);
+   int offset = rateCount - 1;
+
+// write to buffer
    for(int i=0; i<messageDataSize; i++)
      {
-      // don't add more elements than the automatically sized buffer array can hold
+      // don't add more elements than the automatically sized buffer array can
-      if(i+1<bufferSize)
+      if(i+offset<bufferSize)
         {
-         // the first element is the current unformed candle, so we start at index 1
+         double val = message["data"][i].ToDbl();
-         // we reverse the order of the incoming values, which are expected to be ascending
+         if(val >= EMPTY_VALUE)
-         //buffer[i+1] = message["data"][messageDataSize-1-i].ToDbl();
+            val = EMPTY_VALUE;
-         buffer[i+1] = message["data"][messageDataSize-1-i].ToDbl();
+         buffer[i+offset] = val;
         }
      }
-// Set the most recent plotted value to nothing, as we do not have any data for yet unformed candles
-   buffer[0] = EMPTY_VALUE;
   }