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

Indicators/JsonAPIIndicator.mq5

@@ -21,26 +21,20 @@ Context context("MQL5 JSON API");
 Socket chartSubscriptionSocket(context,ZMQ_SUB);
 
 //--- input parameters
-#property indicator_buffers 21
-#property indicator_plots   20
-#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
+#property indicator_buffers 31
+#property indicator_plots   30
 
 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[];
-bool                    debug = true;
-bool                    first = false;
+double                  B0[], B1[], B2[], B3[], B4[], B5[], B6[], B7[], B8[], B9[], B10[];
+double                  B11[], B12[], B13[], B14[], B15[], B16[], B17[], B18[], B19[], B20[];
+double                  B21[], B22[], B23[], B24[], B25[], B26[], B27[], B28[], B29[];
+bool                    debug = false;
 int                     activeBufferCount = 0;
-
-int activeBufferCount = 0;
+long                    mtChartId = 0;
+bool                    setFormingCandleBlank = true;
 
 //+------------------------------------------------------------------+
 //| Custom indicator initialization function                         |
@@ -48,21 +42,22 @@ 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)
+     {
+      Print("Failed to subscrbe on port ", CHART_SUB_PORT);
+     }
+   else
+     {
+      Print("Accepting Chart Indicator data on port ", CHART_SUB_PORT);
+     }
 
-  bool result = chartSubscriptionSocket.connect(StringFormat("tcp://%s:%d", HOST, CHART_SUB_PORT));
-  if (result == false) {Print("Failed to subscrbe on port ", CHART_SUB_PORT);} 
-  else {
-    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);
@@ -84,46 +79,75 @@ int OnInit()
    ArraySetAsSeries(B17,true);
    ArraySetAsSeries(B18,true);
    ArraySetAsSeries(B19,true);
-   ArraySetAsSeries(alive,true);
+   ArraySetAsSeries(B20,true);
+   ArraySetAsSeries(B21,true);
+   ArraySetAsSeries(B22,true);
+   ArraySetAsSeries(B23,true);
+   ArraySetAsSeries(B24,true);
+   ArraySetAsSeries(B25,true);
+   ArraySetAsSeries(B26,true);
+   ArraySetAsSeries(B27,true);
+   ArraySetAsSeries(B28,true);
+   ArraySetAsSeries(B29,true);
 
-   SetIndexBuffer(0,B0,INDICATOR_DATA);
-   SetIndexBuffer(1,B1,INDICATOR_DATA);
-   SetIndexBuffer(2,B2,INDICATOR_DATA);
-   SetIndexBuffer(3,B3,INDICATOR_DATA);
-   SetIndexBuffer(4,B4,INDICATOR_DATA);
-   SetIndexBuffer(5,B5,INDICATOR_DATA);
-   SetIndexBuffer(6,B6,INDICATOR_DATA);
-   SetIndexBuffer(7,B7,INDICATOR_DATA);
-   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);
 
    return(INIT_SUCCEEDED);
   }
-  
 
-void SetStyle(int bufferIdx, string linelabel, color colorstyle, int linetype, int linestyle, int linewidth) {
-  PlotIndexSetString(bufferIdx,PLOT_LABEL,linelabel);
-  PlotIndexSetInteger(bufferIdx,PLOT_LINE_COLOR,0,colorstyle);
-  PlotIndexSetInteger(bufferIdx,PLOT_DRAW_TYPE,linetype);
-  PlotIndexSetInteger(bufferIdx,PLOT_LINE_STYLE,linestyle);
-  PlotIndexSetInteger(bufferIdx,PLOT_LINE_WIDTH,linewidth);
-}
-  
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+  {
+// Print("INDI DEINIT ",reason);
+  }
+
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void SetStyle(int bufferIdx, string linelabel, color colorstyle, int linetype, int linestyle, int linewidth)
+  {
+   PlotIndexSetString(bufferIdx,PLOT_LABEL,linelabel);
+   PlotIndexSetInteger(bufferIdx,PLOT_LINE_COLOR,0,colorstyle);
+   PlotIndexSetInteger(bufferIdx,PLOT_DRAW_TYPE,linetype);
+   PlotIndexSetInteger(bufferIdx,PLOT_LINE_STYLE,linestyle);
+   PlotIndexSetInteger(bufferIdx,PLOT_LINE_WIDTH,linewidth);
+  }
+
 //+------------------------------------------------------------------+
 //| Custom indicator iteration function                              |
 //+------------------------------------------------------------------+
@@ -138,151 +162,445 @@ 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){
-    B0[0] = EMPTY_VALUE;
-    B1[0] = EMPTY_VALUE;
-    B2[0] = EMPTY_VALUE;
-    B3[0] = EMPTY_VALUE;
-    B4[0] = EMPTY_VALUE;
-    B5[0] = EMPTY_VALUE;
-    B6[0] = EMPTY_VALUE;
-    B7[0] = EMPTY_VALUE;
-    B8[0] = EMPTY_VALUE;
-    B9[0] = EMPTY_VALUE;
-    B10[0] = EMPTY_VALUE;
-    B11[0] = EMPTY_VALUE;
-    B12[0] = EMPTY_VALUE;
-    B13[0] = EMPTY_VALUE;
-    B14[0] = EMPTY_VALUE;
-    B15[0] = EMPTY_VALUE;
-    B16[0] = EMPTY_VALUE;
-    B17[0] = EMPTY_VALUE;
-    B18[0] = EMPTY_VALUE;
-    B19[0] = EMPTY_VALUE;
-  }
-  if(first==false) alive[0] = 1;
-  // ChartRedraw(0);
- 
+// While a new candle is forming, set the current value to be empty
+
+
+   if(rates_total>prev_calculated && setFormingCandleBlank)
+     {
+      B0[0] = EMPTY_VALUE;
+      B1[0] = EMPTY_VALUE;
+      B2[0] = EMPTY_VALUE;
+      B3[0] = EMPTY_VALUE;
+      B4[0] = EMPTY_VALUE;
+      B5[0] = EMPTY_VALUE;
+      B6[0] = EMPTY_VALUE;
+      B7[0] = EMPTY_VALUE;
+      B8[0] = EMPTY_VALUE;
+      B9[0] = EMPTY_VALUE;
+      B10[0] = EMPTY_VALUE;
+      B11[0] = EMPTY_VALUE;
+      B12[0] = EMPTY_VALUE;
+      B13[0] = EMPTY_VALUE;
+      B14[0] = EMPTY_VALUE;
+      B15[0] = EMPTY_VALUE;
+      B16[0] = EMPTY_VALUE;
+      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;
+     }
+
 //--- return value of prev_calculated for next call
    return(rates_total);
   }
 
-void SubscriptionHandler(ZmqMsg &chartMsg){
-  CJAVal message;
-  // Get data from request
-  string msg=chartMsg.getData();
-  if(debug) Print("Processing:"+msg);
-  // Deserialize msg to CJAVal array
-  if(!message.Deserialize(msg)){
-    Alert("Deserialization Error");
-    ExpertRemove();
-  }
-  if(message["indicatorChartId"]==IndicatorId) {
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void SubscriptionHandler(ZmqMsg &chartMsg)
+  {
+   CJAVal message;
+// Get data from request
+   string msg=chartMsg.getData();
+   if(debug)
+      Print("Processing:"+msg);
+// Deserialize msg to CJAVal array
+   if(!message.Deserialize(msg))
+     {
+      Alert("Deserialization Error");
+      ExpertRemove();
+     }
+   if(message["chartIndicatorId"]==IndicatorId)
+     {
 
-    if(message["action"]=="PLOT" && message["actionType"]=="DATA") {
-        int bufferIdx = message["indicatorBufferId"].ToInt();
-        if (bufferIdx == 0) WriteToBuffer(message, B0);
-        if (bufferIdx == 1) WriteToBuffer(message, B1);
-        if (bufferIdx == 2) WriteToBuffer(message, B2);
-        if (bufferIdx == 3) WriteToBuffer(message, B3);
-        if (bufferIdx == 4) WriteToBuffer(message, B4);
-        if (bufferIdx == 5) WriteToBuffer(message, B5);
-        if (bufferIdx == 6) WriteToBuffer(message, B6);
-        if (bufferIdx == 7) WriteToBuffer(message, B7);
-        if (bufferIdx == 8) WriteToBuffer(message, B8);
-        if (bufferIdx == 9) WriteToBuffer(message, B9);
-        if (bufferIdx == 10) WriteToBuffer(message, B10);
-        if (bufferIdx == 11) WriteToBuffer(message, B11);
-        if (bufferIdx == 12) WriteToBuffer(message, B12);
-        if (bufferIdx == 13) WriteToBuffer(message, B13);
-        if (bufferIdx == 14) WriteToBuffer(message, B14);
-        if (bufferIdx == 15) WriteToBuffer(message, B15);
-        if (bufferIdx == 16) WriteToBuffer(message, B16);
-        if (bufferIdx == 17) WriteToBuffer(message, B17);
-        if (bufferIdx == 18) WriteToBuffer(message, B18);
-        if (bufferIdx == 19) WriteToBuffer(message, B19);
-    }
-    else if(message["action"]=="PLOT" && message["actionType"]=="ADDBUFFER") {
-      string linelabel = message["style"]["linelabel"].ToStr();
-      string colorstyleStr = message["style"]["color"].ToStr();
-      string linetypeStr = message["style"]["linetype"].ToStr();
-      string linestyleStr = message["style"]["linestyle"].ToStr();
-      int linewidth = message["style"]["linewidth"].ToInt();
-      
-      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);;}
+      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")
+           {
+            string linelabel = message["style"]["linelabel"].ToStr();
+            string colorstyleStr = message["style"]["color"].ToStr();
+            string linetypeStr = message["style"]["linetype"].ToStr();
+            string linestyleStr = message["style"]["linestyle"].ToStr();
+            int linewidth = message["style"]["linewidth"].ToInt();
+            setFormingCandleBlank = message["style"]["blankforming"].ToBool();
 
-      //aa = true;}
-      */
-      
-      SetStyle(activeBufferCount, linelabel, colorstyle, linetype, linestyle, linewidth);
-      activeBufferCount = activeBufferCount + 1;
-    }
+            color colorstyle = StringToColor(colorstyleStr);
+            int linetype = StringToEnumInt(linetypeStr);
+            int linestyle = StringToEnumInt(linestyleStr);
+
+            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                                 |
 //+------------------------------------------------------------------+
-void WriteToBuffer(CJAVal &message, double &buffer[]) {
-   
-  int bufferSize = ArraySize(buffer);
+void WriteToBuffer(CJAVal &message, double &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;
-  }
+   int bufferSize = ArraySize(buffer);
+   int messageDataSize = message["data"].Size();
 
-  for(int i=0;i<messageDataSize;i++){
-    // don't add more elements than the automatically sized buffer array can hold
-    if(i+1<bufferSize){
-      // the first element is the current unformed candle, so we start at index 1               
-      // we reverse the order of the incoming values, which are expected to be ascending
-      //buffer[i+1] = message["data"][messageDataSize-1-i].ToDbl();
-      buffer[i+1] = message["data"][messageDataSize-1-i].ToDbl();
-    }
+// 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
+      if(i+offset<bufferSize)
+        {
+         double val = message["data"][i].ToDbl();
+         if(val >= EMPTY_VALUE)
+            val = EMPTY_VALUE;
+         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;
-}
 
 
 //+------------------------------------------------------------------+
 //| Check for new indicator data function                            |
 //+------------------------------------------------------------------+
-void CheckMessages(){
-  // This is a workaround for Timer(). It is needed, because OnTimer() works if the indicator is manually added to a chart, but not with ChartIndicatorAdd()
+void CheckMessages()
+  {
+// This is a workaround for Timer(). It is needed, because OnTimer() works if the indicator is manually added to a chart, but not with ChartIndicatorAdd()
 
-  ZmqMsg chartMsg;
+   ZmqMsg chartMsg;
 
-  // Recieve chart instructions stream from client via live Chart socket.
-  chartSubscriptionSocket.recv(chartMsg,true);
+// Recieve chart instructions stream from client via live Chart socket.
+   chartSubscriptionSocket.recv(chartMsg,true);
 
-  // Request recieved
-  if(chartMsg.size()>0){ 
-    // Handle subscription SubscriptionHandler()
-    SubscriptionHandler(chartMsg);
-    ChartRedraw(ChartID());
+// Request recieved
+   if(chartMsg.size()>0)
+     {
+      // Handle subscription SubscriptionHandler()
+      SubscriptionHandler(chartMsg);
+      ChartRedraw(ChartID());
+     }
   }
-}
 
 //+------------------------------------------------------------------+
 //| OnTimer() workaround function                                    |
@@ -293,6 +611,7 @@ void OnChartEvent(const int id,
                   const double &dparam,
                   const string &sparam)
   {
-    if(id==CHARTEVENT_CUSTOM+222) CheckMessages();
+   if(id==CHARTEVENT_CUSTOM+222)
+      CheckMessages();
   }
 //+----------------------------------------------------