diff --git a/Experts/RangeBarsExample.mq5 b/Experts/RangeBarsExample.mq5 new file mode 100644 index 0000000..8922d39 --- /dev/null +++ b/Experts/RangeBarsExample.mq5 @@ -0,0 +1,201 @@ +#property copyright "Copyright 2017, AZ-iNVEST" +#property link "http://www.az-invest.eu" +#property version "2.03" +#property description "Example EA showing the way to use the RangeBars class defined in RangeBars.mqh" + +// +// SHOW_INDICATOR_INPUTS *NEEDS* to be defined, if the EA needs to be *tested in MT5's backtester* +// ------------------------------------------------------------------------------------------------- +// Using '#define SHOW_INDICATOR_INPUTS' will show the RangeBars indicator's inputs +// NOT using the '#define SHOW_INDICATOR_INPUTS' statement will read the settigns a chart with +// the RangeBars indicator attached. +// + +#define SHOW_INDICATOR_INPUTS + +// +// You need to include the rangeBars.mqh header file +// + +#include + +// +// To use the RangeBars indicator in your EA you need do instantiate the indicator class (RangeBars) +// and call the Init() method in your EA's OnInit() function. +// Don't forget to release the indicator when you're done by calling the Deinit() method. +// Example shown in OnInit & OnDeinit functions below: +// + +RangeBars * rangeBars; + +//+------------------------------------------------------------------+ +//| Expert initialization function | +//+------------------------------------------------------------------+ +int OnInit() +{ + rangeBars = new RangeBars(); + if(rangeBars == NULL) + return(INIT_FAILED); + + rangeBars.Init(); + if(rangeBars.GetHandle() == INVALID_HANDLE) + return(INIT_FAILED); + + // + // your custom code goes here... + // + + return(INIT_SUCCEEDED); +} +//+------------------------------------------------------------------+ +//| Expert deinitialization function | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) +{ + if(rangeBars != NULL) + { + rangeBars.Deinit(); + delete rangeBars; + } + + // + // your custom code goes here... + // +} + +// +// At this point you may use the rangebars data fetching methods in your EA. +// Brief demonstration presented below in the OnTick() function: +// + +//+------------------------------------------------------------------+ +//| Expert tick function | +//+------------------------------------------------------------------+ +void OnTick() +{ + // + // It is considered good trading & EA coding practice to perform calculations + // when a new bar is fully formed. + // The IsNewBar() method is used for checking if a new range bar has formed + // + + if(rangeBars.IsNewBar()) + { + // + // There are two methods for getting the Moving Average values. + // The example below gets the moving average values for 3 latest bars + // counting to the left from the most current (uncompleted) bar. + // + + int startAtBar = 0; // get value starting from the most current (uncompleted) bar. + int numberOfBars = 3; // gat a total of 3 MA values (for the 3 latest bars) + + // + // Values will be stored in 2 arrays defined below + // + + double MA1[]; // array to be filled by values of the first moving average + double MA2[]; // array to be filled by values of the second moving average + + if(rangeBars.GetMA1(MA1,startAtBar,numberOfBars) && rangeBars.GetMA1(MA2,startAtBar,numberOfBars)) + { + // + // Values are stored in the MA1 and MA2 arrays and are now ready for use + // + // MA1[0] contains the 1st moving average value for the latest (uncompleted) bar + // MA1[1] contains the 1st moving average value for the 1st bar to the left from the latest (uncompleted) bar + // MA1[2] contains the 1st moving average value for the 2nd bar to the left from the latest (uncompleted) bar + // MA1[3]..MA1[n] do not exist since we retrieved the values for 3 bars (defined by "numnberOfBars") + // + // The values for the 2nd moving average are stored in MA2[] and are accessed identically to values of MA1[] (shown above) + } + + // + // Getting the MqlRates info for range bars is done using the + // GetMqlRates(MqlRates &ratesInfoArray[], int start, int count) + // method. Example below: + // + + MqlRates RangeBarRatesInfoArray[]; // This array will store the MqlRates data for range bars + startAtBar = 1; // get values starting from the last completed bar. + numberOfBars = 2; // gat a total of 2 MqlRates values (for 2 bars starting from bar 1 (last completed)) + + if(rangeBars.GetMqlRates(RangeBarRatesInfoArray,startAtBar,numberOfBars)) + { + // + // Check if a range bars reversal bar has formed + // + + if((RangeBarRatesInfoArray[0].open < RangeBarRatesInfoArray[0].close) && + (RangeBarRatesInfoArray[1].open > RangeBarRatesInfoArray[1].close)) + { + // bullish reversal + } + else if((RangeBarRatesInfoArray[0].open > RangeBarRatesInfoArray[0].close) && + (RangeBarRatesInfoArray[1].open < RangeBarRatesInfoArray[1].close)) + { + // bearish reversal + } + } + + // + // Getting Donchain channel values is done using the + // GetDonchian(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count) + // method. Example below: + // + + double HighArray[]; // This array will store the values of the high band + double MidArray[]; // This array will store the values of the middle band + double LowArray[]; // This array will store the values of the low band + startAtBar = 1; // get values starting from the last completed bar. + numberOfBars = 20; // gat a total of 20 values (for 20 bars starting from bar 1 (last completed)) + + if(rangeBars.GetDonchian(HighArray,MidArray,LowArray,startAtBar,numberOfBars)) + { + // + // Apply your Donchian channel logic here... + // + } + + // + // Getting Bollinger Bands values is done using the + // GetBollingerBands(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count) + // method. Example below: + // + + // HighArray[] array will store the values of the high band + // MidArray[] array will store the values of the middle band + // LowArray[] array will store the values of the low band + + startAtBar = 1; // get values starting from the last completed bar. + numberOfBars = 10; // gat a total of 10 values (for 10 bars starting from bar 1 (last completed)) + + if(rangeBars.GetBollingerBands(HighArray,MidArray,LowArray,startAtBar,numberOfBars)) + { + // + // Apply your Bollinger Bands logic here... + // + } + + // + // Getting SuperTrend values is done using the + // GetSuperTrend(double &SuperTrendHighArray[], double &SuperTrendArray[], double &SuperTrendLowArray[], int start, int count) + // method. Example below: + // + + // HighArray[] array will store the values of the high SuperTrend line + // MidArray[] array will store the values of the SuperTrend value + // LowArray[] array will store the values of the low SuperTrend line + + startAtBar = 1; // get values starting from the last completed bar. + numberOfBars = 3; // gat a total of 3 values (for 3 bars starting from bar 1 (last completed)) + + if(rangeBars.GetSuperTrend(HighArray,MidArray,LowArray,startAtBar,numberOfBars)) + { + // + // Apply your SuperTrend logic here... + // + } + + } +} diff --git a/Include/RangeBarIndicator.mqh b/Include/RangeBarIndicator.mqh new file mode 100644 index 0000000..79ad2e8 --- /dev/null +++ b/Include/RangeBarIndicator.mqh @@ -0,0 +1,309 @@ +//+------------------------------------------------------------------+ +//| RangeBarIndicator.mq5 | +//| Copyright 2017, AZ-iNVEST | +//| http://www.az-invest.eu | +//+------------------------------------------------------------------+ +#property library +#property copyright "Copyright 2017, AZ-iNVEST" +#property link "http://www.az-invest.eu" +#property version "1.10" +#include + +class RangeBarIndicator +{ + + private: + + RangeBars * rangeBars; + int rates_total; + int prev_calculated; + bool useAppliedPrice; + ENUM_APPLIED_PRICE applied_price; + + public: + + double Open[]; + double Low[]; + double High[]; + double Close[]; + double Price[]; + + RangeBarIndicator(); + ~RangeBarIndicator(); + + void SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) { this.useAppliedPrice = true; this.applied_price = _applied_price; }; + + bool OnCalculate(const int rates_total,const int prev_calculated, const datetime &Time[]); + int GetPrevCalculated() { return prev_calculated; }; + + private: + + bool CheckStatus(); + bool NeedsReload(); + int GetOLHC(int start, int count); + void OLHCShiftRight(); + void OLHCResize(); + + bool Canvas_IsNewBar(const datetime &_Time[]); + bool Canvas_IsRatesTotalChanged(int ratesTotalNow); + + ENUM_TIMEFRAMES TFMigrate(int tf); + datetime iTime(string symbol,int tf,int index); + +}; + +RangeBarIndicator::RangeBarIndicator(void) +{ + rangeBars = new RangeBars(); + if(rangeBars != NULL) + rangeBars.Init(); + + useAppliedPrice = false; +} + +RangeBarIndicator::~RangeBarIndicator(void) +{ + if(rangeBars != NULL) + { + rangeBars.Deinit(); + delete rangeBars; + } +} + +bool RangeBarIndicator::CheckStatus(void) +{ + int handle = rangeBars.GetHandle(); + + if(handle == INVALID_HANDLE) + return false; + + return true; +} + +bool RangeBarIndicator::NeedsReload(void) +{ + if(rangeBars.Reload()) + { + Print("Chart settings changed - reloading indicator with new settings"); + return true; + } + + return false; +} + +bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calculated, const datetime &Time[]) +{ + static bool firstRun = true; + + if(firstRun) + { + Canvas_IsRatesTotalChanged(_rates_total); + firstRun = false; + } + + if(!CheckStatus()) + return false; + + ArraySetAsSeries(this.Open,false); + ArraySetAsSeries(this.High,false); + ArraySetAsSeries(this.Low,false); + ArraySetAsSeries(this.Close,false); + ArraySetAsSeries(this.Price,false); + + if(Canvas_IsRatesTotalChanged(_rates_total)) + { + OLHCResize(); + + this.prev_calculated = prev_calculated; + Canvas_IsNewBar(Time); + return true; + } + else if(Canvas_IsNewBar(Time)) + { + //Print("Got Canvas_IsNewBar"); + //GetOLHC(0,0); + if(ArraySize(this.Open) == 0) + { + GetOLHC(0,_rates_total); + this.prev_calculated = 0; + //Print("canvas new bar ZERO elements -> getting new : ArraySize of Open = "+ArraySize(this.Open)); + return false; + + } + + OLHCShiftRight(); + this.prev_calculated = prev_calculated; + return true; + } + + if(NeedsReload() || rangeBars.IsNewBar()) + { + GetOLHC(0,_rates_total); + this.prev_calculated = 0; + return false; + } + + // + // Recalculate lst bar + // + + GetOLHC(0,0); + this.prev_calculated = prev_calculated; + + return true; +} + +int RangeBarIndicator::GetOLHC(int start, int count) +{ + if((start == 0) && (count == 0)) + { + MqlRates tempRates[1]; + int last = ArraySize(Open)-1; + + if(last < 0) + return 0; + + rangeBars.GetMqlRates(tempRates,0,1); + this.Open[last] = tempRates[0].open; + this.Low[last] = tempRates[0].low; + this.High[last] = tempRates[0].high; + this.Close[last] = tempRates[0].close; + if(useAppliedPrice) + { + this.Price[last] = rangeBars.CalcAppliedPrice(tempRates[0],this.applied_price); + } + + return 1; + } + else + { + if(useAppliedPrice) + return rangeBars.GetOLHCAndApplPriceForIndicatorCalc(this.Open,this.Low,this.High,this.Close,this.Price,this.applied_price,0,count); + else + return rangeBars.GetOLHCForIndicatorCalc(this.Open,this.Low,this.High,this.Close,0,count); + + } +} + + +void RangeBarIndicator::OLHCShiftRight() +{ + int count = ArraySize(this.Open); + + if(count <= 0) + return; + + count--; + + for(int i=count; i>0; i--) + { + this.Open[i] = this.Open[i-1]; + this.High[i] = this.High[i-1]; + this.Low[i] = this.Low[i-1]; + this.Close[i] = this.Close[i-1]; + this.Price[i] = this.Price[i-1]; + } + + this.Open[0] = 0.0; + this.High[0] = 0.0; + this.Low[0] = 0.0; + this.Close[0] = 0.0; + this.Price[0] = 0.0; +} + +void RangeBarIndicator::OLHCResize() +{ + int count = ArraySize(this.Open); + + if(count <= 0) + return; + + ArrayResize(this.Open,count+1); + ArrayResize(this.Low,count+1); + ArrayResize(this.High,count+1); + ArrayResize(this.Close,count+1); + ArrayResize(this.Price,count+1); + + OLHCShiftRight(); +} + +bool RangeBarIndicator::Canvas_IsNewBar(const datetime &_Time[]) +{ + ArraySetAsSeries(_Time,true); + datetime now = _Time[0]; + ArraySetAsSeries(_Time,false); + + static datetime prevTime = 0; + + if(prevTime != now) + { + prevTime = now; + return true; + } + + return false; +} + +bool RangeBarIndicator::Canvas_IsRatesTotalChanged(int ratesTotalNow) +{ + static int prevRatesTotal = 0; + + if(prevRatesTotal == 0) + prevRatesTotal = ratesTotalNow; + + if(prevRatesTotal != ratesTotalNow) + { + prevRatesTotal = ratesTotalNow; + return true; + } + + return false; +} + + +ENUM_TIMEFRAMES RangeBarIndicator::TFMigrate(int tf) + { + switch(tf) + { + case 0: return(PERIOD_CURRENT); + case 1: return(PERIOD_M1); + case 5: return(PERIOD_M5); + case 15: return(PERIOD_M15); + case 30: return(PERIOD_M30); + case 60: return(PERIOD_H1); + case 240: return(PERIOD_H4); + case 1440: return(PERIOD_D1); + case 10080: return(PERIOD_W1); + case 43200: return(PERIOD_MN1); + + case 2: return(PERIOD_M2); + case 3: return(PERIOD_M3); + case 4: return(PERIOD_M4); + case 6: return(PERIOD_M6); + case 10: return(PERIOD_M10); + case 12: return(PERIOD_M12); + case 16385: return(PERIOD_H1); + case 16386: return(PERIOD_H2); + case 16387: return(PERIOD_H3); + case 16388: return(PERIOD_H4); + case 16390: return(PERIOD_H6); + case 16392: return(PERIOD_H8); + case 16396: return(PERIOD_H12); + case 16408: return(PERIOD_D1); + case 32769: return(PERIOD_W1); + case 49153: return(PERIOD_MN1); + default: return(PERIOD_CURRENT); + } + } + +datetime RangeBarIndicator::iTime(string symbol,int tf,int index) +{ + if(index < 0) return(-1); + ENUM_TIMEFRAMES timeframe=TFMigrate(tf); + datetime Arr[]; + if(CopyTime(symbol, timeframe, index, 1, Arr)>0) + return(Arr[0]); + else return(-1); +} + + diff --git a/Include/RangeBarSettings.mqh b/Include/RangeBarSettings.mqh new file mode 100644 index 0000000..87fdb58 --- /dev/null +++ b/Include/RangeBarSettings.mqh @@ -0,0 +1,318 @@ +//+------------------------------------------------------------------+ +//| RangeBarSettings.mqh ver 1.04 | +//| Copyright 2017, AZ-iNVEST | +//| http://www.az-invest.eu | +//+------------------------------------------------------------------+ + +#property copyright "Copyright 2017, AZ-iNVEST" +#property link "http://www.az-invest.eu" + +enum ENUM_CHANNEL_TYPE +{ + None = 0, // None + Donchian_Channel, // Donchian Channel + Bollinger_Bands, // Bollinger Bands + SuperTrend, // Super Trend +// VWAP, +}; + +#ifdef SHOW_INDICATOR_INPUTS + +input int barSizeInTicks = 100; // Range bar size (in points) + double customBarSize = barSizeInTicks * Point(); + bool useTickVolume = true; // Use tick volume (for FX) +input datetime _startFromDateTime = 0; // Start building chart from date/time + datetime startFromDateTime = 0; +input bool resetOpenOnNewTradingDay = false; // Synchronize first bar's open on new day +input bool showNextBarLevels = true; // Show current bar's close projections +input color HighThresholdIndicatorColor = clrLime; // Bullish bar projection color +input color LowThresholdIndicatorColor = clrRed; // Bearish bar projection color +input bool showCurrentBarOpenTime = true; // Display chart info and current bar's open time +input color InfoTextColor = clrWhite; // Current bar's open time info color +input bool UseSoundSignalOnNewBar = false; // Play sound on new bar +input bool OnlySignalReversalBars = false; // Only signal reversals +input bool UseAlertWindow = false; // Display Alert window with new bar info +input bool SendPushNotifications = false; // Send new bar info push notification to smartphone +input string SoundFileBull = "news.wav"; // Use sound file for bullish bar close +input string SoundFileBear = "news.wav"; // Use sound file for bearish bar close +input bool MA1on = false; // Show first MA +input int MA1period = 20; // 1st MA period +input ENUM_MA_METHOD MA1method = MODE_EMA; // 1st MA metod +input ENUM_APPLIED_PRICE MA1applyTo = PRICE_CLOSE; //1st MA apply to +input int MA1shift = 0; //1st MA shift +input bool MA2on = false; // Show second MA +input int MA2period = 50; // 2nd MA period +input ENUM_MA_METHOD MA2method = MODE_EMA; // 2nd MA method +input ENUM_APPLIED_PRICE MA2applyTo = PRICE_CLOSE; // 2nd MA apply to +input int MA2shift = 0; //2nd MA shift +input ENUM_CHANNEL_TYPE ShowChannel = None; // Show Channel +input string Channel_Settings = "--------------------------"; // Channel settings +input int DonchianPeriod = 20; // Donchian Channel period +input ENUM_APPLIED_PRICE BBapplyTo = PRICE_CLOSE; //Bollinger Bands apply to +input int BollingerBandsPeriod = 20; // Bollinger Bands period +input double BollingerBandsDeviations = 2.0; // Bollinger Bands deviations +input int SuperTrendPeriod = 10; // Super Trend period +input double SuperTrendMultiplier=1.7; // Super Trend multiplier +input string Misc_Settings = "--------------------------"; // Misc settings +input bool UsedInEA = false; // Indicator used in EA via iCustom() + +#else + + int barSizeInTicks; + bool useTickVolume = true; + datetime startFromDateTime; + datetime _startFromDateTime = 0; + bool resetOpenOnNewTradingDay; + + // + // This block should always be set to the follwong values + // + + bool showNextBarLevels = false; + color HighThresholdIndicatorColor = clrNONE; + color LowThresholdIndicatorColor = clrNONE; + bool showCurrentBarOpenTime = false; + color InfoTextColor = clrNONE; + bool UseSoundSignalOnNewBar = false; + bool OnlySignalReversalBars = false; + bool UseAlertWindow = false; + bool SendPushNotifications = false; + string SoundFileBull = ""; + string SoundFileBear = ""; + + bool UsedInEA = true; // This should always be set to TRUE for EAs & Indicators + + // + // + // + + bool MA1on; + int MA1period; + ENUM_MA_METHOD MA1method; + ENUM_APPLIED_PRICE MA1applyTo; + int MA1shift; + + bool MA2on; + int MA2period; + ENUM_MA_METHOD MA2method; + ENUM_APPLIED_PRICE MA2applyTo; + int MA2shift; + + ENUM_CHANNEL_TYPE ShowChannel; + int DonchianPeriod; + ENUM_APPLIED_PRICE BBapplyTo; + int BollingerBandsPeriod; + double BollingerBandsDeviations; + int SuperTrendPeriod = 10; + double SuperTrendMultiplier=1.7; + +#endif + +struct RANGEBAR_SETTINGS +{ + int barSizeInTicks; + bool useTickVolume; + datetime _startFromDateTime; + bool resetOpenOnNewTradingDay; + + bool MA1on; + int MA1period; + ENUM_MA_METHOD MA1method; + ENUM_APPLIED_PRICE MA1applyTo; + int MA1shift; + + bool MA2on; + int MA2period; + ENUM_MA_METHOD MA2method; + ENUM_APPLIED_PRICE MA2applyTo; + int MA2shift; + + ENUM_CHANNEL_TYPE ShowChannel; + + int DonchianPeriod; + + ENUM_APPLIED_PRICE BBapplyTo; + int BollingerBandsPeriod; + double BollingerBandsDeviations; + + int SuperTrendPeriod; + double SuperTrendMultiplier; +}; + +class RangeBarSettings +{ + protected: + + string settingsFileName; + RANGEBAR_SETTINGS settings; + + public: + + RangeBarSettings(void); + ~RangeBarSettings(void); + + void Save(void); + bool Load(void); + void Delete(void); + bool Changed(void); + + RANGEBAR_SETTINGS Get(void); + void Debug(void); +}; + +void RangeBarSettings::RangeBarSettings(void) +{ + this.settingsFileName = "RangeBars"+(string)ChartID()+".set"; + +} + +void RangeBarSettings::~RangeBarSettings(void) +{ + +} + +void RangeBarSettings::Save(void) +{ + settings.barSizeInTicks = barSizeInTicks; + settings.useTickVolume = useTickVolume; + settings._startFromDateTime = startFromDateTime; + settings.resetOpenOnNewTradingDay = resetOpenOnNewTradingDay; + settings.MA1on = MA1on; + settings.MA1period = MA1period; + settings.MA1method = MA1method; + settings.MA1applyTo = MA1applyTo; + settings.MA1shift = MA1shift; + settings.MA2on = MA2on; + settings.MA2period = MA2period; + settings.MA2method = MA2method; + settings.MA2applyTo = MA2applyTo; + settings.MA2shift = MA2shift; + settings.ShowChannel = ShowChannel; + settings.DonchianPeriod = DonchianPeriod; + settings.BBapplyTo = BBapplyTo; + settings.BollingerBandsPeriod = BollingerBandsPeriod; + settings.BollingerBandsDeviations = BollingerBandsDeviations; + settings.SuperTrendPeriod = SuperTrendPeriod; + settings.SuperTrendMultiplier = SuperTrendMultiplier; + + if(MQLInfoInteger((int)MQL5_TESTING)) + return; + + this.Delete(); + + int handle = FileOpen(this.settingsFileName,FILE_SHARE_READ|FILE_WRITE|FILE_BIN); + FileWriteStruct(handle,this.settings); + FileClose(handle); +} + +void RangeBarSettings::Delete(void) +{ + if(FileIsExist(this.settingsFileName)) + FileDelete(this.settingsFileName); +} + +bool RangeBarSettings::Load(void) +{ +#ifdef SHOW_INDICATOR_INPUTS + this.settings.barSizeInTicks = barSizeInTicks; + this.settings.useTickVolume = useTickVolume; + this.settings._startFromDateTime = _startFromDateTime; + this.settings.resetOpenOnNewTradingDay = resetOpenOnNewTradingDay; + this.settings.MA1on = MA1on; + this.settings.MA1period = MA1period; + this.settings.MA1method = MA1method; + this.settings.MA1applyTo = MA1applyTo; + this.settings.MA1shift = MA1shift; + this.settings.MA2on = MA2on; + this.settings.MA2period = MA2period; + this.settings.MA2method = MA2method; + this.settings.MA2applyTo = MA2applyTo; + this.settings.MA2shift = MA2shift; + this.settings.ShowChannel = ShowChannel; + this.settings.DonchianPeriod = DonchianPeriod; + this.settings.BBapplyTo = BBapplyTo; + this.settings.BollingerBandsPeriod = BollingerBandsPeriod; + this.settings.BollingerBandsDeviations = BollingerBandsDeviations; + this.settings.SuperTrendPeriod = SuperTrendPeriod; + this.settings.SuperTrendMultiplier = SuperTrendMultiplier; + return true; +#else + + if(!FileIsExist(this.settingsFileName)) + return false; + + int handle = FileOpen(this.settingsFileName,FILE_SHARE_READ|FILE_BIN); + if(handle == INVALID_HANDLE) + return false; + + if(FileReadStruct(handle,this.settings) <= 0) + { + Print("Failed loading settigns!"); + FileClose(handle); + return false; + } + + // this.Debug(); + FileClose(handle); + return true; + +#endif +} + +RANGEBAR_SETTINGS RangeBarSettings::Get(void) +{ + this.Debug(); + return this.settings; +} + +bool RangeBarSettings::Changed(void) +{ + if(MQLInfoInteger((int)MQL5_TESTING)) + return false; + + static datetime prevFileTime = 0; + + if(!FileIsExist(this.settingsFileName)) + return false; + + int handle = FileOpen(this.settingsFileName,FILE_SHARE_READ|FILE_BIN); + datetime currFileTime = (datetime)FileGetInteger(handle,FILE_CREATE_DATE); + FileClose(handle); + + if(prevFileTime != currFileTime) + { + prevFileTime = currFileTime; + return true; + } + + return false; +} + +void RangeBarSettings::Debug(void) +{ + Print("RangeBars settings:"); + Print("barSizeInTicks = "+(string)settings.barSizeInTicks); + Print("useTickVolume = "+(string)settings.useTickVolume); + Print("startFromDateTime = "+(string)settings._startFromDateTime); + Print("resetOpenOnNewTradingDay = "+(string)settings.resetOpenOnNewTradingDay); + Print("MA1on = "+(string)settings.MA1on); + Print("MA1period = "+(string)settings.MA1period); + Print("MA1method = "+(string)settings.MA1method); + Print("MA1applyTo = "+(string)settings.MA1applyTo); + Print("MA1shift = "+(string)settings.MA1shift); + Print("MA2on = "+(string)settings.MA2on); + Print("MA2period = "+(string)settings.MA2period); + Print("MA2method = "+(string)settings.MA2method); + Print("MA2applyTo = "+(string)settings.MA2applyTo); + Print("MA2shift = "+(string)settings.MA1shift); + Print("ShowChannel = "+(string)settings.ShowChannel); + Print("DonchianPeriod = "+(string)settings.DonchianPeriod); + Print("BBapplyTo = "+(string)settings.BBapplyTo); + Print("BBperiod = "+(string)settings.BollingerBandsPeriod); + Print("BBdeviations = "+(string)settings.BollingerBandsDeviations); + Print("SuperTrendPeriod = "+(string)settings.SuperTrendPeriod); + Print("SuperTrendMultiplier = "+(string)settings.SuperTrendMultiplier); + + Print("UsedInEA = "+(string)UsedInEA); + +} \ No newline at end of file diff --git a/Include/RangeBars.mqh b/Include/RangeBars.mqh new file mode 100644 index 0000000..96a7f44 --- /dev/null +++ b/Include/RangeBars.mqh @@ -0,0 +1,564 @@ +//+------------------------------------------------------------------+ +//| RangeBars.mqh ver:1.47.0 | +//| Copyright 2017, AZ-iNVEST | +//| http://www.az-invest.eu | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2017, AZ-iNVEST" +#property link "http://www.az-invest.eu" + +#define RANGEBAR_INDICATOR_NAME "Market\\Range Bars Charting" + +#define RANGEBAR_MA1 0 +#define RANGEBAR_MA2 1 +#define RANGEBAR_CHANNEL_HIGH 2 +#define RANGEBAR_CHANNEL_MID 3 +#define RANGEBAR_CHANNEL_LOW 4 +#define RANGEBAR_OPEN 5 +#define RANGEBAR_HIGH 6 +#define RANGEBAR_LOW 7 +#define RANGEBAR_CLOSE 8 +#define RANGEBAR_BAR_OPEN_TIME 9 +#define RANGEBAR_TICK_VOLUME 10 + +#include + +class RangeBars +{ + private: + + RangeBarSettings * rangeBarSettings; + + // + // Median renko indicator handle + // + + int rangeBarsHandle; + string rangeBarsSymbol; + + public: + + RangeBars(); + RangeBars(string symbol); + ~RangeBars(void); + + int Init(); + void Deinit(); + bool Reload(); + + int GetHandle(void) { return rangeBarsHandle; }; + bool GetMqlRates(MqlRates &ratesInfoArray[], int start, int count); + int GetOLHCForIndicatorCalc(double &o[],double &l[],double &h[],double &c[], int start, int count); + int GetOLHCAndApplPriceForIndicatorCalc(double &o[],double &l[],double &h[],double &c[],double &price[],ENUM_APPLIED_PRICE applied_price, int start, int count); + double CalcAppliedPrice(const MqlRates &_rates, ENUM_APPLIED_PRICE applied_price); + double CalcAppliedPrice(const double &o,const double &l,const double &h,const double &c,ENUM_APPLIED_PRICE applied_price); + bool GetMA1(double &MA[], int start, int count); + bool GetMA2(double &MA[], int start, int count); + bool GetDonchian(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count); + bool GetBollingerBands(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count); + bool GetSuperTrend(double &SuperTrendHighArray[], double &SuperTrendArray[], double &SuperTrendLowArray[], int start, int count); + bool IsNewBar(); + + private: + + bool GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count); + +}; + +RangeBars::RangeBars(void) +{ + rangeBarSettings = new RangeBarSettings(); + rangeBarsHandle = INVALID_HANDLE; + rangeBarsSymbol = _Symbol; +} + +RangeBars::RangeBars(string symbol) +{ + rangeBarSettings = new RangeBarSettings(); + rangeBarsHandle = INVALID_HANDLE; + rangeBarsSymbol = symbol; +} + +RangeBars::~RangeBars(void) +{ + if(rangeBarSettings != NULL) + delete rangeBarSettings; +} + +// +// Function for initializing the median renko indicator handle +// + +int RangeBars::Init() +{ + if(!MQLInfoInteger((int)MQL5_TESTING)) + { + if(!rangeBarSettings.Load()) + { + if(rangeBarsHandle != INVALID_HANDLE) + { + // could not read new settings - keep old settings + + return rangeBarsHandle; + } + else + { + Print("Failed to load indicator settings."); + Alert("You need to put the Median Renko indicator on your chart first!"); + return INVALID_HANDLE; + } + } + + if(rangeBarsHandle != INVALID_HANDLE) + Deinit(); + + } + else + { + #ifdef SHOW_INDICATOR_INPUTS + // + // Load settings from EA inputs + // + rangeBarSettings.Load(); + #else + // + // Save indicator inputs for use by EA attached to same chart. + // + rangeBarSettings.Save(); + #endif + } + + RANGEBAR_SETTINGS s = rangeBarSettings.Get(); + + //RangeBarSettings.Debug(); + + rangeBarsHandle = iCustom(this.rangeBarsSymbol,PERIOD_M1,RANGEBAR_INDICATOR_NAME, + s.barSizeInTicks, + s._startFromDateTime, + s.resetOpenOnNewTradingDay, + showNextBarLevels, + HighThresholdIndicatorColor, + LowThresholdIndicatorColor, + showCurrentBarOpenTime, + InfoTextColor, + UseSoundSignalOnNewBar, + OnlySignalReversalBars, + UseAlertWindow, + SendPushNotifications, + SoundFileBull, + SoundFileBear, + s.MA1on, + s.MA1period, + s.MA1method, + s.MA1applyTo, + s.MA1shift, + s.MA2on, + s.MA2period, + s.MA2method, + s.MA2applyTo, + s.MA2shift, + s.ShowChannel, + "", + s.DonchianPeriod, + s.BBapplyTo, + s.BollingerBandsPeriod, + s.BollingerBandsDeviations, + s.SuperTrendPeriod, + s.SuperTrendMultiplier, + "", + UsedInEA); + + if(rangeBarsHandle == INVALID_HANDLE) + { + Print("RangeBars indicator init failed on error ",GetLastError()); + } + else + { + Print("RangeBars indicator init OK"); + } + + return rangeBarsHandle; +} + +// +// Function for reloading the Median Renko indicator if needed +// + +bool RangeBars::Reload() +{ + if(rangeBarSettings.Changed()) + { + if(Init() == INVALID_HANDLE) + return false; + + return true; + } + + return false; +} + +// +// Function for releasing the Median Renko indicator hanlde - free resources +// + +void RangeBars::Deinit() +{ + if(rangeBarsHandle == INVALID_HANDLE) + return; + + if(IndicatorRelease(rangeBarsHandle)) + Print("RangeBars indicator handle released"); + else + Print("Failed to release RangeBars indicator handle"); +} + +// +// Function for detecting a new Renko bar +// + +bool RangeBars::IsNewBar() +{ + MqlRates currentRenko[1]; + static MqlRates prevRenko; + + GetMqlRates(currentRenko,1,1); + + if((prevRenko.open != currentRenko[0].open) || + (prevRenko.high != currentRenko[0].high) || + (prevRenko.low != currentRenko[0].low) || + (prevRenko.close != currentRenko[0].close)) + { + prevRenko.open = currentRenko[0].open; + prevRenko.high = currentRenko[0].high; + prevRenko.low = currentRenko[0].low; + prevRenko.close = currentRenko[0].close; + return true; + } + + return false; +} + +// +// Get "count" Renko MqlRates into "ratesInfoArray[]" array starting from "start" bar +// + +bool RangeBars::GetMqlRates(MqlRates &ratesInfoArray[], int start, int count) +{ + double o[],l[],h[],c[],time[],tick_volume[]; + + if(ArrayResize(o,count) == -1) + return false; + if(ArrayResize(l,count) == -1) + return false; + if(ArrayResize(h,count) == -1) + return false; + if(ArrayResize(c,count) == -1) + return false; + if(ArrayResize(time,count) == -1) + return false; + if(ArrayResize(tick_volume,count) == -1) + return false; + + + if(CopyBuffer(rangeBarsHandle,RANGEBAR_OPEN,start,count,o) == -1) + return false; + if(CopyBuffer(rangeBarsHandle,RANGEBAR_LOW,start,count,l) == -1) + return false; + if(CopyBuffer(rangeBarsHandle,RANGEBAR_HIGH,start,count,h) == -1) + return false; + if(CopyBuffer(rangeBarsHandle,RANGEBAR_CLOSE,start,count,c) == -1) + return false; + if(CopyBuffer(rangeBarsHandle,RANGEBAR_BAR_OPEN_TIME,start,count,time) == -1) + return false; + if(CopyBuffer(rangeBarsHandle,RANGEBAR_TICK_VOLUME,start,count,tick_volume) == -1) + return false; + + if(ArrayResize(ratesInfoArray,count) == -1) + return false; + + int tempOffset = count-1; + for(int i=0; i +//--- indicator settings +#property indicator_separate_window +#property indicator_buffers 6 +#property indicator_plots 3 +#property indicator_type1 DRAW_HISTOGRAM +#property indicator_type2 DRAW_HISTOGRAM +#property indicator_type3 DRAW_LINE +#property indicator_color1 Lime +#property indicator_color2 Red +#property indicator_color3 Red +#property indicator_width1 2 +#property indicator_width2 2 +#property indicator_width3 2 +#property indicator_label1 "MACD Up" +#property indicator_label2 "MACD Down" +#property indicator_label3 "MACD Signal" +//--- input parameters +input int InpFastEMA=12; // Fast EMA period +input int InpSlowEMA=26; // Slow EMA period +input int InpSignalSMA=9; // Signal SMA period +//--- indicator buffers +double ExtMacdBufferUp[]; +double ExtMacdBufferDn[]; +double ExtSignalBuffer[]; +double ExtFastMaBuffer[]; +double ExtSlowMaBuffer[]; +double ExtMacdBuffer[]; + +// +// Initialize MedianRenko indicator for data processing +// according to settings of the MedianRenko indicator already on chart +// + +#include +RangeBarIndicator rangeBarsIndicator; + +// +// +// + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function | +//+------------------------------------------------------------------+ +void OnInit() + { +//--- indicator buffers mapping + SetIndexBuffer(0,ExtMacdBufferUp,INDICATOR_DATA); + SetIndexBuffer(1,ExtMacdBufferDn,INDICATOR_DATA); + SetIndexBuffer(2,ExtSignalBuffer,INDICATOR_DATA); + SetIndexBuffer(3,ExtFastMaBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(4,ExtSlowMaBuffer,INDICATOR_CALCULATIONS); + SetIndexBuffer(5,ExtMacdBuffer,INDICATOR_CALCULATIONS); + +//--- sets first bar from what index will be drawn + PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,InpSignalSMA-1); +//--- name for Dindicator subwindow label + IndicatorSetString(INDICATOR_SHORTNAME,"MACD("+string(InpFastEMA)+","+string(InpSlowEMA)+","+string(InpSignalSMA)+")"); +//--- initialization done + } +//+------------------------------------------------------------------+ +//| Moving Averages Convergence/Divergence | +//+------------------------------------------------------------------+ +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 &TickVolume[], + const long &Volume[], + const int &Spread[]) + { + // + // Precoess data through MedianRenko indicator + // + + if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time)) + return(rangeBarsIndicator.GetPrevCalculated()); + + // + // Make the following modifications in the code below: + // + // rangeBarsIndicator.GetPrevCalculated() should be used instead of prev_calculated + // rangeBarsIndicator.Open[] should be used instead of open[] + // rangeBarsIndicator.Low[] should be used instead of low[] + // rangeBarsIndicator.High[] should be used instead of high[] + // rangeBarsIndicator.Close[] should be used instead of close[] + // + + int _prev_calculated = rangeBarsIndicator.GetPrevCalculated(); + + // + // + // + +//--- check for data + if(rates_totalrates_total || _prev_calculated<0) to_copy=rates_total; + else + { + to_copy=rates_total-_prev_calculated; + if(_prev_calculated>0) to_copy++; + } +//--- get Fast EMA buffer + if(IsStopped()) return(0); //Checking for stop flag + ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpFastEMA,rangeBarsIndicator.Close,ExtFastMaBuffer); +//--- get SlowSMA buffer + if(IsStopped()) return(0); //Checking for stop flag + ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpSlowEMA,rangeBarsIndicator.Close,ExtSlowMaBuffer); +//--- + int limit; + if(_prev_calculated==0) + limit=0; + else limit=_prev_calculated-1; +//--- calculate MACD + for(int i=limit;i 0) + { + ExtMacdBufferUp[i] = ExtFastMaBuffer[i]-ExtSlowMaBuffer[i]; + ExtMacdBufferDn[i] = 0; + } + else if(ExtMacdBuffer[i] < 0) + { + ExtMacdBufferDn[i] = ExtFastMaBuffer[i]-ExtSlowMaBuffer[i]; + ExtMacdBufferUp[i] = 0; + } + } +//--- calculate Signal + SimpleMAOnBuffer(rates_total,_prev_calculated,0,InpSignalSMA,ExtMacdBuffer,ExtSignalBuffer); +//--- OnCalculate done. Return new _prev_calculated. + return(rates_total); + } +//+------------------------------------------------------------------+ diff --git a/LICENSE b/LICENSE new file mode 100644 index 0000000..9cecc1d --- /dev/null +++ b/LICENSE @@ -0,0 +1,674 @@ + GNU GENERAL PUBLIC LICENSE + Version 3, 29 June 2007 + + Copyright (C) 2007 Free Software Foundation, Inc. + Everyone is permitted to copy and distribute verbatim copies + of this license document, but changing it is not allowed. + + Preamble + + The GNU General Public License is a free, copyleft license for +software and other kinds of works. + + The licenses for most software and other practical works are designed +to take away your freedom to share and change the works. By contrast, +the GNU General Public License is intended to guarantee your freedom to +share and change all versions of a program--to make sure it remains free +software for all its users. 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Of course, your program's commands +might be different; for a GUI interface, you would use an "about box". + + You should also get your employer (if you work as a programmer) or school, +if any, to sign a "copyright disclaimer" for the program, if necessary. +For more information on this, and how to apply and follow the GNU GPL, see +. + + The GNU General Public License does not permit incorporating your program +into proprietary programs. If your program is a subroutine library, you +may consider it more useful to permit linking proprietary applications with +the library. If this is what you want to do, use the GNU Lesser General +Public License instead of this License. But first, please read +. diff --git a/README.md b/README.md index 7f47e5e..a6a5f6e 100644 --- a/README.md +++ b/README.md @@ -1,2 +1,22 @@ # Range-Bars-Charting -MQL5 header file for 'Range Bars Charting' indicator available for MT5 via MQL5 Market. The file lets you easily create a RangeBars EA in MT5 using the RangeBars indicator. +MQL5 header files for 'Range Bars Charting' indicator available for MT5 via MQL5 Market. The files lets you easily create a RangeBars based EA in MT5. +The created EA will automatically acquire the settings used on the RangeBars chart it is applied to, so it is not required to clone the indicator's settings +used on the chart to the RangeBars settings that should be used in the EA. + +## The files +**RangeBars.mqh** - The header file for including in the EA code. It contains the definition and implementation of the RangeBars class + +**RangeBarSettings.mqh** - This header file is used by the **RangeBars** class to automatically read the EA settings used on the RangeBars chart where the EA should be attached. + +**RangeBarIndicator.mqh** - This helper header file includes a **RangeBarIndicator** class which is used to patch MQL5 indicators to work directly on the RangeBars charts and use the RangeBar's OLHC values for calculation. + +**ExampleEA.mq5** - An example EA skeleton showing the use of methods included in the RangeBars class library + +## Installation + +All folders (Experts, Include & Indicators) should be placed in the **MQL5** sub-folder of your Metatrader's Data Folder. + +## Resources +The RangeBars indicator for MT5 can be downloaded from https://www.mql5.com/en/market/product/16762 + +A version for MT4 is available from https://www.az-invest.eu/rangebars-plug-in-for-metatrader4