Updated files for verison 1.47 of the plug-in

This commit is contained in:
9nix6
2017-06-12 19:12:08 +02:00
parent 253c283a1d
commit 064caab143
7 changed files with 2234 additions and 1 deletions
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//+------------------------------------------------------------------+
//| 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 <RangeBars.mqh>
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);
}
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//+------------------------------------------------------------------+
//| 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);
}
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//+------------------------------------------------------------------+
//| 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 <RangeBarSettings.mqh>
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<count; i++)
{
ratesInfoArray[tempOffset-i].open = o[i];
ratesInfoArray[tempOffset-i].low = l[i];
ratesInfoArray[tempOffset-i].high = h[i];
ratesInfoArray[tempOffset-i].close = c[i];
ratesInfoArray[tempOffset-i].time = (datetime)time[i];
ratesInfoArray[tempOffset-i].tick_volume = (long)tick_volume[i];
}
ArrayFree(o);
ArrayFree(l);
ArrayFree(h);
ArrayFree(c);
ArrayFree(time);
ArrayFree(tick_volume);
return true;
}
//
// Get "count" Renko MqlRates into "ratesInfoArray[]" array starting from "start" bar
//
int RangeBars::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h[],double &c[], int start, int count)
{
if(ArrayResize(o,count) == -1)
return false;
int _count = CopyBuffer(rangeBarsHandle,RANGEBAR_OPEN,start,count,o);
if(_count == -1)
return _count;
if(ArrayResize(o,_count) == -1)
return -1;
if(ArrayResize(l,_count) == -1)
return -1;
if(ArrayResize(h,_count) == -1)
return -1;
if(ArrayResize(c,_count) == -1)
return -1;
if(CopyBuffer(rangeBarsHandle,RANGEBAR_OPEN,start,_count,o) == -1)
return -1;
if(CopyBuffer(rangeBarsHandle,RANGEBAR_LOW,start,_count,l) == -1)
return -1;
if(CopyBuffer(rangeBarsHandle,RANGEBAR_HIGH,start,_count,h) == -1)
return -1;
if(CopyBuffer(rangeBarsHandle,RANGEBAR_CLOSE,start,_count,c) == -1)
return -1;
return _count;
}
//
// Get "count" Renko MqlRates into "ratesInfoArray[]" array starting from "start" bar
//
int RangeBars::GetOLHCAndApplPriceForIndicatorCalc(double &o[],double &l[],double &h[],double &c[],double &price[],ENUM_APPLIED_PRICE applied_price, int start, int count)
{
if(ArrayResize(o,count) == -1)
return false;
int _count = CopyBuffer(rangeBarsHandle,RANGEBAR_OPEN,start,count,o);
if(_count == -1)
return _count;
if(ArrayResize(o,_count) == -1)
return -1;
if(ArrayResize(l,_count) == -1)
return -1;
if(ArrayResize(h,_count) == -1)
return -1;
if(ArrayResize(c,_count) == -1)
return -1;
if(ArrayResize(price,_count) == -1)
return -1;
if(CopyBuffer(rangeBarsHandle,RANGEBAR_OPEN,start,_count,o) == -1)
return -1;
if(CopyBuffer(rangeBarsHandle,RANGEBAR_LOW,start,_count,l) == -1)
return -1;
if(CopyBuffer(rangeBarsHandle,RANGEBAR_HIGH,start,_count,h) == -1)
return -1;
if(CopyBuffer(rangeBarsHandle,RANGEBAR_CLOSE,start,_count,c) == -1)
return -1;
if(applied_price == PRICE_CLOSE)
{
if(CopyBuffer(rangeBarsHandle,RANGEBAR_CLOSE,start,_count,price) == -1)
return -1;
}
else if(applied_price == PRICE_OPEN)
{
if(CopyBuffer(rangeBarsHandle,RANGEBAR_OPEN,start,_count,price) == -1)
return -1;
}
else if(applied_price == PRICE_HIGH)
{
if(CopyBuffer(rangeBarsHandle,RANGEBAR_HIGH,start,_count,price) == -1)
return -1;
}
else if(applied_price == PRICE_LOW)
{
if(CopyBuffer(rangeBarsHandle,RANGEBAR_LOW,start,_count,price) == -1)
return -1;
}
else
{
for(int i=0; i<_count; i++)
{
price[i] = CalcAppliedPrice(o[i],l[i],h[i],c[i],applied_price);
}
}
return _count;
}
//
// Get "count" MovingAverage1 values into "MA[]" array starting from "start" bar
//
bool RangeBars::GetMA1(double &MA[], int start, int count)
{
double tempMA[];
if(ArrayResize(tempMA,count) == -1)
return false;
if(ArrayResize(MA,count) == -1)
return false;
if(CopyBuffer(rangeBarsHandle,RANGEBAR_MA1,start,count,tempMA) == -1)
return false;
for(int i=0; i<count; i++)
{
MA[count-1-i] = tempMA[i];
}
ArrayFree(tempMA);
return true;
}
//
// Get "count" MovingAverage2 values into "MA[]" starting from "start" bar
//
bool RangeBars::GetMA2(double &MA[], int start, int count)
{
double tempMA[];
if(ArrayResize(tempMA,count) == -1)
return false;
if(ArrayResize(MA,count) == -1)
return false;
if(CopyBuffer(rangeBarsHandle,RANGEBAR_MA2,start,count,tempMA) == -1)
return false;
for(int i=0; i<count; i++)
{
MA[count-1-i] = tempMA[i];
}
ArrayFree(tempMA);
return true;
}
//
// Get "count" Renko Donchian channel values into "HighArray[]", "MidArray[]", and "LowArray[]" arrays starting from "start" bar
//
bool RangeBars::GetDonchian(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
{
return GetChannel(HighArray,MidArray,LowArray,start,count);
}
//
// Get "count" Bollinger band values into "HighArray[]", "MidArray[]", and "LowArray[]" arrays starting from "start" bar
//
bool RangeBars::GetBollingerBands(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
{
return GetChannel(HighArray,MidArray,LowArray,start,count);
}
//
// Get "count" SuperTrend values into "HighArray[]", "MidArray[]", and "LowArray[]" arrays starting from "start" bar
//
bool RangeBars::GetSuperTrend(double &SuperTrendHighArray[], double &SuperTrendArray[], double &SuperTrendLowArray[], int start, int count)
{
return GetChannel(SuperTrendHighArray,SuperTrendArray,SuperTrendLowArray,start,count);
}
//
// Private function used by GetRenkoDonchian and GetRenkoBollingerBands functions to get data
//
bool RangeBars::GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
{
double tempH[], tempM[], tempL[];
if(ArrayResize(tempH,count) == -1)
return false;
if(ArrayResize(tempM,count) == -1)
return false;
if(ArrayResize(tempL,count) == -1)
return false;
if(ArrayResize(HighArray,count) == -1)
return false;
if(ArrayResize(MidArray,count) == -1)
return false;
if(ArrayResize(LowArray,count) == -1)
return false;
if(CopyBuffer(rangeBarsHandle,RANGEBAR_CHANNEL_HIGH,start,count,tempH) == -1)
return false;
if(CopyBuffer(rangeBarsHandle,RANGEBAR_CHANNEL_MID,start,count,tempM) == -1)
return false;
if(CopyBuffer(rangeBarsHandle,RANGEBAR_CHANNEL_LOW,start,count,tempL) == -1)
return false;
int tempOffset = count-1;
for(int i=0; i<count; i++)
{
HighArray[tempOffset-i] = tempH[i];
MidArray[tempOffset-i] = tempM[i];
LowArray[tempOffset-i] = tempL[i];
}
ArrayFree(tempH);
ArrayFree(tempM);
ArrayFree(tempL);
return true;
}
//
// Function used for calculating the Apllied Price based on Renko OLHC values
//
double RangeBars::CalcAppliedPrice(const MqlRates &_rates, ENUM_APPLIED_PRICE applied_price)
{
if(applied_price == PRICE_CLOSE)
return _rates.close;
else if (applied_price == PRICE_OPEN)
return _rates.open;
else if (applied_price == PRICE_HIGH)
return _rates.high;
else if (applied_price == PRICE_LOW)
return _rates.low;
else if (applied_price == PRICE_MEDIAN)
return (_rates.high + _rates.low) / 2;
else if (applied_price == PRICE_TYPICAL)
return (_rates.high + _rates.low + _rates.close) / 3;
else if (applied_price == PRICE_WEIGHTED)
return (_rates.high + _rates.low + _rates.close + _rates.close) / 4;
return 0.0;
}
double RangeBars::CalcAppliedPrice(const double &o,const double &l,const double &h,const double &c, ENUM_APPLIED_PRICE applied_price)
{
if(applied_price == PRICE_CLOSE)
return c;
else if (applied_price == PRICE_OPEN)
return o;
else if (applied_price == PRICE_HIGH)
return h;
else if (applied_price == PRICE_LOW)
return l;
else if (applied_price == PRICE_MEDIAN)
return (h + l) / 2;
else if (applied_price == PRICE_TYPICAL)
return (h + l + c) / 3;
else if (applied_price == PRICE_WEIGHTED)
return (h + l + c +c) / 4;
return 0.0;
}