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Updated for RangeBars ver. 3.00

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2020-02-23 16:21:15 +01:00
parent bd957ab1af
commit e6121f7487
46 changed files with 1795 additions and 1315 deletions
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Include/AZ-INVEST/SDK/RangeBarIndicator.mqh
+190 -77
View File
@@ -1,9 +1,10 @@
#property copyright "Copyright 2017, AZ-iNVEST"
#property copyright "Copyright 2018-2020, Level Up Software"
#property link "http://www.az-invest.eu"
#property version "2.02"
#property version "3.00"
input bool UseOnRangeBarChart = true; // Use this indicator on RangeBar chart
//#define DEVELOPER_VERSION
#include <AZ-INVEST/SDK/RangeBars.mqh>
class RangeBarIndicator
@@ -19,8 +20,12 @@ class RangeBarIndicator
bool useAppliedPrice;
ENUM_APPLIED_PRICE applied_price;
bool firstRun;
bool dataReady;
datetime prevTime;
int prevRatesTotal;
public:
datetime Time[];
@@ -34,8 +39,21 @@ class RangeBarIndicator
double Buy_volume[];
double Sell_volume[];
double BuySell_volume[];
datetime GetTime(int index) { return GetArrayValueDateTime(Time, index); };
double GetOpen(int index) { return GetArrayValueDouble(Open, index); };
double GetLow(int index) { return GetArrayValueDouble(Low, index); };
double GetHigh(int index) { return GetArrayValueDouble(High, index); };
double GetClose(int index) { return GetArrayValueDouble(Close, index); };
double GetPrice(int index) { return GetArrayValueDouble(Price, index); };
long GetTick_volume(int index) { return GetArrayValueLong(Tick_volume, index); };
long GetReal_volume(int index) { return GetArrayValueLong(Real_volume, index); };
double GetBuy_volume(int index) { return GetArrayValueDouble(Buy_volume, index); };
double GetSell_volume(int index) { return GetArrayValueDouble(Sell_volume, index); };
double GetBuySell_volume(int index) { return GetArrayValueDouble(BuySell_volume, index); };
bool IsNewBar;
RangeBarIndicator();
~RangeBarIndicator();
@@ -44,8 +62,11 @@ class RangeBarIndicator
void SetGetVolumeBreakdownFlag() { this.getVolumeBreakdown = true; };
void SetGetTimeFlag() { this.getTime = true; };
bool OnCalculate(const int rates_total,const int prev_calculated, const datetime &_Time[]);
bool OnCalculate(const int _rates_total,const int _prev_calculated, const datetime &_Time[], const double &_Close[]);
void OnDeinit(const int reason);
bool BufferSynchronizationCheck(const double &buffer[]);
int GetPrevCalculated() { return prev_calculated; };
int GetRatesTotal() { return ArraySize(Open); };
void BufferShiftLeft(double &buffer[]);
private:
@@ -67,6 +88,9 @@ class RangeBarIndicator
ENUM_TIMEFRAMES TFMigrate(int tf);
datetime iTime(string symbol,int tf,int index);
double GetArrayValueDouble(double &arr[], int index);
long GetArrayValueLong(long &arr[], int index);
datetime GetArrayValueDateTime(datetime &arr[], int index);
};
RangeBarIndicator::RangeBarIndicator(void)
@@ -80,6 +104,9 @@ RangeBarIndicator::RangeBarIndicator(void)
getTime = false;
dataReady = false;
firstRun = true;
prevTime = 0;
prevRatesTotal = 0;
}
RangeBarIndicator::~RangeBarIndicator(void)
@@ -112,10 +139,8 @@ bool RangeBarIndicator::NeedsReload(void)
return false;
}
bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calculated, const datetime &_Time[])
bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calculated, const datetime &_Time[], const double &_Close[])
{
static bool firstRun = true;
if(firstRun)
{
Canvas_IsNewBar(_Time);
@@ -153,36 +178,25 @@ bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calcu
{
GetOLHC(0,_rates_total);
firstRun = false;
NeedsReload();
}
if(NeedsReload() || !this.dataReady)
{
GetOLHC(0,_rates_total);
this.prev_calculated = 0;
if(NeedsReload() || !this.dataReady)
{
Print("NeedsReload/DataReady block failed");
return false;
}
firstRun = true;
ChartSetSymbolPeriod(ChartID(), _Symbol, _Period); // try to force reload
return false;
}
/*
if(needsReload || IsNewBar || canvasIsNewTime || (change != 0))
{
Print("reload="+needsReload+", renkoisnewbar="+IsNewBar+", canvasIsNewTime="+canvasIsNewTime+", change="+change);
GetOLHC(0,_rates_total);
this.prev_calculated = ArraySize(this.Open);
return true;
}
*/
bool change = Canvas_RatesTotalChangedBy(_rates_total);
if(change != 0)
{
#ifdef DISPLAY_DEBUG_MSG
Print("rates total changed to:"+_rates_total);
#endif
if(change == 1)
{
#ifdef DISPLAY_DEBUG_MSG
@@ -197,7 +211,8 @@ bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calcu
#endif
GetOLHC(0,_rates_total);
}
this.prev_calculated = 0;//_prev_calculated;
this.prev_calculated = 0;
Canvas_IsNewBar(_Time);
return true;
}
@@ -211,7 +226,7 @@ bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calcu
{
GetOLHC(0,_rates_total);
this.prev_calculated = 0;
return true; ///////// false
return true;
}
OLHCShiftRight();
@@ -224,9 +239,9 @@ bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calcu
{
GetOLHC(0,_rates_total);
this.prev_calculated = 0;
firstRun = true;
return true;
}
//
// Only recalculate last bar
@@ -238,6 +253,19 @@ bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calcu
return true;
}
bool RangeBarIndicator::BufferSynchronizationCheck(const double &buffer[])
{
if(ArraySize(buffer) != ArraySize(Close))
{
#ifdef DEVELOPER_VERSION
Print("### buffers out of synch - refreshing...");
#endif
return false;
}
return true;
}
int RangeBarIndicator::GetOLHC(int start, int count)
{
if((start == 0) && (count == 0) && dataReady)
@@ -255,6 +283,7 @@ int RangeBarIndicator::GetOLHC(int start, int count)
this.Low[last] = tempRates[0].low;
this.High[last] = tempRates[0].high;
this.Close[last] = tempRates[0].close;
if(getTime)
{
this.Time[last] = tempRates[0].time;
@@ -300,10 +329,13 @@ void RangeBarIndicator::OLHCShiftRight()
this.High[i] = this.High[i-1];
this.Low[i] = this.Low[i-1];
this.Close[i] = this.Close[i-1];
if(getTime)
this.Time[i] = this.Time[i-1];
if(useAppliedPrice)
this.Price[i] = this.Price[i-1];
if(getVolumes)
{
this.Tick_volume[i] = this.Tick_volume[i-1];
@@ -324,8 +356,10 @@ void RangeBarIndicator::OLHCShiftRight()
if(getTime)
this.Time[0] = 0;
if(useAppliedPrice)
this.Price[0] = 0.0;
if(getVolumes)
{
this.Tick_volume[0] = 0.0;
@@ -353,8 +387,10 @@ void RangeBarIndicator::OLHCResize()
if(getTime)
ArrayResize(this.Time,count+1);
if(useAppliedPrice)
ArrayResize(this.Price,count+1);
if(getVolumes)
{
ArrayResize(this.Tick_volume,count+1);
@@ -376,8 +412,6 @@ bool RangeBarIndicator::Canvas_IsNewBar(const datetime &_Time[])
datetime now = _Time[0];
ArraySetAsSeries(_Time,false);
static datetime prevTime = 0;
if(prevTime != now)
{
prevTime = now;
@@ -389,8 +423,6 @@ bool RangeBarIndicator::Canvas_IsNewBar(const datetime &_Time[])
bool RangeBarIndicator::Canvas_IsRatesTotalChanged(int ratesTotalNow)
{
static int prevRatesTotal = 0;
if(prevRatesTotal == 0)
prevRatesTotal = ratesTotalNow;
@@ -406,7 +438,6 @@ bool RangeBarIndicator::Canvas_IsRatesTotalChanged(int ratesTotalNow)
int RangeBarIndicator::Canvas_RatesTotalChangedBy(int ratesTotalNow)
{
int changedBy = 0;
static int prevRatesTotal = 0;
if(prevRatesTotal == 0)
prevRatesTotal = ratesTotalNow;
@@ -464,11 +495,11 @@ int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h
handle = rangeBars.GetHandle();
if(handle == INVALID_HANDLE)
return -1;
int _count = CopyBuffer(handle,RANGEBAR_OPEN,start,count,temp);
if(_count == -1)
int __count = CopyBuffer(handle,RANGEBAR_OPEN,start,count,temp);
if(__count == -1)
{
int errorCode = GetLastError();
if(errorCode == ERR_INDICATOR_DATA_NOT_FOUND)
if(GetLastError() == ERR_INDICATOR_DATA_NOT_FOUND)
{
Print("Waiting for buffers ready flag");
return -2;
@@ -477,95 +508,109 @@ int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h
return -1;
}
if(_count < count)
if(__count < count)
{
#ifdef DISPLAY_DEBUG_MSG
Print("Fixing offset (req:"+count+" res:"+_count+")");
Print("Fixing offset (req:"+count+" res:"+__count+")");
#endif
ArrayInitialize(o,0x0);
ArrayInitialize(l,0x0);
ArrayInitialize(h,0x0);
ArrayInitialize(c,0x0);
if(getTime)
ArrayInitialize(t,0x0);
if(getVolumes)
{
ArrayInitialize(tickVolume,0x0);
ArrayInitialize(realVolume,0x0);
}
if(getVolumeBreakdown)
{
ArrayInitialize(buyVolume,0x0);
ArrayInitialize(sellVolume,0x0);
ArrayInitialize(buySellVolume,0x0);
}
// less data - indicator requres more
ArrayCopy(o,temp,(count-_count),0);
ArrayCopy(o,temp,(count-__count),0);
if(CopyBuffer(handle,RANGEBAR_LOW,start,_count,temp) == -1)
if(CopyBuffer(handle,RANGEBAR_LOW,start,__count,temp) == -1)
return -1;
ArrayCopy(l,temp,(count-_count),0);
ArrayCopy(l,temp,(count-__count),0);
if(CopyBuffer(handle,RANGEBAR_HIGH,start,_count,temp) == -1)
if(CopyBuffer(handle,RANGEBAR_HIGH,start,__count,temp) == -1)
return -1;
ArrayCopy(h,temp,(count-_count),0);
ArrayCopy(h,temp,(count-__count),0);
if(CopyBuffer(handle,RANGEBAR_CLOSE,start,_count,temp) == -1)
if(CopyBuffer(handle,RANGEBAR_CLOSE,start,__count,temp) == -1)
return -1;
ArrayCopy(c,temp,(count-_count),0);
ArrayCopy(c,temp,(count-__count),0);
if(getTime)
{
if(CopyBuffer(handle,RANGEBAR_BAR_OPEN_TIME,start,_count,temp) == -1)
if(CopyBuffer(handle,RANGEBAR_BAR_OPEN_TIME,start,__count,temp) == -1)
return -1;
ArrayCopy(t,temp,(count-_count),0);
ArrayCopy(t,temp,(count-__count),0);
}
if(getVolumes)
{
if(CopyBuffer(handle,RANGEBAR_TICK_VOLUME,start,_count,temp) == -1)
if(CopyBuffer(handle,RANGEBAR_TICK_VOLUME,start,__count,temp) == -1)
return -1;
ArrayCopy(tickVolume,temp,(count-_count),0);
ArrayCopy(tickVolume,temp,(count-__count),0);
if(CopyBuffer(handle,RANGEBAR_REAL_VOLUME,start,_count,temp) == -1)
if(CopyBuffer(handle,RANGEBAR_REAL_VOLUME,start,__count,temp) == -1)
return -1;
ArrayCopy(realVolume,temp,(count-_count),0);
ArrayCopy(realVolume,temp,(count-__count),0);
}
#ifdef P_RANGEBAR_BR
#ifdef P_RANGEBAR_BR_PRO
if(getVolumeBreakdown)
{
if(CopyBuffer(handle,RANGEBAR_BUY_VOLUME,start,_count,temp) == -1)
if(CopyBuffer(handle,RANGEBAR_BUY_VOLUME,start,__count,temp) == -1)
return -1;
ArrayCopy(buyVolume,temp,(count-_count),0);
ArrayCopy(buyVolume,temp,(count-__count),0);
if(CopyBuffer(handle,RANGEBAR_SELL_VOLUME,start,_count,temp) == -1)
if(CopyBuffer(handle,RANGEBAR_SELL_VOLUME,start,__count,temp) == -1)
return -1;
ArrayCopy(sellVolume,temp,(count-_count),0);
ArrayCopy(sellVolume,temp,(count-__count),0);
if(CopyBuffer(handle,RANGEBAR_BUYSELL_VOLUME,start,_count,temp) == -1)
if(CopyBuffer(handle,RANGEBAR_BUYSELL_VOLUME,start,__count,temp) == -1)
return -1;
ArrayCopy(buySellVolume,temp,(count-_count),0);
ArrayCopy(buySellVolume,temp,(count-__count),0);
}
#else
#endif
#else
if(getVolumeBreakdown)
{
if(CopyBuffer(handle,RANGEBAR_BUY_VOLUME,start,_count,temp) == -1)
if(CopyBuffer(handle,RANGEBAR_BUY_VOLUME,start,__count,temp) == -1)
return -1;
ArrayCopy(buyVolume,temp,(count-_count),0);
ArrayCopy(buyVolume,temp,(count-__count),0);
if(CopyBuffer(handle,RANGEBAR_SELL_VOLUME,start,_count,temp) == -1)
if(CopyBuffer(handle,RANGEBAR_SELL_VOLUME,start,__count,temp) == -1)
return -1;
ArrayCopy(sellVolume,temp,(count-_count),0);
ArrayCopy(sellVolume,temp,(count-__count),0);
if(CopyBuffer(handle,RANGEBAR_BUYSELL_VOLUME,start,_count,temp) == -1)
if(CopyBuffer(handle,RANGEBAR_BUYSELL_VOLUME,start,__count,temp) == -1)
return -1;
ArrayCopy(buySellVolume,temp,(count-_count),0);
ArrayCopy(buySellVolume,temp,(count-__count),0);
}
#endif
@@ -574,10 +619,13 @@ int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h
{
if(CopyBuffer(handle,RANGEBAR_OPEN,start,count,o) == -1)
return -1;
if(CopyBuffer(handle,RANGEBAR_LOW,start,count,l) == -1)
return -1;
if(CopyBuffer(handle,RANGEBAR_HIGH,start,count,h) == -1)
return -1;
if(CopyBuffer(handle,RANGEBAR_CLOSE,start,count,c) == -1)
return -1;
@@ -585,6 +633,7 @@ int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h
{
if(CopyBuffer(handle,RANGEBAR_BAR_OPEN_TIME,start,count,temp) == -1)
return -1;
ArrayCopy(t,temp);
}
@@ -592,9 +641,12 @@ int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h
{
if(CopyBuffer(handle,RANGEBAR_TICK_VOLUME,start,count,temp) == -1)
return -1;
ArrayCopy(tickVolume,temp);
if(CopyBuffer(handle,RANGEBAR_REAL_VOLUME,start,count,temp) == -1)
return -1;
ArrayCopy(realVolume,temp);
}
@@ -604,14 +656,17 @@ int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h
{
if(CopyBuffer(handle,RANGEBAR_BUY_VOLUME,start,count,temp) == -1)
return -1;
ArrayCopy(buyVolume,temp);
if(CopyBuffer(handle,RANGEBAR_SELL_VOLUME,start,count,temp) == -1)
return -1;
ArrayCopy(sellVolume,temp);
if(CopyBuffer(handle,RANGEBAR_BUYSELL_VOLUME,start,count,temp) == -1)
return -1;
ArrayCopy(buySellVolume,temp);
}
#else
@@ -621,14 +676,17 @@ int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h
{
if(CopyBuffer(handle,RANGEBAR_BUY_VOLUME,start,count,temp) == -1)
return -1;
ArrayCopy(buyVolume,temp);
if(CopyBuffer(handle,RANGEBAR_SELL_VOLUME,start,count,temp) == -1)
return -1;
ArrayCopy(sellVolume,temp);
if(CopyBuffer(handle,RANGEBAR_BUYSELL_VOLUME,start,count,temp) == -1)
return -1;
ArrayCopy(buySellVolume,temp);
}
#endif
@@ -645,11 +703,11 @@ int RangeBarIndicator::GetOLHCAndApplPriceForIndicatorCalc(double &o[],double &l
{
dataReady = true;
int _count = GetOLHCForIndicatorCalc(o,l,h,c,t,tickVolume,realVolume,buyVolume,sellVolume,buySellVolume,start,count);
if(_count < 0)
int __count = GetOLHCForIndicatorCalc(o,l,h,c,t,tickVolume,realVolume,buyVolume,sellVolume,buySellVolume,start,count);
if(__count < 0)
{
dataReady = false;
return _count;
return __count;
}
if(applied_price == PRICE_CLOSE)
{
@@ -669,22 +727,25 @@ int RangeBarIndicator::GetOLHCAndApplPriceForIndicatorCalc(double &o[],double &l
}
else
{
if(ArrayResize(price,_count) == -1)
if(ArrayResize(price,__count) == -1)
return -1;
for(int i=0; i<_count; i++)
for(int i=0; i<__count; i++)
{
price[i] = CalcAppliedPrice(o[i],l[i],h[i],c[i],_applied_price);
}
}
return _count;
return __count;
}
// TFMigrate:
// https://www.mql5.com/en/forum/2842#comment_39496
//
ENUM_TIMEFRAMES RangeBarIndicator::TFMigrate(int tf)
{
{
switch(tf)
{
{
case 0: return(PERIOD_CURRENT);
case 1: return(PERIOD_M1);
case 5: return(PERIOD_M5);
@@ -712,18 +773,30 @@ ENUM_TIMEFRAMES RangeBarIndicator::TFMigrate(int tf)
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);
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);
if(CopyTime(symbol, timeframe, index, 1, Arr) > 0)
{
return(Arr[0]);
}
else
{
return(-1);
}
}
//
@@ -778,3 +851,43 @@ void RangeBarIndicator::BufferShiftLeft(double &buffer[])
buffer[i-1] = buffer[i];
}
long RangeBarIndicator::GetArrayValueLong(long &arr[], int index)
{
int size = ArraySize(arr);
if(index < size)
{
return(arr[index]);
}
else
{
return(false);
}
}
double RangeBarIndicator::GetArrayValueDouble(double &arr[], int index)
{
int size = ArraySize(arr);
if(index < size)
{
return(arr[index]);
}
else
{
return(false);
}
}
datetime RangeBarIndicator::GetArrayValueDateTime(datetime &arr[], int index)
{
int size = ArraySize(arr);
if(index < size)
{
return(arr[index]);
}
else
{
return(false);
}
}