Updated for RangeBars ver. 3.02

Experts/RangeBarsExample.mq5

@@ -1,201 +0,0 @@
-#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 <RangeBars.mqh>
-
-//
-//  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...
-         //
-      } 
-      
-   } 
-}

Experts/RangeBars_ExampleEA.mq5

@@ -0,0 +1,211 @@
+#property copyright "Copyright 2017-2020, Level Up Software"
+#property link      "https://www.az-invest.eu"
+#property version   "2.07"
+#property description "Example EA showing the way to use the RangeBars class defined in RangeBars.mqh" 
+
+input int InpRSIPeriod = 14; // RSI period
+
+//
+// SHOW_INDICATOR_INPUTS *NEEDS* to be defined, if the sEA 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 <AZ-INVEST/SDK/RangeBars.mqh>
+//
+//  To use the RangeBars indicator in your EA you need do instantiate the indicator class (RangeBars)
+//  and call the Init() and Deinit() methods in your EA's OnInit() and OnDeinit() functions.
+//  Example shown below
+//
+
+RangeBars rangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+
+//+------------------------------------------------------------------+
+//| Expert initialization function                                   |
+//+------------------------------------------------------------------+
+int OnInit()
+{
+   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)
+{
+   rangeBars.Deinit();
+   
+   //
+   //  your custom code goes here...
+   //
+}
+
+//
+//  At this point you may use the range bars data fetching methods in your EA.
+//  Brief demonstration presented below in the OnTick() function:
+//
+
+//+------------------------------------------------------------------+
+//| Expert tick function                                             |
+//+------------------------------------------------------------------+
+
+int rsiHandle = INVALID_HANDLE; // Handle for the external RSI indicator
+
+void OnTick()
+{
+   //
+   // Initialize all additional indicators here! (not in the OnInit() function).
+   // Otherwise they will not work in the backtest.
+   // When backtesting please select the "Daily" timeframe.
+   //
+   
+   if(rsiHandle == INVALID_HANDLE)
+   {
+      rsiHandle = iCustom(_Symbol, _Period, "RangeBars\\RangeBars_RSI", InpRSIPeriod, true);
+   }
+
+   //
+   // 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.GetMA(RANGEBAR_MA1, MA1, startAtBar, numberOfBars) && rangeBars.GetMA(RANGEBAR_MA2, 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 and 3rd moving average are stored in MA2[] & MA3[] 
+         // 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 = 0;                  // get values starting from the last completed bar.
+      numberOfBars = 3;                // gat a total of 3 MqlRates values (for 3 bars starting from bar 0 (current uncompleted))
+      
+      if(rangeBars.GetMqlRates(RangeBarRatesInfoArray,startAtBar,numberOfBars))
+      {         
+         //
+         //  Check if a range bar reversal bar has formed
+         //
+       
+         string infoString;
+         
+         if((RangeBarRatesInfoArray[1].open < RangeBarRatesInfoArray[1].close) &&
+            (RangeBarRatesInfoArray[2].open > RangeBarRatesInfoArray[2].close))
+         {
+            // bullish reversal
+            infoString = "Previous bar formed bullish reversal";
+         }
+         else if((RangeBarRatesInfoArray[1].open > RangeBarRatesInfoArray[1].close) &&
+            (RangeBarRatesInfoArray[2].open < RangeBarRatesInfoArray[2].close))
+         {
+            // bearish reversal
+            infoString = "Previous bar formed bearish reversal";
+         }
+         else
+         {
+            infoString = "";
+         }
+      
+         //
+         //  Output some data to chart
+         //
+      
+         Comment("\nNew bar opened on "+(string)RangeBarRatesInfoArray[0].time+
+                 "\nPrevious bar OPEN price:"+DoubleToString(RangeBarRatesInfoArray[1].open,_Digits)+", bar opened on "+(string)RangeBarRatesInfoArray[1].time+
+                 "\n"+infoString+ 
+                 "\n");
+      }
+      
+      //
+      // All charts that contain real volume information (i.e. stocks, futures, ...)
+      // also contain the brekdown of volume into BUY, SELL and BUY/SELL volume.
+      // This data is accessed using the
+      // GetBuySellVolumeBreakdown(long &buy[], long &sell[], long &buySell[], int start, int count)
+      // method. Example below:
+      
+      double buyVolume[];      // This array will store the values of the BUY volume 
+      double sellVolume[];     // This array will store the values of the SELL volume
+      double buySellVolume[];  // This array will store the values of the BUY/SELL volume
+      
+      // When you add BUY, SELL and BUY/SELL volume numbers for a bar they will be equal 
+      // to the Real Volume number that can be accessed using the
+      // GetMqlRates(MqlRates &ratesInfoArray[], int start, int count) 
+      // metod described above.
+
+      startAtBar   = 1;    // get values starting from the last completed bar.
+      numberOfBars = 2;    // gat a total of 2 values (for 2 bars starting from bar 1 (last completed))
+      
+      if(rangeBars.GetBuySellVolumeBreakdown(buyVolume,sellVolume,buySellVolume,startAtBar,numberOfBars))
+      {
+         //
+         // Apply your real volume analysis logic here...
+         //         
+      }
+      
+      //
+      // Getting the values of the channel indicator (Donchain, Bullinger Bands, Keltner or Super Trend) is done using
+      // GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count) 
+      // Example below:
+      //
+      
+      double HighArray[];  // This array will store the values of the channel's high band
+      double MidArray[];   // This array will store the values of the channel's middle band
+      double LowArray[];   // This array will store the values of the channel's 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.GetChannel(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
+      {
+         //
+         // Apply your logic here...
+         //
+      } 
+   } 
+}

Experts/RangeBars_ExampleEA2.mq5

@@ -0,0 +1,224 @@
+#property copyright "Copyright 2017-2020, Level Up Software"
+#property link      "https://www.az-invest.eu"
+#property version   "1.11"
+#property description "Example EA: Trading based on RangeBars SuperTrend signals." 
+#property description "One trade at a time. Each trade has TP & SL" 
+
+//
+// Helper functions for placing market orders.
+//
+
+#include <AZ-INVEST/SDK/TradeFunctions.mqh>
+
+//
+//  Inputs
+//
+
+input double   InpLotSize = 0.1;
+input int      InpSLPoints = 200;
+input int      InpTPPoints = 600;
+
+input ulong    InpMagicNumber=5150;
+input ulong    InpDeviationPoints = 0;
+input int      InpNumberOfRetries = 50;
+input int      InpBusyTimeout_ms = 1000; 
+input int      InpRequoteTimeout_ms = 250;
+
+//
+//  Globa variables
+//
+
+ENUM_POSITION_TYPE Signal;
+ulong currentTicket;
+
+//
+// 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 <AZ-INVEST/SDK/RangeBars.mqh>
+//
+//  To use the RangeBars indicator in your EA you need do instantiate the indicator class (RangeBars)
+//  and call the Init() and Deinit() methods in your EA's OnInit() and OnDeinit() functions.
+//  Example shown below
+//
+
+RangeBars rangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+CMarketOrder * marketOrder;
+
+//+------------------------------------------------------------------+
+//| Expert initialization function                                   |
+//+------------------------------------------------------------------+
+int OnInit()
+{
+   rangeBars.Init();
+   if(rangeBars.GetHandle() == INVALID_HANDLE)
+      return(INIT_FAILED);
+   
+   //
+   //  Init MarketOrder class - used for placing market ortders.
+   //
+   
+   CMarketOrderParameters params;
+   {
+      params.m_async_mode = false;
+      params.m_magic = InpMagicNumber;
+      params.m_deviation = InpDeviationPoints;
+      params.m_type_filling = ORDER_FILLING_FOK;
+      
+      params.numberOfRetries = InpNumberOfRetries;
+      params.busyTimeout_ms = InpBusyTimeout_ms; 
+      params.requoteTimeout_ms = InpRequoteTimeout_ms;         
+   }
+   marketOrder = new CMarketOrder(params);
+  
+   return(INIT_SUCCEEDED);
+}
+//+------------------------------------------------------------------+
+//| Expert deinitialization function                                 |
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+{
+   rangeBars.Deinit();
+   
+   //
+   //  delete MarketOrder class
+   //
+   
+   if(marketOrder != NULL)
+   {
+      delete marketOrder;
+   }
+}
+
+//
+//  At this point you may use the range bar 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())
+   {
+
+      //
+      // Getting SuperTrend values is done using the
+      // GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count) 
+      // method. Example below:
+      //
+
+      double HighArray[];     // This array will store the values of the high SuperTrend line
+      double MidArray[];      // This array will store the values of the middle SuperTrend line
+      double LowArray[];      // This array will store the values of the low SuperTrend line
+      
+      int startAtBar   = 1;   // get values starting from the last completed bar.
+      int numberOfBars = 2;   // gat a total of 3 values (for 3 bars starting from bar 1 (last completed))     
+            
+      if(rangeBars.GetChannel(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
+      {
+         //
+         // Read signal bar's time for optional debug log
+         //
+
+         string barTime = "";                     
+         MqlRates RangeBarRatesInfoArray[];  // This array will store the MqlRates data for range bars
+         if(rangeBars.GetMqlRates(RangeBarRatesInfoArray,startAtBar,numberOfBars))
+            barTime = (string)RangeBarRatesInfoArray[0].time;
+         //
+         //
+         //
+
+         if(SuperTrendSignal(HighArray,MidArray,LowArray,Signal,barTime))
+         {         
+            if(Signal == POSITION_TYPE_NONE)
+               return;
+               
+            //
+            // Trade signal on the SuperTrend indicator
+            // Open trade only if there are currntly no active trades
+            //
+          
+            if(!marketOrder.IsOpen(currentTicket,_Symbol,InpMagicNumber))
+            {
+               if(Signal == POSITION_TYPE_BUY)
+               {
+                  Print("BUY signal at "+barTime); // optional debug log
+
+                  if(marketOrder.Long(_Symbol,InpLotSize,InpSLPoints,InpTPPoints))
+                     Print("Long position opened.");
+               }  
+               else if(Signal == POSITION_TYPE_SELL)
+               {
+                  Print("SELL singal at "+barTime); // optional debug log
+
+                  if(marketOrder.Short(_Symbol,InpLotSize,InpSLPoints,InpTPPoints))
+                     Print("Short position opened.");
+               }
+            }
+
+            
+         }         
+      } 
+      
+   } 
+}
+
+//
+// Function determines the trade signal on the SuperTrend indicator
+//
+
+bool SuperTrendSignal(double &H[], double &M[], double &L[], ENUM_POSITION_TYPE &signal,string time)
+{
+   if((H[1] == 0) && (L[1] == 0)) // no data to process
+   {
+      signal = POSITION_TYPE_NONE;
+      return false;
+   }
+
+   // Uncomment line below for optional debug output:
+   //Print(time+": H[1] = "+DoubleToString(H[1],_Digits)+" L[0] = "+DoubleToString(L[0],_Digits)+" | L[1] = "+DoubleToString(L[1],_Digits)+" H[0] = "+DoubleToString(H[0],_Digits));
+
+   if((H[1] == M[1]) && (L[0] == M[0]))
+   {
+      //
+      // Super trend shifted from Low to High band => Buy Signal
+      //
+      
+      signal = POSITION_TYPE_BUY;
+      return true;
+   }
+   else if((L[1] == M[1]) && (H[0] == M[0]))
+   {
+      //
+      // Super trend shifted from High to Low band => Sell Signal
+      //
+      
+      signal = POSITION_TYPE_SELL;
+      return true;
+   }
+   
+   //
+   // No signal detected
+   //
+   
+   signal = POSITION_TYPE_NONE;
+   return false; 
+}

Include/AZ-INVEST/SDK/Normailze.mqh

@@ -0,0 +1,52 @@
+//
+// Copyright 2017-2018, Artur Zas
+// https://www.az-invest.eu 
+// https://www.mql5.com/en/users/arturz
+//
+// Normalizing functions
+//
+
+double NormalizeLots(string symbol, double InputLots)
+{
+   double lotsMin    = SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
+   double lotsMax    = SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
+   int lotsDigits  = (int) - MathLog10(SymbolInfoDouble(symbol, SYMBOL_VOLUME_STEP));
+
+   if(InputLots < lotsMin)
+      InputLots = lotsMin;
+   if(InputLots > lotsMax)
+      InputLots = lotsMax;
+
+   return NormalizeDouble(InputLots, lotsDigits);
+}
+
+double VtcNormalizeLots(string symbol, double lotsToNormalize)
+{
+   double lotsMin    = SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
+   double lotsMax    = SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
+   double lotsStep   = SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
+
+   if (lotsToNormalize == 0)
+      return lotsMin;
+
+	int a = (int)(lotsToNormalize / lotsStep);
+	double normalizedLots = a * lotsStep;
+
+   if(normalizedLots < lotsMin)
+      normalizedLots = lotsMin;
+   if(normalizedLots > lotsMax)
+      normalizedLots = lotsMax;
+	
+	return normalizedLots;
+}
+
+double NormalizePrice(string symbol, double price, double tick = 0)
+{
+   double _tick = tick ? tick : SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_SIZE);
+   int _digits = (int)SymbolInfoInteger(symbol,SYMBOL_DIGITS);
+   
+   if (tick) 
+      return NormalizeDouble(MathRound(price/_tick)*_tick,_digits);
+   else 
+      return NormalizeDouble(price,_digits);
+}

Include/AZ-INVEST/SDK/RangeBarCustomChartSettings.mqh

@@ -0,0 +1,117 @@
+#include <AZ-INVEST/SDK/CommonSettings.mqh>
+
+#ifdef DEVELOPER_VERSION
+   #define CUSTOM_CHART_NAME "RangeBars_TEST"
+#else
+   #define CUSTOM_CHART_NAME "Range Bars"
+#endif
+
+//
+// Tick chart specific settings
+//
+#ifdef SHOW_INDICATOR_INPUTS
+   #ifdef MQL5_MARKET_DEMO // hardcoded values
+   
+      int               barSizeInTicks = 180;                     // Range bar size (in ticks)
+      ENUM_BOOL         atrEnabled = false;                       // Enable ATR based bar size calculation
+      ENUM_TIMEFRAMES   atrTimeFrame = PERIOD_D1;                 // Use ATR period
+      int               atrPeriod = 14;                           // ATR period
+      int               atrPercentage = 10;                       // Use percentage of ATR
+      int               showNumberOfDays = 7;                     // Show history for number of days
+      ENUM_BOOL         resetOpenOnNewTradingDay = true;          // Synchronize first bar's open on new day
+   
+   #else // user defined settings
+   
+   
+      input int               barSizeInTicks = 20;                // Range bar size (in ticks)
+      input ENUM_BOOL         atrEnabled = false;                 // Enable ATR based bar size calculation
+            ENUM_TIMEFRAMES   atrTimeFrame = PERIOD_D1;           // Use ATR period
+      input int               atrPeriod = 14;                     // ATR period
+      input int               atrPercentage = 10;                 // Use percentage of ATR
+   
+      input int         showNumberOfDays = 5;                     // Show history for number of days
+      input ENUM_BOOL   resetOpenOnNewTradingDay = true;          // Synchronize first bar's open on new day
+   
+   #endif
+#else // don't SHOW_INDICATOR_INPUTS 
+      int               barSizeInTicks = 180;                     // Range bar size (in ticks)
+      ENUM_BOOL         atrEnabled = false;                       // Enable ATR based bar size calculation
+      ENUM_TIMEFRAMES   atrTimeFrame = PERIOD_D1;                 // Use ATR period
+      int               atrPeriod = 14;                           // ATR period
+      int               atrPercentage = 10;                       // Use percentage of ATR
+      int               showNumberOfDays = 7;                     // Show history for number of days
+      ENUM_BOOL         resetOpenOnNewTradingDay = true;          // Synchronize first bar's open on new day
+#endif
+
+//
+// Remaining settings are located in the include file below.
+// These are common for all custom charts
+//
+#include <az-invest/sdk/CustomChartSettingsBase.mqh>
+
+struct RANGEBAR_SETTINGS
+{
+   int                  barSizeInTicks;
+   ENUM_BOOL            atrEnabled;
+   ENUM_TIMEFRAMES      atrTimeFrame;
+   int                  atrPeriod;
+   int                  atrPercentage;
+   int                  showNumberOfDays;
+   ENUM_BOOL            resetOpenOnNewTradingDay;  
+};
+
+
+class CRangeBarCustomChartSettigns : public CCustomChartSettingsBase
+{
+   protected:
+      
+   RANGEBAR_SETTINGS settings;
+
+   public:
+   
+   CRangeBarCustomChartSettigns();
+   ~CRangeBarCustomChartSettigns();
+
+   RANGEBAR_SETTINGS GetCustomChartSettings() { return this.settings; };   
+   
+   virtual void SetCustomChartSettings();
+   virtual string GetSettingsFileName();
+   virtual uint CustomChartSettingsToFile(int handle);
+   virtual uint CustomChartSettingsFromFile(int handle);
+};
+
+void CRangeBarCustomChartSettigns::CRangeBarCustomChartSettigns()
+{
+   settingsFileName = GetSettingsFileName();
+}
+
+void CRangeBarCustomChartSettigns::~CRangeBarCustomChartSettigns()
+{
+}
+
+string CRangeBarCustomChartSettigns::GetSettingsFileName()
+{
+   return CUSTOM_CHART_NAME+(string)ChartID()+".set";  
+}
+
+uint CRangeBarCustomChartSettigns::CustomChartSettingsToFile(int file_handle)
+{
+   return FileWriteStruct(file_handle,this.settings);
+}
+
+uint CRangeBarCustomChartSettigns::CustomChartSettingsFromFile(int file_handle)
+{
+   return FileReadStruct(file_handle,this.settings);
+}
+
+void CRangeBarCustomChartSettigns::SetCustomChartSettings()
+{
+   settings.barSizeInTicks = barSizeInTicks;
+   
+   settings.atrEnabled = atrEnabled;
+   settings.atrTimeFrame = atrTimeFrame;
+   settings.atrPeriod = atrPeriod;
+   settings.atrPercentage = atrPercentage;
+   settings.showNumberOfDays = showNumberOfDays;
+   settings.resetOpenOnNewTradingDay = resetOpenOnNewTradingDay;
+}

Include/AZ-INVEST/SDK/RangeBarIndicator.mqh

@@ -0,0 +1,893 @@
+#property copyright "Copyright 2018-2020, Level Up Software"
+#property link      "http://www.az-invest.eu"
+#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
+{
+   private: 
+   
+      RangeBars          * rangeBars;
+      int                  rates_total;
+      int                  prev_calculated;
+      bool                 getVolumes;
+      bool                 getVolumeBreakdown;
+      bool                 getTime;
+      bool                 useAppliedPrice;
+      ENUM_APPLIED_PRICE   applied_price;
+      
+      bool                 firstRun;
+      bool                 dataReady;
+      
+      datetime             prevTime;
+      int                  prevRatesTotal;
+
+   public:
+   
+      datetime Time[];
+      double   Open[];
+      double   Low[];
+      double   High[];
+      double   Close[];
+      double   Price[];
+      long     Tick_volume[];
+      long     Real_volume[];
+      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();
+               
+      void     SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) { this.useAppliedPrice = true; this.applied_price = _applied_price; };
+      void     SetGetVolumesFlag() { this.getVolumes = true; };
+      void     SetGetVolumeBreakdownFlag() { this.getVolumeBreakdown = true; };
+      void     SetGetTimeFlag() { this.getTime = true; };
+      
+      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:
+  
+      bool  CheckStatus();
+      bool  NeedsReload();
+      int   GetOLHC(int start, int count);
+      int   GetOLHCForIndicatorCalc(double &o[],double &l[],double &h[],double &c[],datetime &t[],long &tickVolume[],long &realVolume[], double &buyVolume[], double &sellVolume[], double &buySellVolume[], int start, int count);
+      int   GetOLHCAndApplPriceForIndicatorCalc(double &o[],double &l[],double &h[],double &c[],datetime &t[],long &tickVolume[],long &realVolume[], double &buyVolume[], double &sellVolume[], double &buySellVolume[], double &price[],ENUM_APPLIED_PRICE applied_price, int start, int count);
+      void  OLHCShiftRight();
+      void  OLHCResize();
+      
+      bool  Canvas_IsNewBar(const datetime &_Time[]);
+      bool  Canvas_IsRatesTotalChanged(int ratesTotalNow);      
+      int   Canvas_RatesTotalChangedBy(int ratesTotalNow);
+      
+      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);
+
+      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)
+{
+   rangeBars = new RangeBars(UseOnRangeBarChart);
+   if(rangeBars != NULL)
+      rangeBars.Init();
+      
+   useAppliedPrice = false;
+   getVolumes = false;
+   getTime = false;
+   
+   dataReady = false;
+   firstRun = true;
+   prevTime = 0;
+   prevRatesTotal = 0;
+}
+
+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[], const double &_Close[])
+{   
+   if(firstRun)
+   {
+      Canvas_IsNewBar(_Time); 
+      Canvas_RatesTotalChangedBy(_rates_total);   
+      IsNewBar = rangeBars.IsNewBar();   
+   }
+
+   if(!CheckStatus())
+   {
+      if(rangeBars != NULL)
+         delete rangeBars;
+      
+      rangeBars = new RangeBars(UseOnRangeBarChart);
+      if(rangeBars != NULL)
+         rangeBars.Init();
+      
+      Print("CheckStatus block failed");
+            
+      return false;
+   }
+
+   ArraySetAsSeries(this.Time,false);
+   ArraySetAsSeries(this.Open,false);
+   ArraySetAsSeries(this.High,false);
+   ArraySetAsSeries(this.Low,false);
+   ArraySetAsSeries(this.Close,false);   
+   ArraySetAsSeries(this.Price,false);   
+   ArraySetAsSeries(this.Tick_volume,false);   
+   ArraySetAsSeries(this.Real_volume,false);   
+   ArraySetAsSeries(this.Buy_volume,false);   
+   ArraySetAsSeries(this.Sell_volume,false);   
+   ArraySetAsSeries(this.BuySell_volume,false);   
+
+   if(firstRun)
+   {
+      GetOLHC(0,_rates_total);
+      firstRun = false;   
+   }
+           
+   if(NeedsReload() || !this.dataReady)
+   {
+      GetOLHC(0,_rates_total);
+      this.prev_calculated = 0;
+      firstRun = true; 
+      ChartSetSymbolPeriod(ChartID(), _Symbol, _Period); // try to force reload
+      return false;
+   }                                      
+
+   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
+            Print("changed by 1 => Resize called");   
+         #endif
+         OLHCResize();
+      }
+      else      
+      {
+         #ifdef DISPLAY_DEBUG_MSG
+            Print("changed by "+change+" => getting ALL");
+         #endif
+         GetOLHC(0,_rates_total);
+      }
+
+      this.prev_calculated = 0;
+      Canvas_IsNewBar(_Time);
+      return true;   
+   }
+   else if(Canvas_IsNewBar(_Time))
+   {
+      #ifdef DISPLAY_DEBUG_MSG
+         Print("Got Canvas_IsNewBar");
+      #endif
+
+      if(ArraySize(this.Open) == 0)
+      {
+         GetOLHC(0,_rates_total);
+         this.prev_calculated = 0;
+         return true; 
+      }
+
+      OLHCShiftRight();
+      this.prev_calculated = _prev_calculated; 
+      return true;
+   }
+
+   IsNewBar = rangeBars.IsNewBar();
+   if(IsNewBar)
+   {
+      GetOLHC(0,_rates_total);
+      this.prev_calculated = 0;
+      firstRun = true; 
+      return true;
+   } 
+   
+   //
+   // Only recalculate last bar
+   //
+   
+   GetOLHC(0,0);
+   this.prev_calculated = _prev_calculated;
+
+   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)
+   {
+     MqlRates tempRates[1];
+     double b[1],s[1],bs[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(getTime)
+     {
+         this.Time[last] = tempRates[0].time;
+     }
+     if(getVolumes)
+     {
+         this.Tick_volume[last] = tempRates[0].tick_volume;
+         this.Real_volume[last] = tempRates[0].real_volume;
+     }
+     if(useAppliedPrice)
+     {
+         this.Price[last] = CalcAppliedPrice(tempRates[0],this.applied_price);
+     }
+     if(getVolumeBreakdown)
+     {
+        rangeBars.GetBuySellVolumeBreakdown(b,s,bs,0,1);
+        this.Buy_volume[last] = b[0];
+        this.Sell_volume[last] = s[0];
+        this.BuySell_volume[last] = bs[0];        
+     }
+
+     return 1;
+   }
+   else
+   {
+      return  GetOLHCAndApplPriceForIndicatorCalc(this.Open,this.Low,this.High,this.Close,this.Time,this.Tick_volume,this.Real_volume, this.Buy_volume, this.Sell_volume, this.BuySell_volume, this.Price,this.applied_price,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];
+
+      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];
+         this.Real_volume[i] = this.Real_volume[i-1];         
+      }
+      if(getVolumeBreakdown)
+      {
+         this.Buy_volume[i] = this.Buy_volume[i-1];
+         this.Sell_volume[i] = this.Sell_volume[i-1];
+         this.BuySell_volume[i] = this.BuySell_volume[i-1];
+      }
+   }
+   
+   this.Open[0] = 0.0;
+   this.High[0] = 0.0;
+   this.Low[0] = 0.0;
+   this.Close[0] = 0.0;
+   
+   if(getTime)
+      this.Time[0] = 0;
+
+   if(useAppliedPrice)
+      this.Price[0] = 0.0;
+
+   if(getVolumes)
+   {
+      this.Tick_volume[0] = 0.0;
+      this.Real_volume[0] = 0.0;         
+   }
+   if(getVolumeBreakdown)
+   {
+      this.Buy_volume[0] = 0;
+      this.Sell_volume[0] = 0;
+      this.BuySell_volume[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);
+   
+   if(getTime)
+      ArrayResize(this.Time,count+1);
+
+   if(useAppliedPrice)
+      ArrayResize(this.Price,count+1);
+
+   if(getVolumes)
+   {
+      ArrayResize(this.Tick_volume,count+1);
+      ArrayResize(this.Real_volume,count+1);
+   }
+   if(getVolumeBreakdown)
+   {
+      ArrayResize(this.Buy_volume,count+1);
+      ArrayResize(this.Sell_volume,count+1);
+      ArrayResize(this.BuySell_volume,count+1);
+   }
+   
+   OLHCShiftRight();
+}
+
+bool RangeBarIndicator::Canvas_IsNewBar(const datetime &_Time[])
+{
+   ArraySetAsSeries(_Time,true);
+   datetime now = _Time[0]; 
+   ArraySetAsSeries(_Time,false);    
+   
+   if(prevTime != now)
+   {
+      prevTime = now;
+      return true;
+   }
+   
+   return false;
+}
+
+bool RangeBarIndicator::Canvas_IsRatesTotalChanged(int ratesTotalNow)
+{
+   if(prevRatesTotal == 0)
+      prevRatesTotal = ratesTotalNow;
+         
+   if(prevRatesTotal != ratesTotalNow)
+   {
+      prevRatesTotal = ratesTotalNow;
+      return true;
+   }
+   
+   return false;
+}
+
+int RangeBarIndicator::Canvas_RatesTotalChangedBy(int ratesTotalNow)
+{
+   int changedBy = 0;
+   
+   if(prevRatesTotal == 0)
+      prevRatesTotal = ratesTotalNow;
+         
+   if(prevRatesTotal != ratesTotalNow)
+   {
+      changedBy = (ratesTotalNow - prevRatesTotal);
+      prevRatesTotal = ratesTotalNow;
+      return changedBy;
+   }
+   
+   return 0;
+}
+
+int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h[],double &c[],datetime &t[], long &tickVolume[],long &realVolume[], double &buyVolume[], double &sellVolume[], double &buySellVolume[], int start, int count)
+{
+   int handle;
+   double temp[];
+   
+   if(ArrayResize(temp,count) == -1)
+      return -1;
+   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(getVolumes)
+   {
+      if(ArrayResize(tickVolume,count) == -1)
+         return -1;
+      if(ArrayResize(realVolume,count) == -1)
+         return -1;
+   }
+   
+   if(getTime)
+   {
+      if(ArrayResize(t,count) == -1)
+         return -1;
+   }
+   
+   if(getVolumeBreakdown)
+   {
+      if(ArrayResize(buyVolume,count) == -1)
+         return -1;
+      if(ArrayResize(sellVolume,count) == -1)
+         return -1;
+      if(ArrayResize(buySellVolume,count) == -1)
+         return -1; 
+   }
+   
+   handle = rangeBars.GetHandle();
+   if(handle == INVALID_HANDLE)
+      return -1;
+
+   int __count = CopyBuffer(handle,RANGEBAR_OPEN,start,count,temp);
+   if(__count == -1)
+   {
+      if(GetLastError() == ERR_INDICATOR_DATA_NOT_FOUND)
+      {
+         Print("Waiting for buffers ready flag");
+         return -2;
+      }
+      else
+         return -1;
+   }   
+      
+   if(__count < count)
+   {
+      #ifdef DISPLAY_DEBUG_MSG
+         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);
+
+      if(CopyBuffer(handle,RANGEBAR_LOW,start,__count,temp) == -1)
+         return -1;
+      ArrayCopy(l,temp,(count-__count),0);
+         
+      if(CopyBuffer(handle,RANGEBAR_HIGH,start,__count,temp) == -1)
+         return -1;
+      ArrayCopy(h,temp,(count-__count),0);
+
+      if(CopyBuffer(handle,RANGEBAR_CLOSE,start,__count,temp) == -1)
+         return -1;
+
+      ArrayCopy(c,temp,(count-__count),0);
+      
+      if(getTime)
+      {
+         if(CopyBuffer(handle,RANGEBAR_BAR_OPEN_TIME,start,__count,temp) == -1)
+            return -1;
+            
+         ArrayCopy(t,temp,(count-__count),0);      
+      }
+      
+      if(getVolumes)
+      {
+         if(CopyBuffer(handle,RANGEBAR_TICK_VOLUME,start,__count,temp) == -1)
+            return -1;
+            
+         ArrayCopy(tickVolume,temp,(count-__count),0);
+   
+         if(CopyBuffer(handle,RANGEBAR_REAL_VOLUME,start,__count,temp) == -1)
+            return -1;
+            
+         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)
+            return -1;
+            
+         ArrayCopy(buyVolume,temp,(count-__count),0);
+
+         if(CopyBuffer(handle,RANGEBAR_SELL_VOLUME,start,__count,temp) == -1)
+            return -1;
+            
+         ArrayCopy(sellVolume,temp,(count-__count),0);
+
+         if(CopyBuffer(handle,RANGEBAR_BUYSELL_VOLUME,start,__count,temp) == -1)
+            return -1;
+            
+         ArrayCopy(buySellVolume,temp,(count-__count),0);
+      }
+   #else
+   #endif
+#else      
+      if(getVolumeBreakdown)
+      {      
+         if(CopyBuffer(handle,RANGEBAR_BUY_VOLUME,start,__count,temp) == -1)
+            return -1;
+            
+         ArrayCopy(buyVolume,temp,(count-__count),0);
+
+         if(CopyBuffer(handle,RANGEBAR_SELL_VOLUME,start,__count,temp) == -1)
+            return -1;
+            
+         ArrayCopy(sellVolume,temp,(count-__count),0);
+
+         if(CopyBuffer(handle,RANGEBAR_BUYSELL_VOLUME,start,__count,temp) == -1)
+            return -1;
+            
+         ArrayCopy(buySellVolume,temp,(count-__count),0);
+      }
+#endif
+
+   }
+   else
+   {
+      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;
+      
+      if(getTime)
+      {
+         if(CopyBuffer(handle,RANGEBAR_BAR_OPEN_TIME,start,count,temp) == -1)
+            return -1;
+            
+         ArrayCopy(t,temp);
+      }   
+      
+      if(getVolumes)
+      {
+         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);
+      }
+      
+#ifdef P_RANGEBAR_BR
+   #ifdef P_RANGEBAR_BR_PRO
+      if(getVolumeBreakdown)
+      {      
+         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
+   #endif
+#else
+      if(getVolumeBreakdown)
+      {      
+         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      
+   }
+     
+   return count;
+}
+
+//
+// Get "count" Renko MqlRates into "ratesInfoArray[]" array starting from "start" bar  
+//
+
+int RangeBarIndicator::GetOLHCAndApplPriceForIndicatorCalc(double &o[],double &l[],double &h[],double &c[],datetime &t[],long &tickVolume[],long &realVolume[],double &buyVolume[], double &sellVolume[], double &buySellVolume[],double &price[],ENUM_APPLIED_PRICE _applied_price, int start, int count)
+{
+   dataReady = true;
+   
+   int __count = GetOLHCForIndicatorCalc(o,l,h,c,t,tickVolume,realVolume,buyVolume,sellVolume,buySellVolume,start,count);
+   if(__count < 0)
+   {
+      dataReady = false;
+      return __count;
+   }
+   if(applied_price == PRICE_CLOSE) 
+   {
+      return ArrayCopy(price,c);
+   }
+   else if(applied_price == PRICE_OPEN) 
+   {
+      return ArrayCopy(price,o);
+   }
+   else if(applied_price == PRICE_HIGH) 
+   {
+      return ArrayCopy(price,h);
+   }
+   else if(applied_price == PRICE_LOW) 
+   {
+      return ArrayCopy(price,l);
+   }
+   else
+   {       
+      if(ArrayResize(price,__count) == -1)
+         return -1;      
+
+      for(int i=0; i<__count; i++)
+      {
+         price[i] = CalcAppliedPrice(o[i],l[i],h[i],c[i],_applied_price);
+      }
+   }
+      
+   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);
+      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);
+   }
+}
+
+//
+//  Function used for calculating the Apllied Price based on Renko OLHC values
+//
+
+double RangeBarIndicator::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 RangeBarIndicator::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;
+}
+
+void RangeBarIndicator::BufferShiftLeft(double &buffer[])
+{
+   int size = ArraySize(buffer);
+   
+   for(int i=1; i<size; i++)
+      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); 
+   }
+}
+

Include/AZ-INVEST/SDK/RangeBars.mqh

@@ -0,0 +1,678 @@
+#property copyright "Copyright 2018-2020, Level Up Software"
+#property link      "http://www.az-invest.eu"
+
+#ifdef DEVELOPER_VERSION
+   #define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay300" 
+#else
+   #define RANGEBAR_INDICATOR_NAME "Market\\Range Bars Charting" 
+#endif
+
+#define RANGEBAR_OPEN            00
+#define RANGEBAR_HIGH            01
+#define RANGEBAR_LOW             02
+#define RANGEBAR_CLOSE           03 
+#define RANGEBAR_BAR_COLOR       04
+#define RANGEBAR_SESSION_RECT_H  05
+#define RANGEBAR_SESSION_RECT_L  06
+#define RANGEBAR_MA1             07
+#define RANGEBAR_MA2             08
+#define RANGEBAR_MA3             09
+#define RANGEBAR_MA4             10
+#define RANGEBAR_CHANNEL_HIGH    11
+#define RANGEBAR_CHANNEL_MID     12
+#define RANGEBAR_CHANNEL_LOW     13
+#define RANGEBAR_BAR_OPEN_TIME   14
+#define RANGEBAR_TICK_VOLUME     15
+#define RANGEBAR_REAL_VOLUME     16
+#define RANGEBAR_BUY_VOLUME      17
+#define RANGEBAR_SELL_VOLUME     18
+#define RANGEBAR_BUYSELL_VOLUME  19
+#define RANGEBAR_RUNTIME_ID      20
+
+#include <az-invest/sdk/RangeBarCustomChartSettings.mqh>
+
+class RangeBars
+{
+   private:
+   
+      CRangeBarCustomChartSettigns * rangeBarSettings;
+
+      int rangeBarsHandle; // range bar indicator handle
+      string rangeBarsSymbol;
+      bool usedByIndicatorOnRangeBarChart;
+   
+      datetime prevBarTime;      
+
+   public:
+      
+      RangeBars();   
+      RangeBars(bool isUsedByIndicatorOnRangeBarChart);
+      RangeBars(string symbol);
+      ~RangeBars(void);
+      
+      int Init();
+      void Deinit();
+      bool Reload();
+      void ReleaseHandle();
+
+      int GetHandle(void) { return rangeBarsHandle; };
+      double GetRuntimeId();
+      
+      bool IsNewBar();
+      
+      bool GetMqlRates(MqlRates &ratesInfoArray[], int start, int count);
+      bool GetBuySellVolumeBreakdown(double &buy[], double &sell[], double &buySell[], int start, int count);      
+      bool GetMA(int MaBufferId, double &MA[], int start, int count);
+      bool GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count);
+      
+      // The following 6 functions are deprecated, please use GetMA & GetChannelData functions instead
+      bool GetMA1(double &MA[], int start, int count);
+      bool GetMA2(double &MA[], int start, int count);
+      bool GetMA3(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); 
+      //
+      
+   private:
+
+      int GetIndicatorHandle(void);
+      bool GetChannelData(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count);
+};
+
+RangeBars::RangeBars(void)
+{
+#define CONSTRUCTOR1
+   rangeBarSettings = new CRangeBarCustomChartSettigns();
+   rangeBarsHandle = INVALID_HANDLE;
+   rangeBarsSymbol = _Symbol;
+   usedByIndicatorOnRangeBarChart = false;
+   prevBarTime = 0;
+}
+
+RangeBars::RangeBars(bool isUsedByIndicatorOnRangeBarChart)
+{
+   rangeBarSettings = new CRangeBarCustomChartSettigns();
+   rangeBarsHandle = INVALID_HANDLE;
+   rangeBarsSymbol = _Symbol;
+   usedByIndicatorOnRangeBarChart = isUsedByIndicatorOnRangeBarChart;
+   prevBarTime = 0;
+}
+
+RangeBars::RangeBars(string symbol)
+{
+#define CONSTRUCTOR2
+   rangeBarSettings = new CRangeBarCustomChartSettigns();
+   rangeBarsHandle = INVALID_HANDLE;
+   rangeBarsSymbol = symbol;
+   usedByIndicatorOnRangeBarChart = false;
+   prevBarTime = 0;
+}
+
+RangeBars::~RangeBars(void)
+{
+   if(rangeBarSettings != NULL)
+      delete rangeBarSettings;
+}
+
+void RangeBars::ReleaseHandle()
+{ 
+   if(rangeBarsHandle != INVALID_HANDLE)
+   {
+      IndicatorRelease(rangeBarsHandle); 
+   }
+}
+
+//
+//  Function for initializing the median renko indicator handle
+//
+
+int RangeBars::Init()
+{
+   if(!MQLInfoInteger((int)MQL5_TESTING))
+   {
+      if(usedByIndicatorOnRangeBarChart) 
+      {
+         //
+         // Indicator on RangeBar chart uses the values of the RangeBar chart for calculations
+         //      
+         
+         IndicatorRelease(rangeBarsHandle);
+         
+         rangeBarsHandle = GetIndicatorHandle();
+         return rangeBarsHandle;
+      }
+   
+      if(!rangeBarSettings.Load())
+      {
+         if(rangeBarsHandle != INVALID_HANDLE)
+         {
+            // could not read new settings - keep old settings
+            
+            return rangeBarsHandle;
+         }
+         else
+         {
+            Print("Failed to load indicator settings - RangeBar indicator not on chart");
+            return INVALID_HANDLE;
+         }
+      }   
+      
+      if(rangeBarsHandle != INVALID_HANDLE)
+         Deinit();
+
+   }
+   else
+   {
+      if(usedByIndicatorOnRangeBarChart)
+      {
+         //
+         // Indicator on RangeBar chart uses the values of the RangeBar chart for calculations
+         //      
+         rangeBarsHandle = GetIndicatorHandle();
+         return rangeBarsHandle;      
+      }
+      else
+      {     
+         #ifdef SHOW_INDICATOR_INPUTS
+            //
+            //  Load settings from EA inputs
+            //
+            rangeBarSettings.Load();
+         #endif
+      }
+   }   
+
+   RANGEBAR_SETTINGS s = rangeBarSettings.GetCustomChartSettings();         
+   CHART_INDICATOR_SETTINGS cis = rangeBarSettings.GetChartIndicatorSettings(); 
+
+   rangeBarsHandle = iCustom(this.rangeBarsSymbol, _Period, RANGEBAR_INDICATOR_NAME, 
+                                       s.barSizeInTicks,
+                                       s.atrEnabled,
+                                       //s.atrTimeFrame,
+                                       s.atrPeriod,
+                                       s.atrPercentage,
+                                       s.showNumberOfDays, s.resetOpenOnNewTradingDay,
+                                       TradingSessionTime,
+                                       showPivots,
+                                       pivotPointCalculationType,
+                                       RColor,
+                                       PColor,
+                                       SColor,
+                                       PDHColor,
+                                       PDLColor,
+                                       PDCColor,   
+                                       AlertMeWhen,
+                                       AlertNotificationType,
+                                       cis.MA1on, 
+                                       cis.MA1lineType,
+                                       cis.MA1period,
+                                       cis.MA1method,
+                                       cis.MA1applyTo,
+                                       cis.MA1shift,
+                                       cis.MA1priceLabel,
+                                       cis.MA2on, 
+                                       cis.MA2lineType,
+                                       cis.MA2period,
+                                       cis.MA2method,
+                                       cis.MA2applyTo,
+                                       cis.MA2shift,
+                                       cis.MA2priceLabel,
+                                       cis.MA3on, 
+                                       cis.MA3lineType,
+                                       cis.MA3period,
+                                       cis.MA3method,
+                                       cis.MA3applyTo,
+                                       cis.MA3shift,
+                                       cis.MA3priceLabel,
+                                       cis.MA4on, 
+                                       cis.MA4lineType,
+                                       cis.MA4period,
+                                       cis.MA4method,
+                                       cis.MA4applyTo,
+                                       cis.MA4shift,
+                                       cis.MA4priceLabel,
+                                       cis.ShowChannel,
+                                       cis.ChannelPeriod,
+                                       cis.ChannelAtrPeriod,
+                                       cis.ChannelAppliedPrice,
+                                       cis.ChannelMultiplier,
+                                       cis.ChannelBandsDeviations, 
+                                       cis.ChannelPriceLabel,
+                                       cis.ChannelMidPriceLabel,
+                                       true); // used in EA
+// TopBottomPaddingPercentage,
+// showCurrentBarOpenTime,
+// SoundFileBull,
+// SoundFileBear,
+// DisplayAsBarChart
+// ShiftObj; all letft at defaults
+      
+    if(rangeBarsHandle == INVALID_HANDLE)
+    {
+      Print(RANGEBAR_INDICATOR_NAME+" indicator init failed on error ",GetLastError());
+    }
+    else
+    {
+      Print(RANGEBAR_INDICATOR_NAME+" indicator init OK");
+    }
+     
+    return rangeBarsHandle;
+}
+
+//
+// Function for reloading the Median Renko indicator if needed
+//
+
+bool RangeBars::Reload()
+{
+   bool actionNeeded = false;
+   int temp = GetIndicatorHandle();
+   
+   if(temp != rangeBarsHandle)
+   {
+      IndicatorRelease(rangeBarsHandle); 
+      rangeBarsHandle = INVALID_HANDLE;
+
+      actionNeeded = true;
+   }
+   
+   if(rangeBarSettings.Changed(GetRuntimeId()))
+   {
+      actionNeeded = true;      
+   }
+   
+   if(actionNeeded)
+   {
+      if(rangeBarsHandle != INVALID_HANDLE)
+      {
+         IndicatorRelease(rangeBarsHandle); 
+         rangeBarsHandle = INVALID_HANDLE;
+      }
+
+      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(!usedByIndicatorOnRangeBarChart)
+   {
+      if(IndicatorRelease(rangeBarsHandle))
+         Print(RANGEBAR_INDICATOR_NAME+" indicator handle released");
+      else 
+         Print("Failed to release "+RANGEBAR_INDICATOR_NAME+" indicator handle");
+   }
+}
+
+//
+// Function for detecting a new Renko bar
+//
+
+bool RangeBars::IsNewBar()
+{
+   MqlRates currentBar[1];   
+   GetMqlRates(currentBar,0,1);
+   
+   if(currentBar[0].time == 0)
+   {
+      return false;
+   }
+   
+   if(prevBarTime < currentBar[0].time)
+   {
+      prevBarTime = currentBar[0].time;
+      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[],barColor[],time[],tick_volume[],real_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(barColor,count) == -1)
+      return false;
+   if(ArrayResize(time,count) == -1)
+      return false;
+   if(ArrayResize(tick_volume,count) == -1)
+      return false;
+   if(ArrayResize(real_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_BAR_COLOR,start,count,barColor) == -1)
+      return false;
+   if(CopyBuffer(rangeBarsHandle,RANGEBAR_TICK_VOLUME,start,count,tick_volume) == -1)
+      return false;
+   if(CopyBuffer(rangeBarsHandle,RANGEBAR_REAL_VOLUME,start,count,real_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];
+      ratesInfoArray[tempOffset-i].real_volume = (long)real_volume[i];
+      ratesInfoArray[tempOffset-i].spread = (int)barColor[i];
+   }
+   
+   ArrayFree(o);
+   ArrayFree(l);
+   ArrayFree(h);
+   ArrayFree(c);
+   ArrayFree(barColor);
+   ArrayFree(time);
+   ArrayFree(tick_volume);   
+   ArrayFree(real_volume);  
+   
+   return true;
+}
+bool RangeBars::GetBuySellVolumeBreakdown(double &buy[], double &sell[], double &buySell[], int start, int count)
+{
+   double b[],s[],bs[];
+   
+   if(ArrayResize(b,count) == -1)
+      return false;
+   if(ArrayResize(s,count) == -1)
+      return false;
+   if(ArrayResize(bs,count) == -1)
+      return false;
+
+   if(CopyBuffer(rangeBarsHandle,RANGEBAR_BUY_VOLUME,start,count,b) == -1)
+      return false;
+   if(CopyBuffer(rangeBarsHandle,RANGEBAR_SELL_VOLUME,start,count,s) == -1)
+      return false;
+   if(CopyBuffer(rangeBarsHandle,RANGEBAR_BUYSELL_VOLUME,start,count,bs) == -1)
+      return false;
+
+   if(ArrayResize(buy,count) == -1)
+      return false; 
+   if(ArrayResize(sell,count) == -1)
+      return false; 
+   if(ArrayResize(buySell,count) == -1)
+      return false; 
+
+   int tempOffset = count-1;
+   for(int i=0; i<count; i++)
+   {
+      buy[tempOffset-i] = b[i];
+      sell[tempOffset-i] = s[i];
+      buySell[tempOffset-i] = bs[i];
+   }
+   
+   ArrayFree(b);
+   ArrayFree(s);
+   ArrayFree(bs);
+   
+   return true;
+}
+
+//
+// Get "count" values for MaBufferId buffer into "MA[]" array starting from "start" bar  
+//
+
+bool RangeBars::GetMA(int MaBufferId, double &MA[], int start, int count)
+{
+   double tempMA[];
+   if(ArrayResize(tempMA, count) == -1)
+      return false;
+
+   if(ArrayResize(MA, count) == -1)
+      return false;
+   
+   if(MaBufferId != RANGEBAR_MA1 && MaBufferId != RANGEBAR_MA2 && MaBufferId != RANGEBAR_MA3 && MaBufferId != RANGEBAR_MA4)
+   {
+      Print("Incorrect MA buffer id specified in "+__FUNCTION__);
+      return false;
+   }
+   
+   if(CopyBuffer(rangeBarsHandle, MaBufferId,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" MovingAverage1 values into "MA[]" array starting from "start" bar  
+//
+
+bool RangeBars::GetMA1(double &MA[], int start, int count)
+{
+   Print(__FUNCTION__+" is deprecated, please use GetMA instead");
+   
+   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)
+{
+   Print(__FUNCTION__+" is deprecated, please use GetMA instead");
+   
+   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" MovingAverage3 values into "MA[]" starting from "start" bar  
+//
+
+bool RangeBars::GetMA3(double &MA[], int start, int count)
+{
+   Print(__FUNCTION__+" is deprecated, please use GetMA instead");
+   
+   double tempMA[];
+   if(ArrayResize(tempMA,count) == -1)
+      return false;
+
+   if(ArrayResize(MA,count) == -1)
+      return false;
+   
+   if(CopyBuffer(rangeBarsHandle,RANGEBAR_MA3,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" 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)
+{
+   Print(__FUNCTION__+" is deprecated, please use GetChannelData instead");
+   return GetChannelData(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)
+{
+   Print(__FUNCTION__+" is deprecated, please use GetChannelData instead");
+   return GetChannelData(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)
+{
+   Print(__FUNCTION__+" is deprecated, please use GetChannel function instead");
+   return GetChannelData(SuperTrendHighArray,SuperTrendArray,SuperTrendLowArray,start,count);
+}
+
+//
+// Get Channel values into "HighArray[]", "MidArray[]", and "LowArray[]" arrays starting from "start" bar  
+//
+
+bool RangeBars::GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
+{
+   return GetChannelData(HighArray,MidArray,LowArray,start,count);
+}
+
+//
+// Private function used by GetRenkoDonchian and GetRenkoBollingerBands functions to get data
+//
+
+bool RangeBars::GetChannelData(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;
+}
+
+int RangeBars::GetIndicatorHandle(void)
+{
+   int i = ChartIndicatorsTotal(0,0);
+   int j=0;
+   string iName;
+   
+   while(j < i)
+   {
+      iName = ChartIndicatorName(0,0,j);
+      if(StringFind(iName,CUSTOM_CHART_NAME) != -1)
+      {
+         return ChartIndicatorGet(0,0,iName);   
+      }   
+      
+      j++;
+   }
+   
+   Print("Failed getting handle of "+CUSTOM_CHART_NAME);
+   return INVALID_HANDLE;
+}
+
+double RangeBars::GetRuntimeId()
+{
+   double runtimeId[1];
+    
+   if(CopyBuffer(rangeBarsHandle, RANGEBAR_RUNTIME_ID, 0, 1, runtimeId) == -1)
+      return -1;
+
+   return runtimeId[0];   
+}

Include/AZ-INVEST/SDK/TradingChecks.mqh

@@ -0,0 +1,932 @@
+//
+// Copyright 2018, Artur Zas
+// https://www.az-invest.eu 
+// https://www.mql5.com/en/users/arturz
+//
+
+#ifdef __MQL5__
+   //--- class for performing trade operations
+   #include <Trade\Trade.mqh>
+   CTrade trade;
+   //--- class for working with orders
+   #include <Trade\OrderInfo.mqh>
+   COrderInfo orderinfo;
+   //--- class for working with positions
+   #include <Trade\PositionInfo.mqh>
+   CPositionInfo positioninfo;
+
+   //--- introduce the predefined variables from MQL4 for versatility of the code
+   #define Ask    SymbolInfoDouble(_symbol,SYMBOL_ASK)
+   #define Bid    SymbolInfoDouble(_symbol,SYMBOL_BID)
+   
+   bool suppressLogOutput = false;
+   
+   void SuppressGlobalLogOutput() { suppressLogOutput = true; };
+   
+#endif
+
+#define _point SymbolInfoDouble(_symbol,SYMBOL_POINT)
+
+//--- redefine the order types from MQL5 to MQL4 for use in common code
+#ifdef __MQL4__ 
+#define ORDER_TYPE_BUY        OP_BUY
+#define ORDER_TYPE_SELL       OP_SELL
+#define ORDER_TYPE_BUY_LIMIT  OP_BUYLIMIT
+#define ORDER_TYPE_SELL_LIMIT OP_SELLLIMIT
+#define ORDER_TYPE_BUY_STOP   OP_BUYSTOP
+#define ORDER_TYPE_SELL_STOP  OP_SELLSTOP
+#endif 
+
+enum ENUM_TC_ERROR
+{
+   tcErrorNONE = 0,
+   tcErrorNotEnoughMoney,
+   tcErrorInvalidStops,
+   tcErrorOrderLimitReached,
+   tcErrorFreezeLevel,
+   tcErrorNothingChanged,
+   tcErrorInvalidPrice,
+};
+
+class CTradingChecks
+{
+   private:
+   
+   ENUM_TC_ERROR _err;
+   bool _suppressLogOutput;
+   
+   public:
+   
+   CTradingChecks();
+   ~CTradingChecks();
+   
+   string GetCheckErrorToString();
+   void SuppressLogOutput() { _suppressLogOutput = true; };
+   
+   bool OkToOpenOrder(string _symbol,ENUM_ORDER_TYPE type, double lots, double entryPrice, double sl, double tp);
+   bool OkToModifyOrder(string _symbol,ulong ticket,double price, double sl, double tp);
+#ifdef __MQL5__      
+   bool OkToOpenPosition(string _symbol,ENUM_ORDER_TYPE type, double lots, double entryPrice, double sl, double tp);
+   bool OkToModifyPosition(string _symbol,ulong ticket, double sl, double tp);
+#endif   
+};
+
+CTradingChecks::CTradingChecks(void)
+{
+   suppressLogOutput = false;
+}
+
+CTradingChecks::~CTradingChecks(void)
+{
+}
+
+string CTradingChecks::GetCheckErrorToString(void)
+{
+   switch(_err)
+   {
+      case tcErrorNONE:
+         return "No Error";
+      case tcErrorNotEnoughMoney:
+         return "Not enough money (check previous message in Experts log)";
+      case tcErrorInvalidStops:
+         return "Invalid stops (check previous message in Experts log)";
+      case tcErrorOrderLimitReached:
+         return "Maximum order limit reached";
+      case tcErrorFreezeLevel:
+         return "Freeze level (check previous message in Experts log)";
+      case tcErrorNothingChanged:
+         return "Nothing to change";
+      case tcErrorInvalidPrice:
+         return "Invalid entry price for this order type";
+         
+      default:
+         return "";
+   }   
+}
+
+bool CTradingChecks::OkToOpenOrder(string _symbol,ENUM_ORDER_TYPE type, double lots, double entryPrice,double sl, double tp)
+{
+   if(!IsNewPendingOrderAllowed())
+   {
+      _err = tcErrorOrderLimitReached;
+      return false;
+   }
+
+   if(!CheckStopLoss_Takeprofit(_symbol,type,entryPrice,sl,tp))
+   {
+      _err = tcErrorInvalidStops;
+      return false;
+   }
+
+   _err = tcErrorNONE;
+   return true;
+}
+
+#ifdef __MQL5__
+bool CTradingChecks::OkToOpenPosition(string _symbol,ENUM_ORDER_TYPE type, double lots, double entryPrice,double sl, double tp)
+{
+#ifdef __MQL5__   
+   if(!CheckMoneyForTrade(_symbol,lots,type))
+   {
+      _err = tcErrorNotEnoughMoney;
+      return false;   
+   }
+  // if(NewOrderAllowedVolume(_symbol) < lots)
+  //    return false;
+#else
+   if(!CheckMoneyForTrade(_symbol,lots,(int)type))
+   {
+      _err = tcErrorNotEnoughMoney;
+      return false;   
+   }
+   if(!IsNewPendingOrderAllowed())
+   {
+      _err = tcErrorOrderLimitReached;
+      return false;
+   }
+#endif   
+
+   if(!CheckStopLoss_Takeprofit(_symbol,type,entryPrice,sl,tp))
+   {
+      _err = tcErrorInvalidStops;
+      return false;
+   }
+   
+   _err = tcErrorNONE;
+   return true;
+}
+#endif;
+
+bool CTradingChecks::OkToModifyOrder(string _symbol, ulong ticket,double price, double sl, double tp)
+{
+#ifdef __MQL5__
+   if(!OrderModifyCheck(ticket,price,sl,tp))
+   {
+      _err = tcErrorNothingChanged;
+      return false;
+   }
+   if(!CheckOrderForFREEZE_LEVEL(_symbol,ticket))
+   {
+      _err = tcErrorFreezeLevel;
+      return false;
+   }
+#else   
+   if(!OrderModifyCheck((int)ticket,price,sl,tp))
+   {
+      _err = tcErrorNothingChanged;
+      return false;
+   }
+   if(!CheckOrderForFREEZE_LEVEL(_symbol,(int)ticket))
+   {
+      _err = tcErrorFreezeLevel;
+      return false;
+   }
+#endif   
+
+   if(!CheckPendingOrderEntryChange(_symbol,ticket,price))
+   {
+      _err = tcErrorInvalidPrice;
+      return false;
+   }   
+
+   _err = tcErrorNONE;
+   return true;
+}
+
+#ifdef __MQL5__
+bool CTradingChecks::OkToModifyPosition(string _symbol, ulong ticket,double sl,double tp)
+{
+   if(!PositionModifyCheck(ticket,sl,tp))
+   {
+      _err = tcErrorNothingChanged;
+      return false;
+   }
+   if(!CheckPositionForFREEZE_LEVEL(_symbol,ticket))
+   {
+      _err = tcErrorFreezeLevel;
+      return false;
+   }
+   
+   _err = tcErrorNONE;
+   return true;
+}
+#endif 
+
+//////////////////////////////////////////////////////////////////
+//
+// Helper functions from https://www.mql5.com/en/articles/2555
+// 
+///////////////////////////////////////////////////////////////////
+
+#ifdef __MQL5__
+bool CheckMoneyForTrade(string symb,double lots,ENUM_ORDER_TYPE type)
+  {
+//--- Getting the opening price
+   MqlTick mqltick;
+   SymbolInfoTick(symb,mqltick);
+   double price=mqltick.ask;
+   if(type==ORDER_TYPE_SELL)
+      price=mqltick.bid;
+//--- values of the required and free margin
+   double margin,free_margin=AccountInfoDouble(ACCOUNT_MARGIN_FREE);
+   //--- call of the checking function
+   if(!OrderCalcMargin(type,symb,lots,price,margin))
+     {
+      //--- something went wrong, report and return false
+      if(suppressLogOutput == false)
+      {
+         Print("Error in ",__FUNCTION__," code=",GetLastError());
+      }
+        
+      return(false);
+     }
+   //--- if there are insufficient funds to perform the operation
+   if(margin>free_margin)
+     {
+      //--- report the error and return false
+      if(suppressLogOutput == false)
+      {
+         Print("Not enough money for ",EnumToString(type)," ",lots," ",symb," Error code=",GetLastError());
+         Print("Required margin:"+DoubleToString(margin,2)+"; free margin:"+DoubleToString(free_margin,2));
+      }
+      return(false);
+     }
+//--- checking successful
+   return(true);
+  }
+#else  
+bool CheckMoneyForTrade(string symb, double lots,int type)
+  {
+   double free_margin=AccountFreeMarginCheck(symb,type, lots);
+   //-- if there is not enough money
+   if(free_margin<0)
+     {
+      string oper=(type==OP_BUY)? "Buy":"Sell";
+      if(suppressLogOutput == false)
+      {
+         Print("Not enough money for ", oper," ",lots, " ", symb, " Error code=",GetLastError());
+      }
+      
+      return(false);
+     }
+   //--- checking successful
+   return(true);
+  }  
+#endif
+
+
+//+------------------------------------------------------------------+
+//| Check if another order can be placed                             |
+//+------------------------------------------------------------------+
+bool IsNewPendingOrderAllowed()
+  {
+//--- get the number of pending orders allowed on the account
+   int max_allowed_orders=(int)AccountInfoInteger(ACCOUNT_LIMIT_ORDERS);
+
+//--- if there is no limitation, return true; you can send an order
+   if(max_allowed_orders==0) return(true);
+
+//--- if we passed to this line, then there is a limitation; find out how many orders are already placed
+   int orders=OrdersTotal();
+
+//--- return the result of comparing
+   return(orders<max_allowed_orders);
+  }
+  
+#ifdef __MQL5__
+//+------------------------------------------------------------------+
+//| Return the size of position on the specified symbol              |
+//+------------------------------------------------------------------+
+double PositionVolume(string symbol)
+  {
+//--- try to select position by a symbol
+   bool selected=PositionSelect(symbol);
+//--- there is a position
+   if(selected)
+      //--- return volume of the position
+      return(PositionGetDouble(POSITION_VOLUME));
+   else
+     {
+      //--- report a failure to select position
+      if(suppressLogOutput == false)
+      {
+         Print(__FUNCTION__," Failed to perform PositionSelect() for symbol ",
+            symbol," Error ",GetLastError());
+      }
+      return(-1);
+     }
+  }
+  
+//+------------------------------------------------------------------+
+//|  returns the volume of current pending order by a symbol         |
+//+------------------------------------------------------------------+
+double   PendingsVolume(string symbol)
+  {
+   double volume_on_symbol=0;
+   ulong ticket;
+//---  get the number of all currently placed orders by all symbols
+   int all_orders=OrdersTotal();
+
+//--- get over all orders in the loop
+   for(int i=0;i<all_orders;i++)
+     {
+      //--- get the ticket of an order by its position in the list
+      ticket = OrderGetTicket(i);
+      if((bool)ticket)
+        {
+         //--- if our symbol is specified in the order, add the volume of this order
+         if(symbol==OrderGetString(ORDER_SYMBOL))
+            volume_on_symbol+=OrderGetDouble(ORDER_VOLUME_INITIAL);
+        }
+     }
+//--- return the total volume of currently placed pending orders for a specified symbol
+   return(volume_on_symbol);
+  }  
+  
+//+------------------------------------------------------------------+
+//| Return the maximum allowed volume for an order on the symbol     |
+//+------------------------------------------------------------------+
+double NewOrderAllowedVolume(string symbol)
+  {
+   double allowed_volume=0;
+//--- get the limitation on the maximal volume of an order
+   double symbol_max_volume=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX);
+//--- get the limitation on the volume by a symbol
+   double max_volume=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_LIMIT);
+
+//--- get the volume of the open position by a symbol
+   double opened_volume=PositionVolume(symbol);
+   if(opened_volume>=0)
+     {
+      //--- if we have exhausted the volume
+      if(max_volume-opened_volume<=0)
+         return(0);
+
+      //--- volume of the open position doesn't exceed max_volume
+      double orders_volume_on_symbol=PendingsVolume(symbol);
+      allowed_volume=max_volume-opened_volume-orders_volume_on_symbol;
+      if(allowed_volume>symbol_max_volume) allowed_volume=symbol_max_volume;
+     }
+   return(allowed_volume);
+  }
+#endif  
+
+//+------------------------------------------------------------------+
+//| Check the correctness of StopLoss and TakeProfit                 |
+//+------------------------------------------------------------------+
+bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,double SL,double TP)
+  {
+//--- get the SYMBOL_TRADE_STOPS_LEVEL level
+   int stops_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_STOPS_LEVEL);
+   if(stops_level!=0)
+     {
+      if(suppressLogOutput == false)
+      {
+         PrintFormat("SYMBOL_TRADE_STOPS_LEVEL=%d: StopLoss and TakeProfit must"+
+                  " not be nearer than %d points from the closing price",stops_level,stops_level);
+      }
+     }
+//---
+   bool SL_check=false,TP_check=false;
+//--- check the order type
+   switch(type)
+     {
+      //--- Buy operation
+      case  ORDER_TYPE_BUY:
+        {
+         //--- check the StopLoss
+         SL_check= (SL==0) ? true : (Bid-SL>stops_level*_point);
+         if(!SL_check && suppressLogOutput == false)
+            PrintFormat("For order %s   StopLoss=%.5f must be less than %.5f"+
+                        " (Bid=%.5f - SYMBOL_TRADE_STOPS_LEVEL=%d points)",
+                        EnumToString(type),SL,Bid-stops_level*_point,Bid,stops_level);
+         //--- check the TakeProfit
+         TP_check= (TP==0) ? true : (TP-Bid>stops_level*_point);
+         if(!TP_check && suppressLogOutput == false)
+            PrintFormat("For order %s   TakeProfit=%.5f must be greater than %.5f"+
+                        " (Bid=%.5f + SYMBOL_TRADE_STOPS_LEVEL=%d points)",
+                        EnumToString(type),TP,Bid+stops_level*_point,Bid,stops_level);
+         //--- return the result of checking
+         return(SL_check&&TP_check);
+        }
+      //--- Sell operation
+      case  ORDER_TYPE_SELL:
+        {
+         //--- check the StopLoss
+         SL_check= (SL==0) ? true : (SL-Ask>stops_level*_point);
+         if(!SL_check && suppressLogOutput == false)
+            PrintFormat("For order %s   StopLoss=%.5f must be greater than %.5f"+
+                        " (Ask=%.5f + SYMBOL_TRADE_STOPS_LEVEL=%d points)",
+                        EnumToString(type),SL,Ask+stops_level*_point,Ask,stops_level);
+         //--- check the TakeProfit
+         TP_check= (TP==0) ? true : (Ask-TP>stops_level*_point);
+         if(!TP_check && suppressLogOutput == false)
+            PrintFormat("For order %s   TakeProfit=%.5f must be less than %.5f"+
+                        " (Ask=%.5f - SYMBOL_TRADE_STOPS_LEVEL=%d points)",
+                        EnumToString(type),TP,Ask-stops_level*_point,Ask,stops_level);
+         //--- return the result of checking
+         return(TP_check&&SL_check);
+        }
+      break;
+      //--- BuyLimit pending order
+      case  ORDER_TYPE_BUY_LIMIT:
+        {
+         //--- check the StopLoss
+         SL_check= (SL==0) ? true : ((price-SL)>stops_level*_point);
+         if(!SL_check && suppressLogOutput == false)
+            PrintFormat("For order %s   StopLoss=%.5f must be less than %.5f"+
+                        " (Open-StopLoss=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
+                        EnumToString(type),SL,price-stops_level*_point,(int)((price-SL)/_point),stops_level);
+         //--- check the TakeProfit
+         TP_check= (TP==0) ? true : ((TP-price)>stops_level*_point);
+         if(!TP_check && suppressLogOutput == false)
+            PrintFormat("For order %s   TakeProfit=%.5f must be greater than %.5f"+
+                        " (TakeProfit-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
+                        EnumToString(type),TP,price+stops_level*_point,(int)((TP-price)/_point),stops_level);
+         //--- return the result of checking
+         return(SL_check&&TP_check);
+        }
+      //--- SellLimit pending order
+      case  ORDER_TYPE_SELL_LIMIT:
+        {
+         //--- check the StopLoss
+         SL_check= (SL==0) ? true : ((SL-price)>stops_level*_point);
+         if(!SL_check && suppressLogOutput == false)
+            PrintFormat("For order %s   StopLoss=%.5f must be greater than %.5f"+
+                        " (StopLoss-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
+                        EnumToString(type),SL,price+stops_level*_point,(int)((SL-price)/_point),stops_level);
+         //--- check the TakeProfit
+         TP_check= (TP==0) ? true : ((price-TP)>stops_level*_point);
+         if(!TP_check && suppressLogOutput == false)
+            PrintFormat("For order %s   TakeProfit=%.5f must be less than %.5f"+
+                        " (Open-TakeProfit=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
+                        EnumToString(type),TP,price-stops_level*_point,(int)((price-TP)/_point),stops_level);
+         //--- return the result of checking
+         return(TP_check&&SL_check);
+        }
+      break;
+      //--- BuyStop pending order
+      case  ORDER_TYPE_BUY_STOP:
+        {
+         //--- check the StopLoss
+         SL_check= (SL==0) ? true : ((price-SL)>stops_level*_point);
+         if(!SL_check && suppressLogOutput == false)
+            PrintFormat("For order %s   StopLoss=%.5f must be less than %.5f"+
+                        " (Open-StopLoss=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
+                        EnumToString(type),SL,price-stops_level*_point,(int)((price-SL)/_point),stops_level);
+         //--- check the TakeProfit
+         TP_check= (TP==0) ? true : ((TP-price)>stops_level*_point);
+         if(!TP_check && suppressLogOutput == false)
+            PrintFormat("For order %s   TakeProfit=%.5f must be greater than %.5f"+
+                        " (TakeProfit-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
+                        EnumToString(type),TP,price-stops_level*_point,(int)((TP-price)/_point),stops_level);
+         //--- return the result of checking
+         return(SL_check&&TP_check);
+        }
+      //--- SellStop pending order
+      case  ORDER_TYPE_SELL_STOP:
+        {
+         //--- check the StopLoss
+         SL_check= (SL==0) ? true : ((SL-price)>stops_level*_point);
+         if(!SL_check && suppressLogOutput == false)
+            PrintFormat("For order %s   StopLoss=%.5f must be greater than %.5f"+
+                        " (StopLoss-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
+                        EnumToString(type),SL,price+stops_level*_point,(int)((SL-price)/_point),stops_level);
+         //--- check the TakeProfit
+         TP_check= (TP==0) ? true : ((price-TP)>stops_level*_point);
+         if(!TP_check && suppressLogOutput == false)
+            PrintFormat("For order %s   TakeProfit=%.5f must be less than %.5f"+
+                        " (Open-TakeProfit=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
+                        EnumToString(type),TP,price-stops_level*_point,(int)((price-TP)/_point),stops_level);
+         //--- return the result of checking
+         return(TP_check&&SL_check);
+        }
+      break;
+     }
+
+//---
+   return false;
+  }
+  
+#ifdef __MQL5__
+//+------------------------------------------------------------------+
+//| Checking the new values of levels before order modification      |
+//+------------------------------------------------------------------+
+bool OrderModifyCheck(ulong ticket,double price,double sl,double tp)
+  {
+//--- select order by ticket
+   if(orderinfo.Select(ticket))
+     {
+      //--- point size and name of the symbol, for which a pending order was placed
+      string symbol=orderinfo.Symbol();
+      double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
+      int digits=(int)SymbolInfoInteger(symbol,SYMBOL_DIGITS);
+      //--- check if there are changes in the Open price
+      bool PriceOpenChanged=(MathAbs(orderinfo.PriceOpen()-price)>point);
+      //--- check if there are changes in the StopLoss level
+      bool StopLossChanged=(MathAbs(orderinfo.StopLoss()-sl)>point);
+      //--- check if there are changes in the Takeprofit level
+      bool TakeProfitChanged=(MathAbs(orderinfo.TakeProfit()-tp)>point);
+      //--- if there are any changes in levels
+      if(PriceOpenChanged || StopLossChanged || TakeProfitChanged)
+         return(true);  // order can be modified      
+      //--- there are no changes in the Open, StopLoss and Takeprofit levels
+      else
+      {
+      //--- notify about the error
+         if(suppressLogOutput == false)
+         {
+            PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f",
+                     ticket,orderinfo.PriceOpen(),orderinfo.StopLoss(),orderinfo.TakeProfit());
+         }
+      }
+     }
+//--- came to the end, no changes for the order
+   return(false);       // no point in modifying 
+  }
+//+------------------------------------------------------------------+
+//| Checking the new values of levels before order modification      |
+//+------------------------------------------------------------------+
+bool PositionModifyCheck(ulong ticket,double sl,double tp)
+  {
+//--- select order by ticket
+   if(positioninfo.SelectByTicket(ticket))
+     {
+      //--- point size and name of the symbol, for which a pending order was placed
+      string symbol=positioninfo.Symbol();
+      double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
+      //--- check if there are changes in the StopLoss level
+      bool StopLossChanged=(MathAbs(positioninfo.StopLoss()-sl)>point);
+      //--- check if there are changes in the Takeprofit level
+      bool TakeProfitChanged=(MathAbs(positioninfo.TakeProfit()-tp)>point);
+      //--- if there are any changes in levels
+      if(StopLossChanged || TakeProfitChanged)
+         return(true);  // position can be modified      
+      //--- there are no changes in the StopLoss and Takeprofit levels
+      else
+      {
+      //--- notify about the error
+         if(suppressLogOutput == false)
+         {
+            PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f",
+                     ticket,orderinfo.PriceOpen(),orderinfo.StopLoss(),orderinfo.TakeProfit());
+         }
+      }
+     }
+//--- came to the end, no changes for the order
+   return(false);       // no point in modifying 
+  }
+#else
+//+------------------------------------------------------------------+
+//| Checking the new values of levels before order modification      |
+//+------------------------------------------------------------------+
+bool OrderModifyCheck(int ticket,double price,double sl,double tp)
+  {
+//--- select order by ticket
+   if(OrderSelect(ticket,SELECT_BY_TICKET))
+     {
+      //--- point size and name of the symbol, for which a pending order was placed
+      string symbol=OrderSymbol();
+      double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
+      //--- check if there are changes in the Open price
+      bool PriceOpenChanged=true;
+      int type=OrderType();
+      if(!(type==OP_BUY || type==OP_SELL))
+        {
+         PriceOpenChanged=(MathAbs(OrderOpenPrice()-price)>point);
+        }
+      //--- check if there are changes in the StopLoss level
+      bool StopLossChanged=(MathAbs(OrderStopLoss()-sl)>point);
+      //--- check if there are changes in the Takeprofit level
+      bool TakeProfitChanged=(MathAbs(OrderTakeProfit()-tp)>point);
+      //--- if there are any changes in levels
+      if(PriceOpenChanged || StopLossChanged || TakeProfitChanged)
+         return(true);  // order can be modified      
+      //--- there are no changes in the Open, StopLoss and Takeprofit levels
+      else
+      {
+      //--- notify about the error
+         if(suppressLogOutput == false)
+         {
+            PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f",
+                     ticket,OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit());
+         }
+      }
+     }
+//--- came to the end, no changes for the order
+   return(false);       // no point in modifying 
+  }
+#endif 
+
+
+#ifdef __MQL5__
+//+------------------------------------------------------------------+
+//| Check the distance from opening price to activation price        |
+//+------------------------------------------------------------------+
+bool CheckOrderForFREEZE_LEVEL(string _symbol, ulong ticket)
+  {
+//--- get the SYMBOL_TRADE_FREEZE_LEVEL level
+   int freeze_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL);
+   if(freeze_level!=0)
+     {
+      if(suppressLogOutput == false)
+      {
+         PrintFormat("SYMBOL_TRADE_FREEZE_LEVEL=%d: Cannot modify order"+
+                  "  nearer than %d points from the activation price",freeze_level,freeze_level);
+      }
+     }
+//--- select order for working
+   if(!OrderSelect(ticket))
+     {
+      //--- failed to select order
+      return(false);
+     }
+//--- get the order data
+   double price=OrderGetDouble(ORDER_PRICE_OPEN);
+   double sl=OrderGetDouble(ORDER_SL);
+   double tp=OrderGetDouble(ORDER_TP);
+   ENUM_ORDER_TYPE type=(ENUM_ORDER_TYPE)OrderGetInteger(ORDER_TYPE);
+//--- result of checking 
+   bool check=false;
+//--- check the order type
+   switch(type)
+     {
+      //--- BuyLimit pending order
+      case  ORDER_TYPE_BUY_LIMIT:
+        {
+         //--- check the distance from the opening price to the activation price
+         check=((Ask-price)>freeze_level*_point);
+         if(!check && suppressLogOutput == false)
+            PrintFormat("Order %s #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
+                        EnumToString(type),ticket,(int)((Ask-price)/_point),freeze_level);
+         return(check);
+        }
+      //--- BuyLimit pending order
+      case  ORDER_TYPE_SELL_LIMIT:
+        {
+         //--- check the distance from the opening price to the activation price
+         check=((price-Bid)>freeze_level*_point);
+         if(!check && suppressLogOutput == false)
+            PrintFormat("Order %s #%d cannot be modified: Open-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
+                        EnumToString(type),ticket,(int)((price-Bid)/_point),freeze_level);
+         return(check);
+        }
+      break;
+      //--- BuyStop pending order
+      case  ORDER_TYPE_BUY_STOP:
+        {
+         //--- check the distance from the opening price to the activation price
+         check=((price-Ask)>freeze_level*_point);
+         if(!check && suppressLogOutput == false)
+            PrintFormat("Order %s #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
+                        EnumToString(type),ticket,(int)((price-Ask)/_point),freeze_level);
+         return(check);
+        }
+      //--- SellStop pending order
+      case  ORDER_TYPE_SELL_STOP:
+        {
+         //--- check the distance from the opening price to the activation price
+         check=((Bid-price)>freeze_level*_point);
+         if(!check && suppressLogOutput == false)
+            PrintFormat("Order %s #%d cannot be modified: Bid-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
+                        EnumToString(type),ticket,(int)((Bid-price)/_point),freeze_level);
+         return(check);
+        }
+      break;
+     }
+//--- order did not pass the check
+   return (false);
+  }
+//+------------------------------------------------------------------+
+//| Check if the TP and SL are too close to activation price         |
+//+------------------------------------------------------------------+
+bool CheckPositionForFREEZE_LEVEL(string _symbol, ulong ticket)
+  {
+     
+//--- get the SYMBOL_TRADE_FREEZE_LEVEL level
+   int freeze_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL);
+   if(freeze_level!=0 && suppressLogOutput == false)
+     {
+      PrintFormat("SYMBOL_TRADE_FREEZE_LEVEL=%d: Cannot modify order"+
+                  "  nearer than %d points from the activation price",freeze_level,freeze_level);
+     }
+//--- select position for working
+   if(!PositionSelectByTicket(ticket))
+     {
+      //--- failed to select position
+      return(false);
+     }
+//--- get the order data     
+   ENUM_POSITION_TYPE pos_type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
+   double sl=PositionGetDouble(POSITION_SL);
+   double tp=PositionGetDouble(POSITION_TP);
+//--- result of checking StopLoss and TakeProfit
+   bool SL_check=false,TP_check=false;
+//--- position type
+   switch(pos_type)
+     {
+      //--- buy
+      case POSITION_TYPE_BUY:
+        {
+         SL_check=(sl == 0) ? true: (Bid-sl>freeze_level*_point);
+         if(!SL_check && suppressLogOutput == false)
+            PrintFormat("Position %s #%d cannot be modified: Bid-StopLoss=%d points"+
+                        " < SYMBOL_TRADE_FREEZE_LEVEL=%d points)",
+                        EnumToString(pos_type),ticket,(int)((Bid-sl)/_point),freeze_level);
+         TP_check=(tp == 0) ? true: (tp-Bid>freeze_level*_point);
+         if(!TP_check && suppressLogOutput == false)
+            PrintFormat("Position %s #%d cannot be modified: TakeProfit-Bid=%d points"+
+                        " < SYMBOL_TRADE_FREEZE_LEVEL=%d points)",
+                        EnumToString(pos_type),ticket,(int)((tp-Bid)/_point),freeze_level);
+         //--- return the result of checking
+         return(SL_check&&TP_check);
+        }
+      break;
+      //--- sell
+      case POSITION_TYPE_SELL:
+        {
+         SL_check=(sl == 0) ? true: (sl-Ask>freeze_level*_point);
+         if(!SL_check && suppressLogOutput == false)
+            PrintFormat("Position %s cannot be modified: StopLoss-Ask=%d points"+
+                        " < SYMBOL_TRADE_FREEZE_LEVEL=%d points)",
+                        EnumToString(pos_type),(int)((sl-Ask)/_point),freeze_level);
+         TP_check=(tp == 0) ? true: (Ask-tp>freeze_level*_point);
+         if(!TP_check && suppressLogOutput == false)
+            PrintFormat("Position %s cannot be modified: Ask-TakeProfit=%d points"+
+                     " < SYMBOL_TRADE_FREEZE_LEVEL=%d points)",
+                     EnumToString(pos_type),(int)((Ask-tp)/_point),freeze_level);
+         //--- return the result of checking
+         return(SL_check&&TP_check);
+        }
+      break;
+     }
+//--- position did not pass the check
+   return (false);
+  }
+#else
+bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
+  {
+//--- get the SYMBOL_TRADE_FREEZE_LEVEL level
+   int freeze_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL);
+   if(freeze_level!=0 && suppressLogOutput == false)
+     {
+      PrintFormat("SYMBOL_TRADE_FREEZE_LEVEL=%d: Cannot modify order"+
+                  "  nearer than %d points from the activation price",freeze_level,freeze_level);
+     }
+//--- select order for working
+   if(!OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
+     {
+      //--- failed to select order
+      return (false);
+     }
+//--- get the order data
+   double price=OrderOpenPrice();
+   double sl=OrderStopLoss();
+   double tp=OrderTakeProfit();
+   int type=OrderType();
+//--- result of checking 
+   bool check=false;
+//--- check the order type
+   switch(type)
+     {
+      //--- BuyLimit pending order
+      case  OP_BUYLIMIT:
+        {
+         //--- check the distance from the opening price to the activation price
+         check=((Ask-price)>freeze_level*_point);
+         if(!check && suppressLogOutput == false)
+            PrintFormat("Order OP_BUYLIMIT #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
+                        ticket,(int)((Ask-price)/_point),freeze_level);
+         return(check);
+        }
+      //--- BuyLimit pending order
+      case  OP_SELLLIMIT:
+        {
+         //--- check the distance from the opening price to the activation price
+         check=((price-Bid)>freeze_level*_point);
+         if(!check && suppressLogOutput == false)
+            PrintFormat("Order OP_SELLLIMIT #%d cannot be modified: Open-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
+                        ticket,(int)((price-Bid)/_point),freeze_level);
+         return(check);
+        }
+      break;
+      //--- BuyStop pending order
+      case  OP_BUYSTOP:
+        {
+         //--- check the distance from the opening price to the activation price
+         check=((price-Ask)>freeze_level*_point);
+         if(!check && suppressLogOutput == false)
+            PrintFormat("Order OP_BUYSTOP #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
+                        ticket,(int)((price-Ask)/_point),freeze_level);
+         return(check);
+        }
+      //--- SellStop pending order
+      case  OP_SELLSTOP:
+        {
+         //--- check the distance from the opening price to the activation price
+         check=((Bid-price)>freeze_level*_point);
+         if(!check && suppressLogOutput == false)
+            PrintFormat("Order OP_SELLSTOP #%d cannot be modified: Bid-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
+                        ticket,(int)((Bid-price)/_point),freeze_level);
+         return(check);
+        }
+      break;
+      //--- checking opened Buy order
+      case  OP_BUY:
+        {
+         //--- check TakeProfit distance to the activation price
+         bool TP_check=(tp == 0) ? true: (tp-Bid>freeze_level*_point);
+         if(!TP_check && suppressLogOutput == false)
+            PrintFormat("Order OP_BUY %d cannot be modified: TakeProfit-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
+                        ticket,(int)((tp-Bid)/_point),freeze_level);
+         //--- check TakeProfit distance to the activation price
+         bool SL_check=(sl == 0) ? true: (Bid-sl>freeze_level*_point);
+         if(!SL_check && suppressLogOutput == false)
+            PrintFormat("Order OP_BUY %d cannot be modified: TakeProfit-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
+                        ticket,(int)((Bid-sl)/_point),freeze_level);
+         return(SL_check&&TP_check);
+        }
+      break;
+      //--- checking opened Sell order
+      case  OP_SELL:
+        {
+         //--- check TakeProfit distance to the activation price
+         bool TP_check=(tp == 0) ? true: (Ask-tp>freeze_level*_point);
+         if(!TP_check && suppressLogOutput == false)
+            PrintFormat("Order OP_SELL %d cannot be modified: Ask-TakeProfit=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
+                        ticket,(int)((Ask-tp)/_point),freeze_level);
+         //--- check TakeProfit distance to the activation price
+         bool SL_check=(sl == 0) ? true: (sl-Ask>freeze_level*_point);
+         if(!SL_check && suppressLogOutput == false)
+            PrintFormat("Order OP_BUY %d cannot be modified: TakeProfit-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
+                        ticket,(int)((sl-Ask)/_point),freeze_level);
+         return(SL_check&&TP_check);
+        }
+      break;
+     }
+//--- order did not pass the check
+   return (false);
+  }
+#endif  
+
+bool CheckPendingOrderEntryChange(string _symbol, ulong ticket, double newEntryPrice)
+  {
+//--- select order for working
+   if(!OrderSelect(ticket))
+     {
+      //--- failed to select order
+      return(false);
+     }
+//--- get the order data
+   ENUM_ORDER_TYPE type=(ENUM_ORDER_TYPE)OrderGetInteger(ORDER_TYPE);
+//--- result of checking 
+   bool check=false;
+//--- check the order type
+   switch(type)
+     {
+      //--- BuyLimit pending order
+      case  ORDER_TYPE_BUY_LIMIT:
+        {
+         //--- check the distance from the opening price to the activation price
+         check= (newEntryPrice < Ask);
+         if(!check && suppressLogOutput == false)
+            PrintFormat("Order %s #%d cannot be modified",
+                        EnumToString(type),ticket);
+         return(check);
+        }
+      //--- BuyLimit pending order
+      case  ORDER_TYPE_SELL_LIMIT:
+        {
+         //--- check the distance from the opening price to the activation price
+         check=(newEntryPrice > Bid);
+         if(!check && suppressLogOutput == false)
+            PrintFormat("Order %s #%d cannot be modified",
+                        EnumToString(type),ticket);
+         return(check);
+        }
+      break;
+      //--- BuyStop pending order
+      case  ORDER_TYPE_BUY_STOP:
+        {
+         //--- check the distance from the opening price to the activation price
+         check=(newEntryPrice > Ask);
+         if(!check && suppressLogOutput == false)
+            PrintFormat("Order %s #%d cannot be modified",
+                        EnumToString(type),ticket);
+         return(check);
+        }
+      //--- SellStop pending order
+      case  ORDER_TYPE_SELL_STOP:
+        {
+         //--- check the distance from the opening price to the activation price
+         check=(newEntryPrice < Bid);
+         if(!check && suppressLogOutput == false)
+            PrintFormat("Order %s #%d cannot be modified",
+                        EnumToString(type),ticket);
+         return(check);
+        }
+      break;
+     }
+//--- order did not pass the check
+   return (false);
+  }        

Include/RangeBarIndicator.mqh

@@ -1,309 +0,0 @@
-//+------------------------------------------------------------------+
-//|                                            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);
-}
-
-

Include/RangeBarSettings.mqh

@@ -1,318 +0,0 @@
-//+------------------------------------------------------------------+
-//|                                    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);
-   
-}

Include/RangeBars.mqh

@@ -1,565 +0,0 @@
-//+------------------------------------------------------------------+
-//|                                         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_COLOR_CODE 9
-#define RANGEBAR_BAR_OPEN_TIME 10
-#define RANGEBAR_TICK_VOLUME 11
-
-#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;
-}

Indicators/RangeBars/RangeBars_ADX.mq5

@@ -0,0 +1,179 @@
+
+
+//+------------------------------------------------------------------+
+//|                                                          ADX.mq5 |
+//|                        Copyright 2009, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright   "2009, MetaQuotes Software Corp."
+#property link        "http://www.mql5.com"
+#property description "Average Directional Movement Index"
+#include <MovingAverages.mqh>
+
+#property indicator_separate_window
+#property indicator_buffers 6
+#property indicator_plots   3
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  LightSeaGreen
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  1
+#property indicator_type2   DRAW_LINE
+#property indicator_color2  YellowGreen
+#property indicator_style2  STYLE_DOT
+#property indicator_width2  1
+#property indicator_type3   DRAW_LINE
+#property indicator_color3  Wheat
+#property indicator_style3  STYLE_DOT
+#property indicator_width3  1
+#property indicator_label1  "ADX"
+#property indicator_label2  "+DI"
+#property indicator_label3  "-DI"
+//--- input parameters
+input int InpPeriodADX=14; // Period
+//---- buffers
+double    ExtADXBuffer[];
+double    ExtPDIBuffer[];
+double    ExtNDIBuffer[];
+double    ExtPDBuffer[];
+double    ExtNDBuffer[];
+double    ExtTmpBuffer[];
+//--- global variables
+int       ExtADXPeriod;
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  { 
+//--- check for input parameters
+   if(InpPeriodADX>=100 || InpPeriodADX<=0)
+     {
+      ExtADXPeriod=14;
+      printf("Incorrect value for input variable Period_ADX=%d. Indicator will use value=%d for calculations.",InpPeriodADX,ExtADXPeriod);
+     }
+   else ExtADXPeriod=InpPeriodADX;
+//---- indicator buffers
+   SetIndexBuffer(0,ExtADXBuffer);
+   SetIndexBuffer(1,ExtPDIBuffer);
+   SetIndexBuffer(2,ExtNDIBuffer);
+   SetIndexBuffer(3,ExtPDBuffer,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(4,ExtNDBuffer,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(5,ExtTmpBuffer,INDICATOR_CALCULATIONS);
+//--- indicator digits
+   IndicatorSetInteger(INDICATOR_DIGITS,2);
+//--- set draw begin
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtADXPeriod<<1);
+   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtADXPeriod);
+   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtADXPeriod);
+//--- indicator short name
+   string short_name="ADX("+string(ExtADXPeriod)+")";
+   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
+//--- change 1-st index label
+   PlotIndexSetString(0,PLOT_LABEL,short_name);
+//---- end of initialization function
+  }
+//+------------------------------------------------------------------+
+//| Custom indicator iteration function                              |
+//+------------------------------------------------------------------+
+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[])
+  {
+   //
+   
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(Close))
+      return(0);
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //    
+    
+//--- checking for bars count
+   if(rates_total<ExtADXPeriod)
+      return(0);
+//--- detect start position
+   int start;
+   if(_prev_calculated>1) start=_prev_calculated-1;
+   else
+     {
+      start=1;
+      ExtPDIBuffer[0]=0.0;
+      ExtNDIBuffer[0]=0.0;
+      ExtADXBuffer[0]=0.0;
+     }
+//--- main cycle
+   for(int i=start;i<rates_total && !IsStopped();i++)
+     {
+      //--- get some data
+      double Hi    =customChartIndicator.High[i];
+      double prevHi=customChartIndicator.High[i-1];
+      double Lo    =customChartIndicator.Low[i];
+      double prevLo=customChartIndicator.Low[i-1];
+      double prevCl=customChartIndicator.Close[i-1];
+      //--- fill main positive and main negative buffers
+      double dTmpP=Hi-prevHi;
+      double dTmpN=prevLo-Lo;
+      if(dTmpP<0.0)   dTmpP=0.0;
+      if(dTmpN<0.0)   dTmpN=0.0;
+      if(dTmpP>dTmpN) dTmpN=0.0;
+      else
+        {
+         if(dTmpP<dTmpN) dTmpP=0.0;
+         else
+           {
+            dTmpP=0.0;
+            dTmpN=0.0;
+           }
+        }
+      //--- define TR
+      double tr=MathMax(MathMax(MathAbs(Hi-Lo),MathAbs(Hi-prevCl)),MathAbs(Lo-prevCl));
+      //---
+      if(tr!=0.0)
+        {
+         ExtPDBuffer[i]=100.0*dTmpP/tr;
+         ExtNDBuffer[i]=100.0*dTmpN/tr;
+        }
+      else
+        {
+         ExtPDBuffer[i]=0.0;
+         ExtNDBuffer[i]=0.0;
+        }
+      //--- fill smoothed positive and negative buffers
+      ExtPDIBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtPDIBuffer[i-1],ExtPDBuffer);
+      ExtNDIBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtNDIBuffer[i-1],ExtNDBuffer);
+      //--- fill ADXTmp buffer
+      double dTmp=ExtPDIBuffer[i]+ExtNDIBuffer[i];
+      if(dTmp!=0.0)
+         dTmp=100.0*MathAbs((ExtPDIBuffer[i]-ExtNDIBuffer[i])/dTmp);
+      else
+         dTmp=0.0;
+      ExtTmpBuffer[i]=dTmp;
+      //--- fill smoothed ADX buffer
+      ExtADXBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtADXBuffer[i-1],ExtTmpBuffer);
+     }
+//---- OnCalculate done. Return new prev_calculated.
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_ATR.mq5

@@ -0,0 +1,121 @@
+//+------------------------------------------------------------------+
+//|                                                          ATR.mq5 |
+//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright   "2009-2017, MetaQuotes Software Corp."
+#property link        "http://www.mql5.com"
+#property description "Average True Range"
+#property description "Adapted for use with TickChart by Artur Zas."
+//--- indicator settings
+#property indicator_separate_window
+#property indicator_buffers 2
+#property indicator_plots   1
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  DodgerBlue
+#property indicator_label1  "ATR"
+//--- input parameters
+input int InpAtrPeriod=14;  // ATR period
+//--- indicator buffers
+double    ExtATRBuffer[];
+double    ExtTRBuffer[];
+//--- global variable
+int       ExtPeriodATR;
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- check for input value
+   if(InpAtrPeriod<=0)
+     {
+      ExtPeriodATR=14;
+      printf("Incorrect input parameter InpAtrPeriod = %d. Indicator will use value %d for calculations.",InpAtrPeriod,ExtPeriodATR);
+     }
+   else ExtPeriodATR=InpAtrPeriod;
+//--- indicator buffers mapping
+   SetIndexBuffer(0,ExtATRBuffer,INDICATOR_DATA);
+   SetIndexBuffer(1,ExtTRBuffer,INDICATOR_CALCULATIONS);
+//---
+   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
+//--- sets first bar from what index will be drawn
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpAtrPeriod);
+//--- name for DataWindow and indicator subwindow label
+   string short_name="ATR("+string(ExtPeriodATR)+")";
+   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
+   PlotIndexSetString(0,PLOT_LABEL,short_name);
+//--- initialization done
+  }
+//+------------------------------------------------------------------+
+//| Average True Range                                               |
+//+------------------------------------------------------------------+
+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 &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+   //
+
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //  
+  
+   int i,limit;
+//--- check for bars count
+   if(rates_total<=ExtPeriodATR)
+      return(0); // not enough bars for calculation
+//--- preliminary calculations
+   if(_prev_calculated==0)
+     {
+      ExtTRBuffer[0]=0.0;
+      ExtATRBuffer[0]=0.0;
+      //--- filling out the array of True Range values for each period
+      for(i=1;i<rates_total && !IsStopped();i++)
+         ExtTRBuffer[i]=MathMax(customChartIndicator.High[i],customChartIndicator.Close[i-1])-MathMin(customChartIndicator.Low[i],customChartIndicator.Close[i-1]);
+      //--- first AtrPeriod values of the indicator are not calculated
+      double firstValue=0.0;
+      for(i=1;i<=ExtPeriodATR;i++)
+        {
+         ExtATRBuffer[i]=0.0;
+         firstValue+=ExtTRBuffer[i];
+        }
+      //--- calculating the first value of the indicator
+      firstValue/=ExtPeriodATR;
+      ExtATRBuffer[ExtPeriodATR]=firstValue;
+      limit=ExtPeriodATR+1;
+     }
+   else limit=_prev_calculated-1;
+//--- the main loop of calculations
+   for(i=limit;i<rates_total && !IsStopped();i++)
+     {
+      ExtTRBuffer[i]=MathMax(customChartIndicator.High[i],customChartIndicator.Close[i-1])-MathMin(customChartIndicator.Low[i],customChartIndicator.Close[i-1]);
+      ExtATRBuffer[i]=ExtATRBuffer[i-1]+(ExtTRBuffer[i]-ExtTRBuffer[i-ExtPeriodATR])/ExtPeriodATR;
+     }
+//--- return value of prev_calculated for next call
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_AwesomeOscillator.mq5

@@ -0,0 +1,112 @@
+//+------------------------------------------------------------------+
+//|                                           Awesome_Oscillator.mq5 |
+//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "2009-2017, MetaQuotes Software Corp."
+#property link      "http://www.mql5.com"
+
+//---- indicator settings
+#property indicator_separate_window
+#property indicator_buffers 4
+#property indicator_plots   1
+#property indicator_type1   DRAW_COLOR_HISTOGRAM
+#property indicator_color1  Green,Red
+#property indicator_width1  1
+#property indicator_label1  "AO"
+//--- indicator buffers
+double ExtAOBuffer[];
+double ExtColorBuffer[];
+double ExtFastBuffer[];
+double ExtSlowBuffer[];
+//--- bars minimum for calculation
+#define DATA_LIMIT 33
+
+//
+//
+
+#include <MovingAverages.mqh>
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//---- indicator buffers mapping
+   SetIndexBuffer(0,ExtAOBuffer,INDICATOR_DATA);
+   SetIndexBuffer(1,ExtColorBuffer,INDICATOR_COLOR_INDEX);
+   SetIndexBuffer(2,ExtFastBuffer,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(3,ExtSlowBuffer,INDICATOR_CALCULATIONS);
+//--- set accuracy
+   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
+//--- sets first bar from what index will be drawn
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,33);
+//--- name for DataWindow 
+   IndicatorSetString(INDICATOR_SHORTNAME,"AO");
+//--- get handles
+   //ExtFastSMAHandle=iMA(NULL,0,5,0,MODE_SMA,PRICE_MEDIAN);
+   //ExtSlowSMAHandle=iMA(NULL,0,34,0,MODE_SMA,PRICE_MEDIAN);
+// -- Set applied price to MEDIAN as required by AO indicator
+   customChartIndicator.SetUseAppliedPriceFlag(PRICE_MEDIAN);
+//---- initialization done
+  }
+//+------------------------------------------------------------------+
+//|  Awesome Oscillator                                              |
+//+------------------------------------------------------------------+
+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 &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+ 
+//--- check for rates total
+   if(rates_total<=DATA_LIMIT)
+      return(0);// not enough bars for calculation
+
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+  
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+
+//--- get Fast MA buffer
+   if(IsStopped()) return(0); //Checking for stop flag   
+   SimpleMAOnBuffer(rates_total,_prev_calculated,0,5,customChartIndicator.Price,ExtFastBuffer);
+//--- get Slow MA buffer
+   if(IsStopped()) return(0); //Checking for stop flag
+   SimpleMAOnBuffer(rates_total,_prev_calculated,0,35,customChartIndicator.Price,ExtSlowBuffer);
+
+//--- first calculation or number of bars was changed
+   int i,limit;
+   if(_prev_calculated<=DATA_LIMIT)
+     {
+      for(i=0;i<DATA_LIMIT;i++)
+         ExtAOBuffer[i]=0.0;
+      limit=DATA_LIMIT;
+     }
+   else limit=_prev_calculated-1;
+//--- main loop of calculations
+   for(i=limit;i<rates_total && !IsStopped();i++)
+     {
+      ExtAOBuffer[i]=ExtFastBuffer[i]-ExtSlowBuffer[i];
+      if(ExtAOBuffer[i]>ExtAOBuffer[i-1])ExtColorBuffer[i]=0.0; // set color Green
+      else                               ExtColorBuffer[i]=1.0; // set color Red
+     }
+//--- return value of prev_calculated for next call
+   return(rates_total);
+  }
+
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_CCI.mq5

@@ -0,0 +1,172 @@
+
+
+//+------------------------------------------------------------------+
+//|                                                          CCI.mq5 |
+//|                        Copyright 2009, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright   "2009, MetaQuotes Software Corp."
+#property link        "http://www.mql5.com"
+#property description "Commodity Channel Index"
+#property description "Adapted for use with TickChart by Artur Zas."
+#include <MovingAverages.mqh>
+//---
+#property indicator_separate_window
+#property indicator_buffers       4
+#property indicator_plots         1
+#property indicator_type1         DRAW_LINE
+#property indicator_color1        LightSeaGreen
+#property indicator_level1       -100.0
+#property indicator_level2        100.0
+#property indicator_applied_price PRICE_TYPICAL
+//--- input parametrs
+input int  InpCCIPeriod=14; // Period
+input ENUM_APPLIED_PRICE InpApplyToPrice= PRICE_CLOSE; // Apply to
+//--- global variable
+int        ExtCCIPeriod;
+//---- indicator buffer
+double     ExtSPBuffer[];
+double     ExtDBuffer[];
+double     ExtMBuffer[];
+double     ExtCCIBuffer[];
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+   
+   //
+   //  Indicator uses Price[] array for calculations so we need to set this in the MedianRenkoIndicator class
+   //
+  
+   customChartIndicator.SetUseAppliedPriceFlag(InpApplyToPrice);
+   
+   //
+   //
+   //
+  
+//--- check for input value of period
+   if(InpCCIPeriod<=0)
+     {
+      ExtCCIPeriod=14;
+      printf("Incorrect value for input variable InpCCIPeriod=%d. Indicator will use value=%d for calculations.",InpCCIPeriod,ExtCCIPeriod);
+     }
+   else ExtCCIPeriod=InpCCIPeriod;
+//--- define buffers
+   SetIndexBuffer(0,ExtCCIBuffer);
+   SetIndexBuffer(1,ExtDBuffer,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(2,ExtMBuffer,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(3,ExtSPBuffer,INDICATOR_CALCULATIONS);
+//--- indicator name
+   IndicatorSetString(INDICATOR_SHORTNAME,"CCI("+string(ExtCCIPeriod)+")");
+//--- indexes draw begin settings
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtCCIPeriod-1);
+//--- number of digits of indicator value
+   IndicatorSetInteger(INDICATOR_DIGITS,2);
+//---- OnInit done
+  }
+//+------------------------------------------------------------------+
+//| Custom indicator iteration function                              |
+//+------------------------------------------------------------------+
+/*
+int OnCalculate(const int rates_total,
+                const int prev_calculated,
+                const int begin,
+                const double &price[])
+  {
+*/
+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[])
+  {
+   //
+   // Process data through MedianRenko indicator
+   //
+   
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(Close))
+      return(0);
+   
+   //
+   // Make the following modifications in the code below:
+   //
+   // customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   //
+   // customChartIndicator.Open[] should be used instead of open[]
+   // customChartIndicator.Low[] should be used instead of low[]
+   // customChartIndicator.High[] should be used instead of high[]
+   // customChartIndicator.Close[] should be used instead of close[]
+   //
+   // customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
+   //
+   // customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
+   // (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
+   //
+   // customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
+   // customChartIndicator.Real_volume[] should be used instead of Volume[]
+   // (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
+   //
+   // customChartIndicator.Price[] should be used instead of Price[]
+   // (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
+   //
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //
+   //
+   //   
+   
+//--- variables
+   int    i,j;
+   double dTmp,dMul=0.015/ExtCCIPeriod;
+//--- start calculation
+   int StartCalcPosition=(ExtCCIPeriod-1);//+begin;
+//--- check for bars count
+   if(rates_total<StartCalcPosition)
+      return(0);
+//--- correct draw begin
+  // if(begin>0) PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartCalcPosition+(ExtCCIPeriod-1));
+//--- calculate position
+   int pos=_prev_calculated-1;
+   if(pos<StartCalcPosition)
+      pos=StartCalcPosition;
+//--- main cycle
+   for(i=pos;i<rates_total && !IsStopped();i++)
+     {
+      //--- SMA on price buffer
+      ExtSPBuffer[i]=SimpleMA(i,ExtCCIPeriod,customChartIndicator.Price);
+      //--- calculate D
+      dTmp=0.0;
+      for(j=0;j<ExtCCIPeriod;j++) dTmp+=MathAbs(customChartIndicator.Price[i-j]-ExtSPBuffer[i]);
+      ExtDBuffer[i]=dTmp*dMul;
+      //--- calculate M
+      ExtMBuffer[i]=customChartIndicator.Price[i]-ExtSPBuffer[i];
+      //--- calculate CCI
+      if(ExtDBuffer[i]!=0.0) ExtCCIBuffer[i]=ExtMBuffer[i]/ExtDBuffer[i];
+      else                   ExtCCIBuffer[i]=0.0;
+      //---
+     }
+//---- OnCalculate done. Return new prev_calculated.
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_Fractals.mq5

@@ -0,0 +1,110 @@
+//+------------------------------------------------------------------+
+//|                                                     Fractals.mq5 |
+//|                        Copyright 2009, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "2009, MetaQuotes Software Corp."
+#property link      "http://www.mql5.com"
+//---- indicator settings
+#property indicator_chart_window
+#property indicator_buffers 2
+#property indicator_plots   2
+#property indicator_type1   DRAW_ARROW
+#property indicator_type2   DRAW_ARROW
+#property indicator_color1  Gray
+#property indicator_color2  Gray
+#property indicator_label1  "Fractal Up"
+#property indicator_label2  "Fractal Down"
+//---- indicator buffers
+double ExtUpperBuffer[];
+double ExtLowerBuffer[];
+//--- 10 pixels upper from high price
+int    ExtArrowShift=-10;
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//---- indicator buffers mapping
+   SetIndexBuffer(0,ExtUpperBuffer,INDICATOR_DATA);
+   SetIndexBuffer(1,ExtLowerBuffer,INDICATOR_DATA);
+   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
+//---- sets first bar from what index will be drawn
+   PlotIndexSetInteger(0,PLOT_ARROW,217);
+   PlotIndexSetInteger(1,PLOT_ARROW,218);
+//---- arrow shifts when drawing
+   PlotIndexSetInteger(0,PLOT_ARROW_SHIFT,ExtArrowShift);
+   PlotIndexSetInteger(1,PLOT_ARROW_SHIFT,-ExtArrowShift);
+//---- sets drawing line empty value--
+   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
+   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
+//---- initialization done
+  }
+//+------------------------------------------------------------------+
+//|  Accelerator/Decelerator Oscillator                              |
+//+------------------------------------------------------------------+
+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[])
+  {
+   //
+   
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(Close))
+      return(0);
+      
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //     
+  
+   int i,limit;
+//---
+   if(rates_total<5)
+      return(0);
+//---
+   if(_prev_calculated<7)
+     {
+      limit=2;
+      //--- clean up arrays
+      ArrayInitialize(ExtUpperBuffer,EMPTY_VALUE);
+      ArrayInitialize(ExtLowerBuffer,EMPTY_VALUE);
+     }
+   else limit=rates_total-5;
+
+   for(i=limit; i<rates_total-3 && !IsStopped();i++)
+     {
+      //---- Upper Fractal
+      if(customChartIndicator.High[i]>customChartIndicator.High[i+1] && customChartIndicator.High[i]>customChartIndicator.High[i+2] && customChartIndicator.High[i]>=customChartIndicator.High[i-1] && customChartIndicator.High[i]>=customChartIndicator.High[i-2])
+         ExtUpperBuffer[i]=customChartIndicator.High[i];
+      else ExtUpperBuffer[i]=EMPTY_VALUE;
+
+      //---- Lower Fractal
+      if(customChartIndicator.Low[i]<customChartIndicator.Low[i+1] && customChartIndicator.Low[i]<customChartIndicator.Low[i+2] && customChartIndicator.Low[i]<=customChartIndicator.Low[i-1] && customChartIndicator.Low[i]<=customChartIndicator.Low[i-2])
+         ExtLowerBuffer[i]=customChartIndicator.Low[i];
+      else ExtLowerBuffer[i]=EMPTY_VALUE;
+     }
+//--- OnCalculate done. Return new prev_calculated.
+   return(rates_total);
+  }
+
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_Gann_Hi_Lo_Activator.mq5

@@ -0,0 +1,402 @@
+//------------------------------------------------------------------
+#property copyright "mladen"
+#property link      "www.forex-tsd.com"
+//------------------------------------------------------------------
+#property indicator_chart_window
+#property indicator_buffers 6
+#property indicator_plots   3
+#property indicator_label1  "Gann zone"
+#property indicator_type1   DRAW_FILLING
+#property indicator_color1  clrGainsboro,clrGainsboro
+#property indicator_label2  "Gann middle"
+#property indicator_type2   DRAW_LINE
+#property indicator_style2  STYLE_DOT
+#property indicator_color2  clrGray
+#property indicator_label3  "Gann high/low"
+#property indicator_type3   DRAW_COLOR_LINE
+#property indicator_color3  clrDimGray,clrLimeGreen,clrDarkOrange
+#property indicator_width3  2
+
+//
+//
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+//
+//
+
+enum enMaTypes
+{
+   ma_sma,    // Simple moving average
+   ma_ema,    // Exponential moving average
+   ma_smma,   // Smoothed MA
+   ma_lwma    // Linear weighted MA
+};
+enum enFilterWhat
+{
+   flt_prc,  // Filter the prices
+   flt_val,  // Filter the averages value
+   flt_all   // Filter all
+};
+      ENUM_TIMEFRAMES TimeFrame   = PERIOD_CURRENT; // Time frame
+input int             AvgPeriod       = 10;         // Average period
+input enMaTypes       AvgType         = ma_sma;     // Average method
+input double          Filter          = 0;          // Filter to use (<=0 for no filter)
+input enFilterWhat    FilterOn        = flt_prc;    // Filter :
+input bool            alertsOn        = false;      // Turn alerts on?
+input bool            alertsOnCurrent = true;       // Alert on current bar?
+input bool            alertsMessage   = true;       // Display messageas on alerts?
+input bool            alertsSound     = false;      // Play sound on alerts?
+input bool            alertsEmail     = false;      // Send email on alerts?
+input bool            alertsNotify    = false;      // Send push notification on alerts?
+input bool            Interpolate     = true;       // Interpolate mtf data ?
+
+double sup[],supc[],mid[],fup[],fdn[],_count[];
+ENUM_TIMEFRAMES timeFrame;
+string indName;
+
+//------------------------------------------------------------------
+//
+//------------------------------------------------------------------
+//
+//
+//
+//
+//
+
+int OnInit()
+{
+   SetIndexBuffer(0,fup,INDICATOR_DATA);
+   SetIndexBuffer(1,fdn,INDICATOR_DATA);
+   SetIndexBuffer(2,mid,INDICATOR_DATA);
+   SetIndexBuffer(3,sup,INDICATOR_DATA);
+   SetIndexBuffer(4,supc,INDICATOR_COLOR_INDEX);
+   SetIndexBuffer(5,_count,INDICATOR_CALCULATIONS); 
+      
+      //
+      //
+      //
+      //
+      //
+      
+   customChartIndicator.SetGetTimeFlag();
+         
+//      timeFrame = MathMax(_Period,TimeFrame);
+      indName   = getIndicatorName();
+   IndicatorSetString(INDICATOR_SHORTNAME,periodToString(timeFrame)+" Gann high/low activator("+string(AvgPeriod)+")");
+   return(0);
+}
+
+//------------------------------------------------------------------
+//
+//------------------------------------------------------------------
+//
+//
+//
+//
+//
+
+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& tick_volume[],
+                const long& volume[],
+                const int& spread[])
+{                
+   if (Bars(_Symbol,_Period)<rates_total) return(-1);
+
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+      
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+         
+           
+   double pfilter = Filter; if (FilterOn==flt_val) pfilter=0;
+   double vfilter = Filter; if (FilterOn==flt_prc) vfilter=0;
+
+   for (int i=(int)MathMax(_prev_calculated-1,1); i<rates_total && !IsStopped(); i++)
+   {
+      fup[i] = iFilter(iCustomMa(AvgType,iFilter(customChartIndicator.High[i-1],pfilter,AvgPeriod,i,rates_total,0),AvgPeriod,i,rates_total,0),vfilter,AvgPeriod,i,rates_total,1);
+      fdn[i] = iFilter(iCustomMa(AvgType,iFilter(customChartIndicator.Low[i-1] ,pfilter,AvgPeriod,i,rates_total,2),AvgPeriod,i,rates_total,1),vfilter,AvgPeriod,i,rates_total,3);
+      mid[i] = (fup[i]+fdn[i])/2.0;
+         double pclose = iFilter(customChartIndicator.Close[i],pfilter,AvgPeriod,i,rates_total,4);
+               supc[i] = (pclose>fup[i]) ? 1 : (pclose<fdn[i]) ? 2 : supc[i-1];
+               sup[i]  = (supc[i]==1) ? fdn[i] : (supc[i]==2) ? fup[i] : pclose;
+   }
+   manageAlerts(customChartIndicator.Time,supc,rates_total);
+   _count[rates_total-1] = MathMax(rates_total-_prev_calculated+1,1);
+
+   return(rates_total);
+}
+
+
+
+
+//------------------------------------------------------------------
+//
+//------------------------------------------------------------------
+//
+//
+//
+//
+//
+
+#define _filterInstances 5
+double workFil[][_filterInstances*3];
+
+#define _fchange 0
+#define _fachang 1
+#define _fvalue  2
+
+double iFilter(double value, double filter, int period, int i, int bars, int instanceNo=0)
+{
+   if (filter<=0 || period<=0) return(value);
+   if (ArrayRange(workFil,0)!= bars) ArrayResize(workFil,bars); instanceNo*=3;
+   
+   //
+   //
+   //
+   //
+   //
+   
+   workFil[i][instanceNo+_fvalue] = value;
+   if (i>0)
+   {
+      workFil[i][instanceNo+_fchange] = MathAbs(workFil[i][instanceNo+_fvalue]-workFil[i-1][instanceNo+_fvalue]);
+      workFil[i][instanceNo+_fachang] = workFil[i][instanceNo+_fchange];
+
+      double fdev=0, fdif=0;
+      for (int k=1; k<period && (i-k)>=0; k++) workFil[i][instanceNo+_fachang] += workFil[i-k][instanceNo+_fchange]; workFil[i][instanceNo+_fachang] /= (double)period;
+      for (int k=0; k<period && (i-k)>=0; k++) fdev += MathPow(workFil[i-k][instanceNo+_fchange]-workFil[i-k][instanceNo+_fachang],2); fdev = MathSqrt(fdev/(double)period); fdif = filter*fdev;
+      if (MathAbs(workFil[i][instanceNo+_fvalue]-workFil[i-1][instanceNo+_fvalue])<fdif) 
+                  workFil[i][instanceNo+_fvalue]=workFil[i-1][instanceNo+_fvalue];
+   }
+   return(workFil[i][instanceNo+_fvalue]);
+}
+
+//------------------------------------------------------------------
+//
+//------------------------------------------------------------------
+//
+//
+//
+//
+//
+
+void manageAlerts(const datetime& time[], double& trend[], int bars)
+{
+   if (!alertsOn) return;
+      int whichBar = bars-1; if (!alertsOnCurrent) whichBar = bars-2; datetime time1 = time[whichBar];
+      if (trend[whichBar] != trend[whichBar-1])
+      {
+         if (trend[whichBar] == 1) doAlert(time1,"up");
+         if (trend[whichBar] == 2) doAlert(time1,"down");
+      }         
+}   
+
+//
+//
+//
+//
+//
+
+void doAlert(datetime forTime, string doWhat)
+{
+   static string   previousAlert="nothing";
+   static datetime previousTime;
+   string message;
+   
+   if (previousAlert != doWhat || previousTime != forTime) 
+   {
+      previousAlert  = doWhat;
+      previousTime   = forTime;
+
+      //
+      //
+      //
+      //
+      //
+
+      message = periodToString(_Period)+" "+_Symbol+" at "+TimeToString(TimeLocal(),TIME_SECONDS)+" Gann high/low activator state changed to "+doWhat;
+         if (alertsMessage) Alert(message);
+         if (alertsEmail)   SendMail(_Symbol+" Gann high/low activator",message);
+         if (alertsNotify)  SendNotification(message);
+         if (alertsSound)   PlaySound("alert2.wav");
+   }
+}
+
+//------------------------------------------------------------------
+//                                                                  
+//------------------------------------------------------------------
+//
+//
+//
+//
+//
+
+#define _maInstances 2
+#define _maWorkBufferx1 1*_maInstances
+#define _maWorkBufferx2 2*_maInstances
+
+double iCustomMa(int mode, double price, double length, int r, int bars, int instanceNo=0)
+{
+   switch (mode)
+   {
+      case ma_sma   : return(iSma(price,(int)length,r,bars,instanceNo));
+      case ma_ema   : return(iEma(price,length,r,bars,instanceNo));
+      case ma_smma  : return(iSmma(price,(int)length,r,bars,instanceNo));
+      case ma_lwma  : return(iLwma(price,(int)length,r,bars,instanceNo));
+      default       : return(price);
+   }
+}
+
+//
+//
+//
+//
+//
+
+double workSma[][_maWorkBufferx2];
+double iSma(double price, int period, int r, int _bars, int instanceNo=0)
+{
+   if (period<=1) return(price);
+   if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); instanceNo *= 2; int k;
+
+   //
+   //
+   //
+   //
+   //
+      
+   workSma[r][instanceNo+0] = price;
+   workSma[r][instanceNo+1] = price; for(k=1; k<period && (r-k)>=0; k++) workSma[r][instanceNo+1] += workSma[r-k][instanceNo+0];  
+   workSma[r][instanceNo+1] /= 1.0*k;
+   return(workSma[r][instanceNo+1]);
+}
+
+//
+//
+//
+//
+//
+
+double workEma[][_maWorkBufferx1];
+double iEma(double price, double period, int r, int _bars, int instanceNo=0)
+{
+   if (period<=1) return(price);
+   if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars);
+
+   //
+   //
+   //
+   //
+   //
+      
+   workEma[r][instanceNo] = price;
+   double alpha = 2.0 / (1.0+period);
+   if (r>0)
+          workEma[r][instanceNo] = workEma[r-1][instanceNo]+alpha*(price-workEma[r-1][instanceNo]);
+   return(workEma[r][instanceNo]);
+}
+
+//
+//
+//
+//
+//
+
+double workSmma[][_maWorkBufferx1];
+double iSmma(double price, double period, int r, int _bars, int instanceNo=0)
+{
+   if (period<=1) return(price);
+   if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars);
+
+   //
+   //
+   //
+   //
+   //
+
+   if (r<period)
+         workSmma[r][instanceNo] = price;
+   else  workSmma[r][instanceNo] = workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period;
+   return(workSmma[r][instanceNo]);
+}
+
+//
+//
+//
+//
+//
+
+double workLwma[][_maWorkBufferx1];
+double iLwma(double price, double period, int r, int _bars, int instanceNo=0)
+{
+   if (period<=1) return(price);
+   if (ArrayRange(workLwma,0)!= _bars) ArrayResize(workLwma,_bars);
+   
+   //
+   //
+   //
+   //
+   //
+   
+   workLwma[r][instanceNo] = price;
+      double sumw = period;
+      double sum  = period*price;
+
+      for(int k=1; k<period && (r-k)>=0; k++)
+      {
+         double weight = period-k;
+                sumw  += weight;
+                sum   += weight*workLwma[r-k][instanceNo];  
+      }             
+      return(sum/sumw);
+}
+
+//------------------------------------------------------------------
+//
+//------------------------------------------------------------------
+//
+//
+//
+//
+//
+
+string getIndicatorName()
+{
+   string progPath = MQL5InfoString(MQL5_PROGRAM_PATH); int start=-1;
+   while (true)
+   {
+      int foundAt = StringFind(progPath,"\\",start+1);
+      if (foundAt>=0) 
+               start = foundAt;
+      else  break;     
+   }
+   
+   string indicatorName = StringSubstr(progPath,start+1);
+          indicatorName = StringSubstr(indicatorName,0,StringLen(indicatorName)-4);
+   return(indicatorName);
+}
+
+//
+//
+//
+//
+//
+
+int    _tfsPer[]={PERIOD_M1,PERIOD_M2,PERIOD_M3,PERIOD_M4,PERIOD_M5,PERIOD_M6,PERIOD_M10,PERIOD_M12,PERIOD_M15,PERIOD_M20,PERIOD_M30,PERIOD_H1,PERIOD_H2,PERIOD_H3,PERIOD_H4,PERIOD_H6,PERIOD_H8,PERIOD_H12,PERIOD_D1,PERIOD_W1,PERIOD_MN1};
+string _tfsStr[]={"1 minute","2 minutes","3 minutes","4 minutes","5 minutes","6 minutes","10 minutes","12 minutes","15 minutes","20 minutes","30 minutes","1 hour","2 hours","3 hours","4 hours","6 hours","8 hours","12 hours","daily","weekly","monthly"};
+string periodToString(int period)
+{
+   if (period==PERIOD_CURRENT) 
+       period = _Period;   
+         int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;
+   return(_tfsStr[i]);   
+}

Indicators/RangeBars/RangeBars_Gann_Hi_Lo_Activator_SSL.mq5

@@ -0,0 +1,151 @@
+//+------------------------------------------------------------------+
+//|                                     Gann_Hi_Lo_Activator_SSL.mq5 |
+//|                                                        avoitenko |
+//|                        https://login.mql5.com/en/users/avoitenko |
+//+------------------------------------------------------------------+
+#property copyright     ""
+#property link          "https://login.mql5.com/en/users/avoitenko"
+#property version       "1.00"
+#property description   "Author: Kalenzo"
+
+#property indicator_chart_window
+#property indicator_buffers   5
+#property indicator_plots     1
+//--- output line
+#property indicator_type1  DRAW_COLOR_LINE
+#property indicator_color1 clrDodgerBlue, clrOrangeRed
+#property indicator_style1 STYLE_SOLID
+#property indicator_width1 2
+#property indicator_label1 "GHL (13, SMMA)"
+//--- input parameters
+input uint           InpPeriod=13;       // Period
+input ENUM_MA_METHOD InpMethod=MODE_SMMA;// Method
+//--- buffers
+double GannBuffer[];
+double ColorBuffer[];
+double MaHighBuffer[];
+double MaLowBuffer[];
+double TrendBuffer[];
+//--- global vars
+int ma_high_handle;
+int ma_low_handle;
+int period;
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+//--- check period
+   period=(int)fmax(InpPeriod,2);
+//--- set buffers
+   SetIndexBuffer(0,GannBuffer);
+   SetIndexBuffer(1,ColorBuffer,INDICATOR_COLOR_INDEX);
+   SetIndexBuffer(2,MaHighBuffer,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(3,MaLowBuffer,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(4,TrendBuffer,INDICATOR_CALCULATIONS);
+//--- set direction
+   ArraySetAsSeries(GannBuffer,true);
+   ArraySetAsSeries(ColorBuffer,true);
+   ArraySetAsSeries(MaHighBuffer,true);
+   ArraySetAsSeries(MaLowBuffer,true);
+   ArraySetAsSeries(TrendBuffer,true);
+//--- get handles
+   ma_high_handle=iMA(NULL,0,period,0,InpMethod,PRICE_HIGH);
+   ma_low_handle =iMA(NULL,0,period,0,InpMethod,PRICE_LOW);
+   if(ma_high_handle==INVALID_HANDLE || ma_low_handle==INVALID_HANDLE)
+     {
+      Print("Unable to create handle for iMA");
+      return(INIT_FAILED);
+     }
+//--- set indicator properties
+   string short_name=StringFormat("Gann High-Low Activator SSL (%u, %s)",period,StringSubstr(EnumToString(InpMethod),5));
+   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
+   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
+//--- set label
+   short_name=StringFormat("GHL (%u, %s)",period,StringSubstr(EnumToString(InpMethod),5));
+   PlotIndexSetString(0,PLOT_LABEL,short_name);
+//--- done
+   return(INIT_SUCCEEDED);
+  }
+//+------------------------------------------------------------------+
+//| Custom indicator iteration function                              |
+//+------------------------------------------------------------------+
+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 &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+
+   if(rates_total<period+1)return(0);
+
+   //
+
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //       
+   
+   ArraySetAsSeries(customChartIndicator.Close,true);
+//---
+   int limit;
+   if(rates_total<_prev_calculated || _prev_calculated<=0)
+     {
+      limit=rates_total-period-1;
+      ArrayInitialize(GannBuffer,EMPTY_VALUE);
+      ArrayInitialize(ColorBuffer,0);
+      ArrayInitialize(MaHighBuffer,0);
+      ArrayInitialize(MaLowBuffer,0);
+      ArrayInitialize(TrendBuffer,0);
+     }
+   else
+      limit=rates_total-_prev_calculated;
+//--- get MA
+   if(CopyBuffer(ma_high_handle,0,0,limit+1,MaHighBuffer)!=limit+1)return(0);
+   if(CopyBuffer(ma_low_handle,0,0,limit+1,MaLowBuffer)!=limit+1)return(0);
+//--- main cycle
+   for(int i=limit; i>=0 && !_StopFlag; i--)
+     {
+      TrendBuffer[i]=TrendBuffer[i+1];
+      //---
+      if(NormalizeDouble(customChartIndicator.Close[i],_Digits)>NormalizeDouble(MaHighBuffer[i+1],_Digits)) TrendBuffer[i]=1;
+      if(NormalizeDouble(customChartIndicator.Close[i],_Digits)<NormalizeDouble(MaLowBuffer[i+1],_Digits)) TrendBuffer[i]=-1;
+      //---
+      if(TrendBuffer[i]<0)
+        {
+         GannBuffer[i]=MaHighBuffer[i];
+         ColorBuffer[i]=1;
+        }
+      //---
+      if(TrendBuffer[i]>0)
+        {
+         GannBuffer[i]=MaLowBuffer[i];
+         ColorBuffer[i]=0;
+        }
+     }
+//--- done
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_Heiken_Ashi.mq5

@@ -0,0 +1,115 @@
+
+//+------------------------------------------------------------------+
+//|                                                  Heiken_Ashi.mq5 |
+//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "2009-2017, MetaQuotes Software Corp."
+#property link      "http://www.mql5.com"
+//--- indicator settings
+#property indicator_chart_window
+#property indicator_buffers 5
+#property indicator_plots   1
+#property indicator_type1   DRAW_COLOR_CANDLES
+#property indicator_color1  DodgerBlue, Red
+#property indicator_label1  "Heiken Ashi Open;Heiken Ashi High;Heiken Ashi Low;Heiken Ashi Close"
+//--- indicator buffers
+double ExtOBuffer[];
+double ExtHBuffer[];
+double ExtLBuffer[];
+double ExtCBuffer[];
+double ExtColorBuffer[];
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- indicator buffers mapping
+   SetIndexBuffer(0,ExtOBuffer,INDICATOR_DATA);
+   SetIndexBuffer(1,ExtHBuffer,INDICATOR_DATA);
+   SetIndexBuffer(2,ExtLBuffer,INDICATOR_DATA);
+   SetIndexBuffer(3,ExtCBuffer,INDICATOR_DATA);
+   SetIndexBuffer(4,ExtColorBuffer,INDICATOR_COLOR_INDEX);
+//---
+   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
+//--- sets first bar from what index will be drawn
+   IndicatorSetString(INDICATOR_SHORTNAME,"Heiken Ashi");
+//--- sets drawing line empty value
+   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
+//--- initialization done
+  }
+//+------------------------------------------------------------------+
+//| Heiken Ashi                                                      |
+//+------------------------------------------------------------------+
+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 &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+   int i,limit;
+   
+   //
+
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //
+   //
+   //      
+   
+//--- preliminary calculations
+   if(_prev_calculated==0)
+     {
+      //--- set first candle
+      ExtLBuffer[0]=customChartIndicator.Low[0];
+      ExtHBuffer[0]=customChartIndicator.High[0];
+      ExtOBuffer[0]=customChartIndicator.Open[0];
+      ExtCBuffer[0]=customChartIndicator.Close[0];
+      limit=1;
+     }
+   else limit=_prev_calculated-1;
+
+//--- the main loop of calculations
+   for(i=limit;i<rates_total && !IsStopped();i++)
+     {
+      double haOpen=(ExtOBuffer[i-1]+ExtCBuffer[i-1])/2;
+      double haClose=(customChartIndicator.Open[i]+customChartIndicator.High[i]+customChartIndicator.Low[i]+customChartIndicator.Close[i])/4;
+      double haHigh=MathMax(customChartIndicator.High[i],MathMax(haOpen,haClose));
+      double haLow=MathMin(customChartIndicator.Low[i],MathMin(haOpen,haClose));
+
+      ExtLBuffer[i]=haLow;
+      ExtHBuffer[i]=haHigh;
+      ExtOBuffer[i]=haOpen;
+      ExtCBuffer[i]=haClose;
+
+      //--- set candle color
+      if(haOpen<haClose) ExtColorBuffer[i]=0.0; // set color DodgerBlue
+      else               ExtColorBuffer[i]=1.0; // set color Red
+     }
+//--- done
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_Ichimoku.mq5

@@ -0,0 +1,158 @@
+//+------------------------------------------------------------------+
+//|                                                     Ichimoku.mq5 |
+//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "2009-2017, MetaQuotes Software Corp."
+#property link      "http://www.mql5.com"
+#property description "Ichimoku Kinko Hyo"
+#property description "Adapted for use with TickChart by Artur Zas."
+//--- indicator settings
+#property indicator_chart_window
+#property indicator_buffers 5
+#property indicator_plots   4
+#property indicator_type1   DRAW_LINE
+#property indicator_type2   DRAW_LINE
+#property indicator_type3   DRAW_FILLING
+#property indicator_type4   DRAW_LINE
+#property indicator_color1  Red
+#property indicator_color2  Blue
+#property indicator_color3  SandyBrown,Thistle
+#property indicator_color4  Lime
+#property indicator_label1  "Tenkan-sen"
+#property indicator_label2  "Kijun-sen"
+#property indicator_label3  "Senkou Span A;Senkou Span B"
+#property indicator_label4  "Chikou Span"
+//--- input parameters
+input int InpTenkan=9;     // Tenkan-sen
+input int InpKijun=26;     // Kijun-sen
+input int InpSenkou=52;    // Senkou Span B
+//--- indicator buffers
+double    ExtTenkanBuffer[];
+double    ExtKijunBuffer[];
+double    ExtSpanABuffer[];
+double    ExtSpanBBuffer[];
+double    ExtChikouBuffer[];
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- indicator buffers mapping
+   SetIndexBuffer(0,ExtTenkanBuffer,INDICATOR_DATA);
+   SetIndexBuffer(1,ExtKijunBuffer,INDICATOR_DATA);
+   SetIndexBuffer(2,ExtSpanABuffer,INDICATOR_DATA);
+   SetIndexBuffer(3,ExtSpanBBuffer,INDICATOR_DATA);
+   SetIndexBuffer(4,ExtChikouBuffer,INDICATOR_DATA);
+//---
+   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
+//--- sets first bar from what index will be drawn
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpTenkan);
+   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpKijun);
+   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,InpSenkou-1);
+//--- lines shifts when drawing
+   PlotIndexSetInteger(2,PLOT_SHIFT,InpKijun);
+   PlotIndexSetInteger(3,PLOT_SHIFT,-InpKijun);
+//--- change labels for DataWindow 
+   PlotIndexSetString(0,PLOT_LABEL,"Tenkan-sen("+string(InpTenkan)+")");
+   PlotIndexSetString(1,PLOT_LABEL,"Kijun-sen("+string(InpKijun)+")");
+   PlotIndexSetString(2,PLOT_LABEL,"Senkou Span A;Senkou Span B("+string(InpSenkou)+")");
+//--- initialization done
+  }
+//+------------------------------------------------------------------+
+//| get highest value for range                                      |
+//+------------------------------------------------------------------+
+double Highest(const double&array[],int range,int fromIndex)
+  {
+   double res=0;
+//---
+   res=array[fromIndex];
+   for(int i=fromIndex;i>fromIndex-range && i>=0;i--)
+     {
+      if(res<array[i]) res=array[i];
+     }
+//---
+   return(res);
+  }
+//+------------------------------------------------------------------+
+//| get lowest value for range                                       |
+//+------------------------------------------------------------------+
+double Lowest(const double&array[],int range,int fromIndex)
+  {
+   double res=0;
+//---
+   res=array[fromIndex];
+   for(int i=fromIndex;i>fromIndex-range && i>=0;i--)
+     {
+      if(res>array[i]) res=array[i];
+     }
+//---
+   return(res);
+  }
+//+------------------------------------------------------------------+
+//| Ichimoku Kinko Hyo                                               |
+//+------------------------------------------------------------------+
+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 &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+   //
+   
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //
+   //
+   //  
+  
+   int limit;
+//---
+   if(_prev_calculated==0) limit=0;
+   else                   limit=_prev_calculated-1;
+//---
+   for(int i=limit;i<rates_total && !IsStopped();i++)
+     {
+      ExtChikouBuffer[i]=customChartIndicator.Close[i];
+      //--- tenkan sen
+      double _high=Highest(customChartIndicator.High,InpTenkan,i);
+      double _low=Lowest(customChartIndicator.Low,InpTenkan,i);
+      ExtTenkanBuffer[i]=(_high+_low)/2.0;
+      //--- kijun sen
+      _high=Highest(customChartIndicator.High,InpKijun,i);
+      _low=Lowest(customChartIndicator.Low,InpKijun,i);
+      ExtKijunBuffer[i]=(_high+_low)/2.0;
+      //--- senkou span a
+      ExtSpanABuffer[i]=(ExtTenkanBuffer[i]+ExtKijunBuffer[i])/2.0;
+      //--- senkou span b
+      _high=Highest(customChartIndicator.High,InpSenkou,i);
+      _low=Lowest(customChartIndicator.Low,InpSenkou,i);
+      ExtSpanBBuffer[i]=(_high+_low)/2.0;
+     }
+//--- done
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_LinearRegression.mq5

@@ -0,0 +1,93 @@
+#property description "Linear Regression"
+#property description "https://www.mql5.com/en/articles/270"
+#property copyright   "ds2"
+#property version     "1.0"
+//+------------------------------------------------------------------+
+#property indicator_chart_window
+#property indicator_buffers 1
+#property indicator_plots   1
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  Cyan
+//+------------------------------------------------------------------+
+input int       LRPeriod  = 20;        // Bars in regression
+//+------------------------------------------------------------------+
+// The main buffer - drawing a line on a chart
+double ExtLRBuffer[];
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+   SetIndexBuffer(0, ExtLRBuffer, INDICATOR_DATA);
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, LRPeriod-1);
+   
+   IndicatorSetString (INDICATOR_SHORTNAME,"Linear Regression");
+   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);   
+   
+   customChartIndicator.SetUseAppliedPriceFlag(PRICE_CLOSE);
+   
+  }
+//+------------------------------------------------------------------+
+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[])
+  {
+
+   ////////////////////////////////////////////////////////////////////////
+
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
+      return(0);
+      
+   if(!customChartIndicator.BufferSynchronizationCheck(Close))
+      return(0);
+
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();    
+   
+   ////////////////////////////////////////////////////////////////////////
+
+   if (rates_total < LRPeriod)
+      return(0);
+
+   int limit = _prev_calculated ? _prev_calculated-1 : LRPeriod-1;
+ 
+   // The cycle along the calculated bars
+   for (int bar = limit; bar < rates_total; bar++)
+   {
+      double lrvalue = 0; // the linear regression value in this bar
+      double Sx=0, Sy=0, Sxy=0, Sxx=0;
+      
+      // Finding intermediate values-sums
+      Sx  = 0;
+      Sy  = 0;
+      Sxx = 0;
+      Sxy = 0;
+      for (int x = 1; x <= LRPeriod; x++)
+      {
+         double y = customChartIndicator.GetPrice(bar-LRPeriod+x);
+         Sx  += x;
+         Sy  += y;
+         Sxx += x*x;
+         Sxy += x*y;
+      }
+
+      // Regression ratios
+      double a = (LRPeriod * Sxy - Sx * Sy) / (LRPeriod * Sxx - Sx * Sx);
+      double b = (Sy - a * Sx) / LRPeriod;
+
+      lrvalue = a*LRPeriod + b;
+
+      // Saving regression results
+      ExtLRBuffer[bar] = lrvalue;
+   }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_MA.mq5

@@ -0,0 +1,233 @@
+//+------------------------------------------------------------------+
+//|                                        Custom Moving Average.mq5 |
+//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "2009-2017, MetaQuotes Software Corp."
+#property link      "http://www.mql5.com"
+
+//--- indicator settings
+#property indicator_chart_window
+#property indicator_buffers 1
+#property indicator_plots   1
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  Red
+//--- input parameters
+input int            InpMAPeriod=13;         // Period
+input int            InpMAShift=0;           // Shift
+input ENUM_MA_METHOD InpMAMethod=MODE_SMMA;  // Method
+input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE;
+
+//--- indicator buffers
+double               ExtLineBuffer[];
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+//+------------------------------------------------------------------+
+//|   simple moving average                                          |
+//+------------------------------------------------------------------+
+void CalculateSimpleMA(int rates_total,int prev_calculated,int begin,const double &price[])
+  {
+   int i,limit;
+//--- first calculation or number of bars was changed
+   if(prev_calculated==0)// first calculation
+     {
+      limit=InpMAPeriod+begin;
+      //--- set empty value for first limit bars
+      for(i=0;i<limit-1;i++) ExtLineBuffer[i]=0.0;
+      //--- calculate first visible value
+      double firstValue=0;
+      for(i=begin;i<limit;i++)
+         firstValue+=price[i];
+      firstValue/=InpMAPeriod;
+      ExtLineBuffer[limit-1]=firstValue;
+     }
+   else limit=prev_calculated-1;
+//--- main loop
+   for(i=limit;i<rates_total && !IsStopped();i++)
+      ExtLineBuffer[i]=ExtLineBuffer[i-1]+(price[i]-price[i-InpMAPeriod])/InpMAPeriod;
+//---
+  }
+//+------------------------------------------------------------------+
+//|  exponential moving average                                      |
+//+------------------------------------------------------------------+
+void CalculateEMA(int rates_total,int prev_calculated,int begin,const double &price[])
+  {
+   int    i,limit;
+   double SmoothFactor=2.0/(1.0+InpMAPeriod);
+//--- first calculation or number of bars was changed
+   if(prev_calculated==0)
+     {
+      limit=InpMAPeriod+begin;
+      ExtLineBuffer[begin]=price[begin];
+      for(i=begin+1;i<limit;i++)
+         ExtLineBuffer[i]=price[i]*SmoothFactor+ExtLineBuffer[i-1]*(1.0-SmoothFactor);
+     }
+   else limit=prev_calculated-1;
+//--- main loop
+   for(i=limit;i<rates_total && !IsStopped();i++)
+      ExtLineBuffer[i]=price[i]*SmoothFactor+ExtLineBuffer[i-1]*(1.0-SmoothFactor);
+//---
+  }
+//+------------------------------------------------------------------+
+//|  linear weighted moving average                                  |
+//+------------------------------------------------------------------+
+void CalculateLWMA(int rates_total,int prev_calculated,int begin,const double &price[])
+  {
+   int        i,limit;
+   static int weightsum;
+   double     sum;
+//--- first calculation or number of bars was changed
+   if(prev_calculated==0)
+     {
+      weightsum=0;
+      limit=InpMAPeriod+begin;
+      //--- set empty value for first limit bars
+      for(i=0;i<limit;i++) ExtLineBuffer[i]=0.0;
+      //--- calculate first visible value
+      double firstValue=0;
+      for(i=begin;i<limit;i++)
+        {
+         int k=i-begin+1;
+         weightsum+=k;
+         firstValue+=k*price[i];
+        }
+      firstValue/=(double)weightsum;
+      ExtLineBuffer[limit-1]=firstValue;
+     }
+   else limit=prev_calculated-1;
+//--- main loop
+   for(i=limit;i<rates_total && !IsStopped();i++)
+     {
+      sum=0;
+      for(int j=0;j<InpMAPeriod;j++) sum+=(InpMAPeriod-j)*price[i-j];
+      ExtLineBuffer[i]=sum/weightsum;
+     }
+//---
+  }
+//+------------------------------------------------------------------+
+//|  smoothed moving average                                         |
+//+------------------------------------------------------------------+
+void CalculateSmoothedMA(int rates_total,int prev_calculated,int begin,const double &price[])
+  {
+   int i,limit;
+//--- first calculation or number of bars was changed
+   if(prev_calculated==0)
+     {
+      limit=InpMAPeriod+begin;
+      //--- set empty value for first limit bars
+      for(i=0;i<limit-1;i++) ExtLineBuffer[i]=0.0;
+      //--- calculate first visible value
+      double firstValue=0;
+      for(i=begin;i<limit;i++)
+         firstValue+=price[i];
+      firstValue/=InpMAPeriod;
+      ExtLineBuffer[limit-1]=firstValue;
+     }
+   else limit=prev_calculated-1;
+//--- main loop
+   for(i=limit;i<rates_total && !IsStopped();i++)
+      ExtLineBuffer[i]=(ExtLineBuffer[i-1]*(InpMAPeriod-1)+price[i])/InpMAPeriod;
+//---
+  }
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- indicator buffers mapping
+   SetIndexBuffer(0,ExtLineBuffer,INDICATOR_DATA);
+//--- set accuracy
+   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
+//--- sets first bar from what index will be drawn
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpMAPeriod);
+//---- line shifts when drawing
+   PlotIndexSetInteger(0,PLOT_SHIFT,InpMAShift);
+//--- name for DataWindow
+   string short_name="unknown ma";
+   switch(InpMAMethod)
+     {
+      case MODE_EMA :  short_name="EMA";  break;
+      case MODE_LWMA : short_name="LWMA"; break;
+      case MODE_SMA :  short_name="SMA";  break;
+      case MODE_SMMA : short_name="SMMA"; break;
+     }
+   IndicatorSetString(INDICATOR_SHORTNAME,short_name+"("+string(InpMAPeriod)+")");
+//---- sets drawing line empty value--
+   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
+   
+   //
+   //  Indicator uses Price[] array for calculations so we need to set this in the MedianRenkoIndicator class
+   //
+  
+   customChartIndicator.SetUseAppliedPriceFlag(InpAppliedPrice);
+   
+   //
+   //
+   //
+   
+//---- initialization done
+  }
+//+------------------------------------------------------------------+
+//|  Moving Average                                                  |
+//+------------------------------------------------------------------+
+/*int OnCalculate(const int rates_total,
+                const int prev_calculated,
+                const int begin,
+                const double &price[])
+  {*/
+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[])
+  {  
+  
+   //
+   
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(Close))
+      return(0);
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   int _begin = 0;
+
+   //    
+  
+//--- check for bars count
+   if(rates_total<InpMAPeriod-1+_begin)
+      return(0);// not enough bars for calculation
+         
+//--- first calculation or number of bars was changed
+   if(_prev_calculated==0)
+      ArrayInitialize(ExtLineBuffer,0);
+//--- sets first bar from what index will be draw
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpMAPeriod-1+_begin);
+
+//--- calculation
+   switch(InpMAMethod)
+     {
+      case MODE_EMA:  CalculateEMA(rates_total,_prev_calculated,_begin,customChartIndicator.Price);        break;
+      case MODE_LWMA: CalculateLWMA(rates_total,_prev_calculated,_begin,customChartIndicator.Price);       break;
+      case MODE_SMMA: CalculateSmoothedMA(rates_total,_prev_calculated,_begin,customChartIndicator.Price); break;
+      case MODE_SMA:  CalculateSimpleMA(rates_total,_prev_calculated,_begin,customChartIndicator.Price);   break;
+     }
+//--- return value of prev_calculated for next call
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_MACD.mq5

@@ -6,6 +6,8 @@
 #property copyright   "2009, MetaQuotes Software Corp."
 #property link        "http://www.mql5.com"
 #property description "Moving Average Convergence/Divergence"
+#property description "Adapted for use with TickChart by Artur Zas."
+
 #include <MovingAverages.mqh>
 //--- indicator settings
 #property indicator_separate_window
@@ -35,17 +37,8 @@ double                   ExtFastMaBuffer[];
 double                   ExtSlowMaBuffer[];
 double                   ExtMacdBuffer[];
 
-//
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-// Initialize MedianRenko indicator for data processing 
+RangeBarIndicator customChartIndicator;
-// according to settings of the MedianRenko indicator already on chart
-//
-
-#include <RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
-
-//
-//
-//
 
 //+------------------------------------------------------------------+
 //| Custom indicator initialization function                         |
@@ -79,53 +72,44 @@ int OnCalculate(const int rates_total,const int prev_calculated,
                 const long &Volume[],
                 const int &Spread[])
   {
-   //
-   // Precoess data through MedianRenko indicator
-   //
    
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time))
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
-      return(rangeBarsIndicator.GetPrevCalculated());
+      return(0);
-   
+      
-   //
+   if(!customChartIndicator.BufferSynchronizationCheck(Close))
-   // Make the following modifications in the code below:
+      return(0);
-   //
-   // 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();
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   int _rates_total = customChartIndicator.GetRatesTotal();
    
-   //
+   
-   //
+
-   //    
-     
 //--- check for data
-   if(rates_total<InpSignalSMA)
+   if(_rates_total<InpSignalSMA)
       return(0);
 //--- we can copy not all data
    int to_copy;
-   if(_prev_calculated>rates_total || _prev_calculated<0) to_copy=rates_total;
+   if(_prev_calculated>_rates_total || _prev_calculated<0) to_copy=_rates_total;
    else
      {
-      to_copy=rates_total-_prev_calculated;
+      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);
+   ExponentialMAOnBuffer(_rates_total,_prev_calculated,0,InpFastEMA,customChartIndicator.Close,ExtFastMaBuffer);
 //--- get SlowSMA buffer
    if(IsStopped()) return(0); //Checking for stop flag
-   ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpSlowEMA,rangeBarsIndicator.Close,ExtSlowMaBuffer);
+   ExponentialMAOnBuffer(_rates_total,_prev_calculated,0,InpSlowEMA,customChartIndicator.Close,ExtSlowMaBuffer);
 //---
    int limit;
    if(_prev_calculated==0)
       limit=0;
    else limit=_prev_calculated-1;
 //--- calculate MACD
-   for(int i=limit;i<rates_total && !IsStopped();i++)
+
+   for(int i=limit;i<_rates_total && !IsStopped();i++)
    {
       ExtMacdBuffer[i] = ExtFastMaBuffer[i]-ExtSlowMaBuffer[i];
       if(ExtMacdBuffer[i] > 0)
@@ -140,8 +124,9 @@ int OnCalculate(const int rates_total,const int prev_calculated,
       }
    }
 //--- calculate Signal
-   SimpleMAOnBuffer(rates_total,_prev_calculated,0,InpSignalSMA,ExtMacdBuffer,ExtSignalBuffer);
+   SimpleMAOnBuffer(_rates_total,_prev_calculated,0,InpSignalSMA,ExtMacdBuffer,ExtSignalBuffer);
 //--- OnCalculate done. Return new _prev_calculated.
+
    return(rates_total);
   }
 //+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_MACD_Line.mq5

@@ -0,0 +1,137 @@
+//+------------------------------------------------------------------+
+//|                                                         MACD.mq5 |
+//|                        Copyright 2009, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright   "2009, MetaQuotes Software Corp."
+#property link        "http://www.mql5.com"
+#property description "Moving Average Convergence/Divergence"
+#property description "Adapted for use with TickChart by Artur Zas."
+
+#include <MovingAverages.mqh>
+//--- indicator settings
+#property indicator_separate_window
+#property indicator_buffers 4
+#property indicator_plots   2
+#property indicator_type1   DRAW_LINE
+#property indicator_type2   DRAW_LINE
+#property indicator_color1  clrMagenta
+#property indicator_color2  clrBlue
+#property indicator_width1  2
+#property indicator_width2  2
+#property indicator_label1  "Main"
+#property indicator_label2  "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[];
+
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- indicator buffers mapping
+   SetIndexBuffer(0,ExtMacdBuffer,INDICATOR_DATA);
+   SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA);
+   //SetIndexBuffer(2,ExtSignalBuffer,INDICATOR_DATA);
+   SetIndexBuffer(2,ExtFastMaBuffer,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(3,ExtSlowMaBuffer,INDICATOR_CALCULATIONS);
+   //SetIndexBuffer(4,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(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
+      return(0);
+
+   if(!customChartIndicator.BufferSynchronizationCheck(Close))
+      return(0);
+
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   int _rates_total = customChartIndicator.GetRatesTotal();
+      
+   //
+   //
+   //    
+     
+//--- check for data
+   if(rates_total<InpSignalSMA)
+      return(0);
+//--- we can copy not all data
+   int to_copy;
+   if(_prev_calculated>rates_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,customChartIndicator.Close,ExtFastMaBuffer);
+//--- get SlowSMA buffer
+   if(IsStopped()) return(0); //Checking for stop flag
+   ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpSlowEMA,customChartIndicator.Close,ExtSlowMaBuffer);
+//---
+   int limit;
+   if(_prev_calculated==0)
+      limit=0;
+   else limit=_prev_calculated-1;
+//--- calculate MACD
+   for(int i=limit;i<rates_total && !IsStopped();i++)
+   {
+      ExtMacdBuffer[i] = ExtFastMaBuffer[i]-ExtSlowMaBuffer[i];
+      /*
+      if(ExtMacdBuffer[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);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_Momentum.mq5

@@ -0,0 +1,123 @@
+
+
+//+------------------------------------------------------------------+
+//|                                                     Momentum.mq5 |
+//|                        Copyright 2009, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "2009, MetaQuotes Software Corp."
+#property link      "http://www.mql5.com"
+//---- indicator settings
+#property indicator_separate_window
+#property indicator_buffers 1
+#property indicator_plots   1
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  DodgerBlue
+//---- input parameters
+input int InpMomentumPeriod=14; // Period
+input ENUM_APPLIED_PRICE InpApplyToPrice= PRICE_CLOSE; // Apply to
+//---- indicator buffers
+double    ExtMomentumBuffer[];
+//--- global variable
+int       ExtMomentumPeriod;
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+   //
+   //  Indicator uses Price[] array for calculations so we need to set this in the MedianRenkoIndicator class
+   //
+  
+   customChartIndicator.SetUseAppliedPriceFlag(InpApplyToPrice);
+   
+   //
+   //
+   //  
+  
+//--- check for input value
+   if(InpMomentumPeriod<0)
+     {
+      ExtMomentumPeriod=14;
+      Print("Input parameter InpMomentumPeriod has wrong value. Indicator will use value ",ExtMomentumPeriod);
+     }
+   else ExtMomentumPeriod=InpMomentumPeriod;
+//---- buffers  
+   SetIndexBuffer(0,ExtMomentumBuffer,INDICATOR_DATA);
+//---- name for DataWindow and indicator subwindow label
+   IndicatorSetString(INDICATOR_SHORTNAME,"Momentum"+"("+string(ExtMomentumPeriod)+")");
+//--- sets first bar from what index will be drawn
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtMomentumPeriod-1);
+//--- sets drawing line empty value
+   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
+//--- digits
+   IndicatorSetInteger(INDICATOR_DIGITS,2);
+  }
+//+------------------------------------------------------------------+
+//|  Momentum                                                        |
+//+------------------------------------------------------------------+
+/*
+int OnCalculate(const int rates_total,
+                const int prev_calculated,
+                const int begin,
+                const double &price[])
+  {
+*/
+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[])
+  {
+
+   static int begin = 0;
+
+   //
+
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(Close))
+      return(0);
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //  
+   
+//--- start calculation
+   int StartCalcPosition=(ExtMomentumPeriod-1)+begin;
+//---- insufficient data
+   if(rates_total<StartCalcPosition)
+      return(0);
+//--- correct draw begin
+   if(begin>0) PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartCalcPosition+(ExtMomentumPeriod-1));
+//--- start working, detect position
+   int pos=_prev_calculated-1;
+   if(pos<StartCalcPosition)
+      pos=begin+ExtMomentumPeriod;
+//--- main cycle
+   for(int i=pos;i<rates_total && !IsStopped();i++)
+     {
+      if(customChartIndicator.Price[i-ExtMomentumPeriod] > 0)
+         ExtMomentumBuffer[i]=customChartIndicator.Price[i]*100/customChartIndicator.Price[i-ExtMomentumPeriod];
+      
+     }
+//--- OnCalculate done. Return new prev_calculated.
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_NRTR.mq5

@@ -0,0 +1,213 @@
+
+
+//+------------------------------------------------------------------+
+//|                                                        iNRTR.mq5 |
+//|                                        MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "MetaQuotes Software Corp."
+#property link      "http://www.mql5.com"
+#property version   "1.00"
+#property indicator_chart_window
+#property indicator_buffers 6
+#property indicator_plots   4
+//--- plot Support
+#property indicator_label1  "Support"
+#property indicator_type1   DRAW_ARROW
+#property indicator_color1  DodgerBlue
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+//--- plot Resistance
+#property indicator_label2  "Resistance"
+#property indicator_type2   DRAW_ARROW
+#property indicator_color2  Red
+#property indicator_style2  STYLE_SOLID
+#property indicator_width2  2
+//--- plot UpTarget
+#property indicator_label3  "UpTarget"
+#property indicator_type3   DRAW_ARROW
+#property indicator_color3  RoyalBlue
+#property indicator_style3  STYLE_SOLID
+#property indicator_width3  2
+//--- plot DnTarget
+#property indicator_label4  "DnTarget"
+#property indicator_type4   DRAW_ARROW
+#property indicator_color4  Crimson
+#property indicator_style4  STYLE_SOLID
+#property indicator_width4  2
+//--- input parameters
+input int      period   =  40;   /*period*/  // ATR period in bars
+input double   k        =  2.0;  /*k*/       // ATR change coefficient
+//--- indicator buffers
+double         SupportBuffer[];
+double         ResistanceBuffer[];
+double         UpTargetBuffer[];
+double         DnTargetBuffer[];
+double         Trend[];
+double         ATRBuffer[];
+int Handle;
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+//--- indicator buffers mapping
+   SetIndexBuffer(0,SupportBuffer,INDICATOR_DATA);
+   PlotIndexSetInteger(0,PLOT_ARROW,159);
+
+   SetIndexBuffer(1,ResistanceBuffer,INDICATOR_DATA);
+   PlotIndexSetInteger(1,PLOT_ARROW,159);
+
+   SetIndexBuffer(2,UpTargetBuffer,INDICATOR_DATA);
+   PlotIndexSetInteger(2,PLOT_ARROW,158);
+
+   SetIndexBuffer(3,DnTargetBuffer,INDICATOR_DATA);
+   PlotIndexSetInteger(3,PLOT_ARROW,158);
+
+   SetIndexBuffer(4,Trend,INDICATOR_DATA);
+   SetIndexBuffer(5,ATRBuffer,INDICATOR_CALCULATIONS);
+
+   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0);
+   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0);
+   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,0);
+   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,0);
+   PlotIndexSetDouble(5,PLOT_EMPTY_VALUE,0);
+
+   Handle=iATR(_Symbol,PERIOD_CURRENT,period);
+
+//---
+   return(0);
+  }
+//+------------------------------------------------------------------+
+//| Custom indicator iteration function                              |
+//+------------------------------------------------------------------+
+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  &tick_volume[],
+                const long  &volume[],
+                const int  &spread[]
+                )
+  {
+   //
+
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //
+   //
+   //  
+     
+   static bool error=true;
+   int start;
+   if(_prev_calculated==0)
+     {
+      error=true;
+     }
+   if(error)
+     {
+      ArrayInitialize(Trend,0);
+      ArrayInitialize(UpTargetBuffer,0);
+      ArrayInitialize(DnTargetBuffer,0);
+      ArrayInitialize(SupportBuffer,0);
+      ArrayInitialize(ResistanceBuffer,0);
+      start=period;
+      error=false;
+     }
+   else
+     {
+      start=_prev_calculated-1;
+     }
+   if(CopyBuffer(Handle,0,0,rates_total-start,ATRBuffer)==-1)
+     {
+      error=true;
+      return(0);
+     }
+   for(int i=start;i<rates_total;i++)
+     {
+      Trend[i]=Trend[i-1];
+      UpTargetBuffer[i]=UpTargetBuffer[i-1];
+      DnTargetBuffer[i]=DnTargetBuffer[i-1];
+      SupportBuffer[i]=SupportBuffer[i-1];
+      ResistanceBuffer[i]=ResistanceBuffer[i-1];
+      switch((int)Trend[i])
+        {
+         case 2:
+            if(customChartIndicator.Low[i]>UpTargetBuffer[i])
+              {
+               UpTargetBuffer[i]=customChartIndicator.Close[i];
+               SupportBuffer[i]=customChartIndicator.Close[i]-k*ATRBuffer[i];
+              }
+            if(customChartIndicator.Close[i]<SupportBuffer[i])
+              {
+               DnTargetBuffer[i]=customChartIndicator.Close[i];
+               ResistanceBuffer[i]=customChartIndicator.Close[i]+k*ATRBuffer[i];
+               Trend[i]=3;
+               UpTargetBuffer[i]=0;
+               SupportBuffer[i]=0;
+              }
+            break;
+         case 3:
+            if(customChartIndicator.High[i]<DnTargetBuffer[i])
+              {
+               DnTargetBuffer[i]=customChartIndicator.Close[i];
+               ResistanceBuffer[i]=customChartIndicator.Close[i]+k*ATRBuffer[i];
+              }
+            if(customChartIndicator.Close[i]>ResistanceBuffer[i])
+              {
+               UpTargetBuffer[i]=customChartIndicator.Close[i];
+               SupportBuffer[i]=customChartIndicator.Close[i]-k*ATRBuffer[i];
+               Trend[i]=2;
+               DnTargetBuffer[i]=0;
+               ResistanceBuffer[i]=0;
+              }
+            break;
+         case 0:
+            UpTargetBuffer[i]=customChartIndicator.Close[i];
+            DnTargetBuffer[i]=customChartIndicator.Close[i];
+            Trend[i]=1;
+            break;
+         case 1:
+            if(customChartIndicator.Low[i]>UpTargetBuffer[i])
+              {
+               UpTargetBuffer[i]=customChartIndicator.Close[i];
+               SupportBuffer[i]=customChartIndicator.Close[i]-k*ATRBuffer[i];
+               Trend[i]=2;
+               DnTargetBuffer[i]=0;
+              }
+            if(customChartIndicator.High[i]<DnTargetBuffer[i])
+              {
+               DnTargetBuffer[i]=customChartIndicator.Close[i];
+               ResistanceBuffer[i]=customChartIndicator.Close[i]+k*ATRBuffer[i];
+               Trend[i]=3;
+               UpTargetBuffer[i]=0;
+              }
+            break;
+        }
+
+     }
+   return(rates_total);
+  }
+
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_OBV.mq5

@@ -0,0 +1,124 @@
+//+------------------------------------------------------------------+
+//|                                                          OBV.mq5 |
+//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright   "2009-2017, MetaQuotes Software Corp."
+#property link        "http://www.mql5.com"
+#property description "On Balance Volume"
+//--- indicator settings
+#property indicator_separate_window
+#property indicator_buffers 1
+#property indicator_plots   1
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  DodgerBlue
+#property indicator_label1  "OBV"
+//--- input parametrs
+input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
+//---- indicator buffer
+double                    ExtOBVBuffer[];
+
+//
+// Initialize RangeBar indicator for data processing 
+// according to settings of the RangeBar indicator already on chart
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+
+//+------------------------------------------------------------------+
+//| On Balance Volume initialization function                        |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- define indicator buffer
+   SetIndexBuffer(0,ExtOBVBuffer);
+//--- set indicator digits
+   IndicatorSetInteger(INDICATOR_DIGITS,0);
+//---- OnInit done
+
+   customChartIndicator.SetGetVolumesFlag();
+   
+  }
+//+------------------------------------------------------------------+
+//| On Balance Volume                                                |
+//+------------------------------------------------------------------+
+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 &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+   //
+   // Process data through RangeBar indicator
+   //
+   
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+      
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+
+   //
+   //
+   // 
+
+//--- variables
+   int    pos;
+//--- check for bars count
+   if(rates_total<2)
+      return(0);
+//--- starting calculation
+   pos=_prev_calculated-1;
+//--- correct position, when it's first iteration
+   if(pos<1)
+     {
+      pos=1;
+      if(InpVolumeType==VOLUME_TICK)
+         ExtOBVBuffer[0]=(double)customChartIndicator.Tick_volume[0];
+      else ExtOBVBuffer[0]=(double)customChartIndicator.Real_volume[0];
+     }
+//--- main cycle
+   if(InpVolumeType==VOLUME_TICK)
+      CalculateOBV(pos,rates_total,customChartIndicator.Close,customChartIndicator.Tick_volume);
+   else
+      CalculateOBV(pos,rates_total,customChartIndicator.Close,customChartIndicator.Real_volume);
+//---- OnCalculate done. Return new prev_calculated.
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//| Calculate OBV by volume argument                                 |
+//+------------------------------------------------------------------+
+void CalculateOBV(int StartPosition,
+                  int RatesCount,
+                  const double &ClBuffer[],
+                  const long &VolBuffer[])
+  {
+   for(int i=StartPosition;i<RatesCount && !IsStopped();i++)
+     {
+      //--- get some data
+      double Volume=(double)VolBuffer[i];
+      double PrevClose=ClBuffer[i-1];
+      double CurrClose=ClBuffer[i];
+      //--- fill ExtOBVBuffer
+      if(CurrClose<PrevClose) ExtOBVBuffer[i]=ExtOBVBuffer[i-1]-Volume;
+      else
+        {
+         if(CurrClose>PrevClose) ExtOBVBuffer[i]=ExtOBVBuffer[i-1]+Volume;
+         else                    ExtOBVBuffer[i]=ExtOBVBuffer[i-1];
+        }
+     }
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_ParabolicSAR.mq5

@@ -0,0 +1,225 @@
+//+------------------------------------------------------------------+
+//|                                                 ParabolicSAR.mq5 |
+//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "2009-2017, MetaQuotes Software Corp."
+#property link      "http://www.mql5.com"
+#property description "Adapted for use with TickChart by Artur Zas."
+//--- indicator settings
+#property indicator_chart_window
+#property indicator_buffers 3
+#property indicator_plots   1
+#property indicator_type1   DRAW_ARROW
+#property indicator_color1  DodgerBlue
+//--- External parametrs
+input double         InpSARStep=0.02;    // Step
+input double         InpSARMaximum=0.2;  // Maximum
+//---- buffers
+double               ExtSARBuffer[];
+double               ExtEPBuffer[];
+double               ExtAFBuffer[];
+//--- global variables
+int                  ExtLastRevPos;
+bool                 ExtDirectionLong;
+double               ExtSarStep;
+double               ExtSarMaximum;
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- checking input data
+   if(InpSARStep<0.0)
+     {
+      ExtSarStep=0.02;
+      Print("Input parametr InpSARStep has incorrect value. Indicator will use value",
+            ExtSarStep,"for calculations.");
+     }
+   else ExtSarStep=InpSARStep;
+   if(InpSARMaximum<0.0)
+     {
+      ExtSarMaximum=0.2;
+      Print("Input parametr InpSARMaximum has incorrect value. Indicator will use value",
+            ExtSarMaximum,"for calculations.");
+     }
+   else ExtSarMaximum=InpSARMaximum;
+//---- indicator buffers
+   SetIndexBuffer(0,ExtSARBuffer);
+   SetIndexBuffer(1,ExtEPBuffer,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(2,ExtAFBuffer,INDICATOR_CALCULATIONS);
+//--- set arrow symbol
+   PlotIndexSetInteger(0,PLOT_ARROW,159);
+//--- set indicator digits
+   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
+//--- set label name
+   PlotIndexSetString(0,PLOT_LABEL,"SAR("+
+                      DoubleToString(ExtSarStep,2)+","+
+                      DoubleToString(ExtSarMaximum,2)+")");
+//--- set global variables
+   ExtLastRevPos=0;
+   ExtDirectionLong=false;
+//----
+  }
+//+------------------------------------------------------------------+
+//| Custom indicator iteration function                              |
+//+------------------------------------------------------------------+
+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 &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+//--- check for minimum rates count
+   if(rates_total<3)
+      return(0);
+      
+   //
+   
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //          
+      
+//--- detect current position 
+   int pos=_prev_calculated-1;
+//--- correct position
+   if(pos<1)
+     {
+      //--- first pass, set as SHORT
+      pos=1;
+      ExtAFBuffer[0]=ExtSarStep;
+      ExtAFBuffer[1]=ExtSarStep;
+      ExtSARBuffer[0]=customChartIndicator.High[0];
+      ExtLastRevPos=0;
+      ExtDirectionLong=false;
+      ExtSARBuffer[1]=GetHigh(pos,ExtLastRevPos,customChartIndicator.High);
+      ExtEPBuffer[0]=customChartIndicator.Low[pos];
+      ExtEPBuffer[1]=customChartIndicator.Low[pos];
+     }
+//---main cycle
+   for(int i=pos;i<rates_total-1 && !IsStopped();i++)
+     {
+      //--- check for reverse
+      if(ExtDirectionLong)
+        {
+         if(ExtSARBuffer[i]>customChartIndicator.Low[i])
+           {
+            //--- switch to SHORT
+            ExtDirectionLong=false;
+            ExtSARBuffer[i]=GetHigh(i,ExtLastRevPos,customChartIndicator.High);
+            ExtEPBuffer[i]=customChartIndicator.Low[i];
+            ExtLastRevPos=i;
+            ExtAFBuffer[i]=ExtSarStep;
+           }
+        }
+      else
+        {
+         if(ExtSARBuffer[i]<customChartIndicator.High[i])
+           {
+            //--- switch to LONG
+            ExtDirectionLong=true;
+            ExtSARBuffer[i]=GetLow(i,ExtLastRevPos,customChartIndicator.Low);
+            ExtEPBuffer[i]=customChartIndicator.High[i];
+            ExtLastRevPos=i;
+            ExtAFBuffer[i]=ExtSarStep;
+           }
+        }
+      //--- continue calculations
+      if(ExtDirectionLong)
+        {
+         //--- check for new High
+         if(customChartIndicator.High[i]>ExtEPBuffer[i-1] && i!=ExtLastRevPos)
+           {
+            ExtEPBuffer[i]=customChartIndicator.High[i];
+            ExtAFBuffer[i]=ExtAFBuffer[i-1]+ExtSarStep;
+            if(ExtAFBuffer[i]>ExtSarMaximum)
+               ExtAFBuffer[i]=ExtSarMaximum;
+           }
+         else
+           {
+            //--- when we haven't reversed
+            if(i!=ExtLastRevPos)
+              {
+               ExtAFBuffer[i]=ExtAFBuffer[i-1];
+               ExtEPBuffer[i]=ExtEPBuffer[i-1];
+              }
+           }
+         //--- calculate SAR for tomorrow
+         ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]);
+         //--- check for SAR
+         if(ExtSARBuffer[i+1]>customChartIndicator.Low[i] || ExtSARBuffer[i+1]>customChartIndicator.Low[i-1])
+            ExtSARBuffer[i+1]=MathMin(customChartIndicator.Low[i],customChartIndicator.Low[i-1]);
+        }
+      else
+        {
+         //--- check for new Low
+         if(customChartIndicator.Low[i]<ExtEPBuffer[i-1] && i!=ExtLastRevPos)
+           {
+            ExtEPBuffer[i]=customChartIndicator.Low[i];
+            ExtAFBuffer[i]=ExtAFBuffer[i-1]+ExtSarStep;
+            if(ExtAFBuffer[i]>ExtSarMaximum)
+               ExtAFBuffer[i]=ExtSarMaximum;
+           }
+         else
+           {
+            //--- when we haven't reversed
+            if(i!=ExtLastRevPos)
+              {
+               ExtAFBuffer[i]=ExtAFBuffer[i-1];
+               ExtEPBuffer[i]=ExtEPBuffer[i-1];
+              }
+           }
+         //--- calculate SAR for tomorrow
+         ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]);
+         //--- check for SAR
+         if(ExtSARBuffer[i+1]<customChartIndicator.High[i] || ExtSARBuffer[i+1]<customChartIndicator.High[i-1])
+            ExtSARBuffer[i+1]=MathMax(customChartIndicator.High[i],customChartIndicator.High[i-1]);
+        }
+     }
+//---- OnCalculate done. Return new prev_calculated.
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//| Find highest price from start to current position                |
+//+------------------------------------------------------------------+
+double GetHigh(int nPosition,int nStartPeriod,const double &HiData[])
+  {
+//--- calculate
+   double result=HiData[nStartPeriod];
+   for(int i=nStartPeriod;i<=nPosition;i++) if(result<HiData[i]) result=HiData[i];
+   return(result);
+  }
+//+------------------------------------------------------------------+
+//| Find lowest price from start to current position                 |
+//+------------------------------------------------------------------+
+double GetLow(int nPosition,int nStartPeriod,const double &LoData[])
+  {
+//--- calculate
+   double result=LoData[nStartPeriod];
+   for(int i=nStartPeriod;i<=nPosition;i++) if(result>LoData[i]) result=LoData[i];
+   return(result);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_ROC.mq5

@@ -0,0 +1,114 @@
+//+------------------------------------------------------------------+
+//|                                                          ROC.mq5 |
+//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright   "2009-2017, MetaQuotes Software Corp."
+#property link        "http://www.mql5.com"
+#property description "Rate of Change"
+//--- indicator settings
+#property indicator_separate_window
+#property indicator_buffers 1
+#property indicator_plots   1
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  LightSeaGreen
+//--- input parameters
+input int InpRocPeriod=12; // Period
+//--- indicator buffers
+double    ExtRocBuffer[];
+//--- global variable
+int       ExtRocPeriod;
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+//+------------------------------------------------------------------+
+//| Rate of Change initialization function                           |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- check for input
+   if(InpRocPeriod<1)
+     {
+      ExtRocPeriod=12;
+      Print("Incorrect value for input variable InpRocPeriod =",InpRocPeriod,
+            "Indicator will use value =",ExtRocPeriod,"for calculations.");
+     }
+   else ExtRocPeriod=InpRocPeriod;
+//--- indicator buffers mapping
+   SetIndexBuffer(0,ExtRocBuffer,INDICATOR_DATA);
+//--- set accuracy
+   IndicatorSetInteger(INDICATOR_DIGITS,2);
+//--- name for DataWindow and indicator subwindow label
+   IndicatorSetString(INDICATOR_SHORTNAME,"ROC("+string(ExtRocPeriod)+")");
+//--- sets first bar from what index will be drawn
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtRocPeriod);
+//--- initialization done
+
+   //
+   //  Indicator uses Price[] array for calculations so we need to set this in the MedianRenkoIndicator class
+   //
+  
+   customChartIndicator.SetUseAppliedPriceFlag(PRICE_CLOSE);
+   
+   //
+   //
+   //
+
+  }
+//+------------------------------------------------------------------+
+//| Rate of Change                                                   |
+//+------------------------------------------------------------------+
+//int OnCalculate(const int rates_total,const int prev_calculated,const int begin,const double &price[])
+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[])
+
+  {
+   //
+   
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(Close))
+      return(0);
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //
+   //
+   //   
+  
+//--- check for rates count
+   if(rates_total<ExtRocPeriod)
+      return(0);
+//--- preliminary calculations
+   int pos=_prev_calculated-1; // set calc position
+   if(pos<ExtRocPeriod)
+      pos=ExtRocPeriod;
+//--- the main loop of calculations
+   for(int i=pos;i<rates_total && !IsStopped();i++)
+     {
+      if(customChartIndicator.Price[i]==0.0)
+         ExtRocBuffer[i]=0.0;
+      else
+         ExtRocBuffer[i]=(customChartIndicator.Price[i]-customChartIndicator.Price[i-ExtRocPeriod])/customChartIndicator.Price[i]*100;
+     }
+//--- OnCalculate done. Return new prev_calculated.
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_RSI.mq5

@@ -26,13 +26,11 @@ double ExtPosBuffer[];
 double ExtNegBuffer[];
 
 //
-// Initialize MedianRenko indicator for data processing 
+//
-// according to settings of the MedianRenko indicator already on chart
 //
 
-#include <RangeBarIndicator.mqh>
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
+RangeBarIndicator customChartIndicator;
-
 
 //
 //
@@ -79,30 +77,16 @@ int OnCalculate(const int rates_total,const int prev_calculated,
                 const long &Volume[],
                 const int &Spread[])
   {
-  
-   //
-   // Precoess data through MedianRenko indicator
    //
    
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time))
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
-      return(rates_total);
+      return(0);
-     
+   
-   //
+   if(!customChartIndicator.BufferSynchronizationCheck(Close))
-   // Make the following modifications in the code below:
+      return(0);
-   //
+   
-   // medianRenkoIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
-   // medianRenkoIndicator.Open[] should be used instead of open[]
-   // medianRenkoIndicator.Low[] should be used instead of low[]
-   // medianRenkoIndicator.High[] should be used instead of high[]
-   // medianRenkoIndicator.Close[] should be used instead of close[]
-   // if applied_price is used
-   // medianRenkoIndicator.Price[] should be used instead of price[]
-   //
-
-   int _prev_calculated = rangeBarsIndicator.GetPrevCalculated();
    
-   //
-   //
    //  
   
    int    i,pos;
@@ -114,7 +98,7 @@ int OnCalculate(const int rates_total,const int prev_calculated,
    ArraySetAsSeries(ExtRSIBuffer,false);
    ArraySetAsSeries(ExtPosBuffer,false);
    ArraySetAsSeries(ExtNegBuffer,false);
-   ArraySetAsSeries(rangeBarsIndicator.Close,false);
+   ArraySetAsSeries(customChartIndicator.Close,false);
 //--- preliminary calculations
    pos=_prev_calculated-1;
    if(pos<=InpRSIPeriod)
@@ -130,7 +114,7 @@ int OnCalculate(const int rates_total,const int prev_calculated,
          ExtRSIBuffer[i]=0.0;
          ExtPosBuffer[i]=0.0;
          ExtNegBuffer[i]=0.0;
-         diff=rangeBarsIndicator.Close[i]-rangeBarsIndicator.Close[i-1];
+         diff=customChartIndicator.Close[i]-customChartIndicator.Close[i-1];
          if(diff>0)
             sump+=diff;
          else
@@ -154,7 +138,7 @@ int OnCalculate(const int rates_total,const int prev_calculated,
 //--- the main loop of calculations
    for(i=pos; i<rates_total && !IsStopped(); i++)
      {
-      diff=rangeBarsIndicator.Close[i]-rangeBarsIndicator.Close[i-1];
+      diff=customChartIndicator.Close[i]-customChartIndicator.Close[i-1];
       ExtPosBuffer[i]=(ExtPosBuffer[i-1]*(InpRSIPeriod-1)+(diff>0.0?diff:0.0))/InpRSIPeriod;
       ExtNegBuffer[i]=(ExtNegBuffer[i-1]*(InpRSIPeriod-1)+(diff<0.0?-diff:0.0))/InpRSIPeriod;
       if(ExtNegBuffer[i]!=0.0)

Indicators/RangeBars/RangeBars_StdDev.mq5

@@ -0,0 +1,157 @@
+//+------------------------------------------------------------------+
+//|                                                       StdDev.mq5 |
+//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright   "2009-2017, MetaQuotes Software Corp."
+#property link        "http://www.mql5.com"
+#property description "Standard Deviation"
+#property description "Adapted for use with TickChart by Artur Zas."
+
+#property indicator_separate_window
+#property indicator_buffers 2
+#property indicator_plots   1
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  MediumSeaGreen
+#property indicator_style1  STYLE_SOLID
+//--- input parametrs
+input int            InpStdDevPeriod=20;   // Period
+input int            InpStdDevShift=0;     // Shift
+input ENUM_MA_METHOD InpMAMethod=MODE_SMA; // Method
+input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // Apply to
+//---- buffers
+double               ExtStdDevBuffer[];
+double               ExtMABuffer[];
+//--- global variables
+int                  ExtStdDevPeriod,ExtStdDevShift;
+
+#include <MovingAverages.mqh>
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- check for input values
+   if(InpStdDevPeriod<=1)
+     {
+      ExtStdDevPeriod=20;
+      printf("Incorrect value for input variable InpStdDevPeriod=%d. Indicator will use value=%d for calculations.",InpStdDevPeriod,ExtStdDevPeriod);
+     }
+   else ExtStdDevPeriod=InpStdDevPeriod;
+   if(InpStdDevShift<0)
+     {
+      ExtStdDevShift=0;
+      printf("Incorrect value for input variable InpStdDevShift=%d. Indicator will use value=%d for calculations.",InpStdDevShift,ExtStdDevShift);
+     }
+   else ExtStdDevShift=InpStdDevShift;
+//--- set indicator short name
+   IndicatorSetString(INDICATOR_SHORTNAME,"StdDev("+string(ExtStdDevPeriod)+")");
+//---- define indicator buffers as indexes
+   SetIndexBuffer(0,ExtStdDevBuffer);
+   SetIndexBuffer(1,ExtMABuffer,INDICATOR_CALCULATIONS);
+//--- set index label
+   PlotIndexSetString(0,PLOT_LABEL,"StdDev("+string(ExtStdDevPeriod)+")");
+//--- set index shift
+   PlotIndexSetInteger(0,PLOT_SHIFT,ExtStdDevShift);
+//----
+
+   customChartIndicator.SetUseAppliedPriceFlag(InpPrice);
+  }
+//+------------------------------------------------------------------+
+//| Custom indicator iteration function                              |
+//+------------------------------------------------------------------+
+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[])
+  {
+//--- variables of indicator
+   int               pos;
+//--- set draw begin
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtStdDevPeriod-1);//+begin);
+//--- check for rates count
+   if(rates_total<ExtStdDevPeriod)
+      return(0);
+      
+      
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
+      return(0);
+      
+   if(!customChartIndicator.BufferSynchronizationCheck(Close))
+      return(0);
+      
+
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   int _rates_total = customChartIndicator.GetRatesTotal();      
+         
+//--- starting work
+   pos=_prev_calculated-1;
+//--- correct position for first iteration
+   if(pos<ExtStdDevPeriod)
+     {
+      pos=ExtStdDevPeriod-1;
+      ArrayInitialize(ExtStdDevBuffer,0.0);
+      ArrayInitialize(ExtMABuffer,0.0);
+     }
+//--- main cycle
+   switch(InpMAMethod)
+     {
+      case  MODE_EMA :
+         for(int i=pos;i<_rates_total && !IsStopped();i++)
+           {
+            if(i==InpStdDevPeriod-1)
+               ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod, customChartIndicator.Price);
+            else
+               ExtMABuffer[i]=ExponentialMA(i,InpStdDevPeriod,ExtMABuffer[i-1], customChartIndicator.Price);
+            //--- Calculate StdDev
+            ExtStdDevBuffer[i]=StdDevFunc(customChartIndicator.Price, ExtMABuffer,i);
+           }
+         break;
+      case MODE_SMMA :
+         for(int i=pos;i<_rates_total && !IsStopped();i++)
+           {
+            if(i==InpStdDevPeriod-1)
+               ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod,customChartIndicator.Price);
+            else
+               ExtMABuffer[i]=SmoothedMA(i,InpStdDevPeriod,ExtMABuffer[i-1],customChartIndicator.Price);
+            //--- Calculate StdDev
+            ExtStdDevBuffer[i]=StdDevFunc(customChartIndicator.Price,ExtMABuffer,i);
+           }
+         break;
+      case MODE_LWMA :
+         for(int i=pos;i<_rates_total && !IsStopped();i++)
+           {
+            ExtMABuffer[i]=LinearWeightedMA(i,InpStdDevPeriod,customChartIndicator.Price);
+            ExtStdDevBuffer[i]=StdDevFunc(customChartIndicator.Price,ExtMABuffer,i);
+           }
+         break;
+      default   :
+         for(int i=pos;i<_rates_total && !IsStopped();i++)
+           {
+            ExtMABuffer[i]=SimpleMA(i,InpStdDevPeriod,customChartIndicator.Price);
+            //--- Calculate StdDev
+            ExtStdDevBuffer[i]=StdDevFunc(customChartIndicator.Price,ExtMABuffer,i);
+           }
+     }
+//---- OnCalculate done. Return new prev_calculated.
+   return(_rates_total);
+  }
+//+------------------------------------------------------------------+
+//| Calculate Standard Deviation                                     |
+//+------------------------------------------------------------------+
+double StdDevFunc(const double &price[],const double &MAprice[],int position)
+  {
+   double dTmp=0.0;
+   for(int i=0;i<ExtStdDevPeriod;i++) dTmp+=MathPow(price[position-i]-MAprice[position],2);
+   dTmp=MathSqrt(dTmp/ExtStdDevPeriod);
+   return(dTmp);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_Stochastic.mq5

@@ -5,6 +5,7 @@
 //+------------------------------------------------------------------+
 #property copyright "2009, MetaQuotes Software Corp."
 #property link      "http://www.mql5.com"
+#property description "Adapted for use with TickChart by Artur Zas."
 //--- indicator settings
 #property indicator_separate_window
 #property indicator_buffers 4
@@ -26,13 +27,11 @@ double    ExtHighesBuffer[];
 double    ExtLowesBuffer[];
 
 //
-// Initialize MedianRenko indicator for data processing 
+//
-// according to settings of the MedianRenko indicator already on chart
 //
 
-#include <RangeBarIndicator.mqh>
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
+RangeBarIndicator customChartIndicator;
-
 
 //
 //
@@ -79,25 +78,18 @@ int OnCalculate(const int rates_total,const int prev_calculated,
                 const long &Volume[],
                 const int &Spread[])
   {
-   
-   //
-   // Precoess data through MedianRenko indicator
-   //
-   
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time))
-      return(rates_total);
-   
-   //
-   // Make the following modifications in the code below:
-   //
-   // medianRenkoIndicator.GetPrevCalculated() should be used instead of prev_calculated
-   // medianRenkoIndicator.Open[] should be used instead of open[]
-   // medianRenkoIndicator.Low[] should be used instead of low[]
-   // medianRenkoIndicator.High[] should be used instead of high[]
-   // medianRenkoIndicator.Close[] should be used instead of close[]
-   //
 
-   int _prev_calculated = rangeBarsIndicator.GetPrevCalculated();
+   //
+   //
+   //
+      
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(Close))
+      return(0);
+
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
    
    //
    //
@@ -127,8 +119,8 @@ int OnCalculate(const int rates_total,const int prev_calculated,
       double dmax=-1000000.0;
       for(k=i-InpKPeriod+1;k<=i;k++)
         {
-         if(dmin>rangeBarsIndicator.Low[k])  dmin=rangeBarsIndicator.Low[k];
+         if(dmin>customChartIndicator.Low[k])  dmin=customChartIndicator.Low[k];
-         if(dmax<rangeBarsIndicator.High[k]) dmax=rangeBarsIndicator.High[k];
+         if(dmax<customChartIndicator.High[k]) dmax=customChartIndicator.High[k];
         }
       ExtLowesBuffer[i]=dmin;
       ExtHighesBuffer[i]=dmax;
@@ -148,7 +140,7 @@ int OnCalculate(const int rates_total,const int prev_calculated,
       double sumhigh=0.0;
       for(k=(i-InpSlowing+1);k<=i;k++)
         {
-         sumlow +=(rangeBarsIndicator.Close[k]-ExtLowesBuffer[k]);
+         sumlow +=(customChartIndicator.Close[k]-ExtLowesBuffer[k]);
          sumhigh+=(ExtHighesBuffer[k]-ExtLowesBuffer[k]);
         }
       if(sumhigh==0.0) ExtMainBuffer[i]=100.0;

Indicators/RangeBars/RangeBars_TimeLine.mq5

@@ -0,0 +1,254 @@
+#property copyright "Copyright 2018-2020, Level Up Software"
+#property link      "https://www.az-invest.eu"
+#property description "A timescale indicator for use on X Tick Chart."
+#property version   "1.03"
+#property indicator_separate_window
+#property indicator_plots 0
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+#define PREFIX_SEED "6D4E6"
+
+static long __chartId  = ChartID();
+static int  __subWinId = ChartWindowFind();
+
+enum ENUM_DISPLAY_FORMAT
+{
+   DisplayFormat1 = 0,  // 25 Jan 10:55
+   DisplayFormat2,      // 25.01 10:55
+};
+
+input color                InpTextColor = clrBlack;         // Font color
+input int                  InpFontSize  = 9;                // Font size
+input int                  InpSpacing = 3;                  // Date/Time spacing factor
+input ENUM_DISPLAY_FORMAT  InpDispFormat = DisplayFormat1;  // Display format
+
+int __spacing = InpSpacing;
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+int OnInit()
+{
+   //--- indicator buffers mapping
+   IndicatorSetString(INDICATOR_SHORTNAME,"\n");
+   IndicatorSetDouble(INDICATOR_MINIMUM,0); 
+   IndicatorSetDouble(INDICATOR_MAXIMUM, 9);  
+   IndicatorSetInteger(INDICATOR_HEIGHT,16);  
+   IndicatorSetInteger(INDICATOR_DIGITS,0);
+   //---
+
+   customChartIndicator.SetGetTimeFlag();   
+   
+   RecalcSpacing();
+
+   return(INIT_SUCCEEDED);
+}
+  
+void OnDeinit(const int r)
+{
+   ObjectsDeleteAll(__chartId,PREFIX_SEED);
+}
+//+------------------------------------------------------------------+
+//| Custom indicator iteration function                              |
+//+------------------------------------------------------------------+
+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 &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+{
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+      
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+      
+   int start = customChartIndicator.GetPrevCalculated() - 1;
+//--- correct position
+   if(start<0) 
+      start=0;
+
+   if((start == 0) || customChartIndicator.IsNewBar)
+   {
+      DrawTimeLine(0,customChartIndicator.GetRatesTotal(),time);            
+   }
+
+   //--- return value of prev_calculated for next call
+   return(rates_total);
+}
+
+
+bool RecalcSpacing()
+{
+   static int __prevScale = 5;
+          int __currentScale = (int)ChartGetInteger(0, CHART_SCALE);
+   
+   if(__prevScale == __currentScale)
+   {
+      return false;
+   }
+
+   switch(__currentScale)
+   {
+      case 5: __spacing = InpSpacing;
+      break;
+      case 4: __spacing = InpSpacing * 2;
+      break;
+      case 3: __spacing = InpSpacing * 4;
+      break;
+      case 2: __spacing = InpSpacing * 8;
+      break;
+      case 1: __spacing = InpSpacing * 16;
+      break;
+      case 0: __spacing = InpSpacing * 32;   
+      break;
+   }
+   
+   __prevScale = __currentScale;   
+   return true;
+}
+
+//+------------------------------------------------------------------+
+
+void DrawTimeLine(const int nPosition, const int nRatesCount, const datetime &canvasTime[])
+{
+   datetime curBarTime = 0;   
+   bool     _start = false;
+   int      c = 0;
+   
+   ObjectsDeleteAll(__chartId,PREFIX_SEED);
+   
+   for(int i=nPosition; i<nRatesCount; i++)
+   {
+      curBarTime = customChartIndicator.GetTime(i);
+      if(curBarTime == 0)
+         continue;
+      else
+         _start = true;
+         
+      if(c%__spacing == 0)
+         DrawDateTimeMarker(i,curBarTime,canvasTime[i]);
+      
+      if(_start)
+         c++;
+   }   
+   
+   ChartRedraw();
+}
+
+bool DrawDateTimeMarker(const int ix, const datetime timeStamp, const datetime canvasTime)
+{
+   if(timeStamp == 0)
+      return false;
+      
+   TextCreate(__chartId,PREFIX_SEED+(string)timeStamp,__subWinId,canvasTime,9,NormalizeTime(timeStamp),"Calibri",InpFontSize,InpTextColor);
+   return true;
+}  
+
+string NormalizeTime(datetime _dt)
+{
+   static string  __months[12] = {"Jan","Feb","Mar","Apr","May","Jun","Jul","Aug","Sep","Oct","Nov","Dec"};
+   MqlDateTime    dt;
+   
+   TimeToStruct(_dt,dt);   
+   string minute = (dt.min<10)  ? ("0"+(string)dt.min)  : (string)dt.min;
+   string hour   = (dt.hour<10) ? ("0"+(string)dt.hour) : (string)dt.hour;
+   
+   if((dt.mon-1) < 0 || (dt.mon-1) > 11)
+      return "*";   
+   
+   if(InpDispFormat == DisplayFormat1)
+      return ( "'"+(string)dt.day+" "+__months[dt.mon-1]+" "+hour+":"+minute );
+   else 
+   {
+      string month = (dt.mon<10) ? ("0"+(string)dt.mon) : (string)dt.mon;
+      return ( "'"+(string)dt.day+"."+month+" "+hour+":"+minute );
+   }
+}
+
+//+------------------------------------------------------------------+
+//| ChartEvent function                                              |
+//+------------------------------------------------------------------+
+void OnChartEvent(const int id,
+                  const long &lparam,
+                  const double &dparam,
+                  const string &sparam)
+{
+
+   if(id==CHARTEVENT_CHART_CHANGE)
+   {      
+      if(RecalcSpacing() == false)
+         return;
+      
+      datetime __time[];
+      CopyTime(_Symbol,_Period,0,Bars(_Symbol,_Period),__time);
+      
+      DrawTimeLine(0,customChartIndicator.GetRatesTotal(),__time);            
+   }
+
+}
+
+//
+// GUI wrapper function 
+// https://www.mql5.com/en/docs/constants/objectconstants/enum_object/obj_text
+//
+
+bool TextCreate(const long              chart_ID=0,               // chart's ID 
+                const string            name="Text",              // object name 
+                const int               sub_window=0,             // subwindow index 
+                datetime                time=0,                   // anchor point time 
+                double                  price=0,                  // anchor point price 
+                const string            text="Text",              // the text itself 
+                const string            font="Calibri",           // font 
+                const int               font_size=9,              // font size 
+                const color             clr=clrWhiteSmoke,        // color 
+                const double            angle=0.0,                // text slope 
+                const ENUM_ANCHOR_POINT anchor=ANCHOR_LEFT_UPPER, // anchor type 
+                const bool              back=false,               // in the background 
+                const bool              selection=false,          // highlight to move 
+                const bool              hidden=true,              // hidden in the object list 
+                const long              z_order=0)                // priority for mouse click 
+{ 
+//--- reset the error value 
+   ResetLastError(); 
+//--- create Text object 
+   if(!ObjectCreate(chart_ID,name,OBJ_TEXT,sub_window,time,price)) 
+   { 
+      Print(__FUNCTION__,": failed to create \"Text\" object! Error code = ",GetLastError()); 
+      return(false); 
+   } 
+//--- set the text 
+   ObjectSetString(chart_ID,name,OBJPROP_TEXT,text); 
+//--- set text font 
+   ObjectSetString(chart_ID,name,OBJPROP_FONT,font); 
+//--- set font size 
+   ObjectSetInteger(chart_ID,name,OBJPROP_FONTSIZE,font_size); 
+//--- set the slope angle of the text 
+   ObjectSetDouble(chart_ID,name,OBJPROP_ANGLE,angle); 
+//--- set anchor type 
+   ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor); 
+//--- set color 
+   ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr); 
+//--- display in the foreground (false) or background (true) 
+   ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back); 
+//--- enable (true) or disable (false) the mode of moving the object by mouse 
+   ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection); 
+   ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection); 
+//--- hide (true) or display (false) graphical object name in the object list 
+   ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden); 
+//--- set the priority for receiving the event of a mouse click in the chart 
+   ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order); 
+//--- switch off tooltips   
+   ObjectSetString(chart_ID,name,OBJPROP_TOOLTIP,"\n");
+//--- successful execution 
+   return(true); 
+} 
+  
+    

Indicators/RangeBars/RangeBars_VEMA_Wilders_DMI.mq5

@@ -0,0 +1,222 @@
+//------------------------------------------------------------------
+   #property copyright "mladen"
+   #property link      "www.forex-tsd.com"
+//------------------------------------------------------------------
+
+#property indicator_separate_window
+#property indicator_buffers 5
+#property indicator_plots   4
+
+#property indicator_label1  "ADX trend"
+#property indicator_type1   DRAW_FILLING
+#property indicator_color1  C'200,255,180',clrMistyRose
+#property indicator_label2  "ADX"
+#property indicator_type2   DRAW_LINE
+#property indicator_color2  clrLimeGreen
+#property indicator_style2  STYLE_SOLID
+#property indicator_width2  2
+#property indicator_label3  "ADXR"
+#property indicator_type3   DRAW_LINE
+#property indicator_color3  clrGold
+#property indicator_style3  STYLE_SOLID
+#property indicator_width3  2
+#property indicator_label4  "Level"
+#property indicator_type4   DRAW_LINE
+#property indicator_color4  clrSilver
+#property indicator_style4  STYLE_DOT
+
+//
+//
+//
+//
+//
+
+enum enVolume
+{
+   vol_noVolume,  // do not use volume
+   vol_ticks,     // use ticks
+   vol_real       // use real volume
+};
+
+//
+//
+//
+//
+//
+
+input int       AdxPeriod    = 14;        // ADX (DMI) period
+input double    AdxLevel     = 20;        // ADX level
+input bool      ShowADX      = true;      // ADX visible
+input bool      ShowADXR     = false;     // ADXR visible
+input enVolume  VolumeType   = vol_ticks; // Volume to use
+
+//
+//
+//
+//
+//
+
+double DIp[];
+double DIm[];
+double ADX[];
+double ADXR[];
+double Level[];
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+//------------------------------------------------------------------
+//                                                                  
+//------------------------------------------------------------------
+//
+//
+//
+//
+//
+
+int OnInit()
+{
+   SetIndexBuffer(0,DIp,INDICATOR_DATA);
+   SetIndexBuffer(1,DIm,INDICATOR_DATA);
+   SetIndexBuffer(2,ADX,INDICATOR_DATA);
+   SetIndexBuffer(3,ADXR,INDICATOR_DATA);
+   SetIndexBuffer(4,Level,INDICATOR_DATA);
+
+   //
+   //
+   //
+   //
+   //
+            
+   IndicatorSetString(INDICATOR_SHORTNAME," VEMA Wilder's DMI ("+string(AdxPeriod)+")");
+   
+   customChartIndicator.SetGetVolumesFlag();
+   
+   return(0);
+}
+
+//------------------------------------------------------------------
+//                                                                  
+//------------------------------------------------------------------
+//
+//
+//
+//
+//
+
+
+double averages[][9];
+#define _Vol  0
+#define _DIp  1
+#define _DIm  2
+#define _TR   3
+#define _Adx  4
+#define _DIpa 5
+#define _DIma 6
+#define _TRa  7
+#define _Adxa 8
+
+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& tick_volume[],
+                const long& volume[],
+                const int& spread[])
+{
+   //
+   
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //     
+
+   if (ArrayRange(averages,0)!=rates_total) ArrayResize(averages,rates_total);
+
+   //
+   //
+   //
+   //
+   //
+  
+   double sf = 1.0/(double)AdxPeriod;
+   for (int i=(int)MathMax(_prev_calculated-1,1); i<rates_total; i++)
+   {
+         double currTR  = MathMax(customChartIndicator.High[i],customChartIndicator.Close[i-1])-MathMin(customChartIndicator.Low[i],customChartIndicator.Close[i-1]);
+         double DeltaHi = customChartIndicator.High[i] - customChartIndicator.High[i-1];
+         double DeltaLo = customChartIndicator.Low[i-1] - customChartIndicator.Low[i];
+         double plusDM  = 0.00;
+         double minusDM = 0.00;
+         double vol;
+         switch(VolumeType)
+            {
+               case vol_ticks: vol = (double)customChartIndicator.Tick_volume[i]; break;
+               case vol_real:  vol = (double)customChartIndicator.Real_volume[i]; break;
+               default:        vol = 1;
+            }
+            if ((DeltaHi > DeltaLo) && (DeltaHi > 0)) plusDM  = DeltaHi;
+            if ((DeltaLo > DeltaHi) && (DeltaLo > 0)) minusDM = DeltaLo;      
+        
+         //
+         //
+         //
+         //
+         //
+
+                    
+            averages[i][_Vol]  = averages[i-1][_Vol] + sf*(vol         - averages[i-1][_Vol]);
+            averages[i][_DIp]  = averages[i-1][_DIp] + sf*(vol*plusDM  - averages[i-1][_DIp]);
+            averages[i][_DIm]  = averages[i-1][_DIm] + sf*(vol*minusDM - averages[i-1][_DIm]);
+            averages[i][_TR]   = averages[i-1][_TR]  + sf*(vol*currTR  - averages[i-1][_TR]);
+            averages[i][_DIpa] = averages[i][_DIp]/MathMax(averages[i][_Vol],1);
+            averages[i][_DIma] = averages[i][_DIm]/MathMax(averages[i][_Vol],1);
+            averages[i][_TRa]  = averages[i][_TR] /MathMax(averages[i][_Vol],1);
+            Level[i]           = AdxLevel;
+
+         //
+         //
+         //
+         //
+         //
+                  
+            DIp[i]  = 0.00;                  
+            DIm[i]  = 0.00;
+            ADX[i]  = EMPTY_VALUE;
+            ADXR[i] = EMPTY_VALUE;
+            if (averages[i][_TRa] > 0)
+               {              
+                  DIp[i] = 100.00 * averages[i][_DIpa]/averages[i][_TRa];
+                  DIm[i] = 100.00 * averages[i][_DIma]/averages[i][_TRa];
+               }            
+
+            if(ShowADX)
+               {
+                  double DX;
+                  if((DIp[i] + DIm[i])>0)
+                       DX = 100*MathAbs(DIp[i] - DIm[i])/(DIp[i] + DIm[i]);
+                  else DX = 0.00;
+                  averages[i][_Adx]  = averages[i-1][_Adx]+ sf*(vol*DX - averages[i-1][_Adx]);
+                  averages[i][_Adxa] = averages[i][_Adx]/MathMax(averages[i][_Vol],1);
+                  ADX[i] = averages[i][_Adxa];
+                  if(ShowADXR && i>=AdxPeriod)
+                         ADXR[i] = 0.5*(ADX[i] + ADX[i-AdxPeriod]);
+               }
+      }  
+   return(rates_total);
+}

Indicators/RangeBars/RangeBars_VWAP_lite.mq5

@@ -0,0 +1,368 @@
+//+------------------------------------------------------------------+
+//|                                                    VWAP_Lite.mq5 |
+//|                     Copyright 2016, SOL Digital Consultoria LTDA |
+//|                          http://www.soldigitalconsultoria.com.br |
+//+------------------------------------------------------------------+
+#property copyright         "Copyright 2016, SOL Digital Consultoria LTDA"
+#property link              "http://www.soldigitalconsultoria.com.br"
+#property version           "1.49"
+
+#property indicator_chart_window
+#property indicator_buffers 3
+#property indicator_plots   3
+
+#property indicator_label1  "VWAP Daily"
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrRed
+#property indicator_style1  STYLE_DASH
+#property indicator_width1  2
+
+#property indicator_label2  "VWAP Weekly"
+#property indicator_type2   DRAW_LINE
+#property indicator_color2  clrBlue
+#property indicator_style2  STYLE_DASH
+#property indicator_width2  2
+
+#property indicator_label3  "VWAP Monthly"
+#property indicator_type3   DRAW_LINE
+#property indicator_color3  clrGreen
+#property indicator_style3  STYLE_DASH
+#property indicator_width3  2
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+enum DATE_TYPE 
+  {
+   DAILY,
+   WEEKLY,
+   MONTHLY
+  };
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+enum PRICE_TYPE 
+  {
+   OPEN,
+   CLOSE,
+   HIGH,
+   LOW,
+   OPEN_CLOSE,
+   HIGH_LOW,
+   CLOSE_HIGH_LOW,
+   OPEN_CLOSE_HIGH_LOW
+  };
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+#define VWAP_Daily "cc__VWAP_Daily"
+#define VWAP_Weekly "cc__VWAP_Weekly"
+#define VWAP_Monthly "cc__VWAP_Monthly"
+
+//
+//
+//
+
+datetime CreateDateTime(DATE_TYPE nReturnType=DAILY,datetime dtDay=D'2000.01.01 00:00:00',int pHour=0,int pMinute=0,int pSecond=0) 
+  {
+   datetime    dtReturnDate;
+   MqlDateTime timeStruct;
+
+   TimeToStruct(dtDay,timeStruct);
+   timeStruct.hour = pHour;
+   timeStruct.min  = pMinute;
+   timeStruct.sec  = pSecond;
+   dtReturnDate=(StructToTime(timeStruct));
+
+   if(nReturnType==WEEKLY) 
+     {
+      while(timeStruct.day_of_week!=0) 
+        {
+         dtReturnDate=(dtReturnDate-86400);
+         TimeToStruct(dtReturnDate,timeStruct);
+        }
+     }
+
+   if(nReturnType==MONTHLY) 
+     {
+      timeStruct.day=1;
+      dtReturnDate=(StructToTime(timeStruct));
+     }
+
+   return dtReturnDate;
+  }
+
+sinput  string      Indicator_Name      = "Volume Weighted Average Price (VWAP)";
+input   PRICE_TYPE  Price_Type          = CLOSE_HIGH_LOW;
+input   bool        Calc_Every_Tick     = false;
+input   bool        Enable_Daily        = true;
+input   bool        Show_Daily_Value    = true;
+input   bool        Enable_Weekly       = false;
+input   bool        Show_Weekly_Value   = false;
+input   bool        Enable_Monthly      = false;
+input   bool        Show_Monthly_Value  = false;
+
+double          VWAP_Buffer_Daily[],VWAP_Buffer_Weekly[],VWAP_Buffer_Monthly[];
+double          nPriceArr[],nTotalTPV[],nTotalVol[];
+double          nSumDailyTPV = 0, nSumWeeklyTPV = 0, nSumMonthlyTPV = 0;
+double          nSumDailyVol = 0, nSumWeeklyVol = 0, nSumMonthlyVol = 0;
+int             nIdxDaily=0,nIdxWeekly=0,nIdxMonthly=0,nIdx=0;
+bool            bIsFirstRun=true;
+string          sDailyStr = "", sWeeklyStr  = "", sMonthlyStr = "";
+datetime        dtLastDay = CreateDateTime(DAILY), dtLastWeek = CreateDateTime(WEEKLY), dtLastMonth = CreateDateTime(MONTHLY);
+ENUM_TIMEFRAMES LastTimePeriod=PERIOD_MN1;
+int             nStringYDistance=50;
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+int OnInit() 
+  {
+   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
+
+   SetIndexBuffer(0,VWAP_Buffer_Daily,INDICATOR_DATA);
+   SetIndexBuffer(1,VWAP_Buffer_Weekly,INDICATOR_DATA);
+   SetIndexBuffer(2,VWAP_Buffer_Monthly,INDICATOR_DATA);
+
+   if(Show_Daily_Value) 
+     {
+      ObjectCreate(0,VWAP_Daily,OBJ_LABEL,0,0,0);
+      ObjectSetInteger(0,VWAP_Daily,OBJPROP_CORNER,CORNER_LEFT_LOWER);
+      ObjectSetInteger(0,VWAP_Daily,OBJPROP_XDISTANCE,10);//180);
+      ObjectSetInteger(0,VWAP_Daily,OBJPROP_YDISTANCE,nStringYDistance);
+      ObjectSetInteger(0,VWAP_Daily,OBJPROP_COLOR,indicator_color1);
+      ObjectSetInteger(0,VWAP_Daily,OBJPROP_FONTSIZE,7);
+      ObjectSetString(0,VWAP_Daily,OBJPROP_FONT,"Verdana");
+      ObjectSetString(0,VWAP_Daily,OBJPROP_TEXT," ");
+      nStringYDistance=nStringYDistance+20;
+     }
+
+   if(Show_Weekly_Value) 
+     {
+      ObjectCreate(0,VWAP_Weekly,OBJ_LABEL,0,0,0);
+      ObjectSetInteger(0,VWAP_Weekly,OBJPROP_CORNER,CORNER_LEFT_LOWER);
+      ObjectSetInteger(0,VWAP_Weekly,OBJPROP_XDISTANCE,10);//180);
+      ObjectSetInteger(0,VWAP_Weekly,OBJPROP_YDISTANCE,nStringYDistance);
+      ObjectSetInteger(0,VWAP_Weekly,OBJPROP_COLOR,indicator_color2);
+      ObjectSetInteger(0,VWAP_Weekly,OBJPROP_FONTSIZE,7);
+      ObjectSetString(0,VWAP_Weekly,OBJPROP_FONT,"Verdana");
+      ObjectSetString(0,VWAP_Weekly,OBJPROP_TEXT," ");
+      nStringYDistance=nStringYDistance+20;
+     }
+
+   if(Show_Monthly_Value) 
+     {
+      ObjectCreate(0,VWAP_Monthly,OBJ_LABEL,0,0,0);
+      ObjectSetInteger(0,VWAP_Monthly,OBJPROP_CORNER,CORNER_LEFT_LOWER);
+      ObjectSetInteger(0,VWAP_Monthly,OBJPROP_XDISTANCE,10);//180);
+      ObjectSetInteger(0,VWAP_Monthly,OBJPROP_YDISTANCE,nStringYDistance);
+      ObjectSetInteger(0,VWAP_Monthly,OBJPROP_COLOR,indicator_color3);
+      ObjectSetInteger(0,VWAP_Monthly,OBJPROP_FONTSIZE,7);
+      ObjectSetString(0,VWAP_Monthly,OBJPROP_FONT,"Verdana");
+      ObjectSetString(0,VWAP_Monthly,OBJPROP_TEXT," ");
+     }
+
+   customChartIndicator.SetGetVolumesFlag();
+   customChartIndicator.SetGetTimeFlag();
+   
+   return(INIT_SUCCEEDED);
+  }
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void OnDeinit(const int pReason) 
+  {
+   if(Show_Daily_Value) ObjectDelete(0,VWAP_Daily);
+   if(Show_Weekly_Value) ObjectDelete(0,VWAP_Weekly);
+   if(Show_Monthly_Value) ObjectDelete(0,VWAP_Monthly);
+  }
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+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      &tick_volume[],
+                const long      &volume[],
+                const int       &spread[]) 
+  {
+
+   //
+   // Process data through Tick Chat indicator
+   //
+
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+      
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //
+   //
+   //  
+
+   if(PERIOD_CURRENT!=LastTimePeriod) 
+     {
+      bIsFirstRun=true;
+      LastTimePeriod=PERIOD_CURRENT;
+     }
+
+   if(rates_total>_prev_calculated || bIsFirstRun || Calc_Every_Tick || (_prev_calculated == 0) ||customChartIndicator.IsNewBar) 
+     {
+      nIdxDaily = 0;
+      nIdxWeekly = 0;
+      nIdxMonthly = 0;
+     
+      ArrayResize(nPriceArr,rates_total);
+      ArrayResize(nTotalTPV,rates_total);
+      ArrayResize(nTotalVol,rates_total);
+
+      if(Enable_Daily)   {nIdx = nIdxDaily;   nSumDailyTPV = 0;   nSumDailyVol = 0;}
+      if(Enable_Weekly)  {nIdx = nIdxWeekly;  nSumWeeklyTPV = 0;  nSumWeeklyVol = 0;}
+      if(Enable_Monthly) {nIdx = nIdxMonthly; nSumMonthlyTPV = 0; nSumMonthlyVol = 0;}
+
+      for(; nIdx<rates_total; nIdx++) 
+        {
+         VWAP_Buffer_Daily[nIdx]=EMPTY_VALUE;
+         VWAP_Buffer_Weekly[nIdx]=EMPTY_VALUE;
+         VWAP_Buffer_Monthly[nIdx]=EMPTY_VALUE;
+
+         if(customChartIndicator.Time[nIdx] < 86400)
+            continue;
+            
+         if(CreateDateTime(DAILY,customChartIndicator.Time[nIdx])!=dtLastDay) 
+           {
+            nIdxDaily=nIdx;
+            nSumDailyTPV = 0;
+            nSumDailyVol = 0;
+           }
+         if(CreateDateTime(WEEKLY,customChartIndicator.Time[nIdx])!=dtLastWeek) 
+           {
+            nIdxWeekly=nIdx;
+            nSumWeeklyTPV = 0;
+            nSumWeeklyVol = 0;
+           }
+         if(CreateDateTime(MONTHLY,customChartIndicator.Time[nIdx])!=dtLastMonth) 
+           {
+            nIdxMonthly=nIdx;
+            nSumMonthlyTPV = 0;
+            nSumMonthlyVol = 0;
+           }
+
+         nPriceArr[nIdx] = 0;
+         nTotalTPV[nIdx] = 0;
+         nTotalVol[nIdx] = 0;
+
+         switch(Price_Type) 
+           {
+            case OPEN:
+               nPriceArr[nIdx]=customChartIndicator.Open[nIdx];
+               break;
+            case CLOSE:
+               nPriceArr[nIdx]=customChartIndicator.Close[nIdx];
+               break;
+            case HIGH:
+               nPriceArr[nIdx]=customChartIndicator.High[nIdx];
+               break;
+            case LOW:
+               nPriceArr[nIdx]=customChartIndicator.Low[nIdx];
+               break;
+            case HIGH_LOW:
+               nPriceArr[nIdx]=(customChartIndicator.High[nIdx]+customChartIndicator.Low[nIdx])/2;
+               break;
+            case OPEN_CLOSE:
+               nPriceArr[nIdx]=(customChartIndicator.Open[nIdx]+customChartIndicator.Close[nIdx])/2;
+               break;
+            case CLOSE_HIGH_LOW:
+               nPriceArr[nIdx]=(customChartIndicator.Close[nIdx]+customChartIndicator.High[nIdx]+customChartIndicator.Low[nIdx])/3;
+               break;
+            case OPEN_CLOSE_HIGH_LOW:
+               nPriceArr[nIdx]=(customChartIndicator.Open[nIdx]+customChartIndicator.Close[nIdx]+customChartIndicator.High[nIdx]+customChartIndicator.Low[nIdx])/4;
+               break;
+            default:
+               nPriceArr[nIdx]=(customChartIndicator.Close[nIdx]+customChartIndicator.High[nIdx]+customChartIndicator.Low[nIdx])/3;
+               break;
+           }
+
+         if((customChartIndicator.Tick_volume[nIdx] > 0) &&  (customChartIndicator.Real_volume[nIdx] == 0))
+         {
+           // Print("tick vol = "+customChartIndicator.Tick_volume[nIdx]);
+            nTotalTPV[nIdx] = (nPriceArr[nIdx] * customChartIndicator.Tick_volume[nIdx]);
+            nTotalVol[nIdx] = (double)customChartIndicator.Tick_volume[nIdx];
+         } 
+         else if(customChartIndicator.Real_volume[nIdx] && customChartIndicator.Tick_volume[nIdx] ) 
+         {
+           // Print("real vol = "+customChartIndicator.Real_volume[nIdx]);
+            nTotalTPV[nIdx] = (nPriceArr[nIdx] * customChartIndicator.Real_volume[nIdx]);
+            nTotalVol[nIdx] = (double)customChartIndicator.Real_volume[nIdx];
+         }
+         
+         if(Enable_Daily && (nIdx>=nIdxDaily)) 
+           {
+            nSumDailyTPV += nTotalTPV[nIdx];
+            nSumDailyVol += nTotalVol[nIdx];
+
+            if(nSumDailyVol)
+               VWAP_Buffer_Daily[nIdx]=(nSumDailyTPV/nSumDailyVol);
+
+            if((sDailyStr!="VWAP Daily: "+(string)NormalizeDouble(VWAP_Buffer_Daily[nIdx],_Digits)) && Show_Daily_Value) 
+              {
+               sDailyStr="VWAP Daily: "+(string)NormalizeDouble(VWAP_Buffer_Daily[nIdx],_Digits);
+               ObjectSetString(0,VWAP_Daily,OBJPROP_TEXT,sDailyStr);
+              }
+           }
+
+         if(Enable_Weekly && (nIdx>=nIdxWeekly)) 
+           {
+            nSumWeeklyTPV += nTotalTPV[nIdx];
+            nSumWeeklyVol += nTotalVol[nIdx];
+
+            if(nSumWeeklyVol)
+               VWAP_Buffer_Weekly[nIdx]=(nSumWeeklyTPV/nSumWeeklyVol);
+
+            if((sWeeklyStr!="VWAP Weekly: "+(string)NormalizeDouble(VWAP_Buffer_Weekly[nIdx],_Digits)) && Show_Weekly_Value) 
+              {
+               sWeeklyStr="VWAP Weekly: "+(string)NormalizeDouble(VWAP_Buffer_Weekly[nIdx],_Digits);
+               ObjectSetString(0,VWAP_Weekly,OBJPROP_TEXT,sWeeklyStr);
+              }
+           }
+
+         if(Enable_Monthly && (nIdx>=nIdxMonthly)) 
+           {
+            nSumMonthlyTPV += nTotalTPV[nIdx];
+            nSumMonthlyVol += nTotalVol[nIdx];
+
+            if(nSumMonthlyVol)
+               VWAP_Buffer_Monthly[nIdx]=(nSumMonthlyTPV/nSumMonthlyVol);
+
+            if((sMonthlyStr!="VWAP Monthly: "+(string)NormalizeDouble(VWAP_Buffer_Monthly[nIdx],_Digits)) && Show_Monthly_Value) 
+              {
+               sMonthlyStr="VWAP Monthly: "+(string)NormalizeDouble(VWAP_Buffer_Monthly[nIdx],_Digits);
+               ObjectSetString(0,VWAP_Monthly,OBJPROP_TEXT,sMonthlyStr);
+              }
+           }
+
+         dtLastDay=CreateDateTime(DAILY,customChartIndicator.Time[nIdx]);
+         dtLastWeek=CreateDateTime(WEEKLY,customChartIndicator.Time[nIdx]);
+         dtLastMonth=CreateDateTime(MONTHLY,customChartIndicator.Time[nIdx]);
+        }
+
+      bIsFirstRun=false;
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_ZigZag.mq5

@@ -0,0 +1,321 @@
+//+------------------------------------------------------------------+
+//|                                                       ZigZag.mq5 |
+//|                        Copyright 2009, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "2009, MetaQuotes Software Corp."
+#property link      "http://www.mql5.com"
+#property version   "1.00"
+#property indicator_chart_window
+#property indicator_buffers 3
+#property indicator_plots   1
+//---- plot Zigzag
+#property indicator_label1  "Zigzag"
+#property indicator_type1   DRAW_SECTION
+#property indicator_color1  Red
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  1
+//--- input parameters
+input int      ExtDepth=12;
+input int      ExtDeviation=5;
+input int      ExtBackstep=3;
+//--- indicator buffers
+double         ZigzagBuffer[];      // main buffer
+double         HighMapBuffer[];     // highs
+double         LowMapBuffer[];      // lows
+int            level=3;             // recounting depth
+double         deviation;           // deviation in points
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+//--- indicator buffers mapping
+   SetIndexBuffer(0,ZigzagBuffer,INDICATOR_DATA);
+   SetIndexBuffer(1,HighMapBuffer,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(2,LowMapBuffer,INDICATOR_CALCULATIONS);
+
+//--- set short name and digits   
+   PlotIndexSetString(0,PLOT_LABEL,"ZigZag("+(string)ExtDepth+","+(string)ExtDeviation+","+(string)ExtBackstep+")");
+   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
+//--- set empty value
+   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
+//--- to use in cycle
+   deviation=ExtDeviation*_Point;
+//---
+   return(INIT_SUCCEEDED);
+  }
+//+------------------------------------------------------------------+
+//|  searching index of the highest bar                              |
+//+------------------------------------------------------------------+
+int iHighest(const double &array[],
+             int depth,
+             int startPos)
+  {
+   int index=startPos;
+//--- start index validation
+   if(startPos<0)
+     {
+      Print("Invalid parameter in the function iHighest, startPos =",startPos);
+      return 0;
+     }
+   int size=ArraySize(array);
+//--- depth correction if need
+   if(startPos-depth<0) depth=startPos;
+   double max=array[startPos];
+//--- start searching
+   for(int i=startPos;i>startPos-depth;i--)
+     {
+      if(array[i]>max)
+        {
+         index=i;
+         max=array[i];
+        }
+     }
+//--- return index of the highest bar
+   return(index);
+  }
+//+------------------------------------------------------------------+
+//|  searching index of the lowest bar                               |
+//+------------------------------------------------------------------+
+int iLowest(const double &array[],
+            int depth,
+            int startPos)
+  {
+   int index=startPos;
+//--- start index validation
+   if(startPos<0)
+     {
+      Print("Invalid parameter in the function iLowest, startPos =",startPos);
+      return 0;
+     }
+   int size=ArraySize(array);
+//--- depth correction if need
+   if(startPos-depth<0) depth=startPos;
+   double min=array[startPos];
+//--- start searching
+   for(int i=startPos;i>startPos-depth;i--)
+     {
+      if(array[i]<min)
+        {
+         index=i;
+         min=array[i];
+        }
+     }
+//--- return index of the lowest bar
+   return(index);
+  }
+//+------------------------------------------------------------------+
+//| Custom indicator iteration function                              |
+//+------------------------------------------------------------------+
+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 &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+   //
+
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //  
+   
+   int i=0;
+   int limit=0,counterZ=0,whatlookfor=0;
+   int shift=0,back=0,lasthighpos=0,lastlowpos=0;
+   double val=0,res=0;
+   double curlow=0,curhigh=0,lasthigh=0,lastlow=0;
+//--- auxiliary enumeration
+   enum looling_for
+     {
+      Pike=1,  // searching for next high
+      Sill=-1  // searching for next low
+     };
+//--- initializing
+   if(_prev_calculated==0)
+     {
+      ArrayInitialize(ZigzagBuffer,0.0);
+      ArrayInitialize(HighMapBuffer,0.0);
+      ArrayInitialize(LowMapBuffer,0.0);
+     }
+//--- 
+   if(rates_total<100) return(0);
+//--- set start position for calculations
+   if(_prev_calculated==0) limit=ExtDepth;
+
+//--- ZigZag was already counted before
+   if(_prev_calculated>0)
+     {
+      i=rates_total-1;
+      //--- searching third extremum from the last uncompleted bar
+      while(counterZ<level && i>rates_total-100)
+        {
+         res=ZigzagBuffer[i];
+         if(res!=0) counterZ++;
+         i--;
+        }
+      i++;
+      limit=i;
+
+      //--- what type of exremum we are going to find
+      if(LowMapBuffer[i]!=0)
+        {
+         curlow=LowMapBuffer[i];
+         whatlookfor=Pike;
+        }
+      else
+        {
+         curhigh=HighMapBuffer[i];
+         whatlookfor=Sill;
+        }
+      //--- chipping
+      for(i=limit+1;i<rates_total && !IsStopped();i++)
+        {
+         ZigzagBuffer[i]=0.0;
+         LowMapBuffer[i]=0.0;
+         HighMapBuffer[i]=0.0;
+        }
+     }
+
+//--- searching High and Low
+   for(shift=limit;shift<rates_total && !IsStopped();shift++)
+     {
+      val=customChartIndicator.Low[iLowest(customChartIndicator.Low,ExtDepth,shift)];
+      if(val==lastlow) val=0.0;
+      else
+        {
+         lastlow=val;
+         if((customChartIndicator.Low[shift]-val)>deviation) val=0.0;
+         else
+           {
+            for(back=1;back<=ExtBackstep;back++)
+              {
+               res=LowMapBuffer[shift-back];
+               if((res!=0) && (res>val)) LowMapBuffer[shift-back]=0.0;
+              }
+           }
+        }
+      if(customChartIndicator.Low[shift]==val) LowMapBuffer[shift]=val; else LowMapBuffer[shift]=0.0;
+      //--- high
+      val=customChartIndicator.High[iHighest(customChartIndicator.High,ExtDepth,shift)];
+      if(val==lasthigh) val=0.0;
+      else
+        {
+         lasthigh=val;
+         if((val-customChartIndicator.High[shift])>deviation) val=0.0;
+         else
+           {
+            for(back=1;back<=ExtBackstep;back++)
+              {
+               res=HighMapBuffer[shift-back];
+               if((res!=0) && (res<val)) HighMapBuffer[shift-back]=0.0;
+              }
+           }
+        }
+      if(customChartIndicator.High[shift]==val) HighMapBuffer[shift]=val; else HighMapBuffer[shift]=0.0;
+     }
+
+//--- last preparation
+   if(whatlookfor==0)// uncertain quantity
+     {
+      lastlow=0;
+      lasthigh=0;
+     }
+   else
+     {
+      lastlow=curlow;
+      lasthigh=curhigh;
+     }
+
+//--- final rejection
+   for(shift=limit;shift<rates_total && !IsStopped();shift++)
+     {
+      res=0.0;
+      switch(whatlookfor)
+        {
+         case 0: // search for peak or lawn
+            if(lastlow==0 && lasthigh==0)
+              {
+               if(HighMapBuffer[shift]!=0)
+                 {
+                  lasthigh=customChartIndicator.High[shift];
+                  lasthighpos=shift;
+                  whatlookfor=Sill;
+                  ZigzagBuffer[shift]=lasthigh;
+                  res=1;
+                 }
+               if(LowMapBuffer[shift]!=0)
+                 {
+                  lastlow=customChartIndicator.Low[shift];
+                  lastlowpos=shift;
+                  whatlookfor=Pike;
+                  ZigzagBuffer[shift]=lastlow;
+                  res=1;
+                 }
+              }
+            break;
+         case Pike: // search for peak
+            if(LowMapBuffer[shift]!=0.0 && LowMapBuffer[shift]<lastlow && HighMapBuffer[shift]==0.0)
+              {
+               ZigzagBuffer[lastlowpos]=0.0;
+               lastlowpos=shift;
+               lastlow=LowMapBuffer[shift];
+               ZigzagBuffer[shift]=lastlow;
+               res=1;
+              }
+            if(HighMapBuffer[shift]!=0.0 && LowMapBuffer[shift]==0.0)
+              {
+               lasthigh=HighMapBuffer[shift];
+               lasthighpos=shift;
+               ZigzagBuffer[shift]=lasthigh;
+               whatlookfor=Sill;
+               res=1;
+              }
+            break;
+         case Sill: // search for lawn
+            if(HighMapBuffer[shift]!=0.0 && HighMapBuffer[shift]>lasthigh && LowMapBuffer[shift]==0.0)
+              {
+               ZigzagBuffer[lasthighpos]=0.0;
+               lasthighpos=shift;
+               lasthigh=HighMapBuffer[shift];
+               ZigzagBuffer[shift]=lasthigh;
+              }
+            if(LowMapBuffer[shift]!=0.0 && HighMapBuffer[shift]==0.0)
+              {
+               lastlow=LowMapBuffer[shift];
+               lastlowpos=shift;
+               ZigzagBuffer[shift]=lastlow;
+               whatlookfor=Pike;
+              }
+            break;
+         default: return(rates_total);
+        }
+     }
+
+//--- return value of _prev_calculated for next call
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/RangeBars_dt_oscillator.mq5

@@ -0,0 +1,250 @@
+
+
+//+------------------------------------------------------------------+
+//|                                                DT oscillator.mq5 |
+//+------------------------------------------------------------------+
+#property copyright "www.forex-tsd.com"
+#property link      "www.forex-tsd.com"
+#property version   "1.00"
+
+#property indicator_separate_window
+#property indicator_buffers 4
+#property indicator_plots   3
+#property indicator_level1  70
+#property indicator_level2  30
+
+//
+//
+//
+//
+//
+
+#property indicator_type1   DRAW_FILLING
+#property indicator_color1  PowderBlue,MistyRose
+#property indicator_label1  "DT oscillator filling"
+#property indicator_type2   DRAW_LINE
+#property indicator_color2  DeepSkyBlue
+#property indicator_width2  2
+#property indicator_label2  "DT oscillator"
+#property indicator_type3   DRAW_LINE
+#property indicator_color3  PaleVioletRed
+#property indicator_width3  1
+#property indicator_label3  "DT oscillator signal"
+
+//
+//
+//
+//
+//
+
+input int  RsiPeriod     = 13;   // Rsi period
+input int  StochPeriod   =  8;   // Stochastic period
+input int  SlowingPeriod =  5;   // Slowing
+input int  SignalPeriod  =  3;   // Signal period
+input bool TapeVisible   = true; // Tape visibility
+
+//
+//
+//
+//
+//
+//
+
+double dtosc[];
+double dtoss[];
+double dtosf1[];
+double dtosf2[];
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+//
+//
+//
+//
+//
+
+int OnInit()
+{
+   SetIndexBuffer( 0,dtosf1,INDICATOR_DATA);
+   SetIndexBuffer( 1,dtosf2,INDICATOR_DATA);
+   SetIndexBuffer( 2,dtosc ,INDICATOR_DATA);
+   SetIndexBuffer( 3,dtoss ,INDICATOR_DATA);
+      return(0);
+}
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+//
+//
+//
+//
+//
+
+double rsibuf[];
+double stobuf[];
+
+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[])
+{
+   //
+   // Process data through MedianRenko indicator
+   //
+   
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
+      return(0);
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(Close))
+      return(0);
+   
+   //
+   // Make the following modifications in the code below:
+   //
+   // customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   //
+   // customChartIndicator.Open[] should be used instead of open[]
+   // customChartIndicator.Low[] should be used instead of low[]
+   // customChartIndicator.High[] should be used instead of high[]
+   // customChartIndicator.Close[] should be used instead of close[]
+   //
+   // customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
+   //
+   // customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
+   // (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
+   //
+   // customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
+   // customChartIndicator.Real_volume[] should be used instead of Volume[]
+   // (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
+   //
+   // customChartIndicator.Price[] should be used instead of Price[]
+   // (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
+   //
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //
+   //
+   //  
+   //
+   //
+  
+   if (ArraySize(rsibuf)!=rates_total) ArrayResize(rsibuf,rates_total);
+   if (ArraySize(stobuf)!=rates_total) ArrayResize(stobuf,rates_total);
+  
+   //
+   //
+   //
+   //
+   //
+  
+   for (int i=(int)MathMax(_prev_calculated-1,0); i<rates_total; i++)
+   {
+      rsibuf[i] = iRsi(customChartIndicator.Close[i],RsiPeriod,i,rates_total);
+      
+         double min = rsibuf[i];
+         double max = rsibuf[i];
+         for (int k=1; k<StochPeriod && (i-k)>=0; k++)
+         {
+            min = MathMin(rsibuf[i-k],min);
+            max = MathMax(rsibuf[i-k],max);
+         }
+         if (max!=min)
+               stobuf[i] = 100*(rsibuf[i]-min)/(max-min);
+         else  stobuf[i] = 0;
+      
+      //
+      //
+      //
+      //
+      //
+      
+      dtosc[i]  = 0; for (int k=0; k<SlowingPeriod && (i-k)>=0; k++) dtosc[i] += stobuf[i-k]; dtosc[i] /= SlowingPeriod;
+      dtoss[i]  = 0; for (int k=0; k<SignalPeriod  && (i-k)>=0; k++) dtoss[i] +=  dtosc[i-k]; dtoss[i] /= SignalPeriod;
+      if (TapeVisible)
+            { dtosf1[i] = dtosc[i];    dtosf2[i] = dtoss[i];    }
+      else  { dtosf1[i] = EMPTY_VALUE; dtosf2[i] = EMPTY_VALUE; }        
+   }
+  
+   //
+   //
+   //
+   //
+   //
+  
+   return(rates_total);
+}
+
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+//
+//
+//
+//
+//
+
+double rsiWork[][3];
+#define _price  0
+#define _chgAvg 1
+#define _totChg 2
+
+//
+//
+//
+//
+//
+
+double iRsi(double price, double period, int i, int bars)
+{
+   if (ArrayRange(rsiWork,0)!=bars) ArrayResize(rsiWork,bars);
+      
+   //
+   //
+   //
+   //
+   //
+   //
+
+   rsiWork[i][_price] = price;
+   if (i==0)
+   {
+         rsiWork[i][_chgAvg] = 0;
+         rsiWork[i][_totChg] = 0;
+         return(50);
+   }        
+
+   //
+   //
+   //
+   //
+   //
+      
+   double sf     = 1.0 / period;      
+   double change = rsiWork[i][_price]-rsiWork[i-1][_price];
+        
+      rsiWork[i][_chgAvg] = rsiWork[i-1][_chgAvg] + sf*(        change -rsiWork[i-1][_chgAvg]);
+      rsiWork[i][_totChg] = rsiWork[i-1][_totChg] + sf*(MathAbs(change)-rsiWork[i-1][_totChg]);
+
+   double changeRatio = (rsiWork[i][_totChg]!=0 ? rsiWork[i][_chgAvg]/rsiWork[i][_totChg] : 0 );
+   return(50.0*(changeRatio+1.0));
+}

Indicators/RangeBars/RangeBars_volumes.mq5

@@ -0,0 +1,146 @@
+//+------------------------------------------------------------------+
+//|                                                      Volumes.mq5 |
+//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "2009-2017, MetaQuotes Software Corp."
+#property link      "http://www.mql5.com"
+#property description "Adapted for use with TickChart by Artur Zas."
+
+//---- indicator settings
+#property indicator_separate_window
+#property indicator_buffers 2
+#property indicator_plots   1
+#property indicator_type1   DRAW_COLOR_HISTOGRAM
+#property indicator_color1  Green,Red
+#property indicator_style1  0
+#property indicator_width1  2
+#property indicator_minimum 0.0
+//--- input data
+input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
+//---- indicator buffers
+double                    ExtVolumesBuffer[];
+double                    ExtColorsBuffer[];
+
+//
+//
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customChartIndicator;
+
+//
+//
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//---- buffers   
+   SetIndexBuffer(0,ExtVolumesBuffer,INDICATOR_DATA);
+   SetIndexBuffer(1,ExtColorsBuffer,INDICATOR_COLOR_INDEX);
+//---- name for DataWindow and indicator subwindow label
+   IndicatorSetString(INDICATOR_SHORTNAME,"Volumes");
+//---- indicator digits
+   IndicatorSetInteger(INDICATOR_DIGITS,0);
+   
+   customChartIndicator.SetGetVolumesFlag();
+//----
+  }
+//+------------------------------------------------------------------+
+//|  Volumes                                                         |
+//+------------------------------------------------------------------+
+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 &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+//---check for rates total
+   if(rates_total<2)
+      return(0);
+      
+   //
+   // Process data through XTickChart indicator
+   //
+   
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+
+   //
+   // Make the following modifications in the code below:
+   //
+   // customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   //
+   // customChartIndicator.Open[] should be used instead of open[]
+   // customChartIndicator.Low[] should be used instead of low[]
+   // customChartIndicator.High[] should be used instead of high[]
+   // customChartIndicator.Close[] should be used instead of close[]
+   //
+   // customChartIndicator.IsNewBar (true/false) informs you if a bar has completed
+   //
+   // customChartIndicator.Time[] shold be used instead of Time[] for checking the tick chart bar time.
+   // (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
+   //
+   // customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
+   // customChartIndicator.Real_volume[] should be used instead of Volume[]
+   // (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
+   //
+   // customChartIndicator.Price[] should be used instead of Price[]
+   // (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
+   //
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //
+   //
+   //  
+
+//--- starting work
+   int start=_prev_calculated-1;
+//--- correct position
+   if(start<1) start=1;
+//--- main cycle
+
+   if(InpVolumeType==VOLUME_TICK)
+      CalculateVolume(start,rates_total,customChartIndicator.Tick_volume);
+   else
+      CalculateVolume(start,rates_total,customChartIndicator.Real_volume);
+//--- OnCalculate done. Return new prev_calculated.
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void CalculateVolume(const int nPosition,
+                     const int nRatesCount,
+                     const long &SrcBuffer[])
+  {
+   ExtVolumesBuffer[0]=(double)SrcBuffer[0];
+   ExtColorsBuffer[0]=0.0;
+//---
+   for(int i=nPosition;i<nRatesCount && !IsStopped();i++)
+     {
+      //--- get some data from src buffer
+      double dCurrVolume=(double)SrcBuffer[i];
+      double dPrevVolume=(double)SrcBuffer[i-1];
+      //--- calculate indicator
+      ExtVolumesBuffer[i]=dCurrVolume;
+      if(dCurrVolume>dPrevVolume)
+         ExtColorsBuffer[i]=0.0;
+      else
+         ExtColorsBuffer[i]=1.0;
+     }
+//---
+  }
+//+------------------------------------------------------------------+

README.md

@@ -6,15 +6,17 @@ 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.
+**CommonSettings.mqh** & **RangeBarSettings.mqh** - These header files are used by the **RangeBars** class to automatically read the EA settings used on the Renko 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
 
+**ExampleEA2.mq5** - An example EA utilizing the Super Trend indicator on RangeBars to make trading decisions also 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.
+All folders (Experts, Include & Indicators) & sub-folders 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