version 3.14

Experts/2MA_Cross.mq5

@@ -0,0 +1,419 @@
+#property copyright "Copyright 2017-2021, Artur Zas"
+// GNU General Public License v3.0 -> https://github.com/9nix6/Median-and-Turbo-Renko-indicator-bundle/blob/master/LICENSE
+#property link      "https://www.az-invest.eu"
+#property version   "1.17"
+#property description "Example EA: Trading based on 2 moving average crossover." 
+#property description "MA1 & MA2 need to be enabled on the inicator creating the chart." 
+#property description "MA1 - Fast moving average" 
+#property description "MA2 - Slow moving average" 
+
+//#define ULTIMATE_RENKO_LICENSE // uncomment when used on Ultimate Renko chart from https://www.az-invest.eu/ultimate-renko-indicator-generator-for-metatrader-5
+//#define VOLUMECHART_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/Tick-chart-and-volume-chart-for-mt5
+//#define RANGEBAR_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/rangebars-for-metatrader-5
+//#define SECONDSCHART_LICENSE // uncomment when used on a Seconds TF bar chart from https://www.az-invest.eu/seconds-timeframe-chart-for-metatrader-5
+//#define LINEBREAKCHART_LICENSE // uncomment when used on a Line Break chart from https://www.az-invest.eu
+//
+// Uncomment only ONE of the 5 directives listed below and recompile
+// -----------------------------------------------------------------
+//
+#define EA_ON_RANGE_BARS          // Use EA on RangeBar chart 
+//#define EA_ON_RENKO               // Use EA on Renko charts
+//#define EA_ON_XTICK_CHART         // Use EA on XTick Chart (obsolete)
+//#define EA_ON_TICK_VOLUME_CHART   // Use EA on Tick & Volume Bar Chart
+//#define EA_ON_SECONDS_CHART       // Use EA on Seconds Interval chart
+//#define EA_ON_LINEBREAK_CHART       // Use EA on LineBreak charts
+
+//#define DEVELOPER_VERSION // used when I develop ;) should always be commented out
+
+// Uncomment the directive below and recompile if EA is used with P-Renko BR Ultimate
+// ----------------------------------------------------------------------------------
+//
+// #define P_RENKO_BR_PRO     // Use in P-Renko BR Ultimate version
+
+//
+// Uncomment the directive below and recompile for use in a backtest only
+// ----------------------------------------------------------------------
+//
+// #define SHOW_INDICATOR_INPUTS
+
+// Include all needed files
+
+#ifdef EA_ON_RANGE_BARS
+   #include <AZ-INVEST/SDK/RangeBars.mqh>
+   RangeBars *customBars = NULL;
+#endif
+#ifdef EA_ON_RENKO
+   #include <AZ-INVEST/SDK/MedianRenko.mqh>
+   MedianRenko *customBars = NULL;
+#endif
+#ifdef EA_ON_XTICK_CHART
+   #include <AZ-INVEST/SDK/TickChart.mqh>
+   TickChart *customBars = NULL;
+#endif
+#ifdef EA_ON_TICK_VOLUME_CHART
+   #include <AZ-INVEST/SDK/VolumeBarChart.mqh>
+   TickChart *customBars = NULL;
+#endif
+#ifdef EA_ON_SECONDS_CHART
+   #include <AZ-INVEST/SDK/SecondsChart.mqh>
+   SecondsChart *customBars = NULL;
+#endif
+#ifdef EA_ON_LINEBREAK_CHART
+   #include <AZ-INVEST/SDK/LineBreakChart.mqh>
+   LineBreakChart *customBars = NULL;
+#endif
+
+#include <AZ-INVEST/SDK/TimeControl.mqh>
+#include <AZ-INVEST/SDK/TradeFunctions.mqh>
+
+enum ENUM_TRADE_DIRECTION 
+{
+   TRADE_DIRECTION_BUY = POSITION_TYPE_BUY,    // Buy
+   TRADE_DIRECTION_SELL = POSITION_TYPE_SELL,  // Sell
+   TRADE_DIRECTION_ALL = 1000,                 // Buy & Sell
+};
+
+#ifdef SHOW_INDICATOR_INPUTS
+   input group "EA parameters"
+#endif
+input double   Lots = 0.1;                                              // Traded lots
+input uint     StopLoss = 100;                                          // Stop Loss (in points)
+input uint     TakeProfit = 250;                                        // Take profit (in points)
+input ENUM_TRADE_DIRECTION ValidTradeDirection = TRADE_DIRECTION_ALL;   // Valid trading type
+input bool     ForceSR = false;                                         // Force Stop & Reverse
+input bool     ReverseOnMACrossInsideGap = true;                        // Reverse trade if MA cross inside a gap
+input bool     CloseTradeAfterTradingHours = true;                      // Close trade after trading hours
+input ulong    DeviationPoints = 0;                                     // Maximum defiation (in points)
+input double   ManualTickSize = 0.000;                                  // Tick Size (0 = auto detect) 
+input string   Start="9:00";                                            // Start trading at 
+input string   End="17:55";                                             // End trading at
+input ulong    MagicNumber=5150;                                        // Assign trade ID 
+input int      NumberOfRetries = 50;                                    // Maximum number of retries
+input int      BusyTimeout_ms = 1000;                                   // Wait [ms] before retry on bussy errors
+input int      RequoteTimeout_ms = 250;                                 // Wait [ms] before retry on requotes
+
+// Global data buffers 
+
+double MA1[];  // Buffer for moving average 1 
+double MA2[];  // Buffer for moving average 2 
+
+// Read 3 rates & 3 MA values starting from current (uncompleted) bar
+
+int startAtBar   = 0;   
+int numberOfBars = 3;   
+
+// EA variables
+
+CMarketOrder   *marketOrder = NULL;
+CTimeControl   *timeControl = NULL;
+
+ulong currentTicket;
+ENUM_POSITION_TYPE currentPositionType;
+ENUM_POSITION_TYPE signal;
+ENUM_POSITION_TYPE validation;
+
+#ifdef EA_ON_RANGE_BARS
+   static int _MA1 = RANGEBAR_MA1;
+   static int _MA2 = RANGEBAR_MA2;
+#endif
+#ifdef EA_ON_RENKO
+   static int _MA1 = RENKO_MA1;
+   static int _MA2 = RENKO_MA2;
+#endif
+#ifdef EA_ON_XTICK_CHART
+   static int _MA1 = TICKCHART_MA1;
+   static int _MA2 = TICKCHART_MA2;
+#endif
+#ifdef EA_ON_TICK_VOLUME_CHART
+   static int _MA1 = VOLUMECHART_MA1;
+   static int _MA2 = VOLUMECHART_MA2;
+#endif
+#ifdef EA_ON_SECONDS_CHART
+   static int _MA1 = SECONDS_MA1;
+   static int _MA2 = SECONDS_MA2;
+#endif
+#ifdef EA_ON_LINEBREAK_CHART
+   static int _MA1 = LINEBREAK_MA1;
+   static int _MA2 = LINEBREAK_MA2;
+#endif
+
+//+------------------------------------------------------------------+
+//| Expert initialization function                                   |
+//+------------------------------------------------------------------+
+int OnInit()
+{
+   if(customBars == NULL)
+   {
+      #ifdef EA_ON_RANGE_BARS
+         customBars = new RangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+      #endif
+      #ifdef EA_ON_RENKO
+         customBars = new MedianRenko(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+      #endif
+      #ifdef EA_ON_XTICK_CHART   
+         customBars = new TickChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+      #endif   
+      #ifdef EA_ON_TICK_VOLUME_CHART
+         customBars = new TickChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+      #endif   
+      #ifdef EA_ON_SECONDS_CHART
+         customBars = new SecondsChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+      #endif
+      #ifdef EA_ON_LINEBREAK_CHART
+         customBars = new LineBreakChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+      #endif
+   }
+   
+   customBars.Init();
+   if(customBars.GetHandle() == INVALID_HANDLE)
+      return(INIT_FAILED);
+   
+   signal = POSITION_TYPE_NONE;
+   
+   CMarketOrderParameters params;
+   {
+      params.m_async_mode = false;
+      params.m_magic = MagicNumber;
+      params.m_deviation = DeviationPoints;
+      params.m_type_filling = ORDER_FILLING_FOK;
+      
+      params.numberOfRetries = NumberOfRetries;
+      params.busyTimeout_ms = BusyTimeout_ms; 
+      params.requoteTimeout_ms = RequoteTimeout_ms;         
+   }
+   
+   marketOrder = new CMarketOrder(params);
+   
+   if(timeControl == NULL)
+   {
+      timeControl = new CTimeControl();
+   }
+   
+   timeControl.SetValidTraingHours(Start,End);
+   
+   return(INIT_SUCCEEDED);
+}
+//+------------------------------------------------------------------+
+//| Expert deinitialization function                                 |
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+{
+   customBars.Deinit();
+
+   //  delete TimeControl class
+   
+   if(timeControl != NULL)
+   {
+      delete timeControl;
+      timeControl = NULL;
+   }
+      
+   //  delete MarketOrder class
+   
+   if(marketOrder != NULL)
+   {
+      delete marketOrder;
+      marketOrder = NULL;
+   }
+  
+   // delete MedianRenko class
+   
+   if(customBars != NULL)
+   {
+      delete customBars;
+      customBars = NULL;
+   }   
+      
+   Comment("");
+}
+//+------------------------------------------------------------------+
+//| Expert tick function                                             |
+//+------------------------------------------------------------------+
+void OnTick()
+{
+   if(marketOrder == NULL || customBars == NULL || timeControl == NULL)
+      return;
+      
+   if(customBars.IsNewBar())
+   {
+      if(timeControl.IsScheduleEnabled())
+      {
+         Comment("EA trading schedule ON ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid());
+      }
+      else
+      {
+         Comment("EA trading schedule OFF");
+      }
+             
+      if(!timeControl.IsTradingTimeValid())
+      {
+         if(marketOrder.IsOpen(currentTicket,_Symbol,MagicNumber))
+         {
+            if(currentTicket > 0 && CloseTradeAfterTradingHours)
+            {
+               // close position outside of trading hours
+               marketOrder.Close(currentTicket);
+            }
+         }
+
+         return;
+      }
+         
+      //
+      //  Get moving average values for current, last completed bar and the bar before that...
+      //
+      
+      if(!customBars.GetMA(_MA1,MA1,startAtBar,numberOfBars))
+      {
+         Print("Error getting values from MA1 - please enable MA1 on chart");
+      }
+      else if(!customBars.GetMA(_MA2,MA2,startAtBar,numberOfBars))
+      {
+         Print("Error getting values from MA2 - please enable MA2 on chart");      
+      }
+      else
+      {
+        
+         signal = MovingAverageCross();
+         validation = MovingAverageValidation();
+  
+         if(timeControl.IsScheduleEnabled())
+         {
+            Comment("EA trading schedule ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid()+
+            "\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
+            "\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+
+            "\n MA cross signal = "+marketOrder.PositionTypeToString(signal)+
+            "\n MA validation = "+marketOrder.PositionTypeToString(validation)+
+            "\n");
+         }
+         else
+         {
+            Comment("EA trading schedule not used. Trading is enabled."+
+            "\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
+            "\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+
+            "\n MA cross signal = "+marketOrder.PositionTypeToString(signal)+
+            "\n MA validation = "+marketOrder.PositionTypeToString(validation)+
+            "\n");
+         }
+
+         if(signal == POSITION_TYPE_BUY)
+         {
+            if(marketOrder.IsOpen(currentTicket,_Symbol,POSITION_TYPE_SELL,MagicNumber))
+            {
+               if(currentTicket > 0 && ForceSR)
+               {
+                  if(IsTradeDirectionValid(POSITION_TYPE_SELL))
+                  {
+                     PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
+                     marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
+                  }
+               }  
+               return;
+            }
+            else if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_BUY,MagicNumber))
+            {
+               if(IsTradeDirectionValid(POSITION_TYPE_BUY))
+                  marketOrder.Long(_Symbol,Lots,StopLoss,TakeProfit);
+               
+               return;
+            }
+         }
+         else if(signal == POSITION_TYPE_SELL)
+         {
+            if(marketOrder.IsOpen(currentTicket,_Symbol,POSITION_TYPE_BUY,MagicNumber))
+            {
+               if(currentTicket > 0 && ForceSR)
+               {
+                  if(IsTradeDirectionValid(POSITION_TYPE_SELL))
+                  {
+                     PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
+                     marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
+                  }
+               }   
+               return;
+            }
+            else if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_SELL,MagicNumber))
+            {
+               if(IsTradeDirectionValid(POSITION_TYPE_SELL))
+                  marketOrder.Short(_Symbol,Lots,StopLoss,TakeProfit);
+                  
+               return;
+            }
+         }
+         
+         //
+         //  Handling of crosses inside price gap
+         //  Condition: No valid cross signal, but MA validation changed
+         //
+         
+         if(marketOrder.IsOpen(currentTicket,currentPositionType,_Symbol,MagicNumber))
+         {
+            if(currentTicket > 0)
+            {
+               if((currentPositionType != validation) && (validation != POSITION_TYPE_NONE) && signal == POSITION_TYPE_NONE)
+               {
+                  if(ReverseOnMACrossInsideGap)
+                  {
+                     // reverse position on signal change inside gap.
+                     PrintFormat("Reversing %s position on signal change inside gap (ticket:%d)", _Symbol, currentTicket);
+                     marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
+                  }
+                  else
+                  {
+                     // close position on signal change inside gap.
+                     PrintFormat("Closing %s position on signal change inside gap (ticket:%d)", _Symbol, currentTicket);
+                     marketOrder.Close(currentTicket);
+                  }
+               }
+            }
+         }
+      }      
+   } 
+}
+
+//
+// Trade direction validation (Is it OK to trade in the given direction?)
+//
+
+bool IsTradeDirectionValid(ENUM_POSITION_TYPE signalDirection)
+{
+   if(ValidTradeDirection == TRADE_DIRECTION_ALL)
+      return true;
+      
+   if(signalDirection == POSITION_TYPE_BUY && ValidTradeDirection == TRADE_DIRECTION_BUY)
+      return true;
+   else if(signalDirection == POSITION_TYPE_SELL && ValidTradeDirection == TRADE_DIRECTION_SELL)
+      return true;
+   else      
+      return false;
+}
+
+//
+// MA cross logic
+//
+
+ENUM_POSITION_TYPE MovingAverageCross()
+{
+   if(2 < numberOfBars-1)
+   {
+      Alert("Invalid number of MA readings defined! MA Cross cannot be determined.");
+      return POSITION_TYPE_NONE;
+   }
+   
+   if((MA2[1] > MA1[1]) && (MA2[2] < MA1[2]))
+      return POSITION_TYPE_SELL;
+   else if((MA2[1] < MA1[1]) && (MA2[2] > MA1[2]))
+      return POSITION_TYPE_BUY;
+   else
+      return POSITION_TYPE_NONE;
+}
+
+ENUM_POSITION_TYPE MovingAverageValidation()
+{ 
+   if(MA2[1] > MA1[1])
+      return POSITION_TYPE_SELL;
+   else if(MA2[1] < MA1[1])
+      return POSITION_TYPE_BUY;
+      
+   return POSITION_TYPE_NONE;
+}

Experts/PriceMA_Cross.mq5

@@ -0,0 +1,439 @@
+#property copyright "Copyright 2017-2021, Artur Zas"
+// GNU General Public License v3.0 -> https://github.com/9nix6/Median-and-Turbo-Renko-indicator-bundle/blob/master/LICENSE
+#property link      "https://www.az-invest.eu"
+#property version   "1.09"
+#property description "Example EA: Trading based on moving average & price crossover." 
+#property description "MA1 needs to be enabled on the inicator creating the chart." 
+
+//#define ULTIMATE_RENKO_LICENSE // uncomment when used on Ultimate Renko chart from https://www.az-invest.eu/ultimate-renko-indicator-generator-for-metatrader-5
+//#define VOLUMECHART_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/Tick-chart-and-volume-chart-for-mt5
+//#define RANGEBAR_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/rangebars-for-metatrader-5
+//#define SECONDSCHART_LICENSE // uncomment when used on a Seconds TF bar chart from https://www.az-invest.eu/seconds-timeframe-chart-for-metatrader-5
+//#define LINEBREAKCHART_LICENSE // uncomment when used on a Line Break chart from https://www.az-invest.eu
+
+//
+// Uncomment only ONE of the 5 directives listed below and recompile
+// -----------------------------------------------------------------
+//
+#define EA_ON_RANGE_BARS          // Use EA on RangeBar chart 
+//#define EA_ON_RENKO               // Use EA on Renko charts
+//#define EA_ON_XTICK_CHART         // Use EA on XTick Chart (obsolete)
+//#define EA_ON_TICK_VOLUME_CHART   // Use EA on Tick & Volume Bar Chart
+//#define EA_ON_SECONDS_CHART       // Use EA on Seconds Interval chart
+//#define EA_ON_LINEBREAK_CHART       // Use EA on LineBreak charts
+
+//#define DEVELOPER_VERSION // used when I develop ;) should always be commented out
+
+// Uncomment the directive below and recompile if EA is used with P-Renko BR Ultimate
+// ----------------------------------------------------------------------------------
+//
+// #define P_RENKO_BR_PRO     // Use in P-Renko BR Ultimate version
+
+//
+// Uncomment the directive below and recompile for use in a backtest only
+// ----------------------------------------------------------------------
+//
+// #define SHOW_INDICATOR_INPUTS
+
+// Include all needed files
+
+#ifdef EA_ON_RANGE_BARS
+   #include <AZ-INVEST/SDK/RangeBars.mqh>
+   RangeBars *customBars = NULL;
+#endif
+#ifdef EA_ON_RENKO
+   #include <AZ-INVEST/SDK/MedianRenko.mqh>
+   MedianRenko *customBars = NULL;
+#endif
+#ifdef EA_ON_XTICK_CHART
+   #include <AZ-INVEST/SDK/TickChart.mqh>
+   TickChart *customBars = NULL;
+#endif
+#ifdef EA_ON_TICK_VOLUME_CHART
+   #include <AZ-INVEST/SDK/VolumeBarChart.mqh>
+   TickChart *customBars = NULL;
+#endif
+#ifdef EA_ON_SECONDS_CHART
+   #include <AZ-INVEST/SDK/SecondsChart.mqh>
+   SecondsChart *customBars = NULL;
+#endif
+#ifdef EA_ON_LINEBREAK_CHART
+   #include <AZ-INVEST/SDK/LineBreakChart.mqh>
+   LineBreakChart *customBars = NULL;
+#endif
+
+#include <AZ-INVEST/SDK/TimeControl.mqh>
+#include <AZ-INVEST/SDK/TradeFunctions.mqh>
+
+enum ENUM_TRADE_DIRECTION 
+{
+   TRADE_DIRECTION_BUY = POSITION_TYPE_BUY,    // Buy
+   TRADE_DIRECTION_SELL = POSITION_TYPE_SELL,  // Sell
+   TRADE_DIRECTION_ALL = 1000,                 // Buy & Sell
+};
+
+#ifdef SHOW_INDICATOR_INPUTS
+   input group "EA parameters"
+#endif
+input double               Lots = 0.1;                                  // Traded lots
+input uint                 StopLoss = 0;                                // Stop Loss
+input uint                 TakeProfit = 0;                              // Take profit
+input int                  ConfirmationBars = 1;                        // Signal confirmation bars
+input int                  PrevSignalBars = 1;                          // Prev signal confirmation bars
+input ENUM_TRADE_DIRECTION ValidTradeDirection = TRADE_DIRECTION_ALL;   // Valid trading type
+input bool                 CloseTradeOnSignalChange = true;             // Close trade on signal change
+input bool                 ForceSR = false;                             // Force Stop & Reverse
+input bool                 CloseTradeAfterTradingHours = true;          // Close trade after trading hours
+input ulong                DeviationPoints = 0;                         // Maximum defiation (in points)
+input double               ManualTickSize = 0.000;                      // Tick Size (0 = auto detect) 
+input string               Start="9:00";                                // Start trading at 
+input string               End="17:55";                                 // End trading at
+input ulong                MagicNumber=8888;                            // Assign trade ID 
+input int                  NumberOfRetries = 50;                        // Maximum number of retries
+input int                  BusyTimeout_ms = 1000;                       // Wait [ms] before retry on bussy errors
+input int                  RequoteTimeout_ms = 250;                     // Wait [ms] before retry on requotes
+
+// Global data buffers 
+
+MqlRates RateInfo[];  // Buffer for custom price bars
+double MA1[];         // Buffer for moving average 1 
+
+// Read 4 rates MA1 values starting from current (uncompleted) bar
+
+int startAtBar   = 0;   
+int numberOfBars;   
+int _confirmationBars;
+int _prevSignalBars;
+
+// EA variables
+
+CMarketOrder *marketOrder;
+CTimeControl *timeControl;
+
+ulong currentTicket;
+ENUM_POSITION_TYPE currentPositionType;
+ENUM_POSITION_TYPE signal;
+ENUM_POSITION_TYPE validation;
+
+#ifdef EA_ON_RANGE_BARS
+   static int _MA1 = RANGEBAR_MA1;
+   static int _MA2 = RANGEBAR_MA2;
+#endif
+#ifdef EA_ON_RENKO
+   static int _MA1 = RENKO_MA1;
+   static int _MA2 = RENKO_MA2;
+#endif
+#ifdef EA_ON_XTICK_CHART
+   static int _MA1 = TICKCHART_MA1;
+   static int _MA2 = TICKCHART_MA2;
+#endif
+#ifdef EA_ON_TICK_VOLUME_CHART
+   static int _MA1 = VOLUMECHART_MA1;
+   static int _MA2 = VOLUMECHART_MA2;
+#endif
+#ifdef EA_ON_SECONDS_CHART
+   static int _MA1 = SECONDS_MA1;
+   static int _MA2 = SECONDS_MA2;
+#endif
+#ifdef EA_ON_LINEBREAK_CHART
+   static int _MA1 = LINEBREAK_MA1;
+   static int _MA2 = LINEBREAK_MA2;
+#endif
+
+//+------------------------------------------------------------------+
+//| Expert initialization function                                   |
+//+------------------------------------------------------------------+
+int OnInit()
+{
+   if(customBars == NULL)
+   {
+      #ifdef EA_ON_RANGE_BARS
+         customBars = new RangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+      #endif
+      #ifdef EA_ON_RENKO
+         customBars = new MedianRenko(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+      #endif
+      #ifdef EA_ON_XTICK_CHART   
+         customBars = new TickChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+      #endif   
+      #ifdef EA_ON_TICK_VOLUME_CHART
+         customBars = new TickChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+      #endif         
+      #ifdef EA_ON_SECONDS_CHART
+         customBars = new SecondsChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+      #endif    
+      #ifdef EA_ON_LINEBREAK_CHART
+         customBars = new LineBreakChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+      #endif        
+   }
+
+   customBars.Init();
+   
+   signal = POSITION_TYPE_NONE;
+   _confirmationBars = (ConfirmationBars < 1) ? 1 : ConfirmationBars;
+   _prevSignalBars = (PrevSignalBars < 1) ? 1 : PrevSignalBars;
+   numberOfBars = _confirmationBars + _prevSignalBars + 1; 
+   
+   CMarketOrderParameters params;
+   {
+      params.m_async_mode = false;
+      params.m_magic = MagicNumber;
+      params.m_deviation = DeviationPoints;
+      params.m_type_filling = ORDER_FILLING_FOK;
+      
+      params.numberOfRetries = NumberOfRetries;
+      params.busyTimeout_ms = BusyTimeout_ms; 
+      params.requoteTimeout_ms = RequoteTimeout_ms;         
+   }
+   
+   marketOrder = new CMarketOrder(params);
+   
+   if(timeControl == NULL)
+   {
+      timeControl = new CTimeControl();
+   }
+   
+   timeControl.SetValidTraingHours(Start,End);
+   
+   return(INIT_SUCCEEDED);
+}
+//+------------------------------------------------------------------+
+//| Expert deinitialization function                                 |
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+{
+   customBars.Deinit();
+
+   //  delete TimeControl class
+   
+   if(timeControl != NULL)
+   {
+      delete timeControl;
+      timeControl = NULL;
+   }
+      
+   //  delete MarketOrder class
+   
+   if(marketOrder != NULL)
+   {
+      delete marketOrder;
+      marketOrder = NULL;
+   }
+  
+   // delete MedianRenko class
+   
+   if(customBars != NULL)
+   {
+      delete customBars;
+      customBars = NULL;
+   }   
+      
+   Comment("");
+}
+//+------------------------------------------------------------------+
+//| Expert tick function                                             |
+//+------------------------------------------------------------------+
+void OnTick()
+{
+   if(marketOrder == NULL)
+      return;
+      
+   if(customBars.IsNewBar())
+   {
+      if(timeControl.IsScheduleEnabled())
+      {
+         Comment("EA trading schedule ON ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid());
+      }
+      else
+      {
+         Comment("EA trading schedule OFF");
+      }
+             
+      if(!timeControl.IsTradingTimeValid())
+      {
+         if(marketOrder.IsOpen(currentTicket,_Symbol,MagicNumber))
+         {
+            if(currentTicket > 0 && CloseTradeAfterTradingHours)
+            {
+               // close position outside of trading hours
+               marketOrder.Close(currentTicket);
+            }
+         }
+
+         return;
+      }
+         
+      //
+      //  Get MqlRateInfo & moving average values for current, last completed bar and the bar before that...
+      //
+      
+      if(!customBars.GetMqlRates(RateInfo,startAtBar,numberOfBars))
+      {
+         Print("Error getting MqlRates for custom chart");
+      }
+      else if(!customBars.GetMA(_MA1, MA1, startAtBar, numberOfBars))
+      {
+         Print("Error getting values from MA1 - please enable MA1 on chart");
+      }
+      else
+      {
+        
+         signal = PriceAndMovingAverageCross(_confirmationBars, _prevSignalBars);
+  
+         if(timeControl.IsScheduleEnabled())
+         {
+            Comment("EA trading schedule ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid()+
+            "\n MA_1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
+            "\n Close[2]: "+DoubleToString(RateInfo[2].close,_Digits)+" [1]: "+DoubleToString(RateInfo[1].close,_Digits)+
+            "\n Price & MA cross signal = "+marketOrder.PositionTypeToString(signal)+
+            "\n");
+         }
+         else
+         {
+            Comment("EA trading schedule not used. Trading is enabled."+
+            "\n MA_1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
+            "\n Close[2]: "+DoubleToString(RateInfo[2].close,_Digits)+" [1]: "+DoubleToString(RateInfo[1].close,_Digits)+
+            "\n Price & MA cross signal = "+marketOrder.PositionTypeToString(signal)+
+            "\n");
+         }
+
+         if(signal == POSITION_TYPE_BUY)
+         {
+            if(marketOrder.IsOpen(currentTicket,_Symbol,POSITION_TYPE_SELL,MagicNumber))
+            {
+               if(currentTicket > 0 && ForceSR)
+               {
+                  if(IsTradeDirectionValid(POSITION_TYPE_SELL))
+                  {
+                     PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
+                     marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
+                  }
+               }  
+               else if(currentTicket > 0)
+               {
+                  // close trade on signal change
+                  if(CloseTradeOnSignalChange)
+                  {
+                     PrintFormat("Closing %s position on signal change (ticket:%d)", _Symbol, currentTicket);
+                     marketOrder.Close(currentTicket);                  
+                  }
+               }
+               return;
+            }
+            
+            if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_BUY,MagicNumber))
+            {
+               if(IsTradeDirectionValid(POSITION_TYPE_BUY))
+                  marketOrder.Long(_Symbol,Lots,StopLoss,TakeProfit);
+                  
+               return;
+            }
+         }
+         else if(signal == POSITION_TYPE_SELL)
+         {
+            if(marketOrder.IsOpen(currentTicket,_Symbol,POSITION_TYPE_BUY,MagicNumber))
+            {
+               if(currentTicket > 0 && ForceSR)
+               {
+                  if(IsTradeDirectionValid(POSITION_TYPE_BUY))
+                  {
+                     PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
+                     marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
+                  }
+               }   
+               else if(currentTicket > 0)
+               {
+                  // close trade on signal change
+                  if(CloseTradeOnSignalChange)
+                  {
+                     PrintFormat("Closing %s position on signal change (ticket:%d)", _Symbol, currentTicket);
+                     marketOrder.Close(currentTicket);                                    
+                  }
+               }
+               return;
+            }
+
+            if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_SELL,MagicNumber))
+            {
+               if(IsTradeDirectionValid(POSITION_TYPE_SELL))
+                  marketOrder.Short(_Symbol,Lots,StopLoss,TakeProfit);
+                  
+               return;
+            }
+         }         
+      }      
+   } 
+}
+
+//
+// Trade direction validation (Is it OK to trade in the given direction?)
+//
+
+bool IsTradeDirectionValid(ENUM_POSITION_TYPE signalDirection)
+{
+   if(ValidTradeDirection == TRADE_DIRECTION_ALL)
+      return true;
+      
+   if(signalDirection == POSITION_TYPE_BUY && ValidTradeDirection == TRADE_DIRECTION_BUY)
+      return true;
+   else if(signalDirection == POSITION_TYPE_SELL && ValidTradeDirection == TRADE_DIRECTION_SELL)
+      return true;
+   else      
+      return false;
+}
+
+//
+// Price & MA cross logic
+//
+
+ENUM_POSITION_TYPE PriceAndMovingAverageCross(int confirmationBars, int prevSignalBars)
+{
+   if(numberOfBars < confirmationBars+1)
+   {
+      Alert("Invalid number of MqlRates and MA readings defined! Crossover cannot be determined.");
+      return POSITION_TYPE_NONE;
+   }
+   
+   bool confirmedSell = true;
+   bool confirmedBuy  = true;
+
+   // check trailing bar for confirmation of previous signal   
+   for(int i=(confirmationBars+1); i<=(confirmationBars+prevSignalBars); i++)
+   {
+      if(RateInfo[i].close > MA1[i])
+      {
+        confirmedBuy = false;
+      }
+      else if(RateInfo[i].close < MA1[i])
+      {
+         confirmedSell = false;
+      }
+   }
+      
+   // check confirmation bars for current signal
+   for(int i=1; i<=confirmationBars; i++)
+   {
+      if(RateInfo[i].close == MA1[i])
+      {
+         confirmedSell = false;
+         confirmedBuy  = false;
+      }
+      else if(RateInfo[i].close < MA1[i])
+      {
+         confirmedBuy  = false;
+      }
+      else if(RateInfo[i].close > MA1[i])
+      {
+         confirmedSell = false;
+      }
+   }
+   
+   // signal aggregate
+   if(confirmedSell)
+      return POSITION_TYPE_SELL;
+   else if(confirmedBuy)
+      return POSITION_TYPE_BUY;
+   else
+      return POSITION_TYPE_NONE;
+}
+

Experts/RangeBars_ExampleEA.mq5

@@ -1,10 +1,14 @@
-#property copyright "Copyright 2017, AZ-iNVEST"
-#property link      "http://www.az-invest.eu"
-#property version   "2.05"
+#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
+
+//#define DEVELOPER_VERSION // used when I develop ;) should always be commented out
+
 //
-// SHOW_INDICATOR_INPUTS *NEEDS* to be defined, if the EA needs to be *tested in MT5's backtester*
+// 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 
@@ -20,21 +24,21 @@
 #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() 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:
+//  and call the Init() and Deinit() methods in your EA's OnInit() and OnDeinit() functions.
+//  Example shown below
 //
 
-RangeBars * rangeBars;
+RangeBars *rangeBars = NULL;
 
 //+------------------------------------------------------------------+
 //| Expert initialization function                                   |
 //+------------------------------------------------------------------+
 int OnInit()
 {
-   rangeBars = new RangeBars(); 
    if(rangeBars == NULL)
-      return(INIT_FAILED);
+   {
+      rangeBars = new RangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+   }
    
    rangeBars.Init();
    if(rangeBars.GetHandle() == INVALID_HANDLE)
@@ -55,6 +59,7 @@ void OnDeinit(const int reason)
    {
       rangeBars.Deinit();
       delete rangeBars;
+      rangeBars = NULL;
    }
    
    //
@@ -70,8 +75,22 @@ void OnDeinit(const int reason)
 //+------------------------------------------------------------------+
 //| 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. 
@@ -96,7 +115,7 @@ void OnTick()
       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))
+      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
@@ -182,64 +201,23 @@ void OnTick()
       }
       
       //
-      // Getting Donchain channel values is done using the
-      // GetDonchian(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count) 
-      // method. Example below:
+      // 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 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
+      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.GetDonchian(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
+      if(rangeBars.GetChannel(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...
+         // Apply your 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_ExampleEA2.mq5

@@ -1,6 +1,6 @@
-#property copyright "Copyright 2017, AZ-iNVEST"
-#property link      "http://www.az-invest.eu"
-#property version   "1.00"
+#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" 
 
@@ -10,6 +10,8 @@
 
 #include <AZ-INVEST/SDK/TradeFunctions.mqh>
 
+//#define DEVELOPER_VERSION // used when I develop ;) should always be commented out
+
 //
 //  Inputs
 //
@@ -48,22 +50,22 @@ ulong currentTicket;
 #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() 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:
+//  and call the Init() and Deinit() methods in your EA's OnInit() and OnDeinit() functions.
+//  Example shown below
 //
 
-RangeBars * rangeBars;
-CMarketOrder * marketOrder;
+RangeBars      *rangeBars = NULL;
+CMarketOrder   *marketOrder = NULL;
 
 //+------------------------------------------------------------------+
 //| Expert initialization function                                   |
 //+------------------------------------------------------------------+
 int OnInit()
 {
-   rangeBars = new RangeBars(); 
    if(rangeBars == NULL)
-      return(INIT_FAILED);
+   {
+      rangeBars = new RangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
+   }
    
    rangeBars.Init();
    if(rangeBars.GetHandle() == INVALID_HANDLE)
@@ -84,8 +86,12 @@ int OnInit()
       params.busyTimeout_ms = InpBusyTimeout_ms; 
       params.requoteTimeout_ms = InpRequoteTimeout_ms;         
    }
-   marketOrder = new CMarketOrder(params);
-  
+   
+   if(marketOrder == NULL)
+   {
+      marketOrder = new CMarketOrder(params);
+   }
+   
    return(INIT_SUCCEEDED);
 }
 //+------------------------------------------------------------------+
@@ -93,10 +99,15 @@ int OnInit()
 //+------------------------------------------------------------------+
 void OnDeinit(const int reason)
 {
+   //
+   // delete RanegBars class
+   //
+      
    if(rangeBars != NULL)
    {
       rangeBars.Deinit();
       delete rangeBars;
+      rangeBars = NULL;
    }
    
    //
@@ -106,6 +117,7 @@ void OnDeinit(const int reason)
    if(marketOrder != NULL)
    {
       delete marketOrder;
+      marketOrder = NULL;
    }
 }
 
@@ -130,7 +142,7 @@ void OnTick()
 
       //
       // Getting SuperTrend values is done using the
-      // GetSuperTrend(double &SuperTrendHighArray[], double &SuperTrendArray[], double &SuperTrendLowArray[], int start, int count) 
+      // GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count) 
       // method. Example below:
       //
 
@@ -141,7 +153,7 @@ void OnTick()
       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.GetSuperTrend(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
+      if(rangeBars.GetChannel(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
       {
          //
          // Read signal bar's time for optional debug log

Include/AZ-INVEST/CustomBarConfig.mqh

@@ -0,0 +1,52 @@
+//#define DEVELOPER_VERSION
+//#define DISPLAY_DEBUG_MSG
+#define MQL5_MARKET_VERSION
+
+//#define P_RENKO_BR_PRO
+//#define ULTIMATE_RENKO_LICENSE
+#define RANGEBAR_LICENSE
+//#define SECONDSCHART_LICENSE
+//#define TICKCHART_LICENSE (obsolete)
+//#define VOLUMECHART_LICENSE
+//#define LINEBREAKCHART_LICENSE
+
+#ifdef P_RENKO_BR_PRO
+   #include <AZ-INVEST/SDK/MedianRenkoIndicator.mqh>
+   #define AZINVEST_CCI MedianRenkoIndicator
+#endif
+
+#ifdef TICKCHART_LICENSE
+   #include <AZ-INVEST/SDK/TickChartIndicator.mqh>
+   #define AZINVEST_CCI TickChartIndicator
+#endif 
+
+#ifdef RANGEBAR_LICENSE
+   #include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+   #define AZINVEST_CCI RangeBarIndicator
+#endif 
+
+#ifdef ULTIMATE_RENKO_LICENSE
+   #include <AZ-INVEST/SDK/MedianRenkoIndicator.mqh>
+   #define AZINVEST_CCI MedianRenkoIndicator
+#endif 
+
+#ifdef SECONDSCHART_LICENSE
+   #include <AZ-INVEST/SDK/SecondsChartIndicator.mqh>
+   #define AZINVEST_CCI SecondsChartIndicator
+#endif 
+
+#ifdef VOLUMECHART_LICENSE
+   #include <AZ-INVEST/SDK/VolumeChartIndicator.mqh>
+   #define AZINVEST_CCI VolumeChartIndicator
+#endif
+
+#ifdef LINEBREAKCHART_LICENSE
+   #include <AZ-INVEST/SDK/LineBreakChartIndicator.mqh>
+   #define AZINVEST_CCI LineBreakChartIndicator
+#endif
+
+
+#ifdef AZINVEST_CCI
+   AZINVEST_CCI customChartIndicator;
+#endif
+

Include/AZ-INVEST/SDK/Normailze.mqh

@@ -0,0 +1,53 @@
+//
+// 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));
+   int lotsDigits  =  (int)MathAbs(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/RSI.mqh

@@ -0,0 +1,83 @@
+// RSI on Buffer
+
+int RsiOnBuffer(const int rates_total,const int prev_calculated,const int begin,
+                       const int period,const double& price[],double& rsiBuffer[], double &posBuffer[], double &negBuffer[])
+{
+   int i, pos;
+   double diff;
+   
+//--- check for data
+   if(period<=1 || rates_total-begin<period) return(0);
+//--- save as_series flags
+   bool as_series_price=ArrayGetAsSeries(price);
+   bool as_series_rsibuffer=ArrayGetAsSeries(rsiBuffer);
+   bool as_series_posbuffer=ArrayGetAsSeries(posBuffer);
+   bool as_series_negbuffer=ArrayGetAsSeries(negBuffer);
+   
+   if(as_series_price)  ArraySetAsSeries(price,false);
+   if(as_series_rsibuffer) ArraySetAsSeries(rsiBuffer,false);
+   if(as_series_posbuffer) ArraySetAsSeries(posBuffer,false);
+   if(as_series_negbuffer) ArraySetAsSeries(negBuffer,false);
+
+//--- preliminary calculations
+   pos=prev_calculated-1;
+   if(pos<=period)
+   {
+      //--- first RSIPeriod values of the indicator are not calculated
+      rsiBuffer[0]=0.0;
+      posBuffer[0]=0.0;
+      negBuffer[0]=0.0;
+      double sump=0.0;
+      double sumn=0.0;
+      for(i=1; i<=period; i++)
+      {
+         rsiBuffer[i]=0.0;
+         posBuffer[i]=0.0;
+         negBuffer[i]=0.0;
+         diff=price[i]-price[i-1];
+         if(diff>0)
+            sump+=diff;
+         else
+            sumn-=diff;
+      }
+      //--- calculate first visible value
+      posBuffer[period]=sump/period;
+      negBuffer[period]=sumn/period;
+      if(negBuffer[period]!=0.0)
+         rsiBuffer[period]=100.0-(100.0/(1.0+posBuffer[period]/negBuffer[period]));
+      else
+      {
+         if(posBuffer[period]!=0.0)
+            rsiBuffer[period]=100.0;
+         else
+            rsiBuffer[period]=50.0;
+      }
+      //--- prepare the position value for main calculation
+      pos=period+1;
+   }   
+//--- the main loop of calculations
+   for(i=pos; i<rates_total && !IsStopped(); i++)
+   {
+      diff=price[i]-price[i-1];
+      posBuffer[i]=(posBuffer[i-1]*(period-1)+(diff>0.0?diff:0.0))/period;
+      negBuffer[i]=(negBuffer[i-1]*(period-1)+(diff<0.0?-diff:0.0))/period;
+      if(negBuffer[i]!=0.0)
+         rsiBuffer[i]=100.0-100.0/(1+posBuffer[i]/negBuffer[i]);
+      else
+      {
+         if(posBuffer[i]!=0.0)
+            rsiBuffer[i]=100.0;
+         else
+            rsiBuffer[i]=50.0;
+      }
+   }
+//--- restore as_series flags
+   if(as_series_price)  ArraySetAsSeries(price,true);
+   if(as_series_rsibuffer) ArraySetAsSeries(rsiBuffer,true);
+   if(as_series_posbuffer) ArraySetAsSeries(posBuffer,true);
+   if(as_series_negbuffer) ArraySetAsSeries(negBuffer,true);
+//---
+    return(rates_total);   
+}
+
+//+------------------------------------------------------------------+

Include/AZ-INVEST/SDK/RangeBarCustomChartSettings.mqh

@@ -0,0 +1,120 @@
+#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 = 100;                     // Range bar size (in ticks)
+      input int         showNumberOfDays = 5;                     // Show history for number of days
+
+      input group             "### ATR based bar size calculation"
+      input ENUM_BOOL         atrEnabled = false;                 // Enable ATR based bar size calculation
+      input ENUM_TIMEFRAMES   atrTimeFrame = PERIOD_D1;           // Use ATR period
+      input int               atrPeriod = 14;                     // ATR period
+      input int               atrPercentage = 10;                 // Use percentage of ATR
+   
+      input group       "### Chart synchronization"
+      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

@@ -1,6 +1,10 @@
-#property copyright "Copyright 2017, AZ-iNVEST"
+#property copyright "Copyright 2018-2020, Level Up Software"
 #property link      "http://www.az-invest.eu"
-#property version   "2.02"
+#property version   "3.00"
+
+input bool UseOnRangeBarChart = true; // Use this indicator on RangeBar chart
+
+//#define DEVELOPER_VERSION
 #include <AZ-INVEST/SDK/RangeBars.mqh>
 
 class RangeBarIndicator
@@ -16,8 +20,12 @@ class RangeBarIndicator
       bool                 useAppliedPrice;
       ENUM_APPLIED_PRICE   applied_price;
       
+      bool                 firstRun;
       bool                 dataReady;
       
+      datetime             prevTime;
+      int                  prevRatesTotal;
+
    public:
    
       datetime Time[];
@@ -31,8 +39,21 @@ class RangeBarIndicator
       double   Buy_volume[];
       double   Sell_volume[];
       double   BuySell_volume[];
+
+      datetime GetTime(int index) { return GetArrayValueDateTime(Time, index); };
+      double   GetOpen(int index) { return GetArrayValueDouble(Open, index); };
+      double   GetLow(int index) { return GetArrayValueDouble(Low, index); };
+      double   GetHigh(int index) { return GetArrayValueDouble(High, index); };
+      double   GetClose(int index) { return GetArrayValueDouble(Close, index); };
+      double   GetPrice(int index) { return GetArrayValueDouble(Price, index); };
+      long     GetTick_volume(int index) { return GetArrayValueLong(Tick_volume, index); };
+      long     GetReal_volume(int index) { return GetArrayValueLong(Real_volume, index); };
+      double   GetBuy_volume(int index)  { return GetArrayValueDouble(Buy_volume, index); };
+      double   GetSell_volume(int index) { return GetArrayValueDouble(Sell_volume, index); };
+      double   GetBuySell_volume(int index) { return GetArrayValueDouble(BuySell_volume, index); };
+
       bool     IsNewBar;
-   
+
                RangeBarIndicator();
                ~RangeBarIndicator();
                
@@ -41,8 +62,11 @@ class RangeBarIndicator
       void     SetGetVolumeBreakdownFlag() { this.getVolumeBreakdown = true; };
       void     SetGetTimeFlag() { this.getTime = true; };
       
-      bool     OnCalculate(const int rates_total,const int prev_calculated, const datetime &_Time[]);
+      bool     OnCalculate(const int _rates_total,const int _prev_calculated, const datetime &_Time[], const double &_Close[]);
+      void     OnDeinit(const int reason);
+      bool     BufferSynchronizationCheck(const double &buffer[]);      
       int      GetPrevCalculated() { return prev_calculated; };     
+      int      GetRatesTotal() { return ArraySize(Open); };     
       void     BufferShiftLeft(double &buffer[]);
       
    private:
@@ -64,11 +88,14 @@ class RangeBarIndicator
 
       ENUM_TIMEFRAMES TFMigrate(int tf);
       datetime iTime(string symbol,int tf,int index);
+      double GetArrayValueDouble(double &arr[], int index);
+      long GetArrayValueLong(long &arr[], int index);
+      datetime GetArrayValueDateTime(datetime &arr[], int index);
 };
 
 RangeBarIndicator::RangeBarIndicator(void)
 {
-   rangeBars = new RangeBars();
+   rangeBars = new RangeBars(UseOnRangeBarChart);
    if(rangeBars != NULL)
       rangeBars.Init();
       
@@ -77,6 +104,9 @@ RangeBarIndicator::RangeBarIndicator(void)
    getTime = false;
    
    dataReady = false;
+   firstRun = true;
+   prevTime = 0;
+   prevRatesTotal = 0;
 }
 
 RangeBarIndicator::~RangeBarIndicator(void)
@@ -99,6 +129,7 @@ bool RangeBarIndicator::CheckStatus(void)
 
 bool RangeBarIndicator::NeedsReload(void)
 {
+  
    if(rangeBars.Reload())
    {
      Print("Chart settings changed - reloading indicator with new settings");
@@ -108,17 +139,13 @@ bool RangeBarIndicator::NeedsReload(void)
    return false;
 }
 
-bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calculated, const datetime &_Time[])
+bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calculated, const datetime &_Time[], const double &_Close[])
 {   
-   static bool firstRun = true;
-
    if(firstRun)
    {
       Canvas_IsNewBar(_Time); 
       Canvas_RatesTotalChangedBy(_rates_total);   
       IsNewBar = rangeBars.IsNewBar();   
-      
-      firstRun = false;
    }
 
    if(!CheckStatus())
@@ -126,10 +153,12 @@ bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calcu
       if(rangeBars != NULL)
          delete rangeBars;
       
-      rangeBars = new RangeBars();
+      rangeBars = new RangeBars(UseOnRangeBarChart);
       if(rangeBars != NULL)
          rangeBars.Init();
       
+      Print("CheckStatus block failed");
+            
       return false;
    }
 
@@ -145,30 +174,29 @@ bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calcu
    ArraySetAsSeries(this.Sell_volume,false);   
    ArraySetAsSeries(this.BuySell_volume,false);   
 
-   bool needsReload  = (NeedsReload() || (!this.dataReady)); 
-      
-   if(needsReload)
+   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;
-   }                    
-         
-   /*
-   if(needsReload || IsNewBar || canvasIsNewTime || (change != 0))
-   {  
-      Print("reload="+needsReload+", renkoisnewbar="+IsNewBar+", canvasIsNewTime="+canvasIsNewTime+", change="+change);
-         GetOLHC(0,_rates_total);
-         this.prev_calculated = ArraySize(this.Open);
-      return true;         
-   }
-   */
+   }                                      
+
    bool change = Canvas_RatesTotalChangedBy(_rates_total);
+
    if(change != 0)
    {
       #ifdef DISPLAY_DEBUG_MSG
          Print("rates total changed to:"+_rates_total);
       #endif
+
       if(change == 1)
       {
          #ifdef DISPLAY_DEBUG_MSG
@@ -183,7 +211,8 @@ bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calcu
          #endif
          GetOLHC(0,_rates_total);
       }
-      this.prev_calculated = 0;//_prev_calculated; 
+
+      this.prev_calculated = 0;
       Canvas_IsNewBar(_Time);
       return true;   
    }
@@ -197,7 +226,7 @@ bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calcu
       {
          GetOLHC(0,_rates_total);
          this.prev_calculated = 0;
-         return true;   ///////// false         
+         return true; 
       }
 
       OLHCShiftRight();
@@ -210,9 +239,9 @@ bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calcu
    {
       GetOLHC(0,_rates_total);
       this.prev_calculated = 0;
+      firstRun = true; 
       return true;
    } 
-
    
    //
    // Only recalculate last bar
@@ -224,6 +253,19 @@ bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calcu
    return true;
 }
 
+bool RangeBarIndicator::BufferSynchronizationCheck(const double &buffer[])
+{
+   if(ArraySize(buffer) != ArraySize(Close))
+   {
+      #ifdef DEVELOPER_VERSION
+         Print("### buffers out of synch - refreshing...");
+      #endif
+      return false;
+   }
+   
+   return true;
+}
+
 int RangeBarIndicator::GetOLHC(int start, int count)
 {
    if((start == 0) && (count == 0) && dataReady)
@@ -241,6 +283,7 @@ int RangeBarIndicator::GetOLHC(int start, int count)
      this.Low[last] = tempRates[0].low;
      this.High[last] = tempRates[0].high;
      this.Close[last] = tempRates[0].close;    
+     
      if(getTime)
      {
          this.Time[last] = tempRates[0].time;
@@ -286,10 +329,13 @@ void RangeBarIndicator::OLHCShiftRight()
       this.High[i] = this.High[i-1];
       this.Low[i] = this.Low[i-1];
       this.Close[i] = this.Close[i-1];
+
       if(getTime)
          this.Time[i] = this.Time[i-1];
+
       if(useAppliedPrice)
          this.Price[i] = this.Price[i-1];
+
       if(getVolumes)
       {
          this.Tick_volume[i] = this.Tick_volume[i-1];
@@ -310,8 +356,10 @@ void RangeBarIndicator::OLHCShiftRight()
    
    if(getTime)
       this.Time[0] = 0;
+
    if(useAppliedPrice)
       this.Price[0] = 0.0;
+
    if(getVolumes)
    {
       this.Tick_volume[0] = 0.0;
@@ -339,8 +387,10 @@ void RangeBarIndicator::OLHCResize()
    
    if(getTime)
       ArrayResize(this.Time,count+1);
+
    if(useAppliedPrice)
       ArrayResize(this.Price,count+1);
+
    if(getVolumes)
    {
       ArrayResize(this.Tick_volume,count+1);
@@ -362,8 +412,6 @@ bool RangeBarIndicator::Canvas_IsNewBar(const datetime &_Time[])
    datetime now = _Time[0]; 
    ArraySetAsSeries(_Time,false);    
    
-   static datetime prevTime = 0;
-   
    if(prevTime != now)
    {
       prevTime = now;
@@ -375,8 +423,6 @@ bool RangeBarIndicator::Canvas_IsNewBar(const datetime &_Time[])
 
 bool RangeBarIndicator::Canvas_IsRatesTotalChanged(int ratesTotalNow)
 {
-   static int prevRatesTotal = 0;
-   
    if(prevRatesTotal == 0)
       prevRatesTotal = ratesTotalNow;
          
@@ -392,7 +438,6 @@ bool RangeBarIndicator::Canvas_IsRatesTotalChanged(int ratesTotalNow)
 int RangeBarIndicator::Canvas_RatesTotalChangedBy(int ratesTotalNow)
 {
    int changedBy = 0;
-   static int prevRatesTotal = 0;
    
    if(prevRatesTotal == 0)
       prevRatesTotal = ratesTotalNow;
@@ -450,11 +495,11 @@ int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h
    handle = rangeBars.GetHandle();
    if(handle == INVALID_HANDLE)
       return -1;
-   int _count = CopyBuffer(handle,RANGEBAR_OPEN,start,count,temp);
-   if(_count == -1)
+
+   int __count = CopyBuffer(handle,RANGEBAR_OPEN,start,count,temp);
+   if(__count == -1)
    {
-      int errorCode = GetLastError();
-      if(errorCode == ERR_INDICATOR_DATA_NOT_FOUND)
+      if(GetLastError() == ERR_INDICATOR_DATA_NOT_FOUND)
       {
          Print("Waiting for buffers ready flag");
          return -2;
@@ -463,95 +508,109 @@ int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h
          return -1;
    }   
       
-   if(_count < count)
+   if(__count < count)
    {
       #ifdef DISPLAY_DEBUG_MSG
-         Print("Fixing offset (req:"+count+" res:"+_count+")");
+         Print("Fixing offset (req:"+count+" res:"+__count+")");
       #endif
       
       ArrayInitialize(o,0x0);
       ArrayInitialize(l,0x0);
       ArrayInitialize(h,0x0);
       ArrayInitialize(c,0x0);
+      
       if(getTime)
          ArrayInitialize(t,0x0);
+         
       if(getVolumes)
       {
          ArrayInitialize(tickVolume,0x0);
          ArrayInitialize(realVolume,0x0);
       }
+      
       if(getVolumeBreakdown)
       {
          ArrayInitialize(buyVolume,0x0);
          ArrayInitialize(sellVolume,0x0);
          ArrayInitialize(buySellVolume,0x0);
       }
+      
       // less data - indicator requres more
       
-      ArrayCopy(o,temp,(count-_count),0);
+      ArrayCopy(o,temp,(count-__count),0);
 
-      if(CopyBuffer(handle,RANGEBAR_LOW,start,_count,temp) == -1)
+      if(CopyBuffer(handle,RANGEBAR_LOW,start,__count,temp) == -1)
          return -1;
-      ArrayCopy(l,temp,(count-_count),0);
+      ArrayCopy(l,temp,(count-__count),0);
          
-      if(CopyBuffer(handle,RANGEBAR_HIGH,start,_count,temp) == -1)
+      if(CopyBuffer(handle,RANGEBAR_HIGH,start,__count,temp) == -1)
          return -1;
-      ArrayCopy(h,temp,(count-_count),0);
+      ArrayCopy(h,temp,(count-__count),0);
 
-      if(CopyBuffer(handle,RANGEBAR_CLOSE,start,_count,temp) == -1)
+      if(CopyBuffer(handle,RANGEBAR_CLOSE,start,__count,temp) == -1)
          return -1;
-      ArrayCopy(c,temp,(count-_count),0);
+
+      ArrayCopy(c,temp,(count-__count),0);
       
       if(getTime)
       {
-         if(CopyBuffer(handle,RANGEBAR_BAR_OPEN_TIME,start,_count,temp) == -1)
+         if(CopyBuffer(handle,RANGEBAR_BAR_OPEN_TIME,start,__count,temp) == -1)
             return -1;
-         ArrayCopy(t,temp,(count-_count),0);      
+            
+         ArrayCopy(t,temp,(count-__count),0);      
       }
       
       if(getVolumes)
       {
-         if(CopyBuffer(handle,RANGEBAR_TICK_VOLUME,start,_count,temp) == -1)
+         if(CopyBuffer(handle,RANGEBAR_TICK_VOLUME,start,__count,temp) == -1)
             return -1;
-         ArrayCopy(tickVolume,temp,(count-_count),0);
+            
+         ArrayCopy(tickVolume,temp,(count-__count),0);
    
-         if(CopyBuffer(handle,RANGEBAR_REAL_VOLUME,start,_count,temp) == -1)
+         if(CopyBuffer(handle,RANGEBAR_REAL_VOLUME,start,__count,temp) == -1)
             return -1;
-         ArrayCopy(realVolume,temp,(count-_count),0);      
+            
+         ArrayCopy(realVolume,temp,(count-__count),0);      
       }
       
 #ifdef P_RANGEBAR_BR
    #ifdef P_RANGEBAR_BR_PRO
       if(getVolumeBreakdown)
       {      
-         if(CopyBuffer(handle,RANGEBAR_BUY_VOLUME,start,_count,temp) == -1)
+         if(CopyBuffer(handle,RANGEBAR_BUY_VOLUME,start,__count,temp) == -1)
             return -1;
-         ArrayCopy(buyVolume,temp,(count-_count),0);
+            
+         ArrayCopy(buyVolume,temp,(count-__count),0);
 
-         if(CopyBuffer(handle,RANGEBAR_SELL_VOLUME,start,_count,temp) == -1)
+         if(CopyBuffer(handle,RANGEBAR_SELL_VOLUME,start,__count,temp) == -1)
             return -1;
-         ArrayCopy(sellVolume,temp,(count-_count),0);
+            
+         ArrayCopy(sellVolume,temp,(count-__count),0);
 
-         if(CopyBuffer(handle,RANGEBAR_BUYSELL_VOLUME,start,_count,temp) == -1)
+         if(CopyBuffer(handle,RANGEBAR_BUYSELL_VOLUME,start,__count,temp) == -1)
             return -1;
-         ArrayCopy(buySellVolume,temp,(count-_count),0);
+            
+         ArrayCopy(buySellVolume,temp,(count-__count),0);
       }
    #else
    #endif
 #else      
       if(getVolumeBreakdown)
       {      
-         if(CopyBuffer(handle,RANGEBAR_BUY_VOLUME,start,_count,temp) == -1)
+         if(CopyBuffer(handle,RANGEBAR_BUY_VOLUME,start,__count,temp) == -1)
             return -1;
-         ArrayCopy(buyVolume,temp,(count-_count),0);
+            
+         ArrayCopy(buyVolume,temp,(count-__count),0);
 
-         if(CopyBuffer(handle,RANGEBAR_SELL_VOLUME,start,_count,temp) == -1)
+         if(CopyBuffer(handle,RANGEBAR_SELL_VOLUME,start,__count,temp) == -1)
             return -1;
-         ArrayCopy(sellVolume,temp,(count-_count),0);
+            
+         ArrayCopy(sellVolume,temp,(count-__count),0);
 
-         if(CopyBuffer(handle,RANGEBAR_BUYSELL_VOLUME,start,_count,temp) == -1)
+         if(CopyBuffer(handle,RANGEBAR_BUYSELL_VOLUME,start,__count,temp) == -1)
             return -1;
-         ArrayCopy(buySellVolume,temp,(count-_count),0);
+            
+         ArrayCopy(buySellVolume,temp,(count-__count),0);
       }
 #endif
 
@@ -560,10 +619,13 @@ int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h
    {
       if(CopyBuffer(handle,RANGEBAR_OPEN,start,count,o) == -1)
          return -1;
+         
       if(CopyBuffer(handle,RANGEBAR_LOW,start,count,l) == -1)
          return -1;
+         
       if(CopyBuffer(handle,RANGEBAR_HIGH,start,count,h) == -1)
          return -1;
+         
       if(CopyBuffer(handle,RANGEBAR_CLOSE,start,count,c) == -1)
          return -1;
       
@@ -571,6 +633,7 @@ int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h
       {
          if(CopyBuffer(handle,RANGEBAR_BAR_OPEN_TIME,start,count,temp) == -1)
             return -1;
+            
          ArrayCopy(t,temp);
       }   
       
@@ -578,9 +641,12 @@ int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h
       {
          if(CopyBuffer(handle,RANGEBAR_TICK_VOLUME,start,count,temp) == -1)
             return -1;
+            
          ArrayCopy(tickVolume,temp);
+         
          if(CopyBuffer(handle,RANGEBAR_REAL_VOLUME,start,count,temp) == -1)
             return -1;   
+         
          ArrayCopy(realVolume,temp);
       }
       
@@ -590,14 +656,17 @@ int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h
       {      
          if(CopyBuffer(handle,RANGEBAR_BUY_VOLUME,start,count,temp) == -1)
             return -1;
+            
          ArrayCopy(buyVolume,temp);
 
          if(CopyBuffer(handle,RANGEBAR_SELL_VOLUME,start,count,temp) == -1)
             return -1;
+            
          ArrayCopy(sellVolume,temp);
 
          if(CopyBuffer(handle,RANGEBAR_BUYSELL_VOLUME,start,count,temp) == -1)
             return -1;
+            
          ArrayCopy(buySellVolume,temp);
       }
    #else
@@ -607,14 +676,17 @@ int RangeBarIndicator::GetOLHCForIndicatorCalc(double &o[],double &l[],double &h
       {      
          if(CopyBuffer(handle,RANGEBAR_BUY_VOLUME,start,count,temp) == -1)
             return -1;
+            
          ArrayCopy(buyVolume,temp);
 
          if(CopyBuffer(handle,RANGEBAR_SELL_VOLUME,start,count,temp) == -1)
             return -1;
+            
          ArrayCopy(sellVolume,temp);
 
          if(CopyBuffer(handle,RANGEBAR_BUYSELL_VOLUME,start,count,temp) == -1)
             return -1;
+            
          ArrayCopy(buySellVolume,temp);
       }
 #endif      
@@ -631,11 +703,11 @@ int RangeBarIndicator::GetOLHCAndApplPriceForIndicatorCalc(double &o[],double &l
 {
    dataReady = true;
    
-   int _count = GetOLHCForIndicatorCalc(o,l,h,c,t,tickVolume,realVolume,buyVolume,sellVolume,buySellVolume,start,count);
-   if(_count < 0)
+   int __count = GetOLHCForIndicatorCalc(o,l,h,c,t,tickVolume,realVolume,buyVolume,sellVolume,buySellVolume,start,count);
+   if(__count < 0)
    {
       dataReady = false;
-      return _count;
+      return __count;
    }
    if(applied_price == PRICE_CLOSE) 
    {
@@ -655,22 +727,25 @@ int RangeBarIndicator::GetOLHCAndApplPriceForIndicatorCalc(double &o[],double &l
    }
    else
    {       
-      if(ArrayResize(price,_count) == -1)
+      if(ArrayResize(price,__count) == -1)
          return -1;      
 
-      for(int i=0; i<_count; i++)
+      for(int i=0; i<__count; i++)
       {
          price[i] = CalcAppliedPrice(o[i],l[i],h[i],c[i],_applied_price);
       }
    }
       
-   return _count;
+   return __count;
 }
 
+// TFMigrate: 
+// https://www.mql5.com/en/forum/2842#comment_39496
+//
 ENUM_TIMEFRAMES RangeBarIndicator::TFMigrate(int tf)
-  {
+{
    switch(tf)
-     {
+   {
       case 0: return(PERIOD_CURRENT);
       case 1: return(PERIOD_M1);
       case 5: return(PERIOD_M5);
@@ -698,18 +773,30 @@ ENUM_TIMEFRAMES RangeBarIndicator::TFMigrate(int tf)
       case 16408: return(PERIOD_D1);
       case 32769: return(PERIOD_W1);
       case 49153: return(PERIOD_MN1);      
+
       default: return(PERIOD_CURRENT);
-     }
-  }
+   }
+}
 
 datetime RangeBarIndicator::iTime(string symbol,int tf,int index)
 {
-   if(index < 0) return(-1);
+   if(index < 0)
+   {
+      return(-1);
+   }
+   
    ENUM_TIMEFRAMES timeframe=TFMigrate(tf);
+   
    datetime Arr[];
-   if(CopyTime(symbol, timeframe, index, 1, Arr)>0)
-        return(Arr[0]);
-   else return(-1);
+   
+   if(CopyTime(symbol, timeframe, index, 1, Arr) > 0)
+   {
+      return(Arr[0]);
+   }
+   else 
+   {
+      return(-1);
+   }
 }
 
 //
@@ -764,3 +851,43 @@ void RangeBarIndicator::BufferShiftLeft(double &buffer[])
       buffer[i-1] = buffer[i];
 
 }
+
+long RangeBarIndicator::GetArrayValueLong(long &arr[], int index)
+{
+   int size  = ArraySize(arr);
+   if(index < size)
+   {
+       return(arr[index]);
+   } 
+   else    
+   {
+       return(false); 
+   }
+}
+
+double RangeBarIndicator::GetArrayValueDouble(double &arr[], int index)
+{
+   int size  = ArraySize(arr);
+   if(index < size)
+   {
+       return(arr[index]);
+   } 
+   else    
+   {
+       return(false); 
+   }
+}
+
+datetime RangeBarIndicator::GetArrayValueDateTime(datetime &arr[], int index)
+{
+   int size  = ArraySize(arr);
+   if(index < size)
+   {
+       return(arr[index]);
+   } 
+   else    
+   {
+       return(false); 
+   }
+}
+

Include/AZ-INVEST/SDK/RangeBarSettings.mqh

@@ -1,345 +0,0 @@
-#property copyright "Copyright 2017, AZ-iNVEST"
-#property link      "http://www.az-invest.eu"
- 
-#include <AZ-INVEST/SDK/CommonSettings.mqh>
-#define CUSTOM_CHART_NAME "Range Bars"
-
-#ifdef SHOW_INDICATOR_INPUTS
-
-input int                     barSizeInTicks = 100;                     // Range bar size (in points)
-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
-      ENUM_BOOL               useRealVolume = false;                    // Use real volume ( false for FX )            
-      ENUM_TICK_PRICE_TYPE    plotPrice = tickBid;                      // Build chart using
-input int                     showNumberOfDays = 14;                    // Show history for number of days
-input ENUM_BOOL               resetOpenOnNewTradingDay = true;          // Synchronize first bar's open on new day
-input double                  TopBottomPaddingPercentage = 0.30;        // Use padding top/bottom (0.0 - 1.0)
-input ENUM_PIVOT_POINTS       showPivots = ppNone;                      // Show pivot levels
-input ENUM_PIVOT_TYPE         pivotPointCalculationType = ppHLC3;       // Pivot point calculation method
-input color                   RColor = clrDodgerBlue;                   // Resistance line color
-input color                   PColor = clrGold;                         // Pivot line color
-input color                   SColor = clrFireBrick;                    // Support line color   
-input color                   PDHColor = clrHotPink;                    // Previous day's high
-input color                   PDLColor = clrLightSkyBlue;               // Previous day's low
-input color                   PDCColor = clrGainsboro;                  // Previous day's close
-input ENUM_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 ENUM_BOOL               showCurrentBarOpenTime = true;            // Display chart info and current bar's open time
-input color                   InfoTextColor = clrWhite;                 // Current bar's open time info color
-input ENUM_BOOL               UseSoundSignalOnNewBar = false;           // Play sound on new bar
-input ENUM_BOOL               OnlySignalReversalBars = false;           // Only signal reversals
-input ENUM_BOOL               UseAlertWindow = false;                   // Display Alert window with new bar info
-input ENUM_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 = "timeout.wav";            // Use sound file for bearish bar close
-input ENUM_BOOL               MA1on = false;                            // Show first MA 
-input int                     MA1period = 20;                           // 1st MA period
-input ENUM_MA_METHOD_EXT      MA1method =  _MODE_SMA;                   // 1st MA method
-input ENUM_APPLIED_PRICE      MA1applyTo = PRICE_CLOSE;                 // 1st MA apply to
-input int                     MA1shift = 0;                             // 1st MA shift
-input ENUM_BOOL               MA2on = false;                            // Show second MA 
-input int                     MA2period = 50;                           // 2nd MA period
-input ENUM_MA_METHOD_EXT      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_BOOL               MA3on = false;                            // Show third MA 
-input int                     MA3period = 20;                           // 3rd MA period
-input ENUM_MA_METHOD_EXT      MA3method = _VWAP_TICKVOL;                // 3rd MA method
-input ENUM_APPLIED_PRICE      MA3applyTo = PRICE_CLOSE;                 // 3rd MA apply to
-input int                     MA3shift = 0;                             // 3rd 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 ENUM_BOOL               DisplayAsBarChart = false;                // Display as bar chart
-input ENUM_BOOL               UsedInEA = false;                         // Indicator used in EA via iCustom()
-
-#else
-
-   //
-   //  This block should always be set to the following values
-   //
-   
-      double                     TopBottomPaddingPercentage = 0;
-      ENUM_PIVOT_POINTS          showPivots = ppNone;
-      ENUM_PIVOT_TYPE            pivotPointCalculationType = ppHLC3;
-      color                      RColor = clrNONE;
-      color                      PColor = clrNONE;
-      color                      SColor = clrNONE;
-      color                      PDHColor = clrNONE;
-      color                      PDLColor = clrNONE;
-      color                      PDCColor = clrNONE;
-      ENUM_BOOL                  showNextBarLevels = false;
-      color                      HighThresholdIndicatorColor = clrNONE;
-      color                      LowThresholdIndicatorColor = clrNONE;
-      ENUM_BOOL                  showCurrentBarOpenTime = false;
-      color                      InfoTextColor = clrNONE;
-      ENUM_BOOL                  UseSoundSignalOnNewBar = false;
-      ENUM_BOOL                  OnlySignalReversalBars = false;
-      ENUM_BOOL                  UseAlertWindow = false;
-      ENUM_BOOL                  SendPushNotifications = false;
-      string                     SoundFileBull = "";
-      string                     SoundFileBear = "";
-      ENUM_BOOL                  DisplayAsBarChart = true;
-      ENUM_BOOL                  UsedInEA = true; // This should always be set to TRUE for EAs & Indicators
-   
-   //
-   //
-   //
-
-
-#endif
-
-struct RANGEBAR_SETTINGS
-{
-   int                  barSizeInTicks;
-   ENUM_BOOL            atrEnabled;
-   ENUM_TIMEFRAMES      atrTimeFrame;
-   int                  atrPeriod;
-   int                  atrPercentage;
-   ENUM_BOOL            useRealVolume;
-   ENUM_TICK_PRICE_TYPE plotPrice;
-   int                  showNumberOfDays;
-   ENUM_BOOL            resetOpenOnNewTradingDay;  
-};
-
-class RangeBarSettings
-{
-   protected:
-   
-      string                     settingsFileName;
-      string                     chartTypeFileName;
-
-      RANGEBAR_SETTINGS          settings;
-      CHART_INDICATOR_SETTINGS   chartIndicatorSettings;
-      ALERT_INFO_SETTINGS        alertInfoSettings;
-            
-   public:
-   
-                                 RangeBarSettings(void);
-                                 ~RangeBarSettings(void);
-      
-      RANGEBAR_SETTINGS          GetRangeBarSettings(void);
-      ALERT_INFO_SETTINGS        GetAlertInfoSettings(void);
-      CHART_INDICATOR_SETTINGS   GetChartIndicatorSettings(void);      
-      
-      void                       Set(void);
-      
-      void                       Save(void);
-      bool                       Load(void);
-      void                       Delete(void);
-      bool                       Changed(void);
-};
-
-void RangeBarSettings::RangeBarSettings(void)
-{
-   this.settingsFileName = CUSTOM_CHART_NAME+(string)ChartID()+".set";   
-   this.chartTypeFileName = (string)ChartID()+".id";
-}
-
-void RangeBarSettings::~RangeBarSettings(void)
-{
-
-}
-
-void RangeBarSettings::Save(void)
-{    
-   if(IS_TESTING || this.chartIndicatorSettings.UsedInEA)
-      return;
-
-   this.Delete();
-
-   //
-   // Store indicator settings
-   // 
-
-   int handle = FileOpen(this.settingsFileName,FILE_SHARE_READ|FILE_WRITE|FILE_BIN);  
-   uint result = 0;
-   
-   result += FileWriteStruct(handle,this.settings);
-   result += FileWriteStruct(handle,this.chartIndicatorSettings);
-   //FileWriteStruct(handle,this.alertInfoSettings);
-   FileClose(handle);
-   
-   //
-   // Store chart type identifier
-   //
-   
-   handle = FileOpen(this.chartTypeFileName,FILE_SHARE_READ|FILE_WRITE|FILE_ANSI);
-   FileWriteString(handle,CUSTOM_CHART_NAME);
-   FileClose(handle);
-}
-
-void RangeBarSettings::Delete(void)
-{
-   if(IS_TESTING || this.chartIndicatorSettings.UsedInEA)
-      return;
-
-   if(FileIsExist(this.settingsFileName))
-      FileDelete(this.settingsFileName);     
-}
-
-bool RangeBarSettings::Load(void)
-{
-#ifdef SHOW_INDICATOR_INPUTS
-   Set();
-   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 settings(1)!");
-      FileClose(handle); 
-      return false;
-   }
-   
-   if(FileReadStruct(handle,this.chartIndicatorSettings) <= 0)
-   {
-      Print("Failed loading settings(2)!");
-      FileClose(handle); 
-      return false;
-   }
-   /*
-   if(FileReadStruct(handle,this.alertInfoSettings) <= 0)
-   {
-      Print("Failed loading settings(3)!");
-      FileClose(handle); 
-      return false;
-   }
-   */
-   
-   FileClose(handle);
-   return true;
-
-#endif 
-}
-
-ALERT_INFO_SETTINGS RangeBarSettings::GetAlertInfoSettings(void)
-{
-   return this.alertInfoSettings;
-}
-
-CHART_INDICATOR_SETTINGS RangeBarSettings::GetChartIndicatorSettings(void)
-{
-   return this.chartIndicatorSettings;
-}
-
-RANGEBAR_SETTINGS RangeBarSettings::GetRangeBarSettings(void)
-{
-   return this.settings;
-}
-
-void RangeBarSettings::Set(void)
-{
-#ifdef SHOW_INDICATOR_INPUTS
-
-   settings.barSizeInTicks = barSizeInTicks;
-   settings.atrEnabled = atrEnabled;
-   settings.atrTimeFrame = atrTimeFrame;
-   settings.atrPeriod = atrPeriod;
-   settings.atrPercentage = atrPercentage;   
-   settings.useRealVolume = useRealVolume;
-   settings.plotPrice = plotPrice;
-   settings.showNumberOfDays = showNumberOfDays;
-   settings.resetOpenOnNewTradingDay = resetOpenOnNewTradingDay;
-      
-   //
-   //
-   //
-      
-   chartIndicatorSettings.MA1on = MA1on;
-   chartIndicatorSettings.MA1period = MA1period;
-   chartIndicatorSettings.MA1method = MA1method;
-   chartIndicatorSettings.MA1applyTo = MA1applyTo;
-   chartIndicatorSettings.MA1shift = MA1shift;
-   chartIndicatorSettings.MA2on = MA2on;
-   chartIndicatorSettings.MA2period = MA2period;
-   chartIndicatorSettings.MA2method = MA2method;
-   chartIndicatorSettings.MA2applyTo = MA2applyTo;
-   chartIndicatorSettings.MA2shift = MA2shift;
-   /*
-   chartIndicatorSettings.ShowVWAP = ShowVWAP;
-   chartIndicatorSettings.VWAP_Period = VWAP_Period;
-   chartIndicatorSettings.VWAPapplyTo = VWAPapplyTo;
-   chartIndicatorSettings.VWAPvolume = VWAPvolume;
-   */
-   chartIndicatorSettings.MA3on = MA3on;
-   chartIndicatorSettings.MA3period = MA3period;
-   chartIndicatorSettings.MA3method = MA3method;
-   chartIndicatorSettings.MA3applyTo = MA3applyTo;
-   chartIndicatorSettings.MA3shift = MA3shift;
-   chartIndicatorSettings.ShowChannel = ShowChannel;
-   chartIndicatorSettings.DonchianPeriod = DonchianPeriod;
-   chartIndicatorSettings.BBapplyTo = BBapplyTo;
-   chartIndicatorSettings.BollingerBandsPeriod = BollingerBandsPeriod;
-   chartIndicatorSettings.BollingerBandsDeviations = BollingerBandsDeviations;
-   chartIndicatorSettings.SuperTrendPeriod = SuperTrendPeriod;
-   chartIndicatorSettings.SuperTrendMultiplier = SuperTrendMultiplier;
-   chartIndicatorSettings.UsedInEA = UsedInEA;
-
-   //
-   //
-   //
-   
-   alertInfoSettings.TopBottomPaddingPercentage = TopBottomPaddingPercentage;
-   alertInfoSettings.showPiovots = showPivots;
-   alertInfoSettings.pivotPointCalculationType = pivotPointCalculationType;
-   alertInfoSettings.Rcolor = RColor;
-   alertInfoSettings.Pcolor = PColor;
-   alertInfoSettings.Scolor = SColor;
-   alertInfoSettings.PDHColor = PDHColor;
-   alertInfoSettings.PDLColor = PDLColor;
-   alertInfoSettings.PDCColor = PDCColor;
-   alertInfoSettings.showNextBarLevels = showNextBarLevels;
-   alertInfoSettings.HighThresholdIndicatorColor = HighThresholdIndicatorColor;
-   alertInfoSettings.LowThresholdIndicatorColor = LowThresholdIndicatorColor;
-   alertInfoSettings.showCurrentBarOpenTime = showCurrentBarOpenTime;
-   alertInfoSettings.InfoTextColor = InfoTextColor;
-   alertInfoSettings.UseSoundSignalOnNewBar = UseSoundSignalOnNewBar;
-   alertInfoSettings.OnlySignalReversalBars = OnlySignalReversalBars;
-   alertInfoSettings.UseAlertWindow = UseAlertWindow;
-   alertInfoSettings.SendPushNotifications = SendPushNotifications;
-   alertInfoSettings.SoundFileBull = SoundFileBull;
-   alertInfoSettings.SoundFileBear = SoundFileBear;
-   alertInfoSettings.DisplayAsBarChart = DisplayAsBarChart;
-
-#endif
-}
-
-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;
-}

Include/AZ-INVEST/SDK/RangeBars.mqh

@@ -1,89 +1,120 @@
-//+------------------------------------------------------------------+
-//|                                         RangeBars.mqh ver:2.03.0 |
-//|                                        Copyright 2017, AZ-iNVEST |
-//|                                          http://www.az-invest.eu |
-//+------------------------------------------------------------------+
-#property copyright "Copyright 2017, AZ-iNVEST"
+#property copyright "Copyright 2018-2020, Level Up Software"
 #property link      "http://www.az-invest.eu"
 
-#define RANGEBAR_INDICATOR_NAME "Market\\Range Bars Charting" 
-//#define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay203"
+#ifdef DEVELOPER_VERSION
+   #define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay300" 
+#else
+   #ifdef RANGEBAR_LICENSE
+      #ifdef MQL5_MARKET_VERSION
+         #define RANGEBAR_INDICATOR_NAME "Market\\Range Bars Charting" 
+      #else 
+         #define RANGEBAR_INDICATOR_NAME "RangeBars"
+      #endif   
+   #else  
+      #define RANGEBAR_INDICATOR_NAME "Market\\Range Bars Charting"  
+   #endif
+#endif
 
 #define RANGEBAR_OPEN            00
 #define RANGEBAR_HIGH            01
 #define RANGEBAR_LOW             02
 #define RANGEBAR_CLOSE           03 
 #define RANGEBAR_BAR_COLOR       04
-#define RANGEBAR_MA1             05
-#define RANGEBAR_MA2             06
-#define RANGEBAR_MA3             07
-#define RANGEBAR_CHANNEL_HIGH    08
-#define RANGEBAR_CHANNEL_MID     09
-#define RANGEBAR_CHANNEL_LOW     10
-#define RANGEBAR_BAR_OPEN_TIME   11
-#define RANGEBAR_TICK_VOLUME     12
-#define RANGEBAR_REAL_VOLUME     13
-#define RANGEBAR_BUY_VOLUME      14
-#define RANGEBAR_SELL_VOLUME     15
-#define RANGEBAR_BUYSELL_VOLUME  16
+#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/RangeBarSettings.mqh>
+#include <az-invest/sdk/RangeBarCustomChartSettings.mqh>
 
 class RangeBars
 {
    private:
    
-      RangeBarSettings * rangeBarSettings;
+      CRangeBarCustomChartSettigns * rangeBarSettings;
 
-      //
-      //  Median renko indicator handle
-      //
-      
-      int rangeBarsHandle;
+      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); 
-      
-      bool IsNewBar();
+      //
       
    private:
 
-      bool GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count);
-   
+      int GetIndicatorHandle(void);
+      bool GetChannelData(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count);
 };
 
 RangeBars::RangeBars(void)
 {
 #define CONSTRUCTOR1
-   rangeBarSettings = new RangeBarSettings();
+   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 RangeBarSettings();
+   rangeBarSettings = new CRangeBarCustomChartSettigns();
    rangeBarsHandle = INVALID_HANDLE;
    rangeBarsSymbol = symbol;
+   usedByIndicatorOnRangeBarChart = false;
+   prevBarTime = 0;
 }
 
 RangeBars::~RangeBars(void)
@@ -92,6 +123,14 @@ RangeBars::~RangeBars(void)
       delete rangeBarSettings;
 }
 
+void RangeBars::ReleaseHandle()
+{ 
+   if(rangeBarsHandle != INVALID_HANDLE)
+   {
+      IndicatorRelease(rangeBarsHandle); 
+   }
+}
+
 //
 //  Function for initializing the median renko indicator handle
 //
@@ -100,6 +139,18 @@ 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)
@@ -121,87 +172,94 @@ int RangeBars::Init()
    }
    else
    {
-      #ifdef SHOW_INDICATOR_INPUTS
+      if(usedByIndicatorOnRangeBarChart)
+      {
          //
-         //  Load settings from EA inputs
-         //
-         rangeBarSettings.Load();
-      #else
-         //
-         //  Save indicator inputs for use by EA attached to same chart.
-         //
-         rangeBarSettings.Save();
-      #endif
+         // 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.GetRangeBarSettings();         
+   RANGEBAR_SETTINGS s = rangeBarSettings.GetCustomChartSettings();         
    CHART_INDICATOR_SETTINGS cis = rangeBarSettings.GetChartIndicatorSettings(); 
 
-   //RangeBarSettings.Debug();
-   
-   rangeBarsHandle = iCustom(this.rangeBarsSymbol,_Period,RANGEBAR_INDICATOR_NAME, 
+   rangeBarsHandle = iCustom(this.rangeBarsSymbol, _Period, RANGEBAR_INDICATOR_NAME, 
                                        s.barSizeInTicks,
+                                       s.showNumberOfDays,
+                                       "=",
                                        s.atrEnabled,
-                                       //s.atrTimeFrame,
+                                       s.atrTimeFrame,
                                        s.atrPeriod,
                                        s.atrPercentage,
-                                       s.showNumberOfDays,
+                                       "=",
                                        s.resetOpenOnNewTradingDay,
-                                       TopBottomPaddingPercentage,
+                                       "=",
                                        showPivots,
                                        pivotPointCalculationType,
-                                       RColor,
-                                       PColor,
-                                       SColor,
-                                       PDHColor,
-                                       PDLColor,
-                                       PDCColor,   
-                                       showNextBarLevels,
-                                       HighThresholdIndicatorColor,
-                                       LowThresholdIndicatorColor,
-                                       showCurrentBarOpenTime,
-                                       InfoTextColor,
-                                       UseSoundSignalOnNewBar,
-                                       OnlySignalReversalBars,
-                                       UseAlertWindow,
-                                       SendPushNotifications,
-                                       SoundFileBull,
-                                       SoundFileBear,
-                                       cis.MA1on, 
+                                       "=",
+                                       AlertMeWhen,
+                                       AlertNotificationType,
+                                       "=",
+                                       cis.MA1lineType,
                                        cis.MA1period,
                                        cis.MA1method,
                                        cis.MA1applyTo,
                                        cis.MA1shift,
-                                       cis.MA2on,
+                                       cis.MA1priceLabel,
+                                       cis.MA2lineType,
                                        cis.MA2period,
                                        cis.MA2method,
                                        cis.MA2applyTo,
                                        cis.MA2shift,
-                                       cis.MA3on,
+                                       cis.MA2priceLabel,
+                                       cis.MA3lineType,
                                        cis.MA3period,
                                        cis.MA3method,
                                        cis.MA3applyTo,
                                        cis.MA3shift,
+                                       cis.MA3priceLabel,
+                                       cis.MA4lineType,
+                                       cis.MA4period,
+                                       cis.MA4method,
+                                       cis.MA4applyTo,
+                                       cis.MA4shift,
+                                       cis.MA4priceLabel,
+                                       "=",
                                        cis.ShowChannel,
-                                       "",
-                                       cis.DonchianPeriod,
-                                       cis.BBapplyTo,
-                                       cis.BollingerBandsPeriod,
-                                       cis.BollingerBandsDeviations,
-                                       cis.SuperTrendPeriod,
-                                       cis.SuperTrendMultiplier,
-                                       "",
-                                       DisplayAsBarChart,
-                                       UsedInEA);
-
+                                       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 init failed on error ",GetLastError());
+      Print(RANGEBAR_INDICATOR_NAME+" indicator init failed on error ",GetLastError());
     }
     else
     {
-      Print("RangeBar indicator init OK");
+      Print(RANGEBAR_INDICATOR_NAME+" indicator init OK");
     }
      
     return rangeBarsHandle;
@@ -213,14 +271,36 @@ int RangeBars::Init()
 
 bool RangeBars::Reload()
 {
-   if(rangeBarSettings.Changed())
+   bool actionNeeded = false;
+   int temp = GetIndicatorHandle();
+   
+   if(temp != rangeBarsHandle)
    {
-      if(Init() == INVALID_HANDLE)
-         return false;
-      
-      return true;
+      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;
 }
 
@@ -233,10 +313,13 @@ void RangeBars::Deinit()
    if(rangeBarsHandle == INVALID_HANDLE)
       return;
       
-   if(IndicatorRelease(rangeBarsHandle))
-      Print("RangeBar indicator handle released");
-   else 
-      Print("Failed to release RangeBar indicator handle");
+   if(!usedByIndicatorOnRangeBarChart)
+   {
+      if(IndicatorRelease(rangeBarsHandle))
+         Print(RANGEBAR_INDICATOR_NAME+" indicator handle released");
+      else 
+         Print("Failed to release "+RANGEBAR_INDICATOR_NAME+" indicator handle");
+   }
 }
 
 //
@@ -245,13 +328,13 @@ void RangeBars::Deinit()
 
 bool RangeBars::IsNewBar()
 {
-   MqlRates currentBar[1];
-   static datetime prevBarTime;
-   
+   MqlRates currentBar[1];   
    GetMqlRates(currentBar,0,1);
    
    if(currentBar[0].time == 0)
+   {
       return false;
+   }
    
    if(prevBarTime < currentBar[0].time)
    {
@@ -259,7 +342,8 @@ bool RangeBars::IsNewBar()
       return true;
    }
 
-   return false;}
+   return false;
+}
 
 //
 // Get "count" Renko MqlRates into "ratesInfoArray[]" array starting from "start" bar  
@@ -342,23 +426,12 @@ bool RangeBars::GetBuySellVolumeBreakdown(double &buy[], double &sell[], double
    if(ArrayResize(bs,count) == -1)
       return false;
 
-#ifdef P_RANGEBAR_BR
-   #ifdef P_RANGEBAR_BR_PRO
    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;
-   #endif
-#else
-   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;
-#endif
 
    if(ArrayResize(buy,count) == -1)
       return false; 
@@ -380,16 +453,48 @@ bool RangeBars::GetBuySellVolumeBreakdown(double &buy[], double &sell[], double
    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;
@@ -415,6 +520,8 @@ bool RangeBars::GetMA1(double &MA[], int start, int count)
 
 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;
@@ -440,6 +547,8 @@ bool RangeBars::GetMA2(double &MA[], int start, int count)
 
 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;
@@ -460,12 +569,13 @@ bool RangeBars::GetMA3(double &MA[], int start, int count)
 }
 
 //
-// Get "count" Renko Donchian channel values into "HighArray[]", "MidArray[]", and "LowArray[]" arrays starting from "start" bar  
+// 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)
 {
-   return GetChannel(HighArray,MidArray,LowArray,start,count);
+   Print(__FUNCTION__+" is deprecated, please use GetChannelData instead");
+   return GetChannelData(HighArray,MidArray,LowArray,start,count);
 }
 
 //
@@ -474,7 +584,8 @@ bool RangeBars::GetDonchian(double &HighArray[], double &MidArray[], double &Low
 
 bool RangeBars::GetBollingerBands(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
 {
-   return GetChannel(HighArray,MidArray,LowArray,start,count);
+   Print(__FUNCTION__+" is deprecated, please use GetChannelData instead");
+   return GetChannelData(HighArray,MidArray,LowArray,start,count);
 }
 
 //
@@ -483,21 +594,27 @@ bool RangeBars::GetBollingerBands(double &HighArray[], double &MidArray[], doubl
 
 bool RangeBars::GetSuperTrend(double &SuperTrendHighArray[], double &SuperTrendArray[], double &SuperTrendLowArray[], int start, int count)
 {
-   return GetChannel(SuperTrendHighArray,SuperTrendArray,SuperTrendLowArray,start,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::GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
+bool RangeBars::GetChannelData(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
 {
    double tempH[], tempM[], tempL[];
 
-#ifdef P_RANGEBAR_BR
-   return false;
-#else
    if(ArrayResize(tempH,count) == -1)
       return false;
    if(ArrayResize(tempM,count) == -1)
@@ -532,6 +649,35 @@ bool RangeBars::GetChannel(double &HighArray[], double &MidArray[], double &LowA
    ArrayFree(tempL);
    
    return true;
-#endif
 }
 
+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/TimeControl.mqh

@@ -0,0 +1,76 @@
+//
+// Copyright 2018-19, Artur Zas
+// https://www.az-invest.eu 
+// https://www.mql5.com/en/users/arturz
+//
+
+class CTimeControl
+{
+   private:
+   
+      int      startHH;
+      int      startMM;
+      string   start;
+      
+      int      endHH;
+      int      endMM;
+      string   end;
+      
+      bool     scheduleEnabled;
+      
+   public:
+   
+      void SetValidTraingHours(string _from = "0:00", string _to = "0:00");
+      bool IsTradingTimeValid();
+      bool IsScheduleEnabled() { return scheduleEnabled; };
+      void StringToHHMM(string value, int &HH, int &MM);
+};
+
+void CTimeControl::SetValidTraingHours(string _from,string _to)
+{
+   this.start = _from;
+   this.end = _to;
+   
+   StringToHHMM(this.start, this.startHH, this.startMM);
+   StringToHHMM(this.end, this.endHH, this.endMM);
+   
+   if(this.startHH == 0 && this.startMM == 0 && this.endHH == 0 && this.endMM == 0)
+   {
+      scheduleEnabled = false;
+   }
+   else
+   {
+      scheduleEnabled = true;
+   }
+}
+
+bool CTimeControl::IsTradingTimeValid()
+{
+   if(scheduleEnabled == false)
+         return true;
+
+   datetime now = TimeCurrent();
+   
+   MqlDateTime temp;
+   TimeToStruct(now,temp);
+   
+   datetime _start = StringToTime((string)temp.year+"."+(string)temp.mon+"."+(string)temp.day+" "+this.start); 
+   datetime _end  = StringToTime((string)temp.year+"."+(string)temp.mon+"."+(string)temp.day+" "+this.end); 
+   
+   if((now >= _start) && (now <= _end))
+      return true;
+   else
+      return false;
+}
+
+void CTimeControl::StringToHHMM(string value, int &HH, int &MM) 
+{
+   MqlDateTime temp;
+   TimeToStruct(TimeCurrent(),temp);
+   
+   datetime fullDateTime = StringToTime((string)temp.year+"."+(string)temp.mon+"."+(string)temp.day+" "+value); 
+   TimeToStruct(fullDateTime,temp);
+   
+   HH = temp.hour;
+   MM = temp.min;
+}

Include/AZ-INVEST/SDK/TradeFunctions.mqh

@@ -1,11 +1,13 @@
-//+------------------------------------------------------------------+
-//|                                               TradeFunctions.mqh |
-//|                                        Copyright 2017, AZ-iNVEST |
-//|                                          http://www.az-invest.eu |
-//+------------------------------------------------------------------+
-#property copyright "Copyright 2017, AZ-iNVEST"
-#property link      "http://www.az-invest.eu"
+//
+// Copyright 2017-2018, Artur Zas
+// https://www.az-invest.eu 
+// https://www.mql5.com/en/users/arturz
+//
+
 #include <Trade\Trade.mqh>
+#include <AZ-INVEST/SDK/Normailze.mqh>
+#include <AZ-INVEST/SDK/TradingChecks.mqh>
+CTradingChecks tradingChecks;
 
 #define POSITION_TYPE_NONE -1
 
@@ -15,40 +17,58 @@
 
 struct CMarketOrderParameters
 {
-   bool              m_async_mode;      // trade mode
-   ulong             m_magic;           // expert magic number
-   ulong             m_deviation;       // deviation default
+   bool                    m_async_mode;      // trade mode
+   ulong                   m_magic;           // expert magic number
+   ulong                   m_deviation;       // deviation default
    ENUM_ORDER_TYPE_FILLING m_type_filling;   
    
-   int numberOfRetries;
-   int busyTimeout_ms; 
-   int requoteTimeout_ms;
-   
+   int                     numberOfRetries;
+   int                     busyTimeout_ms; 
+   int                     requoteTimeout_ms;   
 };
 
 class CMarketOrder
 {
    protected:
    
-   CTrade * ctrade;
+   CTrade                  *ctrade;
    
-   int numberOfRetries;
-   int busyTimeout_ms; 
-   int requoteTimeout_ms;   
+   bool                    initialized;
+   
+   int                     numberOfRetries;
+   int                     busyTimeout_ms; 
+   int                     requoteTimeout_ms;   
    
    public:
    
+   CMarketOrder(void);
    CMarketOrder(CMarketOrderParameters &params);
    ~CMarketOrder(void);
    
-   bool Long(string symbol, double lots, uint stoploss = 0, uint takeprofit = 0);
-   bool Long(string symbol,double lots, double priceSL=0,double priceTP=0);
-   bool Short(string symbol,double lots, uint stoploss = 0, uint takeprofit = 0);
-   bool Short(string symbol,double lots, double priceSL=0,double priceTP=0);
-   bool Modify(ulong ticket, uint stoploss = 0, uint takeprofit = 0);
+   bool Initialize(CMarketOrderParameters &params);
+   bool IsInitialized() {return initialized;};
+   
+   bool Long(string symbol, double lots, uint stoploss = 0, uint takeprofit = 0,bool stopsInPips = true, string comment = "");
+   bool Long(string symbol,double lots, double priceSL=0,double priceTP=0, string comment = "");
+   bool Short(string symbol,double lots, uint stoploss = 0, uint takeprofit = 0,bool stopsInPips = true, string comment = "");
+   bool Short(string symbol,double lots, double priceSL=0,double priceTP=0, string comment = "");
+   
+   bool PendingLong(ENUM_ORDER_TYPE orderType, string symbol, double lots, double price, uint stoploss=0,uint takeprofit=0,bool stopsInPips = true, string comment = "");
+   bool PendingLong(ENUM_ORDER_TYPE orderType, string symbol, double lots, double price, double priceSL=0, double priceTP=0, string comment = "");
+   bool PendingShort(ENUM_ORDER_TYPE orderType, string symbol, double lots, double price, uint stoploss=0,uint takeprofit=0,bool stopsInPips = true, string comment = "");
+   bool PendingShort(ENUM_ORDER_TYPE orderType, string symbol, double lots, double price, double priceSL=0, double priceTP=0, string comment = "");
+   
+   bool Modify(ulong ticket, bool stopsInPips = true, int stoploss = -1, int takeprofit = -1);   
    bool Modify(ulong ticket, double priceSL=0,double priceTP=0);
+
+   bool ModifyPending(ulong ticket, double entry, bool stopsInPips = true, int stoploss = -1, int takeprofit = -1, ENUM_ORDER_TYPE_TIME orderTypeTime = ORDER_TIME_GTC, datetime expires = 0);
+   bool ModifyPending(ulong ticket, double entry, double priceSL=0, double priceTP=0, ENUM_ORDER_TYPE_TIME orderTypeTime = ORDER_TIME_GTC, datetime expires = 0);
+   
    bool Close(ulong ticket);
    bool ClosePartial(ulong ticket, double lots);
+   bool CloseAll(string symbol = "");
+   bool Delete(ulong ticket);
+
    bool Reverse(ulong ticket,double lots = 0, uint stoploss=0, uint takeprofit=0);
    bool Reverse(ulong ticket,double lots = 0, double priceSL=0,double priceTP=0);
    bool IsOpen(string symbol, ENUM_POSITION_TYPE type, long magicNumber = 0);
@@ -57,8 +77,13 @@ class CMarketOrder
    bool IsOpen(ulong &ticket, string symbol, long magicNumber = 0);
    bool IsOpen(ulong &ticket, ENUM_POSITION_TYPE &type, string symbol, long magicNumber = 0);
    
+   bool GetPositionType(ulong ticket, ENUM_POSITION_TYPE &_pType);
    string PositionTypeToString(ENUM_POSITION_TYPE t);
+   string OrderTypeToString(ENUM_ORDER_TYPE t);
+   ENUM_ORDER_TYPE TradeBias(ENUM_ORDER_TYPE t);
    bool RetryOrderRequest(int retryNumber);
+   
+   void SetTradeId(ulong tradeId);
 
    private: 
    
@@ -68,19 +93,31 @@ class CMarketOrder
 
 };
 
+CMarketOrder::CMarketOrder(void)
+{
+   ctrade = new CTrade();
+   this.initialized = false;
+}
+
 CMarketOrder::CMarketOrder(CMarketOrderParameters &params)
 {
    ctrade = new CTrade();
+   Initialize(params);
+}
 
+bool CMarketOrder::Initialize(CMarketOrderParameters &params)
+{
    ctrade.SetExpertMagicNumber(params.m_magic);
    ctrade.SetDeviationInPoints(params.m_deviation);
    ctrade.SetTypeFilling(params.m_type_filling);
    ctrade.SetAsyncMode(params.m_async_mode);
    
-   this.numberOfRetries = (params.numberOfRetries == 0) ? 25 : params.numberOfRetries;
-   this.busyTimeout_ms = (params.busyTimeout_ms == 0) ? 1000 : params.busyTimeout_ms;
-   this.requoteTimeout_ms = (params.requoteTimeout_ms == 0) ? 250 : params.requoteTimeout_ms;
+   this.numberOfRetries    = (params.numberOfRetries == 0) ? 25 : params.numberOfRetries;
+   this.busyTimeout_ms     = (params.busyTimeout_ms == 0) ? 1000 : params.busyTimeout_ms;
+   this.requoteTimeout_ms  = (params.requoteTimeout_ms == 0) ? 250 : params.requoteTimeout_ms;
    
+   this.initialized = true;
+   return this.initialized;
 }
 
 CMarketOrder::~CMarketOrder(void)
@@ -89,7 +126,7 @@ CMarketOrder::~CMarketOrder(void)
       delete ctrade;
 }
 
-bool CMarketOrder::Long(string symbol, double lots,uint stoploss=0,uint takeprofit=0)
+bool CMarketOrder::Long(string symbol, double lots,uint stoploss=0,uint takeprofit=0,bool stopsInPips = true, string comment = "")
 {  
    bool result = false;
    int counter = 0;
@@ -97,14 +134,21 @@ bool CMarketOrder::Long(string symbol, double lots,uint stoploss=0,uint takeprof
    while(!IsStopped() && !result)
    {
       double price = SymbolInfoDouble(symbol,SYMBOL_ASK);
-      double _point = SymbolInfoDouble(symbol,SYMBOL_POINT);
+      double point = SymbolInfoDouble(symbol,SYMBOL_POINT);
       
       //calc SL + TP
-      double priceSL = (stoploss   ? NormalizePrice(symbol,price -   stoploss*_point) : 0.0);
-      double priceTP = (takeprofit ? NormalizePrice(symbol,price + takeprofit*_point) : 0.0);
+      double priceSL = (stoploss   ? NormalizePrice(symbol,price -   stoploss*point) : 0.0);
+      double priceTP = (takeprofit ? NormalizePrice(symbol,price + takeprofit*point) : 0.0);
+      
+      //do checks
+      if(!tradingChecks.OkToOpenPosition(symbol,ORDER_TYPE_BUY,lots,price,priceSL,priceTP))
+      {
+         Alert("Unable to place trade: "+tradingChecks.GetCheckErrorToString());
+         return false;
+      }
       
       //attempt to buy
-      result = ctrade.Buy(NormalizeLots(symbol,lots), symbol, price, priceSL, priceTP);
+      result = ctrade.Buy(NormalizeLots(symbol,lots), symbol, price, priceSL, priceTP, comment);
       
       if(result)
       {
@@ -121,7 +165,7 @@ bool CMarketOrder::Long(string symbol, double lots,uint stoploss=0,uint takeprof
    return false;
 }
 
-bool CMarketOrder::Long(string symbol, double lots,double priceSL=0,double priceTP=0)
+bool CMarketOrder::Long(string symbol, double lots,double priceSL=0,double priceTP=0, string comment = "")
 {
    bool result = false;
    int counter = 0;
@@ -130,8 +174,15 @@ bool CMarketOrder::Long(string symbol, double lots,double priceSL=0,double price
    {
       double price = SymbolInfoDouble(symbol,SYMBOL_ASK);
       
+      //do checks
+      if(!tradingChecks.OkToOpenPosition(symbol,ORDER_TYPE_BUY,lots,price,priceSL,priceTP))
+      {
+         Alert("Unable to place trade: "+tradingChecks.GetCheckErrorToString());
+         return false;
+      }
+      
       //attempt to buy
-      result = ctrade.Buy(NormalizeLots(symbol,lots), symbol, price, priceSL, priceTP);
+      result = ctrade.Buy(NormalizeLots(symbol,lots), symbol, price, priceSL, priceTP, comment);
       
       if(result)
       {
@@ -148,7 +199,7 @@ bool CMarketOrder::Long(string symbol, double lots,double priceSL=0,double price
    return false;     
 }
 
-bool CMarketOrder::Short(string symbol, double lots,uint stoploss=0,uint takeprofit=0)
+bool CMarketOrder::Short(string symbol, double lots,uint stoploss=0,uint takeprofit=0,bool stopsInPips = true, string comment = "")
 {
    bool result = false;
    int counter = 0;
@@ -156,14 +207,21 @@ bool CMarketOrder::Short(string symbol, double lots,uint stoploss=0,uint takepro
    while(!IsStopped() && !result)
    {
       double price = SymbolInfoDouble(symbol,SYMBOL_BID);
-      double _point = SymbolInfoDouble(symbol,SYMBOL_POINT);
+      double point = SymbolInfoDouble(symbol,SYMBOL_POINT);
          
       //calc SL + TP
-      double priceSL = (stoploss   ? NormalizePrice(symbol,price +   stoploss*_point) : 0.0);
-      double priceTP = (takeprofit ? NormalizePrice(symbol,price - takeprofit*_point) : 0.0);
+      double priceSL = (stoploss   ? NormalizePrice(symbol,price +   stoploss*point) : 0.0);
+      double priceTP = (takeprofit ? NormalizePrice(symbol,price - takeprofit*point) : 0.0);
       
+      //do checks
+      if(!tradingChecks.OkToOpenPosition(symbol,ORDER_TYPE_SELL,lots,price,priceSL,priceTP))
+      {
+         Alert("Unable to place trade: "+tradingChecks.GetCheckErrorToString());
+         return false;
+      }
+            
       //attempt to sell
-      result = ctrade.Sell(NormalizeLots(symbol,lots), symbol, price, priceSL, priceTP);
+      result = ctrade.Sell(NormalizeLots(symbol,lots), symbol, price, priceSL, priceTP, comment);
       
       if(result)
       {
@@ -180,7 +238,7 @@ bool CMarketOrder::Short(string symbol, double lots,uint stoploss=0,uint takepro
    return false;    
 }
 
-bool CMarketOrder::Short(string symbol, double lots,double priceSL=0,double priceTP=0)
+bool CMarketOrder::Short(string symbol, double lots,double priceSL=0,double priceTP=0, string comment = "")
 {
    bool result = false;
    int counter = 0;
@@ -189,8 +247,15 @@ bool CMarketOrder::Short(string symbol, double lots,double priceSL=0,double pric
    {
       double price = SymbolInfoDouble(symbol,SYMBOL_BID);
    
+      //do checks
+      if(!tradingChecks.OkToOpenPosition(symbol,ORDER_TYPE_SELL,lots,price,priceSL,priceTP))
+      {
+         Alert("Unable to place trade: "+tradingChecks.GetCheckErrorToString());
+         return false;
+      }
+   
       //attempt to sell
-      result = ctrade.Sell(NormalizeLots(symbol,lots), symbol, price, priceSL, priceTP);
+      result = ctrade.Sell(NormalizeLots(symbol,lots), symbol, price, priceSL, priceTP, comment);
 
       if(result)
       {
@@ -207,24 +272,202 @@ bool CMarketOrder::Short(string symbol, double lots,double priceSL=0,double pric
    return false;    
 }
 
-bool CMarketOrder::Modify(ulong ticket, uint stoploss = 0, uint takeprofit = 0)
+
+bool CMarketOrder::PendingLong(ENUM_ORDER_TYPE orderType, string symbol, double lots, double price, uint stoploss=0,uint takeprofit=0,bool stopsInPips = true, string comment = "")
+{  
+   bool result = false;
+   
+   while(!IsStopped() && !result)
+   {
+      double point = SymbolInfoDouble(symbol,SYMBOL_POINT);
+      
+      //calc SL + TP
+      double priceSL = (stoploss   ? NormalizePrice(symbol,price -   stoploss*point) : 0.0);
+      double priceTP = (takeprofit ? NormalizePrice(symbol,price + takeprofit*point) : 0.0);
+      
+      //do checks
+      if(!tradingChecks.OkToOpenPosition(symbol,orderType,lots,price,priceSL,priceTP))
+      {
+         Alert("Unable to place trade: "+tradingChecks.GetCheckErrorToString());
+         return false;
+      }
+            
+      //attempt to place buy
+      if(orderType == ORDER_TYPE_BUY_LIMIT)
+         result = ctrade.BuyLimit(NormalizeLots(symbol,lots),price,symbol,priceSL,priceTP,ORDER_TIME_GTC,0,comment);
+      else if(orderType == ORDER_TYPE_BUY_STOP)
+         result = ctrade.BuyStop(NormalizeLots(symbol,lots),price,symbol,priceSL,priceTP,ORDER_TIME_GTC,0,comment);
+      
+      if(result)
+      {
+         Sleep(500);
+         return true;
+      }
+      else
+      {
+        string err = ctrade.ResultRetcodeDescription();
+        MessageBox(err,"Operation failed",MB_ICONEXCLAMATION);
+        return false;
+      }         
+   }
+
+   return false;
+}
+
+bool CMarketOrder::PendingLong(ENUM_ORDER_TYPE orderType, string symbol, double lots, double price, double priceSL=0, double priceTP=0, string comment = "")
+{
+   bool result = false;
+   
+   while(!IsStopped() && !result)
+   {
+      //do checks
+      if(!tradingChecks.OkToOpenPosition(symbol,orderType,lots,price,priceSL,priceTP))
+      {
+         Alert("Unable to place trade: "+tradingChecks.GetCheckErrorToString());
+         return false;
+      }
+      
+      //attempt to buy
+      if(orderType == ORDER_TYPE_BUY_LIMIT)
+         result = ctrade.BuyLimit(NormalizeLots(symbol,lots),price,symbol,priceSL,priceTP,ORDER_TIME_GTC,0,comment);
+      else if(orderType == ORDER_TYPE_BUY_STOP)
+         result = ctrade.BuyStop(NormalizeLots(symbol,lots),price,symbol,priceSL,priceTP,ORDER_TIME_GTC,0,comment);
+      
+      if(result)
+      {
+         Sleep(500);
+         return true;
+      }
+      else
+      {
+         string err = ctrade.ResultRetcodeDescription();
+         MessageBox(err,"Operation failed",MB_ICONEXCLAMATION);
+         return false;
+      }         
+   }
+
+   return false;     
+}
+
+
+bool CMarketOrder::PendingShort(ENUM_ORDER_TYPE orderType, string symbol, double lots, double price, uint stoploss=0,uint takeprofit=0,bool stopsInPips = true, string comment = "")
+{
+   bool result = false;
+   
+   while(!IsStopped() && !result)
+   {
+      double point = SymbolInfoDouble(symbol,SYMBOL_POINT);
+         
+      //calc SL + TP
+      double priceSL = (stoploss   ? NormalizePrice(symbol,price +   stoploss*point) : 0.0);
+      double priceTP = (takeprofit ? NormalizePrice(symbol,price - takeprofit*point) : 0.0);
+      
+      //do checks
+      if(!tradingChecks.OkToOpenPosition(symbol,orderType,lots,price,priceSL,priceTP))
+      {
+         Alert("Unable to place trade: "+tradingChecks.GetCheckErrorToString());
+         return false;
+      }
+      
+      //attempt to sell
+      if(orderType == ORDER_TYPE_SELL_LIMIT)
+         result = ctrade.SellLimit(NormalizeLots(symbol,lots),price,symbol,priceSL,priceTP,ORDER_TIME_GTC,0,comment);
+      else if(orderType == ORDER_TYPE_SELL_STOP)
+         result = ctrade.SellStop(NormalizeLots(symbol,lots),price,symbol,priceSL,priceTP,ORDER_TIME_GTC,0,comment);
+      
+      if(result)
+      {
+         Sleep(500);
+         return true;
+      }
+      else
+      {
+        string err = ctrade.ResultRetcodeDescription();
+        MessageBox(err,"Operation failed",MB_ICONEXCLAMATION);
+        return false;
+      }         
+   }
+
+   return false;    
+}
+
+bool CMarketOrder::PendingShort(ENUM_ORDER_TYPE orderType, string symbol, double lots, double price, double priceSL=0, double priceTP=0, string comment = "")
+{
+   bool result = false;
+   
+   while(!IsStopped() && !result)
+   {
+      //do checks
+      if(!tradingChecks.OkToOpenPosition(symbol,orderType,lots,price,priceSL,priceTP))
+      {
+         Alert("Unable to place trade: "+tradingChecks.GetCheckErrorToString());
+         return false;
+      }
+      
+      //attempt to sell
+      if(orderType == ORDER_TYPE_SELL_LIMIT)
+         result = ctrade.SellLimit(NormalizeLots(symbol,lots),price,symbol,priceSL,priceTP,ORDER_TIME_GTC,0,comment);
+      else if(orderType == ORDER_TYPE_SELL_STOP)
+         result = ctrade.SellStop(NormalizeLots(symbol,lots),price,symbol,priceSL,priceTP,ORDER_TIME_GTC,0,comment);
+
+      if(result)
+      {
+         Sleep(500);
+         return true;
+      }
+      else
+      {
+         string err = ctrade.ResultRetcodeDescription();
+         MessageBox(err,"Operation failed",MB_ICONEXCLAMATION);
+         return false;
+      }         
+   }
+
+   return false;    
+}
+
+bool CMarketOrder::Modify(ulong ticket, bool stopsInPips = true, int stoploss = -1, int takeprofit = -1)
 {
    if(!PositionSelectByTicket(ticket))
       return false;
    
    string symbol = PositionGetString(POSITION_SYMBOL);
-   double price = PositionGetDouble(POSITION_PRICE_CURRENT);
-   double _point = SymbolInfoDouble(symbol,SYMBOL_POINT);   
+   double price = PositionGetDouble(POSITION_PRICE_OPEN);
+   double point = SymbolInfoDouble(symbol,SYMBOL_POINT);   
    double priceSL;
    double priceTP;
    
-   if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY){
-      priceSL = (stoploss   ? NormalizePrice(symbol,price -   stoploss*_point) : PositionGetDouble(POSITION_SL));
-      priceTP = (takeprofit ? NormalizePrice(symbol,price + takeprofit*_point) : PositionGetDouble(POSITION_TP));
+   if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY)
+   {
+      priceSL = (stoploss < 0) 
+                  ? PositionGetDouble(POSITION_SL) 
+                  : (stoploss == 0) 
+                     ? 0
+                     : NormalizePrice(symbol,price - stoploss*point);
+      
+      priceTP = (takeprofit < 0) 
+                  ? PositionGetDouble(POSITION_TP)
+                  : (takeprofit == 0)
+                     ? 0
+                     : NormalizePrice(symbol,price + takeprofit*point);      
+//      priceSL = (stoploss   ? NormalizePrice(symbol,price -   stoploss*_point) : PositionGetDouble(POSITION_SL));
+//      priceTP = (takeprofit ? NormalizePrice(symbol,price + takeprofit*_point) : PositionGetDouble(POSITION_TP));
    }
-   else if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL){
-      priceSL = (stoploss   ? NormalizePrice(symbol,price +   stoploss*_point) : PositionGetDouble(POSITION_SL));
-      priceTP = (takeprofit ? NormalizePrice(symbol,price - takeprofit*_point) : PositionGetDouble(POSITION_TP));
+   else if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL)
+   {
+//      priceSL = (stoploss   ? NormalizePrice(symbol,price +   stoploss*_point) : PositionGetDouble(POSITION_SL));
+//      priceTP = (takeprofit ? NormalizePrice(symbol,price - takeprofit*_point) : PositionGetDouble(POSITION_TP));
+      priceSL = (stoploss < 0)
+                  ? PositionGetDouble(POSITION_SL)
+                  : (stoploss == 0)
+                     ? 0
+                     : NormalizePrice(symbol,price + stoploss*point);
+      
+      priceTP = (takeprofit < 0)
+                  ? PositionGetDouble(POSITION_TP)
+                  : (takeprofit == 0)
+                     ? 0
+                     : NormalizePrice(symbol,price - takeprofit*point);
    }
    else
       return false;
@@ -232,15 +475,25 @@ bool CMarketOrder::Modify(ulong ticket, uint stoploss = 0, uint takeprofit = 0)
    //there's no change in SL or TP - do nothing!
    if (priceSL == PositionGetDouble(POSITION_SL) 
     && priceTP == PositionGetDouble(POSITION_TP))
-      return true;
+      return false;
       
    bool result = false;
    int counter = 0;
    
    while(!IsStopped() && !result)
    {
+      //do checks
+      if(!tradingChecks.OkToModifyPosition(symbol,ticket,priceSL,priceTP))
+      {
+         Print("Unable to modify: "+tradingChecks.GetCheckErrorToString());
+         return false;
+      }
+      
       //attempt to modify position
-      result = ctrade.PositionModify(symbol,priceSL,priceTP);
+      if(_IsNettingAccount())
+         result = ctrade.PositionModify(symbol,priceSL,priceTP);
+      else
+         result = ctrade.PositionModify(ticket,priceSL,priceTP);
    
       if(result)
       {
@@ -263,21 +516,167 @@ bool CMarketOrder::Modify(ulong ticket, double priceSL=0,double priceTP=0)
       return false;
       
    string symbol = PositionGetString(POSITION_SYMBOL);
-   double price = PositionGetDouble(POSITION_PRICE_CURRENT);
-   double _point = SymbolInfoDouble(symbol,SYMBOL_POINT);   
+   double price = PositionGetDouble(POSITION_PRICE_OPEN);
+   //double point = SymbolInfoDouble(symbol,SYMBOL_POINT);   
       
    //there's no change in SL or TP - do nothing!
    if (priceSL == PositionGetDouble(POSITION_SL) 
     && priceTP == PositionGetDouble(POSITION_TP))
-      return true;
+      return false;
       
    bool result = false;
    int counter = 0;
    
    while(!IsStopped() && !result)
    {      
+      //do checks
+      if(!tradingChecks.OkToModifyPosition(symbol,ticket,priceSL,priceTP))
+      {
+         Print("Unable to modify: "+tradingChecks.GetCheckErrorToString());
+         return false;
+      }
+   
       //attempt to modify position
-      result = ctrade.PositionModify(symbol,priceSL,priceTP);
+      if(_IsNettingAccount())
+         result = ctrade.PositionModify(symbol,priceSL,priceTP);
+      else
+         result = ctrade.PositionModify(ticket,priceSL,priceTP);
+   
+      if(result)
+      {
+         Sleep(500);
+         return true;
+      }
+      else
+      {
+         if(!RetryOrderRequest(++counter))
+            return false;
+      }         
+   }
+
+   return false;    
+}
+
+bool CMarketOrder::ModifyPending(ulong ticket, double entry, bool stopsInPips = true, int stoploss = -1, int takeprofit = -1, ENUM_ORDER_TYPE_TIME orderTypeTime = ORDER_TIME_GTC, datetime expires = 0)
+{
+   if(!OrderSelect(ticket))
+      return false;
+      
+   string symbol = OrderGetString(ORDER_SYMBOL);
+   double point = SymbolInfoDouble(symbol,SYMBOL_POINT);   
+   if(entry == 0)
+      entry = OrderGetDouble(ORDER_PRICE_OPEN);
+
+   double priceSL;
+   double priceTP;
+   
+   if((OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_BUY) ||
+      (OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_BUY_LIMIT) ||
+      (OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_BUY_STOP) ||
+      (OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_BUY_STOP_LIMIT))
+   {
+      priceSL = (stoploss < 0) 
+                  ? OrderGetDouble(ORDER_SL) 
+                  : (stoploss == 0) 
+                     ? 0
+                     : NormalizePrice(symbol,entry - stoploss*point);
+      
+      priceTP = (takeprofit < 0) 
+                  ? OrderGetDouble(ORDER_TP) 
+                  : (takeprofit == 0)
+                     ? 0
+                     : NormalizePrice(symbol,entry + takeprofit*point);
+   }
+   else if((OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_SELL) ||
+      (OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_SELL_LIMIT) ||
+      (OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_SELL_STOP) ||
+      (OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_SELL_STOP_LIMIT))
+   {
+      priceSL = (stoploss < 0)
+                  ? OrderGetDouble(ORDER_SL)
+                  : (stoploss == 0)
+                     ? 0
+                     : NormalizePrice(symbol,entry + stoploss*point);
+      
+      priceTP = (takeprofit < 0)
+                  ? OrderGetDouble(ORDER_TP)
+                  : (takeprofit == 0)
+                     ? 0
+                     : NormalizePrice(symbol,entry - takeprofit*point);
+   }
+   else
+      return false;
+      
+   //there's no change in parameters - do nothing!
+   if (priceSL == OrderGetDouble(ORDER_SL) 
+    && priceTP == OrderGetDouble(ORDER_TP)
+    && entry == OrderGetDouble(ORDER_PRICE_OPEN)
+    && orderTypeTime == OrderGetInteger(ORDER_TYPE_TIME)
+    && expires == OrderGetInteger(ORDER_TIME_EXPIRATION))
+      return false;
+            
+   bool result = false;
+   int counter = 0;
+   
+   while(!IsStopped() && !result)
+   {
+      //do checks
+      if(!tradingChecks.OkToModifyOrder(symbol,ticket,entry,priceSL,priceTP))
+      {
+         Print("Unable to modify: "+tradingChecks.GetCheckErrorToString());
+         return false;
+      }
+      
+      //attempt to modify position
+      result = ctrade.OrderModify(ticket,entry,priceSL,priceTP,orderTypeTime,expires);  
+   
+      if(result)
+      {
+         Sleep(500);
+         return true;
+      }
+      else
+      {
+         if(!RetryOrderRequest(++counter))
+            return false;
+      }         
+   }
+
+   return false;    
+}
+
+
+bool CMarketOrder::ModifyPending(ulong ticket, double entry, double priceSL=0, double priceTP=0, ENUM_ORDER_TYPE_TIME orderTypeTime = ORDER_TIME_GTC, datetime expires = 0)
+{
+   if(!OrderSelect(ticket))
+      return false;
+      
+   string symbol = OrderGetString(ORDER_SYMBOL);
+   if(entry == 0)
+      entry = OrderGetDouble(ORDER_PRICE_OPEN);
+         
+   //there's no change in parameters - do nothing!
+   if (priceSL == OrderGetDouble(ORDER_SL) 
+    && priceTP == OrderGetDouble(ORDER_TP)
+    && entry == OrderGetDouble(ORDER_PRICE_OPEN)
+    && orderTypeTime == OrderGetInteger(ORDER_TYPE_TIME)
+    && expires == OrderGetInteger(ORDER_TIME_EXPIRATION))
+      return false;
+      
+   bool result = false;
+   int counter = 0;
+   
+   while(!IsStopped() && !result)
+   {      
+      //do checks
+      if(!tradingChecks.OkToModifyOrder(symbol,ticket,entry,priceSL,priceTP))
+      {
+         Print("Unable to modify: "+tradingChecks.GetCheckErrorToString());
+         return false;
+      }
+   
+      //attempt to modify position
+      result = ctrade.OrderModify(ticket,entry,priceSL,priceTP,orderTypeTime,expires);  
    
       if(result)
       {
@@ -350,6 +749,11 @@ bool CMarketOrder::ClosePartial(ulong ticket, double lots)
    return false;          
 }
 
+bool CMarketOrder::Delete(ulong ticket)
+{
+   return ctrade.OrderDelete(ticket);           
+}
+
 bool CMarketOrder::Reverse(ulong ticket,double lots = 0, uint stoploss=0, uint takeprofit=0)
 {
    if(!PositionSelectByTicket(ticket))
@@ -420,6 +824,44 @@ bool CMarketOrder::IsOpen(ulong &ticket, string symbol, long magicNumber = 0)
    return this._IsOpen(ticket,symbol,magicNumber);
 }
 
+bool CMarketOrder::CloseAll(string symbol = "")
+{
+   int positions=PositionsTotal();
+   ulong ticketsToClose[];
+   int ticketsToCloseCounter = 0;
+   
+   if(positions > 0)
+      ArrayResize(ticketsToClose,positions);
+   else
+      return false;
+      
+   for(int i=0;i<positions;i++)
+   {
+//      ResetLastError();
+      ulong _ticket=PositionGetTicket(i);
+      if(_ticket!=0)
+      {
+         if(PositionSelectByTicket(_ticket))
+         {
+            if((PositionGetString(POSITION_SYMBOL) == symbol) || (symbol == ""))
+            {
+               ticketsToClose[ticketsToCloseCounter] = _ticket;
+               ticketsToCloseCounter++;
+            }
+         }         
+         
+      }
+   }   
+   
+   ArrayResize(ticketsToClose,ticketsToCloseCounter);   
+   for(int i=0;i<ticketsToCloseCounter;i++)
+   {
+      this.Close(ticketsToClose[i]);
+   }   
+   
+   return true;
+}
+
 bool CMarketOrder::IsOpen(ulong &ticket,ENUM_POSITION_TYPE &type,string symbol,long magicNumber=0)
 {
    int positions=PositionsTotal();
@@ -458,6 +900,15 @@ bool CMarketOrder::IsOpen(ulong &ticket,ENUM_POSITION_TYPE &type,string symbol,l
 
 }
 
+bool CMarketOrder::GetPositionType(ulong ticket, ENUM_POSITION_TYPE &_pType)
+{
+   if(!PositionSelectByTicket(ticket))   
+      return false;
+      
+   _pType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);      
+   return true;   
+}
+
 bool CMarketOrder::_IsOpen(ulong &ticket, string symbol, ENUM_POSITION_TYPE type, long magicNumber)
 {
    int positions=PositionsTotal();
@@ -546,8 +997,43 @@ string CMarketOrder::PositionTypeToString(ENUM_POSITION_TYPE t)
       return "-";
 }
 
+string CMarketOrder::OrderTypeToString(ENUM_ORDER_TYPE t)
+{
+   if(t == ORDER_TYPE_BUY)
+      return "Buy";
+   else if(t == ORDER_TYPE_BUY_LIMIT)
+      return "Buy Limit";
+   else if(t == ORDER_TYPE_BUY_STOP)
+      return "Buy Stop";
+   else if(t == ORDER_TYPE_BUY_STOP_LIMIT)
+      return "Buy Stop Limit";
+   else if(t == ORDER_TYPE_SELL)
+      return "Sell";
+   else if(t == ORDER_TYPE_SELL_LIMIT)
+      return "Sell Limit";
+   else if(t == ORDER_TYPE_SELL_STOP)
+      return "Sell Stop";
+   else if(t == ORDER_TYPE_SELL_STOP_LIMIT)
+      return "Sell Stop Limit";
+   else
+      return "-";
+}
+
+ENUM_ORDER_TYPE CMarketOrder::TradeBias(ENUM_ORDER_TYPE t)
+{
+   if((t == ORDER_TYPE_BUY) ||
+      (t == ORDER_TYPE_BUY_LIMIT) ||
+      (t == ORDER_TYPE_BUY_STOP) ||
+      (t == ORDER_TYPE_BUY_STOP_LIMIT))
+         return ORDER_TYPE_BUY;
+   else 
+         return ORDER_TYPE_SELL;
+}
+
 bool CMarketOrder::RetryOrderRequest(int retryNumber)
 {
+   Print(ctrade.ResultRetcodeDescription());
+
    if(retryNumber >= this.numberOfRetries)
    {
       PrintFormat("Giving up on maximum number of retries (%d)",this.numberOfRetries);
@@ -575,37 +1061,16 @@ bool CMarketOrder::RetryOrderRequest(int retryNumber)
       break;
       
       default:
+         MessageBox(ctrade.ResultRetcodeDescription(),"Operation failed",MB_ICONEXCLAMATION);
          return false;
    }
 
 }
 
-//+------------------------------------------------------------------+
-//| Normalizing                                                      |
-//+------------------------------------------------------------------+
-
-double NormalizeLots(string symbol, double InputLots)
+void CMarketOrder::SetTradeId(ulong tradeId)
 {
-   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);
+   ctrade.SetExpertMagicNumber(tradeId);
 }
 
-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/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/IncOnRingBuffer/cadxonringbuffer.mqh

@@ -0,0 +1,235 @@
+//+------------------------------------------------------------------+
+//|                                             CADXOnRingBuffer.mqh |
+//|                               Copyright 2012, Konstantin Gruzdev |
+//|                            https://login.mql5.com/ru/users/Lizar |
+//|                                             Revision 01 Dec 2012 |
+//+------------------------------------------------------------------+
+#property copyright   "Copyright 2012, Konstantin Gruzdev"
+#property link        "https://login.mql5.com/ru/users/Lizar"
+
+//--- Class to calculate the MA using the ring buffer:
+#include <IncOnRingBuffer\CMAOnRingBuffer.mqh>
+//+------------------------------------------------------------------+
+//| Class CADXOnRingBuffer                                           |
+//| Appointment: class is designed for the calculation of the        |
+//|              ADX indicator (Average Directional Movement Index,  |
+//|              ADX) using the class for working with the ring      |
+//|              buffer.                                             |
+//| Link: http://www.mql5.com/ru/code/1343                           |
+//+------------------------------------------------------------------+
+class CADXOnRingBuffer
+  {
+public:
+   CMAOnRingBuffer   pdi;              // positive directional index 
+   CMAOnRingBuffer   ndi;              // negative directional index
+private:
+   CMAOnRingBuffer   m_adx;            // average directional movement index
+   string            m_name;           // indicator name  
+   bool              m_as_series;      // true, if the indexing as in time series
+   int               m_bars_required;  // number of elements required to calculate
+   int               m_begin;          // index of the first significant element
+   int               m_start;          // index of element to start the calculation
+   int               m_index;          // current element index
+   
+   double            m_high;           // maximal value
+   double            m_low;            // minimal value
+   double            m_close;          // closing price
+   double            m_phigh;          // maximum value of the previous bar
+   double            m_plow;           // minimum value of the previous bar
+   double            m_pclose;         // closing price of the previous bar
+   
+   double            m_PD;
+   double            m_ND;
+public:
+                     CADXOnRingBuffer() {} 
+                    ~CADXOnRingBuffer() {}
+   //--- initialization method:
+   bool              Init(int             ma_period=14,
+                          ENUM_MA_METHOD  ma_method=MODE_EMA, 
+                          int             size_buffer=256, 
+                          bool            as_series=false);             
+   //--- basic methods:          
+   int               MainOnArray(const int      rates_total, 
+                                 const int      prev_calculated,
+                                 const double  &high[],
+                                 const double  &low[],
+                                 const double  &close[]);
+   double            MainOnValue(const int      rates_total,
+                                 const int      prev_calculated, 
+                                 const int      begin, 
+                                 const double   high, 
+                                 const double   low, 
+                                 const double   close, 
+                                 const int      index);
+   //--- methods to get access to private data:
+   int               BarsRequired()                { return(m_bars_required);             }
+   string            NameADX()                     { return("ADX"+m_name);                }
+   string            NameNDI()                     { return("-DI"+m_name);                }
+   string            NamePDI()                     { return("+DI"+m_name);                }
+   string            MAMethod()                    { return(m_adx.MAMethod());            }
+   int               MAPeriod()                    { return(m_adx.MAPeriod());            }
+   int               Size()                        { return(m_adx.Size());                }
+   //--- returns the value of element with the specified index:
+   double operator   [](const int index) const     { return(m_adx.At(index));             }
+private:
+   //--- indicator calculation method:
+   void              ADX(const int rates_total, const int prev_calculated);
+  };
+
+//+------------------------------------------------------------------+
+//|  Initialization method                                           |
+//+------------------------------------------------------------------+
+bool CADXOnRingBuffer :: Init(int ma_period=14,ENUM_MA_METHOD ma_method=MODE_EMA, int size_buffer=256, bool as_series=false)
+  {
+//--- initialize the CMAOnRingBuffer class instances:
+   if(!pdi.Init(ma_period,ma_method,size_buffer))   return false;
+   if(!ndi.Init(ma_period,ma_method,size_buffer))   return false;
+   if(!m_adx.Init(ma_period,ma_method,size_buffer)) return false;
+//---
+   m_name="("+IntegerToString(ma_period)+","+MAMethod()+")";
+//---
+   m_as_series=as_series;
+   m_bars_required=m_adx.BarsRequired()+1;
+   return true;   
+  }
+
+//+------------------------------------------------------------------+
+//| Indicator on array                                               |
+//+------------------------------------------------------------------+
+int CADXOnRingBuffer :: MainOnArray(const int      rates_total, 
+                                    const int      prev_calculated,
+                                    const double  &high[],
+                                    const double  &low[],
+                                    const double  &close[])
+  {
+//--- save as_series flags:
+   bool as_series_high  = ArrayGetAsSeries(high);
+   bool as_series_low   = ArrayGetAsSeries(low);
+   bool as_series_close = ArrayGetAsSeries(close);
+   if(as_series_high)  ArraySetAsSeries(high, false);
+   if(as_series_low)   ArraySetAsSeries(low,  false);
+   if(as_series_close) ArraySetAsSeries(close,false);
+//--- first calculation:
+   if(prev_calculated==0)
+     {
+      for(int i=0;i<rates_total;i++)
+        {
+         if(high[i]!=0  && high[i] != EMPTY_VALUE && 
+            low[i]!=0   && low[i]  != EMPTY_VALUE && 
+            close[i]!=0 && close[i]!= EMPTY_VALUE)
+           {
+            m_start=MathMax(i+1,rates_total-Size()-m_bars_required);
+            break;
+           }
+        }        
+      m_begin=m_start;
+     }
+//--- number of bars was changed:
+   else m_start=prev_calculated-1;   
+//--- main loop:
+   for(m_index=m_start;m_index<rates_total;m_index++)
+     {
+   //--- fill main positive and main negative buffers:
+      m_phigh  = high [m_index-1];
+      m_plow   = low  [m_index-1];
+      m_pclose = close[m_index-1];   
+      m_high   = high [m_index];
+      m_low    = low  [m_index]; 
+   //--- calculation of the average directional movement index:
+      ADX(rates_total,prev_calculated);
+     }
+//--- restore as_series flags
+   if(as_series_high)  ArraySetAsSeries(high, true);
+   if(as_series_low)   ArraySetAsSeries(low,  true);
+   if(as_series_close) ArraySetAsSeries(close,true);
+//--- return value of prev_calculated for next call:
+   return(rates_total);
+  }
+  
+//+------------------------------------------------------------------+
+//| Indicator on value                                               |
+//+------------------------------------------------------------------+
+double CADXOnRingBuffer:: MainOnValue(const int    rates_total,
+                                      const int    prev_calculated, 
+                                      const int    begin, 
+                                      const double high, 
+                                      const double low, 
+                                      const double close, 
+                                      const int    index)
+  {
+//--- check as_series flags:
+   if(m_as_series) m_index=rates_total-1-index;
+   else m_index=index;
+//--- check begin:
+   if(m_index<begin) return(EMPTY_VALUE);
+//--- initial calculation:
+   if(m_index==begin)
+     {
+      m_high=high;
+      m_low=low;
+      m_close=close;
+      m_begin=begin+1;
+      return(EMPTY_VALUE);
+     }     
+//--- remember the prices:
+   if(prev_calculated-1!=m_index) 
+     {
+      m_phigh  = m_high;
+      m_plow   = m_low;
+      m_pclose = m_close;   
+     }
+   m_high  = high;
+   m_low   = low;
+   m_close = close;  
+//--- calculation of the average directional movement index:
+   ADX(rates_total,prev_calculated);
+//--- result:
+   return(m_adx.Last());          
+  }       
+  
+//+------------------------------------------------------------------+
+//| Average directional movement index                               |
+//+------------------------------------------------------------------+
+void CADXOnRingBuffer:: ADX(const int rates_total, const int prev_calculated)
+  {
+//--- fill main positive and main negative buffers
+   double dTmpP=m_high-m_phigh;
+   double dTmpN=m_plow-m_low;
+   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(m_high-m_low),MathAbs(m_high-m_pclose)),MathAbs(m_low-m_pclose)); 
+//---
+   if(tr!=0.0)
+     {
+      m_PD=100.0*dTmpP/tr;
+      m_ND=100.0*dTmpN/tr;
+     }
+   else
+     {
+      m_PD=0.0;
+      m_ND=0.0;
+     }
+//--- main calculation:
+   //--- fill smoothed positive and negative buffers
+   pdi.MainOnValue(rates_total,prev_calculated,m_begin,m_PD,m_index);
+   ndi.MainOnValue(rates_total,prev_calculated,m_begin,m_ND,m_index);
+   //--- fill ADXTmp buffer
+   double dTmp=pdi.Last()+ndi.Last();
+   if(dTmp!=0.0)
+      dTmp=100.0*MathAbs((pdi.Last()-ndi.Last())/dTmp);
+   else
+      dTmp=0.0;
+   //--- fill smoothed ADX buffer
+   m_adx.MainOnValue(rates_total,prev_calculated,m_begin,dTmp,m_index);         
+  }         

Include/IncOnRingBuffer/carrayring.mqh

@@ -0,0 +1,153 @@
+//+------------------------------------------------------------------+
+//|                                                   CArrayRing.mqh |
+//|                               Copyright 2012, Konstantin Gruzdev |
+//|                            https://login.mql5.com/ru/users/Lizar |
+//|                                             Revision 03 Dec 2012 |
+//+------------------------------------------------------------------+
+#property copyright   "Copyright 2012, Konstantin Gruzdev"
+#property link        "https://login.mql5.com/ru/users/Lizar"
+
+//+------------------------------------------------------------------+
+//| Class CArrayRing                                                 |
+//| Appointment: class is designed to work with tne finite ring      |
+//|    buffers of data. When the buffer is crowded the oldest        |
+//|    buffer element is replaced by the newest element. Herewith,   |
+//|    the specified number of end elements are always               |
+//|    available.                                                    |
+//| Link: http://www.mql5.com/ru/code/1340                           |
+//| Remark: it should also be kept in mind that the element indexing |
+//|    in the ring buffer is executed as in timeseries.              |
+//+------------------------------------------------------------------+
+class CArrayRing
+  {
+private:
+   double            m_data[];         // ring buffer of data
+   int               m_size;           // buffer size
+   int               m_last_pos;       // last buffer element position
+   double            m_filling;        // value, which used for the array filling
+
+public:
+                     CArrayRing();
+                    ~CArrayRing()                  { ArrayFree(m_data);                         }
+   //--- buffer initialization method:
+   bool              Init(int size, double volue=EMPTY_VALUE);             
+   //--- method returns the buffer size:
+   int               Size()                        { return m_size-1;                           }
+   //--- method changes the ring buffer size:
+   bool              Resize(const int size);
+   //--- method of adding a new element to the buffer:
+   void              Add(const double element); 
+   //--- method returns the value of element with the specified index:
+   double            At(const int index) const;
+   double operator   [](const int index) const     { return(At(index));                         }
+   //--- method returns the value of the last element stored in the buffer:
+   double            Last() const                  { return(m_data[m_last_pos]);                } 
+   //--- method overwrites the value of the last element in the buffer:
+   void              Last(const double element)    { m_data[m_last_pos]=element;                }  
+   //--- method overwrites the value of element with the specified index:
+   bool              Update(const double element,const int index=0);  
+  };
+//+------------------------------------------------------------------+
+//| Constructor.                                                     |
+//+------------------------------------------------------------------+
+CArrayRing::CArrayRing()
+  {
+   m_last_pos=0;                          // last element position
+   m_filling=EMPTY_VALUE;                 // value for buffer filling
+   m_size=ArraySize(m_data);              // get size of the ring buffer
+  }
+
+//+------------------------------------------------------------------+
+//| Buffer initialization method.                                    |
+//+------------------------------------------------------------------+
+bool CArrayRing::Init(int size, double volue=EMPTY_VALUE)
+  {
+   m_last_pos=0;                          // last element position
+   m_filling=volue;                       // value for buffer filling
+   m_size=ArraySize(m_data);              // get size of the buffer   
+   bool result=Resize(size);              // create a buffer with the desired size
+   ArrayFill(m_data,0,m_size,m_filling);  // fill the buffer with default values
+   return(result);                  
+  }  
+
+//+------------------------------------------------------------------+
+//| Set the new size of the array.                                   |
+//+------------------------------------------------------------------+
+bool CArrayRing::Resize(const int new_size)
+  {
+//--- check
+   if(new_size<0) return(false);
+//--- increase array size:
+   if(new_size>m_size)
+     {
+      int set_size=ArrayResize(m_data,new_size);
+      if(set_size<0) return(false);
+      //--- copy elements to restore their order:
+      if(set_size>m_size)
+        {
+         for(int i=m_size-1,j=set_size-1;i>m_last_pos;i--,j--)
+           {
+            m_data[j]=m_data[i];
+            m_data[i]=m_filling;
+           }
+        }
+      m_size=set_size;
+      //--- result:
+      return(true);      
+     }
+//--- reduce array size:
+   //--- prepare array to reduce the size:
+   if(new_size>m_last_pos+1)
+      for(int i=m_size-1,j=new_size-1;j>m_last_pos;i--,j--) m_data[j]=m_data[i];
+   else
+     {
+      for(int i=m_last_pos+1-new_size,j=0;i<=m_last_pos;i++,j++) m_data[j]=m_data[i];    
+      m_last_pos=new_size-1;
+     }
+   //--- reduce the size:
+   m_size=new_size;
+   ArrayResize(m_data,new_size);
+//--- result:
+   return(true);
+  }
+  
+//+------------------------------------------------------------------+
+//| Adding a new element to the buffer.                              |
+//+------------------------------------------------------------------+
+void CArrayRing::Add(const double element)
+  {
+   m_last_pos=++m_last_pos%m_size;
+   m_data[m_last_pos]=element;
+  } 
+  
+//+------------------------------------------------------------------+
+//| Gets the element at the specified index.                         |
+//+------------------------------------------------------------------+
+double CArrayRing::At(const int index) const
+  {
+//--- check the index correctness:
+   if((index/m_size)==0) 
+//--- return the value of element with the specified index:
+      return(m_data[(m_size+m_last_pos-index)%m_size]);
+//--- if the index is wrong:
+   return(DBL_MAX);   
+  }  
+
+//+------------------------------------------------------------------+
+//| Update the element at the specified position in the array.       |
+//+------------------------------------------------------------------+
+bool CArrayRing::Update(const double element,const int index=0)
+  {
+//--- check the index correctness:
+   if((index/m_size)==0) 
+     {
+//--- update
+      m_data[(m_size+m_last_pos-index)%m_size]=element;
+//--- successful
+      return(true);
+     }
+//--- if the index is wrong:
+   return(false);   
+  }
+
+    

Include/IncOnRingBuffer/catronringbuffer.mqh

@@ -0,0 +1,154 @@
+//+------------------------------------------------------------------+
+//|                                             CATROnRingBuffer.mqh |
+//|                               Copyright 2012, Konstantin Gruzdev |
+//|                            https://login.mql5.com/ru/users/Lizar |
+//|                                             Revision 01 Dec 2012 |
+//+------------------------------------------------------------------+
+#property copyright   "Copyright 2012, Konstantin Gruzdev"
+#property link        "https://login.mql5.com/ru/users/Lizar"
+
+//--- Class to calculate the MA using the ring buffer:
+#include <IncOnRingBuffer\CMAOnRingBuffer.mqh>
+//+------------------------------------------------------------------+
+//| Class CATROnRingBuffer                                           |
+//| Appointment: class is designed for the calculation of the        |
+//|              technical indicator  Average True Range (Average    |
+//|              True Range, ATR) using the class for working with   |
+//|              the ring buffer.                                    |
+//| Link: http://www.mql5.com/ru/code/1344                           |
+//+------------------------------------------------------------------+
+class CATROnRingBuffer
+  {
+private:
+   CMAOnRingBuffer   m_ma;             // instance the class for MA calculation
+   double            m_tr;             // true range
+   double            m_atr;            // average true range
+   string            m_name;           // indicator name
+   bool              m_as_series;      // true, if the indexing as in time series
+   int               m_bars_required;  // number of elements required to calculate
+   int               m_begin;          // index of the first significant element
+   int               m_start;          // index of element to start the calculation
+   int               m_index;          // current element index
+   double            m_close;          // closing price of the current bar
+   double            m_prev_close;     // closing price of the previous bar
+public:
+                     CATROnRingBuffer() {} 
+                    ~CATROnRingBuffer() {}
+   //--- initialization method:
+   bool              Init(int ma_period=14,ENUM_MA_METHOD ma_method=MODE_SMA, int size_buffer=256, bool as_series=false);             
+   //--- basic methods:          
+   int               MainOnArray(const int      rates_total, 
+                                 const int      prev_calculated,
+                                 const double  &high[],
+                                 const double  &low[],
+                                 const double  &close[]);
+   double            MainOnValue(const int      rates_total,
+                                 const int      prev_calculated, 
+                                 const int      begin, 
+                                 const double   high, 
+                                 const double   low, 
+                                 const double   close, 
+                                 const int      index);
+   //--- methods to get access to private data:
+   int               BarsRequired()                { return(m_bars_required);             }
+   string            Name()                        { return(m_name);                      }
+   string            MAMethod()                    { return(m_ma.MAMethod());             }
+   int               MAPeriod()                    { return(m_ma.MAPeriod());             }
+   int               Size()                        { return(m_ma.Size());                 }
+   //--- returns the value of element with the specified index:
+   double operator   [](const int index) const     { return(m_ma.At(index));              }
+  };
+
+//+------------------------------------------------------------------+
+//|  Initialization method                                           |
+//+------------------------------------------------------------------+
+bool CATROnRingBuffer :: Init(int ma_period=14,ENUM_MA_METHOD ma_method=MODE_SMA, int size_buffer=256, bool as_series=false)
+  {
+//--- Initialization for MA:
+   if(!m_ma.Init(ma_period,ma_method,size_buffer)) return false;
+//---
+   m_as_series=as_series;
+   m_bars_required=m_ma.BarsRequired()+1;
+   m_name="ATR("+IntegerToString(ma_period)+","+MAMethod()+")";
+//---
+   return true;   
+  }
+
+//+------------------------------------------------------------------+
+//| Indicator on array                                               |
+//+------------------------------------------------------------------+
+int CATROnRingBuffer :: MainOnArray(const int      rates_total, 
+                                    const int      prev_calculated,
+                                    const double  &high[],
+                                    const double  &low[],
+                                    const double  &close[])
+  {
+//--- save as_series flags:
+   bool as_series_high  = ArrayGetAsSeries(high);
+   bool as_series_low   = ArrayGetAsSeries(low);
+   bool as_series_close = ArrayGetAsSeries(close);
+   if(as_series_high)  ArraySetAsSeries(high, false);
+   if(as_series_low)   ArraySetAsSeries(low,  false);
+   if(as_series_close) ArraySetAsSeries(close,false);
+//--- first calculation:
+   if(prev_calculated==0)
+     {
+      for(int i=0;i<rates_total;i++)
+        {
+         if(high[i]!=0 && high[i]!=EMPTY_VALUE && 
+            low[i]!=0 && low[i]!=EMPTY_VALUE && 
+            close[i]!=0 && close[i]!=EMPTY_VALUE)
+           {
+            m_start=MathMax(i+1,rates_total-Size()-m_bars_required);
+            break;
+           }
+        }
+      m_begin=m_start;
+     }
+//--- number of bars was changed:
+   else m_start=prev_calculated-1;
+//--- main loop:
+   for(int i=m_start;i<rates_total;i++)
+     {
+      m_tr=MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);
+      m_ma.MainOnValue(rates_total,prev_calculated,m_begin,m_tr,i);
+     }
+//--- restore as_series flags:
+   if(as_series_high)  ArraySetAsSeries(high, true);
+   if(as_series_low)   ArraySetAsSeries(low,  true);
+   if(as_series_close) ArraySetAsSeries(close,true);
+//--- return value of prev_calculated for next call:
+   return(rates_total);
+  }
+  
+//+------------------------------------------------------------------+
+//| Indicator on value                                               |
+//+------------------------------------------------------------------+
+double CATROnRingBuffer:: MainOnValue(const int    rates_total,
+                                      const int    prev_calculated, 
+                                      const int    begin, 
+                                      const double high, 
+                                      const double low, 
+                                      const double close, 
+                                      const int    index)
+  {
+//--- check as_series flags:
+   if(m_as_series) m_index=rates_total-1-index;
+   else m_index=index;
+//--- check begin:
+   if(m_index<begin) return(EMPTY_VALUE);
+//--- initial calculation:
+   if(m_index==begin) 
+     {
+      m_close=close;
+      return (EMPTY_VALUE);
+     }
+//--- remember the closing price:
+   if(prev_calculated-1!=m_index) m_prev_close=close;
+   m_close=close;
+//--- main calculation:
+   m_tr=MathMax(high,m_prev_close)-MathMin(low,m_prev_close);
+   m_ma.MainOnValue(rates_total,prev_calculated,begin+1,m_tr,m_index);
+//--- result:
+   return(m_ma.Last());          
+  }       

Include/IncOnRingBuffer/cmaonringbuffer.mqh

@@ -0,0 +1,364 @@
+//+------------------------------------------------------------------+
+//|                                              CMAOnRingBuffer.mqh |
+//|                               Copyright 2012, Konstantin Gruzdev |
+//|                            https://login.mql5.com/ru/users/Lizar |
+//|                                             Revision 30 Nov 2012 |
+//+------------------------------------------------------------------+
+#property copyright   "Copyright 2012, Konstantin Gruzdev"
+#property link        "https://login.mql5.com/ru/users/Lizar"
+
+//--- Class for working with the ring buffer of data:
+#include <IncOnRingBuffer\CArrayRing.mqh>
+//+------------------------------------------------------------------+
+//| Class CMAOnRingBuffer                                            |
+//| Appointment: class is designed to calculate a moving averages    |
+//|              using the class for working with the ring           |
+//|              buffer.                                             |
+//| Link: http://www.mql5.com/ru/code/1342                           |
+//+------------------------------------------------------------------+
+class CMAOnRingBuffer :public CArrayRing
+  {
+private:
+   CArrayRing        *m_array_in;      // ring buffer for input data
+   int               m_ma_period;      // number of elements to analyze
+   ENUM_MA_METHOD    m_ma_method;      // MA calculation method
+   bool              m_as_series;      // true, if the indexing as in time series
+   double            m_k1,m_k2;        
+   double            m_LK[];
+   string            m_name;           // indicator name
+   int               m_bars_required;  // number of elements required to calculate
+   int               m_start;          // index of element to start the calculation
+   int               m_index;          // current element index
+
+public:
+                     CMAOnRingBuffer() {} 
+                    ~CMAOnRingBuffer();
+   //--- initialization method:
+   bool              Init(int ma_period=14,ENUM_MA_METHOD ma_method=MODE_SMA, int size_buffer=256, bool as_series=false);             
+   //--- basic methods:          
+   int               MainOnArray(const int rates_total, const int prev_calculated,const double &array[]);
+   double            MainOnValue(const int rates_total, const int prev_calculated, const int begin, const double value, const int index);
+   //--- methods to get access to private data:
+   int               BarsRequired()                { return(m_bars_required);             }
+   string            Name()                        { return(m_name);                      }
+   string            MAMethod()                    { return(MethodToString(m_ma_method)); }
+   int               MAPeriod()                    { return(m_ma_period);                 }
+   //--- returns the value of element with the specified index:
+   double operator   [](const int index) const   { return(At(index));                   }
+   
+private:
+   //--- methods of calculation based on the array of input data:
+   void              SMAOnArray (const int rates_total, const int prev_calculated, const double &array[]);
+   void              EMAOnArray (const int rates_total, const int prev_calculated, const double &array[]);
+   void              LWMAOnArray(const int rates_total, const int prev_calculated, const double &array[]);
+   //--- methods to calculate the sequential values ??of the indicator elements:     
+   double            SMAOnValue (const int prev_calculated, const int begin, const double value, const int index);
+   double            EMAOnValue (const int prev_calculated, const int begin, const double value, const int index);
+   double            LWMAOnValue(const int prev_calculated, const int begin, const double value, const int index);
+   //--- auxiliary methods:
+   int               Begin(const int rates_total,const double &array[]);
+   bool              FillArrayIn(const int prev_calculated, const double value);
+   string            MethodToString(ENUM_MA_METHOD method);
+  };
+
+//+------------------------------------------------------------------+
+//| Destructor                                                       |
+//+------------------------------------------------------------------+
+void CMAOnRingBuffer:: ~CMAOnRingBuffer()
+  {
+   if(CheckPointer(m_array_in)!=POINTER_INVALID) delete m_array_in;
+  }
+
+//+------------------------------------------------------------------+
+//| Indicator on array                                               |
+//+------------------------------------------------------------------+
+int CMAOnRingBuffer:: MainOnArray(const int rates_total,const int prev_calculated,const double &array[])
+  {
+//--- save as_series flags
+   bool as_series=ArrayGetAsSeries(array);
+   if(as_series)  ArraySetAsSeries(array,false);
+//--- main calculation:
+   switch(m_ma_method)
+     {
+      case MODE_SMA:    SMAOnArray(rates_total,prev_calculated,array);   break;
+      case MODE_EMA:
+      case MODE_SMMA:   EMAOnArray(rates_total,prev_calculated,array);   break;
+      case MODE_LWMA:   LWMAOnArray(rates_total,prev_calculated,array);  break;
+     }
+//--- restore as_series flags
+   if(as_series)  ArraySetAsSeries(array,true);
+//--- return value of prev_calculated for next call
+   return(rates_total);
+  }  
+
+//+------------------------------------------------------------------+
+//| Indicator on value                                               |
+//+------------------------------------------------------------------+
+double CMAOnRingBuffer:: MainOnValue(const int rates_total, const int prev_calculated, const int begin, const double value, const int index)
+  {
+//--- check as_series flags:
+      if(m_as_series) m_index=rates_total-1-index;
+      else m_index=index;
+//--- check begin:
+      if(m_index<begin) return(EMPTY_VALUE);
+//--- main calculation:
+      switch(m_ma_method)
+        {
+         case MODE_SMA:    return(SMAOnValue(prev_calculated,begin,value,index));
+         case MODE_EMA:
+         case MODE_SMMA:   return(EMAOnValue(prev_calculated,begin,value,index));
+         case MODE_LWMA:   return(LWMAOnValue(prev_calculated,begin,value,index));
+        }
+//--- result:
+   return(EMPTY_VALUE);
+  }       
+
+//+------------------------------------------------------------------+
+//| Simple moving average on array                                   |
+//+------------------------------------------------------------------+
+void CMAOnRingBuffer:: SMAOnArray(const int rates_total, const int prev_calculated, const double &array[])
+  {
+//--- first calculation:
+   if(prev_calculated==0)
+     {
+      m_start=Begin(rates_total,array)+m_ma_period-1;
+      double sum=0.0;
+      for(int i=m_start;i>m_start-m_ma_period;i--) sum+=array[i];
+      Last(sum/m_ma_period);
+     }
+//--- number of bars was changed:
+   else 
+     {
+      m_start=prev_calculated-1;
+      Last(At(1)-(array[m_start-m_ma_period]-array[m_start])/m_ma_period);      
+     }      
+//--- main loop
+   for(int i=m_start+1;i<rates_total && !IsStopped();i++)
+      Add(Last()-(array[i-m_ma_period]-array[i])/m_ma_period);
+  }   
+  
+//+------------------------------------------------------------------+
+//|  Exponential moving average on array                             |
+//+------------------------------------------------------------------+
+void CMAOnRingBuffer:: EMAOnArray(const int rates_total,const int prev_calculated,const double &array[])
+  {
+//--- first calculation:
+   if(prev_calculated==0)
+     {
+      m_start=Begin(rates_total,array);
+      Last(array[m_start]);
+     }
+//--- number of bars was changed:
+   else
+     { 
+      m_start=prev_calculated-1;
+      Last(m_k1*array[m_start]+m_k2*At(1));
+     }
+//--- main loop:
+   for(int i=m_start+1;i<rates_total && !IsStopped();i++)
+      Add(m_k1*array[i]+m_k2*Last());
+  }
+  
+//+------------------------------------------------------------------+
+//|  Linear weighted moving average on array                         |
+//+------------------------------------------------------------------+
+void CMAOnRingBuffer:: LWMAOnArray(const int rates_total, const int prev_calculated, const double &array[])
+  {
+//--- first calculation:
+   if(prev_calculated==0)
+      m_start=Begin(rates_total,array)+m_ma_period-1;
+//--- number of bars was changed:
+   else m_start=prev_calculated-1;
+   
+   double volue=0.0;
+   for(int j=0;j<m_ma_period && !IsStopped();j++)
+      volue+=array[m_start-j]*m_LK[j];
+   Last(volue);
+//--- main loop
+   for(int i=m_start+1;i<rates_total && !IsStopped();i++)
+     {
+      volue=0.0;
+      for(int j=0;j<m_ma_period && !IsStopped();j++)
+         volue+=array[i-j]*m_LK[j];
+      Add(volue);
+     }
+  }
+  
+//+------------------------------------------------------------------+
+//| Simple moving average on value                                   |
+//+------------------------------------------------------------------+
+double CMAOnRingBuffer:: SMAOnValue(const int prev_calculated, const int begin, const double value, const int index)
+  {
+//--- fill the ring buffer of input data:
+   if(!FillArrayIn(prev_calculated,value)) return(EMPTY_VALUE);
+//--- initial calculation:
+   m_start=begin+m_ma_period-1;
+   if(m_index<m_start) return (EMPTY_VALUE);
+   else if(m_index==m_start)
+          {
+           double sum=0.0;
+           for(int i=0;i<m_ma_period && !IsStopped();i++) sum+=m_array_in[i];
+           Last(sum/m_ma_period);
+           return(Last());
+          }
+//--- main calculation:
+   if(prev_calculated-1==m_index) 
+      Last(At(1)-(m_array_in[m_ma_period]-value)/m_ma_period);      
+   else
+      Add(Last()-(m_array_in[m_ma_period]-value)/m_ma_period);
+//--- result:
+   return(Last());        
+  }   
+     
+//+------------------------------------------------------------------+
+//|  Exponential moving average on value                             |
+//+------------------------------------------------------------------+
+double CMAOnRingBuffer:: EMAOnValue(const int prev_calculated, const int begin, const double value, const int index)
+  {
+//--- initial calculation:
+   if(m_index==begin)
+    {
+     Last(value);
+     return(value);
+    }        
+//--- main calculation:
+   if(prev_calculated-1==m_index) 
+      Last(m_k1*value+m_k2*At(1));      
+   else
+      Add(m_k1*value+m_k2*Last());
+//--- result:
+   return(Last());        
+  }   
+
+//+------------------------------------------------------------------+
+//|  Linear weighted moving average on value                         |
+//+------------------------------------------------------------------+
+double CMAOnRingBuffer:: LWMAOnValue(const int prev_calculated, const int begin, const double value, const int index)
+  {
+//--- fill the ring buffer of input data:
+   if(!FillArrayIn(prev_calculated,value)) return(EMPTY_VALUE);
+//--- initial calculation:
+   if(m_index<begin+m_ma_period-1) return (EMPTY_VALUE);
+//--- main calculation:
+   double volue=0.0;
+   for(int j=0;j<m_ma_period && !IsStopped();j++)
+      volue+=m_array_in[j]*m_LK[j];
+   if(prev_calculated-1==m_index) Last(volue);      
+   else Add(volue);
+//--- result:
+   return(Last());        
+  }   
+  
+//+------------------------------------------------------------------+
+//|  Defines the index of the first element for calculation          |
+//+------------------------------------------------------------------+
+int CMAOnRingBuffer:: Begin(const int rates_total,const double &array[])
+  {
+//--- looking the start of significant data:
+   int i=-1;
+   while(++i<rates_total && !IsStopped())
+     {
+      if(array[i]!=0 && array[i]!=EMPTY_VALUE) break;
+     }
+//--- Return the index of the element from which start calculations:
+   return(MathMax(i,rates_total-Size()-m_bars_required));
+  }
+  
+//+------------------------------------------------------------------+
+//|  Fill the ring buffer by input data                              |
+//+------------------------------------------------------------------+
+bool CMAOnRingBuffer:: FillArrayIn(const int prev_calculated, const double value)
+  {
+//--- check pointer:
+   if(CheckPointer(m_array_in)==POINTER_INVALID)
+     {
+      if((m_array_in=new CArrayRing())==NULL) return false;
+      if(!m_array_in.Init(Size())) return false;
+     }
+//--- fill the ring buffer of input data:
+   if(prev_calculated-1==m_index) m_array_in.Last(value);
+   else m_array_in.Add(value);
+//--- successful
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//|  Initialization method                                           |
+//+------------------------------------------------------------------+
+bool CMAOnRingBuffer:: Init(int ma_period=14,ENUM_MA_METHOD ma_method=MODE_SMA, int size_buffer=256, bool as_series=false)
+  {
+//--- check for input values
+   if(ma_period<=0)
+     {
+      m_ma_period=14;
+      printf("Input parameter ma_period has incorrect value (%d). Indicator will use value %d for calculations.",
+             ma_period,m_ma_period);
+     }
+   else m_ma_period=ma_period;
+   if(size_buffer<=m_ma_period)
+     {
+      printf("Input parameter size_buffer has incorrect value (%d). Indicator will use value %d for calculations.",
+             size_buffer,m_ma_period);
+      size_buffer=m_ma_period;
+     }
+//--- initialization of the ring buffer for the indicator data:
+   if(!CArrayRing::Init(size_buffer)) return false;
+//--- data initialization:
+   int coeff_required=10;
+   m_as_series=as_series;
+   m_ma_method=ma_method;
+   switch(m_ma_method)
+     {
+      case  MODE_SMA:
+        {
+         m_bars_required=m_ma_period;
+         break;
+        }
+      case  MODE_EMA:
+        {
+         m_k1=2.0/(m_ma_period+1.0);
+         m_k2=1.0-m_k1;
+         m_bars_required=m_ma_period*coeff_required;
+         break;
+        }
+      case  MODE_SMMA:
+        {
+         m_k1=1.0/m_ma_period;
+         m_k2=1.0-m_k1;
+         m_bars_required=m_ma_period*coeff_required;
+         break;
+        }
+      case  MODE_LWMA:
+        {
+         ArrayResize(m_LK,m_ma_period);
+         double sum=0;
+         for(int j=0;j<m_ma_period;j++) sum+=m_LK[j]=m_ma_period-j;
+         for(int j=0;j<m_ma_period;j++) m_LK[j]/=sum;
+         sum=0;
+         for(int j=0;j<m_ma_period;j++) sum+=m_LK[j];
+         m_bars_required=m_ma_period;
+         break;
+        }
+      default:
+        break;
+     }        
+   m_name=MethodToString(m_ma_method)+"("+IntegerToString(m_ma_period)+")";
+//--- successful
+   return true;
+  }            
+  
+//+------------------------------------------------------------------+
+//|  Transformation of moving method in the text representation      |
+//+------------------------------------------------------------------+
+string CMAOnRingBuffer:: MethodToString(ENUM_MA_METHOD method)
+  { 
+   switch(method)
+     {
+      case  MODE_SMA: return("SMA");
+      case  MODE_EMA: return("EMA");
+      case  MODE_LWMA: return("LWMA");
+      case  MODE_SMMA: return("SMMA");
+     }
+   return(EnumToString(method));                 
+  }
+  

Indicators/RangeBars/ADX Cross Alerts.mq5

@@ -0,0 +1,175 @@
+//+------------------------------------------------------------------+
+//|                                                     ma cross.mq5 |
+//|                        Copyright 2018, MetaQuotes Software Corp. |
+//|                                             https://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2018, MetaQuotes Software Corp."
+#property link      "https://www.mql5.com"
+#property version   "1.00"
+#property indicator_chart_window
+#property indicator_buffers 3 
+#property indicator_plots   2
+#property indicator_type1   DRAW_ARROW
+#property indicator_color1  clrLightSeaGreen
+#property indicator_width1  2
+#property indicator_label1  "Bull ADX Cross"
+#property indicator_type2   DRAW_ARROW
+#property indicator_color2  clrRed
+#property indicator_width2  2
+#property indicator_label2 "Bear ADX Cross"
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+
+input int    AdxPeriod        = 14;          // ADX period
+input bool   alertsOn         = true;        // Turn alerts on?
+input bool   alertsOnCurrent  = false;       // Alert on current bar?
+input bool   alertsMessage    = true;        // Display messages 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 int    lookback         = 256;         // Maximum lookback period
+
+double crossUp[],crossDn[],cross[];
+
+#include <IncOnRingBuffer\CATROnRingBuffer.mqh>
+#include <IncOnRingBuffer\CADXOnRingBuffer.mqh>
+
+CATROnRingBuffer atr;
+CADXOnRingBuffer adx;
+int _start = 0;
+  
+//
+// Initialize custom chart indicator for data processing 
+// according to settings of the custom chart indicator already on chart
+//
+
+#include <AZ-INVEST/CustomBarConfig.mqh>
+
+//
+//
+//
+  
+int OnInit()
+  {
+//--- indicator buffers mapping
+    SetIndexBuffer(0,crossUp,INDICATOR_DATA);  PlotIndexSetInteger(0,PLOT_ARROW,233);
+    SetIndexBuffer(1,crossDn,INDICATOR_DATA);  PlotIndexSetInteger(1,PLOT_ARROW,234);
+    SetIndexBuffer(2,cross);
+    
+   if(!adx.Init(AdxPeriod,MODE_EMA,lookback)) return(INIT_FAILED);
+   if(!atr.Init(15,MODE_SMA,lookback)) return(INIT_FAILED);
+
+   customChartIndicator.SetGetTimeFlag();
+   
+   IndicatorSetString(INDICATOR_SHORTNAME,"ADX cross "+(string)AdxPeriod+")");
+   return(INIT_SUCCEEDED);
+}
+
+void OnDeinit(const int reason)
+{
+}
+
+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();         
+   
+   atr.MainOnArray(rates_total,_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close);
+   adx.MainOnArray(rates_total,_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close);
+   
+   ArraySetAsSeries(customChartIndicator.Low, false);
+   ArraySetAsSeries(customChartIndicator.High, false);
+     
+   if(_prev_calculated==0)
+   {
+      _start = rates_total-adx.Size()+1;
+   }
+   else 
+      _start = MathMax(_prev_calculated-1,1);         
+     
+   for(int i=_start;i<rates_total;i++)
+   {
+      int ix = rates_total-1-i;
+      
+      cross[i] = (ix>0) ? (adx.pdi[ix]>adx.ndi[ix]) ? 1 : (adx.pdi[ix]<adx.ndi[ix]) ? 2 : cross[i-1] : 0;  
+      crossUp[i] = EMPTY_VALUE;
+      crossDn[i] = EMPTY_VALUE;
+
+      if (i>0 && cross[i]!=cross[i-1])
+      {
+         if (cross[i] == 1) crossUp[i] = customChartIndicator.Low[i]-atr[ix];
+         if (cross[i] == 2) crossDn[i] = customChartIndicator.High[i]+atr[ix];
+      }
+   }
+
+   manageAlerts(customChartIndicator.Time,cross,rates_total);
+   return (rates_total);
+}
+
+//------------------------------------------------------------------
+//
+//------------------------------------------------------------------
+//
+//
+//
+//
+//
+
+void manageAlerts(const datetime& _time[], double& _trend[], int bars)
+{
+   if (alertsOn)
+   {
+      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," plus DI crossing minus DI up");
+         if (_trend[whichBar] == 2) doAlert(time1," plus DI crossing minus DI down");
+      }         
+   }
+}   
+
+//
+//
+//
+//
+//
+
+void doAlert(datetime forTime, string doWhat)
+{
+   static string   previousAlert="nothing";
+   static datetime previousTime;
+   
+   if (previousAlert != doWhat || previousTime != forTime) 
+   {
+      previousAlert  = doWhat;
+      previousTime   = forTime;
+
+      //
+      //
+      //
+      //
+      //
+
+      string message = TimeToString(TimeLocal(),TIME_SECONDS)+" "+_Symbol+" Adx "+doWhat;
+         if (alertsMessage) Alert(message);
+         if (alertsEmail)   SendMail(_Symbol+"Adx",message);
+         if (alertsNotify)  SendNotification(message);
+         if (alertsSound)   PlaySound("alert2.wav");
+   }
+}
+
+

Indicators/RangeBars/ADX.mq5

@@ -40,17 +40,11 @@ double    ExtTmpBuffer[];
 //--- global variables
 int       ExtADXPeriod;
 
-//
-//
 //
 
-#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
+#include <AZ-INVEST/CustomBarConfig.mqh>
 
 //
-//
-//
-
 
 //+------------------------------------------------------------------+
 //| Custom indicator initialization function                         |
@@ -102,33 +96,36 @@ int OnCalculate(const int rates_total,
    // Process data through MedianRenko indicator
    //
    
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time))
+   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:
    //
-   // rangeBarsIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   // customChartIndicator.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[]
+   // 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[]
    //
-   // rangeBarsIndicator.IsNewBar (true/false) informs you if a renko brick completed
+   // customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
    //
-   // rangeBarsIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
-   // (!) rangeBarsIndicator.SetGetTimeFlag() must be called in OnInit() for rangeBarsIndicator.Time[] to be used
+   // 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
    //
-   // rangeBarsIndicator.Tick_volume[] should be used instead of TickVolume[]
-   // rangeBarsIndicator.Real_volume[] should be used instead of Volume[]
-   // (!) rangeBarsIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] 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
    //
-   // rangeBarsIndicator.Price[] should be used instead of Price[]
-   // (!) rangeBarsIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for rangeBarsIndicator.Price[] 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 = rangeBarsIndicator.GetPrevCalculated();
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
    
    //
    //
@@ -151,11 +148,11 @@ int OnCalculate(const int rates_total,
    for(int i=start;i<rates_total && !IsStopped();i++)
      {
       //--- get some data
-      double Hi    =rangeBarsIndicator.High[i];
-      double prevHi=rangeBarsIndicator.High[i-1];
-      double Lo    =rangeBarsIndicator.Low[i];
-      double prevLo=rangeBarsIndicator.Low[i-1];
-      double prevCl=rangeBarsIndicator.Close[i-1];
+      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;

Indicators/RangeBars/ATR.mq5

@@ -0,0 +1,143 @@
+//+------------------------------------------------------------------+
+//|                                                          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"
+//--- 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/CustomBarConfig.mqh>
+
+//
+
+//+------------------------------------------------------------------+
+//| 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[])
+  {
+
+   //
+   // 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();
+   
+   //
+   //
+   //  
+  
+   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/AwesomeOscillator.mq5

@@ -19,18 +19,14 @@ double ExtAOBuffer[];
 double ExtColorBuffer[];
 double ExtFastBuffer[];
 double ExtSlowBuffer[];
-//--- handles for MAs
-int    ExtFastSMAHandle;
-int    ExtSlowSMAHandle;
 //--- bars minimum for calculation
 #define DATA_LIMIT 33
 
 //
 //
 
-#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
-
+#include <MovingAverages.mqh>
+#include <AZ-INVEST/CustomBarConfig.mqh>
 
 //
 //
@@ -54,11 +50,8 @@ void OnInit()
 //--- get handles
    //ExtFastSMAHandle=iMA(NULL,0,5,0,MODE_SMA,PRICE_MEDIAN);
    //ExtSlowSMAHandle=iMA(NULL,0,34,0,MODE_SMA,PRICE_MEDIAN);
-   // renko mod
-//   ExtFastSMAHandle=iCustom(Symbol(),_Period,"RangeBars\\Indicators\\RangeBars_MA",5,0,MODE_SMA,PRICE_MEDIAN,true);
-//   ExtSlowSMAHandle=iCustom(Symbol(),_Period,"RangeBars\\Indicators\\RangeBars_MA",34,0,MODE_SMA,PRICE_MEDIAN,true);
-   ExtFastSMAHandle=iCustom(Symbol(),_Period,"RangeBars\\RangeBars_MA",5,0,MODE_SMA,PRICE_MEDIAN,true);
-   ExtSlowSMAHandle=iCustom(Symbol(),_Period,"RangeBars\\RangeBars_MA",34,0,MODE_SMA,PRICE_MEDIAN,true);
+// -- Set applied price to MEDIAN as required by AO indicator
+   customChartIndicator.SetUseAppliedPriceFlag(PRICE_MEDIAN);
 //---- initialization done
   }
 //+------------------------------------------------------------------+
@@ -80,48 +73,21 @@ int OnCalculate(const int rates_total,
    if(rates_total<=DATA_LIMIT)
       return(0);// not enough bars for calculation
 
-//--- not all data may be calculated
-   int calculated=BarsCalculated(ExtFastSMAHandle);
-   if(calculated<rates_total)
-     {
-      Print("Not all data of ExtFastSMAHandle is calculated (",calculated,"bars ). Error",GetLastError());
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
       return(0);
-     }
-   calculated=BarsCalculated(ExtSlowSMAHandle);
-   if(calculated<rates_total)
-     {
-      Print("Not all data of ExtSlowSMAHandle is calculated (",calculated,"bars ). Error",GetLastError());
-      return(0);
-     }
-//--- renko mod
-
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,time))
+   
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
       return(0);
   
-   int _prev_calculated = rangeBarsIndicator.GetPrevCalculated();
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
 
-//--- 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 FastSMA buffer
+//--- 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
-   if(CopyBuffer(ExtFastSMAHandle,0,0,to_copy,ExtFastBuffer)<=0)
-     {
-      Print("Getting fast SMA is failed! Error",GetLastError());
-      return(0);
-     }
-//--- get SlowSMA buffer
-   if(IsStopped()) return(0); //Checking for stop flag
-   if(CopyBuffer(ExtSlowSMAHandle,0,0,to_copy,ExtSlowBuffer)<=0)
-     {
-      Print("Getting slow SMA is failed! Error",GetLastError());
-      return(0);
-     }
+   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)

Indicators/RangeBars/CCI(alternative).mq5

@@ -0,0 +1,83 @@
+//+------------------------------------------------------------------
+#property copyright   "mladen"
+#property link        "mladenfx@gmail.com"
+#property link        "https://www.mql5.com"
+#property description "CCI (alternative)"
+//+------------------------------------------------------------------
+#property indicator_separate_window
+#property indicator_buffers 3
+#property indicator_plots   1
+#property indicator_label1  "CCI alternative"
+#property indicator_type1   DRAW_COLOR_LINE
+#property indicator_color1  clrDarkGray,clrSkyBlue,clrDodgerBlue
+#property indicator_width1  2
+//--- input parameters
+input int inpPeriod=14; // CCI period
+//--- buffers and global variables declarations
+double val[],valc[],prices[];
+
+//
+
+#include <AZ-INVEST/CustomBarConfig.mqh>
+
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+//--- indicator buffers mapping
+   SetIndexBuffer(0,val,INDICATOR_DATA);
+   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);
+   SetIndexBuffer(2,prices,INDICATOR_CALCULATIONS);
+//---
+   IndicatorSetString(INDICATOR_SHORTNAME,"CCI (alternative)("+(string)inpPeriod+")");
+   return (INIT_SUCCEEDED);
+  }
+//+------------------------------------------------------------------+
+//| Custom indicator de-initialization function                      |
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+  {
+  }
+//+------------------------------------------------------------------+
+//| 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();
+  
+   ///  
+  
+   if(Bars(_Symbol,_Period)<rates_total) return(_prev_calculated);
+
+   int i=(int)MathMax(_prev_calculated-1,1); for(; i<rates_total && !_StopFlag; i++)
+     {
+      int _start=MathMax(i-inpPeriod+1,0);
+      prices[i]=(customChartIndicator.High[ArrayMaximum(customChartIndicator.High,_start,inpPeriod)]+customChartIndicator.Low[ArrayMinimum(customChartIndicator.Low,_start,inpPeriod)]+customChartIndicator.Close[i])/3;
+      double avg = 0; for(int k=0; k<inpPeriod && (i-k)>=0; k++) avg +=         prices[i-k];      avg /= inpPeriod;
+      double dev = 0; for(int k=0; k<inpPeriod && (i-k)>=0; k++) dev += MathAbs(prices[i-k]-avg); dev /= inpPeriod;
+
+      val[i] = (dev!=0) ? (prices[i]-avg)/(0.015*dev) : 0;
+      valc[i]=(i>0) ?(val[i]>val[i-1]) ? 1 :(val[i]<val[i-1]) ? 2 : valc[i-1]: 0;
+     }
+   return (i);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/CCI.mq5

@@ -29,15 +29,10 @@ double     ExtDBuffer[];
 double     ExtMBuffer[];
 double     ExtCCIBuffer[];
 
-//
-//
 //
 
-#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
+#include <AZ-INVEST/CustomBarConfig.mqh>
 
-//
-//
 //
 
 //+------------------------------------------------------------------+
@@ -50,7 +45,7 @@ void OnInit()
    //  Indicator uses Price[] array for calculations so we need to set this in the MedianRenkoIndicator class
    //
   
-   rangeBarsIndicator.SetUseAppliedPriceFlag(InpApplyToPrice);
+   customChartIndicator.SetUseAppliedPriceFlag(InpApplyToPrice);
    
    //
    //
@@ -100,33 +95,36 @@ int OnCalculate(const int rates_total,const int prev_calculated,
    // Process data through MedianRenko indicator
    //
    
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time))
+   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:
    //
-   // rangeBarsIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   // customChartIndicator.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[]
+   // 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[]
    //
-   // rangeBarsIndicator.IsNewBar (true/false) informs you if a renko brick completed
+   // customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
    //
-   // rangeBarsIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
-   // (!) rangeBarsIndicator.SetGetTimeFlag() must be called in OnInit() for rangeBarsIndicator.Time[] to be used
+   // 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
    //
-   // rangeBarsIndicator.Tick_volume[] should be used instead of TickVolume[]
-   // rangeBarsIndicator.Real_volume[] should be used instead of Volume[]
-   // (!) rangeBarsIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] 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
    //
-   // rangeBarsIndicator.Price[] should be used instead of Price[]
-   // (!) rangeBarsIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for rangeBarsIndicator.Price[] 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 = rangeBarsIndicator.GetPrevCalculated();
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
    
    //
    //
@@ -150,13 +148,13 @@ int OnCalculate(const int rates_total,const int prev_calculated,
    for(i=pos;i<rates_total && !IsStopped();i++)
      {
       //--- SMA on price buffer
-      ExtSPBuffer[i]=SimpleMA(i,ExtCCIPeriod,rangeBarsIndicator.Price);
+      ExtSPBuffer[i]=SimpleMA(i,ExtCCIPeriod,customChartIndicator.Price);
       //--- calculate D
       dTmp=0.0;
-      for(j=0;j<ExtCCIPeriod;j++) dTmp+=MathAbs(rangeBarsIndicator.Price[i-j]-ExtSPBuffer[i]);
+      for(j=0;j<ExtCCIPeriod;j++) dTmp+=MathAbs(customChartIndicator.Price[i-j]-ExtSPBuffer[i]);
       ExtDBuffer[i]=dTmp*dMul;
       //--- calculate M
-      ExtMBuffer[i]=rangeBarsIndicator.Price[i]-ExtSPBuffer[i];
+      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;

Indicators/RangeBars/ChaikinVolatility.mq5

@@ -0,0 +1,145 @@
+//+------------------------------------------------------------------+
+//|                                                          CHV.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 "Chaikin Volatility"
+#include <MovingAverages.mqh>
+//--- indicator settings
+#property indicator_separate_window
+#property indicator_buffers 3
+#property indicator_plots   1
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  DodgerBlue
+//--- enum
+enum SmoothMethod
+  {
+   SMA=0,// Simple MA
+   EMA=1 // Exponential MA
+  };
+//--- input parameters
+input int          InpSmoothPeriod=10;  // Smoothing period
+input int          InpCHVPeriod=10;     // CHV period
+input SmoothMethod InpSmoothType=EMA;   // Smoothing method
+//---- buffers
+double             ExtCHVBuffer[];
+double             ExtHLBuffer[];
+double             ExtSHLBuffer[];
+//--- global variables
+int                ExtSmoothPeriod,ExtCHVPeriod;
+
+//
+
+#include <AZ-INVEST/CustomBarConfig.mqh>
+
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- check for input variables
+   string MAName;
+//--- set MA name
+   if(InpSmoothType==SMA)
+      MAName="SMA";
+   else
+      MAName="EMA";
+//--- check inputs
+   if(InpSmoothPeriod<=0)
+     {
+      ExtSmoothPeriod=10;
+      printf("Incorrect value for input variable InpSmoothPeriod=%d. Indicator will use value=%d for calculations.",InpSmoothPeriod,ExtSmoothPeriod);
+     }
+   else ExtSmoothPeriod=InpSmoothPeriod;
+   if(InpCHVPeriod<=0)
+     {
+      ExtCHVPeriod=10;
+      printf("Incorrect value for input variable InpCHVPeriod=%d. Indicator will use value=%d for calculations.",InpCHVPeriod,ExtCHVPeriod);
+     }
+   else ExtCHVPeriod=InpCHVPeriod;
+//---- define buffers
+   SetIndexBuffer(0,ExtCHVBuffer);
+   SetIndexBuffer(1,ExtHLBuffer,INDICATOR_CALCULATIONS);
+   SetIndexBuffer(2,ExtSHLBuffer,INDICATOR_CALCULATIONS);
+//--- set draw begin
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtSmoothPeriod+ExtCHVPeriod-1);
+//--- set index label
+   PlotIndexSetString(0,PLOT_LABEL,"CHV("+string(ExtSmoothPeriod)+","+MAName+")");
+//--- indicator name
+   IndicatorSetString(INDICATOR_SHORTNAME,"Chaikin Volatility("+string(ExtSmoothPeriod)+","+MAName+")");
+//--- round settings
+   IndicatorSetInteger(INDICATOR_DIGITS,1);
+//---- OnInit done
+  }
+//+------------------------------------------------------------------+
+//| 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[])
+  {
+//--- variables of indicator
+   int    i,pos,posCHV;
+//--- check for rates total
+   posCHV=ExtCHVPeriod+ExtSmoothPeriod-2;
+   if(rates_total<posCHV)
+      return(0);
+      
+   //
+   // Process 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();
+   
+   //
+   //
+   //     
+      
+      
+//--- start working
+   if(_prev_calculated<1)
+      pos=0;
+   else pos=_prev_calculated-1;
+//--- fill H-L(i) buffer 
+   for(i=pos;i<rates_total && !IsStopped();i++) ExtHLBuffer[i]=customChartIndicator.High[i]-customChartIndicator.Low[i];
+//--- calculate smoothed H-L(i) buffer
+   if(pos<ExtSmoothPeriod-1)
+     {
+      pos=ExtSmoothPeriod-1;
+      for(i=0;i<pos;i++) ExtSHLBuffer[i]=0.0;
+     }
+   if(InpSmoothType==SMA)
+      SimpleMAOnBuffer(rates_total,_prev_calculated,0,ExtSmoothPeriod,ExtHLBuffer,ExtSHLBuffer);
+   else
+      ExponentialMAOnBuffer(rates_total,_prev_calculated,0,ExtSmoothPeriod,ExtHLBuffer,ExtSHLBuffer);
+//--- correct calc position
+   if(pos<posCHV) pos=posCHV;
+//--- calculate CHV buffer
+   for(i=pos;i<rates_total && !IsStopped();i++)
+     {
+      if(ExtSHLBuffer[i-ExtCHVPeriod]!=0.0)
+         ExtCHVBuffer[i]=100.0*(ExtSHLBuffer[i]-ExtSHLBuffer[i-ExtCHVPeriod])/ExtSHLBuffer[i-ExtCHVPeriod];
+      else
+         ExtCHVBuffer[i]=0.0;
+     }
+//----
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/DT_Oscillator.mq5

@@ -55,15 +55,10 @@ double dtoss[];
 double dtosf1[];
 double dtosf2[];
 
-//
-//
 //
 
-#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
+#include <AZ-INVEST/CustomBarConfig.mqh>
 
-//
-//
 //
 
 //+------------------------------------------------------------------+
@@ -110,33 +105,36 @@ int OnCalculate(const int rates_total,const int prev_calculated,
    // Process data through MedianRenko indicator
    //
    
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time))
+   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:
    //
-   // rangeBarsIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   // customChartIndicator.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[]
+   // 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[]
    //
-   // rangeBarsIndicator.IsNewBar (true/false) informs you if a renko brick completed
+   // customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
    //
-   // rangeBarsIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
-   // (!) rangeBarsIndicator.SetGetTimeFlag() must be called in OnInit() for rangeBarsIndicator.Time[] to be used
+   // 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
    //
-   // rangeBarsIndicator.Tick_volume[] should be used instead of TickVolume[]
-   // rangeBarsIndicator.Real_volume[] should be used instead of Volume[]
-   // (!) rangeBarsIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] 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
    //
-   // rangeBarsIndicator.Price[] should be used instead of Price[]
-   // (!) rangeBarsIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for rangeBarsIndicator.Price[] 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 = rangeBarsIndicator.GetPrevCalculated();
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
    
    //
    //
@@ -155,7 +153,7 @@ int OnCalculate(const int rates_total,const int prev_calculated,
   
    for (int i=(int)MathMax(_prev_calculated-1,0); i<rates_total; i++)
    {
-      rsibuf[i] = iRsi(rangeBarsIndicator.Close[i],RsiPeriod,i,rates_total);
+      rsibuf[i] = iRsi(customChartIndicator.Close[i],RsiPeriod,i,rates_total);
       
          double min = rsibuf[i];
          double max = rsibuf[i];

Indicators/RangeBars/Envelopes.mq5

@@ -0,0 +1,133 @@
+
+
+//+------------------------------------------------------------------+
+//|                                                    Envelopes.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 3
+#property indicator_plots   2
+#property indicator_type1   DRAW_LINE
+#property indicator_type2   DRAW_LINE
+#property indicator_color1  Blue
+#property indicator_color2  Red
+#property indicator_label1  "Upper band"
+#property indicator_label2  "Lower band"
+//--- input parameters
+input int                InpMAPeriod=14;              // Period
+input int                InpMAShift=0;                // Shift
+input ENUM_MA_METHOD     InpMAMethod=MODE_SMA;        // Method
+input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price
+input double             InpDeviation=0.1;            // Deviation
+//--- indicator buffers
+double                   ExtUpBuffer[];
+double                   ExtDownBuffer[];
+double                   ExtMABuffer[];
+int                      weightSum;
+
+//--- MA handle
+//int                      ExtMAHandle;
+
+#include <MovingAverages.mqh>
+#include <AZ-INVEST/CustomBarConfig.mqh>
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- indicator buffers mapping
+   SetIndexBuffer(0,ExtUpBuffer,INDICATOR_DATA);
+   SetIndexBuffer(1,ExtDownBuffer,INDICATOR_DATA);
+   SetIndexBuffer(2,ExtMABuffer,INDICATOR_CALCULATIONS);
+//---
+   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
+//--- sets first bar from what index will be drawn
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpMAPeriod-1);
+//--- name for DataWindow
+   IndicatorSetString(INDICATOR_SHORTNAME,"Env("+string(InpMAPeriod)+")");
+   PlotIndexSetString(0,PLOT_LABEL,"Env("+string(InpMAPeriod)+")Upper");
+   PlotIndexSetString(1,PLOT_LABEL,"Env("+string(InpMAPeriod)+")Lower");
+//---- line shifts when drawing
+   PlotIndexSetInteger(0,PLOT_SHIFT,InpMAShift);
+   PlotIndexSetInteger(1,PLOT_SHIFT,InpMAShift);
+//---
+   
+   customChartIndicator.SetUseAppliedPriceFlag(InpAppliedPrice);
+   
+//--- initialization done
+  }
+//+------------------------------------------------------------------+
+//| Envelopes                                                        |
+//+------------------------------------------------------------------+
+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[])
+  {
+   int    i,limit;
+//--- check for bars count
+   if(rates_total<InpMAPeriod)
+      return(0);
+//--
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
+      return(0);
+      
+   if(!customChartIndicator.BufferSynchronizationCheck(Close))
+      return(0);
+  
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();     
+     
+//--- 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 ma buffer
+   if(IsStopped()) return(0); //Checking for stop flag
+   
+   switch(InpMAMethod)
+   {
+      case MODE_SMA:
+         SimpleMAOnBuffer(rates_total,_prev_calculated,0,InpMAPeriod,customChartIndicator.Price,ExtMABuffer);
+      break;
+      
+      case MODE_EMA:
+         ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpMAPeriod,customChartIndicator.Price,ExtMABuffer);
+      break;
+      
+      case MODE_SMMA:
+         SmoothedMAOnBuffer(rates_total,_prev_calculated,0,InpMAPeriod,customChartIndicator.Price,ExtMABuffer);
+      break;
+      
+      case MODE_LWMA:
+         LinearWeightedMAOnBuffer(rates_total,_prev_calculated,0,InpMAPeriod,customChartIndicator.Price,ExtMABuffer,weightSum);
+      break;
+   }
+      
+//--- preliminary calculations
+   limit=_prev_calculated-1;
+   if(limit<InpMAPeriod)
+      limit=InpMAPeriod;
+//--- the main loop of calculations
+   for(i=limit;i<rates_total && !IsStopped();i++)
+     {
+      ExtUpBuffer[i]=(1+InpDeviation/100.0)*ExtMABuffer[i];
+      ExtDownBuffer[i]=(1-InpDeviation/100.0)*ExtMABuffer[i];
+     }
+//--- done
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/Fractals.mq5

@@ -21,15 +21,10 @@ double ExtLowerBuffer[];
 //--- 10 pixels upper from high price
 int    ExtArrowShift=-10;
 
-//
-//
 //
 
-#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
+#include <AZ-INVEST/CustomBarConfig.mqh>
 
-//
-//
 //
 
 //+------------------------------------------------------------------+
@@ -69,33 +64,36 @@ int OnCalculate(const int rates_total,const int prev_calculated,
    // Process data through MedianRenko indicator
    //
    
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time))
+   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:
    //
-   // rangeBarsIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   // customChartIndicator.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[]
+   // 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[]
    //
-   // rangeBarsIndicator.IsNewBar (true/false) informs you if a renko brick completed
+   // customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
    //
-   // rangeBarsIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
-   // (!) rangeBarsIndicator.SetGetTimeFlag() must be called in OnInit() for rangeBarsIndicator.Time[] to be used
+   // 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
    //
-   // rangeBarsIndicator.Tick_volume[] should be used instead of TickVolume[]
-   // rangeBarsIndicator.Real_volume[] should be used instead of Volume[]
-   // (!) rangeBarsIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] 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
    //
-   // rangeBarsIndicator.Price[] should be used instead of Price[]
-   // (!) rangeBarsIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for rangeBarsIndicator.Price[] 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 = rangeBarsIndicator.GetPrevCalculated();
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
    
    //
    //
@@ -118,13 +116,13 @@ int OnCalculate(const int rates_total,const int prev_calculated,
    for(i=limit; i<rates_total-3 && !IsStopped();i++)
      {
       //---- Upper Fractal
-      if(rangeBarsIndicator.High[i]>rangeBarsIndicator.High[i+1] && rangeBarsIndicator.High[i]>rangeBarsIndicator.High[i+2] && rangeBarsIndicator.High[i]>=rangeBarsIndicator.High[i-1] && rangeBarsIndicator.High[i]>=rangeBarsIndicator.High[i-2])
-         ExtUpperBuffer[i]=rangeBarsIndicator.High[i];
+      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(rangeBarsIndicator.Low[i]<rangeBarsIndicator.Low[i+1] && rangeBarsIndicator.Low[i]<rangeBarsIndicator.Low[i+2] && rangeBarsIndicator.Low[i]<=rangeBarsIndicator.Low[i-1] && rangeBarsIndicator.Low[i]<=rangeBarsIndicator.Low[i-2])
-         ExtLowerBuffer[i]=rangeBarsIndicator.Low[i];
+      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.

Indicators/RangeBars/Gann_Hi_Lo_Activator.mq5

@@ -0,0 +1,401 @@
+//------------------------------------------------------------------
+#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/CustomBarConfig.mqh>
+//
+//
+
+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/Gann_Hi_Lo_Activator_SSL.mq5

@@ -31,15 +31,10 @@ int ma_high_handle;
 int ma_low_handle;
 int period;
 
-//
-//
 //
 
-#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
+#include <AZ-INVEST/CustomBarConfig.mqh>
 
-//
-//
 //
 
 //+------------------------------------------------------------------+
@@ -100,39 +95,42 @@ int OnCalculate(const int rates_total,
    // Process data through MedianRenko indicator
    //
    
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,time))
+   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:
    //
-   // rangeBarsIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   // customChartIndicator.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[]
+   // 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[]
    //
-   // rangeBarsIndicator.IsNewBar (true/false) informs you if a renko brick completed
+   // customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
    //
-   // rangeBarsIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
-   // (!) rangeBarsIndicator.SetGetTimeFlag() must be called in OnInit() for rangeBarsIndicator.Time[] to be used
+   // 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
    //
-   // rangeBarsIndicator.Tick_volume[] should be used instead of TickVolume[]
-   // rangeBarsIndicator.Real_volume[] should be used instead of Volume[]
-   // (!) rangeBarsIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] 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
    //
-   // rangeBarsIndicator.Price[] should be used instead of Price[]
-   // (!) rangeBarsIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for rangeBarsIndicator.Price[] 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 = rangeBarsIndicator.GetPrevCalculated();
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
    
    //
    //
    //       
    
-   ArraySetAsSeries(rangeBarsIndicator.Close,true);
+   ArraySetAsSeries(customChartIndicator.Close,true);
 //---
    int limit;
    if(rates_total<_prev_calculated || _prev_calculated<=0)
@@ -154,8 +152,8 @@ int OnCalculate(const int rates_total,
      {
       TrendBuffer[i]=TrendBuffer[i+1];
       //---
-      if(NormalizeDouble(rangeBarsIndicator.Close[i],_Digits)>NormalizeDouble(MaHighBuffer[i+1],_Digits)) TrendBuffer[i]=1;
-      if(NormalizeDouble(rangeBarsIndicator.Close[i],_Digits)<NormalizeDouble(MaLowBuffer[i+1],_Digits)) 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)
         {

Indicators/RangeBars/HalfTrend.mq5

@@ -0,0 +1,395 @@
+//+------------------------------------------------------------------+
+//|                                                    HalfTrend.mq5 |
+//|                        Copyright 2020, MetaQuotes Software Corp. |
+//|                                             https://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2020, MetaQuotes Software Corp."
+#property link      "https://www.mql5.com"
+#property version   "1.00"
+#property strict
+#property indicator_chart_window
+#property indicator_buffers 10
+#property indicator_plots   6
+//--- plot
+#property indicator_label1 "UP"
+#property indicator_color1 MediumOrchid  // up[] DodgerBlue
+#property indicator_type1  DRAW_LINE
+#property indicator_width1 2
+
+#property indicator_label2 "DN"
+#property indicator_color2 Red       // down[]
+#property indicator_type2  DRAW_LINE
+#property indicator_width2 2
+
+#property indicator_label3 "ATR-LOW"
+#property indicator_color3 Red  // atrlo[],atrhi[]
+#property indicator_type3  DRAW_LINE   //
+#property indicator_width3 1
+
+#property indicator_label4 "ATR-HIGH"
+#property indicator_color4 MediumOrchid  // atrlo[],atrhi[]
+#property indicator_type4  DRAW_LINE   //From Histogram
+#property indicator_width4 1
+
+#property indicator_label5 "ARR-UP"
+#property indicator_color5 MediumOrchid  // arrdwn[]
+#property indicator_type5  DRAW_ARROW
+#property indicator_width5 1
+
+#property indicator_label6 "ARR-DN"
+#property indicator_color6 Red  // arrup[]
+#property indicator_type6  DRAW_ARROW
+#property indicator_width6 1
+
+input int    Diamond        = 2;
+input int    ChannelDeviation        = 2;
+input bool   ShowChannels     = true;
+input bool   ShowArrows       = true;
+input bool   alertsOn         = false;
+input bool   alertsOnCurrent  = false;
+input bool   alertsMessage    = true;
+input bool   alertsSound      = true;
+input bool   alertsEmail      = false;
+input int    lookback         = 256;         // Maximum lookback period
+
+bool nexttrend;
+double minhighprice, maxlowprice;
+double up[], down[], atrlo[], atrhi[],  trend[];
+double arrup[], arrdwn[];
+//int ind_mahi, ind_malo, ind_atr;
+//double iMAHigh[], iMALow[], iATRx[];
+
+#include <AZ-INVEST/CustomBarConfig.mqh>
+#include <AZ-INVEST/SDK/IndicatorAccess.mqh>
+#include <IncOnRingBuffer\CATROnRingBuffer.mqh>
+#include <IncOnRingBuffer\CMAOnRingBuffer.mqh>
+
+CIndicatorAccess iAccess;
+CATROnRingBuffer atr;
+CMAOnRingBuffer maHigh;
+CMAOnRingBuffer maLow;
+
+//iMAHigh, iMALow, iATRx
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+int OnInit()
+{
+   SetIndexBuffer(0, up, INDICATOR_DATA);
+   SetIndexBuffer(1, down, INDICATOR_DATA);
+   
+   SetIndexBuffer(2, atrlo, INDICATOR_DATA);
+   SetIndexBuffer(3, atrhi, INDICATOR_DATA);
+   
+   SetIndexBuffer(4, arrup, INDICATOR_DATA);
+   SetIndexBuffer(5, arrdwn, INDICATOR_DATA);
+   
+   SetIndexBuffer(6, trend, INDICATOR_CALCULATIONS);
+//   SetIndexBuffer(7, iMAHigh, INDICATOR_CALCULATIONS);
+//   SetIndexBuffer(8, iMALow, INDICATOR_CALCULATIONS);
+//   SetIndexBuffer(9, iATRx, INDICATOR_CALCULATIONS);
+
+   PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);
+   PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0.0);
+   ArraySetAsSeries(up, true);
+   ArraySetAsSeries(down, true);
+   ArraySetAsSeries(atrlo, true);
+   ArraySetAsSeries(atrhi, true);
+   ArraySetAsSeries(arrup, true);
+   ArraySetAsSeries(arrdwn, true);
+   ArraySetAsSeries(trend, true);
+//   ArraySetAsSeries(iMAHigh, true);
+//   ArraySetAsSeries(iMALow, true);
+//   ArraySetAsSeries(iATRx, true);
+   if(ShowChannels)
+   {
+       
+      PlotIndexSetInteger(2,PLOT_LINE_COLOR,0,clrDodgerBlue); 
+      PlotIndexSetInteger(3,PLOT_LINE_COLOR,0,clrRed); 
+      PlotIndexSetInteger(2,PLOT_LINE_STYLE,STYLE_DOT);
+      PlotIndexSetInteger(3,PLOT_LINE_STYLE,STYLE_DOT);
+   }
+   else
+   {
+       PlotIndexSetInteger(2,PLOT_LINE_COLOR,0,clrNONE); 
+      PlotIndexSetInteger(3,PLOT_LINE_COLOR,0,clrNONE);
+      
+   }
+   
+   
+   if(ShowArrows)
+   {
+ 
+      bool rep5= PlotIndexSetInteger(4, PLOT_DRAW_TYPE, DRAW_ARROW);  
+      bool rep6=PlotIndexSetInteger(5, PLOT_DRAW_TYPE, DRAW_ARROW);
+      PlotIndexSetInteger(4, PLOT_ARROW, 233);     //233
+      PlotIndexSetInteger(5, PLOT_ARROW, 234);     //234
+      //Comment(ShowArrows +"\n"+rep5 +"\n"+ rep6);
+   
+   }
+   else
+   {  PlotIndexSetInteger(4, PLOT_DRAW_TYPE, DRAW_NONE);
+      PlotIndexSetInteger(5, PLOT_DRAW_TYPE, DRAW_NONE);   
+   }
+   
+   
+   //ind_mahi = iMA(NULL, 0, Diamond, 0, MODE_SMA, PRICE_HIGH);
+   //ind_malo = iMA(NULL, 0, Diamond, 0, MODE_SMA, PRICE_LOW);
+   //ind_atr = iATR(NULL, 0, 100);
+   //if(ind_mahi == INVALID_HANDLE || ind_mahi == INVALID_HANDLE || ind_atr == INVALID_HANDLE)
+  // {
+   //   PrintFormat("Failed to create handle of the indicators, error code %d", GetLastError());
+   //   return(INIT_FAILED);
+   //}
+   
+   customChartIndicator.SetGetTimeFlag();
+   
+   if(!atr.Init(100,MODE_SMA,lookback))
+   {
+      PrintFormat("Failed to create ATR on ring buffer");
+      return(INIT_FAILED);
+   }
+   
+   if(!maHigh.Init(Diamond, MODE_SMA, lookback))
+   {
+      PrintFormat("Failed to create maHigh on ring buffer");
+      return(INIT_FAILED);
+   }
+
+   if(!maLow.Init(Diamond, MODE_SMA, lookback))
+   {
+      PrintFormat("Failed to create maLow on ring buffer");
+      return(INIT_FAILED);
+   }
+   
+   
+   nexttrend = 0;
+   minhighprice = iHigh(NULL, 0, Bars(NULL, 0) - 1); // ?
+   maxlowprice = iLow(NULL, 0, Bars(NULL, 0) - 1); // ?
+   return (INIT_SUCCEEDED);
+}
+//+------------------------------------------------------------------+
+//|                                                                  |`
+//+------------------------------------------------------------------+
+int  OnCalculate(
+   const int        rates_total,       // size of input time series
+   const int        prev_calculated,   // number of handled bars at the previous call
+   const datetime&  time[],            // Time array
+   const double&    open[],            // Open array
+   const double&    high[],            // High array
+   const double&    low[],             // Low array
+   const double&    close[],           // Close array
+   const long&      tick_volume[],     // Tick Volume array
+   const long&      volume[],          // Real Volume array
+   const int&       spread[]           // Spread array
+)
+{
+   //
+   // Process data through custom chart 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 = ArraySize(customChartIndicator.Close);
+   
+   //
+   
+   int i, limit, to_copy;
+   double _atr, lowprice_i, highprice_i, lowma, highma;
+   
+   ArraySetAsSeries(customChartIndicator.Time, true);
+   ArraySetAsSeries(customChartIndicator.High, true);
+   ArraySetAsSeries(customChartIndicator.Low, true);
+   ArraySetAsSeries(customChartIndicator.Close, true);
+   
+   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 += 10;
+   }
+   
+//   if(!RefreshBuffers(iMAHigh, iMALow, iATRx, ind_mahi, ind_malo, ind_atr, to_copy))
+//      return(0);
+
+   atr.MainOnArray(_rates_total,_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close);
+   maHigh.MainOnArray(_rates_total, _prev_calculated, customChartIndicator.High);
+   maLow.MainOnArray(_rates_total, _prev_calculated, customChartIndicator.Low);
+//  
+      
+   if(_prev_calculated == 0)
+      limit = _rates_total - 2;
+   else
+      limit = _rates_total - _prev_calculated + 1;
+
+   for(i = limit; i >= 0; i--)
+   {
+      //lowprice_i = iLow(NULL, 0, iLowest(NULL, 0, MODE_LOW, Diamond, i));
+      //highprice_i = iHigh(NULL, 0, iHighest(NULL, 0, MODE_HIGH, Diamond, i));
+      //lowma = NormalizeDouble(iMALow[i], _Digits);
+      //highma = NormalizeDouble(iMAHigh[i], _Digits);
+      
+      lowprice_i = customChartIndicator.Low[iAccess.Lowest(customChartIndicator.Low, Diamond, i)];
+      highprice_i = customChartIndicator.High[iAccess.Highest(customChartIndicator.High, Diamond, i)];
+      lowma = NormalizeDouble(maLow[i], _Digits);
+      highma = NormalizeDouble(maHigh[i], _Digits);
+      
+      //
+      
+      trend[i] = trend[i + 1];
+      
+      //atr = iATRx[i] / 2;
+      _atr = atr[i] / 2;
+      
+      arrup[i]  = EMPTY_VALUE;
+      arrdwn[i] = EMPTY_VALUE;
+      
+      if(trend[i + 1] != 1.0)
+      {
+         maxlowprice = MathMax(lowprice_i, maxlowprice);
+         if(highma < maxlowprice && customChartIndicator.Close[i] < customChartIndicator.Low[i + 1])
+         {
+            trend[i] = 1.0;
+            nexttrend = 0;
+            minhighprice = highprice_i;
+         }
+      }
+      else
+      {
+         minhighprice = MathMin(highprice_i, minhighprice);
+         if(lowma > minhighprice && customChartIndicator.Close[i] > customChartIndicator.High[i + 1])
+         {
+            trend[i] = 0.0;
+            nexttrend = 1;
+            maxlowprice = lowprice_i;
+         }
+      }
+      //---
+      if(trend[i] == 0.0)
+      {
+         if(trend[i + 1] != 0.0)
+         {
+            up[i] = down[i + 1];
+            up[i + 1] = up[i];
+            arrup[i] = up[i] - 2 * _atr;
+         }
+         else
+         {
+            up[i] = MathMax(maxlowprice, up[i + 1]);
+         }
+
+        
+         atrhi[i] = up[i] + ChannelDeviation*_atr;
+         atrlo[i] = up[i] - ChannelDeviation*_atr;
+         down[i] = 0.0;
+      }
+      else
+      {
+         if(trend[i + 1] != 1.0)
+         {
+            down[i] = up[i + 1];
+            down[i + 1] = down[i];
+            arrdwn[i] = down[i] + 2 * _atr;
+         }
+         else
+         {
+            down[i] = MathMin(minhighprice, down[i + 1]);
+         }
+         
+         
+         atrhi[i] = down[i] + ChannelDeviation*_atr;
+         atrlo[i] = down[i] - ChannelDeviation*_atr;
+         up[i] = 0.0;
+      }
+   }
+   manageAlerts();
+   return (rates_total);
+}
+
+/*
+//+------------------------------------------------------------------+
+//| Filling indicator buffers from the indicators                    |
+//+------------------------------------------------------------------+
+bool RefreshBuffers(double &hi_buffer[],
+                    double &lo_buffer[],
+                    double &atr_buffer[],
+                    int hi_handle,
+                    int lo_handle,
+                    int atr_handle,
+                    int amount
+                   )
+{
+//--- reset error code
+   ResetLastError();
+//--- fill a part of the iMACDBuffer array with values from the indicator buffer that has 0 index
+   if(CopyBuffer(hi_handle, 0, 0, amount, hi_buffer) < 0)
+   {
+      //--- if the copying fails, tell the error code
+      PrintFormat("Failed to copy data from the MaHigh indicator, error code %d", GetLastError());
+      //--- quit with zero result - it means that the indicator is considered as not calculated
+      return(false);
+   }
+//--- fill a part of the SignalBuffer array with values from the indicator buffer that has index 1
+   if(CopyBuffer(lo_handle, 0, 0, amount, lo_buffer) < 0)
+   {
+      //--- if the copying fails, tell the error code
+      PrintFormat("Failed to copy data from the MaLow indicator, error code %d", GetLastError());
+      //--- quit with zero result - it means that the indicator is considered as not calculated
+      return(false);
+   }
+//--- fill a part of the StdDevBuffer array with values from the indicator buffer
+   if(CopyBuffer(atr_handle, 0, 0, amount, atr_buffer) < 0)
+   {
+      //--- if the copying fails, tell the error code
+      PrintFormat("Failed to copy data from the ATR indicator, error code %d", GetLastError());
+      //--- quit with zero result - it means that the indicator is considered as not calculated
+      return(false);
+   }
+//--- everything is fine
+   return(true);
+}
+*/
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void manageAlerts()
+{
+   int whichBar;
+   if (alertsOn)
+   {
+      if (alertsOnCurrent)
+         whichBar = 0;
+      else
+         whichBar = 1;
+      if (arrup[whichBar]  != EMPTY_VALUE) doAlert(whichBar, "up");
+      if (arrdwn[whichBar] != EMPTY_VALUE) doAlert(whichBar, "down");
+   }
+}
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void doAlert(int forBar, string doWhat)
+{
+   static string   previousAlert = "nothing";
+   static datetime previousTime;
+   string message;
+   if (previousAlert != doWhat || previousTime != iTime(NULL, 0, forBar))
+   {
+      previousAlert  = doWhat;
+      previousTime   = iTime(NULL, 0, forBar);
+      message = StringFormat("%s at %s", Symbol(), TimeToString(TimeLocal(), TIME_SECONDS), " HalfTrend signal ", doWhat);
+      if (alertsMessage) Alert(message);
+      if (alertsEmail)   SendMail(Symbol(), StringFormat("HalfTrend %s", message));
+      if (alertsSound)   PlaySound("alert2.wav");
+   }
+}
+
+//+------------------------------------------------------------------+

Indicators/RangeBars/Heiken_Ashi.mq5

@@ -20,15 +20,10 @@ double ExtLBuffer[];
 double ExtCBuffer[];
 double ExtColorBuffer[];
 
-//
-//
 //
 
-#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
+#include <AZ-INVEST/CustomBarConfig.mqh>
 
-//
-//
 //
 
 //+------------------------------------------------------------------+
@@ -70,33 +65,36 @@ int OnCalculate(const int rates_total,
    // Process data through MedianRenko indicator
    //
    
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,time))
+   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:
    //
-   // rangeBarsIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   // customChartIndicator.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[]
+   // 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[]
    //
-   // rangeBarsIndicator.IsNewBar (true/false) informs you if a renko brick completed
+   // customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
    //
-   // rangeBarsIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
-   // (!) rangeBarsIndicator.SetGetTimeFlag() must be called in OnInit() for rangeBarsIndicator.Time[] to be used
+   // 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
    //
-   // rangeBarsIndicator.Tick_volume[] should be used instead of TickVolume[]
-   // rangeBarsIndicator.Real_volume[] should be used instead of Volume[]
-   // (!) rangeBarsIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] 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
    //
-   // rangeBarsIndicator.Price[] should be used instead of Price[]
-   // (!) rangeBarsIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for rangeBarsIndicator.Price[] 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 = rangeBarsIndicator.GetPrevCalculated();
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
    
    //
    //
@@ -106,10 +104,10 @@ int OnCalculate(const int rates_total,
    if(_prev_calculated==0)
      {
       //--- set first candle
-      ExtLBuffer[0]=rangeBarsIndicator.Low[0];
-      ExtHBuffer[0]=rangeBarsIndicator.High[0];
-      ExtOBuffer[0]=rangeBarsIndicator.Open[0];
-      ExtCBuffer[0]=rangeBarsIndicator.Close[0];
+      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;
@@ -118,9 +116,9 @@ int OnCalculate(const int rates_total,
    for(i=limit;i<rates_total && !IsStopped();i++)
      {
       double haOpen=(ExtOBuffer[i-1]+ExtCBuffer[i-1])/2;
-      double haClose=(rangeBarsIndicator.Open[i]+rangeBarsIndicator.High[i]+rangeBarsIndicator.Low[i]+rangeBarsIndicator.Close[i])/4;
-      double haHigh=MathMax(rangeBarsIndicator.High[i],MathMax(haOpen,haClose));
-      double haLow=MathMin(rangeBarsIndicator.Low[i],MathMin(haOpen,haClose));
+      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;

Indicators/RangeBars/Ichimoku.mq5

@@ -33,15 +33,10 @@ double    ExtSpanABuffer[];
 double    ExtSpanBBuffer[];
 double    ExtChikouBuffer[];
 
-//
-//
 //
 
-#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
+#include <AZ-INVEST/CustomBarConfig.mqh>
 
-//
-//
 //
 
 //+------------------------------------------------------------------+
@@ -118,33 +113,36 @@ int OnCalculate(const int rates_total,
    // Process data through MedianRenko indicator
    //
    
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,time))
+   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:
    //
-   // rangeBarsIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   // customChartIndicator.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[]
+   // 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[]
    //
-   // rangeBarsIndicator.IsNewBar (true/false) informs you if a renko brick completed
+   // customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
    //
-   // rangeBarsIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
-   // (!) rangeBarsIndicator.SetGetTimeFlag() must be called in OnInit() for rangeBarsIndicator.Time[] to be used
+   // 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
    //
-   // rangeBarsIndicator.Tick_volume[] should be used instead of TickVolume[]
-   // rangeBarsIndicator.Real_volume[] should be used instead of Volume[]
-   // (!) rangeBarsIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] 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
    //
-   // rangeBarsIndicator.Price[] should be used instead of Price[]
-   // (!) rangeBarsIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for rangeBarsIndicator.Price[] 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 = rangeBarsIndicator.GetPrevCalculated();
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
    
    //
    //
@@ -157,20 +155,20 @@ int OnCalculate(const int rates_total,
 //---
    for(int i=limit;i<rates_total && !IsStopped();i++)
      {
-      ExtChikouBuffer[i]=rangeBarsIndicator.Close[i];
+      ExtChikouBuffer[i]=customChartIndicator.Close[i];
       //--- tenkan sen
-      double _high=Highest(rangeBarsIndicator.High,InpTenkan,i);
-      double _low=Lowest(rangeBarsIndicator.Low,InpTenkan,i);
+      double _high=Highest(customChartIndicator.High,InpTenkan,i);
+      double _low=Lowest(customChartIndicator.Low,InpTenkan,i);
       ExtTenkanBuffer[i]=(_high+_low)/2.0;
       //--- kijun sen
-      _high=Highest(rangeBarsIndicator.High,InpKijun,i);
-      _low=Lowest(rangeBarsIndicator.Low,InpKijun,i);
+      _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(rangeBarsIndicator.High,InpSenkou,i);
-      _low=Lowest(rangeBarsIndicator.Low,InpSenkou,i);
+      _high=Highest(customChartIndicator.High,InpSenkou,i);
+      _low=Lowest(customChartIndicator.Low,InpSenkou,i);
       ExtSpanBBuffer[i]=(_high+_low)/2.0;
      }
 //--- done

Indicators/RangeBars/LinearRegression.mq5

@@ -0,0 +1,96 @@
+#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/CustomBarConfig.mqh>
+
+//
+
+//+------------------------------------------------------------------+
+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/MA.mq5

@@ -21,15 +21,10 @@ input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE;
 //--- indicator buffers
 double               ExtLineBuffer[];
 
-//
-//
 //
 
-#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
+#include <AZ-INVEST/CustomBarConfig.mqh>
 
-//
-//
 //
 
 //+------------------------------------------------------------------+
@@ -169,7 +164,7 @@ void OnInit()
    //  Indicator uses Price[] array for calculations so we need to set this in the MedianRenkoIndicator class
    //
   
-   rangeBarsIndicator.SetUseAppliedPriceFlag(InpAppliedPrice);
+   customChartIndicator.SetUseAppliedPriceFlag(InpAppliedPrice);
    
    //
    //
@@ -200,33 +195,36 @@ int OnCalculate(const int rates_total,const int prev_calculated,
    // Process data through MedianRenko indicator
    //
    
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time))
+   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:
    //
-   // rangeBarsIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   // customChartIndicator.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[]
+   // 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[]
    //
-   // rangeBarsIndicator.IsNewBar (true/false) informs you if a renko brick completed
+   // customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
    //
-   // rangeBarsIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
-   // (!) rangeBarsIndicator.SetGetTimeFlag() must be called in OnInit() for rangeBarsIndicator.Time[] to be used
+   // 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
    //
-   // rangeBarsIndicator.Tick_volume[] should be used instead of TickVolume[]
-   // rangeBarsIndicator.Real_volume[] should be used instead of Volume[]
-   // (!) rangeBarsIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] 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
    //
-   // rangeBarsIndicator.Price[] should be used instead of Price[]
-   // (!) rangeBarsIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for rangeBarsIndicator.Price[] 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 = rangeBarsIndicator.GetPrevCalculated();
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
    int _begin = 0;
 
    //
@@ -246,10 +244,10 @@ int OnCalculate(const int rates_total,const int prev_calculated,
 //--- calculation
    switch(InpMAMethod)
      {
-      case MODE_EMA:  CalculateEMA(rates_total,_prev_calculated,_begin,rangeBarsIndicator.Price);        break;
-      case MODE_LWMA: CalculateLWMA(rates_total,_prev_calculated,_begin,rangeBarsIndicator.Price);       break;
-      case MODE_SMMA: CalculateSmoothedMA(rates_total,_prev_calculated,_begin,rangeBarsIndicator.Price); break;
-      case MODE_SMA:  CalculateSimpleMA(rates_total,_prev_calculated,_begin,rangeBarsIndicator.Price);   break;
+      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/MACD.mq5

@@ -35,17 +35,11 @@ double                   ExtFastMaBuffer[];
 double                   ExtSlowMaBuffer[];
 double                   ExtMacdBuffer[];
 
-//
-//
 //
 
-#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
+#include <AZ-INVEST/CustomBarConfig.mqh>
 
 //
-//
-//
-
 
 //+------------------------------------------------------------------+
 //| Custom indicator initialization function                         |
@@ -80,27 +74,43 @@ int OnCalculate(const int rates_total,const int prev_calculated,
                 const int &Spread[])
   {
    //
-   // Precoess data through MedianRenko indicator
+   // Process data through MedianRenko indicator
    //
    
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time))
+   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:
    //
-   // 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[]
+   // customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
    //
-
-   int _prev_calculated = rangeBarsIndicator.GetPrevCalculated();
+   // 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();
    
    //
    //
-   //    
+   //  
      
 //--- check for data
    if(rates_total<InpSignalSMA)
@@ -115,16 +125,17 @@ int OnCalculate(const int rates_total,const int prev_calculated,
      }
 //--- 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++)
    {
       ExtMacdBuffer[i] = ExtFastMaBuffer[i]-ExtSlowMaBuffer[i];

Indicators/RangeBars/MACD_Line.mq5

@@ -0,0 +1,132 @@
+//+------------------------------------------------------------------+
+//|                                                         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"
+#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/CustomBarConfig.mqh>
+
+//
+
+//+------------------------------------------------------------------+
+//| 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();
+   
+   //
+   //
+   //    
+     
+//--- 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/Momentum.mq5

@@ -21,16 +21,12 @@ double    ExtMomentumBuffer[];
 //--- global variable
 int       ExtMomentumPeriod;
 
-//
-//
 //
 
-#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
+#include <AZ-INVEST/CustomBarConfig.mqh>
 
 //
-//
-//
+
 //+------------------------------------------------------------------+
 //| Custom indicator initialization function                         |
 //+------------------------------------------------------------------+
@@ -40,7 +36,7 @@ void OnInit()
    //  Indicator uses Price[] array for calculations so we need to set this in the MedianRenkoIndicator class
    //
   
-   rangeBarsIndicator.SetUseAppliedPriceFlag(InpApplyToPrice);
+   customChartIndicator.SetUseAppliedPriceFlag(InpApplyToPrice);
    
    //
    //
@@ -91,33 +87,36 @@ int OnCalculate(const int rates_total,const int prev_calculated,
    // Process data through MedianRenko indicator
    //
    
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time))
+   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:
    //
-   // rangeBarsIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   // customChartIndicator.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[]
+   // 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[]
    //
-   // rangeBarsIndicator.IsNewBar (true/false) informs you if a renko brick completed
+   // customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
    //
-   // rangeBarsIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
-   // (!) rangeBarsIndicator.SetGetTimeFlag() must be called in OnInit() for rangeBarsIndicator.Time[] to be used
+   // 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
    //
-   // rangeBarsIndicator.Tick_volume[] should be used instead of TickVolume[]
-   // rangeBarsIndicator.Real_volume[] should be used instead of Volume[]
-   // (!) rangeBarsIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] 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
    //
-   // rangeBarsIndicator.Price[] should be used instead of Price[]
-   // (!) rangeBarsIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for rangeBarsIndicator.Price[] 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 = rangeBarsIndicator.GetPrevCalculated();
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
    
    //
    //
@@ -137,8 +136,8 @@ int OnCalculate(const int rates_total,const int prev_calculated,
 //--- main cycle
    for(int i=pos;i<rates_total && !IsStopped();i++)
      {
-      if(rangeBarsIndicator.Price[i-ExtMomentumPeriod] > 0)
-         ExtMomentumBuffer[i]=rangeBarsIndicator.Price[i]*100/rangeBarsIndicator.Price[i-ExtMomentumPeriod];
+      if(customChartIndicator.Price[i-ExtMomentumPeriod] > 0)
+         ExtMomentumBuffer[i]=customChartIndicator.Price[i]*100/customChartIndicator.Price[i-ExtMomentumPeriod];
       
      }
 //--- OnCalculate done. Return new prev_calculated.

Indicators/RangeBars/NRTR.mq5

@@ -0,0 +1,233 @@
+
+
+//+------------------------------------------------------------------+
+//|                                                        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/CustomBarConfig.mqh>
+
+//
+
+//+------------------------------------------------------------------+
+//| 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[]
+                )
+  {
+   //
+   // 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();
+   
+   //
+   //
+   //  
+     
+   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/OBV.mq5

@@ -0,0 +1,117 @@
+//+------------------------------------------------------------------+
+//|                                                          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[];
+
+//
+
+#include <AZ-INVEST/CustomBarConfig.mqh>
+
+//
+
+//+------------------------------------------------------------------+
+//| 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 MedianRenko 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/OscillatorCandles.mq5

@@ -0,0 +1,679 @@
+//+------------------------------------------------------------------+
+//|                                           Oscillator Candles.mq5 |
+//|                        Copyright 2015, MetaQuotes Software Corp. |
+//|                                             https://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright  "Copyright 2015, MetaQuotes Software Corp."
+#property link       "https://www.mql5.com"
+#property description"Oscillator Candles by pipPod"
+#property version    "1.00"
+#property indicator_separate_window
+#property indicator_buffers 7
+#property indicator_plots   1
+//---
+#property indicator_type1  DRAW_COLOR_CANDLES
+#property indicator_color1  clrLimeGreen,clrFireBrick
+//---
+#property indicator_levelcolor clrLightSlateGray
+//---
+double indicator_level1=   0;
+double indicator_level2=  20;
+double indicator_level3=  30;
+double indicator_level4=  50;
+double indicator_level5=  70;
+double indicator_level6=  80;
+double indicator_level7= 100;
+double indicator_level8=-100;
+//---
+#include <MovingAverages.mqh>
+#include <AZ-INVEST/CustomBarConfig.mqh>
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+enum indicators
+  {
+   INDICATOR_MACD,         //Moving Average Convergence/Divergence
+   INDICATOR_STOCHASTIC,   //Stochastic Oscillator
+   INDICATOR_RSI,          //Relative Strength Index
+   INDICATOR_CCI,          //Commodity Channel Index
+   INDICATOR_MOMENTUM,     //Momentum Index
+  };
+//--- indicator to show
+input indicators  Indicator=INDICATOR_MACD;
+//--- indicator parameters
+input string MACD;
+input ushort FastEMA=12;   //Fast EMA Period
+input ushort SlowEMA=26;   //Slow EMA Period
+//---
+input string Stochastic;
+input ushort Kperiod=7;    //K Period
+input ushort Slowing=3;
+input ENUM_STO_PRICE PriceField=STO_LOWHIGH; //Price Field
+//---
+input string RSI;
+input ushort RSIPeriod=14; //RSI Period
+//---
+input string CCI;
+input ushort CCIPeriod=14; //CCI Period
+//---
+input string Momentum;
+input ushort MomPeriod=14; //Momentum Period
+//---
+input string _;            //---
+input bool PriceLine=true; //Horizontal Value Line
+#define priceLine "priceLine"
+input bool AutoColor=false;//Auto Color Candles
+//---index buffers for drawing candles
+double OpenBuffer[];
+double HighBuffer[];
+double LowBuffer[];
+double CloseBuffer[];
+double ColorBuffer[];
+//---Stochastic buffers
+double HighesBuffer[];
+double LowestBuffer[];
+//---CCI buffers
+double PriceBuffer[];
+double MovAvBuffer[];
+//---
+long chartID=ChartID();
+short window;
+#define OBJ_NONE -1
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   string shortName;
+   switch(Indicator)
+     {
+      case INDICATOR_MACD:
+         shortName=StringFormat("MACD(%d,%d)",FastEMA,SlowEMA);
+         IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
+         IndicatorSetInteger(INDICATOR_LEVELS,1);
+         IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level1);
+         PlotIndexSetString(0,PLOT_LABEL,"MACD Open;MACD High;MACD Low;MACD Close");
+         for(int i=0;i<5;i++)
+            PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,SlowEMA-1);
+         break;
+      case INDICATOR_STOCHASTIC:
+         shortName=StringFormat("Stochastic(%d,%d)",Kperiod,Slowing);
+         SetIndexBuffer(5,HighesBuffer,INDICATOR_CALCULATIONS);
+         SetIndexBuffer(6,LowestBuffer,INDICATOR_CALCULATIONS);
+         IndicatorSetInteger(INDICATOR_DIGITS,0);
+         IndicatorSetInteger(INDICATOR_LEVELS,3);
+         IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level2);
+         IndicatorSetDouble(INDICATOR_LEVELVALUE,1,indicator_level4);
+         IndicatorSetDouble(INDICATOR_LEVELVALUE,2,indicator_level6);
+         PlotIndexSetString(0,PLOT_LABEL,"Stoch Open;Stoch High;Stoch Low;Stoch Close");
+         for(int i=0;i<5;i++)
+            PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,Kperiod-1+Slowing-1);
+         break;
+      case INDICATOR_RSI:
+         shortName=StringFormat("RSI(%d)",RSIPeriod);
+         IndicatorSetInteger(INDICATOR_DIGITS,0);
+         IndicatorSetInteger(INDICATOR_LEVELS,3);
+         IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level3);
+         IndicatorSetDouble(INDICATOR_LEVELVALUE,1,indicator_level4);
+         IndicatorSetDouble(INDICATOR_LEVELVALUE,2,indicator_level5);
+         PlotIndexSetString(0,PLOT_LABEL,"RSI Open;RSI High;RSI Low;RSI Close");
+         for(int i=0;i<5;i++)
+            PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,RSIPeriod-1);
+         break;
+      case INDICATOR_CCI:
+         shortName=StringFormat("CCI(%d)",CCIPeriod);
+         SetIndexBuffer(5,PriceBuffer,INDICATOR_CALCULATIONS);
+         SetIndexBuffer(6,MovAvBuffer,INDICATOR_CALCULATIONS);
+         IndicatorSetInteger(INDICATOR_DIGITS,0);
+         IndicatorSetInteger(INDICATOR_LEVELS,3);
+         IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level1);
+         IndicatorSetDouble(INDICATOR_LEVELVALUE,1,indicator_level7);
+         IndicatorSetDouble(INDICATOR_LEVELVALUE,2,indicator_level8);
+         PlotIndexSetString(0,PLOT_LABEL,"CCI Open;CCI High;CCI Low;CCI Close");
+         for(int i=0;i<5;i++)
+            PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,CCIPeriod-1);
+         break;
+      case INDICATOR_MOMENTUM:
+         shortName=StringFormat("Momentum(%d)",MomPeriod);
+         IndicatorSetInteger(INDICATOR_DIGITS,2);
+         IndicatorSetInteger(INDICATOR_LEVELS,1);
+         IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level7);
+         PlotIndexSetString(0,PLOT_LABEL,"Mom Open;Mom High;Mom Low;Mom Close");
+         for(int i=0;i<5;i++)
+            PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,MomPeriod-1);
+     }
+//---set name, get window
+   IndicatorSetString(INDICATOR_SHORTNAME,shortName);
+   window=(short)ChartWindowFind(chartID,shortName);
+//---index buffers
+   SetIndexBuffer(0,OpenBuffer,INDICATOR_DATA);
+   SetIndexBuffer(1,HighBuffer,INDICATOR_DATA);
+   SetIndexBuffer(2,LowBuffer,INDICATOR_DATA);
+   SetIndexBuffer(3,CloseBuffer,INDICATOR_DATA);
+   SetIndexBuffer(4,ColorBuffer,INDICATOR_COLOR_INDEX);
+//---color bars
+   if(AutoColor)
+      SetColors();
+//---delete price line
+   if(!PriceLine && ObjectFind(chartID,priceLine)!=OBJ_NONE)
+      ObjectDelete(chartID,priceLine);
+//---
+   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(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+      
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+   
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   
+   //  
+
+
+//---bars to count
+   int toFill=rates_total-_prev_calculated;
+   if(_prev_calculated>0)
+      toFill++;
+//---fill OHLC buffers
+   switch(Indicator)
+     {
+      case INDICATOR_MACD:
+         if(MACD(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
+         return(0);
+         break;
+      case INDICATOR_STOCHASTIC:
+         if(Stochastic(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
+         return(0);
+         break;
+      case INDICATOR_RSI:
+         if(RSI(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
+         return(0);
+         break;
+      case INDICATOR_CCI:
+         if(CCI(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
+         return(0);
+         break;
+      case INDICATOR_MOMENTUM:
+         if(Momentum(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
+         return(0);
+     }
+//--- return value of prev_calculated for next call
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//| Moving Average Convergence/Divergence                            |
+//+------------------------------------------------------------------+
+int MACD(const int rates_total,
+         const int prev_calculated,
+         const double &high[],
+         const double &low[],
+         const double &close[])
+  {
+//---check bars and input vars
+   if(rates_total<=SlowEMA || FastEMA<=1 || SlowEMA<FastEMA)
+      return(0);
+//---declare vars
+   int begin,count=0;
+   double highFast,highSlow,
+   lowFast,lowSlow,
+   closeFast,closeSlow;
+   static double prevCloseFast,prevCloseSlow;
+//--- initial zero
+   if(prev_calculated==0)
+     {
+      for(int i=0;i<SlowEMA && !IsStopped();i++)
+        {
+         OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
+         count++;
+        }
+      begin=SlowEMA;
+     }
+   else
+      begin=prev_calculated-1;
+//--- calculate MACD
+   for(int i=begin;i<rates_total && !IsStopped();i++)
+     {
+      highFast = ExponentialMA(i,FastEMA,prevCloseFast,high);
+      highSlow = ExponentialMA(i,SlowEMA,prevCloseSlow,high);
+      lowFast = ExponentialMA(i,FastEMA,prevCloseFast,low);
+      lowSlow = ExponentialMA(i,SlowEMA,prevCloseSlow,low);
+      closeFast = ExponentialMA(i,FastEMA,prevCloseFast,close);
+      closeSlow = ExponentialMA(i,SlowEMA,prevCloseSlow,close);
+      //---fill OHLC buffers
+      HighBuffer[i]= highFast-highSlow;
+      LowBuffer[i] = lowFast-lowSlow;
+      CloseBuffer[i]=closeFast-closeSlow;
+      //---check for new bar
+      static int k;
+      if(k!=i)
+        {
+         prevCloseFast = closeFast;
+         prevCloseSlow = closeSlow;
+         OpenBuffer[i] = CloseBuffer[i-1];
+         k=i;
+        }
+      //---set candle color
+      ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
+      //---horizontal value line
+      if(PriceLine)
+         PriceLine(CloseBuffer[i]);
+      count++;
+     }
+//--- macd done. return count.
+   return(count);
+  }
+//+------------------------------------------------------------------+
+//| Stochastic Oscillator                                            |
+//+------------------------------------------------------------------+
+int Stochastic(const int rates_total,
+               const int prev_calculated,
+               const double &high[],
+               const double &low[],
+               const double &close[])
+  {
+//--- check for bars count
+   if(rates_total<=Kperiod+Slowing || Kperiod<=1)
+      return(0);
+//--- declare variables
+   int begin,count=0;
+   double sumLowH,sumLowL,sumLowC,sumHigh;
+   double min,max;
+//---
+   begin=Kperiod-1;
+   if(begin<prev_calculated)
+      begin=prev_calculated-1;
+   else
+   for(int i=0;i<begin && !IsStopped();i++)
+             LowestBuffer[i]=HighesBuffer[i]=0.0;
+//--- calculate HighesBuffer[] and LowestBuffer[]
+   for(int i=begin;i<rates_total && !IsStopped();i++)
+     {
+      min = 1000000.0;
+      max =-1000000.0;
+      for(int k=(i-Kperiod+1);k<=i;k++)
+        {
+         switch(PriceField)
+           {
+            case STO_LOWHIGH:
+               if(min>low[k])
+               min=low[k];
+               if(max<high[k])
+                  max=high[k];
+               break;
+            case STO_CLOSECLOSE:
+               if(min>close[k])
+               min=close[k];
+               if(max<close[k])
+                  max=close[k];
+           }
+        }
+      LowestBuffer[i] = min;
+      HighesBuffer[i] = max;
+     }
+//--- %K
+   begin=Kperiod-1;
+   if(begin<prev_calculated)
+      begin=prev_calculated-1;
+   else
+   for(int i=0;i<begin && !IsStopped();i++)
+     {
+      OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
+      count++;
+     }
+//--- main cycle
+   for(int i=begin;i<rates_total && !IsStopped();i++)
+     {
+      sumLowH=sumLowL=sumLowC=sumHigh=0.0;
+      for(int k=(i-Slowing+1);k<=i;k++)
+        {
+         sumLowH += (high[i]-LowestBuffer[k]);
+         sumLowL += (low[i]-LowestBuffer[k]);
+         sumLowC += (close[k]-LowestBuffer[k]);
+         sumHigh += (HighesBuffer[k]-LowestBuffer[k]);
+        }
+      //---check for new bar
+      static int k;
+      if(k!=i)
+        {
+         OpenBuffer[i]=CloseBuffer[i-1];
+         k=i;
+        }
+      //---check zero divide and fill candle buffers
+      if(sumHigh==0.0)
+         HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=50.0;
+      else
+        {
+         HighBuffer[i]= OpenBuffer[i]+(sumLowH/sumHigh*100-OpenBuffer[i])/Slowing;
+         LowBuffer[i] = OpenBuffer[i]+(sumLowL/sumHigh*100-OpenBuffer[i])/Slowing;
+         CloseBuffer[i]=sumLowC/sumHigh*100;
+        }
+      //---set candle color
+      ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
+      //---horizontal value line
+      if(PriceLine)
+         PriceLine(CloseBuffer[i]);
+      count++;
+     }
+//--- stochastic done. return count.
+   return(count);
+  }
+//+------------------------------------------------------------------+
+//| Relative Strength index                                          |
+//+------------------------------------------------------------------+
+int RSI(const int rates_total,
+        const int prev_calculated,
+        const double &high[],
+        const double &low[],
+        const double &close[])
+  {
+//--- check bars and input vars
+   if(rates_total<=RSIPeriod || RSIPeriod<=1)
+      return(0);
+   int begin,count=0;
+//--- declare vars
+   double diffC,
+   diffH,
+   diffL;
+   double currPositive = 0.0,
+   currNegative = 0.0;
+   static double prevPositive = 0.0,
+   prevNegative = 0.0;
+//--- preliminary calculations
+   begin=prev_calculated-1;
+   if(begin<=RSIPeriod)
+     {
+      //--- first RSIPeriod values of the indicator are not calculated
+      OpenBuffer[0]=HighBuffer[0]=LowBuffer[0]=CloseBuffer[0]=0.0;
+      double sumPositive = 0.0,
+      sumNegative = 0.0;
+      count++;
+      for(int i=1;i<=RSIPeriod && !IsStopped();i++)
+        {
+         OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
+         diffC=close[i]-close[i-1];
+         sumPositive += (diffC>0.0? diffC:0.0);
+         sumNegative += (diffC<0.0?-diffC:0.0);
+         count++;
+        }
+      //--- calculate first visible value
+      currPositive = sumPositive/RSIPeriod;
+      currNegative = sumNegative/RSIPeriod;
+      //--- check zero divide, calculate first rsi and fill candle buffers
+      if(currNegative!=0.0)
+         OpenBuffer[RSIPeriod]=HighBuffer[RSIPeriod]=LowBuffer[RSIPeriod]=
+                               CloseBuffer[RSIPeriod]=100.0-100.0/(1.0+currPositive/currNegative);
+      else
+      if(currPositive!=0.0)
+                       OpenBuffer[RSIPeriod]=HighBuffer[RSIPeriod]=LowBuffer[RSIPeriod]=
+                       CloseBuffer[RSIPeriod]=100.0;
+      else
+      OpenBuffer[RSIPeriod]=HighBuffer[RSIPeriod]=LowBuffer[RSIPeriod]=
+                            CloseBuffer[RSIPeriod]=50.0;
+      prevPositive = currPositive;
+      prevNegative = currNegative;
+      //--- prepare the position value for main calculation
+      begin=RSIPeriod+1;
+     }
+//--- the main loop of calculations
+   for(int i=begin;i<rates_total && !IsStopped();i++)
+     {
+      diffC = close[i]-close[i-1];
+      diffH = (high[i]-close[i-1])/RSIPeriod;
+      diffL = (low[i]-close[i-1])/RSIPeriod;
+      currPositive = (prevPositive*(RSIPeriod-1)+(diffC>0.0? diffC:0.0))/RSIPeriod;
+      currNegative = (prevNegative*(RSIPeriod-1)+(diffC<0.0?-diffC:0.0))/RSIPeriod;
+      //--- check zero divide, calculate rsi and fill candle buffers
+      if(prevNegative!=0.0)
+        {
+         HighBuffer[i]= 100.0-100.0/(1.0+(prevPositive+diffH)/prevNegative);
+         LowBuffer[i] = 100.0-100.0/(1.0+prevPositive/(prevNegative-diffL));
+        }
+      else
+      if(prevPositive!=0.0)
+                       HighBuffer[i]= LowBuffer[i] = 100.0;
+      else
+         HighBuffer[i]=LowBuffer[i]=50.0;
+      if(currNegative!=0.0)
+         CloseBuffer[i]=100.0-100.0/(1.0+currPositive/currNegative);
+      else
+      if(currPositive!=0.0)
+                       CloseBuffer[i]=100.0;
+      else
+         CloseBuffer[i]=50.0;
+      //---check for new bar
+      static int k;
+      if(k!=i)
+        {
+         prevPositive = currPositive;
+         prevNegative = currNegative;
+         OpenBuffer[i]= CloseBuffer[i-1];
+         k=i;
+        }
+      //---set candle color
+      ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
+      //---horizontal value line
+      if(PriceLine)
+         PriceLine(CloseBuffer[i]);
+      count++;
+     }
+//---rsi done.return count.
+   return(count);
+  }
+//+------------------------------------------------------------------+
+//| Commodity Channel Index                                          |
+//+------------------------------------------------------------------+
+int CCI(const int rates_total,
+        const int prev_calculated,
+        const double &high[],
+        const double &low[],
+        const double &close[])
+  {
+//--- check bars and input vars
+   if(rates_total<=CCIPeriod || CCIPeriod<=1)
+      return(0);
+//--- declare vars
+   int begin,count=0;
+   double sum,mul;
+//--- initial zero
+   if(prev_calculated<1)
+     {
+      for(int i=0;i<CCIPeriod-1 && !IsStopped();i++)
+        {
+         OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
+         PriceBuffer[i] = (high[i]+low[i]+close[i])/3;
+         MovAvBuffer[i] = 0.0;
+         count++;
+        }
+     }
+//--- calculate position
+   begin=prev_calculated-1;
+   if(begin<CCIPeriod-1)
+      begin=CCIPeriod-1;
+//--- typical price and its moving average
+   for(int i=begin;i<rates_total && !IsStopped();i++)
+     {
+      PriceBuffer[i] = (high[i]+low[i]+close[i])/3;
+      MovAvBuffer[i] = SimpleMA(i,CCIPeriod,PriceBuffer);
+     }
+//--- standard deviations and cci counting
+   mul=0.015/CCIPeriod;
+   begin=prev_calculated-1;
+   if(begin<CCIPeriod-1)
+      begin=CCIPeriod-1;
+//---
+   for(int i=begin;i<rates_total && !IsStopped();i++)
+     {
+      sum=0.0;
+      int k=i-CCIPeriod+1;
+      while(k<=i)
+        {
+         sum+=MathAbs(PriceBuffer[k]-MovAvBuffer[i]);
+         k++;
+        }
+      sum*=mul;
+      //---check zero divide and fill candle buffers
+      if(sum==0.0)
+         HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
+      else
+        {
+         HighBuffer[i]=(high[i]-MovAvBuffer[i])/sum;
+         LowBuffer[i] =(low[i]-MovAvBuffer[i])/sum;
+         CloseBuffer[i]=(close[i]-MovAvBuffer[i])/sum;
+        }
+      //---check for new bar
+      static int m;
+      if(m!=i)
+        {
+         OpenBuffer[i]=CloseBuffer[i-1];
+         m=i;
+        }
+      //---set candle color
+      ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
+      //---horizontal value line
+      if(PriceLine)
+         PriceLine(CloseBuffer[i]);
+      count++;
+     }
+//---cci done. return count.
+   return(count);
+  }
+//+------------------------------------------------------------------+
+//| Momentum                                                         |
+//+------------------------------------------------------------------+
+int Momentum(const int rates_total,
+             const int prev_calculated,
+             const double &high[],
+             const double &low[],
+             const double &close[])
+  {
+//--- check bars and input param
+   if(rates_total<=MomPeriod || MomPeriod<=0)
+      return(0);
+   int begin,count=0;
+//--- initial zero
+   if(prev_calculated<=0)
+     {
+      for(int i=0;i<MomPeriod && !IsStopped();i++)
+        {
+         OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
+         count++;
+        }
+      begin=MomPeriod;
+     }
+   else
+      begin=prev_calculated-1;
+      
+   static double closeMomPeriod;
+//--- the main loop of calculations
+   for(int i=begin;i<rates_total && !IsStopped();i++)
+     {
+      //---check for new bar
+      static int k;
+      if(k!=i)
+        {
+         closeMomPeriod= close[i-MomPeriod];
+        // if(closeMomPeriod == 0)
+        //    continue;
+
+        if(closeMomPeriod == 0)
+         closeMomPeriod = 1;
+
+            
+         OpenBuffer[i] = CloseBuffer[i-1];
+         k=i;
+        }
+        
+        
+      HighBuffer[i]= high[i]*100/closeMomPeriod;
+      LowBuffer[i] = low[i]*100/closeMomPeriod;
+      CloseBuffer[i]=close[i]*100/closeMomPeriod;
+      //---set candle color
+      ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
+      //---horizontal value line
+      if(PriceLine)
+         PriceLine(CloseBuffer[i]);
+      count++;
+     }
+//--- momentum done. return count
+   return(count);
+  }
+//+------------------------------------------------------------------+
+//| Horizontal value line                                            |
+//+------------------------------------------------------------------+
+void PriceLine(const double &close_price)
+  {
+   if(ObjectFind(chartID,priceLine)!=OBJ_NONE)
+      ObjectDelete(chartID,priceLine);
+   if(!ObjectCreate(chartID,priceLine,OBJ_HLINE,window,0,close_price))
+     {
+      Print(__FUNCTION__,": error ",GetLastError());
+      return;
+     }
+   ObjectSetInteger(chartID,priceLine,OBJPROP_WIDTH,1);
+   ObjectSetInteger(chartID,priceLine,OBJPROP_STYLE,STYLE_SOLID);
+   ObjectSetInteger(chartID,priceLine,OBJPROP_COLOR,clrLightSlateGray);
+   ObjectSetInteger(chartID,priceLine,OBJPROP_HIDDEN,true);
+   ObjectSetInteger(chartID,priceLine,OBJPROP_SELECTABLE,false);
+   return;
+  }
+//+------------------------------------------------------------------+
+//| Auto colors for candles                                          |
+//+------------------------------------------------------------------+
+bool SetColors()
+  {
+   color colorBase=clrNONE,
+   colorQote=clrNONE;
+   string base,
+   qote;
+   string Name[9] = {"AUD","CAD","CHF","EUR","GBP","JPY","NZD","USD","XAU"};
+   color Color[9] = 
+     {
+      clrDarkOrange,clrWhiteSmoke,clrFireBrick,clrRoyalBlue,
+      clrSilver,clrYellow,clrDarkViolet,clrLimeGreen,clrGold
+     };
+   base = StringSubstr(_Symbol,0,3);  //Base currency name
+   qote = StringSubstr(_Symbol,3,3);  //Quote currency name
+   for(int i=0;i<9;i++)
+     {
+      if(base==Name[i])
+         colorBase=Color[i];
+      if(qote==Name[i])
+         colorQote=Color[i];
+     }
+   if(!PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,colorBase) || 
+      !PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,colorQote))
+      return(false);
+   if(ChartGetInteger(0,CHART_COLOR_CANDLE_BULL)!=colorBase)
+     {
+      if(!ChartSetInteger(0,CHART_COLOR_CANDLE_BULL,colorBase) || 
+         !ChartSetInteger(0,CHART_COLOR_CHART_UP,colorBase))
+         return(false);
+     }
+   if(ChartGetInteger(0,CHART_COLOR_CANDLE_BEAR)!=colorQote)
+     {
+      if(!ChartSetInteger(0,CHART_COLOR_CANDLE_BEAR,colorQote) || 
+         !ChartSetInteger(0,CHART_COLOR_CHART_DOWN,colorQote))
+         return(false);
+     }
+   return(true);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/ParabolicSAR.mq5

@@ -24,15 +24,10 @@ bool                 ExtDirectionLong;
 double               ExtSarStep;
 double               ExtSarMaximum;
 
-//
-//
 //
 
-#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
-RangeBarIndicator rangeBarsIndicator;
+#include <AZ-INVEST/CustomBarConfig.mqh>
 
-//
-//
 //
 
 //+------------------------------------------------------------------+
@@ -94,33 +89,36 @@ int OnCalculate(const int rates_total,
    // Process data through MedianRenko indicator
    //
    
-   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,time))
+   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:
    //
-   // rangeBarsIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   // customChartIndicator.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[]
+   // 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[]
    //
-   // rangeBarsIndicator.IsNewBar (true/false) informs you if a renko brick completed
+   // customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
    //
-   // rangeBarsIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
-   // (!) rangeBarsIndicator.SetGetTimeFlag() must be called in OnInit() for rangeBarsIndicator.Time[] to be used
+   // 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
    //
-   // rangeBarsIndicator.Tick_volume[] should be used instead of TickVolume[]
-   // rangeBarsIndicator.Real_volume[] should be used instead of Volume[]
-   // (!) rangeBarsIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] 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
    //
-   // rangeBarsIndicator.Price[] should be used instead of Price[]
-   // (!) rangeBarsIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for rangeBarsIndicator.Price[] 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 = rangeBarsIndicator.GetPrevCalculated();
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
    
    //
    //
@@ -135,12 +133,12 @@ int OnCalculate(const int rates_total,
       pos=1;
       ExtAFBuffer[0]=ExtSarStep;
       ExtAFBuffer[1]=ExtSarStep;
-      ExtSARBuffer[0]=rangeBarsIndicator.High[0];
+      ExtSARBuffer[0]=customChartIndicator.High[0];
       ExtLastRevPos=0;
       ExtDirectionLong=false;
-      ExtSARBuffer[1]=GetHigh(pos,ExtLastRevPos,rangeBarsIndicator.High);
-      ExtEPBuffer[0]=rangeBarsIndicator.Low[pos];
-      ExtEPBuffer[1]=rangeBarsIndicator.Low[pos];
+      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++)
@@ -148,24 +146,24 @@ int OnCalculate(const int rates_total,
       //--- check for reverse
       if(ExtDirectionLong)
         {
-         if(ExtSARBuffer[i]>rangeBarsIndicator.Low[i])
+         if(ExtSARBuffer[i]>customChartIndicator.Low[i])
            {
             //--- switch to SHORT
             ExtDirectionLong=false;
-            ExtSARBuffer[i]=GetHigh(i,ExtLastRevPos,rangeBarsIndicator.High);
-            ExtEPBuffer[i]=rangeBarsIndicator.Low[i];
+            ExtSARBuffer[i]=GetHigh(i,ExtLastRevPos,customChartIndicator.High);
+            ExtEPBuffer[i]=customChartIndicator.Low[i];
             ExtLastRevPos=i;
             ExtAFBuffer[i]=ExtSarStep;
            }
         }
       else
         {
-         if(ExtSARBuffer[i]<rangeBarsIndicator.High[i])
+         if(ExtSARBuffer[i]<customChartIndicator.High[i])
            {
             //--- switch to LONG
             ExtDirectionLong=true;
-            ExtSARBuffer[i]=GetLow(i,ExtLastRevPos,rangeBarsIndicator.Low);
-            ExtEPBuffer[i]=rangeBarsIndicator.High[i];
+            ExtSARBuffer[i]=GetLow(i,ExtLastRevPos,customChartIndicator.Low);
+            ExtEPBuffer[i]=customChartIndicator.High[i];
             ExtLastRevPos=i;
             ExtAFBuffer[i]=ExtSarStep;
            }
@@ -174,9 +172,9 @@ int OnCalculate(const int rates_total,
       if(ExtDirectionLong)
         {
          //--- check for new High
-         if(rangeBarsIndicator.High[i]>ExtEPBuffer[i-1] && i!=ExtLastRevPos)
+         if(customChartIndicator.High[i]>ExtEPBuffer[i-1] && i!=ExtLastRevPos)
            {
-            ExtEPBuffer[i]=rangeBarsIndicator.High[i];
+            ExtEPBuffer[i]=customChartIndicator.High[i];
             ExtAFBuffer[i]=ExtAFBuffer[i-1]+ExtSarStep;
             if(ExtAFBuffer[i]>ExtSarMaximum)
                ExtAFBuffer[i]=ExtSarMaximum;
@@ -193,15 +191,15 @@ int OnCalculate(const int rates_total,
          //--- calculate SAR for tomorrow
          ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]);
          //--- check for SAR
-         if(ExtSARBuffer[i+1]>rangeBarsIndicator.Low[i] || ExtSARBuffer[i+1]>rangeBarsIndicator.Low[i-1])
-            ExtSARBuffer[i+1]=MathMin(rangeBarsIndicator.Low[i],rangeBarsIndicator.Low[i-1]);
+         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(rangeBarsIndicator.Low[i]<ExtEPBuffer[i-1] && i!=ExtLastRevPos)
+         if(customChartIndicator.Low[i]<ExtEPBuffer[i-1] && i!=ExtLastRevPos)
            {
-            ExtEPBuffer[i]=rangeBarsIndicator.Low[i];
+            ExtEPBuffer[i]=customChartIndicator.Low[i];
             ExtAFBuffer[i]=ExtAFBuffer[i-1]+ExtSarStep;
             if(ExtAFBuffer[i]>ExtSarMaximum)
                ExtAFBuffer[i]=ExtSarMaximum;
@@ -218,8 +216,8 @@ int OnCalculate(const int rates_total,
          //--- calculate SAR for tomorrow
          ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]);
          //--- check for SAR
-         if(ExtSARBuffer[i+1]<rangeBarsIndicator.High[i] || ExtSARBuffer[i+1]<rangeBarsIndicator.High[i-1])
-            ExtSARBuffer[i+1]=MathMax(rangeBarsIndicator.High[i],rangeBarsIndicator.High[i-1]);
+         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.

Indicators/RangeBars/ProVolume.mq5

@@ -0,0 +1,245 @@
+#property copyright "2017-2020, Artur Zas"
+#property link      "http://www.az-invest.eu"
+//---- indicator settings
+#property indicator_separate_window
+#property indicator_buffers 7
+#property indicator_plots   5
+
+#property indicator_label1  "Volume"
+#property indicator_type1   DRAW_HISTOGRAM // volume
+#property indicator_color1  Gray
+#property indicator_style1  0
+#property indicator_width1  2
+
+#property indicator_label2  "Buy volume"
+#property indicator_type2   DRAW_HISTOGRAM // buy volume
+#property indicator_color2  clrDarkGreen
+#property indicator_style2  0
+#property indicator_width2  2
+
+#property indicator_label3  "Sell volume"
+#property indicator_type3   DRAW_HISTOGRAM // sell volume
+#property indicator_color3  clrFireBrick
+#property indicator_style3  0
+#property indicator_width3  2
+
+#property indicator_label4  "Bar volume delta"
+#property indicator_type4   DRAW_COLOR_HISTOGRAM // bar delta
+#property indicator_color4  Lime,Red,clrNONE
+#property indicator_style4  0
+#property indicator_width4  5
+
+#property indicator_label5  "Cumulative volume delta"
+#property indicator_type5   DRAW_COLOR_LINE // cumulative delta
+#property indicator_color5  Green, Red, clrNONE
+#property indicator_style5  STYLE_DOT
+#property indicator_width5  1
+
+
+//--- input data
+static ENUM_APPLIED_VOLUME InpVolumeType= (SymbolInfoInteger(_Symbol,SYMBOL_VOLUME) <= 0) ? VOLUME_TICK : VOLUME_REAL; // Volumes
+
+input bool InpShowVolume = true;             // Show volume histogram
+input bool InpShowBuySellVolume = true;      // Show bar's buy/sell volume breakdown
+input bool InpShowBarDelta = true;           // Show bar's buy/sell volume delta 
+input bool InpShowCumulativeDelta = false;   // Show cumulative volume delta
+input int  InpCumulativeDeltaScale = 1;      // Scale down cumulative volume 1:x
+
+//---- indicator buffers
+double                    ExtBarDeltaBuffer[];
+double                    ExtBarDeltaColorsBuffer[];
+
+double                    ExtBuyVolumeBuffer[];
+
+double                    ExtSellVolumeBuffer[];
+
+double                    ExtVolumeBuffer[];
+
+double                    ExtCumulativeVolumeBuffer[];
+double                    ExtCumulativeVolumeColorBuffer[];
+
+double  cumulativeDelta = 0;
+
+//
+
+#include <AZ-INVEST/CustomBarConfig.mqh>
+
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//---- buffers   
+   SetIndexBuffer(0,ExtVolumeBuffer,INDICATOR_DATA);
+   SetIndexBuffer(1,ExtBuyVolumeBuffer,INDICATOR_DATA);
+   SetIndexBuffer(2,ExtSellVolumeBuffer,INDICATOR_DATA);
+   SetIndexBuffer(3,ExtBarDeltaBuffer,INDICATOR_DATA);
+   SetIndexBuffer(4,ExtBarDeltaColorsBuffer,INDICATOR_COLOR_INDEX);
+   SetIndexBuffer(5,ExtCumulativeVolumeBuffer,INDICATOR_DATA);
+   SetIndexBuffer(6,ExtCumulativeVolumeColorBuffer,INDICATOR_COLOR_INDEX);
+
+//---- name for DataWindow and indicator subwindow label
+   IndicatorSetString(INDICATOR_SHORTNAME,"Pro Volume");
+//---- indicator digits
+   IndicatorSetInteger(INDICATOR_DIGITS,0);
+   
+   customChartIndicator.SetGetTimeFlag();
+   customChartIndicator.SetGetVolumesFlag();
+   customChartIndicator.SetGetVolumeBreakdownFlag();
+//----
+  }
+//+------------------------------------------------------------------+
+//|  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 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();
+   
+   //
+   //
+   //  
+
+//--- starting work
+   int start=_prev_calculated-1;
+//--- correct position
+//   if(start<1) start=1;
+   if(start<0) start=0;
+//--- main cycle
+   CalculateData(start,rates_total);
+//--- OnCalculate done. Return new prev_calculated.
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void CalculateData(const int nPosition,
+                     const int nRatesCount)
+  {
+   double volume,buyVolume,sellVolume,barDelta;
+   
+   for(int i=nPosition;i<nRatesCount && !IsStopped();i++)
+     {
+      //--- calculate indicator
+      volume = (InpVolumeType == VOLUME_TICK) ? (double)customChartIndicator.Tick_volume[i] : (double)customChartIndicator.Real_volume[i];
+      buyVolume = customChartIndicator.Buy_volume[i];
+      sellVolume = customChartIndicator.Sell_volume[i];
+      barDelta = buyVolume - sellVolume;
+      //
+      
+      if(InpShowVolume)
+         ExtVolumeBuffer[i] = volume;
+      else
+         ExtVolumeBuffer[i] = 0;
+      
+      if(InpShowBuySellVolume)
+      {
+         ExtBuyVolumeBuffer[i] = buyVolume;
+         ExtSellVolumeBuffer[i] = sellVolume * (-1);
+      }
+      else
+      {
+         ExtBuyVolumeBuffer[i] = 0;
+         ExtSellVolumeBuffer[i] = 0;
+      }
+      
+      if(InpShowBarDelta)
+      {
+         ExtBarDeltaBuffer[i] = barDelta;       
+         ExtBarDeltaColorsBuffer[i] = ( ExtBarDeltaBuffer[i] < 0 ) ? 1 : (( ExtBarDeltaBuffer[i] == 0 ) ? 2 : 0 );
+      }
+      else
+      {
+         ExtBarDeltaBuffer[i] = 0;       
+         ExtBarDeltaColorsBuffer[i] = 2;      
+      }
+      
+      if(InpShowCumulativeDelta)
+      {      
+         if((i != (nRatesCount-1)) && (i>0))
+         {          
+            if(IsNewDay(customChartIndicator.Time[i-1], customChartIndicator.Time[i]))
+               cumulativeDelta = 0; // reset cumulative volme
+   
+            cumulativeDelta += barDelta;
+            
+            ExtCumulativeVolumeBuffer[i] = cumulativeDelta / InpCumulativeDeltaScale;
+            ExtCumulativeVolumeColorBuffer[i] = ( ExtCumulativeVolumeBuffer[i] < 0 ) ? 1 : (( ExtCumulativeVolumeBuffer[i] == 0 ) ? 2 : 0 ); 
+         }
+         else
+         {
+            ExtCumulativeVolumeBuffer[i] = (cumulativeDelta + barDelta) / InpCumulativeDeltaScale;
+            ExtCumulativeVolumeColorBuffer[i] = ( ExtCumulativeVolumeBuffer[i] < 0 ) ? 1 : (( ExtCumulativeVolumeBuffer[i] == 0 ) ? 2 : 0 );       
+         }
+      }
+      else
+      {
+         ExtCumulativeVolumeBuffer[i] = 0;
+         ExtCumulativeVolumeColorBuffer[i] = 2;
+      }
+      
+     }
+  }
+//+------------------------------------------------------------------+
+
+bool IsNewDay(datetime prevTime,datetime currTime)
+{
+   MqlDateTime prev;
+   MqlDateTime curr;
+   
+   TimeToStruct(prevTime,prev);
+   TimeToStruct(currTime,curr);
+   
+   if(prev.day_of_week != curr.day_of_week)
+      return true;
+   else
+      return false;
+
+}