updated Smoothalgorithms.mqh

Merge branch 'master' of https://github.com/9nix6/Range-Bars-Charting
added OBV indicator
2020-01-15 22:30:38 +01:00 · 2019-09-30 13:03:01 +02:00 · 2019-09-30 13:02:46 +02:00 · 2019-08-28 20:59:48 +02:00 · 2019-08-25 22:22:29 +02:00 · 2019-08-25 22:20:16 +02:00
9 changed files with 220 additions and 57 deletions
@@ -96,7 +96,7 @@ 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.GetMA1(MA1,startAtBar,numberOfBars) && rangeBars.GetMA2(MA2,startAtBar,numberOfBars))
      {
         //
         // Values are stored in the MA1 and MA2 arrays and are now ready for use
@@ -30,14 +30,14 @@ double VtcNormalizeLots(string symbol, double lotsToNormalize)
      return lotsMin;

 	int a = (int)(lotsToNormalize / lotsStep);
-	double Lots = a * lotsStep;
+	double normalizedLots = a * lotsStep;

-   if(Lots < lotsMin)
-      Lots = lotsMin;
-   if(Lots > lotsMax)
-      Lots = lotsMax;
+   if(normalizedLots < lotsMin)
+      normalizedLots = lotsMin;
+   if(normalizedLots > lotsMax)
+      normalizedLots = lotsMax;
 	
-	return Lots;
+	return normalizedLots;
 }

 double NormalizePrice(string symbol, double price, double tick = 0)
@@ -7,7 +7,7 @@
 #ifdef SHOW_INDICATOR_INPUTS

 #ifdef MQL5_MARKET_DEMO
-         int                     barSizeInTicks = 210;                     // Range bar size (in points)
+         int                     barSizeInTicks = 180;                     // Range bar size (in points)
         ENUM_BOOL               atrEnabled = false;                       // Enable ATR based bar size calculation
         ENUM_TIMEFRAMES         atrTimeFrame = PERIOD_D1;                 // Use ATR period
         int                     atrPeriod = 14;                           // ATR period
@@ -6,7 +6,7 @@
 #property copyright "Copyright 2017, AZ-iNVEST"
 #property link      "http://www.az-invest.eu"

-//#define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay204"
+//#define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay213"
 #define RANGEBAR_INDICATOR_NAME "Market\\Range Bars Charting" 

 #define RANGEBAR_OPEN            00
@@ -485,7 +485,7 @@ bool CMarketOrder::Modify(ulong ticket, bool stopsInPips = true, int stoploss =
      //do checks
      if(!tradingChecks.OkToModifyPosition(symbol,ticket,priceSL,priceTP))
      {
-         Alert("Unable to modify: "+tradingChecks.GetCheckErrorToString());
+         Print("Unable to modify: "+tradingChecks.GetCheckErrorToString());
         return false;
      }
      
@@ -532,7 +532,7 @@ bool CMarketOrder::Modify(ulong ticket, double priceSL=0,double priceTP=0)
      //do checks
      if(!tradingChecks.OkToModifyPosition(symbol,ticket,priceSL,priceTP))
      {
-         Alert("Unable to modify: "+tradingChecks.GetCheckErrorToString());
+         Print("Unable to modify: "+tradingChecks.GetCheckErrorToString());
         return false;
      }
   
@@ -623,7 +623,7 @@ bool CMarketOrder::ModifyPending(ulong ticket, double entry, bool stopsInPips =
      //do checks
      if(!tradingChecks.OkToModifyOrder(symbol,ticket,entry,priceSL,priceTP))
      {
-         Alert("Unable to modify: "+tradingChecks.GetCheckErrorToString());
+         Print("Unable to modify: "+tradingChecks.GetCheckErrorToString());
         return false;
      }
      
@@ -671,7 +671,7 @@ bool CMarketOrder::ModifyPending(ulong ticket, double entry, double priceSL=0, d
      //do checks
      if(!tradingChecks.OkToModifyOrder(symbol,ticket,entry,priceSL,priceTP))
      {
-         Alert("Unable to modify: "+tradingChecks.GetCheckErrorToString());
+         Print("Unable to modify: "+tradingChecks.GetCheckErrorToString());
         return false;
      }
   
@@ -19,6 +19,10 @@
   #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)
@@ -49,6 +53,7 @@ class CTradingChecks
   private:
   
   ENUM_TC_ERROR _err;
+   bool _suppressLogOutput;
   
   public:
   
@@ -56,6 +61,7 @@ class 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);
@@ -67,6 +73,7 @@ class CTradingChecks

 CTradingChecks::CTradingChecks(void)
 {
+   suppressLogOutput = false;
 }

 CTradingChecks::~CTradingChecks(void)
@@ -226,15 +233,22 @@ bool CheckMoneyForTrade(string symb,double lots,ENUM_ORDER_TYPE type)
   if(!OrderCalcMargin(type,symb,lots,price,margin))
     {
      //--- something went wrong, report and return false
-      Print("Error in ",__FUNCTION__," code=",GetLastError());
+      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
-      Print("Not enough money for ",EnumToString(type)," ",lots," ",symb," Error code=",GetLastError());
-      Print("Required margin:"+DoubleToString(margin,2)+"; free margin:"+DoubleToString(free_margin,2));
+      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
@@ -248,7 +262,11 @@ bool CheckMoneyForTrade(string symb, double lots,int type)
   if(free_margin<0)
     {
      string oper=(type==OP_BUY)? "Buy":"Sell";
-      Print("Not enough money for ", oper," ",lots, " ", symb, " Error code=",GetLastError());
+      if(suppressLogOutput == false)
+      {
+         Print("Not enough money for ", oper," ",lots, " ", symb, " Error code=",GetLastError());
+      }
+      
      return(false);
     }
   //--- checking successful
@@ -290,8 +308,11 @@ double PositionVolume(string symbol)
   else
     {
      //--- report a failure to select position
-      Print(__FUNCTION__," Failed to perform PositionSelect() for symbol ",
+      if(suppressLogOutput == false)
+      {
+         Print(__FUNCTION__," Failed to perform PositionSelect() for symbol ",
            symbol," Error ",GetLastError());
+      }
      return(-1);
     }
  }
@@ -359,8 +380,11 @@ bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,
   int stops_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_STOPS_LEVEL);
   if(stops_level!=0)
     {
-      PrintFormat("SYMBOL_TRADE_STOPS_LEVEL=%d: StopLoss and TakeProfit must"+
+      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;
@@ -372,13 +396,13 @@ bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,
        {
         //--- check the StopLoss
         SL_check= (SL==0) ? true : (Bid-SL>stops_level*_point);
-         if(!SL_check)
+         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)
+         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);
@@ -390,13 +414,13 @@ bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,
        {
         //--- check the StopLoss
         SL_check= (SL==0) ? true : (SL-Ask>stops_level*_point);
-         if(!SL_check)
+         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)
+         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);
@@ -409,13 +433,13 @@ bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,
        {
         //--- check the StopLoss
         SL_check= (SL==0) ? true : ((price-SL)>stops_level*_point);
-         if(!SL_check)
+         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)
+         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);
@@ -427,13 +451,13 @@ bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,
        {
         //--- check the StopLoss
         SL_check= (SL==0) ? true : ((SL-price)>stops_level*_point);
-         if(!SL_check)
+         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)
+         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);
@@ -446,13 +470,13 @@ bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,
        {
         //--- check the StopLoss
         SL_check= (SL==0) ? true : ((price-SL)>stops_level*_point);
-         if(!SL_check)
+         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)
+         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);
@@ -464,13 +488,13 @@ bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,
        {
         //--- check the StopLoss
         SL_check= (SL==0) ? true : ((SL-price)>stops_level*_point);
-         if(!SL_check)
+         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)
+         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);
@@ -508,9 +532,14 @@ bool OrderModifyCheck(ulong ticket,double price,double sl,double tp)
         return(true);  // order can be modified      
      //--- there are no changes in the Open, StopLoss and Takeprofit levels
      else
+      {
      //--- notify about the error
-         PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f",
+         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 
@@ -535,9 +564,14 @@ bool PositionModifyCheck(ulong ticket,double sl,double tp)
         return(true);  // position can be modified      
      //--- there are no changes in the StopLoss and Takeprofit levels
      else
+      {
      //--- notify about the error
-         PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f",
+         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 
@@ -570,9 +604,14 @@ bool OrderModifyCheck(int ticket,double price,double sl,double tp)
         return(true);  // order can be modified      
      //--- there are no changes in the Open, StopLoss and Takeprofit levels
      else
+      {
      //--- notify about the error
-         PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f",
+         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 
@@ -590,8 +629,11 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol, ulong ticket)
   int freeze_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL);
   if(freeze_level!=0)
     {
-      PrintFormat("SYMBOL_TRADE_FREEZE_LEVEL=%d: Cannot modify order"+
+      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))
@@ -614,7 +656,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol, ulong ticket)
        {
         //--- check the distance from the opening price to the activation price
         check=((Ask-price)>freeze_level*_point);
-         if(!check)
+         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);
@@ -624,7 +666,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol, ulong ticket)
        {
         //--- check the distance from the opening price to the activation price
         check=((price-Bid)>freeze_level*_point);
-         if(!check)
+         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);
@@ -635,7 +677,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol, ulong ticket)
        {
         //--- check the distance from the opening price to the activation price
         check=((price-Ask)>freeze_level*_point);
-         if(!check)
+         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);
@@ -645,7 +687,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol, ulong ticket)
        {
         //--- check the distance from the opening price to the activation price
         check=((Bid-price)>freeze_level*_point);
-         if(!check)
+         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);
@@ -663,7 +705,7 @@ 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)
+   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);
@@ -687,12 +729,12 @@ bool CheckPositionForFREEZE_LEVEL(string _symbol, ulong ticket)
      case POSITION_TYPE_BUY:
        {
         SL_check=(sl == 0) ? true: (Bid-sl>freeze_level*_point);
-         if(!SL_check)
+         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)
+         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);
@@ -704,12 +746,12 @@ bool CheckPositionForFREEZE_LEVEL(string _symbol, ulong ticket)
      case POSITION_TYPE_SELL:
        {
         SL_check=(sl == 0) ? true: (sl-Ask>freeze_level*_point);
-         if(!SL_check)
+         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)
+         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);
@@ -726,7 +768,7 @@ 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)
+   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);
@@ -752,7 +794,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
        {
         //--- check the distance from the opening price to the activation price
         check=((Ask-price)>freeze_level*_point);
-         if(!check)
+         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);
@@ -762,7 +804,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
        {
         //--- check the distance from the opening price to the activation price
         check=((price-Bid)>freeze_level*_point);
-         if(!check)
+         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);
@@ -773,7 +815,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
        {
         //--- check the distance from the opening price to the activation price
         check=((price-Ask)>freeze_level*_point);
-         if(!check)
+         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);
@@ -783,7 +825,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
        {
         //--- check the distance from the opening price to the activation price
         check=((Bid-price)>freeze_level*_point);
-         if(!check)
+         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);
@@ -794,12 +836,12 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
        {
         //--- check TakeProfit distance to the activation price
         bool TP_check=(tp == 0) ? true: (tp-Bid>freeze_level*_point);
-         if(!TP_check)
+         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)
+         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);
@@ -810,12 +852,12 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
        {
         //--- check TakeProfit distance to the activation price
         bool TP_check=(tp == 0) ? true: (Ask-tp>freeze_level*_point);
-         if(!TP_check)
+         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)
+         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);
@@ -847,7 +889,7 @@ bool CheckPendingOrderEntryChange(string _symbol, ulong ticket, double newEntryP
        {
         //--- check the distance from the opening price to the activation price
         check= (newEntryPrice < Ask);
-         if(!check)
+         if(!check && suppressLogOutput == false)
            PrintFormat("Order %s #%d cannot be modified",
                        EnumToString(type),ticket);
         return(check);
@@ -857,7 +899,7 @@ bool CheckPendingOrderEntryChange(string _symbol, ulong ticket, double newEntryP
        {
         //--- check the distance from the opening price to the activation price
         check=(newEntryPrice > Bid);
-         if(!check)
+         if(!check && suppressLogOutput == false)
            PrintFormat("Order %s #%d cannot be modified",
                        EnumToString(type),ticket);
         return(check);
@@ -868,7 +910,7 @@ bool CheckPendingOrderEntryChange(string _symbol, ulong ticket, double newEntryP
        {
         //--- check the distance from the opening price to the activation price
         check=(newEntryPrice > Ask);
-         if(!check)
+         if(!check && suppressLogOutput == false)
            PrintFormat("Order %s #%d cannot be modified",
                        EnumToString(type),ticket);
         return(check);
@@ -878,7 +920,7 @@ bool CheckPendingOrderEntryChange(string _symbol, ulong ticket, double newEntryP
        {
         //--- check the distance from the opening price to the activation price
         check=(newEntryPrice < Bid);
-         if(!check)
+         if(!check && suppressLogOutput == false)
            PrintFormat("Order %s #%d cannot be modified",
                        EnumToString(type),ticket);
         return(check);
@@ -0,0 +1,121 @@
+//+------------------------------------------------------------------+
+//|                                                          OBV.mq5 |
+//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright   "2009-2017, MetaQuotes Software Corp."
+#property link        "http://www.mql5.com"
+#property description "On Balance Volume"
+//--- indicator settings
+#property indicator_separate_window
+#property indicator_buffers 1
+#property indicator_plots   1
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  DodgerBlue
+#property indicator_label1  "OBV"
+//--- input parametrs
+input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
+//---- indicator buffer
+double                    ExtOBVBuffer[];
+
+//
+// Initialize RangeBar indicator for data processing 
+// according to settings of the RangeBar indicator already on chart
+//
+
+#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
+RangeBarIndicator customIndicator;
+
+//
+//
+//
+
+
+//+------------------------------------------------------------------+
+//| On Balance Volume initialization function                        |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- define indicator buffer
+   SetIndexBuffer(0,ExtOBVBuffer);
+//--- set indicator digits
+   IndicatorSetInteger(INDICATOR_DIGITS,0);
+//---- OnInit done
+
+   customIndicator.SetGetVolumesFlag();
+   
+  }
+//+------------------------------------------------------------------+
+//| On Balance Volume                                                |
+//+------------------------------------------------------------------+
+int OnCalculate(const int rates_total,
+                const int prev_calculated,
+                const datetime &time[],
+                const double &open[],
+                const double &high[],
+                const double &low[],
+                const double &close[],
+                const long &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+   //
+   // Process data through RangeBar indicator
+   //
+   
+   if(!customIndicator.OnCalculate(rates_total,prev_calculated,time))
+      return(0);
+      
+   int _prev_calculated = customIndicator.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)customIndicator.Tick_volume[0];
+      else ExtOBVBuffer[0]=(double)customIndicator.Real_volume[0];
+     }
+//--- main cycle
+   if(InpVolumeType==VOLUME_TICK)
+      CalculateOBV(pos,rates_total,customIndicator.Close,customIndicator.Tick_volume);
+   else
+      CalculateOBV(pos,rates_total,customIndicator.Close,customIndicator.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];
+        }
+     }
+  }
+//+------------------------------------------------------------------+
Author	SHA1	Message	Date
unknown	bd957ab1af	updated Smoothalgorithms.mqh	2020-01-15 22:30:38 +01:00
unknown	0ba2c53a35	Merge branch 'master' of https://github.com/9nix6/Range-Bars-Charting	2019-09-30 13:03:01 +02:00
unknown	dde1849bb0	added OBV indicator	2019-09-30 13:02:46 +02:00
9nix6	e4e0bb483a	Fixed RageBar indicator path	2019-08-28 20:59:48 +02:00
unknown	b784e9556d	Merge branch 'master' of https://github.com/9nix6/Range-Bars-Charting	2019-08-25 22:22:29 +02:00
unknown	695a66b812	update for version 2.13	2019-08-25 22:20:16 +02:00
9nix6	bd3a18958e	Fixed error on line 99	2019-07-12 22:43:13 +02:00
9nix6	dd2f769c89	Update for version 2.11	2019-05-14 17:22:40 +02:00