596 lines
17 KiB
Plaintext
596 lines
17 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RangeBars.mqh ver:2.03.0 |
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//| Copyright 2017, AZ-iNVEST |
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//| http://www.az-invest.eu |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2017, AZ-iNVEST"
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#property link "http://www.az-invest.eu"
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//#define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay204"
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#define RANGEBAR_INDICATOR_NAME "Market\\Range Bars Charting"
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#define RANGEBAR_OPEN 00
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#define RANGEBAR_HIGH 01
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#define RANGEBAR_LOW 02
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#define RANGEBAR_CLOSE 03
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#define RANGEBAR_BAR_COLOR 04
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#define RANGEBAR_MA1 05
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#define RANGEBAR_MA2 06
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#define RANGEBAR_MA3 07
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#define RANGEBAR_CHANNEL_HIGH 08
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#define RANGEBAR_CHANNEL_MID 09
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#define RANGEBAR_CHANNEL_LOW 10
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#define RANGEBAR_BAR_OPEN_TIME 11
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#define RANGEBAR_TICK_VOLUME 12
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#define RANGEBAR_REAL_VOLUME 13
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#define RANGEBAR_BUY_VOLUME 14
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#define RANGEBAR_SELL_VOLUME 15
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#define RANGEBAR_BUYSELL_VOLUME 16
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#include <AZ-INVEST/SDK/RangeBarSettings.mqh>
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class RangeBars
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{
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private:
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RangeBarSettings * rangeBarSettings;
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//
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// Median renko indicator handle
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//
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int rangeBarsHandle;
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string rangeBarsSymbol;
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bool usedByIndicatorOnRangeBarChart;
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public:
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RangeBars();
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RangeBars(bool isUsedByIndicatorOnRangeBarChart);
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RangeBars(string symbol);
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~RangeBars(void);
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int Init();
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void Deinit();
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bool Reload();
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int GetHandle(void) { return rangeBarsHandle; };
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bool GetMqlRates(MqlRates &ratesInfoArray[], int start, int count);
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bool GetBuySellVolumeBreakdown(double &buy[], double &sell[], double &buySell[], int start, int count);
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bool GetMA1(double &MA[], int start, int count);
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bool GetMA2(double &MA[], int start, int count);
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bool GetMA3(double &MA[], int start, int count);
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bool GetDonchian(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count);
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bool GetBollingerBands(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count);
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bool GetSuperTrend(double &SuperTrendHighArray[], double &SuperTrendArray[], double &SuperTrendLowArray[], int start, int count);
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bool IsNewBar();
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private:
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bool GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count);
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int GetIndicatorHandle(void);
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};
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RangeBars::RangeBars(void)
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{
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#define CONSTRUCTOR1
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rangeBarSettings = new RangeBarSettings();
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rangeBarsHandle = INVALID_HANDLE;
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rangeBarsSymbol = _Symbol;
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usedByIndicatorOnRangeBarChart = false;
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}
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RangeBars::RangeBars(bool isUsedByIndicatorOnRangeBarChart)
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{
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rangeBarSettings = new RangeBarSettings();
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rangeBarsHandle = INVALID_HANDLE;
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rangeBarsSymbol = _Symbol;
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usedByIndicatorOnRangeBarChart = isUsedByIndicatorOnRangeBarChart;
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}
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RangeBars::RangeBars(string symbol)
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{
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#define CONSTRUCTOR2
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rangeBarSettings = new RangeBarSettings();
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rangeBarsHandle = INVALID_HANDLE;
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rangeBarsSymbol = symbol;
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usedByIndicatorOnRangeBarChart = false;
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}
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RangeBars::~RangeBars(void)
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{
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if(rangeBarSettings != NULL)
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delete rangeBarSettings;
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}
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//
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// Function for initializing the median renko indicator handle
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//
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int RangeBars::Init()
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{
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if(!MQLInfoInteger((int)MQL5_TESTING))
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{
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if(usedByIndicatorOnRangeBarChart)
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{
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//
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// Indicator on RangeBar chart uses the values of the RangeBar chart for calculations
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//
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rangeBarsHandle = GetIndicatorHandle();
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return rangeBarsHandle;
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}
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if(!rangeBarSettings.Load())
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{
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if(rangeBarsHandle != INVALID_HANDLE)
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{
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// could not read new settings - keep old settings
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return rangeBarsHandle;
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}
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else
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{
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Print("Failed to load indicator settings - RangeBar indicator not on chart");
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return INVALID_HANDLE;
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}
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}
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if(rangeBarsHandle != INVALID_HANDLE)
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Deinit();
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}
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else
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{
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if(usedByIndicatorOnRangeBarChart)
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{
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//
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// Indicator on RangeBar chart uses the values of the RangeBar chart for calculations
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//
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rangeBarsHandle = GetIndicatorHandle();
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return rangeBarsHandle;
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}
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else
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{
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#ifdef SHOW_INDICATOR_INPUTS
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//
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// Load settings from EA inputs
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//
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rangeBarSettings.Load();
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#else
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//
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// Save indicator inputs for use by EA attached to same chart.
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//
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rangeBarSettings.Save();
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#endif
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}
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}
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RANGEBAR_SETTINGS s = rangeBarSettings.GetRangeBarSettings();
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CHART_INDICATOR_SETTINGS cis = rangeBarSettings.GetChartIndicatorSettings();
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//RangeBarSettings.Debug();
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rangeBarsHandle = iCustom(this.rangeBarsSymbol,_Period,RANGEBAR_INDICATOR_NAME,
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s.barSizeInTicks,
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s.atrEnabled,
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//s.atrTimeFrame,
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s.atrPeriod,
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s.atrPercentage,
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s.showNumberOfDays,
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s.resetOpenOnNewTradingDay,
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TopBottomPaddingPercentage,
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showPivots,
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pivotPointCalculationType,
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RColor,
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PColor,
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SColor,
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PDHColor,
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PDLColor,
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PDCColor,
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showNextBarLevels,
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HighThresholdIndicatorColor,
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LowThresholdIndicatorColor,
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showCurrentBarOpenTime,
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InfoTextColor,
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NewBarAlert,
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ReversalBarAlert,
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MaCrossAlert,
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UseAlertWindow,
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UseSound,
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UsePushNotifications,
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SoundFileBull,
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SoundFileBear,
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cis.MA1on,
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cis.MA1period,
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cis.MA1method,
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cis.MA1applyTo,
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cis.MA1shift,
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cis.MA2on,
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cis.MA2period,
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cis.MA2method,
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cis.MA2applyTo,
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cis.MA2shift,
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cis.MA3on,
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cis.MA3period,
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cis.MA3method,
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cis.MA3applyTo,
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cis.MA3shift,
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cis.ShowChannel,
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"",
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cis.DonchianPeriod,
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cis.BBapplyTo,
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cis.BollingerBandsPeriod,
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cis.BollingerBandsDeviations,
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cis.SuperTrendPeriod,
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cis.SuperTrendMultiplier,
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"",
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DisplayAsBarChart,
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ShiftObj,
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UsedInEA);
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if(rangeBarsHandle == INVALID_HANDLE)
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{
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Print("RangeBar indicator init failed on error ",GetLastError());
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}
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else
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{
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Print("RangeBar indicator init OK");
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}
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return rangeBarsHandle;
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}
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//
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// Function for reloading the Median Renko indicator if needed
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//
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bool RangeBars::Reload()
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{
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if(rangeBarSettings.Changed())
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{
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if(Init() == INVALID_HANDLE)
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return false;
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return true;
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}
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return false;
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}
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//
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// Function for releasing the Median Renko indicator hanlde - free resources
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//
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void RangeBars::Deinit()
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{
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if(rangeBarsHandle == INVALID_HANDLE)
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return;
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if(!usedByIndicatorOnRangeBarChart)
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{
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if(IndicatorRelease(rangeBarsHandle))
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Print("RangeBar indicator handle released");
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else
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Print("Failed to release RangeBar indicator handle");
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}
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}
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//
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// Function for detecting a new Renko bar
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//
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bool RangeBars::IsNewBar()
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{
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MqlRates currentBar[1];
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static datetime prevBarTime;
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GetMqlRates(currentBar,0,1);
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if(currentBar[0].time == 0)
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return false;
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if(prevBarTime < currentBar[0].time)
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{
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prevBarTime = currentBar[0].time;
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return true;
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}
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return false;}
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//
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// Get "count" Renko MqlRates into "ratesInfoArray[]" array starting from "start" bar
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//
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bool RangeBars::GetMqlRates(MqlRates &ratesInfoArray[], int start, int count)
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{
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double o[],l[],h[],c[],barColor[],time[],tick_volume[],real_volume[];
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if(ArrayResize(o,count) == -1)
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return false;
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if(ArrayResize(l,count) == -1)
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return false;
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if(ArrayResize(h,count) == -1)
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return false;
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if(ArrayResize(c,count) == -1)
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return false;
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if(ArrayResize(barColor,count) == -1)
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return false;
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if(ArrayResize(time,count) == -1)
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return false;
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if(ArrayResize(tick_volume,count) == -1)
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return false;
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if(ArrayResize(real_volume,count) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_OPEN,start,count,o) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_LOW,start,count,l) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_HIGH,start,count,h) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_CLOSE,start,count,c) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_BAR_OPEN_TIME,start,count,time) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_BAR_COLOR,start,count,barColor) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_TICK_VOLUME,start,count,tick_volume) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_REAL_VOLUME,start,count,real_volume) == -1)
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return false;
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if(ArrayResize(ratesInfoArray,count) == -1)
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return false;
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int tempOffset = count-1;
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for(int i=0; i<count; i++)
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{
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ratesInfoArray[tempOffset-i].open = o[i];
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ratesInfoArray[tempOffset-i].low = l[i];
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ratesInfoArray[tempOffset-i].high = h[i];
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ratesInfoArray[tempOffset-i].close = c[i];
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ratesInfoArray[tempOffset-i].time = (datetime)time[i];
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ratesInfoArray[tempOffset-i].tick_volume = (long)tick_volume[i];
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ratesInfoArray[tempOffset-i].real_volume = (long)real_volume[i];
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ratesInfoArray[tempOffset-i].spread = (int)barColor[i];
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}
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ArrayFree(o);
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ArrayFree(l);
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ArrayFree(h);
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ArrayFree(c);
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ArrayFree(barColor);
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ArrayFree(time);
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ArrayFree(tick_volume);
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ArrayFree(real_volume);
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return true;
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}
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bool RangeBars::GetBuySellVolumeBreakdown(double &buy[], double &sell[], double &buySell[], int start, int count)
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{
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double b[],s[],bs[];
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if(ArrayResize(b,count) == -1)
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return false;
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if(ArrayResize(s,count) == -1)
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return false;
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if(ArrayResize(bs,count) == -1)
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return false;
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#ifdef P_RANGEBAR_BR
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#ifdef P_RANGEBAR_BR_PRO
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_BUY_VOLUME,start,count,b) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_SELL_VOLUME,start,count,s) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_BUYSELL_VOLUME,start,count,bs) == -1)
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return false;
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#endif
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#else
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_BUY_VOLUME,start,count,b) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_SELL_VOLUME,start,count,s) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_BUYSELL_VOLUME,start,count,bs) == -1)
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return false;
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#endif
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if(ArrayResize(buy,count) == -1)
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return false;
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if(ArrayResize(sell,count) == -1)
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return false;
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if(ArrayResize(buySell,count) == -1)
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return false;
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int tempOffset = count-1;
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for(int i=0; i<count; i++)
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{
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buy[tempOffset-i] = b[i];
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sell[tempOffset-i] = s[i];
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buySell[tempOffset-i] = bs[i];
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}
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ArrayFree(b);
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ArrayFree(s);
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ArrayFree(bs);
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return true;
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}
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//
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// Get "count" MovingAverage1 values into "MA[]" array starting from "start" bar
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//
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bool RangeBars::GetMA1(double &MA[], int start, int count)
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{
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double tempMA[];
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if(ArrayResize(tempMA,count) == -1)
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return false;
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if(ArrayResize(MA,count) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_MA1,start,count,tempMA) == -1)
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return false;
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for(int i=0; i<count; i++)
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{
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MA[count-1-i] = tempMA[i];
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}
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ArrayFree(tempMA);
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return true;
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}
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//
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// Get "count" MovingAverage2 values into "MA[]" starting from "start" bar
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//
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bool RangeBars::GetMA2(double &MA[], int start, int count)
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{
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double tempMA[];
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if(ArrayResize(tempMA,count) == -1)
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return false;
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if(ArrayResize(MA,count) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_MA2,start,count,tempMA) == -1)
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return false;
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for(int i=0; i<count; i++)
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{
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MA[count-1-i] = tempMA[i];
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}
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ArrayFree(tempMA);
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return true;
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}
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//
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// Get "count" MovingAverage3 values into "MA[]" starting from "start" bar
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//
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bool RangeBars::GetMA3(double &MA[], int start, int count)
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{
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double tempMA[];
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if(ArrayResize(tempMA,count) == -1)
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return false;
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if(ArrayResize(MA,count) == -1)
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return false;
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if(CopyBuffer(rangeBarsHandle,RANGEBAR_MA3,start,count,tempMA) == -1)
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return false;
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for(int i=0; i<count; i++)
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{
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MA[count-1-i] = tempMA[i];
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}
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ArrayFree(tempMA);
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return true;
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}
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//
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// Get "count" Renko Donchian channel values into "HighArray[]", "MidArray[]", and "LowArray[]" arrays starting from "start" bar
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//
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bool RangeBars::GetDonchian(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
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{
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return GetChannel(HighArray,MidArray,LowArray,start,count);
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}
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//
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// Get "count" Bollinger band values into "HighArray[]", "MidArray[]", and "LowArray[]" arrays starting from "start" bar
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//
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bool RangeBars::GetBollingerBands(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
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{
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return GetChannel(HighArray,MidArray,LowArray,start,count);
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}
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//
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// Get "count" SuperTrend values into "HighArray[]", "MidArray[]", and "LowArray[]" arrays starting from "start" bar
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//
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bool RangeBars::GetSuperTrend(double &SuperTrendHighArray[], double &SuperTrendArray[], double &SuperTrendLowArray[], int start, int count)
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{
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return GetChannel(SuperTrendHighArray,SuperTrendArray,SuperTrendLowArray,start,count);
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}
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//
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// Private function used by GetRenkoDonchian and GetRenkoBollingerBands functions to get data
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//
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bool RangeBars::GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
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{
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double tempH[], tempM[], tempL[];
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#ifdef P_RANGEBAR_BR
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return false;
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#else
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if(ArrayResize(tempH,count) == -1)
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return false;
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if(ArrayResize(tempM,count) == -1)
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return false;
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if(ArrayResize(tempL,count) == -1)
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return false;
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if(ArrayResize(HighArray,count) == -1)
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return false;
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if(ArrayResize(MidArray,count) == -1)
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return false;
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if(ArrayResize(LowArray,count) == -1)
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return false;
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|
|
|
if(CopyBuffer(rangeBarsHandle,RANGEBAR_CHANNEL_HIGH,start,count,tempH) == -1)
|
|
return false;
|
|
if(CopyBuffer(rangeBarsHandle,RANGEBAR_CHANNEL_MID,start,count,tempM) == -1)
|
|
return false;
|
|
if(CopyBuffer(rangeBarsHandle,RANGEBAR_CHANNEL_LOW,start,count,tempL) == -1)
|
|
return false;
|
|
|
|
int tempOffset = count-1;
|
|
for(int i=0; i<count; i++)
|
|
{
|
|
HighArray[tempOffset-i] = tempH[i];
|
|
MidArray[tempOffset-i] = tempM[i];
|
|
LowArray[tempOffset-i] = tempL[i];
|
|
}
|
|
|
|
ArrayFree(tempH);
|
|
ArrayFree(tempM);
|
|
ArrayFree(tempL);
|
|
|
|
return true;
|
|
#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)
|
|
{
|
|
Print("Using handle of "+iName);
|
|
return ChartIndicatorGet(0,0,iName);
|
|
}
|
|
j++;
|
|
}
|
|
|
|
Print("Failed getting handle of "+CUSTOM_CHART_NAME);
|
|
return INVALID_HANDLE;
|
|
}
|