mirror of
https://github.com/Valenteeno/RangeBars.git
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Initial commit: RangeBars
Proprietary trading software. © Teenodi Ltd. All rights reserved. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Valentine Chibuike Ozoigboanugo
co-authored by
Claude Opus 4.8
Claude Opus 4.8
commit
c8e3e30849
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// [Previous property declarations and input parameters remain unchanged]
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// Global variables for tick synchronization
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datetime g_lastSyncTime = 0;
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bool g_initialSyncDone = false;
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int g_retryCount = 0;
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const int MAX_RETRIES = 3;
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ulong g_currentChunkStart = 0;
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const ulong CHUNK_SIZE = 2592000000; // 30 days in milliseconds
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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// [Previous initialization code remains unchanged until before g_lastProcessedTickTime initialization]
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// Initialize with dummy tick to trigger sync
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MqlTick dummy;
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SymbolInfoTick(_Symbol, dummy);
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// Reset sync variables
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g_initialSyncDone = false;
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g_retryCount = 0;
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total <= 0)
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return(0);
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// Calculate historical data on first run
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if(!g_initialized)
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{
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if(!g_initialSyncDone)
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{
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// Initialize chunk start time
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datetime startTime = TimeCurrent() - InpBacklogMinutes * 60;
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g_currentChunkStart = startTime * 1000; // Convert to milliseconds
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g_initialSyncDone = true;
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}
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// Process historical data in chunks
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bool continueProcessing = true;
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MqlTick historical_ticks[];
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int totalBars = 0;
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while(continueProcessing)
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{
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ulong chunkEnd = g_currentChunkStart + CHUNK_SIZE;
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if(chunkEnd > TimeCurrent() * 1000)
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chunkEnd = TimeCurrent() * 1000;
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int copied = CopyTicksRange(_Symbol, historical_ticks, COPY_TICKS_INFO,
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g_currentChunkStart, chunkEnd);
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if(copied > 0)
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{
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// Reset retry count on successful copy
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g_retryCount = 0;
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// Process ticks in this chunk
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MqlRates tempBuffer[];
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for(int i = 0; i < copied && totalBars < InpStartingBars; i++)
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{
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// Filter out irrelevant ticks
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if((historical_ticks[i].flags & TICK_FLAG_BID) == 0)
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continue;
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if(ProcessHistoricalTick(historical_ticks[i], tempBuffer))
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{
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totalBars++;
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if(totalBars >= InpStartingBars)
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{
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// Write processed bars to custom symbol
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if(CustomRatesUpdate(g_customSymbol, tempBuffer))
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{
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g_initialized = true;
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g_lastProcessedTickTime = historical_ticks[i].time_msc;
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continueProcessing = false;
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break;
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}
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}
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}
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}
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// Move to next chunk if we need more bars
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g_currentChunkStart = chunkEnd;
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}
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else
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{
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int error = GetLastError();
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if(error == ERR_HISTORY_TIMEOUT)
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{
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if(g_retryCount < MAX_RETRIES)
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{
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// Implement exponential backoff
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Sleep(1000 * (g_retryCount + 1));
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g_retryCount++;
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continue;
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}
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}
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Print("Error copying historical ticks: ", error);
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return(0);
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}
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// Check if we've reached current time
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if(chunkEnd >= TimeCurrent() * 1000)
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continueProcessing = false;
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}
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}
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else
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{
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// Process current ticks using chunked approach
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MqlTick current_ticks[];
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ulong fromTime = (g_lastProcessedTickTime - InpTickTolerance * 1000);
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ulong toTime = TimeCurrent() * 1000;
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// Split current tick processing into smaller chunks if needed
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while(fromTime < toTime)
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{
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ulong chunkEnd = fromTime + CHUNK_SIZE;
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if(chunkEnd > toTime)
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chunkEnd = toTime;
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int copied = CopyTicksRange(_Symbol, current_ticks, COPY_TICKS_INFO,
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fromTime, chunkEnd);
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if(copied > 0)
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{
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for(int i = 0; i < copied; i++)
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{
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// Filter out irrelevant ticks
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if((current_ticks[i].flags & TICK_FLAG_BID) == 0)
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continue;
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if(current_ticks[i].time_msc > g_lastProcessedTickTime)
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{
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ProcessTick(current_ticks[i]);
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g_lastProcessedTickTime = current_ticks[i].time_msc;
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}
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}
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fromTime = chunkEnd;
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}
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else
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{
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int error = GetLastError();
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if(error != ERR_HISTORY_TIMEOUT || g_retryCount >= MAX_RETRIES)
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{
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Print("Error copying current ticks: ", error);
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break;
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}
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Sleep(1000 * (g_retryCount + 1));
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g_retryCount++;
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}
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}
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}
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ChartRedraw(g_customChartID);
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return(rates_total);
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}
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// [Previous helper functions remain unchanged]
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//+------------------------------------------------------------------+
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//| Cleanup resources with improved synchronization handling |
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//+------------------------------------------------------------------+
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void CleanupResources()
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{
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// Reset sync variables
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g_initialSyncDone = false;
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g_retryCount = 0;
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g_currentChunkStart = 0;
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// [Previous cleanup code remains unchanged]
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}
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@@ -0,0 +1,237 @@
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//+------------------------------------------------------------------+
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//| try7.mq5 |
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//| Copyright 2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.00"
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#property indicator_separate_window
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#property indicator_minimum 1
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- indicator buffers mapping
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//---
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const int begin,
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const double &price[])
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{
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//---
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| ChartEvent function |
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//+------------------------------------------------------------------+
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void OnChartEvent(const int id,
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const long &lparam,
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const double &dparam,
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const string &sparam)
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{
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//---
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}
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//+------------------------------------------------------------------+
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// [Previous property declarations and input parameters remain unchanged]
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// Global variables for tick synchronization
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datetime g_lastSyncTime = 0;
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bool g_initialSyncDone = false;
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int g_retryCount = 0;
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const int MAX_RETRIES = 3;
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ulong g_currentChunkStart = 0;
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const ulong CHUNK_SIZE = 2592000000; // 30 days in milliseconds
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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// [Previous initialization code remains unchanged until before g_lastProcessedTickTime initialization]
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// Initialize with dummy tick to trigger sync
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MqlTick dummy;
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SymbolInfoTick(_Symbol, dummy);
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// Reset sync variables
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g_initialSyncDone = false;
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g_retryCount = 0;
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total <= 0)
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return(0);
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// Calculate historical data on first run
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if(!g_initialized)
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{
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if(!g_initialSyncDone)
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{
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// Initialize chunk start time
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datetime startTime = TimeCurrent() - InpBacklogMinutes * 60;
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g_currentChunkStart = startTime * 1000; // Convert to milliseconds
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g_initialSyncDone = true;
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}
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// Process historical data in chunks
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bool continueProcessing = true;
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MqlTick historical_ticks[];
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int totalBars = 0;
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while(continueProcessing)
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{
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ulong chunkEnd = g_currentChunkStart + CHUNK_SIZE;
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if(chunkEnd > TimeCurrent() * 1000)
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chunkEnd = TimeCurrent() * 1000;
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int copied = CopyTicksRange(_Symbol, historical_ticks, COPY_TICKS_INFO,
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g_currentChunkStart, chunkEnd);
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if(copied > 0)
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{
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// Reset retry count on successful copy
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g_retryCount = 0;
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// Process ticks in this chunk
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MqlRates tempBuffer[];
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for(int i = 0; i < copied && totalBars < InpStartingBars; i++)
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{
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// Filter out irrelevant ticks
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if((historical_ticks[i].flags & TICK_FLAG_BID) == 0)
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continue;
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if(ProcessHistoricalTick(historical_ticks[i], tempBuffer))
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{
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totalBars++;
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if(totalBars >= InpStartingBars)
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{
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// Write processed bars to custom symbol
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if(CustomRatesUpdate(g_customSymbol, tempBuffer))
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{
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g_initialized = true;
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g_lastProcessedTickTime = historical_ticks[i].time_msc;
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continueProcessing = false;
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break;
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}
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}
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}
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}
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// Move to next chunk if we need more bars
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g_currentChunkStart = chunkEnd;
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}
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else
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{
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int error = GetLastError();
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if(error == ERR_HISTORY_TIMEOUT)
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{
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if(g_retryCount < MAX_RETRIES)
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{
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// Implement exponential backoff
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Sleep(1000 * (g_retryCount + 1));
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g_retryCount++;
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continue;
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}
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}
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Print("Error copying historical ticks: ", error);
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return(0);
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}
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// Check if we've reached current time
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if(chunkEnd >= TimeCurrent() * 1000)
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continueProcessing = false;
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}
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}
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else
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{
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// Process current ticks using chunked approach
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MqlTick current_ticks[];
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ulong fromTime = (g_lastProcessedTickTime - InpTickTolerance * 1000);
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ulong toTime = TimeCurrent() * 1000;
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// Split current tick processing into smaller chunks if needed
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while(fromTime < toTime)
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{
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ulong chunkEnd = fromTime + CHUNK_SIZE;
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if(chunkEnd > toTime)
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chunkEnd = toTime;
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int copied = CopyTicksRange(_Symbol, current_ticks, COPY_TICKS_INFO,
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fromTime, chunkEnd);
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if(copied > 0)
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{
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for(int i = 0; i < copied; i++)
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{
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// Filter out irrelevant ticks
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if((current_ticks[i].flags & TICK_FLAG_BID) == 0)
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continue;
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if(current_ticks[i].time_msc > g_lastProcessedTickTime)
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{
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ProcessTick(current_ticks[i]);
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g_lastProcessedTickTime = current_ticks[i].time_msc;
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}
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}
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fromTime = chunkEnd;
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}
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else
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{
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int error = GetLastError();
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if(error != ERR_HISTORY_TIMEOUT || g_retryCount >= MAX_RETRIES)
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{
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Print("Error copying current ticks: ", error);
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break;
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}
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Sleep(1000 * (g_retryCount + 1));
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g_retryCount++;
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}
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}
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}
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ChartRedraw(g_customChartID);
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return(rates_total);
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}
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// [Previous helper functions remain unchanged]
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//+------------------------------------------------------------------+
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//| Cleanup resources with improved synchronization handling |
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//+------------------------------------------------------------------+
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void CleanupResources()
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{
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// Reset sync variables
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g_initialSyncDone = false;
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g_retryCount = 0;
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g_currentChunkStart = 0;
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// [Previous cleanup code remains unchanged]
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}
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