Initial commit: RangeBars

Proprietary trading software. © Teenodi Ltd. All rights reserved.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

.gitignore

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+# Compiled binaries / logs / terminal artifacts
+*.ex4
+*.ex5
+*.log
+*.tmp
+*.bak

LICENSE

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+Copyright (c) 2023-2026 Teenodi Ltd. All rights reserved.
+
+This software and its source code are the proprietary and confidential
+property of Teenodi Ltd. Unauthorized copying, distribution, modification,
+public display, or use of this software, in whole or in part, via any medium,
+is strictly prohibited without the express prior written permission of
+Teenodi Ltd.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND. Trading
+financial instruments carries risk; use at your own risk.

README.md

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+# RangeBars
+
+Constant-range (range-bar) charting indicator, with the development iterations that led to it archived.
+
+> **Proprietary software** — © Teenodi Ltd. All rights reserved. Private repository; not for distribution. See [LICENSE](LICENSE).
+
+## Range_Bars.mq5
+
+## Archive
+
+Earlier versions / forks are preserved under [`archive/`](archive/) for reference.
+
+## Install
+
+1. Copy the source file(s) into your MetaTrader 5 `MQL5/` tree (`Experts/`, `Indicators/`, or `Scripts/` as appropriate).
+2. In MetaEditor, open the file and compile (**F7**).
+3. Attach the compiled program to a chart from the terminal Navigator.
+
+## License
+
+Proprietary and confidential. © Teenodi Ltd. All rights reserved. See [LICENSE](LICENSE).

archive/try3.mq5

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+
+// [Previous property declarations and input parameters remain unchanged]
+
+// Global variables for tick synchronization
+datetime g_lastSyncTime = 0;
+bool g_initialSyncDone = false;
+int g_retryCount = 0;
+const int MAX_RETRIES = 3;
+ulong g_currentChunkStart = 0;
+const ulong CHUNK_SIZE = 2592000000; // 30 days in milliseconds
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                           |
+//+------------------------------------------------------------------+
+int OnInit()
+{
+    // [Previous initialization code remains unchanged until before g_lastProcessedTickTime initialization]
+    
+    // Initialize with dummy tick to trigger sync
+    MqlTick dummy;
+    SymbolInfoTick(_Symbol, dummy);
+    
+    // Reset sync variables
+    g_initialSyncDone = false;
+    g_retryCount = 0;
+    
+    return(INIT_SUCCEEDED);
+}
+
+//+------------------------------------------------------------------+
+//| Custom indicator iteration function                                |
+//+------------------------------------------------------------------+
+int OnCalculate(const int rates_total,
+                const int prev_calculated,
+                const datetime &time[],
+                const double &open[],
+                const double &high[],
+                const double &low[],
+                const double &close[],
+                const long &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+{
+    if(rates_total <= 0)
+        return(0);
+        
+    // Calculate historical data on first run
+    if(!g_initialized)
+    {
+        if(!g_initialSyncDone)
+        {
+            // Initialize chunk start time
+            datetime startTime = TimeCurrent() - InpBacklogMinutes * 60;
+            g_currentChunkStart = startTime * 1000; // Convert to milliseconds
+            g_initialSyncDone = true;
+        }
+        
+        // Process historical data in chunks
+        bool continueProcessing = true;
+        MqlTick historical_ticks[];
+        int totalBars = 0;
+        
+        while(continueProcessing)
+        {
+            ulong chunkEnd = g_currentChunkStart + CHUNK_SIZE;
+            if(chunkEnd > TimeCurrent() * 1000)
+                chunkEnd = TimeCurrent() * 1000;
+                
+            int copied = CopyTicksRange(_Symbol, historical_ticks, COPY_TICKS_INFO,
+                                      g_currentChunkStart, chunkEnd);
+                                      
+            if(copied > 0)
+            {
+                // Reset retry count on successful copy
+                g_retryCount = 0;
+                
+                // Process ticks in this chunk
+                MqlRates tempBuffer[];
+                
+                for(int i = 0; i < copied && totalBars < InpStartingBars; i++)
+                {
+                    // Filter out irrelevant ticks
+                    if((historical_ticks[i].flags & TICK_FLAG_BID) == 0)
+                        continue;
+                        
+                    if(ProcessHistoricalTick(historical_ticks[i], tempBuffer))
+                    {
+                        totalBars++;
+                        
+                        if(totalBars >= InpStartingBars)
+                        {
+                            // Write processed bars to custom symbol
+                            if(CustomRatesUpdate(g_customSymbol, tempBuffer))
+                            {
+                                g_initialized = true;
+                                g_lastProcessedTickTime = historical_ticks[i].time_msc;
+                                continueProcessing = false;
+                                break;
+                            }
+                        }
+                    }
+                }
+                
+                // Move to next chunk if we need more bars
+                g_currentChunkStart = chunkEnd;
+            }
+            else
+            {
+                int error = GetLastError();
+                if(error == ERR_HISTORY_TIMEOUT)
+                {
+                    if(g_retryCount < MAX_RETRIES)
+                    {
+                        // Implement exponential backoff
+                        Sleep(1000 * (g_retryCount + 1));
+                        g_retryCount++;
+                        continue;
+                    }
+                }
+                Print("Error copying historical ticks: ", error);
+                return(0);
+            }
+            
+            // Check if we've reached current time
+            if(chunkEnd >= TimeCurrent() * 1000)
+                continueProcessing = false;
+        }
+    }
+    else
+    {
+        // Process current ticks using chunked approach
+        MqlTick current_ticks[];
+        ulong fromTime = (g_lastProcessedTickTime - InpTickTolerance * 1000);
+        ulong toTime = TimeCurrent() * 1000;
+        
+        // Split current tick processing into smaller chunks if needed
+        while(fromTime < toTime)
+        {
+            ulong chunkEnd = fromTime + CHUNK_SIZE;
+            if(chunkEnd > toTime)
+                chunkEnd = toTime;
+                
+            int copied = CopyTicksRange(_Symbol, current_ticks, COPY_TICKS_INFO,
+                                      fromTime, chunkEnd);
+                                      
+            if(copied > 0)
+            {
+                for(int i = 0; i < copied; i++)
+                {
+                    // Filter out irrelevant ticks
+                    if((current_ticks[i].flags & TICK_FLAG_BID) == 0)
+                        continue;
+                        
+                    if(current_ticks[i].time_msc > g_lastProcessedTickTime)
+                    {
+                        ProcessTick(current_ticks[i]);
+                        g_lastProcessedTickTime = current_ticks[i].time_msc;
+                    }
+                }
+                fromTime = chunkEnd;
+            }
+            else
+            {
+                int error = GetLastError();
+                if(error != ERR_HISTORY_TIMEOUT || g_retryCount >= MAX_RETRIES)
+                {
+                    Print("Error copying current ticks: ", error);
+                    break;
+                }
+                Sleep(1000 * (g_retryCount + 1));
+                g_retryCount++;
+            }
+        }
+    }
+    
+    ChartRedraw(g_customChartID);
+    return(rates_total);
+}
+
+// [Previous helper functions remain unchanged]
+
+//+------------------------------------------------------------------+
+//| Cleanup resources with improved synchronization handling           |
+//+------------------------------------------------------------------+
+void CleanupResources()
+{
+    // Reset sync variables
+    g_initialSyncDone = false;
+    g_retryCount = 0;
+    g_currentChunkStart = 0;
+    
+    // [Previous cleanup code remains unchanged]
+}

archive/try7.mq5

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