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BREW_MissingData_Cht
//+---------------------------------+
//| BREW_MissingData_Cht.mq4 |
//+---------------------------------+
#property copyright "Copyright © 2010, Brewmanz"
#property link "http://www.metaquotes.net/"
#property indicator_chart_window
//#property indicator_separate_window
#property indicator_buffers 5
#property indicator_color1 Red
#property indicator_color2 Red
#property indicator_color3 Red
#property indicator_color4 Red
#property indicator_color5 Red
#property indicator_width1 1
#property indicator_width2 2
#property indicator_width3 3
#property indicator_width4 4
#property indicator_width5 5
//---- input parameters
extern int AlertIfMissingPeriodsOver=10;
extern int AlertLimit=0;
extern int IconSize=indicator_width1;
//---- display buffers
double V1Buff[];
double V2Buff[];
double V3Buff[];
double V4Buff[];
double V5Buff[];
int AlertsToGo;
//+-------------------------------------------+
//| Custom indicator initialization function |
//+-------------------------------------------+
int init()
{
AlertsToGo = AlertLimit;
//Print("Init() starting");
string short_name;
IndicatorBuffers(5);
//---- indicator line
//SetIndexStyle( 0,DRAW_LINE);
SetIndexStyle( 0,DRAW_ARROW, EMPTY, indicator_width1, indicator_color1);
SetIndexArrow( 0,35);
SetIndexBuffer(0,V1Buff);
SetIndexStyle( 1,DRAW_ARROW, EMPTY, indicator_width2, indicator_color2);
SetIndexArrow( 1,35);
SetIndexBuffer(1,V2Buff);
SetIndexStyle( 2,DRAW_ARROW, EMPTY, indicator_width3, indicator_color3);
SetIndexArrow( 2,35);
SetIndexBuffer(2,V3Buff);
SetIndexStyle( 3,DRAW_ARROW, EMPTY, indicator_width4, indicator_color4);
SetIndexArrow( 3,35);
SetIndexBuffer(3,V4Buff);
SetIndexStyle( 4,DRAW_ARROW, EMPTY, indicator_width5, indicator_color5);
SetIndexArrow( 4,35);
SetIndexBuffer(4,V5Buff);
//---- name for DataWindow and indicator subwindow label
short_name="BREW MissingData(" + AlertIfMissingPeriodsOver + ")";
IndicatorShortName(short_name);
SetIndexLabel(0,"1 MissingBar");
SetIndexLabel(1,"2-5 MissingBars");
SetIndexLabel(2,"5-20 MissingBars");
SetIndexLabel(3,"21-100 MissingBars");
SetIndexLabel(4,">100 MissingBars");
//----
SetIndexDrawBegin(0,1);
//----
//Print("Init() ending");
return(0);
}
//+--------------------------------------+
int start()
{
//Print("Start() top");
//----
//if(Bars<=AtrPeriod) return(0);
int ix, ixMax, ixP, counted_bars=IndicatorCounted();
//Print("Bars=",Bars,",IndCnt=",IndicatorCounted());
//---- check for possible errors
if(counted_bars<0) return(-1);
//---- the last counted bar will be recounted
if(counted_bars>0) counted_bars--;
//---- count from oldest non-counted(treating most recent counted as to-be-recounted) to 0 (most recent)
ixMax=Bars-counted_bars;
for(ix = ixMax; ix >=0; ix--)
{
//if(ix > ixMax - TrailingBarsLength)//check if enough history to work
// continue;
datetime dThis = Time[ix];
datetime dPrev = Time[ix+1];
int periodStep = (dThis - dPrev)/(Period()*60);
// wait! if over weekend, deduct 'markets closed' time (49 hours)
if(TimeDayOfWeek(dThis) < TimeDayOfWeek(dPrev))
periodStep -= (49 * 60) / Period();
int periodMissed = periodStep - 1;
V1Buff[ix] = EMPTY_VALUE;
V2Buff[ix] = EMPTY_VALUE;
V3Buff[ix] = EMPTY_VALUE;
V4Buff[ix] = EMPTY_VALUE;
V5Buff[ix] = EMPTY_VALUE;
// is all okay?
if(periodMissed <= 0)
{
//V1Buff[ix] = EMPTY_VALUE;
continue;
}
// oops. data is missing. could be weekend ...
if(TimeDayOfWeek(dThis) < TimeDayOfWeek(dPrev))
{
if(periodMissed * Period() == 49 * 60)
{
//V1Buff[ix] = EMPTY_VALUE;
continue;
}
}
Print(TimeToStr(dPrev), "-", TimeToStr(dThis), " Missing ", periodMissed, " Periods of ", Period(), " mins");
if(periodMissed > AlertIfMissingPeriodsOver)
{
if(AlertsToGo > 0)
{
AlertsToGo--;
Alert(TimeToStr(dPrev), "-", TimeToStr(dThis), " Missing ", periodMissed, " Periods of ", Period(), " mins");
}
}
if(periodMissed == 1)
V1Buff[ix] = (Close[ix] + Close[ix+1]) /2.0;
else if(periodMissed <= 5)
V2Buff[ix] = (Close[ix] + Close[ix+1]) /2.0;
else if(periodMissed <= 20)
V3Buff[ix] = (Close[ix] + Close[ix+1]) /2.0;
else if(periodMissed <= 100)
V4Buff[ix] = (Close[ix] + Close[ix+1]) /2.0;
else
V5Buff[ix] = (Close[ix] + Close[ix+1]) /2.0;
}
//---- plot any calced values
//----
//Print("Start() ret");
return(0);
}
//+------------------------------------+
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