heatmap-gradient-scale

ÿþ//+------------------------------------------------------------------+

//|                                       Heatmap_Gradient_Scale.mq5 |

//|                         Rodrigo Malacarne  % DeltaTrader © 2014  % |

//|                                           www.deltatrader.com.br |

//|                                   Copyright 2014, Alain Verleyen |

//|                     https://login.mql5.com/en/users/angevoyageur |

//+------------------------------------------------------------------+

#property copyright "Copyright 2014, Rodrigo Malacarne / Alain Verleyen"

#property link      "https://login.mql5.com/en/users/angevoyageur"

#property version   "1.00"

#property strict    //--- For compatibility with MT4

#property indicator_chart_window

//---

#property indicator_plots   0



//--- ENUMS

enum ENUM_SCALE_TYPE       {DYNAMIC,FIXED};

enum ENUM_INDICATOR_TYPE   {SCALE,GRADIENT,HEATMAP};



//--- INPUTS

input string               indicatorSettings    =  "----- Indicator Settings";      //  % Indicator Management

input ENUM_INDICATOR_TYPE  indicatorType        =  HEATMAP;                         // Indicator Type



//--- GLOBALS

string         marketWatchSymbolsList[];

double         percentChange[];

color          colorArray[];

//---

int            symbolsTotal=0;

//---

MqlRates       DailyBar[];

//+------------------------------------------------------------------+

//| Indicator initialization function                                |

//+------------------------------------------------------------------+

int OnInit()

  {

//---

   if(SymbolsTotal(true)<5)

     {

      Alert("The minimum number of symbols must be 5 (five).");

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

   EventSetTimer(1);

//--- 

   ArraySetAsSeries(DailyBar,true);

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Indicator deinitialization function                              |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

//--- Delete only what is drawn by your code

   deleteScale(symbolsTotal);

   ChartRedraw();

  }

//+------------------------------------------------------------------+

//| 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 &tickVolume[],

                const long &volume[],

                const int &spread[])

  {



//---

   return(rates_total);

  }

//+------------------------------------------------------------------+

//| Timer function                                                   |

//+------------------------------------------------------------------+

void OnTimer()

  {

   int currentSymbolsTotal=SymbolsTotal(true);



//--- If we add or remove a symbol to the market watch

   if(symbolsTotal!=currentSymbolsTotal)

     {

      //--- resize arrays 

      ArrayResize(marketWatchSymbolsList,currentSymbolsTotal);

      ArrayResize(percentChange,currentSymbolsTotal);

      ArrayResize(colorArray,currentSymbolsTotal);

      //--- update arrays of symbol's name

      for(int i=0;i<currentSymbolsTotal;i++) marketWatchSymbolsList[i]=SymbolName(i,true);

      //--- remove panel in excess

      deleteScale(symbolsTotal,currentSymbolsTotal);

      //---

      symbolsTotal=currentSymbolsTotal;

     }



//--- call right drawing function

   switch(indicatorType)

     {

      case SCALE     : Scale(); break;

      case GRADIENT  : Gradient(); break;

      case HEATMAP   : Heatmap(); break;

     }

   ChartRedraw();

  }

//+------------------------------------------------------------------+

//| SCALE                                                            |

//+------------------------------------------------------------------+

void Scale()

  {

//--- Variables for the color gradient

   int length=SymbolsTotal(true); // Number os symbols on market watch



//--- Set values through for-loop

   for(int i=0;i<length;i++)

     {

      //---

      if(CopyRates(marketWatchSymbolsList[i],PERIOD_D1,0,2,DailyBar)!=2)

        {

         printf("Not all data available yet (%s) !",marketWatchSymbolsList[i]);

         return;

        }



      //--- Color 1 parameters

      int r_1 = 0;

      int g_1 = 64;

      int b_1 = 255;



      //--- Color 2 parameters

      int r_2 = 255;

      int g_2 = 255;

      int b_2 = 255;



      //--- Interpolation functions

      int r_value = r_1-i*((r_1-r_2)/(length-1));

      int g_value = g_1-i*((g_1-g_2)/(length-1));

      int b_value = b_1-i*((b_1-b_2)/(length-1));



      //---

      string rgbColor=IntegerToString(r_value)+","+IntegerToString(g_value)+","+IntegerToString(b_value);



      //---

      colorArray[i]=StringToColor(rgbColor);

      marketWatchSymbolsList[i]=SymbolName(i,true);

      percentChange[i]=((DailyBar[0].close/DailyBar[1].close)-1)*100;



      //--- Texts and boxes

      SetPanel("Panel "+IntegerToString(i),0,10,32+i*32,50,30,StringToColor(rgbColor),clrWhite,1);

      SetText("Text "+IntegerToString(i),marketWatchSymbolsList[i],13,33+i*32,clrBlack,8);

      //---

      if(percentChange[i]>=0)

        {

         SetText("Variation "+IntegerToString(i),"+"+DoubleToString(percentChange[i],2)+"%",17,46+i*32,clrBlack,8);

        }

      else

        {

         SetText("Variation "+IntegerToString(i),DoubleToString(percentChange[i],2)+"%",17,46+i*32,clrBlack,8);

        }

     }



  }

//+------------------------------------------------------------------+

//| GRADIENT                                                         |

//+------------------------------------------------------------------+

void Gradient()

  {

   int arrayMax, arrayMin;

   double scaleEdge, scaleMax, scaleMin;



//--- Color 1 parameters

   int r_1 = 255;

   int g_1 = 0;

   int b_1 = 0;

   

//--- Color 2 parameters

   int r_2 = 0;

   int g_2 = 255;

   int b_2 = 0;



//--- Sets values for variables

   for(int i=0;i<symbolsTotal;i++)

     {

      //--- Calculates the daily percent change

      marketWatchSymbolsList[i]=SymbolName(i,true);

      

      if(CopyRates(marketWatchSymbolsList[i],PERIOD_D1,0,2,DailyBar)!=2)

        {

         printf("Not all data available yet (%s) !",marketWatchSymbolsList[i]);

         return;

        }



      //--- Calculates daily percent change

      percentChange[i]=((DailyBar[0].close/DailyBar[1].close)-1)*100;



      //--- Interpolation functions

      int r_value = r_1-i*((r_1-r_2)/(symbolsTotal-1));

      int g_value = g_1-i*((g_1-g_2)/(symbolsTotal-1));

      int b_value = b_1-i*((b_1-b_2)/(symbolsTotal-1));

            

      //--- Sets colors to colorArray[]

      string rgbColor = IntegerToString(r_value)+","+IntegerToString(g_value)+","+IntegerToString(b_value);

      colorArray[i] = StringToColor(rgbColor);

     }



//--- Define gradient colors

   for(int i=0;i<symbolsTotal;i++)

     {

      //---

      arrayMax=ArrayMaximum(percentChange);

      arrayMin=ArrayMinimum(percentChange);

      

      //---

      if(MathAbs(percentChange[arrayMax])>MathAbs(percentChange[arrayMin]))

        {

         scaleEdge=percentChange[arrayMax];

        }

      else

        {

         scaleEdge=percentChange[arrayMin];

        }

      //---

      scaleMax = scaleEdge;

      scaleMin = -scaleEdge;



      //--- Local variable gradientColor

      int gradientColor;

      gradientColor = (int)MathFloor(((scaleMax-percentChange[i])/(scaleMax-scaleMin))*(symbolsTotal-1));



      //--- Texts and boxes

      SetPanel("Panel "+IntegerToString(i), 0, 10, 32+i*32, 50, 30, colorArray[gradientColor], clrWhite, 1);

      SetText("Text "+IntegerToString(i),marketWatchSymbolsList[i],13,33+i*32,clrBlack,8);

      if(percentChange[i]>=0)

        {

         SetText("Variation "+IntegerToString(i),"+"+DoubleToString(percentChange[i],2)+"%",17,46+i*32,clrBlack,8);

        }

      else

        {

         SetText("Variation "+IntegerToString(i),DoubleToString(percentChange[i],2)+"%",17,46+i*32,clrBlack,8);

        }

     }

  }

//+------------------------------------------------------------------+

//| HEATMAP                                                          |

//+------------------------------------------------------------------+

void Heatmap()

  {

//--- locals

   double scaleMax,scaleMin,scaleEdge;

//---

   int    arrayMax,arrayMin;



//--- Color 1 parameters

   int r_1 = 0;

   int g_1 = 255;

   int b_1 = 0;



//--- Color 2 parameters

   int r_2 = 255;

   int g_2 = 255;

   int b_2 = 255;



//--- Color 3 parameters

   int r_3 = 255;

   int g_3 = 0;

   int b_3 = 0;



   int midValue=(symbolsTotal%2==0 ? symbolsTotal/2 :(symbolsTotal-1)/2)-1;

//--- Build an array of colors and calculate percentage price's change

   for(int i=0;i<symbolsTotal;i++)

     {

      //--- Local variables

      int r_value = r_2;

      int g_value = g_2;

      int b_value = b_2;



      //--- Calculates the percent change of each symbol

      if(CopyRates(marketWatchSymbolsList[i],PERIOD_D1,0,2,DailyBar)==2)

        {

         percentChange[i]=((DailyBar[0].close/DailyBar[1].close)-1)*100;



         if(i<=midValue) // Positive values

           {

            //--- Positive interpolation function

            r_value = r_1-i*(r_1-r_2)/midValue;

            g_value = g_1-i*(g_1-g_2)/midValue;

            b_value = b_1-i*(b_1-b_2)/midValue;

           }

         else

           {

            //--- Negative interpolation function

            r_value = r_2-(i-midValue-1)*(r_2-r_3)/midValue;

            g_value = g_2-(i-midValue-1)*(g_2-g_3)/midValue;

            b_value = b_2-(i-midValue-1)*(b_2-b_3)/midValue;

           }

        }

      //--- Sets all possible colors to the array colorArray[]

      string rgbColor=IntegerToString(r_value)+","+IntegerToString(g_value)+","+IntegerToString(b_value);

      colorArray[i]=StringToColor(rgbColor);

     }



//--- Determine maximum/minimum and the scale value

   arrayMax=ArrayMaximum(percentChange); arrayMin=ArrayMinimum(percentChange);

   if(arrayMax==-1 || arrayMin==-1) return;



//--- Determine the scale

   scaleEdge=MathMax(MathAbs(percentChange[arrayMax]),MathAbs(percentChange[arrayMin]));

//---

   scaleMax=scaleEdge; scaleMin=-scaleEdge;

   

   midValue=(symbolsTotal%2==0 ? symbolsTotal/2 :(symbolsTotal-1)/2);

//--- Sets colors to the heatmap

   for(int i=0;i<symbolsTotal;i++)

     {

      //--- Local variable

      int heatmapColor=0;



      //--- Sets the color position (gradientColor) inside the colorArray

      if(percentChange[i]>0)

        {

         //--- color index between 0 and (symbolsTotal/2)-1

         heatmapColor=(int)MathFloor((1-percentChange[i]/scaleMax)*midValue);

        }

      else if(percentChange[i]<0)

        {

         //--- color index between symbolsTotal/2 and symbolsTotal-1

         heatmapColor=(int)MathCeil((percentChange[i]/scaleMin)*midValue)+midValue-1;

        }

      else

        {

         heatmapColor=midValue; // Mid position

        }



      if(heatmapColor<0) Print("Array out of range, heatmapcolor=",heatmapColor);

      if(heatmapColor>=ArraySize(colorArray)) Print("Array out of range, heatmapcolor=",heatmapColor," colorArray size=",ArraySize(colorArray));

      //--- Texts and boxes

      SetPanel("Panel "+IntegerToString(i),0,10,32+i*32,50,30,colorArray[heatmapColor],clrWhite,1);

      SetText("Text "+IntegerToString(i),marketWatchSymbolsList[i],13,33+i*32,clrBlack,8);

      if(percentChange[i]>=0)

        {

         SetText("Variation "+IntegerToString(i),"+"+DoubleToString(percentChange[i],2)+"%",17,46+i*32,clrBlack,8);

        }

      else

        {

         SetText("Variation "+IntegerToString(i),DoubleToString(percentChange[i],2)+"%",17,46+i*32,clrBlack,8);

        }

     }

//---

  }

//+------------------------------------------------------------------+

//| Remove unneeded objects from main chart                          |

//+------------------------------------------------------------------+

void deleteScale(int from,int to=1)

  {

//---   

   from--;to--;

   for(int i=from;i>=to;i--)

     {

      ObjectDelete(0,"Panel "+IntegerToString(i));

      ObjectDelete(0,"Text "+IntegerToString(i));

      ObjectDelete(0,"Variation "+IntegerToString(i));

     }

  }

//+------------------------------------------------------------------+

//| Draw data about a symbol in a panel                              |

//+------------------------------------------------------------------+

void SetText(string name,string text,int x,int y,color colour,int fontsize=12)

  {

   if(ObjectCreate(0,name,OBJ_LABEL,0,0,0))

     {

      ObjectSetInteger(0,name,OBJPROP_XDISTANCE,x);

      ObjectSetInteger(0,name,OBJPROP_YDISTANCE,y);

      ObjectSetInteger(0,name,OBJPROP_COLOR,colour);

      ObjectSetInteger(0,name,OBJPROP_FONTSIZE,fontsize);

      ObjectSetInteger(0,name,OBJPROP_CORNER,CORNER_LEFT_UPPER);

     }

   ObjectSetString(0,name,OBJPROP_TEXT,text);

  }

//+------------------------------------------------------------------+

//| Draw a panel with given color for a symbol                       |

//+------------------------------------------------------------------+

void SetPanel(string name,int sub_window,int x,int y,int width,int height,color bg_color,color border_clr,int border_width)

  {

   if(ObjectCreate(0,name,OBJ_RECTANGLE_LABEL,sub_window,0,0))

     {

      ObjectSetInteger(0,name,OBJPROP_XDISTANCE,x);

      ObjectSetInteger(0,name,OBJPROP_YDISTANCE,y);

      ObjectSetInteger(0,name,OBJPROP_XSIZE,width);

      ObjectSetInteger(0,name,OBJPROP_YSIZE,height);

      ObjectSetInteger(0,name,OBJPROP_COLOR,border_clr);

      ObjectSetInteger(0,name,OBJPROP_BORDER_TYPE,BORDER_FLAT);

      ObjectSetInteger(0,name,OBJPROP_WIDTH,border_width);

      ObjectSetInteger(0,name,OBJPROP_CORNER,CORNER_LEFT_UPPER);

      ObjectSetInteger(0,name,OBJPROP_STYLE,STYLE_SOLID);

      ObjectSetInteger(0,name,OBJPROP_BACK,false);

      ObjectSetInteger(0,name,OBJPROP_SELECTABLE,0);

      ObjectSetInteger(0,name,OBJPROP_SELECTED,0);

      ObjectSetInteger(0,name,OBJPROP_HIDDEN,true);

      ObjectSetInteger(0,name,OBJPROP_ZORDER,0);

     }

   ObjectSetInteger(0,name,OBJPROP_BGCOLOR,bg_color);

  }

//+------------------------------------------------------------------+