Linhas

Author: Marcio Sales Santana
Miscellaneous
It issuies visual alerts to the screen
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Linhas 
ÿþ//+------------------------------------------------------------------+

//|                                                TestLibrary15.mq5 |

//|                        Copyright 2017, MetaQuotes Software Corp. |

//|                                              http://www.mql5.com |

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

#property copyright "Marcio Sales Santana"

#property link      ""

#property version   "1.0"

//--- Including the application class



int maxima_book = 0;

int minima_book = 0;



int pontosImportantes[];

int posicao_sell = 0;



int tamanho_ind = 5;



int qtd_buy_1_wdo_anterior = 0;

int qtd_sell_1_wdo_anterior = 0;



int qtd_buy_1_dol_anterior = 0;

int qtd_sell_1_dol_anterior = 0;



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

//| Expert initialization function                                   |

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

int OnInit(void)

  {   

   if (_Symbol == "PETR4") {

      MarketBookAdd("PETR4");

   } else if (StringSubstr(_Symbol, 0, StringLen(_Symbol)-3) == "DOL") {

      MarketBookAdd("DOLJ20");

   } else if (StringSubstr(_Symbol, 0, StringLen(_Symbol)-3) == "WDO") {

//      MarketBookAdd("WDOJ20");

      MarketBookAdd("DOLJ20");

   } else if (StringSubstr(_Symbol, 0, StringLen(_Symbol)-3) == "IND") {

      MarketBookAdd("WINJ20");

      MarketBookAdd("INDJ20");

   } else if (StringSubstr(_Symbol, 0, StringLen(_Symbol)-3) == "WIN") { // WING19

      MarketBookAdd("WINJ20");

      MarketBookAdd("INDJ20");

   } else if (StringSubstr(_Symbol, 0, StringLen(_Symbol)-3) == "EP") { // EPZ19

      MarketBookAdd("EPH20");

      MarketBookAdd("MESH20");

   } else if (StringSubstr(_Symbol, 0, StringLen(_Symbol)-3) == "MES") { // MESZ19

      MarketBookAdd("EPH20");

      MarketBookAdd("MESH20");

   } else if (StringSubstr(_Symbol, 0, StringLen(_Symbol)-3) == "ENQ") { // MESZ19

   } else if (_Symbol == "EURUSD") { // MESZ19

   } else if (StringSubstr(_Symbol, 0, StringLen(_Symbol)-3) == "MNQ") { // MESZ19

   }   



//--- Initialization successful

   return(INIT_SUCCEEDED);

  }



void gravarPontoImportante(int &min, int &max) {

   bool achouPontoImportanteMin = false;

   bool achouPontoImportanteMax = false;

   for (int p = 0; p < ArraySize(pontosImportantes); p++) {

      if (pontosImportantes[p] == min) {

         achouPontoImportanteMin = true;

      }

      if (pontosImportantes[p] == max) {

         achouPontoImportanteMax = true;

      }

   }

   if (!achouPontoImportanteMin) {

      int tamanhoMin = ArraySize(pontosImportantes);

      ArrayResize(pontosImportantes,tamanhoMin+1);

      pontosImportantes[tamanhoMin] = min;

      long cid=ChartID();

      ResetLastError();

      if(!ObjectCreate(cid,"min_"+min,OBJ_HLINE,0,0,(double)min) || GetLastError()!=0)

         Print("Error creating object: ",GetLastError());

      else

         ChartRedraw(cid);

         

      ObjectSetInteger(cid,"min_"+min,OBJPROP_COLOR,clrRed);

   }

   if (!achouPontoImportanteMax) {

      int tamanhoMax = ArraySize(pontosImportantes);

      ArrayResize(pontosImportantes,tamanhoMax+1);

      pontosImportantes[tamanhoMax] = max;

      long cid=ChartID();

      ResetLastError();

      if(!ObjectCreate(cid,"max_"+max,OBJ_HLINE,0,0,(double)max) || GetLastError()!=0)

         Print("Error creating object: ",GetLastError());

      else

         ChartRedraw(cid);

         

      ObjectSetInteger(cid,"max_"+max,OBJPROP_COLOR,clrRed);

      

   }

}



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

//| BookEvent function                                               |

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

void OnBookEvent(const string &symbol) {

      //--- array of the DOM structures

      MqlBookInfo last_bookArray[];



      //--- get the book

      if(MarketBookGet(symbol,last_bookArray))

        {

         //--- process book data

         posicao_sell = 0;

         MqlBookInfo curr_info;

         for(int idx=0;(idx<ArraySize(last_bookArray));idx++) {

            curr_info=last_bookArray[idx];

            if (curr_info.type == BOOK_TYPE_BUY || curr_info.type == BOOK_TYPE_BUY_MARKET) {

               posicao_sell = idx;

               break;

            }

           }

           if (posicao_sell != 0) {



            double buy_1;

            int qtd_buy_1;



            double sell_1;

            int qtd_sell_1;

            

            curr_info=last_bookArray[posicao_sell];

            buy_1 = curr_info.price;

            qtd_buy_1 = curr_info.volume_real;



            // venda

            curr_info=last_bookArray[posicao_sell-1];

            sell_1 = curr_info.price;

            qtd_sell_1 = curr_info.volume_real;

            

            if (symbol == "PETR4") {

               minima_book = StringSubstr(buy_1,0,2) + "" + StringSubstr(DoubleToString(buy_1,2),3,2); // minima_book

               maxima_book = StringSubstr(sell_1,0,2) + "" + StringSubstr(DoubleToString(sell_1,2),3,2); // maxima_book

               //if (MathAbs(maxima_book - minima_book) > 10) {

                  //gravarPontoImportante(minima_book, maxima_book);

                  Alert("PETR4 = minima_book = ", minima_book, " maxima_book = ", maxima_book, " spread = ", MathAbs(maxima_book - minima_book));

               //}

            } else if (StringSubstr(symbol, 0, StringLen(symbol)-3) == "DOL") {

               minima_book = StringSubstr(DoubleToString(buy_1,2),0,4);

               maxima_book = StringSubstr(DoubleToString(sell_1,2),0,4);

               if (qtd_buy_1_dol_anterior == 0) {

                  qtd_buy_1_dol_anterior = qtd_buy_1 - 50;

               }

               if (qtd_sell_1_dol_anterior == 0) {

                  qtd_sell_1_dol_anterior = qtd_sell_1 - 50;

               }

               if ((MathAbs(maxima_book - minima_book) > 9) && (qtd_buy_1 > 5) && (qtd_sell_1 > 5) && 

                  ((MathAbs(qtd_buy_1_dol_anterior - qtd_buy_1) > 50) || (MathAbs(qtd_sell_1_dol_anterior - qtd_sell_1) > 50))) {

                  gravarPontoImportante(minima_book, maxima_book);

                  Alert("DOL = minima_book = ", minima_book, " maxima_book = ", maxima_book, " spread = ", MathAbs(maxima_book - minima_book));

                  qtd_buy_1_dol_anterior = qtd_buy_1;

                  qtd_sell_1_dol_anterior = qtd_sell_1;

               }

            } else if (StringSubstr(symbol, 0, StringLen(symbol)-3) == "WDO") {

               minima_book = StringSubstr(DoubleToString(buy_1,2),0,4);

               maxima_book = StringSubstr(DoubleToString(sell_1,2),0,4);

               if (qtd_buy_1_wdo_anterior == 0) {

                  qtd_buy_1_wdo_anterior = qtd_buy_1 - 20;

               }

               if (qtd_sell_1_wdo_anterior == 0) {

                  qtd_sell_1_wdo_anterior = qtd_sell_1 - 20;

               }

               if ((MathAbs(maxima_book - minima_book) > 9) && (qtd_buy_1 > 5) && (qtd_sell_1 > 5) && 

                  ((MathAbs(qtd_buy_1_wdo_anterior - qtd_buy_1) > 19) || (MathAbs(qtd_sell_1_wdo_anterior - qtd_sell_1) > 19))) {

                  //gravarPontoImportante(minima_book, maxima_book);

                  Alert("WDO = minima_book = ", minima_book, " maxima_book = ", maxima_book, " spread = ", MathAbs(maxima_book - minima_book));

                  qtd_buy_1_wdo_anterior = qtd_buy_1;

                  qtd_sell_1_wdo_anterior = qtd_sell_1;

               }

            } else if (StringSubstr(symbol, 0, StringLen(symbol)-3) == "IND") {

               minima_book = StringSubstr(buy_1,0,tamanho_ind);

               maxima_book = StringSubstr(sell_1,0,tamanho_ind);

               if (MathAbs(maxima_book - minima_book) > 150) {

                  gravarPontoImportante(minima_book, maxima_book);

                  //Alert("DOL = minima_book = ", minima_book, " maxima_book = ", maxima_book, " spread = ", MathAbs(maxima_book - minima_book));

               }

            } else if (StringSubstr(symbol, 0, StringLen(symbol)-3) == "WIN") {

               minima_book = StringSubstr(buy_1,0,tamanho_ind);

               maxima_book = StringSubstr(sell_1,0,tamanho_ind);

               if (MathAbs(maxima_book - minima_book) > 150) {

                  gravarPontoImportante(minima_book, maxima_book);

                  //Alert("DOL = minima_book = ", minima_book, " maxima_book = ", maxima_book, " spread = ", MathAbs(maxima_book - minima_book));

               }

            } else if (StringSubstr(symbol, 0, StringLen(symbol)-3) == "EP") { // EPZ19

               minima_book = StringSubstr(buy_1,0,4) + "" + StringSubstr(DoubleToString(buy_1,2),5,2);

               maxima_book = StringSubstr(sell_1,0,4) + "" + StringSubstr(DoubleToString(sell_1,2),5,2);

               gravarPontoImportante(minima_book, maxima_book);

            } else if (StringSubstr(symbol, 0, StringLen(symbol)-3) == "MES") { // MESZ19

               minima_book = StringSubstr(buy_1,0,4) + "" + StringSubstr(DoubleToString(buy_1,2),5,2);

               maxima_book = StringSubstr(sell_1,0,4) + "" + StringSubstr(DoubleToString(sell_1,2),5,2);

               gravarPontoImportante(minima_book, maxima_book);

            } else if (StringSubstr(symbol, 0, StringLen(symbol)-3) == "ENQ") { // MESZ19

               minima_book = StringSubstr(DoubleToString(buy_1,2),0,4);

               maxima_book = StringSubstr(DoubleToString(sell_1,2),0,4);

            } else if (StringSubstr(symbol, 0, StringLen(symbol)-3) == "MNQ") { // MESZ19

               minima_book = StringSubstr(DoubleToString(buy_1,2),0,4);

               maxima_book = StringSubstr(DoubleToString(sell_1,2),0,4);

            }

        }

      }

}

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