Open_Interest

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

//|                                                Open Interest.mq5 |

//|                              Copyright © 2016, Vladimir Karputov |

//|                                           http://wmua.ru/slesar/ |

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

#property copyright "Copyright © 2016, Vladimir Karputov"

#property link      "http://wmua.ru/slesar/"

#property version   "1.001"

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots   2

//--- plot Max

#property indicator_label1  "Interest Max"

#property indicator_type1   DRAW_HISTOGRAM2

#property indicator_color1  clrBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  3

//--- plot !urrent

#property indicator_label2  "Interest Min"

#property indicator_type2   DRAW_HISTOGRAM2

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  3

//--- indicator buffers

double         BufferMaxUp[];

double         BufferMaxDown[];

double         BufferMinUp[];

double         BufferMinDown[];

//---

datetime       StartDate=0;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

   Print(__FUNCTION__);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferMaxUp,INDICATOR_DATA);

   SetIndexBuffer(1,BufferMaxDown,INDICATOR_DATA);

   SetIndexBuffer(2,BufferMinUp,INDICATOR_DATA);

   SetIndexBuffer(3,BufferMinDown,INDICATOR_DATA);

   ArraySetAsSeries(BufferMaxUp,true);

   ArraySetAsSeries(BufferMaxDown,true);

   ArraySetAsSeries(BufferMinUp,true);

   ArraySetAsSeries(BufferMinDown,true);

//---

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0);

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0);

   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,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(prev_calculated==0)

     {

      Print("prev_calculated==0, StartDate=",StartDate);

      if(StartDate<D'2015.01.01 00:00')

        {

         StartDate=TimeCurrent();

        }

      else

        {

         return(rates_total);

        }

     }

//---

   double interest=SymbolInfoDouble(Symbol(),SYMBOL_SESSION_INTEREST);

//---

   int limit=rates_total-prev_calculated;

   for(int i=0;i<limit;i++) // 2 A;CG05 :>340 prev_calculated==0 8;8 :>340 limit>1

     {

      BufferMaxUp[i]=interest;

      BufferMaxDown[i]=interest;

      BufferMinUp[i]=interest;

      BufferMinDown[i]=interest;

     }

//---

   if(interest>BufferMaxUp[0])

     {

      BufferMaxUp[0]=interest;

     }

   if(interest<BufferMinDown[0])

     {

      BufferMinDown[0]=interest;

     }

//--- return value of prev_calculated for next call

   return(rates_total);

  }

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