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renkolivechart_v600_indi
//+------------------------------------------------------------------+
//| RenkoLiveChart_v600.4.2.mq4 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
//+---------------------------------------------------------------------------+
//| EA VERSION
//| RenkoLiveChart_v3.2.mq4
//| Inspired from Renko script by "e4" (renko_live_scr.mq4)
//| Copyleft 2009 LastViking
//|
//| Aug 12 2009 (LV):
//| - Wanted volume in my Renko chart so I wrote my own script
//|
//| Aug 20-21 2009 (LV) (v1.1 - v1.3):
//| - First attempt at live Renko brick formation (bugs O bugs...)
//| - Fixed problem with strange symbol names at some 5 digit
//| brokers (credit to Tigertron)
//|
//| Aug 24 2009 (LV) (v1.4):
//| - Handle High / Low in history in a reasonable way (prev.
//| used Close)
//|
//| Aug 26 2009 (Lou G) (v1.5/v1.6):
//| - Finaly fixing the "late appearance" (live Renko brick
//| formation) bug
//|
//| Aug 31 2009 (LV) (v2.0):
//| - Not a script anylonger, but run as indicator
//| - Naroved down the MT4 bug that used to cause the "late appearance bug"
//| a little closer (has to do with High / Low gaps)
//| - Removed the while ... sleep() loop. Renko chart is now tick
//| driven: -MUCH nicer to system resources this way
//|
//| Sep 03 2009 (LV) (v2.1):
//| - Fixed so that Time[] holds the open time of the renko
//| bricks (prev. used time of close)
//|
//| Sep 16 2009 (Lou G) (v3.0):
//| - Optional wicks added
//| - Conversion back to EA
//| - Auto adjust for 5 and 6 dec brokers added
//| enter RenkoBoxSize as "actual" size e.g. "10" for 10 pips
//| - Compensation for "zero compare" problem added
//|
//| Okt 05 2009 (LV) (v3.1):
//| - Fixed a bug related to BoxOffset
//| - Auto adjust for 3 and 4 dec JPY pairs
//| - Removed init() function
//| - Changed back to old style Renko brick formation
//|
//| Okt 13 2009 (LV) (v3.2):
//| - Added "EmulateOnLineChart" option (credit to Skipperxit/Mimmo)
//|
//| Feb 07 2014 (KZ) (v600.1):
//| - Build 600 forced upgrade for new history file format
//| - Build 600 has some "funny" quirks
//| - "So that is why everyone is laughing"?
//| - 1) The share/lock access rights
//| - 2) It appears to me static variables do not act right
//| - Seems like they might not be reset when the code is re-loaded
//| - Not sure, so just moved them all to common
//| - Many thanks to LastViking, Lou G, Kiads, Mihailo, and many others
//| - that have contributed to making Renko a success
//| - My apologies to each of you if I have abused your code
//| - Many thanks to Mary-Jane for helping me get up to date on passing strings to DLLs
//| - "surprise, surprise, surprise"
//| - Many thanks to MetaQuirks for forcing me to bring my programming skills up to date
//|
//| Apr 03 2015 (SK) (v600.3)
//| - Fixed missing wicks on the same side of bar as current direction
//| - Fixed missing wicks on extremums
//| - Made a start timer to build the chart once even if no ticks coming (i.e. during weekend)
//| Nov 25 2015 (SK - https://www.mql5.com/en/users/marketeer) (v600.4)
//| - Classical 'look and feel' of renko wicks applied as a patch
//|
//| Jan 19 2106 (File45 - https://www.mql5.com/en/users/file45/publications) (v600.5 & v600.6)
//| - Transcribed to Post MT4 Build 600 New Code
//| - Change Renko BoxSize from int to double
//| - Corrected ShowWicks=false failure to remove wicks
//| Mar 24 2106 (File45 - https://www.mql5.com/en/users/file45/publications) (v600.6)
//| - Convert EA to Indicator
//|
//| From the MQL4 Reference
//| MqlRates
//|
//| This structure stores information about the prices, volumes and spread.
//|
//| struct MqlRates
//| {
//| datetime time; // Period start time
//| double open; // Open price
//| double high; // The highest price of the period
//| double low; // The lowest price of the period
//| double close; // Close price
//| long tick_volume; // Tick volume
//| int spread; // Spread
//| long real_volume; // Trade volume
//| };
//+---------------------------------------------------------------------------+
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "6.00"
#property strict
#property indicator_chart_window
#include <WinUser32.mqh>
#include <stdlib.mqh>
//+------------------------------------------------------------------+
#import "user32.dll"
int RegisterWindowMessageW(string lpString);
#import
//+------------------------------------------------------------------+
input double RenkoBoxSize = 3.0;
input int RenkoBoxOffset = 0;
input int RenkoTimeFrame = 7; // Offline Timeframe
input bool ShowWicks = false;
input bool EmulateOnLineChart = true;
input bool StrangeSymbolName = false;
//+------------------------------------------------------------------+
int HstHandle = -1, LastFPos = 0, MT4InternalMsg = 0;
string sSymbolName;
datetime dtSendTime;
double dSendOpen;
double dSendHigh;
double dSendLow;
double dSendClose;
double dSendVol;
bool bStopAll = false;
int iRcdCnt = 0;
int hwnd = 0;
double BoxPoints, UpWick, DnWick;
double PrevLow, PrevHigh, PrevOpen, PrevClose, CurVolume, CurLow, CurHigh, CurOpen, CurClose;
datetime PrevTime;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
if(HstHandle > 0)
{
FileClose(HstHandle);
}
HstHandle = -1;
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
void OnDeinit(const int reason)
{
if(HstHandle >= 0)
{
FileClose(HstHandle);
HstHandle = -1;
}
Comment("");
return;
}
//+------------------------------------------------------------------+
//| 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(bStopAll) return(0);
//+------------------------------------------------------------------+
// This is only executed once, then the first tick arives.
if(HstHandle < 0)
{
// Init
// Error checking
if(!IsConnected())
{
Print("Waiting for connection...");
return(0);
}
if(!IsDllsAllowed())
{
Print("Error: Dll calls must be allowed!");
bStopAll = true;
return(0);
}
if(MathAbs(RenkoBoxOffset) >= RenkoBoxSize)
{
Print("Error: |RenkoBoxOffset| should be less then RenkoBoxSize!");
bStopAll = true;
return(0);
}
switch(RenkoTimeFrame)
{
case 1:
case 5:
case 15:
case 30:
case 60:
case 240:
case 1440:
case 10080:
case 43200:
case 0:
Print("Error: Invald time frame used for offline renko chart (RenkoTimeFrame)!");
bStopAll = true;
return(0);
}
double BoxSize = RenkoBoxSize;
int BoxOffset = RenkoBoxOffset;
if(Digits == 5 || (Digits == 3 && StringFind(Symbol(), "JPY") != -1))
{
BoxSize = BoxSize * 10;
BoxOffset = BoxOffset * 10;
}
if(Digits == 6 || (Digits == 4 && StringFind(Symbol(), "JPY") != -1))
{
BoxSize = BoxSize * 100;
BoxOffset = BoxOffset * 100;
}
if(StrangeSymbolName) sSymbolName = StringSubstr(Symbol(), 0, 6);
else sSymbolName = Symbol();
BoxPoints = NormalizeDouble(BoxSize * Point, Digits);
PrevLow = NormalizeDouble(BoxOffset * Point + MathFloor(Close[Bars - 1] / BoxPoints) * BoxPoints, Digits);
DnWick = PrevLow;
PrevHigh = PrevLow + BoxPoints;
UpWick = PrevHigh;
PrevOpen = PrevLow;
PrevClose = PrevHigh;
CurVolume = 1;
PrevTime = Time[Bars - 1];
// create / open hst file
HstHandle = FileOpenHistory(sSymbolName + IntegerToString(RenkoTimeFrame) + ".hst", FILE_BIN | FILE_WRITE | FILE_ANSI);//W1
if(HstHandle < 0)
{
Print("Error: can\'t create / open history file: " + ErrorDescription(GetLastError()) + ": " + sSymbolName + IntegerToString(RenkoTimeFrame) + ".hst");
bStopAll = true;
return(0);
}
else
{
Print("History file opened for write, handle: " + IntegerToString(HstHandle));
FileSeek(HstHandle, 0, SEEK_SET);
// Hist file opened as write zero length to create
}
// the file is created empty, now re-open it read write shared
DoOpenHistoryReadWrite();
FileSeek(HstHandle, 0, SEEK_SET);
//Hist file opened as read write for adding to
// write hst file header - does anyone have a structure for this heading?
int HstUnused[13];
FileWriteInteger(HstHandle, 401, LONG_VALUE); // Version // was 400
FileWriteString(HstHandle, "", 64); // Copyright
FileWriteString(HstHandle, sSymbolName, 12); // Symbol
FileWriteInteger(HstHandle, RenkoTimeFrame, LONG_VALUE); // Period
FileWriteInteger(HstHandle, Digits, LONG_VALUE); // Digits
FileWriteInteger(HstHandle, 0, LONG_VALUE); // Time Sign
FileWriteInteger(HstHandle, 0, LONG_VALUE); // Last Sync
FileWriteArray(HstHandle, HstUnused, 0, 13); // Unused
// process historical data
int i = Bars - 2;
//Print(Symbol() + " " + High[i] + " " + Low[i] + " " + Open[i] + " " + Close[i]);
//---------------------------------------------------------------------------
while(i >= 0)
{
CurVolume = CurVolume + Volume[i];
UpWick = MathMax(UpWick, High[i]);
DnWick = MathMin(DnWick, Low[i]);
// update low before high or the revers depending on is closest to prev. bar
bool UpTrend = High[i] + Low[i] > High[i + 1] + Low[i + 1];
bool WipeUpWick = false, WipeDownWick = false;
// go down in up phase
while(UpTrend && (Low[i] < PrevLow - BoxPoints || CompareDoubles(Low[i], PrevLow - BoxPoints)))
{
PrevHigh = PrevHigh - BoxPoints;
PrevLow = PrevLow - BoxPoints;
PrevOpen = PrevHigh;
PrevClose = PrevLow;
dtSendTime = PrevTime;
dSendOpen = PrevOpen;
if(ShowWicks==true && DnWick < PrevLow && Low[i] >= PrevLow - BoxPoints)
{
dSendLow = DnWick;
WipeDownWick = true;
}
else
{
//dSendLow = PrevLow;// When ShowWicks = false this code will show wicks (file45)
dSendLow = PrevHigh;
}
if(ShowWicks==true && UpWick > PrevHigh && UpWick <= PrevHigh + 2 * BoxPoints)
{
dSendHigh = UpWick;
WipeUpWick = true;
}
else
{
dSendHigh = PrevHigh;
}
dSendClose = PrevClose;
dSendVol = CurVolume;
DoWriteStruct(dtSendTime, dSendOpen, dSendHigh, dSendLow, dSendClose, dSendVol);
if(WipeUpWick) UpWick = 0;
if(WipeDownWick) DnWick = EMPTY_VALUE;
CurVolume = 0;
CurHigh = PrevLow;
CurLow = PrevLow;
if(PrevTime < Time[i]) PrevTime = Time[i];
else PrevTime++;
}
// go up
while(High[i] > PrevHigh + BoxPoints || CompareDoubles(High[i], PrevHigh + BoxPoints))
{
PrevHigh = PrevHigh + BoxPoints;
PrevLow = PrevLow + BoxPoints;
PrevOpen = PrevLow;
PrevClose = PrevHigh;
dtSendTime = PrevTime;
dSendOpen = PrevOpen;
if(ShowWicks==true && DnWick < PrevLow && DnWick >= PrevLow - 2 * BoxPoints )
{
dSendLow = DnWick;
WipeDownWick = true;
}
else
{
dSendLow = PrevLow;
}
if(ShowWicks==true && UpWick > PrevHigh && High[i] <= PrevHigh + BoxPoints)
{
dSendHigh = UpWick;
WipeUpWick = true;
}
else
{
//dSendHigh = PrevHigh; // When ShowWicks = false this code will show wicks (file45)
dSendHigh = PrevLow;
}
dSendClose = PrevClose;
dSendVol = CurVolume;
DoWriteStruct(dtSendTime, dSendOpen, dSendHigh, dSendLow, dSendClose, dSendVol);
if(WipeUpWick) UpWick = 0;
if(WipeDownWick) DnWick = EMPTY_VALUE;
CurVolume = 0;
CurHigh = PrevHigh;
CurLow = PrevHigh;
if(PrevTime < Time[i]) PrevTime = Time[i];
else PrevTime++;
RefreshRates();
}
// go down in down phase
while(!UpTrend && (Low[i] < PrevLow - BoxPoints || CompareDoubles(Low[i], PrevLow - BoxPoints)))
{
PrevHigh = PrevHigh - BoxPoints;
PrevLow = PrevLow - BoxPoints;
PrevOpen = PrevHigh;
PrevClose = PrevLow;
dtSendTime = PrevTime;
dSendOpen = PrevOpen;
if(ShowWicks==true && DnWick < PrevLow && Low[i] >= PrevLow - BoxPoints)
{
dSendLow = DnWick;
WipeDownWick = true;
}
else
{
//dSendLow = PrevLow; // When ShowWicks = false this code will show wicks (file45)
dSendLow = PrevHigh;
}
if(ShowWicks==true && UpWick > PrevHigh)
{
dSendHigh = UpWick;
WipeUpWick = true;
}
else
{
dSendHigh = PrevHigh;
}
dSendClose = PrevClose;
dSendVol = CurVolume;
DoWriteStruct(dtSendTime, dSendOpen, dSendHigh, dSendLow, dSendClose, dSendVol);
if(WipeUpWick) UpWick = 0;
if(WipeDownWick) DnWick = EMPTY_VALUE;
CurVolume = 0;
CurHigh = PrevLow;
CurLow = PrevLow;
if(PrevTime < Time[i]) PrevTime = Time[i];
else PrevTime++;
RefreshRates();
}
i--;
}
LastFPos = (int)FileTell(HstHandle); // Remember Last pos in file
if(Close[0] > MathMax(PrevClose, PrevOpen)) CurOpen = MathMax(PrevClose, PrevOpen);
else if(Close[0] < MathMin(PrevClose, PrevOpen)) CurOpen = MathMin(PrevClose, PrevOpen);
else CurOpen = Close[0];
CurClose = Close[0];
if(ShowWicks==true)
{
if(UpWick > PrevHigh) CurHigh = UpWick;
if(DnWick < PrevLow) CurLow = DnWick;
}
dtSendTime = PrevTime;
dSendOpen = CurOpen;
dSendLow = CurLow;
dSendHigh = CurHigh;
dSendClose = CurClose;
dSendVol = CurVolume;
DoWriteStruct(dtSendTime, dSendOpen, dSendHigh, dSendLow, dSendClose, dSendVol);
FileFlush(HstHandle);
if(bStopAll) return(0);
Comment("RenkoLiveChart (" + DoubleToString(RenkoBoxSize) + "): Open Offline ", sSymbolName, ",M", RenkoTimeFrame, " To View Chart");//3
UpdateChartWindow();
return(0);
// End historical data / Init
}
//----------------------------------------------------------------------------
// HstHandle not < 0 so we always enter here after history done
// Begin live data feed
if(bStopAll) return(0);
UpWick = MathMax(UpWick, Bid);
DnWick = MathMin(DnWick, Bid);
CurVolume++;
FileSeek(HstHandle, LastFPos, SEEK_SET);
//-------------------------------------------------------------------------
// up box
if(Bid > PrevHigh + BoxPoints || CompareDoubles(Bid, PrevHigh + BoxPoints))
{
PrevHigh = PrevHigh + BoxPoints;
PrevLow = PrevLow + BoxPoints;
PrevOpen = PrevLow;
PrevClose = PrevHigh;
dtSendTime = PrevTime;
dSendOpen = PrevOpen;
if(ShowWicks==true && DnWick < PrevLow)
{
dSendLow = DnWick;
}
else
{
dSendLow = PrevLow;
}
if(ShowWicks==true && UpWick > PrevHigh)
{
dSendHigh = UpWick;
}
else
{
dSendHigh = PrevHigh;
}
dSendClose = PrevClose;
dSendVol = CurVolume;
DoWriteStruct(dtSendTime, dSendOpen, dSendHigh, dSendLow, dSendClose, dSendVol);
FileFlush(HstHandle);
LastFPos = (int) FileTell(HstHandle); // Remeber Last pos in file
if(PrevTime < TimeCurrent()) PrevTime = TimeCurrent();
else PrevTime++;
CurVolume = 0;
CurHigh = PrevHigh;
CurLow = PrevHigh;
UpWick = 0;
DnWick = EMPTY_VALUE;
UpdateChartWindow();
}
//-------------------------------------------------------------------------
// down box
else if(Bid < PrevLow - BoxPoints || CompareDoubles(Bid, PrevLow - BoxPoints))
{
PrevHigh = PrevHigh - BoxPoints;
PrevLow = PrevLow - BoxPoints;
PrevOpen = PrevHigh;
PrevClose = PrevLow;
dtSendTime = PrevTime;
dSendOpen = PrevOpen;
if(ShowWicks==true && DnWick < PrevLow)
{
dSendLow = DnWick;
}
else
{
dSendLow = PrevLow;
}
if(ShowWicks==true && UpWick > PrevHigh)
{
dSendHigh = UpWick;
}
else
{
dSendHigh = PrevHigh;
}
dSendClose = PrevClose;
dSendVol = CurVolume;
DoWriteStruct(dtSendTime, dSendOpen, dSendHigh, dSendLow, dSendClose, dSendVol);
FileFlush(HstHandle);
LastFPos = (int)FileTell(HstHandle); // Remeber Last pos in file
if(PrevTime < TimeCurrent()) PrevTime = TimeCurrent();
else PrevTime++;
CurVolume = 0;
CurHigh = PrevLow;
CurLow = PrevLow;
UpWick = 0;
DnWick = EMPTY_VALUE;
UpdateChartWindow();
}
//-------------------------------------------------------------------------
// no box - high/low not hit
else
{
if(Bid > CurHigh) CurHigh = Bid;
if(Bid < CurLow) CurLow = Bid;
if(PrevHigh <= Bid) CurOpen = PrevHigh;
else if(PrevLow >= Bid) CurOpen = PrevLow;
else CurOpen = Bid;
CurClose = Bid;
dtSendTime = PrevTime;
dSendOpen = CurOpen;
dSendLow = CurLow;
dSendHigh = CurHigh;
dSendClose = CurClose;
dSendVol = CurVolume;
DoWriteStruct(dtSendTime, dSendOpen, dSendHigh, dSendLow, dSendClose, dSendVol, false);
FileFlush(HstHandle);
UpdateChartWindow();
}
return(rates_total);
}
void UpdateChartWindow()
{
if(hwnd == 0)
{
hwnd = WindowHandle(sSymbolName, RenkoTimeFrame);
if(hwnd != 0) Print("Chart window detected");
}
if(EmulateOnLineChart && MT4InternalMsg == 0) MT4InternalMsg = RegisterWindowMessageW("MetaTrader4_Internal_Message");
if(hwnd != 0) if(PostMessageW(hwnd, WM_COMMAND, 0x822c, 0) == 0) hwnd = 0;
if(hwnd != 0 && MT4InternalMsg != 0) PostMessageW(hwnd, MT4InternalMsg, 2, 1);
return;
}
void DoWriteStruct(datetime dtTime, double dOpen, double dHigh, double dLow, double dClose, double dVol, bool history = true)
{
iRcdCnt++;
static int iErr = 0;
static int iBWritn = 0;
MqlRates rate;
rate.time = dtTime;
rate.open = dOpen;
static double prevHigh = 0, prevLow = DBL_MAX;
if(history)
{
rate.high = (dOpen < dClose)?dClose:MathMax(dHigh, prevHigh);
rate.low = (dOpen > dClose)?dClose:MathMin(dLow, prevLow);
prevHigh = (dOpen < dClose)?dHigh:0;
prevLow = (dOpen > dClose)?dLow:DBL_MAX;
}
else
{
rate.high = dHigh;
rate.low = dLow;
}
rate.close = dClose;
rate.tick_volume = (long) dVol;
rate.spread = 0;
rate.real_volume = (long) dVol;
iBWritn = (int)FileWriteStruct(HstHandle, rate);
if(iBWritn == 0)
{
iErr = GetLastError();
Print("Error on write struct at cntr: " + IntegerToString(iRcdCnt) + ", errdesc: " + ErrorDescription(iErr));//W4
bStopAll = true;
}
return;
}
void DoOpenHistoryReadWrite()
{
if(HstHandle >= 0)
{
int iSz = (int)FileSize(HstHandle);
Print("fl sz " + IntegerToString(iSz));
FileClose(HstHandle);
HstHandle = -1;
}
HstHandle = FileOpenHistory(
sSymbolName + IntegerToString(RenkoTimeFrame) + ".hst", FILE_BIN | FILE_READ | FILE_WRITE | FILE_SHARE_WRITE | FILE_SHARE_READ | FILE_ANSI);
// this combination is critical to unlock the file and still allow read write and opening a chart on it
if(HstHandle < 0)
{
Print("Error: cant open history file read write: " + ErrorDescription(GetLastError()) + ": " + sSymbolName + IntegerToString(RenkoTimeFrame) + ".hst");
bStopAll = true;
}
else
{
Print("Hist file opened for read write, handle: " + IntegerToString(HstHandle));
}
return;
}
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