StreamCCandles

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

//|                                               Stream!Candles.mq5 |

//|                             Copyright © 2016, Yuriy Tokman (YTG) |

//|                                               http://ytg.com.ua/ |

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

//--- 02B>@AB2> 8=48:0B>@0

#property copyright "Copyright © 2016, Yuriy Tokman (YTG)"

//--- AAK;:0 =0 A09B 02B>@0

#property link "http://ytg.com.ua/"

#property description "=48:0B>@ >:@0H8205B A25G:8, @07<5@ :>B>@KE 2 ?C=:B0E, C<=>65==KE =0 >1JQ<, ?@52KH05B D8:A8@>20==K9 2 =0AB@>9:0E."

#property description " @0AG5B ?@8=8<05BAO 2 7028A8<>AB8 >B =0AB@>5: B5;> A25G8 8;8 25AL @07<5@ A25G8/"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.01"

//---- >B@8A>2:0 8=48:0B>@0 2 >A=>2=>< >:=5

#property indicator_chart_window

//---- 4;O @0AG5B0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> ?OBL 1CD5@>2

#property indicator_buffers 5

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0              |

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

//---- 2 :0G5AB25 8=48:0B>@0 8A?>;L7>20=K F25B=K5 A25G8

#property indicator_type1   DRAW_COLOR_CANDLES

#property indicator_color1   clrLime,clrGray,clrRed

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1  "Stream!Candles Open;High;Low;Close"

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

//|  >1JO2;5=85 :>=AB0=B                         |

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

#define RESET  0 // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AGQB 8=48:0B>@0

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

enum ENUM_APPLIED_VOLUME_      //"8? :>=AB0=BK

  {

   VOLUME_TICK_=0,     //VOLUME_TICK

   VOLUME_REAL_,       //VOLUME_REAL

   VOLUME_NONE         //57 >1JQ<>2

  };

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

enum ENUM_MODE      //"8? :>=AB0=BK

  {

   OPENCLOSE=0,     //@07<5@ B5;0 A25G8

   LOWHIGH          //?>;=K9 @07<5@ A25G8 A B5=O<8

  };

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

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

input ENUM_MODE Candles_Mode=OPENCLOSE;              //20@80=B @07<5@0

input uint Candles_Size=1000;                        //<8=8<0;L=K9 @07<5@ A25G8 4;O A@010BK20=8O

input ENUM_APPLIED_VOLUME_ VolumeType=VOLUME_TICK_;  //>1JQ< 

input uint NumberofBar=1;                            //><5@ 10@0 4;O ?>40G8 A83=0;0

input bool SoundON=true;                             // 07@5H5=85 0;5@B0

input uint NumberofAlerts=2;                         //>;8G5AB2> 0;5@B>2

input bool EMailON=false;                            // 07@5H5=85 ?>GB>2>9 >B?@02:8 A83=0;0

input bool PushON=false;                             // 07@5H5=85 >B?@02:8 A83=0;0 =0 <>18;L=K9

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



//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double ExtOpenBuffer[];

double ExtHighBuffer[];

double ExtLowBuffer[];

double ExtCloseBuffer[];

double ExtColorBuffer[];



//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total;

double dCandles_Size;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//----

   min_rates_total=int(NumberofBar)+1;

   dCandles_Size=Candles_Size*_Point;

//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(0,ExtOpenBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,ExtHighBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,ExtLowBuffer,INDICATOR_DATA);

   SetIndexBuffer(3,ExtCloseBuffer,INDICATOR_DATA);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(4,ExtColorBuffer,INDICATOR_COLOR_INDEX);



//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE

   ArraySetAsSeries(ExtOpenBuffer,true);

   ArraySetAsSeries(ExtHighBuffer,true);

   ArraySetAsSeries(ExtLowBuffer,true);

   ArraySetAsSeries(ExtCloseBuffer,true);

   ArraySetAsSeries(ExtColorBuffer,true);



//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);



//---- #AB0=>2:0 D>@<0B0 B>G=>AB8 >B>1@065=8O 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//---- 8<O 4;O >:>= 40==KE 8 <5B:0 4;O AC1J>:>= 

   string short_name="Stream!Candles("+string(Candles_Size)+")";

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

//--- 7025@H5=85 8=8F80;870F88

   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[])

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(rates_total<min_rates_total) return(RESET);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int limit,bar;

   double range=NULL,size=NULL;

   long vol=NULL;



//---- @0AGQBK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8 AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

     }

   else

     {

      limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2

     }



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E, :0: 2 B09<A5@8OE  

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(tick_volume,true);

   ArraySetAsSeries(volume,true);



//---- A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

   for(bar=limit; bar>=0 && !IsStopped(); bar--)

     {

      ExtCloseBuffer[bar]=NULL;

      ExtHighBuffer[bar]=NULL;

      ExtLowBuffer[bar]=NULL;

      ExtOpenBuffer[bar]=NULL;

      ExtColorBuffer[bar]=1.0;

      switch(Candles_Mode)

        {

         case OPENCLOSE:

           {

            size=close[bar]-open[bar];

            range=MathAbs(size);

            break;

           }

         case LOWHIGH:

           {

            size=close[bar]-open[bar];

            range=high[bar]-low[bar];

            break;

           }

        }



      switch(VolumeType)

        {

         case VOLUME_TICK_: vol=tick_volume[bar]; break;

         case VOLUME_REAL_: vol=volume[bar]; break;

         case VOLUME_NONE: vol=1.0; break;

        }

      range*=double(vol);



      if(range>dCandles_Size)

        {

         ExtCloseBuffer[bar]=close[bar];

         ExtHighBuffer[bar]=high[bar];

         ExtLowBuffer[bar]=low[bar];

         ExtOpenBuffer[bar]=open[bar];

         if(size<0.0) ExtColorBuffer[bar]=2.0;

         else ExtColorBuffer[bar]=0.0;

        }

     }

//---     

   BuySignal("Stream!Candles",ExtColorBuffer,rates_total,prev_calculated,close,spread);

   SellSignal("Stream!Candles",ExtColorBuffer,rates_total,prev_calculated,close,spread);

//---    

   return(rates_total);

  }

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

//| Buy signal function                                              |

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

void BuySignal(string SignalSirname,      // B5:AB 8<5=8 8=48:0B>@0 4;O ?>GB>2KE 8 ?CH-A83=0;>2

               double &Arrow[],           // 8=48:0B>@=K9 1CD5@ A A83=0;0<8 4;O ?>:C?:8

               const int Rates_total,     // B5:CI55 :>;8G5AB2> 10@>2

               const int Prev_calculated, // :>;8G5AB2> 10@>2 =0 ?@54K4CI5< B8:5

               const double &Close[],     // F5=0 70:@KB8O

               const int &Spread[])       // A?@54

  {

//---

   static uint counter=0;

   if(Rates_total!=Prev_calculated) counter=0;



   bool BuySignal=false;

   bool SeriesTest=ArrayGetAsSeries(Arrow);

   int index;

   if(SeriesTest) index=int(NumberofBar);

   else index=Rates_total-int(NumberofBar)-1;

   if(Arrow[index]==2) BuySignal=true;

   if(BuySignal && counter<=NumberofAlerts)

     {

      counter++;

      MqlDateTime tm;

      TimeToStruct(TimeCurrent(),tm);

      string text=TimeToString(TimeCurrent(),TIME_DATE)+" "+string(tm.hour)+":"+string(tm.min);

      SeriesTest=ArrayGetAsSeries(Close);

      if(SeriesTest) index=int(NumberofBar);

      else index=Rates_total-int(NumberofBar)-1;

      double Ask=Close[index];

      double Bid=Close[index];

      SeriesTest=ArrayGetAsSeries(Spread);

      if(SeriesTest) index=int(NumberofBar);

      else index=Rates_total-int(NumberofBar)-1;

      Bid+=Spread[index]*_Point;

      string sAsk=DoubleToString(Ask,_Digits);

      string sBid=DoubleToString(Bid,_Digits);

      string sPeriod=GetStringTimeframe(ChartPeriod());

      if(SoundON) Alert("BUY signal \n Ask=",Ask,"\n Bid=",Bid,"\n currtime=",text,"\n Symbol=",Symbol()," Period=",sPeriod);

      if(EMailON) SendMail(SignalSirname+": BUY signal alert","BUY signal at Ask="+sAsk+", Bid="+sBid+", Date="+text+" Symbol="+Symbol()+" Period="+sPeriod);

      if(PushON) SendNotification(SignalSirname+": BUY signal at Ask="+sAsk+", Bid="+sBid+", Date="+text+" Symbol="+Symbol()+" Period="+sPeriod);

     }



//---

  }

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

//| Sell signal function                                             |

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

void SellSignal(string SignalSirname,      // B5:AB 8<5=8 8=48:0B>@0 4;O ?>GB>2KE 8 ?CH-A83=0;>2

                double & Arrow[],          // 8=48:0B>@=K9 1CD5@ A A83=0;0<8 4;O ?>:C?:8

                const int Rates_total,     // B5:CI55 :>;8G5AB2> 10@>2

                const int Prev_calculated, // :>;8G5AB2> 10@>2 =0 ?@54K4CI5< B8:5

                const double &Close[],     // F5=0 70:@KB8O

                const int &Spread[])       // A?@54

  {

//---

   static uint counter=0;

   if(Rates_total!=Prev_calculated) counter=0;



   bool SellSignal=false;

   bool SeriesTest=ArrayGetAsSeries(Arrow);

   int index;

   if(SeriesTest) index=int(NumberofBar);

   else index=Rates_total-int(NumberofBar)-1;

   if(Arrow[index]==0) SellSignal=true;

   if(SellSignal && counter<=NumberofAlerts)

     {

      counter++;

      MqlDateTime tm;

      TimeToStruct(TimeCurrent(),tm);

      string text=TimeToString(TimeCurrent(),TIME_DATE)+" "+string(tm.hour)+":"+string(tm.min);

      SeriesTest=ArrayGetAsSeries(Close);

      if(SeriesTest) index=int(NumberofBar);

      else index=Rates_total-int(NumberofBar)-1;

      double Ask=Close[index];

      double Bid=Close[index];

      SeriesTest=ArrayGetAsSeries(Spread);

      if(SeriesTest) index=int(NumberofBar);

      else index=Rates_total-int(NumberofBar)-1;

      Bid+=Spread[index]*_Point;

      string sAsk=DoubleToString(Ask,_Digits);

      string sBid=DoubleToString(Bid,_Digits);

      string sPeriod=GetStringTimeframe(ChartPeriod());

      if(SoundON) Alert("SELL signal \n Ask=",Ask,"\n Bid=",Bid,"\n currtime=",text,"\n Symbol=",Symbol()," Period=",sPeriod);

      if(EMailON) SendMail(SignalSirname+": SELL signal alert","SELL signal at Ask="+sAsk+", Bid="+sBid+", Date="+text+" Symbol="+Symbol()+" Period="+sPeriod);

      if(PushON) SendNotification(SignalSirname+": SELL signal at Ask="+sAsk+", Bid="+sBid+", Date="+text+" Symbol="+Symbol()+" Period="+sPeriod);

     }

//---

  }

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

//|  >;CG5=85 B09<D@59<0 2 2845 AB@>:8                              |

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

string GetStringTimeframe(ENUM_TIMEFRAMES timeframe)

  {

//----

   return(StringSubstr(EnumToString(timeframe),7,-1));

//----

  }

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