WithoutSunday

Author: Copyright � 2006, komposter

This script is designed to create and maintain specialized price history files for trading platforms. Its primary purpose is to generate a continuous stream of market data while specifically filtering out data from Sundays to provide a "clean" view of the market.

Core Functionality

The script works by taking a list of financial instruments (like EURUSD) and specific timeframes that you define. It then performs the following actions:

Data Processing & Filtering: The script scans through historical price data for each instrument you choose. It identifies any data points belonging to Sundays and removes them from the sequence.
Sunday-to-Monday Bridging: If you enable the specific "SundayToMonday" setting, the script handles the transition between weeks intelligently. Instead of leaving a gap, it merges the data from Sunday into the Monday bar (adjusting the highs, lows, and volumes accordingly) so that your charts show a seamless progression of price movement.
Automated File Creation: For every instrument listed, the script creates a dedicated history file (labeled with a "WS_" prefix). It writes out the Open, High, Low, Close, and Volume for every valid candle into these files.
Real-Time Updates: Once the initial historical data is written, the script enters a live monitoring mode. It watches the market in real-time and continuously updates the history files as new candles form or as prices fluctuate within the current candle.
Live Chart Refreshing: The script includes a mechanism to automatically "ping" the trading platform to refresh the custom charts it creates, ensuring that the visual data remains up-to-date without requiring manual user intervention.

Summary of Workflow

Initialization: It reads your list of assets and checks if they are valid.
History Cleaning: It writes out all past data into new files, stripping away Sunday entries.
Live Monitoring: It stays active, constantly appending new market ticks to the files.
Automation: It manages the file handles and window updates automatically based on a customizable refresh rate (measured in milliseconds) to balance accuracy with computer performance.

Price Data Components

Miscellaneous

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WithoutSunday

//+------------------------------------------------------------------+
//|                                             	WithoutSunday.mq4 | 2008.11.17
//|                                      Copyright © 2006, komposter |
//|                                      mailto:komposterius@mail.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, komposter"
#property link      "mailto:komposterius@mail.ru"

#include <WinUser32.mqh>

//---- Ñïèñîê ãðàôèêîâ êîòîðûå íåîáõîäèìî îáðàáàòûâàòü, ðàçäåë¸ííûé çàïÿòîé (",").
//---- Ñèìâîë îò ïåðèîäà îòäåëÿåòñÿ ïðîáåëîì (" ").
extern string	ChartList	= "EURUSD 1440,GBPUSD 1440";
extern bool		SundayToMonday	= true;
//---- ×àñòîòà, ñ êîòîðîé áóäóò îáíîâëÿòüñÿ ãðàôèêè â ìèëèñåêóíäàõ
//---- ×åì áîëüøå çíà÷åíèå, òåì ìåíüøå ðåñóðñîâ áóäåò èñïîëüçîâàòü ñêðèïò.
extern int		RefreshLuft	= 1000;

#define DELETE_DAY 0

int init() { start(); return(0); }
int start()
{
	int		_GetLastError = 0, cnt_copy = 0, cnt_add = 0, cnt_delete = 0, temp[13];
	int		Charts = 0, pos = 0, curchar = 0, len = StringLen( ChartList );
	string	cur_symbol = "", cur_period = "", file_name = "";

	string	_Symbol[100]; int _Period[100], _PeriodSec[], _Bars[];
	int		HistoryHandle[], hwnd[], last_fpos[], pre_time[], now_time[];
	double	now_close[], now_open[], now_low[], now_high[], now_volume[];
	double	pre_close[], pre_open[], pre_low[], pre_high[], pre_volume[];
	double	del_open[], del_low[], del_high[], del_volume[];

	bool		period_start = false;

	//---- ñ÷èòàåì êîëè÷åñòâî ãðàôèêîâ, êîòîðûå íåîáõîäèìî îáðàáîòàòü
	while ( pos <= len )
	{
		curchar = StringGetChar( ChartList, pos );
		if ( CharToStr( curchar ) == " " )
		{
			period_start = true;
			pos++;
			continue;
		}
		if ( period_start && curchar > 47 && curchar < 58 )
		{ cur_period = cur_period + CharToStr( curchar ); }
		else
		{
			if ( curchar == ',' || pos == len )
			{ 
				MarketInfo( cur_symbol, MODE_BID );
				if ( GetLastError() == 4106 )
				{
					Alert( "Íåèçâåñòíûé ñèìâîë ", cur_symbol, "!!!" );
					return(-1);				
				}
				if ( iClose( cur_symbol, StrToInteger( cur_period ), 0 ) <= 0 )
				{
					Alert( "Íåèçâåñòíûé ïåðèîä ", cur_period, "!!!" );
					return(-1);				
				}

				_Symbol[Charts] = cur_symbol; _Period[Charts] = StrToInteger( cur_period );
				cur_symbol = ""; cur_period = ""; period_start = false;

				Charts ++;
			}
			else
			{ cur_symbol = cur_symbol + CharToStr( curchar ); }
		}
		pos++;
	}
	Print( "< - - - Íàéäåíî ", Charts, " êîððåêòíûõ ãðàôèêîâ. - - - >" );

	ArrayResize( _Symbol,			Charts ); ArrayResize( _Period,		Charts );
	ArrayResize( HistoryHandle,	Charts ); ArrayResize( hwnd,			Charts );
	ArrayResize( last_fpos,			Charts ); ArrayResize( pre_time,		Charts );
	ArrayResize( now_time,			Charts ); ArrayResize( now_close,	Charts );
	ArrayResize( now_open,			Charts ); ArrayResize( now_low,		Charts );
	ArrayResize( now_high,			Charts ); ArrayResize( now_volume,	Charts );
	ArrayResize( pre_close,			Charts ); ArrayResize( pre_open,		Charts );
	ArrayResize( pre_low,			Charts ); ArrayResize( pre_high,		Charts );
	ArrayResize( pre_volume,		Charts ); ArrayResize( _PeriodSec,	Charts );
	ArrayResize( del_open,			Charts ); ArrayResize( del_low,		Charts );
	ArrayResize( del_high,			Charts ); ArrayResize( del_volume,	Charts );
	ArrayResize( _Bars,				Charts );

	for ( int curChart = 0; curChart < Charts; curChart ++ )
	{
		cnt_copy = 0; cnt_delete = 0;

		_PeriodSec[curChart] = _Period[curChart] * 60;

		//---- îòêðûâàåì ôàéë, â êîòîðûé áóäåì çàïèñûâàòü èñòîðèþ
		file_name = StringConcatenate( "WS_", _Symbol[curChart], _Period[curChart], ".hst" );
		HistoryHandle[curChart] = FileOpenHistory( file_name, FILE_BIN | FILE_WRITE );
		if ( HistoryHandle[curChart] < 0 )
		{
			_GetLastError = GetLastError();
			Alert( "FileOpenHistory( \"", file_name, "\", FILE_BIN | FILE_WRITE )",
																					" - Error #", _GetLastError );
			continue;
		}

		ArrayInitialize( temp, 0 );
		//---- Çàïèñûâàåì çàãîëîâîê ôàéëà
		FileWriteInteger	( HistoryHandle[curChart], 400, LONG_VALUE );
		FileWriteString	( HistoryHandle[curChart], "Copyright © 2006, komposter", 64 );
		FileWriteString	( HistoryHandle[curChart], StringConcatenate( "WS_", _Symbol[curChart] ), 12 );
		FileWriteInteger	( HistoryHandle[curChart], _Period[curChart], LONG_VALUE );
		FileWriteInteger	( HistoryHandle[curChart], MarketInfo( _Symbol[curChart], MODE_DIGITS ), LONG_VALUE );
		FileWriteInteger	( HistoryHandle[curChart], 0, LONG_VALUE );       //timesign
		FileWriteInteger	( HistoryHandle[curChart], 0, LONG_VALUE );       //last_sync
		FileWriteArray		( HistoryHandle[curChart], temp, 0, 13 );

		//+------------------------------------------------------------------+
		//| Îáðàáàòûâàåì èñòîðèþ
		//+------------------------------------------------------------------+
		_Bars[curChart] = iBars( _Symbol[curChart], _Period[curChart] );
		pre_time[curChart] = iTime( _Symbol[curChart], _Period[curChart], _Bars[curChart] - 1 );
		for( int i = _Bars[curChart] - 1; i >= 1; i-- )
		{
			//---- Çàïîìèíàåì ïàðàìåòðû áàðà
			now_open		[curChart] = iOpen	( _Symbol[curChart], _Period[curChart], i );
			now_high		[curChart] = iHigh	( _Symbol[curChart], _Period[curChart], i );
			now_low		[curChart] = iLow		( _Symbol[curChart], _Period[curChart], i );
			now_close	[curChart] = iClose	( _Symbol[curChart], _Period[curChart], i );
			now_volume	[curChart] = iVolume	( _Symbol[curChart], _Period[curChart], i );
			now_time		[curChart] = iTime	( _Symbol[curChart], _Period[curChart], i ) / _PeriodSec[curChart];
			now_time		[curChart] *=_PeriodSec[curChart];
			cnt_copy ++;

			if ( TimeDayOfWeek(now_time[curChart]) == DELETE_DAY )
			{
				del_open		[curChart] = now_open	[curChart];
				del_high		[curChart] = now_high	[curChart];
				del_low		[curChart] = now_low		[curChart];
				del_volume	[curChart] = now_volume	[curChart];
				cnt_delete ++;
				continue;
			}
			if ( SundayToMonday )
			{
				if ( del_open[curChart] > 0 && del_volume[curChart] > 0 && del_low [curChart] > 0 && del_high[curChart] > 0 )
				{
					now_open		[curChart] = del_open[curChart];
					now_high		[curChart] = MathMax( del_high[curChart], now_high[curChart] );
					now_low		[curChart] = MathMin( del_low [curChart], now_low [curChart] );
					now_volume	[curChart] += del_volume[curChart];
					del_open[curChart] = 0.0;
					del_high[curChart] = 0.0;
					del_low [curChart] = 0.0;
					del_volume[curChart] = 0.0;
				}
			}

			//---- çàïèñûâàåì íîâûé áàð â ôàéë
			FileWriteInteger	( HistoryHandle[curChart], now_time[curChart],		LONG_VALUE	);
			FileWriteDouble	( HistoryHandle[curChart], now_open[curChart],		DOUBLE_VALUE);
			FileWriteDouble	( HistoryHandle[curChart], now_low[curChart],		DOUBLE_VALUE);
			FileWriteDouble	( HistoryHandle[curChart], now_high[curChart],		DOUBLE_VALUE);
			FileWriteDouble	( HistoryHandle[curChart], now_close[curChart],		DOUBLE_VALUE);
			FileWriteDouble	( HistoryHandle[curChart], now_volume[curChart],	DOUBLE_VALUE);
			FileFlush			( HistoryHandle[curChart] );

			//---- çàïîìèíàåì çíà÷åíèå âðåìåíè è öåíó çàêðûòèÿ çàïèñàííîãî áàðà
			pre_close[curChart]	= now_close[curChart];
			pre_time[curChart]	= now_time[curChart] / _PeriodSec[curChart];
			pre_time[curChart]	*=_PeriodSec[curChart];
 		}

		last_fpos[curChart] = FileTell( HistoryHandle[curChart] );

		//---- âûâîäèì ñòàòèñòèêó
		Print( "< - - - ", _Symbol[curChart], _Period[curChart], ": áûëî ", cnt_copy, " áàðîâ, óäàëåíî ", cnt_delete, " áàðîâ - - - >" );
		Print( "< - - - Äëÿ ïðîñìîòðà ðåçóëüòàòîâ, îòêðîéòå ãðàôèê \"WS_", 
												_Symbol[curChart], _Period[curChart], "\" - - - >" );

	}

	//+------------------------------------------------------------------+
	//| Îáðàáàòûâàåì ïîñòóïàþùèå òèêè
	//+------------------------------------------------------------------+
	while ( !IsStopped() )
	{
		RefreshRates();
		for ( curChart = 0; curChart < Charts; curChart ++ )
		{
			if ( HistoryHandle[curChart] < 0 ) continue;

			//---- ñòàâèì "êóðñîð" ïåðåä ïîñëåäíèì áàðîì
			//---- (ýòî íåîáõîäèìî íà âñåõ çàïóñêàõ, êðîìå ïåðâîãî)
			FileSeek( HistoryHandle[curChart], last_fpos[curChart], SEEK_SET );

			//---- Çàïîìèíàåì ïàðàìåòðû áàðà
			now_open		[curChart] = iOpen	( _Symbol[curChart], _Period[curChart], 0 );
			now_high		[curChart] = iHigh	( _Symbol[curChart], _Period[curChart], 0 );
			now_low		[curChart] = iLow		( _Symbol[curChart], _Period[curChart], 0 );
			now_close	[curChart] = iClose	( _Symbol[curChart], _Period[curChart], 0 );
			now_volume	[curChart] = iVolume	( _Symbol[curChart], _Period[curChart], 0 );
			now_time		[curChart] = iTime	( _Symbol[curChart], _Period[curChart], 0 ) 
																						/ _PeriodSec[curChart];
			now_time		[curChart] *=_PeriodSec[curChart];

			if ( TimeDayOfWeek(now_time[curChart]) == DELETE_DAY )
			{
				del_open		[curChart] = now_open	[curChart];
				del_high		[curChart] = now_high	[curChart];
				del_low		[curChart] = now_low		[curChart];
				del_volume	[curChart] = now_volume	[curChart];
				continue;
			}
			if ( SundayToMonday )
			{
				if ( TimeDayOfWeek(now_time[curChart]) == DELETE_DAY + 1 )
				{
					now_open		[curChart] = del_open[curChart];
					now_high		[curChart] = MathMax( del_high[curChart], now_high[curChart] );
					now_low		[curChart] = MathMin( del_low [curChart], now_low [curChart] );
					now_volume	[curChart] += del_volume[curChart];
				}
			}

			//---- åñëè áàð ñôîðìèðîâàëñÿ, 
			if ( now_time[curChart] >= pre_time[curChart] + _PeriodSec[curChart] )
			{
				//---- çàïèñûâàåì ñôîðìèðîâàâøèéñÿ áàð
				FileWriteInteger	( HistoryHandle[curChart], pre_time[curChart],	 LONG_VALUE	 );
				FileWriteDouble	( HistoryHandle[curChart], pre_open[curChart],	 DOUBLE_VALUE );
				FileWriteDouble	( HistoryHandle[curChart], pre_low[curChart],	 DOUBLE_VALUE );
				FileWriteDouble	( HistoryHandle[curChart], pre_high[curChart],	 DOUBLE_VALUE );
				FileWriteDouble	( HistoryHandle[curChart], pre_close[curChart],	 DOUBLE_VALUE );
				FileWriteDouble	( HistoryHandle[curChart], pre_volume[curChart], DOUBLE_VALUE );
				FileFlush			( HistoryHandle[curChart] );

				//---- çàïîìèíàåì ìåñòî â ôàéëå, ïåðåä çàïèñüþ 0-ãî áàðà
				last_fpos[curChart] = FileTell( HistoryHandle[curChart] );
			}

			//---- çàïèñûâàåì òåêóùèé áàð
			FileWriteInteger	( HistoryHandle[curChart], now_time[curChart],		LONG_VALUE	 );
			FileWriteDouble	( HistoryHandle[curChart], now_open[curChart],		DOUBLE_VALUE );
			FileWriteDouble	( HistoryHandle[curChart], now_low[curChart],		DOUBLE_VALUE );
			FileWriteDouble	( HistoryHandle[curChart], now_high[curChart],		DOUBLE_VALUE );
			FileWriteDouble	( HistoryHandle[curChart], now_close[curChart],		DOUBLE_VALUE );
			FileWriteDouble	( HistoryHandle[curChart], now_volume[curChart],	DOUBLE_VALUE );
			FileFlush			( HistoryHandle[curChart] );

			//---- çàïîìèíàåì ïàðàìåòðû çàïèñàííîãî áàðà
			pre_open[curChart]		= now_open[curChart];
			pre_high[curChart]		= now_high[curChart];
			pre_low[curChart]			= now_low[curChart];
			pre_close[curChart]		= now_close[curChart];
			pre_volume[curChart]		= now_volume[curChart];
			pre_time[curChart]		= now_time[curChart] / _PeriodSec[curChart];
			pre_time[curChart]		*=_PeriodSec[curChart];

			//---- íàõîäèì îêíî, â êîòîðîå áóäåì "îòïðàâëÿòü" ñâåæèå êîòèðîâêè
			if ( hwnd[curChart] == 0 )
			{
				hwnd[curChart] = WindowHandle( StringConcatenate( "WS_", _Symbol[curChart] ), 
																								_Period[curChart] );
				if ( hwnd[curChart] != 0 ) { Print( "< - - - Ãðàôèê ", "WS_" + _Symbol[curChart], 
																	_Period[curChart], " íàéäåí! - - - >" ); }
			}
			//---- è, åñëè íàøëè, îáíîâëÿåì åãî
			if ( hwnd[curChart] != 0 ) { PostMessageA( hwnd[curChart], WM_COMMAND, 33324, 0 ); }
		}
		Sleep(RefreshLuft);
	}

	for ( curChart = 0; curChart < Charts; curChart ++ )
	{
		if ( HistoryHandle[curChart] >= 0 )
		{
			//---- çàêðûâàåì ôàéë
			FileClose( HistoryHandle[curChart] );
			HistoryHandle[curChart] = -1;
		}
	}
	return(0);
}

WithoutSunday

Core Functionality

Summary of Workflow

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