//+------------------------------------------------------------------+
//| Period_Converter.mq4 |
//| Copyright © 2005-2007, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"
#property show_inputs
#include <WinUser32.mqh>
extern string sym="CHFEUR";
int ExtHandle=-1;
//+------------------------------------------------------------------+
//| script program start function |
//+------------------------------------------------------------------+
int start()
{
int i, start_pos, i_time, time0, last_fpos, periodseconds;
double d_open, d_low, d_high, d_close, d_volume, last_volume;
int hwnd=0,cnt=0;
//---- History header
int version=400;
string c_copyright;
string c_symbol=sym;
int i_period=Period();
int i_digits=Digits;
int i_unused[13];
//----
ExtHandle=FileOpenHistory(c_symbol+i_period+".hst", FILE_BIN|FILE_WRITE);
if(ExtHandle < 0) return(-1);
//---- write history file header
c_copyright="(C)opyright 2003, MetaQuotes Software Corp.";
FileWriteInteger(ExtHandle, version, LONG_VALUE);
FileWriteString(ExtHandle, c_copyright, 64);
FileWriteString(ExtHandle, c_symbol, 12);
FileWriteInteger(ExtHandle, i_period, LONG_VALUE);
FileWriteInteger(ExtHandle, i_digits, LONG_VALUE);
FileWriteInteger(ExtHandle, 0, LONG_VALUE); //timesign
FileWriteInteger(ExtHandle, 0, LONG_VALUE); //last_sync
FileWriteArray(ExtHandle, i_unused, 0, 13);
//---- write history file
periodseconds=i_period*60;
start_pos=Bars-1;
d_open=1/Open[start_pos];
d_low=1/High[start_pos];
d_high=1/Low[start_pos];
d_volume=Volume[start_pos];
//---- normalize open time
i_time=Time[start_pos]/periodseconds;
i_time*=periodseconds;
for(i=start_pos-1;i>=0; i--)
{
time0=Time[i];
//---- history may be updated
if(i==0)
{
//---- modify index if history was updated
if(RefreshRates())
i=iBarShift(NULL,0,time0);
}
//----
if(time0>=i_time+periodseconds || i==0)
{
if(i==0 && time0<i_time+periodseconds)
{
d_volume+=Volume[0];
if (1/High[0]<d_low) d_low=1/High[0];
if (1/Low[0]>d_high) d_high=1/Low[0];
d_close=1/Close[0];
}
last_fpos=FileTell(ExtHandle);
last_volume=Volume[i];
FileWriteInteger(ExtHandle, i_time, LONG_VALUE);
FileWriteDouble(ExtHandle, d_open, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_low, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_high, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_close, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_volume, DOUBLE_VALUE);
FileFlush(ExtHandle);
cnt++;
if(time0>=i_time+periodseconds)
{
i_time=time0/periodseconds;
i_time*=periodseconds;
d_open=1/Open[i];
d_low=1/High[i];
d_high=1/Low[i];
d_close=1/Close[i];
d_volume=last_volume;
}
}
else
{
d_volume+=Volume[i];
if (1/High[i]<d_low) d_low=1/High[i];
if (1/Low[i]>d_high) d_high=1/Low[i];
d_close=1/Close[i];
}
}
FileFlush(ExtHandle);
Print(cnt," record(s) written");
//---- collect incoming ticks
int last_time=LocalTime()-5;
while(IsStopped()==false)
{
int cur_time=LocalTime();
//---- check for new rates
if(RefreshRates())
{
time0=Time[0];
FileSeek(ExtHandle,last_fpos,SEEK_SET);
//---- is there current bar?
if(time0<i_time+periodseconds)
{
d_volume+=Volume[0]-last_volume;
last_volume=Volume[0];
if (1/High[0]<d_low) d_low=1/High[0];
if (1/Low[0]>d_high) d_high=1/Low[0];
d_close=1/Close[0];
}
else
{
//---- no, there is new bar
d_volume+=Volume[1]-last_volume;
if (1/High[1]<d_low) d_low=1/High[1];
if (1/Low[1]>d_high) d_high=1/Low[1];
//---- write previous bar remains
FileWriteInteger(ExtHandle, i_time, LONG_VALUE);
FileWriteDouble(ExtHandle, d_open, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_low, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_high, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_close, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_volume, DOUBLE_VALUE);
last_fpos=FileTell(ExtHandle);
//----
i_time=time0/periodseconds;
i_time*=periodseconds;
d_open=1/Open[0];
d_low=1/High[0];
d_high=1/Low[0];
d_close=1/Close[0];
d_volume=Volume[0];
last_volume=d_volume;
}
//----
FileWriteInteger(ExtHandle, i_time, LONG_VALUE);
FileWriteDouble(ExtHandle, d_open, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_low, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_high, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_close, DOUBLE_VALUE);
FileWriteDouble(ExtHandle, d_volume, DOUBLE_VALUE);
FileFlush(ExtHandle);
//----
if(hwnd==0)
{
hwnd=WindowHandle(Symbol(),i_period);
if(hwnd!=0) Print("Chart window detected");
}
//---- refresh window not frequently than 1 time in 2 seconds
if(hwnd!=0 && cur_time-last_time>=2)
{
PostMessageA(hwnd,WM_COMMAND,33324,0);
last_time=cur_time;
}
}
Sleep(50);
}
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void deinit()
{
if(ExtHandle>=0) { FileClose(ExtHandle); ExtHandle=-1; }
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open prices of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains tick volumes of each bar
Series array that contains open time of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features:
It writes information to file