//+------------------------------------------------------------------+
//| Histo ranges_v001.mq4 |
//| Rafaell (okfar) |
//| http: |
//+------------------------------------------------------------------+
#property copyright "Rafaell (okfar)"
#property link "http:"
#property show_inputs
extern int agoYear=1,
agoMonth=0,
agoWeek=0,
agoDays=0,
nrange=12;
//+------------------------------------------------------------------+
//| script program start function |
//+------------------------------------------------------------------+
int start()
{
//----
int sDataBar;
int i,j, rangeMax, rangeMin;
int typHist = 1;
int OpenTime = 0;
double range[];
datetime dateRangeMax,
dateRangeMin,
dateRangeS,
dateRangeF;
double dRange;
double hrange[];
int n[];
int nBarD = iBars(Symbol(), PERIOD_D1);
ArrayResize(hrange, nrange+1);
ArrayResize(n, nrange);
sDataBar = iBarShift(NULL, PERIOD_D1, StartBar(agoYear, agoMonth, agoWeek, agoDays, typHist, OpenTime), False);
dateRangeS = iTime(Symbol(), PERIOD_D1, sDataBar);
dateRangeF = iTime(Symbol(), PERIOD_D1, 1);
ArrayResize(range, sDataBar);
for (i=sDataBar; i>0; i--) {
range[i-1] = iHigh(Symbol(), PERIOD_D1, i) - iLow(Symbol(), PERIOD_D1, i);
if (range[i-1] == 0)
if (iHigh(Symbol(), PERIOD_D1, i) == 0) {
Alert ("Pleas check your input parameters. History data missing!");
return(0);
}
}
rangeMax = ArrayMaximum(range);
double rangeMaxA = range[rangeMax];
dateRangeMax = iTime(Symbol(), PERIOD_D1, rangeMax+1);
rangeMin = ArrayMinimum(range);
double rangeMinA = range[rangeMin];
dateRangeMin = iTime(Symbol(), PERIOD_D1, rangeMin+1);
// ArraySort(range, WHOLE_ARRAY, 0, MODE_ASCEND);
dRange = (MathLog(rangeMaxA) - MathLog(rangeMinA/*-1*Point*/))/((nrange-1)*1.0);
hrange[0] = rangeMinA-1*Point;
//hrange[0] = range[0]-1*Point;
double sumRange = 0;
for (i=0; i<nrange; i++)
hrange[i+1] = MathLog(hrange[0]) + (i+1)*dRange;
for (i=1; i<=nrange; i++)
hrange[i] = NormalizeDouble(MathExp(hrange[i]), Digits);
int nsum = 0;
for (i=sDataBar-1; i>=0; i--) {
nsum ++;
sumRange += range[i];
for (j=nrange; j>0 ; j--) {
if (range[i] < hrange[j] && range[i] >= hrange[j-1]) {
n[j-1] ++;
// break;
}
}
}
string text = StringConcatenate(" <",hrange[1],"\t\t", n[0], "\n");
for (i=1; i<nrange-1;i++) {
text = StringConcatenate(text, hrange[i] ," - (", hrange[i+1],")\t\t", n[i],"\n");
}
text = StringConcatenate(text, " > " ,hrange[nrange-1] ,"\t\t", n[nrange-1],"\n");
string msg = " Pair: (from - to)\t\t" + Symbol() + " ("+TimeToStr(dateRangeS, TIME_DATE) + " - " +TimeToStr(dateRangeF, TIME_DATE) + ")\n" +
" Min:\t\t" + DoubleToStr(rangeMinA,Digits) + "\t(" + TimeToStr(dateRangeMin, TIME_DATE) + ")\n" +
" Max:\t\t" + DoubleToStr(rangeMaxA,Digits) + "\t(" + TimeToStr(dateRangeMax, TIME_DATE) + ")\n" +
" Avg:\t\t" + DoubleToStr(sumRange/nsum, Digits) + "\tn= "+ nsum +"\n\n" +
" Range\t\t No. \n" +
text + "\n" ;
MessageBox(msg, "Daily range statistics", 0);
//----
return(0);
}
//+------------------------------------------------------------------+
datetime StartBar(int dye, int dmo, int dwe, int dda, int typ, int ot)
{
int ye,mo,da,ho;
datetime ct;
ct=TimeCurrent();
switch (typ) {
case 0: {
ct -= 60*60*(24)*(dda-1);
ct -= 60*60*24*(7)*(dwe);
ye = TimeYear(ct);
mo = TimeMonth(ct);
da = TimeDay(ct);
ho = TimeHour(ct);
if (dda > 0)
ho=0;
if (dwe > 0) {
da -= (TimeDayOfWeek(TimeCurrent())-1);
ho=0;
//da -= DayOfWeek();
}
if (dmo > 0) {
da=1;
ho=0;
mo -= (dmo-1);
while (mo < 0) {
mo +=12;
ye -= 1;
}
}
if (dye > 0) {
da=1;
mo=1;
// da -= DayOfYear()+1 ;
ho=0;
ye -= (dye-1);
}
if (ot != 0) {
ct = StrToTime(da+"."+mo+"."+ye+" "+ho);
if (ot > TimeHour(TimeCurrent()))
ct = ct + (ot-24)*3600;
else
ct += (ot)*3600;
//cd -= (ot)*3600
ye = TimeYear(ct);
mo = TimeMonth(ct);
da = TimeDay(ct);
ho = TimeHour(ct);
}
} break;
case 1: {
ct = TimeCurrent()+3600;
if (dda > 0)
ct -= 60*60*(24)*dda;
if (dwe > 0)
ct -= 60*60*24*(7)*dwe;
ye = TimeYear(ct);
mo = TimeMonth(ct);
da = TimeDay(ct);
ho = TimeHour(ct);
if (dmo > 0) {
mo -= dmo;
while (mo < 0) {
mo +=12;
ye -= 1;
}
}
if (dye > 0) {
ye -= dye;
}
} break;
default: {
ye = Year();
mo = Month();
da = Day();
ho = Hour();
} break;
}
// return (StrToTime(StringConcatenate(/*"D'",*/da,".",mo,".",ye," ",ho/*,"'"*/)));
return (StrToTime(da+"."+mo+"."+ye+" "+ho));
}
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features:
It opens Message Boxes to the user