//+------------------------------------------------------------------+
//| Period_ConverterALL.mq4 |
//| Original Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//| Only OffLine convert history from 1M Period |
//| to M5, M15, M30, 1H, 4H, 1D in one time |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"
//#property show_inputs
#include <WinUser32.mqh>
//extern int ExtPeriodMultiplier=5; // new period multiplier factor
int ExtHandle = -1;
static int ArrPeriod[];
//+------------------------------------------------------------------+
//| script program start function |
//+------------------------------------------------------------------+
int start()
{
if(Period() != PERIOD_M1)
{
Print("Start Period Must be M1.");
return(0);
}
ArrayResize(ArrPeriod, 8);
ArrPeriod[0] = 5;
ArrPeriod[1] = 15;
ArrPeriod[2] = 30;
ArrPeriod[3] = 60;
ArrPeriod[4] = 240;
ArrPeriod[5] = 1440;
ArrPeriod[6] = 10080;
ArrPeriod[7] = 43200;
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 = "(C)opyright 2003, MetaQuotes Software Corp.";
string c_symbol = Symbol();
int i_period = 1;
int i_digits = Digits;
int i_unused[13];
string Comm = "";
for(int qq = 0; qq < ArraySize(ArrPeriod); qq++)
{
i_period = Period()*ArrPeriod[qq];
Comm = "Converting to Period (" + i_period + "), bars to end: ";
//----
ExtHandle = FileOpenHistory(c_symbol + i_period + ".hst", FILE_BIN|FILE_WRITE);
if(ExtHandle < 0)
return(-1);
//---- write history file header
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 = Open[start_pos];
d_low = Low[start_pos];
d_high = High[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--)
{
if(MathMod(i, 1000) == 0)
Comment(Comm + " " + i);
time0 = Time[i];
if(time0 >= i_time + periodseconds || i == 0)
{
if(i == 0 && time0 < i_time + periodseconds)
{
d_volume += Volume[0];
if(Low[0] < d_low)
d_low = Low[0];
if(High[0] > d_high)
d_high = High[0];
d_close = 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 = Open[i];
d_low = Low[i];
d_high = High[i];
d_close = Close[i];
d_volume = last_volume;
}
}
else
{
d_volume += Volume[i];
if(Low[i] < d_low)
d_low = Low[i];
if(High[i] > d_high)
d_high = High[i];
d_close=Close[i];
}
}
FileFlush(ExtHandle);
if(ExtHandle >= 0)
{
FileClose(ExtHandle);
ExtHandle = -1;
}
}
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void deinit()
{
if(ExtHandle >= 0)
{
FileClose(ExtHandle); ExtHandle = -1;
}
Comment("");
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains the highest 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