//+------------------------------------------------------------------+
//| Period_ConverterALL.mq4 |
//| Original Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//| Add by DENISka: Only OffLine convert history from 1M Period |
//| to M5, M15, M30, 1H, 4H, 1D, 1W, MN in one time |
//| And ReCreate M1 Volumes for create good history |
//| denlove2@mail.ru ICQ:211771564 |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007 Add changes by DENISka."
#property link "denlove2@mail.ru"
#property show_inputs
//----
#include <WinUser32.mqh>
//----
extern int ReCreateM1Volume = -2;
//----
int ExtHandle = -1; // file arrow
static int ArrPeriod[]; // array of periods
//+------------------------------------------------------------------+
//| script program start function |
//+------------------------------------------------------------------+
int start()
{
if(Period() != PERIOD_M1)
{
Comment("For Converting begin period Must be M1.");
return(0);
}
string Comm;
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;
if(ReCreateM1Volume > -2) // need recreate M1 TF
{
int n_vol;
Comm = "ReCreate M1 Period, to End File: ";
ExtHandle = FileOpenHistory(Symbol() + "" + Period() + ".hst",
FILE_BIN|FILE_READ|FILE_WRITE);
if(ExtHandle < 0)
{
Comment("Error opening file for ReCreate M1 Period.");
return(-1);
}
//first enter to file
FileSeek(ExtHandle, 148, SEEK_SET);
int sf = FileSize(ExtHandle); // FileSize is not change
while(FileTell(ExtHandle) != sf) // while not EOF file
{
FileSeek(ExtHandle, 4, SEEK_CUR); // skip open time
d_open = FileReadDouble(ExtHandle, DOUBLE_VALUE);
d_low = FileReadDouble(ExtHandle, DOUBLE_VALUE);
d_high = FileReadDouble(ExtHandle, DOUBLE_VALUE);
d_close = FileReadDouble(ExtHandle, DOUBLE_VALUE);
d_volume = FileReadDouble(ExtHandle, DOUBLE_VALUE);
if((ReCreateM1Volume == -1 && d_volume <= 1) ||
ReCreateM1Volume == 0)
{
n_vol = 1;
if(d_open != d_close)
n_vol++;
if(d_open != d_high)
if(d_close != d_high)
n_vol++;
if(d_open != d_low)
if(d_close != d_low)
n_vol++;
}
else
n_vol = d_volume;
if(ReCreateM1Volume > 0)
n_vol = ReCreateM1Volume;
if(n_vol != d_volume) // write new volume
{
// skip back to last volume begin
FileSeek(ExtHandle, -8, SEEK_CUR);
FileWriteDouble(ExtHandle, n_vol, DOUBLE_VALUE);
FileFlush(ExtHandle);
}
if(MathMod(FileTell(ExtHandle), 30000) == 0)
Comment(Comm + " " + (sf - FileTell(ExtHandle)));
}
if(ExtHandle >= 0)
{
FileClose(ExtHandle);
ExtHandle = -1;
}
}
// return (0);
// converting to all TF
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;
//---- 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];
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)
{
Comment("Error opening file for Convert to All TimeFrames.");
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 reads information from a file
It writes information to file