//+------------------------------------------------------------------+
//| StepByStep.mq4 |
//| Viatcheslav Suvorov |
//+------------------------------------------------------------------+
#property copyright "Viatcheslav Suvorov"
#property show_inputs
#include <WinUser32.mqh>
#import "IdleLib.dll"
int GetLastKeyWP();
int IdleLibInit();
int IdleLibUnInit();
string GetActiveWndName();
#import
extern datetime startdate=0;//äàòà è âðåìÿ íà÷àëà ýìóëÿöèè
extern string instruments="EURUSD GBPUSD";//èíñòðóìåíòû ýìóëÿöèè, íàïðèìåð "EURUSD GBPUSD USDJPY"
extern string minperiod="M5";
datetime minTime;
datetime maxTime;
int LastShift[100];
int Handles[100];
int HandlesPeriod[100];
string NameOfHandles[100];
int CountHandle;
datetime EmulationTime=0;
int mytimeframe[];
void AddData(int minutes)
{
int oldTime=EmulationTime;
EmulationTime=EmulationTime+minutes*60;
bool holy=false;
if (TimeDayOfWeek(EmulationTime)==0 || TimeDayOfWeek(EmulationTime)==6){
while ((EmulationTime<maxTime) && (TimeDayOfWeek(EmulationTime)==0 || TimeDayOfWeek(EmulationTime)==6)) EmulationTime++;
EmulationTime=EmulationTime+3600;
holy=true;
}//
for (int i=1;i<=CountHandle;i++){
int shift=iBarShift(NameOfHandles[i],HandlesPeriod[i]-1,EmulationTime);
if (LastShift[i]>0) int shift1=LastShift[i]; else
shift1=iBarShift(NameOfHandles[i],HandlesPeriod[i]-1,oldTime);
if ((shift!=-1) && (shift1!=-1)){
for (int j=shift1-1;j>shift;j--){
LastShift[i]=j;
FileWriteInteger(Handles[i], iTime(NameOfHandles[i],HandlesPeriod[i]-1,j), LONG_VALUE);
FileWriteDouble(Handles[i], iOpen(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iLow(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iHigh(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iClose(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iVolume(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
}//for
// if (minutes<HandlesPeriod[i]-1){
if (HandlesPeriod[i]-1>mytimeframe[0]){
datetime timeLastBar=iTime(NameOfHandles[i],HandlesPeriod[i]-1,LastShift[i]-1);
int sh1=iBarShift(NameOfHandles[i],mytimeframe[0],timeLastBar);
int sh2=iBarShift(NameOfHandles[i],mytimeframe[0],EmulationTime)+1;
if (sh1-sh2==0) int delt=1; else delt=sh1-sh2+1;
if ((sh1<0) || (sh2<0)){
double h1=iHigh(NameOfHandles[i],HandlesPeriod[i]-1,LastShift[i]-1);
double l1=iLow(NameOfHandles[i],HandlesPeriod[i]-1,LastShift[i]-1);
} else {
h1=iHigh(NameOfHandles[i],mytimeframe[0],Highest(NameOfHandles[i],mytimeframe[0],MODE_HIGH,delt,sh2));
l1=iLow(NameOfHandles[i],mytimeframe[0],Lowest(NameOfHandles[i],mytimeframe[0],MODE_LOW,delt,sh2));
}
double o1=iOpen(NameOfHandles[i],HandlesPeriod[i]-1,LastShift[i]-1);
double c1=iClose(NameOfHandles[i],mytimeframe[0],sh2);
if ((o1>h1) || (o1<l1) || (c1>h1) || (c1<l1)) {
h1=MathMax(h1,MathMax(o1,c1));
l1=MathMin(l1,MathMin(o1,c1));
}
if (EmulationTime>=timeLastBar+HandlesPeriod[i]-1){
int LastFPos=FileTell(Handles[i]);
FileWriteInteger(Handles[i], iTime(NameOfHandles[i],HandlesPeriod[i]-1,LastShift[i]-1), LONG_VALUE);
FileWriteDouble(Handles[i], o1, DOUBLE_VALUE);
FileWriteDouble(Handles[i], l1, DOUBLE_VALUE);
FileWriteDouble(Handles[i], h1, DOUBLE_VALUE);
FileWriteDouble(Handles[i], c1, DOUBLE_VALUE);
FileWriteDouble(Handles[i],iVolume(NameOfHandles[i],HandlesPeriod[i]-1,LastShift[i]-1), DOUBLE_VALUE);
FileSeek(Handles[i],LastFPos,SEEK_SET);
}
}//if
FileFlush(Handles[i]);
int hwnd=WindowHandle("t_"+NameOfHandles[i],HandlesPeriod[i]);
if(hwnd!=0) PostMessageA(hwnd,WM_COMMAND,33324,0);
}//if
}//for
}
void BuildHistoryToDateTime()
{
if (EmulationTime==0) EmulationTime=startdate;
if (EmulationTime<minTime) EmulationTime=minTime;
if (EmulationTime>maxTime) EmulationTime=minTime;
for (int i=1;i<=CountHandle;i++){
int shift=iBarShift(NameOfHandles[i],HandlesPeriod[i]-1,EmulationTime);
if (shift!=-1) {
for (int j=iBars(NameOfHandles[i],HandlesPeriod[i]-1);j>shift;j--){
LastShift[i]=j;
FileWriteInteger(Handles[i], iTime(NameOfHandles[i],HandlesPeriod[i]-1,j), LONG_VALUE);
FileWriteDouble(Handles[i], iOpen(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iLow(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iHigh(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iClose(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
FileWriteDouble(Handles[i], iVolume(NameOfHandles[i],HandlesPeriod[i]-1,j), DOUBLE_VALUE);
}//for
FileFlush(Handles[i]);
int hwnd=WindowHandle("t_"+NameOfHandles[i],HandlesPeriod[i]);
if(hwnd!=0) PostMessageA(hwnd,WM_COMMAND,33324,0);
}//if
}//for
}
void InitAllHistory()
{
int pos=0;
string curstr="";
bool sign=true;
CountHandle=0;
int i_unused[13];
ArrayInitialize(Handles,0);
ArrayInitialize(HandlesPeriod,0);
ArrayInitialize(LastShift,0);
while (sign) {
if (pos>StringLen(instruments)) sign=false; else {
int curchar=StringGetChar(instruments,pos);
if ((curchar==' ') || (pos==StringLen(instruments))) {
Print("Ðàñïîçíàë èìÿ ",curstr);
for (int i=0;i<ArraySize(mytimeframe);i++){
int modifyTF=mytimeframe[i]+1;
int ExtHandle=FileOpenHistory("t_"+curstr+modifyTF+".hst", FILE_BIN|FILE_WRITE);
if (ExtHandle>0) {
CountHandle++;
Handles[CountHandle]=ExtHandle;
HandlesPeriod[CountHandle]=modifyTF;
NameOfHandles[CountHandle]=curstr;
FileSeek(Handles[CountHandle],0,SEEK_SET);
FileWriteInteger(Handles[CountHandle], 400, LONG_VALUE);
FileWriteString(Handles[CountHandle],"(C)opyright 2003, MetaQuotes Software Corp.", 64);
FileWriteString(Handles[CountHandle], "t_"+curstr, 12);
FileWriteInteger(Handles[CountHandle], modifyTF, LONG_VALUE);
FileWriteInteger(Handles[CountHandle], MarketInfo(curstr,MODE_DIGITS), LONG_VALUE);
FileWriteInteger(Handles[CountHandle], 0, LONG_VALUE);
FileWriteInteger(Handles[CountHandle], 0, LONG_VALUE);
FileWriteArray(Handles[CountHandle], i_unused, 0, 13);
}//if
}//for
curstr="";
} else curstr=curstr+CharToStr(curchar);
}//else
pos++;
}//while
}//InitAllHistory
int start()
{
if (minperiod=="M1") {
ArrayResize(mytimeframe,8);
mytimeframe[0]=1;mytimeframe[1]=5;mytimeframe[2]=15;mytimeframe[3]=30;mytimeframe[4]=60;mytimeframe[5]=240;mytimeframe[6]=1440;mytimeframe[7]=10080;
} else if (minperiod=="M5") {
ArrayResize(mytimeframe,7);
mytimeframe[0]=5;mytimeframe[1]=15;mytimeframe[2]=30;mytimeframe[3]=60;mytimeframe[4]=240;mytimeframe[5]=1440;mytimeframe[6]=10080;
} else if (minperiod=="M15") {
ArrayResize(mytimeframe,6);
mytimeframe[0]=15;mytimeframe[1]=30;mytimeframe[2]=60;mytimeframe[3]=240;mytimeframe[4]=1440;mytimeframe[5]=10080;
} else if (minperiod=="M30") {
ArrayResize(mytimeframe,5);
mytimeframe[0]=30;mytimeframe[1]=60;mytimeframe[2]=240;mytimeframe[3]=1440;mytimeframe[4]=10080;
} else if (minperiod=="H1") {
ArrayResize(mytimeframe,4);
mytimeframe[0]=60;mytimeframe[1]=240;mytimeframe[2]=1440;mytimeframe[3]=10080;
} else if (minperiod=="H4") {
ArrayResize(mytimeframe,3);
mytimeframe[0]=240;mytimeframe[1]=1440;mytimeframe[2]=10080;
} else if (minperiod=="D1") {
ArrayResize(mytimeframe,2);
mytimeframe[0]=1440;mytimeframe[1]=10080;
} else if (minperiod=="W1") {
ArrayResize(mytimeframe,1);
mytimeframe[0]=10080;
} else {
Print("Íåïðàâèëüíûé ìèíèìàëòüíûé TF");
return(-1);
}
IdleLibInit();//èíèöèàëèçèðóåì Dll
InitAllHistory();
minTime=iTime(NameOfHandles[1],HandlesPeriod[1]-1,iBars(NameOfHandles[1],HandlesPeriod[1]-1)-1);
maxTime=iTime(NameOfHandles[1],HandlesPeriod[1]-1,0);
//Print("minTime=",TimeYear(minTime)," ",TimeMonth(minTime)," ",TimeDay(minTime));
BuildHistoryToDateTime();
bool NeedLoop=true;int tick=0;
while(NeedLoop){
int lastkey=GetLastKeyWP();
string lastwnd=GetActiveWndName();
if ((lastkey==102) && (lastwnd!="")) {
if (StringFind(lastwnd,"M10081",0)>0) AddData(10080); else
if (StringFind(lastwnd,"M1441",0)>0) AddData(1440); else
if (StringFind(lastwnd,"M241",0)>0) AddData(240); else
if (StringFind(lastwnd,"M61",0)>0) AddData(60); else
if (StringFind(lastwnd,"M31",0)>0) AddData(30); else
if (StringFind(lastwnd,"M16",0)>0) AddData(15); else
if (StringFind(lastwnd,"M6",0)>0) AddData(5); else
if (StringFind(lastwnd,"M2",0)>0) AddData(1);
if (EmulationTime>=maxTime) NeedLoop=false;
}//if
Sleep(100);
tick++;
if (tick>=20){
for (int i=1;i<=CountHandle;i++){
tick=0;
int hwnd=WindowHandle("t_"+NameOfHandles[i],HandlesPeriod[i]);
if(hwnd!=0) PostMessageA(hwnd,WM_COMMAND,33324,0);
}//for
}//if
}//while
IdleLibUnInit();
return(0);
}//start
void deinit()
{
for (int i=1;i<=CountHandle;i++){
if(Handles[i]>=0) FileClose(Handles[i]);
}
}//deinit()
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 close prices for each bar
Series array that contains tick volumes of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
IdleLib
Order Management characteristics:
Other Features:
It writes information to file