//+------------------------------------------------------------------+
//| MarketProfile.mq4 |
//| Copyright © 2006, Viatcheslav Suvorov|
//+------------------------------------------------------------------+
#property copyright "Viatcheslav Suvorov"
#property indicator_chart_window
extern datetime StartDate = D'1/1/2007';
extern bool lastdayStart = true;
extern int CountProfile = 7;
extern color AziaColor=DimGray;
extern color EuropaColor=DarkOliveGreen;
extern color AmericaColor=DarkSlateGray;
extern color MedianaColor=Navy;
int fontsize=10;
int i,j;
double LastHigh,LastLow,CurPos;
bool signal;
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
ObjectsDeleteAll(0,OBJ_RECTANGLE);
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- name for DataWindow and indicator subwindow label
short_name="MarketProfile";
IndicatorShortName(short_name);
SetIndexLabel(0,short_name);
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
deinit();
double onetick;
double Mediana=0;
int MaxSize=0;
int MySize=0;
int MySizeEuropa=0;
int MySizeAzia=0;
int MySizeAmerica=0;
int BACK=0;
if (lastdayStart) StartDate=Time[0];
int x=Period();
if (x>60) return(-1);
if (x<15) return(-1);
BACK=0;
while (TimeDayOfYear(Time[BACK])>TimeDayOfYear(StartDate) || TimeYear(Time[BACK])!=TimeYear(StartDate) && (BACK<Bars))
{
BACK++;
if (BACK>=Bars) return(0);
}//while
onetick = 1/(MathPow(10,Digits));
i=BACK;
////
int cycles;
for (cycles=CountProfile;cycles>0;cycles--)
{
signal=false;
LastHigh=High[i];
LastLow=Low[i];
while (!signal)
{
//if (i+1==Bars) signal=true;
if (High[i+1]>LastHigh) LastHigh=High[i+1];
if (Low[i+1]<LastLow) LastLow=Low[i+1];
MaxSize=0;
MySize=0;
if (TimeDay(Time[i])!=TimeDay(Time[i+1]))
{
signal=true;
CurPos=LastLow;
while (CurPos<=LastHigh)
{
MySizeAzia=0;
MySizeEuropa=0;
MySizeAmerica=0;
for (j=i;j>=BACK;j--)
{
if ((High[j]>=CurPos) && (Low[j]<=CurPos))
{
MySize++;
if (TimeHour(Time[j])>=13) MySizeAmerica++; else
if ((TimeHour(Time[j])>=8) && (TimeHour(Time[j])<13)) MySizeEuropa++; else MySizeAzia++;
}//if
}//for
if (MySizeAzia+MySizeEuropa+MySizeAmerica>MaxSize)
{
MaxSize=MySizeAzia+MySizeEuropa+MySizeAmerica;
Mediana=CurPos;
}
if (i-MySizeAzia>=0)
if(ObjectFind("rec"+"Azia"+TimeToStr(Time[i],TIME_DATE)+CurPos) == -1 && MySizeAzia!=0)
{
ObjectCreate("rec"+"Azia"+TimeToStr(Time[i],TIME_DATE)+CurPos, OBJ_RECTANGLE, 0, Time[i], CurPos,Time[i-MySizeAzia],CurPos+onetick);
ObjectSet("rec"+"Azia"+TimeToStr(Time[i],TIME_DATE)+CurPos, OBJPROP_COLOR, AziaColor);
}//if
if(ObjectFind("rec"+"Europa"+TimeToStr(Time[i],TIME_DATE)+CurPos) == -1 && MySizeEuropa!=0)
{
ObjectCreate("rec"+"Europa"+TimeToStr(Time[i],TIME_DATE)+CurPos, OBJ_RECTANGLE, 0, Time[i-MySizeAzia], CurPos,Time[i-MySizeAzia-MySizeEuropa],CurPos+onetick);
ObjectSet("rec"+"Europa"+TimeToStr(Time[i],TIME_DATE)+CurPos, OBJPROP_COLOR, EuropaColor);
}//if
if(ObjectFind("rec"+"America"+TimeToStr(Time[i],TIME_DATE)+CurPos) == -1 && MySizeAmerica!=0)
{
ObjectCreate("rec"+"America"+TimeToStr(Time[i],TIME_DATE)+CurPos, OBJ_RECTANGLE, 0, Time[i-MySizeAzia-MySizeEuropa], CurPos,Time[i-MySizeAzia-MySizeEuropa-MySizeAmerica],CurPos+onetick);
ObjectSet("rec"+"America"+TimeToStr(Time[i],TIME_DATE)+CurPos, OBJPROP_COLOR, AmericaColor);
}//if
CurPos=CurPos+onetick;
}//while
ObjectCreate("mediana"+TimeToStr(Time[i],TIME_DATE), OBJ_RECTANGLE, 0, Time[i], Mediana,Time[i+10],Mediana+onetick);
ObjectSet("mediana"+TimeToStr(Time[i],TIME_DATE), OBJPROP_STYLE, STYLE_SOLID);
ObjectSet("mediana"+TimeToStr(Time[i],TIME_DATE), OBJPROP_COLOR, MedianaColor);
BACK=i+1;
}//if
i++;
if (i>=Bars) return(0);
}//while
}//for
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
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: