//+---------------------------------------------------------------------------+
//| EA VERSION
//| RenkoLiveChart_v3.0.mq4
//| Inspired from Renko script by "e4" (renko_live_scr.mq4)
//| Copyleft 2009 LastViking
//|
//| Sep 2009 - Optional wicks added
//| - Conversion back to EA
//| - Auto adjust for 5 and 6 dec brokers added
//| enter RenkoBoxSize as "actual" size e.g. "10" for 10 pips
//| - compensation for "zero compare" problem added
//+---------------------------------------------------------------------------+
#property copyright ""
//+------------------------------------------------------------------+
#include <WinUser32.mqh>
#include <stdlib.mqh>
//+------------------------------------------------------------------+
extern int RenkoBoxSize = 10;
extern int BoxOffset = 0;
extern int RenkoTimeFrame = 2; // What time frame to use for the offline renko chart
extern bool StrangeSymbolName = false;
extern bool ShowWicks = true;
int BoxSize;
//+------------------------------------------------------------------+
int HstHandle = -1;
string SymbolName;
//+------------------------------------------------------------------+
void UpdateChartWindow() {
static int hwnd = 0;
if(hwnd == 0) {
hwnd = WindowHandle(SymbolName, RenkoTimeFrame);
if(hwnd != 0) Print("Chart window detected");
}
if(hwnd != 0) if(PostMessageA(hwnd, WM_COMMAND, 0x822c, 0) == 0) hwnd = 0;
}
int init() {
BoxSize = RenkoBoxSize;
if (Digits == 5)
{BoxSize = BoxSize*10;}
if (Digits == 6)
{BoxSize = BoxSize*100;}
HstHandle = -1;
return(0);
}
//+------------------------------------------------------------------+
int start() {
static int LastFPos = 0;
static double BoxPoints, PrevLow, PrevHigh, PrevOpen, PrevClose, CurVolume, CurHigh, CurLow;
static double CurOpen, CurClose;
static datetime PrevTime;
static double UpWick = 0;
static double DnWick = EMPTY_VALUE;
if(HstHandle < 0) {
// Init
// Error checking
if(!IsConnected()) {
Print("Waiting for connection...");
return(0);
}
if(!IsDllsAllowed()) {
Print("Error: Dll calls must be allowed!");
return(-1);
}
if(MathAbs(BoxOffset) >= BoxSize) {
Print("Error: |BoxOffset| should be less then BoxSize!");
return(-1);
}
switch(RenkoTimeFrame) {
case 1: case 5: case 15: case 30: case 60: case 240:
case 1440: case 10080: case 43200: case 0:
Print("Error: Invald time frame used for offline renko chart (RenkoTimeFrame)!");
return(-1);
}
//
if(StrangeSymbolName) SymbolName = StringSubstr(Symbol(), 0, 6);
else SymbolName = Symbol();
BoxPoints = NormalizeDouble(BoxSize*Point, Digits);
PrevLow = NormalizeDouble(BoxOffset*Point + MathFloor(Close[Bars-1]/BoxPoints)*BoxPoints, Digits);
PrevHigh = PrevLow + BoxPoints;
PrevOpen = PrevLow;
PrevClose = PrevHigh;
CurVolume = 1;
PrevTime = Time[Bars-1];
// create / open hst file
HstHandle = FileOpenHistory(SymbolName + RenkoTimeFrame + ".hst", FILE_BIN|FILE_WRITE);
if(HstHandle < 0) return(-1);
//
// write hst file header
int HstUnused[13];
FileWriteInteger(HstHandle, 400, LONG_VALUE); // Version
FileWriteString(HstHandle, "", 64); // Copyright
FileWriteString(HstHandle, SymbolName, 12); // Symbol
FileWriteInteger(HstHandle, RenkoTimeFrame, LONG_VALUE); // Period
FileWriteInteger(HstHandle, Digits, LONG_VALUE); // Digits
FileWriteInteger(HstHandle, 0, LONG_VALUE); // Time Sign
FileWriteInteger(HstHandle, 0, LONG_VALUE); // Last Sync
FileWriteArray(HstHandle, HstUnused, 0, 13); // Unused
//
// process historical data
int i = Bars-2;
//---------------------------------------------------------------------------
while(i >= 0) {
CurVolume += Volume[i];
UpWick = MathMax(UpWick,High[i]);
DnWick = MathMin(DnWick,Low[i]);
bool UpTrend = High[i]+Low[i] > PrevHigh+PrevLow;
// update low before high or the revers depending on is closest to prev. renko bar
while(UpTrend && (Low[i] < PrevLow-BoxPoints || CompareDoubles(Low[i],PrevLow-BoxPoints))) {
PrevHigh = PrevHigh - BoxPoints;
PrevLow = PrevLow - BoxPoints;
PrevOpen = PrevHigh;
PrevClose = PrevLow;
FileWriteInteger(HstHandle, PrevTime, LONG_VALUE);
FileWriteDouble(HstHandle, PrevOpen, DOUBLE_VALUE);
FileWriteDouble(HstHandle, PrevLow, DOUBLE_VALUE);
if (ShowWicks && UpWick > PrevHigh)
{FileWriteDouble(HstHandle, UpWick, DOUBLE_VALUE);}
else
{FileWriteDouble(HstHandle, PrevHigh, DOUBLE_VALUE);}
UpWick = 0;
DnWick = EMPTY_VALUE;
FileWriteDouble(HstHandle, PrevClose, DOUBLE_VALUE);
FileWriteDouble(HstHandle, CurVolume, DOUBLE_VALUE);
CurVolume = 0;
if(PrevTime < Time[i]) PrevTime = Time[i];
else PrevTime++;
}
while(UpTrend && (High[i] > PrevHigh+BoxPoints || CompareDoubles(High[i],PrevHigh+BoxPoints))) {
PrevHigh = PrevHigh + BoxPoints;
PrevLow = PrevLow + BoxPoints;
PrevOpen = PrevLow;
PrevClose = PrevHigh;
FileWriteInteger(HstHandle, PrevTime, LONG_VALUE);
FileWriteDouble(HstHandle, PrevOpen, DOUBLE_VALUE);
if (ShowWicks && DnWick < PrevLow)
{FileWriteDouble(HstHandle, DnWick, DOUBLE_VALUE);}
else
{FileWriteDouble(HstHandle, PrevLow, DOUBLE_VALUE);}
UpWick = 0;
DnWick = EMPTY_VALUE;
FileWriteDouble(HstHandle, PrevHigh, DOUBLE_VALUE);
FileWriteDouble(HstHandle, PrevClose, DOUBLE_VALUE);
FileWriteDouble(HstHandle, CurVolume, DOUBLE_VALUE);
CurVolume = 0;
if(PrevTime < Time[i]) PrevTime = Time[i];
else PrevTime++;
}
while(!UpTrend && (Low[i] < PrevLow-BoxPoints || CompareDoubles(Low[i],PrevLow-BoxPoints))) {
PrevHigh = PrevHigh - BoxPoints;
PrevLow = PrevLow - BoxPoints;
PrevOpen = PrevHigh;
PrevClose = PrevLow;
FileWriteInteger(HstHandle, PrevTime, LONG_VALUE);
FileWriteDouble(HstHandle, PrevOpen, DOUBLE_VALUE);
FileWriteDouble(HstHandle, PrevLow, DOUBLE_VALUE);
if (ShowWicks && UpWick > PrevHigh)
{FileWriteDouble(HstHandle, UpWick, DOUBLE_VALUE);}
else
{FileWriteDouble(HstHandle, PrevHigh, DOUBLE_VALUE);}
UpWick = 0;
DnWick = EMPTY_VALUE;
FileWriteDouble(HstHandle, PrevClose, DOUBLE_VALUE);
FileWriteDouble(HstHandle, CurVolume, DOUBLE_VALUE);
CurVolume = 0;
if(PrevTime < Time[i]) PrevTime = Time[i];
else PrevTime++;
}
i--;
}
FileFlush(HstHandle);
LastFPos = FileTell(HstHandle); // Remember Last pos in file
//
Comment("RenkoLiveChart(" + BoxSize + "): Open Offline ", SymbolName, ",M", RenkoTimeFrame, " to view chart");
CurOpen = PrevClose;
if (UpWick > PrevHigh)
{CurHigh = UpWick;}
else
{CurHigh = PrevHigh;}
if (DnWick < PrevLow)
{CurLow = DnWick;}
else
{CurLow = PrevLow;}
CurClose = Close[0];
FileWriteInteger(HstHandle, PrevTime, LONG_VALUE); // Time
FileWriteDouble(HstHandle, CurOpen, DOUBLE_VALUE); // Open
FileWriteDouble(HstHandle, CurLow, DOUBLE_VALUE); // Low
FileWriteDouble(HstHandle, CurHigh, DOUBLE_VALUE); // High
FileWriteDouble(HstHandle, CurClose, DOUBLE_VALUE); // Close
FileWriteDouble(HstHandle, CurVolume, DOUBLE_VALUE); // Volume
FileFlush(HstHandle);
UpdateChartWindow();
return(0);
// End historical data / Init
}
//----------------------------------------------------------------------------
// HstHandle not < 0 so we always enter here after history done
// Begin live data feed
//
UpWick = MathMax(UpWick,Bid);
DnWick = MathMin(DnWick,Bid);
CurVolume++;
FileSeek(HstHandle, LastFPos, SEEK_SET);
// up box
//-------------------------------------------------------------------------
if(Bid > PrevHigh+BoxPoints || CompareDoubles(Bid,PrevHigh+BoxPoints)) {
PrevHigh = PrevHigh + BoxPoints;
PrevLow = PrevLow + BoxPoints;
PrevOpen = PrevLow;
PrevClose = PrevHigh;
FileWriteInteger(HstHandle, PrevTime, LONG_VALUE);
FileWriteDouble(HstHandle, PrevOpen, DOUBLE_VALUE);
if (ShowWicks && DnWick < PrevLow)
{FileWriteDouble(HstHandle, DnWick, DOUBLE_VALUE);}
else
{FileWriteDouble(HstHandle, PrevLow, DOUBLE_VALUE);}
UpWick = 0;
DnWick = EMPTY_VALUE;
FileWriteDouble(HstHandle, PrevHigh, DOUBLE_VALUE);
FileWriteDouble(HstHandle, PrevClose, DOUBLE_VALUE);
FileWriteDouble(HstHandle, CurVolume, DOUBLE_VALUE);
FileFlush(HstHandle);
LastFPos = FileTell(HstHandle); // Remeber Last pos in file
if(PrevTime < TimeCurrent()) PrevTime = TimeCurrent();
else PrevTime++;
CurVolume = 0;
CurOpen = PrevClose;
CurHigh = PrevHigh;
CurLow = PrevHigh;
UpdateChartWindow();
}
// down box
//-------------------------------------------------------------------------
else if(Bid < PrevLow-BoxPoints || CompareDoubles(Bid,PrevLow-BoxPoints)) {
PrevHigh = PrevHigh - BoxPoints;
PrevLow = PrevLow - BoxPoints;
PrevOpen = PrevHigh;
PrevClose = PrevLow;
FileWriteInteger(HstHandle, PrevTime, LONG_VALUE);
FileWriteDouble(HstHandle, PrevOpen, DOUBLE_VALUE);
FileWriteDouble(HstHandle, PrevLow, DOUBLE_VALUE);
if (ShowWicks && UpWick > PrevHigh)
{FileWriteDouble(HstHandle, UpWick, DOUBLE_VALUE);}
else
{FileWriteDouble(HstHandle, PrevHigh, DOUBLE_VALUE);}
UpWick = 0;
DnWick = EMPTY_VALUE;
FileWriteDouble(HstHandle, PrevClose, DOUBLE_VALUE);
FileWriteDouble(HstHandle, CurVolume, DOUBLE_VALUE);
FileFlush(HstHandle);
LastFPos = FileTell(HstHandle); // Remeber Last pos in file
if(PrevTime < TimeCurrent()) PrevTime = TimeCurrent();
else PrevTime++;
CurVolume = 0;
CurOpen = PrevClose;
CurHigh = PrevLow;
CurLow = PrevLow;
UpdateChartWindow();
}
else {
// no box - high/low not hit
//-------------------------------------------------------------------------
if(Bid > CurHigh) CurHigh = Bid;
if(Bid < CurLow) CurLow = Bid;
CurClose = Bid;
FileWriteInteger(HstHandle, PrevTime, LONG_VALUE); // Time
FileWriteDouble(HstHandle, CurOpen, DOUBLE_VALUE); // Open
FileWriteDouble(HstHandle, CurLow, DOUBLE_VALUE); // Low
FileWriteDouble(HstHandle, CurHigh, DOUBLE_VALUE); // High
FileWriteDouble(HstHandle, CurClose, DOUBLE_VALUE); // Close
FileWriteDouble(HstHandle, CurVolume, DOUBLE_VALUE); // Volume
FileFlush(HstHandle);
UpdateChartWindow();
}
return(0);
}
//+------------------------------------------------------------------+
int deinit() {
if(HstHandle >= 0) {
FileClose(HstHandle);
HstHandle = -1;
}
Comment("");
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open time of each bar
Series array that contains tick volumes 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:
It writes information to file