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Extremes with tick prices v2
//+------------------------------------------------------------------+
//| Higher High Lower Low with ticks.mq5 |
//| Copyright 2024, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property version "2.00"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 2
#property indicator_label1 "Extreme highs"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrChartreuse
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
#property indicator_label2 "Extreme lows"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrChartreuse
#property indicator_style2 STYLE_SOLID
#property indicator_width2 2
//--- input parameters
input int start = 5; // Lookback bars
input bool show_BoS = true; // Lines should keep drawing on BoS
input bool using_optimization = true; // Use ticks from current bar only
//--- indicator buffers
double HighBuffer[];
double LowBuffer[];
MqlTick ticks[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,HighBuffer,INDICATOR_DATA);
SetIndexBuffer(1,LowBuffer,INDICATOR_DATA);
ArraySetAsSeries(HighBuffer, true);
ArraySetAsSeries(LowBuffer, true);
ChartNavigate(0, CHART_END);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
Comment("");
}
int ticksReceived = 0;
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
ArraySetAsSeries(high, true);
ArraySetAsSeries(low, true);
ArraySetAsSeries(time, true);
int range = 0;
datetime barStart = time[0]; // Start time of the current bar
datetime barEnd = time[0] + PeriodSeconds(); // Start time of the next bar
if(using_optimization)
{
datetime fromTime = iTime(Symbol(), Period(), 1);
range = CopyTicksRange(Symbol(), ticks, COPY_TICKS_INFO, fromTime * 1000, TimeCurrent() * 1000);
ticksReceived = range;
}
for(int i = start; i >= 0; i--)
{
if(!using_optimization)
{
datetime fromTime = iTime(Symbol(), Period(), start - i);
range = CopyTicksRange(Symbol(), ticks, COPY_TICKS_INFO, fromTime * 1000, TimeCurrent() * 1000);
ticksReceived = range;
}
double lowestBid = DBL_MAX;
double highestAsk = -DBL_MAX;
if(range > 0)
{
for(int k = 0; k < range; k++)
{
if(using_optimization)
{
if(ticks[k].time >= barStart && ticks[k].time <= barEnd)
{
if(ticks[k].bid != 0 && lowestBid > ticks[k].bid)
lowestBid = ticks[k].bid;
if(ticks[k].ask != 0 && highestAsk < ticks[k].ask)
highestAsk = ticks[k].ask;
}
}
else if(!using_optimization)
{
if(ticks[k].bid != 0 && lowestBid > ticks[k].bid)
lowestBid = ticks[k].bid;
if(ticks[k].ask != 0 && highestAsk < ticks[k].ask)
highestAsk = ticks[k].ask;
}
}
}
double highestHigh = high[i];
double lowestLow = low[i];
for(int j = 1; j < start; j++)
{
if(high[i + j] > highestHigh)
highestHigh = high[i + j]; // update highest high
if(low[i + j] < lowestLow)
lowestLow = low[i + j]; // update lowest low
}
// Assign the highest and lowest values to the buffers
HighBuffer[i] = MathMax(highestHigh, highestAsk);
LowBuffer[i] = MathMin(lowestLow, lowestBid);
// Stop drawing extremum lines when there's a break of market structure
if(!show_BoS)
{
if(HighBuffer[i] != HighBuffer[i + 1])
HighBuffer[i + 1] = EMPTY_VALUE;
if(LowBuffer[i] != LowBuffer[i + 1])
LowBuffer[i + 1] = EMPTY_VALUE;
}
}
for(int i = rates_total - 1; i >= start; i--)
{
HighBuffer[i] = EMPTY_VALUE;
LowBuffer[i] = EMPTY_VALUE;
}
Comment("Ticks received: ", ticksReceived);
return (rates_total);
}
//+------------------------------------------------------------------+
Comments
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