RT_Scalper

ÿþ//+------------------------------------------------------------------+

//|                                                   RT_Scalper.mq5 |

//|                                   Copyright © 2016, prostotrader |

//|                                                  http://mql5.com |

//+------------------------------------------------------------------+

#property copyright "Copyright © 2016, prostotrader"

#property link      "http://mql5.com"

#property version   "1.00"

#property description "RT Scalper"

#property indicator_separate_window

#property indicator_buffers 7

#property indicator_plots   3

//--- plot Deals

#property indicator_label1  "Deals" 

#property indicator_type1   DRAW_LINE 

#property indicator_color1  clrYellow

#property indicator_style1  STYLE_SOLID 

#property indicator_width1  1

//-- plot volumes

#property indicator_label2  "Volumes" 

#property indicator_type2   DRAW_LINE 

#property indicator_color2  clrMagenta

#property indicator_style2  STYLE_SOLID 

#property indicator_width2  1

//--- plot orders

#property indicator_label3  "Orders" 

#property indicator_type3   DRAW_LINE 

#property indicator_color3  clrAqua

#property indicator_style3  STYLE_SOLID 

#property indicator_width3  1

//

input uint Deals=50; //>@>3 A45;>:

//--- indicator buffers

double BuffDeals[];

double BuffVolumes[];

double BuffOrders[];

double BuffSellVol[];

double BuffSellPos[];

double BuffBuyVol[];

double BuffBuyPos[];

//

int event_cnt;    //5@5<5==0O 4;O 2K7>20 DC=:F88 OnCalculate

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int OnInit()

  {

   event_cnt=0;

//---

   IndicatorSetInteger(INDICATOR_DIGITS,2);

   IndicatorSetString(INDICATOR_SHORTNAME,"RT_Scalper");

//--- indicator buffers mapping

   SetIndexBuffer(0,BuffDeals,INDICATOR_DATA);

   SetIndexBuffer(1,BuffVolumes,INDICATOR_DATA);

   SetIndexBuffer(2,BuffOrders,INDICATOR_DATA);

   SetIndexBuffer(3,BuffSellVol,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BuffSellPos,INDICATOR_CALCULATIONS);

   SetIndexBuffer(5,BuffBuyVol,INDICATOR_CALCULATIONS);

   SetIndexBuffer(6,BuffBuyPos,INDICATOR_CALCULATIONS);

//---   

   ArraySetAsSeries(BuffDeals,true);

   ArraySetAsSeries(BuffVolumes,true);

   ArraySetAsSeries(BuffOrders,true);

   ArraySetAsSeries(BuffSellVol,true);

   ArraySetAsSeries(BuffSellPos,true);

   ArraySetAsSeries(BuffBuyVol,true);

   ArraySetAsSeries(BuffBuyPos,true);

//---

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---

//---Set objects

   int window=ChartWindowFind(ChartID(),"RT_Scalper");

   ObjectCreate(ChartID(),"RT_Scalper_1",OBJ_LABEL,window,0,0);

   ObjectCreate(ChartID(),"RT_Scalper_2",OBJ_LABEL,window,0,0);

   ObjectCreate(ChartID(),"RT_Scalper_3",OBJ_LABEL,window,0,0);

   ObjectCreate(ChartID(),"RT_Scalper_4",OBJ_LABEL,window,0,0);

//---   

   ObjectSetInteger(ChartID(),"RT_Scalper_1",OBJPROP_XDISTANCE,5);

   ObjectSetInteger(ChartID(),"RT_Scalper_2",OBJPROP_XDISTANCE,5);

   ObjectSetInteger(ChartID(),"RT_Scalper_3",OBJPROP_XDISTANCE,5);

   ObjectSetInteger(ChartID(),"RT_Scalper_4",OBJPROP_XDISTANCE,5);



   ObjectSetInteger(ChartID(),"RT_Scalper_1",OBJPROP_YDISTANCE,15);

   ObjectSetInteger(ChartID(),"RT_Scalper_2",OBJPROP_YDISTANCE,30);

   ObjectSetInteger(ChartID(),"RT_Scalper_3",OBJPROP_YDISTANCE,45);

   ObjectSetInteger(ChartID(),"RT_Scalper_4",OBJPROP_YDISTANCE,60);



   ObjectSetInteger(ChartID(),"RT_Scalper_1",OBJPROP_COLOR,clrLightPink);

   ObjectSetInteger(ChartID(),"RT_Scalper_2",OBJPROP_COLOR,clrLightPink);

   ObjectSetInteger(ChartID(),"RT_Scalper_3",OBJPROP_COLOR,clrLightSkyBlue);

   ObjectSetInteger(ChartID(),"RT_Scalper_4",OBJPROP_COLOR,clrLightSkyBlue);



   ObjectSetString(ChartID(),"RT_Scalper_1",OBJPROP_TEXT,"0:A. >1JQ< Sell: 0");

   ObjectSetString(ChartID(),"RT_Scalper_2",OBJPROP_TEXT,">7. <0:A. >1JQ<0 Sell: 0");

   ObjectSetString(ChartID(),"RT_Scalper_3",OBJPROP_TEXT,"0:A. >1JQ< Buy: 0");

   ObjectSetString(ChartID(),"RT_Scalper_4",OBJPROP_TEXT,">7. <0:A. >1JQ<0 Buy: 0");

   ChartRedraw(ChartID());

//

   if(!MarketBookAdd(Symbol()))

     {

      Alert("Book not added!");

      return(INIT_FAILED);

     }

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+



void OnDeinit(const int reason)

  {

   MarketBookRelease(Symbol());

//---

   ObjectDelete(ChartID(),"RT_Scalper_1");

   ObjectDelete(ChartID(),"RT_Scalper_2");

   ObjectDelete(ChartID(),"RT_Scalper_3");

   ObjectDelete(ChartID(),"RT_Scalper_4");

//

   if(reason==REASON_INITFAILED)

     {

      int window=ChartWindowFind(ChartID(),"RT_Scalper");

      ChartIndicatorDelete(ChartID(),window,"RT_Scalper");

     }

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

void OnBookEvent(const string &symbol)

  {

   if(symbol==Symbol())

     {

      double price[];

      OnCalculate(event_cnt,event_cnt,0,price);

     }

  }

//+------------------------------------------------------------------+

//| Custom indicator Get Book volumes                                |

//+------------------------------------------------------------------+

double GetBookVolumes(long &sell_v,long &sell_p,long &buy_v,long &buy_p)

  {

   long sell_vol= 0;

   long buy_vol = 0;

   MqlBookInfo book[];

   sell_v = 0;

   sell_p = 0;

   buy_v = 0;

   buy_p = 0;

   long last_sell=0;

   bool is_buy=false;

   if(MarketBookGet(Symbol(),book))//getBook )

     {

      int size=ArraySize(book);

      //---    

      if(size>0)

        {

         for(int i=0; i<size; i++)

           {

            if(book[i].type==BOOK_TYPE_SELL)

              {

               sell_vol+=book[i].volume;

               if(book[i].volume>=sell_v)

                 {

                  sell_v = book[i].volume;

                  sell_p = i;

                 }

              }

            else

            if(book[i].type==BOOK_TYPE_BUY)

              {

               if(!is_buy)

                 {

                  is_buy=true;

                  last_sell=i-1;

                 }

               buy_vol+=book[i].volume;

               if(book[i].volume>buy_v)

                 {

                  buy_v = book[i].volume;

                  buy_p = i;

                 }

              }

           }

         long summ=buy_vol+sell_vol;

         if(summ>0)

           {

            sell_p= last_sell-sell_p+1;

            buy_p = buy_p-last_sell;

            return(double(sell_vol-buy_vol)/double(summ) * 100); //=25@B8@>20=> 4;O =03;O4=>AB8 3@0D8:0

           }

        }

     }

   return(0);

  }

//+------------------------------------------------------------------+

//| Custom indicator Get all deals                                   |

//+------------------------------------------------------------------+

double GetDeals()

  {

   MqlTick ticks[];

   int buy_deal=0;

   int sell_deal=0;

   int result=CopyTicks(Symbol(),ticks,COPY_TICKS_TRADE,0,Deals);

   if(result>0)

     {

      for(int i=0; i<result; i++)

        {

         if((ticks[i].flags &TICK_FLAG_BUY)==TICK_FLAG_BUY) buy_deal++;

         if((ticks[i].flags &TICK_FLAG_SELL)==TICK_FLAG_SELL) sell_deal++;

        }

      long summ=buy_deal+sell_deal;

      if(summ>0)

        {

         return(double(buy_deal-sell_deal)/double(summ) * 100);

        }

     }

   return( 0 );

  }

//+------------------------------------------------------------------+

//| Custom indicator Get all orders                                   |

//+------------------------------------------------------------------+

double GetOrders()

  {

   double sell_vol= SymbolInfoDouble(Symbol(),SYMBOL_SESSION_SELL_ORDERS_VOLUME);

   double buy_vol = SymbolInfoDouble(Symbol(),SYMBOL_SESSION_BUY_ORDERS_VOLUME);

   double summ=sell_vol+buy_vol;

   if(long(summ)>0)

     {

      return((buy_vol - sell_vol)/summ * 100);

     }

   return(0);

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

int OnCalculate(const int rates_total,

                const int prev_calculated,

                const int begin,

                const double &price[])

  {

   if(prev_calculated==0)

     {

      ArrayInitialize(BuffDeals,0);

      ArrayInitialize(BuffVolumes,0);

      ArrayInitialize(BuffOrders,0);

      ArrayInitialize(BuffSellVol,0);

      ArrayInitialize(BuffSellPos,0);

      ArrayInitialize(BuffBuyVol,0);

      ArrayInitialize(BuffBuyPos,0);

     }

   else

     {

      int a_diff=rates_total-prev_calculated;

      if(a_diff>0)

        {

         for(int i=a_diff-1; i>0; i++)

           {

            BuffDeals[i]=BuffDeals[i+1];

            BuffVolumes[i]= BuffVolumes[i+1];

            BuffOrders[i] = BuffOrders[i+1];

            BuffSellVol[i] = BuffSellVol[i+1];

            BuffSellPos[i] = BuffSellPos[i+1];

            BuffBuyVol[i] = BuffBuyVol[i+1];

            BuffBuyPos[i] = BuffBuyPos[i+1];

           }

        }

     }

   long sell_vol;

   long sell_pos;

   long buy_vol;

   long buy_pos;

   BuffDeals[0]=GetDeals();

   BuffVolumes[0]= GetBookVolumes(sell_vol,sell_pos,buy_vol,buy_pos);

   BuffOrders[0] = GetOrders();

   BuffSellVol[0] = double(sell_vol);

   BuffSellPos[0] = double(sell_pos);

   BuffBuyVol[0] = double(buy_vol);

   BuffBuyPos[0] = double(buy_pos);

//---  

   ObjectSetString(ChartID(),"RT_Scalper_1",OBJPROP_TEXT,"0:A. >1JQ< Sell: "+string(sell_vol));

   ObjectSetString(ChartID(),"RT_Scalper_2",OBJPROP_TEXT,">7. <0:A. >1JQ<0 Sell: "+string(sell_pos));

   ObjectSetString(ChartID(),"RT_Scalper_3",OBJPROP_TEXT,"0:A. >1JQ< Buy: "+string(buy_vol));

   ObjectSetString(ChartID(),"RT_Scalper_4",OBJPROP_TEXT,">7. <0:A. >1JQ<0 Buy: "+string(buy_pos));

//---

   ChartRedraw(ChartID());

   event_cnt=rates_total;

//--- return value of prev_calculated for next call

   return(rates_total);

  }

//+------------------------------------------------------------------+