Wide_Narrow_Spread

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

//|                                           Wide_Narrow_Spread.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

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

#property version   "1.00"

#property description "Wide/Narrow Spread bar indicator"

#property indicator_chart_window

#property indicator_buffers 8

#property indicator_plots   3

//--- plot WS

#property indicator_label1  "Wide bar"

#property indicator_type1   DRAW_ARROW

#property indicator_color1  clrGray

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot NS

#property indicator_label2  "Narrow bar"

#property indicator_type2   DRAW_ARROW

#property indicator_color2  clrGray

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot Bar

#property indicator_label3  "Open;High;Low;Close"

#property indicator_type3   DRAW_COLOR_CANDLES

#property indicator_color3  clrBlue,clrRed,clrDarkGray

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- enums

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1, // Yes

   INPUT_NO    =  0, // No

  };

//--- input parameters

input uint              InpPeriod         =  4;          // Range

input ENUM_INPUT_YES_NO InpShowWideBar    =  INPUT_YES;  // Show wide spread bar

input ENUM_INPUT_YES_NO InpShowNarrowBar  =  INPUT_YES;  // Show narrow spread bar

//--- indicator buffers

double         BufferWS[];

double         BufferNS[];

double         BufferOpen[];

double         BufferHigh[];

double         BufferLow[];

double         BufferClose[];

double         BufferColors[];

double         BufferHL[];

//--- global variables

double         point;

int            period;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period=int(InpPeriod<1 ? 1 : InpPeriod);

   point=Point();

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferWS,INDICATOR_DATA);

   SetIndexBuffer(1,BufferNS,INDICATOR_DATA);

   SetIndexBuffer(2,BufferOpen,INDICATOR_DATA);

   SetIndexBuffer(3,BufferHigh,INDICATOR_DATA);

   SetIndexBuffer(4,BufferLow,INDICATOR_DATA);

   SetIndexBuffer(5,BufferClose,INDICATOR_DATA);

   SetIndexBuffer(6,BufferColors,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(7,BufferHL,INDICATOR_CALCULATIONS);

//--- setting a code from the Wingdings charset as the property of PLOT_ARROW

   PlotIndexSetInteger(0,PLOT_ARROW,32);

   PlotIndexSetInteger(1,PLOT_ARROW,32);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Wide/Narrow Spread bar("+(string)period+")");

   IndicatorSetInteger(INDICATOR_DIGITS,0);

//--- setting plot buffer parameters

   PlotIndexSetInteger(2,PLOT_SHOW_DATA,false);

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferWS,true);

   ArraySetAsSeries(BufferNS,true);

   ArraySetAsSeries(BufferOpen,true);

   ArraySetAsSeries(BufferHigh,true);

   ArraySetAsSeries(BufferLow,true);

   ArraySetAsSeries(BufferClose,true);

   ArraySetAsSeries(BufferColors,true);

   ArraySetAsSeries(BufferHL,true);

//---

   return(INIT_SUCCEEDED);

  }

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

//| 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[])

  {

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

//--- @>25@:0 :>;8G5AB20 4>ABC?=KE 10@>2

   if(rates_total<period || point==0) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period-1;

      ArrayInitialize(BufferWS,EMPTY_VALUE);

      ArrayInitialize(BufferNS,EMPTY_VALUE);

      ArrayInitialize(BufferOpen,EMPTY_VALUE);

      ArrayInitialize(BufferHigh,EMPTY_VALUE);

      ArrayInitialize(BufferLow,EMPTY_VALUE);

      ArrayInitialize(BufferClose,EMPTY_VALUE);

      ArrayInitialize(BufferColors,2);

      ArrayInitialize(BufferHL,0);

     }



//---  0AGQB 8=48:0B>@0

   static datetime last_time=0;

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      BufferOpen[i]=BufferHigh[i]=BufferLow[i]=BufferClose[i]=EMPTY_VALUE;

      BufferColors[i]=2;

      BufferHL[i]=high[i]-low[i];

      int min_idx=ArrayMinimum(BufferHL,i,period);

      int max_idx=ArrayMaximum(BufferHL,i,period);

      if(min_idx==WRONG_VALUE || max_idx==WRONG_VALUE)

         continue;

      double min=BufferHL[min_idx];

      double max=BufferHL[max_idx];



      if(InpShowWideBar)

        {

         if(max==BufferHL[i])

           {

            BufferWS[i]=max/point;

            BufferOpen[i]=open[i];

            BufferHigh[i]=high[i];

            BufferLow[i]=low[i];

            BufferClose[i]=close[i];

            BufferColors[i]=0;

           }

         else

            BufferWS[i]=EMPTY_VALUE;

        }



      if(InpShowNarrowBar)

        {

         if(min==BufferHL[i])

           {

            BufferNS[i]=min/point;

            BufferOpen[i]=open[i];

            BufferHigh[i]=high[i];

            BufferLow[i]=low[i];

            BufferClose[i]=close[i];

            BufferColors[i]=1;

           }

         else

            BufferNS[i]=EMPTY_VALUE;

        }

     }



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

   return(rates_total);

  }

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