//+------------------------------------------------------------------+
//| MarketProfile_Virgin POC.mq4 |
//| Copyright � 2006, V&K Software Corp. |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright � 2006, V&K Software Corp."
#property link ""
#property indicator_chart_window
extern int Days_with_the_histogram = 1; // ���������� ���� ��� ���������� �����������
extern bool To_show_values =true;// �������� �������� �������
extern int Range_percent =70;
extern color Color_VirginPOCs =Green;// ���� ������ Virgin POC(Point of Control Formation)
extern color Color_POCs =DarkGray;// ���� ������ POC ����� ������������ ��������
extern color Colour_in_a_range =MediumVioletRed;// ���� ����������� ��������� ���
extern color Colour_behind_a_range =RoyalBlue;// ���� �������� ��������� ���
extern int Displacement_GMT =0; // �������� ����� ������������ 0 ����
extern bool To_build_today =false; // ���������� ��� �������� ���
extern int Construction_step = 1; // ��� ����� ����������
extern int Max_of_days_calculation = 90; // ������������ ����� ���� ��� ������� ���� -1 ��� ��������� �������
extern int Shift = 8; // �������� ����� ������������ 0 ����
// ���������� ����������
bool RedrawFlag;
double Divider;
datetime TimeZero=0;
int CountPOC=0;
string VirginPOC[];
string StartTime, EndTime;
string PrefixName="MARKET_VIRGIN";
//string Comm;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
RedrawFlag=true;
//----
switch(Period())
{
case PERIOD_M1: Divider=(PERIOD_D1/5.0)/(PERIOD_D1/PERIOD_M1);
break;
case PERIOD_M5: Divider=(PERIOD_D1/5.0)/(PERIOD_D1/PERIOD_M5);
break;
case PERIOD_M15: Divider=(PERIOD_D1/5.0)/(PERIOD_D1/PERIOD_M15)-1;
break;
case PERIOD_M30: Divider=(PERIOD_D1/5.0)/(PERIOD_D1/PERIOD_M30)-2;
break;
case PERIOD_H1: Divider=(PERIOD_D1/5.0)/(PERIOD_D1/PERIOD_H1)-8;
break;
case PERIOD_H4: Divider=12;
break;
case PERIOD_D1: Divider=5.0/PERIOD_D1*2;
break;
case PERIOD_W1: Divider=5.0/PERIOD_W1;
break;
default:
Divider=1;
break;
}
if(StringFind( Symbol(), "#")!=-1||StringFind( Symbol(), "_")!=-1)
{
StartTime="13:30";
EndTime="19:59";
}
else
{
StartTime="0:00";
// StartTime="13:30";
// EndTime="19:59";
EndTime="23:00";
}
if(StringFind( Symbol(), "_ES")!=-1)
Construction_step=10;
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
int i = 0;
string ObjName;
while(i < ObjectsTotal())
{
ObjName = ObjectName(i);
if(StringFind( ObjName, PrefixName)==-1)
{
i++;
continue;
}
ObjectDelete(ObjName);
}
//----
return(0);
}
//+==================================================================+
//| ���������� ���� �� ���� �������� ���� |
//| ���������: |
//| dt - ���� ��������� ��� ��� ����� �������� |
//+------------------------------------------------------------------+
datetime decDateTradeDay (datetime dt)
{
datetime result;
result=StrToTime(TimeToStr(StrToTime(TimeToStr(dt,TIME_DATE)+" 0:00")-PERIOD_D1,TIME_DATE));
while (TimeDayOfWeek(result)>5||TimeDayOfWeek(result)<1) result=decDateTradeDay(result);
return(result);
}
//+==================================================================+
//| ���������� � �������� ������� POCs |
//| ���������: |
//| X - ���� ���������� ��� |
//| Y - �������� ������ |
//+------------------------------------------------------------------+
void Draw_POCs(datetime X, double Y)
{
bool VirginFlag=true;
color Color;
datetime EndX;
string name_line;
int StartBar, EndBar;
if(TimeDayOfWeek(X)==5)
StartBar=iBarShift(NULL,PERIOD_M5,X+PERIOD_D1*60*3);
else
StartBar=iBarShift(NULL,PERIOD_M5,X+PERIOD_D1*60);
EndBar=iBarShift(NULL,PERIOD_M5,StrToTime(TimeToStr(Time[0],TIME_DATE)));
for(int i=StartBar; i>=EndBar; i--)
{
if(Y<iHigh(NULL, PERIOD_M5, i) && Y>iLow(NULL, PERIOD_M5, i))
break;
}
name_line=PrefixName+TimeToStr(X)+"POC";
if(i!=EndBar-1)
{
VirginFlag=false;
Color=Color_POCs;
EndX=iTime(NULL, PERIOD_M5, i);
if(TimeToStr(EndX,TIME_DATE)==TimeToStr(TimeCurrent(),TIME_DATE) || TimeToStr(Time[0],TIME_DATE)==TimeToStr(X,TIME_DATE))
VirginFlag=true;
}
if(VirginFlag)
{
Color=Color_VirginPOCs;
EndX=Time[0]+Shift*Period()*60;
int size=ArrayRange(VirginPOC,0)+1;
ArrayResize(VirginPOC,size);
VirginPOC[size-1]=name_line;
}
if(ObjectFind(name_line)==-1)
{
ObjectCreate(name_line, OBJ_TREND, 0, 0, 0, 0, 0);
ObjectSet(name_line, OBJPROP_BACK, false);
ObjectSet(name_line, OBJPROP_RAY, 0);
}
ObjectMove(name_line,0, X, Y);
ObjectMove(name_line,1, EndX, Y);
ObjectSet(name_line, OBJPROP_COLOR, Color);
if(!To_show_values && !VirginFlag)
return;
name_line = name_line+" LABLE";
if(ObjectFind(name_line) == -1)
{
ObjectCreate(name_line, OBJ_ARROW, 0, 0,0);
ObjectSet(name_line, OBJPROP_BACK, false);
}
if(VirginFlag)
ObjectSet(name_line, OBJPROP_ARROWCODE, SYMBOL_RIGHTPRICE);
else
ObjectSet(name_line, OBJPROP_ARROWCODE, SYMBOL_LEFTPRICE);
ObjectMove(name_line, 0, EndX,Y);
ObjectSet(name_line, OBJPROP_COLOR, Color);
// Comm=Comm+TimeToStr(X)+" "+VirginFlag+" "+TimeToStr(iTime(NULL,PERIOD_M5,i))+"\n";
}
//+==================================================================+
//| ������ � ���������� ��������� ������� |
//| ���������: |
//| dt - ���� ��������� |
//| StartTime - ����� �������� ����� |
//| EndTime - ����� �������� ����� |
//| Draw - ���� ���������� |
//+------------------------------------------------------------------+
void DrawMarket(datetime dt, string StartTime, string EndTime, bool HDraw)
{
datetime GMT=Displacement_GMT*PERIOD_H1*60;
datetime dt0=StrToTime(TimeToStr(dt,TIME_DATE)+" "+StartTime)+GMT;
datetime dt1=StrToTime(TimeToStr(dt,TIME_DATE)+" "+EndTime)+GMT;
int StartBar=iBarShift(NULL,PERIOD_M5,dt0);
int EndBar=iBarShift(NULL,PERIOD_M5,dt1);
int BarCount=StartBar-EndBar+1;
double HighDay=iHigh(NULL,PERIOD_M5,iHighest(NULL,PERIOD_M5,MODE_HIGH,BarCount,EndBar));
double LowDay=iLow(NULL, PERIOD_M5, iLowest(NULL,PERIOD_M5,MODE_LOW,BarCount,EndBar));
int NumberOfPoints = (HighDay - LowDay) / (1.0*Point*Construction_step) + 1;
// ���������� ������� ������� � ����� ������ �� ������� ���� ���������� ����. ���-�� �������
int Count[];
ArrayResize(Count, NumberOfPoints);
ArrayInitialize(Count,0);
for(int i = StartBar; i >= EndBar; i--)
{
double C = iLow(NULL, PERIOD_M5, i);
while(C < iHigh(NULL, PERIOD_M5, i))
{
int Index = (C-LowDay) / (1.0*Point*Construction_step);
Count[Index]++;
C += 1.0*Point*Construction_step;
}
}
int MaxLine = ArrayMaximum( Count, NumberOfPoints);
// ������� �� ����� ����� POCs
Draw_POCs(iTime(NULL, PERIOD_M5, StartBar), LowDay + 1.0*Point*Construction_step*MaxLine);
if(!HDraw)
{
ArrayResize(Count, 0);
return;
}
int tmp=Count[MaxLine]-Count[MaxLine]*Range_percent/100;
int DownLine=0;
int UpLine=0;
for(i=0; i < NumberOfPoints; i++)
{
if(Count[i]>=tmp)
{
DownLine=i;
break;
}
}
for(i=NumberOfPoints-1; i > 0; i--)
{
if(Count[i]>=tmp)
{
UpLine=i;
break;
}
}
if(DownLine==0)
DownLine=MaxLine;
if(UpLine==0)
UpLine=MaxLine;
for(i = 0; i < NumberOfPoints; i++)
{
datetime StartX = iTime(NULL, PERIOD_M5, StartBar);
double StartY = LowDay + 1.0*Point*Construction_step*i;
datetime EndX = StartX+(Count[i]/Divider+1)*Period()*60; //Time[StartBar+Count[i]];
double EndY = StartY;
string name_line = PrefixName+TimeToStr(dt0)+i;
if(ObjectFind(name_line)==-1)
{
ObjectCreate(name_line, OBJ_TREND, 0, StartX, StartY, EndX, EndY);
ObjectSet(name_line, OBJPROP_BACK, true);
ObjectSet(name_line, OBJPROP_RAY, 0);
}
ObjectMove(name_line,0, StartX, StartY);
ObjectMove(name_line,1, EndX, EndY);
ObjectSet(name_line, OBJPROP_WIDTH, 1);
if( i==MaxLine)
{
ObjectSet(name_line, OBJPROP_COLOR, Color_POCs);
ObjectSet(name_line, OBJPROP_WIDTH, 3);
}
if(i>=DownLine&&i<=UpLine)
{
int shift=60;
if(TimeDayOfWeek(dt0)==5)
shift=60*3;
if(i!=MaxLine)ObjectSet(name_line, OBJPROP_COLOR, Colour_in_a_range);
if(i==DownLine)
{
datetime today=dt1;//StrToTime(TimeToStr(dt1+PERIOD_D1*shift,TIME_DATE));
double DownY=StartY;
// Comm=Comm+TimeToStr(today)+" "+TimeToStr(today+PERIOD_D1*shift)+"\n";
name_line = PrefixName+TimeToStr(dt0)+"DOWN";
if(ObjectFind(name_line)==-1)
{
ObjectCreate(name_line, OBJ_TREND, 0, 0, 0, 0, 0);
ObjectSet(name_line, OBJPROP_RAY, 0);
}
ObjectMove(name_line,0, today, StartY);
ObjectMove(name_line,1, today+PERIOD_D1*shift, EndY);
ObjectSet(name_line, OBJPROP_COLOR, Colour_in_a_range);
}
if(i==UpLine)
{
double UpY=StartY;
name_line = PrefixName+TimeToStr(dt0)+"UP";
if(ObjectFind(name_line)==-1)
{
ObjectCreate(name_line, OBJ_TREND, 0, 0, 0, 0, 0);
ObjectSet(name_line, OBJPROP_RAY, 0);
}
ObjectMove(name_line,0, today, StartY);
ObjectMove(name_line,1, today+PERIOD_D1*shift, EndY);
ObjectSet(name_line, OBJPROP_COLOR, Colour_in_a_range);
}
}
else
{
ObjectSet(name_line, OBJPROP_COLOR, Colour_behind_a_range);
}
}
/* name_line = PrefixName+TimeToStr(dt0)+"BOX";
if(ObjectFind(name_line)==-1)
{
ObjectCreate(name_line, OBJ_RECTANGLE, 0, 0, 0, 0, 0);
ObjectSet(name_line, OBJPROP_BACK, true);
ObjectSet(name_line, OBJPROP_RAY, 0);
}
ObjectMove(name_line,0, today, UpY);
ObjectMove(name_line,1, today+PERIOD_D1*shift, DownY);
ObjectSet(name_line, OBJPROP_WIDTH, 1);
ObjectSet(name_line, OBJPROP_COLOR, Bisque); */
ArrayResize(Count, 0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
datetime dt, end_dt;
//----
if(Period()>PERIOD_H4) return(-1); //��������� ��������� ���� ����� H4 �������
//----
dt=TimeCurrent();
if(TimeZero!=Time[0])
{
double c=iClose(NULL,PERIOD_M1,1);
c=iClose(NULL,PERIOD_M5,1);
c=iClose(NULL,PERIOD_M15,1);
c=iClose(NULL,PERIOD_M30,1);
c=iClose(NULL,PERIOD_H1,1);
c=iClose(NULL,PERIOD_H4,1);
c=iClose(NULL,PERIOD_D1,1);
c=iClose(NULL,PERIOD_W1,1);
c=iClose(NULL,PERIOD_MN1,1);
TimeZero=Time[0];
}
if(!To_build_today)
dt=decDateTradeDay(dt);
else
{
DrawMarket(dt, StartTime, EndTime, true);
dt=decDateTradeDay(dt);
}
if(RedrawFlag)
{
end_dt=StrToTime(TimeToStr(iTime(NULL,PERIOD_M5, iBars(NULL,PERIOD_M5)-1),TIME_DATE));
if(Max_of_days_calculation >= 1)
end_dt=StrToTime(TimeToStr(iTime(NULL,PERIOD_D1, Max_of_days_calculation),TIME_DATE));
int i=1;
while(end_dt!=dt)
{
if(i<=Days_with_the_histogram)
DrawMarket(dt, StartTime, EndTime, true);
else
DrawMarket(dt, StartTime, EndTime, false);
dt=decDateTradeDay(dt);
i++;
}
}
RedrawFlag=false;
for(i=0; i< ArrayRange(VirginPOC,0); i++)
{
ObjectMove(VirginPOC[i], 1,Time[0]+Shift*Period()*60,ObjectGet(VirginPOC[i],OBJPROP_PRICE1));
ObjectMove(VirginPOC[i]+" LABLE", 0,Time[0]+Shift*Period()*60,ObjectGet(VirginPOC[i]+" LABLE",OBJPROP_PRICE1));
}
// Comment(Comm);
//----
return(0);
}
//+------------------------------------------------------------------+