//+------------------------------------------------------------------+
//| DoubleMeanRenkoBuilder.mq4 |
//| mth depok |
//| do your homework mate... |
//+------------------------------------------------------------------+
#property copyright "mth depok"
#property link "do your homework mate..."
#property indicator_chart_window
#include <WinUser32.mqh>
#include <stdlib.mqh>
//+------------------------------------------------------------------+
#import "user32.dll"
int RegisterWindowMessageW(string lpString);
int GetWindowTextW(int hWnd,string lpString,int nMaxCount);
int PostMessageW(int hWnd,int Msg,int wParam,int lParam);
#import
//+------------------------------------------------------------------+
extern double RenkoBoxSize1 = 10.0;
extern double BoxShiftPercent1 = 45;
extern int RenkoTimeFrame1 = 10; // What time frame to use for the offline renko chart
extern int RenkoBoxOffset1 = 0;
extern bool ShowWicks1 = true;
extern int MaxBars1 = 10000;
extern bool Use2ndRenkoChart = false;
extern double RenkoBoxSize2 = 8.0;
extern double BoxShiftPercent2 = 50;
extern int RenkoTimeFrame2 = 8; // What time frame to use for the offline renko chart
extern int RenkoBoxOffset2 = 0;
extern bool ShowWicks2 = true;
extern int MaxBars2 = 10000;
extern bool EmulateOnLineChart= true;
bool StrangeSymbolName = false;
double StartingPrice = 190.001; //161.001;
//+------------------------------------------------------------------+
int HstHandle1 = -1, LastFPos1 = 0, MT4InternalMsg1 = 0;
int HstHandle2 = -1, LastFPos2 = 0, MT4InternalMsg2 = 0;
string SymbolName;
//+------------------------------------------------------------------+
void UpdateChartWindow() {
static int hwnd1 = 0;
if(hwnd1 == 0) {
hwnd1 = WindowHandle(SymbolName, RenkoTimeFrame1);
if(hwnd1 != 0) Print("Chart window detected");
}
if(EmulateOnLineChart && MT4InternalMsg1 == 0)
MT4InternalMsg1 = RegisterWindowMessageW("MetaTrader4_Internal_Message");
if(hwnd1 != 0) if(PostMessageW(hwnd1, WM_COMMAND, 0x822c, 0) == 0) hwnd1 = 0;
if(hwnd1 != 0 && MT4InternalMsg1 != 0) PostMessageW(hwnd1, MT4InternalMsg1, 2, 1);
// drugi
static int hwnd2 = 0;
if(hwnd2 == 0) {
hwnd2 = WindowHandle(SymbolName, RenkoTimeFrame2);
if(hwnd2 != 0) Print("Chart window detected");
}
if(EmulateOnLineChart && MT4InternalMsg2 == 0)
MT4InternalMsg2 = RegisterWindowMessageW("MetaTrader4_Internal_Message");
if(hwnd2 != 0) if(PostMessageW(hwnd2, WM_COMMAND, 0x822c, 0) == 0) hwnd2 = 0;
if(hwnd2 != 0 && MT4InternalMsg2 != 0) PostMessageW(hwnd2, MT4InternalMsg2, 2, 1);
return;
}
//+------------------------------------------------------------------+
int start() {
//PRVIXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
static double BoxPoints1, UpWick1, DnWick1;
static double PrevLow1, PrevHigh1, PrevOpen1, PrevClose1, CurVolume1, CurLow1, CurHigh1, CurOpen1, CurClose1;
static datetime PrevTime1;
MqlRates rates;
//+------------------------------------------------------------------+
// This is only executed ones, then the first tick arives.
if(HstHandle1 < 0) {
// Init
if(!IsDllsAllowed()) {
Print("Error: Dll calls must be allowed!");
return(-1);
}
if(MathAbs(RenkoBoxOffset1) >= RenkoBoxSize1) {
Print("Error: |RenkoBoxOffset| should be less then RenkoBoxSize1!");
return(-1);
}
//
int BoxSize1 = RenkoBoxSize1;
int BoxOffset1 = RenkoBoxOffset1;
if(Digits == 5 || (Digits == 3 && StringFind(Symbol(), "JPY") != -1)) {
BoxSize1 = BoxSize1*10;
BoxOffset1 = BoxOffset1*10;
}
if(Digits == 6 || (Digits == 4 && StringFind(Symbol(), "JPY") != -1)) {
BoxSize1 = BoxSize1*100;
BoxOffset1 = BoxOffset1*100;
}
if(StrangeSymbolName) SymbolName = StringSubstr(Symbol(), 0, 6);
else SymbolName = Symbol();
BoxPoints1 = NormalizeDouble(BoxSize1*Point, Digits);
//Add starting price for Renko Chart 1
if (Close[Bars-1]>= StartingPrice)
{
PrevLow1 = NormalizeDouble(BoxOffset1*Point + MathFloor((Close[Bars-1]-StartingPrice)/BoxPoints1)*BoxPoints1 + StartingPrice, Digits);
}
if (Close[Bars-1]< StartingPrice)
{
PrevLow1 = NormalizeDouble(BoxOffset1*Point + StartingPrice - MathCeil((StartingPrice-Close[Bars-1])/BoxPoints1)*BoxPoints1 - Point, Digits);
}
DnWick1 = PrevLow1;
PrevHigh1 = PrevLow1 + BoxPoints1;
UpWick1 = PrevHigh1;
PrevOpen1 = PrevLow1;
PrevClose1 = PrevHigh1;
CurVolume1 = 1;
PrevTime1 = Time[Bars-1];
// create / open hst file
HstHandle1 = FileOpenHistory(SymbolName + (string)RenkoTimeFrame1 + ".hst", FILE_BIN|FILE_WRITE|FILE_ANSI);
FileClose(HstHandle1); HstHandle1 = -1;
HstHandle1 = FileOpenHistory(SymbolName + (string)RenkoTimeFrame1 + ".hst", FILE_BIN|FILE_READ|FILE_WRITE|FILE_SHARE_WRITE|FILE_SHARE_READ|FILE_ANSI);
//HstHandle1 = FileOpenHistory(SymbolName + RenkoTimeFrame1 + ".hst", FILE_BIN|FILE_WRITE);
if(HstHandle1< 0) {
Print("Error: can\'t create / open history file: " + ErrorDescription(GetLastError()) + ": " + SymbolName + RenkoTimeFrame1 + ".hst");
return(-1);
}
//
// write hst file header
int HstUnused1[13];
FileWriteInteger(HstHandle1, 401, LONG_VALUE); // Version
FileWriteString(HstHandle1, "", 64); // Copyright
FileWriteString(HstHandle1, SymbolName, 12); // Symbol
FileWriteInteger(HstHandle1, RenkoTimeFrame1, LONG_VALUE); // Period
FileWriteInteger(HstHandle1, Digits, LONG_VALUE); // Digits
FileWriteInteger(HstHandle1, 0, LONG_VALUE); // Time Sign
FileWriteInteger(HstHandle1, 0, LONG_VALUE); // Last Sync
FileWriteArray(HstHandle1, HstUnused1, 0, 13); // Unused
//
// process historical data
int i1 = Bars-2;
if (i1>MaxBars1) i1=MaxBars1;
//Print(Symbol() + " " + High[i] + " " + Low[i] + " " + Open[i] + " " + Close[i]);
//---------------------------------------------------------------------------
while(i1 >= 0) {
CurVolume1 = CurVolume1 + Volume[i1];
UpWick1 = MathMax(UpWick1, High[i1]);
DnWick1 = MathMin(DnWick1, Low[i1]);
// update low before high or the reverse depending on previous bar
bool UpTrend1 = High[i1]+Low[i1] > High[i1+1]+Low[i1+1];
while(!UpTrend1 && (Low[i1] < PrevLow1-(BoxShiftPercent1/100)*BoxPoints1 || CompareDoubles(Low[i1], PrevLow1-(BoxShiftPercent1/100)*BoxPoints1))) {
PrevHigh1 = PrevHigh1 - (BoxShiftPercent1/100)* BoxPoints1;
PrevLow1 = PrevLow1 - (BoxShiftPercent1/100)*BoxPoints1;
PrevOpen1 = PrevHigh1;
PrevClose1 = PrevLow1;
rates.time = PrevTime1;
rates.open = PrevOpen1;
rates.low = PrevLow1;
if(ShowWicks1 && UpWick1 > PrevHigh1)
rates.high = UpWick1;
else rates.high = PrevHigh1;
rates.close = PrevClose1;
rates.real_volume = (long)CurVolume1;
rates.tick_volume = (long)CurVolume1;
FileWriteStruct(HstHandle1,rates);
UpWick1 = 0;
DnWick1 = EMPTY_VALUE;
CurVolume1 = 0;
CurHigh1 = PrevLow1;
CurLow1 = PrevLow1;
if(PrevTime1 < Time[i1]) PrevTime1 = Time[i1];
else PrevTime1++;
}
while(High[i1] > PrevHigh1+(BoxShiftPercent1/100)*BoxPoints1 || CompareDoubles(High[i1], PrevHigh1+(BoxShiftPercent1/100)*BoxPoints1)) {
PrevHigh1 = PrevHigh1 + (BoxShiftPercent1/100)*BoxPoints1;
PrevLow1 = PrevLow1 + (BoxShiftPercent1/100)*BoxPoints1;
PrevOpen1 = PrevLow1;
PrevClose1 = PrevHigh1;
rates.time = PrevTime1;
rates.open = PrevOpen1;
rates.high = PrevHigh1;
if(ShowWicks1 && DnWick1 < PrevLow1)
rates.low = DnWick1;
else rates.low = PrevLow1;
rates.close = PrevClose1;
rates.real_volume = (long)CurVolume1;
rates.tick_volume = (long)CurVolume1;
FileWriteStruct(HstHandle1,rates);
UpWick1 = 0;
DnWick1 = EMPTY_VALUE;
CurVolume1 = 0;
CurHigh1 = PrevHigh1;
CurLow1 = PrevHigh1;
if(PrevTime1 < Time[i1]) PrevTime1 = Time[i1];
else PrevTime1++;
}
while(UpTrend1 && (Low[i1] < PrevLow1-(BoxShiftPercent1/100)*BoxPoints1 || CompareDoubles(Low[i1], PrevLow1-(BoxShiftPercent1/100)*BoxPoints1))) {
PrevHigh1 = PrevHigh1 - (BoxShiftPercent1/100)*BoxPoints1;
PrevLow1 = PrevLow1 - (BoxShiftPercent1/100)*BoxPoints1;
PrevOpen1 = PrevHigh1;
PrevClose1 = PrevLow1;
rates.time = PrevTime1;
rates.open = PrevOpen1;
rates.low = PrevLow1;
if(ShowWicks1 && UpWick1 > PrevHigh1)
rates.high = UpWick1;
else rates.high = PrevHigh1;
rates.close = PrevClose1;
rates.real_volume = (long)CurVolume1;
rates.tick_volume = (long)CurVolume1;
FileWriteStruct(HstHandle1,rates);
UpWick1 = 0;
DnWick1 = EMPTY_VALUE;
CurVolume1 = 0;
CurHigh1 = PrevLow1;
CurLow1 = PrevLow1;
if(PrevTime1 < Time[i1]) PrevTime1 = Time[i1];
else PrevTime1++;
}
i1--;
}
LastFPos1 = FileTell(HstHandle1); // Remember Last pos in file
//
if(Close[0] > MathMax(PrevClose1, PrevOpen1)) CurOpen1 = MathMax(PrevClose1, PrevOpen1);
else if (Close[0] < MathMin(PrevClose1, PrevOpen1)) CurOpen1 = MathMin(PrevClose1, PrevOpen1);
else CurOpen1 = Close[0];
CurClose1 = Close[0];
if(UpWick1 > PrevHigh1) CurHigh1 = UpWick1;
if(DnWick1 < PrevLow1) CurLow1 = DnWick1;
rates.time = PrevTime1;
rates.open = CurOpen1;
rates.low = CurLow1;
rates.high = CurHigh1;
rates.close = CurClose1;
rates.real_volume = (long)CurVolume1;
rates.tick_volume = (long)CurVolume1;
FileWriteStruct(HstHandle1,rates);
FileFlush(HstHandle1);
UpdateChartWindow();
return(0);
// End historical data / Init
}
//----------------------------------------------------------------------------
// HstHandle not < 0 so we always enter here after history done
// Begin live data feed
UpWick1 = MathMax(UpWick1, Bid);
DnWick1 = MathMin(DnWick1, Bid);
CurVolume1++;
FileSeek(HstHandle1, LastFPos1, SEEK_SET);
//-------------------------------------------------------------------------
// up box
if(Bid > PrevHigh1+(BoxShiftPercent1/100)*BoxPoints1 || CompareDoubles(Bid, PrevHigh1+(BoxShiftPercent1/100)*BoxPoints1)) {
PrevHigh1 = PrevHigh1 + (BoxShiftPercent1/100)*BoxPoints1;
PrevLow1 = PrevLow1 + (BoxShiftPercent1/100)*BoxPoints1;
PrevOpen1 = PrevLow1;
PrevClose1 = PrevHigh1;
rates.time = PrevTime1;
rates.open = PrevOpen1;
rates.high = PrevHigh1;
if(ShowWicks1 && DnWick1 < PrevLow1)
rates.low = DnWick1;
else rates.low = PrevLow1;
rates.close = PrevClose1;
rates.real_volume = (long)CurVolume1;
rates.tick_volume = (long)CurVolume1;
FileWriteStruct(HstHandle1,rates);
FileFlush(HstHandle1);
LastFPos1 = FileTell(HstHandle1); // Remember Last pos in file
if(PrevTime1 < TimeCurrent()) PrevTime1 = TimeCurrent();
else PrevTime1++;
CurVolume1 = 0;
CurHigh1 = PrevHigh1;
CurLow1 = PrevHigh1;
UpWick1 = 0;
DnWick1 = EMPTY_VALUE;
UpdateChartWindow();
}
//-------------------------------------------------------------------------
// down box
else if(Bid < PrevLow1-(BoxShiftPercent1/100)*BoxPoints1 || CompareDoubles(Bid,PrevLow1-(BoxShiftPercent1/100)*BoxPoints1)) {
PrevHigh1 = PrevHigh1 - (BoxShiftPercent1/100)*BoxPoints1;
PrevLow1 = PrevLow1 - (BoxShiftPercent1/100)*BoxPoints1;
PrevOpen1 = PrevHigh1;
PrevClose1 = PrevLow1;
rates.time = PrevTime1;
rates.open = PrevOpen1;
rates.low = PrevLow1;
if(ShowWicks1 && UpWick1> PrevHigh1)
rates.high = UpWick1;
else rates.high = PrevHigh1;
rates.close = PrevClose1;
rates.real_volume = (long)CurVolume1;
rates.tick_volume = (long)CurVolume1;
FileWriteStruct(HstHandle1,rates);
FileFlush(HstHandle1);
LastFPos1 = FileTell(HstHandle1); // Remember Last pos in file
if(PrevTime1 < TimeCurrent()) PrevTime1 = TimeCurrent();
else PrevTime1++;
CurVolume1 = 0;
CurHigh1 = PrevLow1;
CurLow1 = PrevLow1;
UpWick1 = 0;
DnWick1 = EMPTY_VALUE;
UpdateChartWindow();
}
//-------------------------------------------------------------------------
// no box - high/low not hit
else {
if(Bid > CurHigh1) CurHigh1 = Bid;
if(Bid < CurLow1) CurLow1 = Bid;
CurOpen1 = PrevClose1;
CurClose1 = Bid;
rates.time = PrevTime1;
rates.open = CurOpen1;
rates.low = CurLow1;
rates.high = CurHigh1;
rates.close = CurClose1;
rates.real_volume = (long)CurVolume1;
rates.tick_volume = (long)CurVolume1;
FileWriteStruct(HstHandle1,rates);
FileFlush(HstHandle1);
UpdateChartWindow();
}
if (!Use2ndRenkoChart)
{Comment("DoubleMeanRenkoBuilder (" +DoubleToStr(RenkoBoxSize1,1)+ ") point: Open Offline ", SymbolName, ",M", RenkoTimeFrame1, " to view chart");}
if (Use2ndRenkoChart)
{
//DRUGI-----------------------------------------------------------------------------------------
static double BoxPoints2, UpWick2, DnWick2;
static double PrevLow2, PrevHigh2, PrevOpen2, PrevClose2, CurVolume2, CurLow2, CurHigh2, CurOpen2, CurClose2;
static datetime PrevTime2;
//+------------------------------------------------------------------+
// This is only executed ones, then the first tick arives.
if(HstHandle2 < 0) {
// Init
// Error checking
if(!IsDllsAllowed()) {
Print("Error: Dll calls must be allowed!");
return(-1);
}
if(MathAbs(RenkoBoxOffset2) >= RenkoBoxSize2) {
Print("Error: |RenkoBoxOffset| should be less then RenkoBoxSize2!");
return(-1);
}
//
int BoxSize2 = RenkoBoxSize2;
int BoxOffset2 = RenkoBoxOffset2;
if(Digits == 5 || (Digits == 3 && StringFind(Symbol(), "JPY") != -1)) {
BoxSize2 = BoxSize2*10;
BoxOffset2 = BoxOffset2*10;
}
if(Digits == 6 || (Digits == 4 && StringFind(Symbol(), "JPY") != -1)) {
BoxSize2 = BoxSize2*100;
BoxOffset2 = BoxOffset2*100;
}
if(StrangeSymbolName) SymbolName = StringSubstr(Symbol(), 0, 6);
else SymbolName = Symbol();
BoxPoints2 = NormalizeDouble(BoxSize2*Point, Digits);
// Add Starting Price for renko chart 2
if (Close[Bars-1]>= StartingPrice)
{
PrevLow2 = NormalizeDouble(BoxOffset2*Point + MathFloor((Close[Bars-1]-StartingPrice)/BoxPoints2)*BoxPoints2 + StartingPrice, Digits);
}
if (Close[Bars-1]< StartingPrice)
{
PrevLow2 = NormalizeDouble(BoxOffset2*Point + StartingPrice - MathCeil((StartingPrice-Close[Bars-1])/BoxPoints2)*BoxPoints2 - Point, Digits);
}
DnWick2 = PrevLow2;
PrevHigh2 = PrevLow2 + BoxPoints2;
UpWick2 = PrevHigh2;
PrevOpen2 = PrevLow2;
PrevClose2 = PrevHigh2;
CurVolume2 = 1;
PrevTime2 = Time[Bars-1];
// create / open hst file
HstHandle2 = FileOpenHistory(SymbolName + (string)RenkoTimeFrame2 + ".hst", FILE_BIN|FILE_WRITE|FILE_ANSI);
FileClose(HstHandle2); HstHandle2 = -1;
HstHandle2 = FileOpenHistory(SymbolName + (string)RenkoTimeFrame2 + ".hst", FILE_BIN|FILE_READ|FILE_WRITE|FILE_SHARE_WRITE|FILE_SHARE_READ|FILE_ANSI);
//HstHandle2 = FileOpenHistory(SymbolName + RenkoTimeFrame2 + ".hst", FILE_BIN|FILE_WRITE);
if(HstHandle2< 0) {
Print("Error: can\'t create / open history file: " + ErrorDescription(GetLastError()) + ": " + SymbolName + RenkoTimeFrame2 + ".hst");
return(-1);
}
//
// write hst file header
int HstUnused2[13];
FileWriteInteger(HstHandle2, 401, LONG_VALUE); // Version
FileWriteString(HstHandle2, "", 64); // Copyright
FileWriteString(HstHandle2, SymbolName, 12); // Symbol
FileWriteInteger(HstHandle2, RenkoTimeFrame2, LONG_VALUE); // Period
FileWriteInteger(HstHandle2, Digits, LONG_VALUE); // Digits
FileWriteInteger(HstHandle2, 0, LONG_VALUE); // Time Sign
FileWriteInteger(HstHandle2, 0, LONG_VALUE); // Last Sync
FileWriteArray(HstHandle2, HstUnused2, 0, 13); // Unused
//
// process historical data
int i2 = Bars-2;
if (i2>MaxBars2) i2=MaxBars2;
//Print(Symbol() + " " + High[i] + " " + Low[i] + " " + Open[i] + " " + Close[i]);
//---------------------------------------------------------------------------
while(i2 >= 0) {
CurVolume2 = CurVolume2 + Volume[i2];
UpWick2 = MathMax(UpWick2, High[i2]);
DnWick2 = MathMin(DnWick2, Low[i2]);
// update low before high or the reverse depending on previous bar
bool UpTrend2 = High[i2]+Low[i2] > High[i2+1]+Low[i2+1];
while(!UpTrend2 && (Low[i2] < PrevLow2-(BoxShiftPercent2/100)*BoxPoints2 || CompareDoubles(Low[i2], PrevLow2-(BoxShiftPercent2/100)*BoxPoints2))) {
PrevHigh2 = PrevHigh2 - (BoxShiftPercent2/100)*BoxPoints2;
PrevLow2 = PrevLow2 - (BoxShiftPercent2/100)*BoxPoints2;
PrevOpen2 = PrevHigh2;
PrevClose2 = PrevLow2;
rates.time = PrevTime2;
rates.open = PrevOpen2;
rates.low = PrevLow2;
if(ShowWicks2 && UpWick2 > PrevHigh2)
rates.high = UpWick2;
else rates.high = PrevHigh2;
rates.close = PrevClose2;
rates.real_volume = (long)CurVolume2;
rates.tick_volume = (long)CurVolume2;
FileWriteStruct(HstHandle2,rates);
UpWick2 = 0;
DnWick2 = EMPTY_VALUE;
CurVolume2 = 0;
CurHigh2 = PrevLow2;
CurLow2 = PrevLow2;
if(PrevTime2 < Time[i2]) PrevTime2 = Time[i2];
else PrevTime2++;
}
while(High[i2] > PrevHigh2+(BoxShiftPercent2/100)*BoxPoints2 || CompareDoubles(High[i2], PrevHigh2+(BoxShiftPercent2/100)*BoxPoints2)) {
PrevHigh2 = PrevHigh2 + (BoxShiftPercent2/100)*BoxPoints2;
PrevLow2 = PrevLow2 + (BoxShiftPercent2/100)*BoxPoints2;
PrevOpen2 = PrevLow2;
PrevClose2 = PrevHigh2;
rates.time = PrevTime2;
rates.open = PrevOpen2;
rates.high = PrevHigh2;
if(ShowWicks2 && DnWick2 < PrevLow2)
rates.low = DnWick2;
else rates.low = PrevLow2;
rates.close = PrevClose2;
rates.real_volume = (long)CurVolume2;
rates.tick_volume = (long)CurVolume2;
FileWriteStruct(HstHandle2,rates);
UpWick2 = 0;
DnWick2 = EMPTY_VALUE;
CurVolume2 = 0;
CurHigh2 = PrevHigh2;
CurLow2 = PrevHigh2;
if(PrevTime2 < Time[i2]) PrevTime2 = Time[i2];
else PrevTime2++;
}
while(UpTrend2 && (Low[i2] < PrevLow2-(BoxShiftPercent2/100)*BoxPoints2 || CompareDoubles(Low[i2], PrevLow2-(BoxShiftPercent2/100)*BoxPoints2))) {
PrevHigh2 = PrevHigh2 - (BoxShiftPercent2/100)* BoxPoints2;
PrevLow2 = PrevLow2 - (BoxShiftPercent2/100)* BoxPoints2;
PrevOpen2 = PrevHigh2;
PrevClose2 = PrevLow2;
rates.time = PrevTime2;
rates.open = PrevOpen2;
rates.low = PrevLow2;
if(ShowWicks2 && UpWick2 > PrevHigh2)
rates.high = UpWick2;
else rates.high = PrevHigh2;
rates.close = PrevClose2;
rates.real_volume = (long)CurVolume2;
rates.tick_volume = (long)CurVolume2;
FileWriteStruct(HstHandle2,rates);
UpWick2 = 0;
DnWick2 = EMPTY_VALUE;
CurVolume2 = 0;
CurHigh2 = PrevLow2;
CurLow2 = PrevLow2;
if(PrevTime2 < Time[i2]) PrevTime2 = Time[i2];
else PrevTime2++;
}
i2--;
}
LastFPos2 = FileTell(HstHandle2); // Remember Last pos in file
//Comment("BUY:",TG_SIGNAL_BUY,"\n","SELL:",TG_SIGNAL_SELL);
Comment("DoubleMeanRenkoBuilder (" + DoubleToStr(RenkoBoxSize1,1) + ") point: Open Offline ", SymbolName, ",M", RenkoTimeFrame1, " to view chart","\n",
"DoubleMeanRenkoBuilder (" + DoubleToStr(RenkoBoxSize2,1) + ") point: Open Offline ", SymbolName, ",M", RenkoTimeFrame2, " to view chart");
if(Close[0] > MathMax(PrevClose2, PrevOpen2)) CurOpen2 = MathMax(PrevClose2, PrevOpen2);
else if (Close[0] < MathMin(PrevClose2, PrevOpen2)) CurOpen2 = MathMin(PrevClose2, PrevOpen2);
else CurOpen2 = Close[0];
CurClose2 = Close[0];
if(UpWick2 > PrevHigh2) CurHigh2 = UpWick2;
if(DnWick2 < PrevLow2) CurLow2 = DnWick2;
rates.time = PrevTime2;
rates.open = CurOpen2;
rates.low = CurLow2;
rates.high = CurHigh2;
rates.close = CurClose2;
rates.real_volume = (long)CurVolume2;
rates.tick_volume = (long)CurVolume2;
FileWriteStruct(HstHandle2,rates);
FileFlush(HstHandle2);
UpdateChartWindow();
return(0);
// End historical data / Init
}
//----------------------------------------------------------------------------
// HstHandle not < 0 so we always enter here after history done
// Begin live data feed
UpWick2 = MathMax(UpWick2, Bid);
DnWick2 = MathMin(DnWick2, Bid);
CurVolume2++;
FileSeek(HstHandle2, LastFPos2, SEEK_SET);
//-------------------------------------------------------------------------
// up box
if(Bid > PrevHigh2+(BoxShiftPercent2/100)*BoxPoints2 || CompareDoubles(Bid, PrevHigh2+(BoxShiftPercent2/100)*BoxPoints2)) {
PrevHigh2 = PrevHigh2 + (BoxShiftPercent2/100)* BoxPoints2;
PrevLow2 = PrevLow2 + (BoxShiftPercent2/100)* BoxPoints2;
PrevOpen2 = PrevLow2;
PrevClose2 = PrevHigh2;
rates.time = PrevTime2;
rates.open = PrevOpen2;
rates.high = PrevHigh2;
if(ShowWicks2 && DnWick2 < PrevLow2)
rates.low = DnWick2;
else rates.low = PrevLow2;
rates.close = PrevClose2;
rates.real_volume = (long)CurVolume2;
rates.tick_volume = (long)CurVolume2;
FileWriteStruct(HstHandle2,rates);
FileFlush(HstHandle2);
LastFPos2 = FileTell(HstHandle2); // Remeber Last pos in file
if(PrevTime2 < TimeCurrent()) PrevTime2 = TimeCurrent();
else PrevTime2++;
CurVolume2 = 0;
CurHigh2 = PrevHigh2;
CurLow2 = PrevHigh2;
UpWick2 = 0;
DnWick2 = EMPTY_VALUE;
UpdateChartWindow();
}
//-------------------------------------------------------------------------
// down box
else if(Bid < PrevLow2-(BoxShiftPercent2/100)*BoxPoints2 || CompareDoubles(Bid,PrevLow2-(BoxShiftPercent2/100)*BoxPoints2)) {
PrevHigh2 = PrevHigh2 - (BoxShiftPercent2/100)* BoxPoints2;
PrevLow2 = PrevLow2 - (BoxShiftPercent2/100)* BoxPoints2;
PrevOpen2 = PrevHigh2;
PrevClose2 = PrevLow2;
rates.time = PrevTime2;
rates.open = PrevOpen2;
rates.low = PrevLow2;
if(ShowWicks2 && UpWick2 > PrevHigh2)
rates.high = UpWick2;
else rates.high = PrevHigh2;
rates.close = PrevClose2;
rates.real_volume = (long)CurVolume2;
rates.tick_volume = (long)CurVolume2;
FileWriteStruct(HstHandle2,rates);
FileFlush(HstHandle2);
LastFPos2 = FileTell(HstHandle2); // Remember Last pos in file
if(PrevTime2 < TimeCurrent()) PrevTime2 = TimeCurrent();
else PrevTime2++;
CurVolume2 = 0;
CurHigh2 = PrevLow2;
CurLow2 = PrevLow2;
UpWick2 = 0;
DnWick2 = EMPTY_VALUE;
UpdateChartWindow();
}
//-------------------------------------------------------------------------
// no box - high/low not hit
else {
if(Bid > CurHigh2) CurHigh2 = Bid;
if(Bid < CurLow2) CurLow2 = Bid;
CurOpen2 = PrevClose2;
CurClose2 = Bid;
rates.time = PrevTime2;
rates.open = CurOpen2;
rates.low = CurLow2;
rates.high = CurHigh2;
rates.close = CurClose2;
rates.real_volume = (long)CurVolume2;
rates.tick_volume = (long)CurVolume2;
FileWriteStruct(HstHandle2,rates);
FileFlush(HstHandle2);
UpdateChartWindow();
}
Comment("DoubleMeanRenkoBuilder (" + DoubleToStr(RenkoBoxSize1,1) + ") point: Open Offline ", SymbolName, ",M", RenkoTimeFrame1, " to view chart","\n",
"DoubleMeanRenkoBuilder (" + DoubleToStr(RenkoBoxSize2,1) + ") point: Open Offline ", SymbolName, ",M", RenkoTimeFrame2, " to view chart");
} // end if(Use2ndRenkoChart)
return(0);
}
//+------------------------------------------------------------------+
int deinit() {
if(HstHandle1 >= 0) {
FileClose(HstHandle1);
HstHandle1 = -1;
}
if(HstHandle2 >= 0) {
FileClose(HstHandle2);
HstHandle2 = -1;
}
Comment("");
return(0);
}
//+------------------------------------------------------------------+