gryps2/IND-code/HS-I-001-SPREAD-HISTORY/HS-I-001-SPREAD-HISTORY.mq4

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//| Spread History                                                   |
//|                                                                  |
//| Copyright (c) 2024, HANDY SYSTEMS                                |
//|                                                                  |
//| Permission is hereby granted, free of charge, to any person      |
//| obtaining a copy of this software and associated documentation   |
//| files (the "Software"), to deal in the Software without          |
//| restriction, including without limitation the rights to use,     |
//| copy, modify, merge, publish, distribute, sublicense, and/or     |
//| sell copies of the Software, and to permit persons to whom the   |
//| Software is furnished to do so, subject to the following         |
//| conditions:                                                      |
//|                                                                  |
//| The above copyright notice and this permission notice shall be   |
//| included in all copies or substantial portions of the Software.  |
//|                                                                  |
//| THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,  |
//| EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES  |
//| OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND         |
//| NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT      |
//| HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,     |
//| WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING     |
//| FROM,OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR     |
//| OTHER DEALINGS IN THE SOFTWARE.                                  |
//+------------------------------------------------------------------+

// Comment out from here when displaying logo on the property dialog
//#define _DO_NOT_USE_LOGO
// Comment out to here when displaying logo on the property dialog

#property copyright "Copyright (c) 2024, HANDY SYSTEMS, This software is released under the MIT License."

#ifndef _DO_NOT_USE_LOGO
   #property icon      "HANDY-SYSTEMS-LOGO.ico"
#endif   // _DO_NOT_USE_LOGO

#property version   "1.0"

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots   2

//--- plot Spread (Actual)
#property indicator_label1  "Spread (Actual)"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrBlue
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1

//--- plot Spread (Estimated)
#property indicator_label2  "Spread (Estimated)"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrRed
#property indicator_style2  STYLE_DOT
#property indicator_width2  1

//--- indicator buffers
double SpreadBuffer[];
double EstimatedSpreadBuffer[];

//--- parameters
input string IndicatorName = "Spread History";    // Indicator Name

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
{
   SetIndexBuffer(0, SpreadBuffer, INDICATOR_DATA);
   SetIndexBuffer(1, EstimatedSpreadBuffer, INDICATOR_DATA);
   
   PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);
   PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0.0);

   IndicatorSetString(INDICATOR_SHORTNAME, IndicatorName);

   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[])
{
   double spreadValue = 0.0;
   
   // Initialize indicator arrays
   if (prev_calculated == 0)
   {
      ArrayInitialize(SpreadBuffer, EMPTY_VALUE);
      ArrayInitialize(EstimatedSpreadBuffer, EMPTY_VALUE);
   }
   
   if (prev_calculated == rates_total)  // Latest bar
   {
      // Get the actual spread value in real-time
      spreadValue = MarketInfo(_Symbol, MODE_SPREAD) * 0.1;
      
      // Set the value into the arrays
      SpreadBuffer[0] = spreadValue;
      EstimatedSpreadBuffer[0] = EMPTY_VALUE;
   }
   else  // Historical bars
   {
      for (int i = prev_calculated; i < rates_total; i++)
      {   
         if (SpreadBuffer[i] == EMPTY_VALUE)  // Calculate estimated value only if actual value is not saved
         {
            double askPrice = iClose(NULL, 0, i);
            double bidPrice = askPrice - (iHigh(NULL, 0, i) - iLow(NULL, 0, i));
            
            // Calculate the estimated spread value from the history
            spreadValue = (askPrice - bidPrice) / _Point;
   
            // Adjust the spread value according to the price precision of the currency
            if (_Digits == 3 || _Digits == 5)
               spreadValue /= 10;
   
            // Set the value into the arrays
            EstimatedSpreadBuffer[i] = NormalizeDouble(spreadValue, 1);
         }
         else  // Use the saved actual value
         {
            EstimatedSpreadBuffer[i] = EMPTY_VALUE;
         }
      }
   }

   return(rates_total);
}