//+------------------------------------------------------------------+
//|                                                     MTFCheck.mq4 |
//|                                   Copyright 2024, TNK/TNK_SYSTEM |
//|                                      https://note.com/tnk_system |
//+------------------------------------------------------------------+
#property copyright   "Copyright 2024, TNK/TNK_SYSTEM"
//#property link        "https://note.com/tnk_system"
#property version     "1.3"
#property strict
#include <stdlib.mqh>

input bool Print_MODE = false;
input bool FileWrite_MODE = true;

// 各計測用パラメータ
int      err, fp;
string   filename;
string   Timeframe = (Period() == PERIOD_M1? "M1": Period() == PERIOD_M5? "M5": Period() == PERIOD_M15? "M15": 
                   Period() == PERIOD_M30? "M30": Period() == PERIOD_H1? "H1": Period() == PERIOD_H4? "H4":
                   Period() == PERIOD_D1? "D1": Period() == PERIOD_W1? "W1": "MN1");
ulong V0;
double MA_M1, MA_M5, MA_M15, MA_M30, MA_H1, MA_H4, MA_D1, MA_W1, MA_MN1;
double ATR_M5, ATR_M15, ATR_M30, ATR_H1, ATR_H4, ATR_D1, ATR_W1;
double RSI_M5, RSI_M15, RSI_M30, RSI_H1, RSI_H4, RSI_D1, RSI_W1;
double ADX_M5, ADX_M15, ADX_M30, ADX_H1, ADX_H4, ADX_D1, ADX_W1;
double SD_M5, SD_M15, SD_M30, SD_H1, SD_H4, SD_D1, SD_W1;
double Close_M1, Close_M5, Close_M15, Close_M30, Close_H1, Close_H4, Close_D1, Close_W1, Close_MN1;
ulong Volume_M1, Volume_M5, Volume_M15, Volume_M30, Volume_H1, Volume_H4, Volume_D1, Volume_W1, Volume_MN1;
int Bars_M1, Bars_M5, Bars_M15, Bars_M30, Bars_H1, Bars_H4, Bars_D1, Bars_W1, Bars_MN1, Bars_NULL;

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

//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
{
//+------------------------------------------------------------------+
// ファイル出力初期化処理
   if (FileWrite_MODE) FileInit();
//+------------------------------------------------------------------+

   return(0);
}
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
//+------------------------------------------------------------------+
if (Volume[0] <= 10)
{

 V0 = Volume[0];
 
 Close_M1 = iClose(NULL, PERIOD_M1, 1);
 Close_M5 = iClose(NULL, PERIOD_M5, 1);
 Close_M15 = iClose(NULL, PERIOD_M15, 1);
 Close_M30 = iClose(NULL, PERIOD_M30, 1);
 Close_H1 = iClose(NULL, PERIOD_H1, 1);
 Close_H4 = iClose(NULL, PERIOD_H4, 1);
 Close_D1 = iClose(NULL, PERIOD_D1, 1);
 Close_W1 = iClose(NULL, PERIOD_W1, 1);
 Close_MN1 = iClose(NULL, PERIOD_MN1, 1);
 
 Volume_M1 = iVolume(NULL, PERIOD_M1, 0);
 Volume_M5 = iVolume(NULL, PERIOD_M5, 0);
 Volume_M15 = iVolume(NULL, PERIOD_M15, 0);
 Volume_M30 = iVolume(NULL, PERIOD_M30, 0);
 Volume_H1 = iVolume(NULL, PERIOD_H1, 0);
 Volume_H4 = iVolume(NULL, PERIOD_H4, 0);
 Volume_D1 = iVolume(NULL, PERIOD_D1, 0);
 Volume_W1 = iVolume(NULL, PERIOD_W1, 0);
 Volume_MN1 = iVolume(NULL, PERIOD_MN1, 0);
 
 Bars_M1 = iBars(NULL, PERIOD_M1);
 Bars_M5 = iBars(NULL, PERIOD_M5);
 Bars_M15 = iBars(NULL, PERIOD_M15);
 Bars_M30 = iBars(NULL, PERIOD_M30);
 Bars_H1 = iBars(NULL, PERIOD_H1);
 Bars_H4 = iBars(NULL, PERIOD_H4);
 Bars_D1 = iBars(NULL, PERIOD_D1);
 Bars_W1 = iBars(NULL, PERIOD_W1);
 Bars_MN1 = iBars(NULL, PERIOD_MN1);
 Bars_NULL = Bars;
/* 
 MA_M1 = iMA(NULL, PERIOD_M1, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
 MA_M5 = iMA(NULL, PERIOD_M5, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
 MA_M15 = iMA(NULL, PERIOD_M15, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
 MA_M30 = iMA(NULL, PERIOD_M30, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
 MA_H1 = iMA(NULL, PERIOD_H1, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
 MA_H4 = iMA(NULL, PERIOD_H4, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
 MA_D1 = iMA(NULL, PERIOD_D1, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
 MA_W1 = iMA(NULL, PERIOD_W1, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
 MA_MN1 = iMA(NULL, PERIOD_MN1, 20, 0, MODE_SMA, PRICE_CLOSE, 1);

 ATR_M5 = iATR(NULL, PERIOD_M5, 14, 1);
 ATR_M15 = iATR(NULL, PERIOD_M15, 14, 1);
 ATR_M30 = iATR(NULL, PERIOD_M30, 14, 1);
 ATR_H1 = iATR(NULL, PERIOD_H1, 14, 1);
 ATR_H4 = iATR(NULL, PERIOD_H4, 14, 1);
 ATR_D1 = iATR(NULL, PERIOD_D1, 14, 1);
 ATR_W1 = iATR(NULL, PERIOD_W1, 14, 1);

 RSI_M5 = iRSI(NULL, PERIOD_M5, 14, PRICE_CLOSE, 1);
 RSI_M15 = iRSI(NULL, PERIOD_M15, 14, PRICE_CLOSE, 1);
 RSI_M30 = iRSI(NULL, PERIOD_M30, 14, PRICE_CLOSE, 1);
 RSI_H1 = iRSI(NULL, PERIOD_H1, 14, PRICE_CLOSE, 1);
 RSI_H4 = iRSI(NULL, PERIOD_H4, 14, PRICE_CLOSE, 1);
 RSI_D1 = iRSI(NULL, PERIOD_D1, 14, PRICE_CLOSE, 1);
 RSI_W1 = iRSI(NULL, PERIOD_W1, 14, PRICE_CLOSE, 1);

 ADX_M5 = iADX(NULL, PERIOD_M5, 14, PRICE_CLOSE, MODE_MAIN, 1);
 ADX_M15 = iADX(NULL, PERIOD_M15, 14, PRICE_CLOSE, MODE_MAIN, 1);
 ADX_M30 = iADX(NULL, PERIOD_M30, 14, PRICE_CLOSE, MODE_MAIN, 1);
 ADX_H1 = iADX(NULL, PERIOD_H1, 14, PRICE_CLOSE, MODE_MAIN, 1);
 ADX_H4 = iADX(NULL, PERIOD_H4, 14, PRICE_CLOSE, MODE_MAIN, 1);
 ADX_D1 = iADX(NULL, PERIOD_D1, 14, PRICE_CLOSE, MODE_MAIN, 1);
 ADX_W1 = iADX(NULL, PERIOD_W1, 14, PRICE_CLOSE, MODE_MAIN, 1);

 SD_M5 = iStdDev(NULL, PERIOD_M5, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
 SD_M15  = iStdDev(NULL, PERIOD_M15, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
 SD_M30  = iStdDev(NULL, PERIOD_M30, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
 SD_H1  = iStdDev(NULL, PERIOD_H1, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
 SD_H4  = iStdDev(NULL, PERIOD_H4, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
 SD_D1  = iStdDev(NULL, PERIOD_D1, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
 SD_W1  = iStdDev(NULL, PERIOD_W1, 20, 0, MODE_SMA, PRICE_CLOSE, 1);
*/

if (Print_MODE)
{
Print(
"V0=", V0,
"  C_M1=", Close_M1,
"  C_M5=", Close_M5,
"  C_M15=", Close_M15,
"  C_M30=", Close_M30,
"  C_H1=", Close_H1,
"  C_H4=", Close_H4,
"  C_D1=", Close_D1,
"  C_W1=", Close_W1,
"  C_MN1=", Close_MN1,
"  V_M1=", Volume_M1,
"  V_M5=", Volume_M5,
"  V_M15=", Volume_M15,
"  V_M30=", Volume_M30,
"  V_H1=", Volume_H1,
"  V_H4=", Volume_H4,
"  V_D1=", Volume_D1,
"  V_W1=", Volume_W1,
"  V_MN1=", Volume_MN1,
"  B_M1=", Bars_M1,
"  B_M5=", Bars_M5,
"  B_M15=", Bars_M15,
"  B_M30=", Bars_M30,
"  B_H1=", Bars_H1,
"  B_H4=", Bars_H4,
"  B_D1=", Bars_D1,
"  B_W1=", Bars_W1,
"  B_MN1=", Bars_MN1,
"  B_NULL", Bars_NULL
/*
"  MA_M1=", MA_M1,
"  MA_M5=", MA_M5,
"  MA_M15=", MA_M15,
"  MA_M30=", MA_M30,
"  MA_H1=", MA_H1,
"  MA_H4=", MA_H4,
"  MA_D1=", MA_D1,
"  MA_W1=", MA_W1,
"  MA_MN1=", MA_MN1
*/
);
}

if (FileWrite_MODE) FileWriteing();

}

//+------------------------------------------------------------------+
}
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| 実行スプレッド・スリッページ・実行スプレッド計測・ファイル作成   |
//+------------------------------------------------------------------+
// ファイル初期化
int FileInit()
{
   filename = AccountCompany() + "_" + Symbol() + "_" + Timeframe + "_MTFCheck.csv";// ファイル名を決める
      
   fp = FileOpen(filename, FILE_READ|FILE_WRITE|FILE_CSV, ',');// ファイルオープン(csv)
   //fp = FileOpen(filename, FILE_READ|FILE_WRITE|FILE_CSV, '\t');// MT5用
   
   if(fp==INVALID_HANDLE)
   {
      err = GetLastError();
      printf("Error occured: [%d] %s", err, ErrorDescription(err));
      return(0.0);
   }
   FileWrite(fp, "Volume[0]", "サーバー時間", "時刻", "分",
             "Close_M1", "Close_M5", "Close_M15", "Close_M30", "Close_H1", "Close_H4", "Close_D1", "Close_W1", "Close_MN1",
             "Volume_M1", "Volume_M5", "Volume_M15", "Volume_M30", "Volume_H1", "Volume_H4", "Volume_D1", "Volume_W1", "Volume_MN1",
             "Bars_M1", "Bars_M5", "Bars_M15", "Bars_M30", "Bars_H1", "Bars_H4", "Bars_D1", "Bars_W1", "Bars_MN1", "Bars_NULL"
             //"MA_M1", "MA_M5", "MA_M15", "MA_M30", "MA_H1", "MA_H4", "MA_D1", "MA_W1", "MA_MN1"
             );
   /*FileWrite(fp, "Volume[0]", "サーバー時間", "時刻", "分",
             "MA_M5", "MA_M15", "MA_M30", "MA_H1", "MA_H4", "MA_D1", "MA_W1",
             "ATR_M5", "ATR_M15", "ATR_M30", "ATR_H1", "ATR_H4", "ATR_D1", "ATR_W1",
             "RSI_M5", "RSI_M15", "RSI_M30", "RSI_H1", "RSI_H4", "RSI_D1", "RSI_W1",
             "ADX_M5", "ADX_M15", "ADX_M30", "ADX_H1", "ADX_H4", "ADX_D1", "ADX_W1",
             "SD_M5", "SD_M15", "SD_M30", "SD_H1", "SD_H4", "SD_D1", "SD_W1"
             );*/
   // ファイルを閉じる
   FileClose(fp);
  
  return(0);
}

void FileWriteing()
{
   for(int i = 0; i < 3000; i++)
   {
      FileClose(fp); // ファイルが開きっぱなしで開けないエラーを防ぐ
      fp = FileOpen(filename, FILE_READ|FILE_WRITE|FILE_CSV, ',');// ファイルオープン(csv)、失敗戻り値は-1
      //fp = FileOpen(filename, FILE_READ|FILE_WRITE|FILE_CSV, '\t');// MT5用
      
      if (fp != INVALID_HANDLE)
      {
         FileSeek(fp, 0, SEEK_END);
         FileWrite(fp, V0, TimeCurrent(), Hour(), Minute(),
                   Close_M1, Close_M5, Close_M15, Close_M30, Close_H1, Close_H4, Close_D1, Close_W1, Close_MN1,
                   Volume_M1, Volume_M5, Volume_M15, Volume_M30, Volume_H1, Volume_H4, Volume_D1, Volume_W1, Volume_MN1,
                   Bars_M1, Bars_M5, Bars_M15, Bars_M30, Bars_H1, Bars_H4, Bars_D1, Bars_W1, Bars_MN1, Bars_NULL
                   //MA_M1, MA_M5, MA_M15, MA_M30, MA_H1, MA_H4, MA_D1, MA_W1, MA_MN1
                   );
                  
         /*FileWrite(fp, V0, TimeCurrent(), TimeHour(TimeCurrent()), TimeMinute(TimeCurrent()),
                   MA_M5, MA_M15, MA_M30, MA_H1, MA_H4, MA_D1, MA_W1,
                   ATR_M5, ATR_M15, ATR_M30, ATR_H1, ATR_H4, ATR_D1, ATR_W1,
                   RSI_M5, RSI_M15, RSI_M30, RSI_H1, RSI_H4, RSI_D1, RSI_W1,
                   ADX_M5, ADX_M15, ADX_M30, ADX_H1, ADX_H4, ADX_D1, ADX_W1,
                   SD_M5, SD_M15, SD_M30, SD_H1, SD_H4, SD_D1, SD_W1
                   );*/
         FileClose(fp);
         break;
      }
   }  
   if (fp == -1) Print("Error=", GetLastError(), "  ファイルの書き込みに失敗しました");
}

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