| //+------------------------------------------------------------------+
|
| //| MarketProfile Canvas.mq5 |
|
| //| Copyright 2009-2025, MetaQuotes Ltd |
|
| //| https://www.mql5.com |
|
| //+------------------------------------------------------------------+
|
| #property copyright "Copyright 2022, MetaQuotes Ltd."
|
| #property link "https://www.mql5.com"
|
| #property version "1.00"
|
| #property indicator_chart_window
|
| #property indicator_plots 0
|
|
|
| #include<Canvas\Canvas.mqh>
|
| #include <Generic\ArrayList.mqh>
|
|
|
| //--- input parameters
|
| input uint InpStartDate =0; // day number to start calculation
|
| input uint InpShowDays =7; // number of days to show
|
| input int InpMultiplier =1; // histogram length multiplier
|
| input color InpAsiaSession =clrGold; // Asian session
|
| input color InpEuropeSession =clrBlue; // European session
|
| input color InpAmericaSession =clrViolet; // American session
|
| input uchar InpTransparency =150; // transparency, 0 = invisible
|
| input uint InpEuropeStartHour =8; // European session opening hour
|
| input uint InpAmericaStartHour=14; // American session opening hour
|
|
|
| //--- unique prefix to identify indicator objects
|
| string ExtPrefixUniq;
|
|
|
| //--- forward class declaration
|
| class CMarketProfile;
|
| //--- collection of pointers of CMarketProfile type
|
| CArrayList<CMarketProfile*> mp_list;
|
| //+------------------------------------------------------------------+
|
| //| Custom indicator initialization function |
|
| //+------------------------------------------------------------------+
|
| int OnInit()
|
| {
|
| //--- prepare prefix for objects
|
| string number=StringFormat("%I64d", GetTickCount64());
|
| ExtPrefixUniq=StringSubstr(number, StringLen(number)-4);
|
| Print("Indicator \"Market Profile Canvas\" started, prefix=", ExtPrefixUniq);
|
|
|
| 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[])
|
| {
|
| //--- opening time of the current daily bar
|
| datetime static open_time=0;
|
|
|
| //--- number of the last day for calculations
|
| uint lastday=InpStartDate+InpShowDays;
|
|
|
| //--- if the calculation has already been done
|
| if(prev_calculated!=0)
|
| {
|
| datetime current_open=iTime(Symbol(), PERIOD_D1, 0);
|
| //--- and we don't need to calculate Market Profile for the first day
|
| if(InpStartDate!=0)
|
| {
|
| //--- if the opening time has not been updated
|
| if(open_time==current_open)
|
| return(rates_total); // no calculation needed, exit
|
| }
|
| //--- otherwise, updated the opening time
|
| open_time=current_open;
|
| //--- further in the code, we will calculate Market Profile for only one day
|
| lastday=InpStartDate+1;
|
| }
|
|
|
| //--- make calculations for the specified days range
|
| for(uint day=InpStartDate; day<lastday; day++)
|
| {
|
| //--- get the day with the 'day' index
|
| MqlRates day_rate[];
|
| //--- if getting the current day failed
|
| //--- if you're running the indicator on weekend or holiday when there are no ticks
|
| //--- first open D1 chart for the symbol
|
| if(CopyRates(Symbol(), PERIOD_D1, day, 1, day_rate)==-1)
|
| return(prev_calculated); // exit and try the next call
|
|
|
| //--- get the beginning and end of the day
|
| datetime start_time=day_rate[0].time;
|
| datetime stop_time=start_time+PeriodSeconds(PERIOD_D1)-1;
|
|
|
| //--- get current day bars
|
| MqlRates bars_in_day[];
|
| if(CopyRates(Symbol(), PERIOD_CURRENT, start_time, stop_time, bars_in_day)==-1)
|
| return(prev_calculated); // exit and try the next call
|
|
|
| CMarketProfile *market_profile;
|
| //--- if Market Profile calculations and drawing have already been done earlier
|
| if(prev_calculated>0) // then update the profile of the current day having the index of 0
|
| {
|
| //--- search for the required CMarketProfile profile in the mp_list collection: it must be there
|
| market_profile=GetMarketProfileByDate(ExtPrefixUniq, start_time);
|
| //--- check
|
| if(market_profile==NULL)
|
| {
|
| PrintFormat("Market Profile not found for %s. Indicator will be recalculated for all specified days",
|
| TimeToString(start_time, TIME_DATE));
|
| return(0); // exit with zero value to ensure all calculations are done again
|
| }
|
| //--- the CMarketProfile object not found; pass valid High/Low values and a set of current-timeframe bars to it
|
| market_profile.SetHiLoBars(day_rate[0].high, day_rate[0].low, bars_in_day);
|
| }
|
| else
|
| {
|
| //--- create a new object to store the profile
|
| market_profile = new CMarketProfile(ExtPrefixUniq, start_time, stop_time, day_rate[0].high, day_rate[0].low, bars_in_day);
|
| //--- add the created CMarketProfile to the collection
|
| mp_list.Add(market_profile);
|
| }
|
| //--- set drawing parameters
|
| market_profile.UpdateSizes();
|
| //--- calculate profiles for each session
|
| market_profile.CalculateSessions();
|
| //--- draw the profile
|
| market_profile.Draw(InpMultiplier);
|
| }
|
| //--- redraw all objects
|
| ChartRedraw(0);
|
|
|
| //--- return value of prev_calculated for the next call
|
| return(rates_total);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Custom indicator deinitialization function |
|
| //+------------------------------------------------------------------+
|
| void OnDeinit(const int reason)
|
| {
|
| //--- delete all our Market Profile graphical objects after use
|
| Print("Indicator \"Market Profile Canvas\" stopped, delete all objects CMarketProfile with prefix=", ExtPrefixUniq);
|
| int size=mp_list.Count();
|
| for(int i=0; i<size; i++)
|
| {
|
| CMarketProfile *market_profile;
|
| mp_list.TryGetValue(i, market_profile);
|
| if(market_profile!=NULL)
|
| if(CheckPointer(market_profile)!=POINTER_INVALID)
|
| delete market_profile;
|
| }
|
| ChartRedraw(0);
|
| //---
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Custom indicator chart's event handler |
|
| //+------------------------------------------------------------------+
|
| void OnChartEvent(const int id, const long& lparam, const double& dparam, const string& sparam)
|
| {
|
| //--- do not handle user events
|
| if(id>=CHARTEVENT_CUSTOM)
|
| return;
|
|
|
| //--- there have been changes on the chart
|
| if(CHARTEVENT_CHART_CHANGE==id)
|
| {
|
| int size=mp_list.Count();
|
| for(int i=0; i<size; i++)
|
| {
|
| CMarketProfile *market_profile;
|
| mp_list.TryGetValue(i, market_profile);
|
| if(market_profile)
|
| if(market_profile.isVisibleOnChart())
|
| {
|
| market_profile.UpdateSizes();
|
| market_profile.Draw(InpMultiplier);
|
| }
|
| }
|
| //--- update the chart after calculating all Market Profiles
|
| ChartRedraw();
|
| }
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Returns CMarketProfile or NULL by the date |
|
| //+------------------------------------------------------------------+
|
| CMarketProfile* GetMarketProfileByDate(string prefix, datetime time)
|
| {
|
| int size=mp_list.Count();
|
| for(int i=0; i<size; i++)
|
| {
|
| CMarketProfile *market_profile;
|
| mp_list.TryGetValue(i, market_profile);
|
| if(market_profile!=NULL)
|
| if(CheckPointer(market_profile)!=POINTER_INVALID)
|
| {
|
| //--- check that the received market_profile pointer was created for the specified 'time' date
|
| if(market_profile.Check(prefix, time))
|
| return(market_profile); // CMarketProfile object found by date
|
| }
|
| }
|
| //--- not found
|
| return(NULL);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Class to store and draw Market Profile for the daily bar |
|
| //+------------------------------------------------------------------+
|
| class CMarketProfile
|
| {
|
| public:
|
| CMarketProfile() {};
|
| CMarketProfile(string prefix, datetime time1, datetime time2, double high, double low, MqlRates &bars[]);
|
| ~CMarketProfile(void);
|
|
|
| //--- checks if the object is created for the specified 'time' date
|
| bool Check(string prefix, datetime time);
|
| //--- sets High/Low and a set of current-timeframe bars
|
| void SetHiLoBars(double high, double low, MqlRates &bars[]);
|
| //--- sets drawing parameters
|
| void UpdateSizes(void);
|
| //--- is the profile in the visible part of the chart?
|
| bool isVisibleOnChart(void);
|
| //--- has the chart scale changed?
|
| bool isChartScaleChanged(void);
|
| //--- calculate the profile by sessions
|
| bool CalculateSessions(void);
|
| //--- draw the profile
|
| void Draw(double multiplier=1.0);
|
| //---
|
| protected:
|
| CCanvas m_canvas; // canvas object to draw the profile
|
| uchar m_alpha; // alpha channel value that sets transparency
|
| string m_prefix; // unique prefix of OBJ_BITMAP object
|
| string m_name; // name of the OBJ_BITMAP object used in m_canvas
|
| double m_high; // day High
|
| double m_low; // day Low
|
| datetime m_time1; // day beginning
|
| datetime m_time2; // day end
|
| int m_day_size_pt; // daily bar height in points
|
| int m_height; // daily bar height in pixels on the chart
|
| int m_width; // daily bar width in pixels on the chart
|
| MqlRates m_bars[]; // current-timeframe bars between m_time1 and m_time2
|
| vector m_asia; // Asian session counters
|
| vector m_europe; // European session counters
|
| vector m_america; // American session counters
|
| double m_vert_scale; // factor conversion box -> y
|
| double m_hor_scale; // factor conversion count -> x
|
| };
|
| //+------------------------------------------------------------------+
|
| //| Constructor |
|
| //+------------------------------------------------------------------+
|
| void CMarketProfile::CMarketProfile(string prefix, datetime time1, datetime time2, double high, double low, MqlRates &bars[]):
|
| m_prefix(prefix),
|
| m_time1(time1),
|
| m_time2(time2),
|
| m_high(high),
|
| m_low(low),
|
| m_vert_scale(0.0),
|
| m_hor_scale(0.0)
|
| {
|
| ArrayCopy(m_bars, bars);
|
| m_name=ExtPrefixUniq+"_MP_"+TimeToString(time1, TIME_DATE);
|
| m_day_size_pt=(int)((m_high-m_low)/SymbolInfoDouble(Symbol(), SYMBOL_POINT));
|
| //--- set the sizes of vectors for trading sessions
|
| m_asia=vector::Zeros(m_day_size_pt);
|
| m_europe=vector::Zeros(m_day_size_pt);
|
| m_america=vector::Zeros(m_day_size_pt);
|
| //--- create an object
|
| UpdateSizes();
|
| //--- if it is the first tick at the day opening, the canvas sizes will be equal to zero - set 1 px for both coordinates
|
| m_height=m_height?m_height:1;
|
| m_width=m_width?m_width:1;
|
| if(m_canvas.CreateBitmap(m_name, m_time1, m_high, m_width, m_height, COLOR_FORMAT_ARGB_NORMALIZE))
|
| ObjectSetInteger(0, m_name, OBJPROP_BACK, true);
|
| else
|
| {
|
| Print("Error creating canvas: ", GetLastError());
|
| Print("time1=", m_time1, " high=", m_high, " width=", m_width, " height=", m_height);
|
| }
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Checks if CMarketProfile object is for the specified 'time' date |
|
| //+------------------------------------------------------------------+
|
| bool CMarketProfile::Check(string prefix, datetime time)
|
| {
|
| string calculated= prefix+"_MP_"+TimeToString(time, TIME_DATE);
|
| return (m_name==(calculated));
|
| };
|
| //+------------------------------------------------------------------+
|
| //| Sets High/Low and a set of current-timeframe bars |
|
| //+------------------------------------------------------------------+
|
| void CMarketProfile::SetHiLoBars(double high, double low, MqlRates &bars[])
|
| {
|
| //--- if the day's High changed, move the OBJ_BITMAP object linked by m_name
|
| if(high>m_high)
|
| {
|
| m_high=high;
|
| if(!ObjectSetDouble(0, m_name, OBJPROP_PRICE, m_high))
|
| PrintFormat("Failed to update canvas for %s, error %d", TimeToString(m_time1, TIME_DATE), GetLastError());
|
| }
|
| ArrayCopy(m_bars, bars);
|
| m_high=high;
|
| m_low=low;
|
| //--- day range in points
|
| m_day_size_pt=(int)((m_high-m_low)/SymbolInfoDouble(Symbol(), SYMBOL_POINT));
|
| //--- re-set the sizes of vectors for trading sessions
|
| m_asia=vector::Zeros(m_day_size_pt);
|
| m_europe=vector::Zeros(m_day_size_pt);
|
| m_america=vector::Zeros(m_day_size_pt);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Sets drawing parameters |
|
| //+------------------------------------------------------------------+
|
| void CMarketProfile::UpdateSizes(void)
|
| {
|
| //--- convert time/price to x/y coordinates
|
| int x1, y1, x2, y2;
|
| ChartTimePriceToXY(0, 0, m_time1, m_high, x1, y1);
|
| ChartTimePriceToXY(0, 0, m_time2, m_low, x2, y2);
|
| //--- calculate window size
|
| m_height=y2-y1;
|
| m_width =x2-x1;
|
| //--- calculate coefficients for converting boxes and counters into chart pixels
|
| m_vert_scale=double(m_height)/(m_day_size_pt);
|
| m_hor_scale =double(m_width*PeriodSeconds(PERIOD_CURRENT))/PeriodSeconds(PERIOD_D1);
|
|
|
| m_canvas.Resize(m_width, m_height);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Destructor |
|
| //+------------------------------------------------------------------+
|
| void CMarketProfile::~CMarketProfile(void)
|
| {
|
| //--- delete all our graphical objects after use
|
| ObjectsDeleteAll(0, m_prefix, 0, OBJ_BITMAP);
|
| ChartRedraw();
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Checks that the profile is in the visible part of the chart |
|
| //+------------------------------------------------------------------+
|
| bool CMarketProfile::isVisibleOnChart(void)
|
| {
|
| long last_bar=ChartGetInteger(0, CHART_FIRST_VISIBLE_BAR);
|
| long first_bar=last_bar+-ChartGetInteger(0, CHART_VISIBLE_BARS);
|
| first_bar=first_bar>0?first_bar:0;
|
| datetime left =iTime(Symbol(), Period(), (int)last_bar);
|
| datetime right=iTime(Symbol(), Period(), (int)first_bar);
|
| //--- return check result
|
| return((m_time1>= left && m_time1 <=right) || (m_time2>= left && m_time2 <=right));
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Prepares profile arrays by sessions |
|
| //+------------------------------------------------------------------+
|
| bool CMarketProfile::CalculateSessions(void)
|
| {
|
| double point=SymbolInfoDouble(Symbol(), SYMBOL_POINT);
|
| if(ArraySize(m_bars)==0)
|
| return(false);
|
| //---- iterate through all bars of the current day and mark the boxes they fall into
|
| int size=ArraySize(m_bars);
|
| for(int i=0; i<size; i++)
|
| {
|
| MqlDateTime bar_time;
|
| TimeToStruct(m_bars[i].time, bar_time);
|
| uint hour =bar_time.hour;
|
| int start_box=(int)((m_bars[i].low-m_low)/point);
|
| int stop_box =(int)((m_bars[i].high-m_low)/point);
|
|
|
| //--- American session
|
| if(hour>=InpAmericaStartHour)
|
| {
|
| for(int ind=start_box; ind<stop_box; ind++)
|
| m_america[ind]++;
|
| }
|
| else
|
| {
|
| //--- European session
|
| if(hour>=InpEuropeStartHour && hour<InpAmericaStartHour)
|
| for(int ind=start_box; ind<stop_box; ind++)
|
| m_europe[ind]++;
|
| else
|
| //--- Asian session
|
| for(int ind=start_box; ind<stop_box; ind++)
|
| m_asia[ind]++;
|
| }
|
| }
|
| //--- session vectors are ready
|
| return(true);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Draw Market Profile on the canvas |
|
| //+------------------------------------------------------------------+
|
| void CMarketProfile::Draw(double multiplier=1.0)
|
| {
|
| //--- sum the sessions for drawing
|
| vector total_profile=m_asia+m_europe+m_america; // profile including all sessions
|
| vector europe_asia=m_asia+m_europe; // profile as the sum of the European and Asian sessions
|
|
|
| //--- set a transparent background, any color
|
| m_canvas.Erase(ColorToARGB(clrBlack, 0));
|
|
|
| //--- draw the American session with rectangles
|
| int x1=0; // to draw a rectangle, the left corner always starts at zero
|
| int y1, x2, y2;
|
| int size=(int)total_profile.Size();
|
| for(int i=0; i<size; i++)
|
| {
|
| //--- skip zero values, do not draw
|
| if(total_profile[i]==0)
|
| continue;
|
| //--- calculate the bottom point to draw the rectangle
|
| y1=m_height-int(i*m_vert_scale); // x1=0 always
|
| y2=(int)(y1+m_vert_scale); // top point of the rectangle
|
| x2=(int)(total_profile[i]*m_hor_scale*multiplier); // right corner of the rectangle
|
| m_canvas.FillRectangle(x1, y1, x2, y2, ColorToARGB(InpAmericaSession, InpTransparency));
|
| }
|
|
|
| //--- draw the European session with rectangles
|
| for(int i=0; i<size; i++)
|
| {
|
| //--- skip zero values, do not draw
|
| if(total_profile[i]==0)
|
| continue;
|
| //--- calculate 2 points to draw the rectangle
|
| y1=m_height-int(i*m_vert_scale);
|
| y2=(int)(y1+m_vert_scale);
|
| x2=(int)(europe_asia[i]*m_hor_scale*multiplier);
|
| m_canvas.FillRectangle(x1, y1, x2, y2, ColorToARGB(InpEuropeSession, InpTransparency));
|
| }
|
|
|
| //--- draw the Asian session with rectangles
|
| for(int i=0; i<size; i++)
|
| {
|
| //--- skip zero values, do not draw
|
| if(total_profile[i]==0)
|
| continue;
|
| //--- calculate 2 points to draw the rectangle
|
| y1=m_height-int(i*m_vert_scale);
|
| y2=(int)(y1+m_vert_scale);
|
| x2=(int)(m_asia[i]*m_hor_scale*multiplier);
|
| m_canvas.FillRectangle(x1, y1, x2, y2, ColorToARGB(InpAsiaSession, InpTransparency));
|
| }
|
| //--- update the OBJ_BITMAP object without refreshing the chart
|
| m_canvas.Update(false);
|
| }
|
| //+------------------------------------------------------------------+
|
