Options/Options.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                      Options.mq5 |
//|                                                    Arthur Albano |
//|                      https://www.mql5.com/en/users/arthuralbano/ |
//+------------------------------------------------------------------+
#property copyright "Arthur Albano"
#property link      "https://www.mql5.com/en/users/arthuralbano"

#include <Math\Alglib\alglib.mqh>
#include <Graphics\Graphic.mqh>
#include "CSymbol.mqh"
const string _SYMBOL = _Symbol;

sinput uint    inpFrequencia  = 10;           // Renderiza<EFBFBD><EFBFBD>o (s):

enum CalcMode
  {
   VWAP,         // Session Average Weighted
   Last,         // Last deal quote
   AskBidWatch,  // Watch(Ask+Bid)/2
   Median,       // Mediana
   DWAP          // Daily Weighted Average Price
  };

sinput CalcMode inpCalcMode   = Median; // Modo de C<EFBFBD>lculo:
sinput ENUM_LINE_STYLE InpStyle = (ENUM_LINE_STYLE)STYLE_DOT; //Style
sinput color InpColor = clrGold; //Color
sinput ENUM_LINE_STYLE InpPremiumStyle = (ENUM_LINE_STYLE)STYLE_DASHDOTDOT; //Style
sinput color InpPremiumColor = clrYellow; //Color
sinput bool InpVerbose = false; //Print calculations
sinput bool InpGraph   = true; //Show Graphic
sinput bool InpFilterBE = false; //Filter negative extrinsic
sinput ENUM_PRICE_MODE InpPriceMode = PRICE_MODE_MEDIAN;//CSymbol PRICE

double _S    = 0.0; //spot (underlying/basis) price
double _T    = 0.0; //relative time to expiration (t/t0)
double _Z    = 0.0; //+1 for calls / -1 for puts
double _K    = 0.0; //strike
double _X    = 0.0; //OPM premium
double _r    = 0.0; //calculated return
#define B(Z,K,X) {(K+Z*X)}
double _B    = 0.0; //Break-even

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
   Comment("\nCalculando...");
   EventSetTimer(inpFrequencia);
   if(InpVerbose==true)Print("Calculated Premium: "+DoubleToString(LSFit_OPTIONS(),4));
   
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   EventKillTimer();
   Comment("");
  }
//+------------------------------------------------------------------+
//| Expert timer function                                            |
//+------------------------------------------------------------------+
void OnTimer()
  {
   EA();
  }
//+------------------------------------------------------------------+
void EA()
  {
   string out = "\n";
   double dbOptionPrice=0.0;
   CSymbol _CSymbol;
   _CSymbol.SetSymbol(_SYMBOL);
   dbOptionPrice = _CSymbol.Price(InpPriceMode);
   
   if(ObjectCreate(0, "EA_PRICEOPTION", OBJ_HLINE, 0, 0, dbOptionPrice))
     {
      ObjectSetInteger(0, "EA_PRICEOPTION", OBJPROP_STYLE, InpStyle);
      ObjectSetInteger(0, "EA_PRICEOPTION", OBJPROP_COLOR, InpColor);
     }
   else
     {
      Print(__FUNCTION__,": falha ao criar a linha de reposicionamento! C<00>digo de erro = ",GetLastError());
     };

   if(ObjectCreate(0, "OPTION_PREMIUM", OBJ_HLINE, 0, 0, LSFit_OPTIONS()))
     {
      ObjectSetInteger(0, "OPTION_PREMIUM", OBJPROP_STYLE, InpPremiumStyle);
      ObjectSetInteger(0, "OPTION_PREMIUM", OBJPROP_COLOR, InpPremiumColor);
     }
   else
     {
      Print(__FUNCTION__,": falha ao criar a linha de reposicionamento! C<00>digo de erro = ",GetLastError());
     };

   out+="Price: "+DoubleToString(NormalizeDouble(dbOptionPrice,2),2)+"\n";
   out+="OPM: "+DoubleToString(NormalizeDouble(LSFit_OPTIONS(),2),2)+"\n";
   out+="Break-even: "+DoubleToString(NormalizeDouble(_K+_Z*LSFit_OPTIONS(),2),2)+"\n";
   Comment(out);
  }