209 lines
8.4 KiB
MQL5
209 lines
8.4 KiB
MQL5
//+------------------------------------------------------------------+
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//| Market Profile.mq5 |
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//| Copyright 2009-2024, MetaQuotes Ltd |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2022, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.00"
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#property indicator_chart_window
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//--- input parameters
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input uint InpStartDate = 0; // day number to start calculation
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input uint InpShowDays = 3; // number of days to display
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input int InpMultiplier = 1; // histogram length multiplier
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input color InpAsiaSession = clrGold; // Asian session
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input color InpEuropeSession = clrBlue; // European session
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input color InpAmericaSession = clrViolet; // American session
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input uint InpEuropeStartHour = 8; // European session opening hour
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input uint InpAmericaStartHour = 14; // American session opening hour
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//--- unique prefix to identify indicator objects
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string ExtPrefixUniq;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- prepare prefix for objects
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string number=StringFormat("%I64d", GetTickCount64());
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ExtPrefixUniq=StringSubstr(number, StringLen(number)-4);
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Print("Indicator \"Market Profile\" started, prefix=", ExtPrefixUniq);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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//--- opening time of the current daily bar
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datetime static open_time=0;
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//--- number of the last day for calculations
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uint lastday=InpStartDate+InpShowDays;
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//--- if the calculation has already been done
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if(prev_calculated!=0)
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{
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datetime current_open=iTime(Symbol(), PERIOD_D1, 0);
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//--- no calculation needed for the first day
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if(InpStartDate!=0)
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{
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//--- if the opening time has not been updated
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if(current_open==open_time)
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return(rates_total); // no calculation needed, exit
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}
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//--- update the opening time
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open_time=current_open;
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//--- further in the code calculate only one day
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lastday=InpStartDate+1;
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}
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//--- calculate for the specified number of days
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for(uint day=InpStartDate; day<lastday; day++)
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{
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//--- get the day with the 'day' index
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MqlRates day_rate[];
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//--- if getting the current day failed
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//--- if you're running the indicator on weekend or holiday when there are no ticks
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//--- first open D1 chart for the symbol
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if(CopyRates(Symbol(), PERIOD_D1, day, 1, day_rate)==-1)
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return(prev_calculated); // exit and try the next call
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//--- get the range of the day in points
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double high_day=day_rate[0].high;
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double low_day=day_rate[0].low;
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double point=SymbolInfoDouble(Symbol(), SYMBOL_POINT);
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int day_size=(int)((high_day-low_day)/point);
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//--- prepare an array of boxes to check the price
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int boxes_asia[], boxes_europe[], boxes_america[];
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ArrayResize(boxes_asia, day_size);
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ArrayResize(boxes_europe, day_size);
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ArrayResize(boxes_america, day_size);
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ZeroMemory(boxes_asia);
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ZeroMemory(boxes_europe);
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ZeroMemory(boxes_america);
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//--- get current day bars
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MqlRates bars_in_day[];
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datetime start_time=day_rate[0].time+PeriodSeconds(PERIOD_D1)-1;
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datetime stop_time=day_rate[0].time;
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//--- if you're running the indicator on weekend or holiday when there are no ticks
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//--- first open D1 chart for the symbol
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//--- if getting the current timeframe bars for the specified day fails
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if(CopyRates(Symbol(), PERIOD_CURRENT, start_time, stop_time, bars_in_day)==-1)
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return(prev_calculated); // exit and try the next call
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//---- iterate through all bars of the current day and mark the boxes they fall into
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int size=ArraySize(bars_in_day);
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for(int i=0; i<size; i++)
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{
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int start_box=(int)((bars_in_day[i].low-low_day)/point);
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int stop_box=(int)((bars_in_day[i].high-low_day)/point);
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MqlDateTime bar_time;
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TimeToStruct(bars_in_day[i].time, bar_time);
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uint hour=bar_time.hour;
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if(hour>=InpAmericaStartHour)
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{
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for(int ind=start_box; ind<stop_box; ind++)
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boxes_america[ind]++;
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}
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else
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{
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if(hour>=InpEuropeStartHour && hour<InpAmericaStartHour)
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for(int ind=start_box; ind<stop_box; ind++)
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boxes_europe[ind]++;
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else
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for(int ind=start_box; ind<stop_box; ind++)
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boxes_asia[ind]++;
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}
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}
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//--- draw the profile
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string day_prefix=TimeToString(day_rate[0].time, TIME_DATE);
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int box_length=PeriodSeconds(PERIOD_CURRENT);
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//--- Asia
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for(int ind=0; ind<day_size; ind++)
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{
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if(boxes_asia[ind]>0)
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{
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double price=low_day+ind*point;
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datetime time1=day_rate[0].time;
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datetime time2=time1+boxes_asia[ind]*box_length*InpMultiplier;
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string prefix=ExtPrefixUniq+"_"+day_prefix+"_Asia_"+StringFormat("%.5f", price);
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DrawBox(prefix, price, time1, time2, InpAsiaSession);
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}
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}
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//--- Europe
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for(int ind=0; ind<day_size; ind++)
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{
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if(boxes_europe[ind]>0)
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{
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double price=low_day+ind*point;
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datetime time1=day_rate[0].time+boxes_asia[ind]*box_length*InpMultiplier;
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datetime time2=time1+boxes_europe[ind]*box_length*InpMultiplier;
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string prefix=ExtPrefixUniq+"_"+day_prefix+"_Europe_"+StringFormat("%.5f", price);
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DrawBox(prefix, price, time1, time2, InpEuropeSession);
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}
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}
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//--- America
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for(int ind=0; ind<day_size; ind++)
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{
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if(boxes_america[ind]>0)
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{
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double price=low_day+ind*point;
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datetime time1=day_rate[0].time+(boxes_asia[ind]+boxes_europe[ind])*box_length*InpMultiplier;
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datetime time2=time1+boxes_america[ind]*box_length*InpMultiplier;
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string prefix=ExtPrefixUniq+"_"+day_prefix+"_America_"+StringFormat("%.5f", price);
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DrawBox(prefix, price, time1, time2, InpAmericaSession);
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}
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}
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}
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//--- redraw all objects
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ChartRedraw(0);
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//--- return value of prev_calculated for the next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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//--- delete all our graphical objects after use
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Print("Indicator \"Market Profile\" stopped, delete all objects with prefix=", ExtPrefixUniq);
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ObjectsDeleteAll(0, ExtPrefixUniq, 0, OBJ_RECTANGLE);
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ChartRedraw(0);
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}
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//+------------------------------------------------------------------+
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//| Draw color box |
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//+------------------------------------------------------------------+
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void DrawBox(string bar_prefix, double price, datetime time1, datetime time2, color clr)
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{
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ObjectCreate(0, bar_prefix, OBJ_RECTANGLE, 0, time1, price, time2, price);
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ObjectSetInteger(0, bar_prefix, OBJPROP_COLOR, clr);
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ObjectSetInteger(0, bar_prefix, OBJPROP_STYLE, STYLE_SOLID);
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ObjectSetInteger(0, bar_prefix, OBJPROP_WIDTH, 1);
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ObjectSetString(0, bar_prefix, OBJPROP_TOOLTIP, "\n");
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ObjectSetInteger(0, bar_prefix, OBJPROP_BACK, true);
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}
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//+------------------------------------------------------------------+
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