//+------------------------------------------------------------------+ //| osi-teste-02-01-feira.mq5 | //| marcoc | //| https://www.mql5.com/pt/users/marcoc | //+------------------------------------------------------------------+ #include #include #include #include #include #include input bool DEBUG = false ; // se true, grava informacoes de debug no log. input bool GERAR_VOLUME = false ; // se true, gera volume baseado nos ticks. Usa em papeis que nao informam volume, tais como o DJ30. input bool GERAR_OFERTAS = false ; // se true, gera ofertas baseadas nos ticks. Usa em papeis que nao informam o livro de ofertas. input int QTD_BAR_PROC_HIST = 0 ; // Quantidade de barras historicas a processar. Em modo DEBUG, convem deixar este valor baixo pra nao sobrecarregar o arquivo de log. input double OSI_FEIRA_BOOK_OUT = 0.4 ; // Porcentagem das extremidades dos precos do book que serão desprezados. input int OSI_FEIRA_QTD_PERIODO_CALC_MEDIAS = 7 ; // qtd de ticks usados no processamento estatistico. //input int OSI_FEIRA_BOOK_ON_CALCULATE = true ; // se true, processa processa o book somente na execucao do oncalculate #define LOG(txt) if(DEBUG){Print("DEBUGINDICATOR:",__FUNCTION__,":linha ",__LINE__,":",(txt));} #define LOG_ONCALC LOG("RatesTot:"+IntegerToString( rates_total)+" PrevCalc:"+IntegerToString( prev_calculated) ); #define LOG_ONCALC_HIST LOG("RatesTot:"+IntegerToString(p_rates_total)+" PrevCalc:"+IntegerToString(p_prev_calculated) ); #define OSI_FEIRA_SHORT_NAME "osi-02-01-feira" #define DEBUG_TICK false //#define LOG_DEBUG_ONCALC if(DEBUG){Print("DEBUGINDICATOR:",__FUNCTION__,":linha:",__LINE__,": ratesTot:",rates_total," prevCalc:",prev_calculated);} //#define LOG_DEBUG_RESULT_REGISTRO_BOOK if(DEBUG){Print("DEBUGINDICATOR:Resultado registro book "+m_symb.Name()+":", m_tembook);} #property description "Indicador que considera a bolsa como uma feira, com barracas" #property description "de vendedores e compradores." #property description "---------------" #property description "osi-02-01-feira: Passa a acumular por quantidade de periodos. As versões 01-0X acumulavam por quantidade de ticks." #property description "---------------" #property indicator_chart_window #property indicator_buffers 14 #property indicator_plots 14 //---- plotar linha com o preco medio de vendas #property indicator_label1 "pm_sell" #property indicator_type1 DRAW_LINE #property indicator_color1 clrFireBrick #property indicator_style1 STYLE_SOLID #property indicator_width1 2 //---- plotar linha com preco medio de compras #property indicator_label2 "pm_buy" #property indicator_type2 DRAW_LINE #property indicator_color2 clrMediumBlue #property indicator_style2 STYLE_SOLID #property indicator_width2 2 //---- plotar linha com o preco medio de ofertas de venda (ask) #property indicator_label3 "pm_ask" #property indicator_type3 DRAW_LINE #property indicator_color3 clrMagenta #property indicator_style3 STYLE_SOLID #property indicator_width3 2 //---- plotar linha com o preco medio de ofertas de compra (bid) #property indicator_label4 "pm_bid" #property indicator_type4 DRAW_LINE #property indicator_color4 clrDeepSkyBlue #property indicator_style4 STYLE_SOLID #property indicator_width4 2 //---- plotar seta forca ask #property indicator_label5 "sig_ask" #property indicator_type5 DRAW_ARROW #property indicator_color5 clrMagenta #property indicator_style5 STYLE_SOLID #property indicator_width5 1 //---- plotar seta forca bid #property indicator_label6 "sig_bid" #property indicator_type6 DRAW_ARROW #property indicator_color6 clrDeepSkyBlue #property indicator_style6 STYLE_SOLID #property indicator_width6 1 //---- plotar seta forca buy #property indicator_label7 "sig_buy" #property indicator_type7 DRAW_ARROW #property indicator_color7 clrMediumBlue #property indicator_style7 STYLE_SOLID #property indicator_width7 1 //---- plotar seta forca sel #property indicator_label8 "sig_sel" #property indicator_type8 DRAW_ARROW #property indicator_color8 clrFireBrick #property indicator_style8 STYLE_SOLID #property indicator_width8 1 //---- plotar seta forca up1 #property indicator_label9 "up1" #property indicator_type9 DRAW_ARROW #property indicator_color9 clrDeepSkyBlue #property indicator_style9 STYLE_SOLID #property indicator_width9 3 //---- plotar seta forca up2 #property indicator_label10 "up2" #property indicator_type10 DRAW_ARROW #property indicator_color10 clrDeepSkyBlue #property indicator_style10 STYLE_SOLID #property indicator_width10 3 //---- plotar seta forca down1 #property indicator_label11 "down1" #property indicator_type11 DRAW_ARROW #property indicator_color11 clrFireBrick #property indicator_style11 STYLE_SOLID #property indicator_width11 3 //---- plotar seta forca down2 #property indicator_label12 "down2" #property indicator_type12 DRAW_ARROW #property indicator_color12 clrFireBrick #property indicator_style12 STYLE_SOLID #property indicator_width12 3 //---- plotar linha preco medio do trade #property indicator_label13 "pm_trade" #property indicator_type13 DRAW_LINE #property indicator_color13 clrDarkViolet // clrDarkOrchid #property indicator_style13 STYLE_DASH #property indicator_width13 3 //---- plotar linha preco medio do book de ofertas #property indicator_label14 "pm_book" #property indicator_type14 DRAW_LINE #property indicator_color14 clrGold //clrDarkOrange //clrOrangeRed #property indicator_style14 STYLE_DASH #property indicator_width14 3 //--- buffers do indicador double m_bufPsel []; // preco medio de compras :1 double m_bufPbuy []; // preco medio de vendas :2 double m_bufPask []; // preco medio de ofertas de venda :3 double m_bufPbid []; // preco medio de ofertas de compra :4 double m_bufPaskArrow[]; // forca do preco medio de ofertas de venda :5 double m_bufPbidArrow[]; // forca do preco medio de ofertas de compra :6 double m_bufPbuyArrow[]; // forca do preco medio de venda :7 double m_bufPselArrow[]; // forca do preco medio de compra :8 double m_bufPup1Arrow[]; // forca acima 1 :9 double m_bufPup2Arrow[]; // forca acima 2 :10 double m_bufPdw1Arrow[]; // forca acima 1 :11 double m_bufPdw2Arrow[]; // forca acima 2 :12 double m_bufPtra []; // preco medio de trades (buy/sel) :13 double m_bufPbok []; // preco medio de ofertas(ask/bid) :14 // variaveis para controle do livro de ofertas //MqlBookInfo m_book[]; double m_pmask = 0; double m_pmbid = 0; double m_pmbok = 0; //eh proco medio do book uint m_qtdWinAsk = 0; uint m_qtdWinBid = 0; uint m_qtdEmpate = 0; double m_dask = 0; double m_dbid = 0; bool m_tembook = false; uint m_id_oferta = 0; // variaveis para controle dos ticks osc_estatistic2 m_minion ; // estatisticas de ticks e book de ofertas osc_tick_util m_tick_util; // para simular ticks de trade em bolsas que nao informam last/volume. CSymbolInfo m_symb ; bool m_prochist ; // para nao reprocessar o historico sempre que mudar de barra; double m_vbuy = 0; double m_vsel = 0; double m_tickvol = 0; // apresentacao de depuracao string m_dom_txt ; string m_dom_previsao; string m_tick_txt ; // variaveis para controle do arquivo de log int m_log_book ; // descarreganto book de ofetas em arquivo de log (debug) int m_log_tick ; // descarreganto ticks em arquivo de log (debug) //================================================================================================= // Indicador demanda e oferta... // Oferta media ask(book) maior que demanda buy(tick) médio --> força pra cima // Oferta media bid(book) menor que demanda sel(tick) médio --> força pra baixo // // Oferta media ask(book) maior que demanda buy(tick) médio e // Oferta media bid(book) maior ou igual a demanda sel(tick) médio --> força pra cima maior ainda // // Oferta media bid(book) menor que demanda sel(tick) médio e // Oferta media ask(book) menor ou igual a demanda buy(tick) médio --> força pra baixo maior ainda //================================================================================================= // variaveis para controle das forças liquidas double m_ofertaAsk = 0; // oferta media ask (oferta de venda )... double m_ofertaBid = 0; // oferta media bid (oferta de compra)... double m_demandBuy = 0; // demanda media buy (demanda de compra)... double m_demandSel = 0; // demanda media sel (demanda de venda )... bool m_forcaAcima1 ;// Oferta media ask(book) maior que demanda buy(tick) médio --> força pra cima bool m_forcaAbaix1 ;// Oferta media bid(book) menor que demanda sel(tick) médio --> força pra baixo bool m_forcaAcima2 ;// força pra cima maior ainda bool m_forcaAbaix2 ;// força pra baixo maior ainda //================================================================================================= uint m_qtd_sec_periodo ;// qtd de segundos que tem o periodo grafico atual. uint m_sec_barra ; // segundos na barra atual datetime m_sec_barraAnt; // segundos na barra atual datetime m_sec_barraAtu; // segundos na barra atual //+------------------------------------------------------------------+ //| Função de inicialização do indicador customizado | //+------------------------------------------------------------------+ int OnInit() { //PRINT_DEBUG_INIT_INI LOG("======================================="); m_symb.Name ( Symbol() ); m_symb.Refresh (); m_symb.RefreshRates(); m_qtd_sec_periodo = PeriodSeconds(); m_tembook = MarketBookAdd( m_symb.Name() ); LOG("Resultado registro book "+m_symb.Name()+":"+IntegerToString(m_tembook) ); if (!m_tembook){ Print("DOM indisponivel para "+m_symb.Name()+" :-("); if( GERAR_VOLUME ){ Print("Simulacao de volume ativada! Seguiremos gerando ofertas e demandas a partir dos Ticks :-)" ); }else{ return (INIT_FAILED); } }; ArraySetAsSeries(m_bufPsel , false ); ArraySetAsSeries(m_bufPbuy , false ); ArraySetAsSeries(m_bufPask , false ); ArraySetAsSeries(m_bufPbid , false ); ArraySetAsSeries(m_bufPaskArrow, false ); ArraySetAsSeries(m_bufPbidArrow, false ); ArraySetAsSeries(m_bufPbuyArrow, false ); ArraySetAsSeries(m_bufPselArrow, false ); ArraySetAsSeries(m_bufPup1Arrow, false ); ArraySetAsSeries(m_bufPup2Arrow, false ); ArraySetAsSeries(m_bufPdw1Arrow, false ); ArraySetAsSeries(m_bufPdw2Arrow, false ); ArraySetAsSeries(m_bufPtra , false ); ArraySetAsSeries(m_bufPbok , false ); Print("Definindo buffers do indicador..."); SetIndexBuffer(0,m_bufPsel , INDICATOR_DATA ); SetIndexBuffer(1,m_bufPbuy , INDICATOR_DATA ); SetIndexBuffer(2,m_bufPask , INDICATOR_DATA ); SetIndexBuffer(3,m_bufPbid , INDICATOR_DATA ); SetIndexBuffer(4,m_bufPaskArrow , INDICATOR_DATA ); SetIndexBuffer(5,m_bufPbidArrow , INDICATOR_DATA ); SetIndexBuffer(6,m_bufPbuyArrow , INDICATOR_DATA ); SetIndexBuffer(7,m_bufPselArrow , INDICATOR_DATA ); SetIndexBuffer(8 ,m_bufPup1Arrow, INDICATOR_DATA ); SetIndexBuffer(9 ,m_bufPup2Arrow, INDICATOR_DATA ); SetIndexBuffer(10,m_bufPdw1Arrow, INDICATOR_DATA ); SetIndexBuffer(11,m_bufPdw2Arrow, INDICATOR_DATA ); SetIndexBuffer(12,m_bufPtra , INDICATOR_DATA ); SetIndexBuffer(13,m_bufPbok , INDICATOR_DATA ); //--- Definir um valor vazio PlotIndexSetDouble(0 ,PLOT_EMPTY_VALUE,0); PlotIndexSetDouble(1 ,PLOT_EMPTY_VALUE,0); PlotIndexSetDouble(2 ,PLOT_EMPTY_VALUE,0); PlotIndexSetDouble(3 ,PLOT_EMPTY_VALUE,0); PlotIndexSetDouble(4 ,PLOT_EMPTY_VALUE,0); PlotIndexSetDouble(5 ,PLOT_EMPTY_VALUE,0); PlotIndexSetDouble(6 ,PLOT_EMPTY_VALUE,0); PlotIndexSetDouble(7 ,PLOT_EMPTY_VALUE,0); PlotIndexSetDouble(8 ,PLOT_EMPTY_VALUE,0); PlotIndexSetDouble(9 ,PLOT_EMPTY_VALUE,0); PlotIndexSetDouble(10,PLOT_EMPTY_VALUE,0); PlotIndexSetDouble(11,PLOT_EMPTY_VALUE,0); PlotIndexSetDouble(12,PLOT_EMPTY_VALUE,0); PlotIndexSetDouble(13,PLOT_EMPTY_VALUE,0); //--- Definir o código símbolo para desenho em PLOT_ARROW PlotIndexSetInteger(4,PLOT_ARROW,225); //ask PlotIndexSetInteger(5,PLOT_ARROW,226); //bid PlotIndexSetInteger(6,PLOT_ARROW,233); //buy PlotIndexSetInteger(7,PLOT_ARROW,234); //sel PlotIndexSetInteger(8 ,PLOT_ARROW,217);//241); //up1 217 PlotIndexSetInteger(9 ,PLOT_ARROW,217);//241); //up2 217 PlotIndexSetInteger(10,PLOT_ARROW,218);//242); //dw1 218 PlotIndexSetInteger(11,PLOT_ARROW,218);//242); //dw2 218 //--- Definindo o deslocamento vertical das setas em pixels... PlotIndexSetInteger(4,PLOT_ARROW_SHIFT,-10); PlotIndexSetInteger(5,PLOT_ARROW_SHIFT,+10); PlotIndexSetInteger(6,PLOT_ARROW_SHIFT,-10); PlotIndexSetInteger(7,PLOT_ARROW_SHIFT,+10); PlotIndexSetInteger(8 ,PLOT_ARROW_SHIFT,-20); //up1 PlotIndexSetInteger(9 ,PLOT_ARROW_SHIFT,-30); //up2 PlotIndexSetInteger(10,PLOT_ARROW_SHIFT,+20); //dw1 PlotIndexSetInteger(11,PLOT_ARROW_SHIFT,+30); //dw2 //---- o nome do indicador a ser exibido na DataWindow e na subjanela IndicatorSetString(INDICATOR_SHORTNAME,OSI_FEIRA_SHORT_NAME); //--- ticks //m_minion.setModoHibrido(GERAR_VOLUME) ; //se opcao eh true, gera volume baseado nos ticks. Usado em papeis que nao informam volume. m_minion.initialize(OSI_FEIRA_QTD_PERIODO_CALC_MEDIAS*m_qtd_sec_periodo); // quantidade de segundos que serao usados no calculo das medias. m_prochist = false; // indica se deve reprocessar o historico. m_tick_util.setTickSize(m_symb.TickSize(), m_symb.Digits() ); //--- debug if( DEBUG ){ string dt = TimeToString( TimeCurrent(),TIME_DATE|TIME_MINUTES|TIME_SECONDS ); StringReplace ( dt, ".", "" ); StringReplace ( dt, ":", "" ); StringReplace ( dt, " ", "_" ); openLogFileBook(OSI_FEIRA_SHORT_NAME + "_" + m_symb.Name() + IntegerToString(_Period) + "_" + dt + "_book.csv" ); openLogFileTick(OSI_FEIRA_SHORT_NAME + "_" + m_symb.Name() + IntegerToString(_Period) + "_" + dt + "_tick.csv" ); } if( DEBUG_TICK ){ string dt = TimeToString( TimeCurrent(),TIME_DATE|TIME_MINUTES|TIME_SECONDS ); StringReplace ( dt, ".", "" ); StringReplace ( dt, ":", "" ); StringReplace ( dt, " ", "_" ); openLogFileTick(OSI_FEIRA_SHORT_NAME + "_" + m_symb.Name() + IntegerToString(_Period) + "_" + dt + "_tick.csv" ); } //--- return(INIT_SUCCEEDED); } // transforma o tick informativo em tick de trade. Usamos em mercados que nao informam volume ou last nos ticks. void normalizar2trade(MqlTick& tick){ if(GERAR_VOLUME){ writeDetLogTick( "ANT" ); m_tick_util.normalizar2trade(tick); writeDetLogTick( "POS" ); } } void OnDeinit(const int i){ LOG("Executando OnDeinit..."); MarketBookRelease( m_symb.Name() ); delete(&m_symb ); //delete(&m_minion); //delete(&m_book); FileClose( m_log_book ); FileClose( m_log_tick ); LOG("OnDeinit Finalizado!"); } //+------------------------------------------------------------------+ //| Atualizando os volumes de bid e oferta | //+------------------------------------------------------------------+ 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[] ) { //=============================================================================================== // Processamentos dos ticks (demanda) //=============================================================================================== //m_minion.refresh(); //m_minion.logWrite( "PC:"+IntegerToString(prev_calculated) + "/RT:" + IntegerToString(rates_total) ); //m_lineBuffer1[0] = (double)m_minion.getVolSell0(); MqlTick tick ; double dxSel = 0; double dxBuy = 0; //double medTick = 0; //--------- LOG_ONCALC; if( !m_prochist ){ // para nao reprocessar a ultima barra sempre que mudar de barra. setAsSeries(false); doOnCalculateHistorico(rates_total, prev_calculated,time); setAsSeries(true); } LOG_ONCALC; // //=============================================================================================== // // Processamento atualizando a barra anterior assim que inicia a nova... // //=============================================================================================== // if(rates_total > prev_calculated){ // //-- book // m_bufPbidArrow[1] = 0; // m_bufPaskArrow[1] = 0; // if( m_dbid > m_dask ){ m_bufPbidArrow[1] = m_pmbid;} // if( m_dbid < m_dask ){ m_bufPaskArrow[1] = m_pmask;} // m_qtdWinAsk = 0; // m_qtdWinBid = 0; // m_qtdEmpate = 0; // m_dask = 0; // m_dbid = 0; // //-- ticks // m_bufPbuyArrow[1] = 0; // m_bufPselArrow[1] = 0; // dxSel = m_minion.getDxSel(); // dxBuy = m_minion.getDxBuy(); // //medTick = m_minion.getPrecoMedTrade();// getMed0 () ; // m_bufPbuyArrow[1] = dxBuy <= dxSel ? m_minion.getPrecoMedTradeBuy():0; // m_bufPselArrow[1] = dxSel <= dxBuy ? m_minion.getPrecoMedTradeSel():0; // m_bufPbuy [1] = m_minion.getPrecoMedTradeBuy(); // m_bufPsel [1] = m_minion.getPrecoMedTradeSel(); // m_bufPtra [1] = m_minion.getPrecoMedTrade(); // printf("-------------------------"); // flushLogBook(); // } //=============================================================================================== //=============================================================================================== // Processamento o tick da barra atual... //=============================================================================================== //processando o evento atual... SymbolInfoTick(_Symbol,tick);// um tick por chamada a oncalculate normalizar2trade(tick); m_minion.addTick(tick); dxSel = m_minion.getDxSel() ; dxBuy = m_minion.getDxBuy() ; m_bufPbuy [0] = m_minion.getPrecoMedTradeBuy(); m_bufPsel [0] = m_minion.getPrecoMedTradeSel(); m_bufPtra [0] = m_minion.getPrecoMedTrade(); m_bufPbuyArrow[0] = dxBuy < dxSel ? m_minion.getPrecoMedTradeBuy():0; m_bufPselArrow[0] = dxSel < dxBuy ? m_minion.getPrecoMedTradeSel():0; //=============================================================================================== //} // Nao tem book, simulamos com os ticks... if( !m_tembook ){ doOnBookEvent(tick); } // processando book no oncalculate... //if( OSI_FEIRA_BOOK_ON_CALCULATE ) doOnBookEvent(_Symbol); //=============================================================================================== // plotando as ofertas do book na barra atual //=============================================================================================== if( rates_total >= prev_calculated && m_pmask>0 && m_pmbid>0 && m_pmbok>0 ){ m_bufPask[0] = m_minion.getPrecoMedBookAsk(); m_bufPbid[0] = m_minion.getPrecoMedBookBid(); m_bufPbok[0] = m_minion.getPrecoMedBook(); if( m_dbid > m_dask ){ m_bufPbidArrow[0] = m_minion.getPrecoMedBookBid(); m_bufPaskArrow[0] = 0; } if( m_dbid < m_dask ){ m_bufPaskArrow[0] = m_minion.getPrecoMedBookAsk(); m_bufPbidArrow[0] = 0; } if( m_dbid == m_dask ){ m_bufPaskArrow[0] = 0 ; m_bufPbidArrow[0] = 0; } //================================================================================================= // Indicador demanda e oferta... // Oferta media ask(book) maior[menor] que demanda buy(tick) médio --> força pra cima // Oferta media bid(book) menor que demanda sel(tick) médio --> força pra baixo // // Oferta media ask(book) maior que demanda buy(tick) médio e // Oferta media bid(book) maior ou igual a demanda sel(tick) médio --> força pra cima maior ainda // // Oferta media bid(book) menor que demanda sel(tick) médio e // Oferta media ask(book) menor ou igual a demanda buy(tick) médio --> força pra baixo maior ainda //================================================================================================= m_ofertaAsk = m_bufPask[0]; // oferta media ask (oferta de venda )... m_ofertaBid = m_bufPbid[0]; // oferta media bid (oferta de compra)... m_demandBuy = m_bufPbuy[0]; // demanda media buy (demanda de compra)... m_demandSel = m_bufPsel[0]; // demanda media sel (demanda de venda )... m_forcaAcima1 = (m_ofertaAsk < m_demandBuy);// Oferta media ask(book) maior[menor] que demanda buy(tick) médio --> força pra cima m_forcaAbaix1 = (m_ofertaBid > m_demandSel);// Oferta media bid(book) menor[maior] que demanda sel(tick) médio --> força pra baixo m_forcaAcima2 = ( m_forcaAcima1 && (m_ofertaBid < m_demandSel) );// força pra cima maior ainda m_forcaAbaix2 = ( m_forcaAbaix1 && (m_ofertaAsk > m_demandBuy) );// força pra baixo maior ainda m_bufPup1Arrow[0] = m_forcaAcima1 ? m_ofertaAsk : 0; m_bufPup2Arrow[0] = m_forcaAcima2 ? m_ofertaAsk : 0; m_bufPdw1Arrow[0] = m_forcaAbaix1 ? m_ofertaBid : 0; m_bufPdw2Arrow[0] = m_forcaAbaix2 ? m_ofertaBid : 0; // //if( (m_ofertaAsk-m_minion.getMed0()) > (m_minion.getMed0()-m_ofertaBid) ) { // if( (m_ofertaAsk-m_minion.getPrecoMedTrade()) > (m_minion.getPrecoMedTrade()-m_ofertaBid) ) { // //reforcar seta acima; // m_bufPdw1Arrow[0] = 0; // m_bufPdw2Arrow[0] = 0; // }else{ // //if( (m_ofertaAsk-m_minion.getMed0()) < (m_minion.getMed0()-m_ofertaBid) ) { // if( (m_ofertaAsk-m_minion.getPrecoMedTrade()) < (m_minion.getPrecoMedTrade()-m_ofertaBid) ) { // //reforcar seta abaixo // m_bufPup1Arrow[0] = 0; // m_bufPup2Arrow[0] = 0; // }else{ // // nao reforcar // m_bufPup1Arrow[0] = 0; // m_bufPup2Arrow[0] = 0; // m_bufPdw1Arrow[0] = 0; // m_bufPdw2Arrow[0] = 0; // } // } //} } // mudou a barra, entao verificamos se eh necessario alterar o tamanho dos vetores de acumulacao de medias... //if( rates_total > prev_calculated ){ m_minion.checkResize(0.3); } //=============================================================================================== calcTempoBarraAtual(time); // segundos na barra atual... //=============================================================================================== // Imprimindo dados de depuracao... //=============================================================================================== imprimirComment(); return(rates_total); } //=============================================================================================== // Processando o historico de ticks no oncalculate... //=============================================================================================== void doOnCalculateHistorico(const int p_rates_total , const int p_prev_calculated, const datetime& p_time[] ){ MqlTick ticks[]; int qtdTicks; LOG_ONCALC_HIST; setAsSeries(false); zerarBufOfertaDemanda(p_prev_calculated); // processando o historico... for( int i=p_prev_calculated; i QTD_BAR_PROC_HIST || i==0 ){ zerarBufOfertaDemanda(p_prev_calculated); continue; } ///m_minion.fecharPeriodo(); // fechando o periodo anterior de coleta de estatisticas qtdTicks = CopyTicksRange( _Symbol , //const string symbol_name, // nome do símbolo ticks , //MqlTick& ticks_array[], // matriz para recebimento de ticks COPY_TICKS_ALL , //uint flags=COPY_TICKS_ALL, // sinalizador que define o tipo de ticks obtidos p_time[i-1]*1000, //ulong from_msc=0, // data a partir da qual são solicitados os ticks p_time[i ]*1000 //ulong to_msc=0 // data ate a qual são solicitados os ticks ); for(int ind=0; ind m_minion.getDxAsk()){ m_qtdWinAsk++; m_dask += (m_minion.getDxBid()-m_minion.getDxAsk()); bolinha_ask = " *";} if(m_minion.getDxBid() == m_minion.getDxAsk()){ m_qtdEmpate++; bolinha_empate = " *";} m_pmask = m_minion.getPrecoMedBookAsk(); m_pmbid = m_minion.getPrecoMedBookBid(); m_pmbok = m_minion.getPrecoMedBook(); m_dom_previsao = m_deslocamento+"FORCA EMPATE :" + IntegerToString(m_qtdEmpate ,0) + " :" + bolinha_empate +"\n"+ m_deslocamento+"FORCA OFER VEN(ASK) SOBE :" + IntegerToString(m_qtdWinAsk ,0) + " :" + DoubleToString(m_dask,_Digits) + bolinha_ask +"\n"+ m_deslocamento+"FORCA OFER COM(BID) DESCE:" + IntegerToString(m_qtdWinBid ,0) + " :" + DoubleToString(m_dbid,_Digits) + bolinha_bid +"\n"+ m_deslocamento+"VOL TOT/VEN(ASK)/COM(BID):" + DoubleToString (m_minion.getVolBook() , _Digits ) +"/"+ DoubleToString (m_minion.getVolBookAsk(), _Digits ) +"/"+ DoubleToString (m_minion.getVolBookBid(), _Digits ) +"\n"+ //m_deslocamento+"DXASK/DXBID : " + DoubleToString (m_minion.getDxAsk() , _Digits ) +"/" + // DoubleToString (m_minion.getDxBid() , _Digits ) +"\n" + m_deslocamento+"PRECO MED ASK/BID:" + DoubleToString (m_minion.getPrecoMedBookAsk(), _Digits ) +"/" + DoubleToString (m_minion.getPrecoMedBookBid(), _Digits ) +"\n"+ //m_deslocamento+"IND TOT/BUY/SEL: " + IntegerToString(m_minion.getIndBook () )+ "/" + // IntegerToString(m_minion.getIndBookAsk() )+ "/" + // IntegerToString(m_minion.getIndBookBid() )+ "\n" + //m_deslocamento+"=======\n" + //m_deslocamento+"BAR TOT/ASK/BID: " + DoubleToString(double(m_minion.getTempoAcumBook ())/(double)m_qtd_sec_periodo, 2 )+ "/" + // DoubleToString(double(m_minion.getTempoAcumBookAsk())/(double)m_qtd_sec_periodo, 2 )+ "/" + // DoubleToString(double(m_minion.getTempoAcumBookBid())/(double)m_qtd_sec_periodo, 2 )+ "\n" m_deslocamento+"=======FIM\n"; } void setAsSeries(bool modo){ ArraySetAsSeries(m_bufPsel , modo ); ArraySetAsSeries(m_bufPbuy , modo ); ArraySetAsSeries(m_bufPask , modo ); ArraySetAsSeries(m_bufPbid , modo ); ArraySetAsSeries(m_bufPaskArrow, modo ); ArraySetAsSeries(m_bufPbidArrow, modo ); ArraySetAsSeries(m_bufPbuyArrow, modo ); ArraySetAsSeries(m_bufPselArrow, modo ); ArraySetAsSeries(m_bufPup1Arrow, modo ); ArraySetAsSeries(m_bufPup2Arrow, modo ); ArraySetAsSeries(m_bufPdw1Arrow, modo ); ArraySetAsSeries(m_bufPdw2Arrow, modo ); ArraySetAsSeries(m_bufPtra , modo ); ArraySetAsSeries(m_bufPbok , modo ); } void zerarBufDemanda(uint i){ m_bufPbuy [i] = 0; m_bufPsel [i] = 0; m_bufPtra [i] = 0; m_bufPbuyArrow[i] = 0; m_bufPselArrow[i] = 0; } void zerarBufOferta(uint i){ m_bufPask [i] = 0; m_bufPbid [i] = 0; m_bufPbok [i] = 0; m_bufPaskArrow[i] = 0; m_bufPbidArrow[i] = 0; } void zerarBufForca(uint i){ m_bufPup1Arrow[i] = 0; m_bufPup2Arrow[i] = 0; m_bufPdw1Arrow[i] = 0; m_bufPdw2Arrow[i] = 0; } // calcula a quantidade de segundos da barra atual e bem como a % de tempo decorrido... uint m_sec_barra_pro_fim ; double m_porcTempoDesdeInicioBarra; double m_porcTempoToFimBarra ; void calcTempoBarraAtual(const datetime& time[]){ // segundos na barra atual... bool tipo = ArrayIsSeries(time); ArraySetAsSeries(time,true); m_sec_barraAtu = TimeCurrent(); m_sec_barraAnt = time[0]; m_sec_barra = (int)(m_sec_barraAtu - m_sec_barraAnt); m_sec_barra_pro_fim = (int)(m_qtd_sec_periodo - m_sec_barra ); ArraySetAsSeries(time,tipo); m_porcTempoDesdeInicioBarra = (m_sec_barra /m_qtd_sec_periodo)*100.0; m_porcTempoToFimBarra = (m_sec_barra_pro_fim/m_qtd_sec_periodo)*100.0; } void zerarBufOfertaDemanda(uint i){ zerarBufOferta(i); zerarBufDemanda(i); zerarBufForca(i); } void openLogFileBook(string arqLog){m_log_book=FileOpen(arqLog, FILE_WRITE|FILE_CSV,';'); writeHeaderLogBook();} void openLogFileTick(string arqLog){m_log_tick=FileOpen(arqLog, FILE_WRITE ); } void writeHeaderLogBook(){ if( !DEBUG ){ return; } FileWrite( m_log_book , "SYMB" , "DATA" , "ID" , "I" , "TP" , "VOLR" , "PRICE" , "DIST" , "volXdist" , "priceXvolXdistACUM" ); } void writeDetLogBook(uint id, int i, string tp, double volr, double price, double distPrice, double volXdist, double priceXvolXdist ){ if( !DEBUG ){ return; } string dt = TimeToString( m_symb.Time(),TIME_DATE|TIME_MINUTES|TIME_SECONDS ); StringReplace ( dt, ".", "-" ); FileWrite( m_log_book , m_symb.Name() , dt , IntegerToString( id ), IntegerToString( i ), tp , DoubleToString ( volr ,_Digits ), DoubleToString ( price ,_Digits ), DoubleToString ( distPrice ,_Digits ), DoubleToString ( volXdist ,_Digits ), DoubleToString ( priceXvolXdist ,_Digits ) ); } void flushLogBook() { if( DEBUG ){ FileFlush(m_log_book ); } } void flushLogTick() { if( DEBUG || DEBUG_TICK ){ FileFlush(m_log_tick ); } } void writeDetLogTick(string comment){ if( DEBUG || DEBUG_TICK ){ FileWrite(m_log_tick, m_tick_util.toStringCSV(comment) ); } } // escrevendo o log de ticks... //+------------------------------------------------------------------+