RenkoBR/CustomCharts.bkp

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                 CustomCharts.mqh |
//|                                Copyright 2019, Guilherme Santos. |
//+------------------------------------------------------------------+
#property copyright "Copyright 2019, Guilherme Santos."
#property link      "fishguil@gmail.com"
#property version   "1.1"
//+------------------------------------------------------------------+
//| defines                                                          |
//+------------------------------------------------------------------+
#define TIME_MIN D'1970.01.01 00:00'
#define TIME_MAX D'3000.12.31 23:59'
#define CUSTOM_SYMBOL_PATH "CustomCharts"
//+------------------------------------------------------------------+
//| types                                                            |
//+------------------------------------------------------------------+
enum ENUM_CUSTOM_TYPE
  {
   RENKO_TYPE_TICKS,    //Renko Ticks
   RENKO_TYPE_PIPS,     //Renko Pips
   RENKO_TYPE_POINTS,   //Renko Points
   RENKO_TYPE_R,        //Renko R (-1 Tick)
   RENKO_TYPE_ATR,      //Renko ATR
   POINTS_TYPE_TICKS,   //Point Ticks
   POINTS_TYPE_PIPS,    //Point Pips
   POINTS_TYPE_POINTS,  //Point
   POINTS_TYPE_P,       //Point R (-1 Tick)
   POINTS_TYPE_ATR      //Point ATR
  };

enum ENUM_CUSTOM_WINDOW
  {
   CUSTOM_NO_WINDOW,        //No Window
   CUSTOM_CURRENT_WINDOW,   //Current Window
   CUSTOM_NEW_WINDOW        //New Window
  };

//+------------------------------------------------------------------+
//| class                                                            |
//+------------------------------------------------------------------+
class CustomCharts
  {
//Internal Variables
private:
//Buffers
   MqlTick  ticks[],                   //Ticks buffer
            custom_ticks[];            //Custom Ticks buffer
   MqlRates rates[],                   //Rates buffer
            custom_rates[];            //Custom Rates buffer
   datetime real_time[];               //Real time buffer
//Cursor
   long     last_tick;                 //Tick cursor
   datetime last_rate;                 //Rate cursor
//Counters
   int      rates_count,               //Rates Count
            ticks_count,               //Ticks Count
            custom_rates_count,        //Custom Rates Count
            custom_ticks_count;        //Custom Ticks Count
//Config
   ENUM_CUSTOM_TYPE  custom_type;      //Custom Type
   string   chart_symbol,              //Original symbol
            custom_symbol;             //Custom symbol
   double   chart_size,                //Chart size
            brick_size,                //Brick size
            tick_size,                 //Tick size
            up_wick,                   //Upper wick size
            down_wick;                 //Down wick size
   bool     show_wicks,                //Show wicks
            asymetric_reversal,        //Asymetric Reversal
            gaps,                      //Gaps
            level;                     //Level
   ENUM_TIMEFRAMES   open_time;        //Open Time
//History
   datetime rates_history;             //Rates History
   bool     real_ticks,                //Real Ticks
            clear_history,             //Clear History
            advance;                //Ajust time
//Internals
   long     tick_volumes,              //Tick Volumes
            volumes;                   //Volumes
   int hATR, hMA;                      //Handles
//Tick counters   
   datetime calc_tick_time;
   long calc_tick_volume, calc_tick_volume_real;
//Methods
public:
   CustomCharts();
   ~CustomCharts();
   bool     Setup(string symbol, ENUM_CUSTOM_TYPE type, double size, bool wicks, bool asymetric, bool gaps, bool level, bool advance
      , datetime rates_history, bool real_ticks, bool clear_history
      );
   double   GetValue(int buffer, int index);
   double   GetValueAsSeries(int buffer, int index);
   MqlRates GetRate(int index);
   MqlRates GetRateAsSeries(int index);
   int      UpdateRates(datetime from);
   int      UpdateTicks(datetime from, bool last);
//Custom Symbol Methods
   string   GetSymbolName();
   bool     CreateCustomSymbol(string name);
   bool     DeleteCustomSymbol();
   bool     CheckCustomSymbol();
   int      ClearCustomRates(datetime from);
   int      ClearCustomTicks(datetime from);
   int      ReplaceCustomSymbol();
   long     OpenCustomSymbol();
   void     SetCustomSymbol(long chart_id);
   bool     ValidateSymbol(string &name);
   int      UpdateCustomRates();
   int      AddCustomTicks();
//Event Methods
   void     Start(ENUM_CUSTOM_WINDOW window, int event_timer, bool event_book);
   void     Stop();
   void     Refresh();
//Internal Methods
private:
   int AddOne(datetime time, double price);
   int CloseUp(double points, datetime time, int spread);
   int CloseDown(double points, datetime time, int spread);
   int OnCalculate(double price, datetime time, long tick_volume, long volume, int spread);
   int OnCalculate(const MqlRates &price);
   int OnCalculate(const MqlTick &price);
   int OnCalculateOHLC(const MqlRates &price);
  };
//+------------------------------------------------------------------+
//| methods                                                          |
//+------------------------------------------------------------------+
//Default Constructors
CustomCharts::CustomCharts()
  {
   return;
  }

CustomCharts::~CustomCharts()
  {
   ArrayFree(rates);
   ArrayFree(custom_rates);
   ArrayFree(ticks);
   ArrayFree(custom_ticks);
   SymbolSelect(custom_symbol,false);
   CustomSymbolDelete(custom_symbol);   
  }

//Setup Renko
bool CustomCharts::Setup(
   string            symbol    = "",               // Symbol (Default = current)
   ENUM_CUSTOM_TYPE  type      = RENKO_TYPE_TICKS, // Type
   double            size      = 14,               // Brick Size (Ticks, Pips, Points or ATR)
   bool              wicks     = true,             // Show Wicks
   bool              asymetric = true,             // Asymetric Reversals (Artificial open on reversal. RENKO ONLY!)
   bool              p_gaps = false,                 // Gaps
   bool              p_level = true,                 // Level Bricks
   bool              p_advance = true,               // Advance in time
   datetime          p_rates_history = 0,            // History: Rates (Default is 7 Days 1M OHLC rates.)
   bool              p_real_ticks = false,           // History: Real Ticks (History based on real ticks. SLOWER!)
   bool              p_clear_history = true          // History: Clear Custom Symbol
)
  {
   //Check Symbol
   if(symbol == "" || symbol == NULL)
     {
      Print("Line:",__LINE__," - Invalid symbol selected.");
      return(false);
     }
   if(SymbolInfoInteger(symbol, SYMBOL_CUSTOM))
     {
      if (MQL5InfoInteger(MQL5_TESTER) || MQL5InfoInteger(MQL5_DEBUG) || MQL5InfoInteger(MQL5_DEBUGGING) || MQL5InfoInteger(MQL5_OPTIMIZATION) || MQL5InfoInteger(MQL5_VISUAL_MODE))
        {       
         Print("Line:",__LINE__," - symbol selected is custom.");
        }
      else
        {
         Print("Line:",__LINE__," - Custom Symbol selected. Please Change for the original symbol.");
         return(false);         
        }
     }     
   //Select Symbol
   if(SymbolSelect(symbol, true) == false)
     {
      Print("Line:",__LINE__," - Symbol selection error.");
      return(false);
     }  
   //Buffers
   this.rates_count = this.custom_rates_count = ArrayResize(custom_rates, 0, 1000);
   this.ticks_count = this.custom_ticks_count = ArrayResize(custom_ticks, 0, 1000);
   this.last_rate = 0;
   this.last_tick = 0;
   //Chart setup
   this.chart_symbol = symbol;
   this.custom_type = type;
   this.chart_size = size;
   this.show_wicks = wicks;
   this.asymetric_reversal = (custom_type >= RENKO_TYPE_TICKS && custom_type <= RENKO_TYPE_ATR) ? asymetric : false;
   this.gaps = p_gaps;
   this.level = p_level;
   //History
   if(p_rates_history == 0)
      p_rates_history = TruncateTime(TimeTradeServer(), PERIOD_D1) - 7 * 86400; //Default is 7 days
   this.rates_history = p_rates_history;
   this.real_ticks = p_real_ticks;
   this.clear_history = p_clear_history;
   this.advance = p_advance;
   //Brick size
   int digits = (int) SymbolInfoInteger(symbol, SYMBOL_DIGITS);
   double points = SymbolInfoDouble(symbol, SYMBOL_POINT);
   this.tick_size = SymbolInfoDouble(symbol, SYMBOL_TRADE_TICK_SIZE);
   double pip_size = (digits == 5 || digits == 3) ? points * 10 : points;
   if(custom_type == POINTS_TYPE_TICKS || custom_type == RENKO_TYPE_TICKS) brick_size = chart_size * tick_size;
   else if(custom_type == POINTS_TYPE_PIPS || custom_type == RENKO_TYPE_PIPS) brick_size = chart_size * pip_size;
   else if(custom_type == POINTS_TYPE_P || custom_type == RENKO_TYPE_R) brick_size = chart_size * tick_size - tick_size;   
   else brick_size = chart_size;
   brick_size = NormalizeDouble(brick_size, digits);
   //Invalid brick size
   if(brick_size <= 0)
     {
      Print("Line:",__LINE__," - Invalid brick size. Value of ", brick_size, " selected.");
      return(false);
     }
   //Minimum brick size
   if(brick_size < tick_size)
     {
      Print("Line:",__LINE__," - Invalid brick size. Minimum value of ", tick_size, " will be used.");
      brick_size = tick_size;
     }
   //Success
   return(true);
  }

//Add one to buffer array
int CustomCharts::AddOne(datetime time = 0, double price = 0)
  {
   //Resize buffers
   int index = ArrayResize(custom_rates, ArraySize(custom_rates) + 1, 1000) - 1;
   ArrayResize(real_time, ArraySize(custom_rates), 1000);
   if(index <= 0) return 0;
   //Time
   if(time == 0) time = TimeTradeServer();
   real_time[index] = time;
   //M1 Rates indexing
   time = TruncateTime(time, PERIOD_M1);
   if(time <= custom_rates[index-1].time) 
      custom_rates[index].time = custom_rates[index-1].time + 60;
   else 
      custom_rates[index].time = time;
   //Defaults
   if(price == 0) price = custom_rates[index-1].close;
   custom_rates[index].open = custom_rates[index].high = custom_rates[index].low = custom_rates[index].close = price;
   custom_rates[index].tick_volume = custom_rates[index].real_volume = 0;
   custom_rates[index].spread = 0;
   return index;
  }

//Add positive points bar
int CustomCharts::CloseUp(double points, datetime time=0, int spread=0)
  {
   int index = ArraySize(custom_rates) -1;
   //OHLC
   double price = custom_rates[index].open; //custom_rates[index-1].close;
   if(asymetric_reversal) custom_rates[index].open = price + points - brick_size;
   else custom_rates[index].open = price;
   custom_rates[index].high = custom_rates[index].close = price + points;
   //Wicks
   if(show_wicks) custom_rates[index].low = down_wick;
   else custom_rates[index].low = custom_rates[index].open;
   down_wick = custom_rates[index].close;
   //Volumes
   custom_rates[index].tick_volume = tick_volumes;
   custom_rates[index].real_volume = volumes;
   custom_rates[index].spread = spread;
   tick_volumes = volumes = 0;
   //Add one
   return AddOne(time);
  }

//Add negative points bar
int CustomCharts::CloseDown(double points, datetime time=0, int spread=0)
  {
   int index = ArraySize(custom_rates) -1;
   //OHLC
   double price = custom_rates[index].open; //custom_rates[index-1].close;
   if(asymetric_reversal) custom_rates[index].open = price - points + brick_size;
   else custom_rates[index].open = price;
   custom_rates[index].low = custom_rates[index].close = price - points;
   //Wicks
   if(show_wicks) custom_rates[index].high = up_wick;
   else custom_rates[index].high = custom_rates[index].open;
   up_wick = custom_rates[index].close;
   //Volumes
   custom_rates[index].tick_volume = tick_volumes;
   custom_rates[index].real_volume = volumes;
   custom_rates[index].spread = spread;
   tick_volumes = volumes = 0;
   //Add one
   return AddOne(time);
  }

//Load price information
datetime calc_rates_time;
long calc_rates_volume, calc_rates_volume_real;
int CustomCharts::OnCalculate(double price, datetime time=0, long tick_volume=0, long volume=0, int spread=0)
  {
   //Wicks
   up_wick = MathMax(up_wick, price);
   down_wick = MathMin(down_wick, price);
   if(down_wick <= 0) down_wick = price;
   //Time
   datetime current_time = TruncateTime(SymbolInfoInteger(chart_symbol, SYMBOL_TIME), PERIOD_M1);
   if(time != calc_rates_time)
     {
      calc_rates_time = time;
      tick_volumes += calc_rates_volume;
      volumes += calc_rates_volume_real;
     }
   //Volume
   calc_rates_volume = tick_volume;
   calc_rates_volume_real = volume;
   //Buffer
   int size = ArraySize(custom_rates);
   int index = size-1;
   //First bricks
   if(size==0)
     {
      //1st Buffers
      ArrayResize(custom_rates, 2, 1000);

      custom_rates[0].time = time - 120;
      custom_rates[0].open = NormalizeDouble(MathFloor(price/brick_size) * brick_size,_Digits) - brick_size;
      custom_rates[0].high = custom_rates[0].low = custom_rates[0].close = custom_rates[0].open;
      custom_rates[0].tick_volume = custom_rates[0].real_volume = 0;
      custom_rates[0].spread = 0;

      custom_rates[1].time = time - 60;
      custom_rates[1].open = custom_rates[1].low = custom_rates[0].close;
      custom_rates[1].high = custom_rates[1].close = custom_rates[0].close + brick_size;
      custom_rates[1].tick_volume = custom_rates[1].real_volume = 0;
      custom_rates[1].spread = 0;

      //Current Buffer
      up_wick = down_wick = price;
      index = AddOne(time);
     }
// New Daily Open
   if(this.gaps)
      if(TruncateTime(time, PERIOD_D1) != TruncateTime(real_time[index], PERIOD_D1))
        {
         if(this.level) price = NormalizeDouble(MathFloor(price/brick_size) * brick_size,_Digits);
         else price = NormalizeDouble(MathFloor(price/tick_size) * tick_size,_Digits);
         up_wick = down_wick = price;
         index = AddOne(time, price);
        }
// Points
   if(custom_type == POINTS_TYPE_TICKS 
      || custom_type == POINTS_TYPE_PIPS 
      || custom_type == POINTS_TYPE_POINTS
      || custom_type == POINTS_TYPE_ATR)
     {
      //Fill
      //Up
      if(price >= custom_rates[index].open+brick_size)
      for(; price >= custom_rates[index].open+brick_size;)
         index = CloseUp(brick_size, time, spread);
      //Down
      if(price <= custom_rates[index].open-brick_size)
      for(; price <= custom_rates[index].open-brick_size;)
         index = CloseDown(brick_size, time, spread);
     }
   else if(custom_type == POINTS_TYPE_P)
     {
      //Up
      if(price > custom_rates[index].open)
      for(; price > custom_rates[index].open+brick_size;)
         index = CloseUp(brick_size, time, spread);
      //Down
      if(price < custom_rates[index].open)
      for(; price < custom_rates[index].open-brick_size;)
         index = CloseDown(brick_size, time, spread);
     }
//Renko
   else if(custom_type == RENKO_TYPE_TICKS 
      || custom_type == RENKO_TYPE_PIPS 
      || custom_type == RENKO_TYPE_POINTS
      || custom_type == RENKO_TYPE_ATR)
     {
      //Up
      if(custom_rates[index-1].close > custom_rates[index-2].close){
         if(price >= custom_rates[index-1].close+brick_size)
           {
            for(; price >= custom_rates[index-1].close+brick_size;)
               index = CloseUp(brick_size, time, spread);
           } 
         //Reversal
         else if(price <= custom_rates[index-1].close - brick_size * 2.0) 
           {
            index = CloseDown(brick_size * 2.0, time, spread);
            for(; price <= custom_rates[index-1].close-brick_size;)
               index = CloseDown(brick_size, time, spread);
           }
      }
      //Down
      if(custom_rates[index-1].close < custom_rates[index-2].close){
         if(price <= custom_rates[index-1].close-brick_size)
           {
            for(; price <= custom_rates[index-1].close-brick_size;)
               index = CloseDown(brick_size, time, spread);
           } 
         //Reversal
         else if(price >= custom_rates[index-1].close + brick_size * 2.0)
           {
            index = CloseUp(brick_size * 2.0, time, spread);
            for(; price >= custom_rates[index-1].close+brick_size;)
               index = CloseUp(brick_size, time, spread);
           }
       }
     }
   else if(custom_type == RENKO_TYPE_R)
     {
      //Up
      if(custom_rates[index-1].close > custom_rates[index-2].close)
        {
         if(price > custom_rates[index-1].close+brick_size)
           {
            for(; price > custom_rates[index-1].close+brick_size;)
               index = CloseUp(brick_size, time, spread);
           } 
         //Reversal
         else if(price < custom_rates[index-1].close - brick_size * 2.0) 
           {
            index = CloseDown(brick_size * 2.0, time, spread);
            for(; price < custom_rates[index-1].close-brick_size;)
               index = CloseDown(brick_size, time, spread);
           }
        }
      //Down
      if(custom_rates[index-1].close < custom_rates[index-2].close)
        {
         if(price < custom_rates[index-1].close-brick_size)
           {
            for(; price < custom_rates[index-1].close-brick_size;)
               index = CloseDown(brick_size, time, spread);
           }
         //Reversal
         else if(price > custom_rates[index-1].close + brick_size * 2.0)
           {
            index = CloseUp(brick_size * 2.0, time, spread);
            for(; price > custom_rates[index-1].close+brick_size;)
               index = CloseUp(brick_size, time, spread);
           }
        }
     }
//Advance in time
   if(!this.advance)
      if(custom_rates[index].time > current_time)
        {
         datetime from = 0;
         custom_rates[index].time = current_time;
         for(int i = index; i > 1; i--)
            if(custom_rates[i].time <= custom_rates[i-1].time)
               custom_rates[i-1].time = from = custom_rates[i].time - 60;
            else 
               break;
        }
   //Buffer
   custom_rates[index].high = up_wick;
   custom_rates[index].low = down_wick;
   custom_rates[index].close = price;
   custom_rates[index].tick_volume = tick_volumes + tick_volume;
   custom_rates[index].real_volume = volumes + volume;
   custom_rates[index].spread = spread;
   //Size
   last_rate = custom_rates[index].time; 
   size = rates_count = ArraySize(custom_rates);
   return size;
  }

//Load price rates information
int CustomCharts::OnCalculate(const MqlRates &price)
  {
   //Price
   return this.OnCalculate(price.close, price.time, price.tick_volume, price.real_volume, price.spread);
  }

//Load price tick information
int CustomCharts::OnCalculate(const MqlTick &price)
  {
   //Truncate current time
   datetime time = TruncateTime(price.time, PERIOD_M1);
   //Calculating volume
   if(time > calc_tick_time)
      calc_tick_volume_real = calc_tick_volume = 0;
   calc_tick_volume += (long) price.volume;
   calc_tick_volume_real += (long) price.volume_real;
   //Calculate bars
   int size = 0;
   if(price.bid > price.ask) //Auction
      size = 0; 
   else if(SymbolInfoInteger(custom_symbol, SYMBOL_CHART_MODE) == SYMBOL_CHART_MODE_BID && price.bid > 0) 
      size = this.OnCalculate(price.bid, time, calc_tick_volume, calc_tick_volume_real);
   else if(SymbolInfoInteger(custom_symbol, SYMBOL_CHART_MODE) == SYMBOL_CHART_MODE_LAST && price.last > 0)
      size = this.OnCalculate(price.last, time, calc_tick_volume, calc_tick_volume_real);
   calc_tick_time = time;
   return size;
  }

//Load OHLC price rates information
int CustomCharts::OnCalculateOHLC(const MqlRates &price)
  {
   this.OnCalculate(price.open, price.time, 0, 0, price.spread);
   if(price.close > price.open)
     {
      this.OnCalculate(price.low, price.time, 0, 0, price.spread);
      this.OnCalculate(price.high, price.time, 0, 0, price.spread);
     }
   else
     {
      this.OnCalculate(price.high, price.time, 0, 0, price.spread);
      this.OnCalculate(price.low, price.time, 0, 0, price.spread);
     }
   return this.OnCalculate(price.close, price.time, price.tick_volume, price.real_volume, price.spread);
  }

//Update rates
int CustomCharts::UpdateRates(datetime from = 0)
  {
   if(!CheckCustomSymbol()) return 0;
   int copied = 0;
   //Copy rates history
   if(from == 0) from = TimeTradeServer();
   if(rates_count == 0)
     {
      //History
      copied = CopyRates(chart_symbol, PERIOD_M1, from, TimeTradeServer(), rates);
      if(copied > 0) 
      for(int i = 0; i < copied; i++)
         this.OnCalculateOHLC(rates[i]);
     }
   else 
     {
      //Last rate
      copied = CopyRates(chart_symbol, PERIOD_M1, last_rate, TimeTradeServer(), rates);
      if(copied > 0) 
      for(int i = 0; i < copied; i++)
         this.OnCalculate(rates[i]);
     }
   //Return
   copied = ArraySize(custom_rates);
   return copied;
  }

//Update ticks
int CustomCharts::UpdateTicks(datetime from = 0, bool last = false)
  {
   if(!CheckCustomSymbol()) return 0;
   //Copy ticks history
   if(from == 0) from = TimeTradeServer();
   int copied = ArrayResize(custom_ticks, 0, 1000);
   if(ticks_count == 0)
      if(rates_count == 0)
         copied = CopyTicksRange(chart_symbol, custom_ticks, COPY_TICKS_ALL, 1000 * (long) from);
      else
         copied = CopyTicks(chart_symbol, custom_ticks, COPY_TICKS_ALL, 0, 1);
   else if(last == true)
      copied = CopyTicks(chart_symbol, custom_ticks, COPY_TICKS_ALL, 0, 1);
   else
      copied = CopyTicks(chart_symbol, custom_ticks, COPY_TICKS_ALL, last_tick + 1, 1000);
   //Discard repeated ticks
   if(copied <= 0) return 0;
   if(custom_ticks[0].time_msc <= last_tick) return 0;
   ticks_count += copied;
   //Update custom tick
   for(int i = 0; i < copied; i++)
     {
      this.OnCalculate(custom_ticks[i]);
      last_tick = custom_ticks[i].time_msc;
      custom_ticks[i].time = (datetime) GetValue(0);
      custom_ticks[i].time_msc = 0;
     }
   return copied;
  }

//+------------------------------------------------------------------+
//| output methods                                                   |
//+------------------------------------------------------------------+

//Get rates
MqlRates CustomCharts::GetRate(int index = -1)
  {
   index = (index < 0) ? ArraySize(custom_rates)-1 : index;
   if(index < 0) return custom_rates[0];
   return custom_rates[index];
  }

//Get rates as series
MqlRates CustomCharts::GetRateAsSeries(int index = -1)
  {
   index = ArraySize(custom_rates)-index;
   index = (index<=0) ? ArraySize(custom_rates)-1 : index-1;
   if(index < 0) return custom_rates[0];
   return custom_rates[index];
  }

//Get values
double CustomCharts::GetValue(int buffer = 0, int index = -1)
  {
   index = (index < 0) ? ArraySize(custom_rates)-1 : index;
   if(index<0) return EMPTY_VALUE;
   switch(buffer)
   {
      case  0: return (double) custom_rates[index].time;          break; //Time
      case  1: return          custom_rates[index].open;          break; //Open
      case  2: return          custom_rates[index].high;          break; //High
      case  3: return          custom_rates[index].low;           break; //Low
      case  4: return          custom_rates[index].close;         break; //Close
      case  5: return (double) custom_rates[index].tick_volume;   break; //Tick volume
      case  6: return (double) custom_rates[index].real_volume;   break; //Volume
      case  7: return (double) custom_rates[index].spread;        break; //Spread
      case  8: return (double) real_time[index];                  break; //Real time
      default: return EMPTY_VALUE; break;
   }
  }

//Get values as series
double CustomCharts::GetValueAsSeries(int buffer = 0, int index = -1)
{
   index = ArraySize(custom_rates)-index;
   index = (index<=0) ? ArraySize(custom_rates)-1 : index-1;
   if(index<0) return EMPTY_VALUE;
   switch(buffer)
   {
      case  0: return (double) custom_rates[index].time;          break; //Time
      case  1: return          custom_rates[index].open;          break; //Open
      case  2: return          custom_rates[index].high;          break; //High
      case  3: return          custom_rates[index].low;           break; //Low
      case  4: return          custom_rates[index].close;         break; //Close
      case  5: return (double) custom_rates[index].tick_volume;   break; //Tick volume
      case  6: return (double) custom_rates[index].real_volume;   break; //Volume
      case  7: return (double) custom_rates[index].spread;        break; //Spread
      case  8: return (double) real_time[index];                  break; //Real time
      default: return EMPTY_VALUE; break;
   }    
}

//+------------------------------------------------------------------+
//| custom symbol methods                                            |
//+------------------------------------------------------------------+
//Return custom symbol name
string CustomCharts::GetSymbolName()
  {
   return custom_symbol;
  }

//Create points custom symbol
bool CustomCharts::CreateCustomSymbol(string name = "")
  {
   custom_symbol = name;
   //Symbol name
   if(name == "" || name == NULL)
     {
      if(custom_type == RENKO_TYPE_TICKS) custom_symbol = StringFormat("%s.R%gtks", chart_symbol, chart_size);
      else if(custom_type == RENKO_TYPE_PIPS) custom_symbol = StringFormat("%s.R%gpip", chart_symbol, chart_size);
      else if(custom_type == RENKO_TYPE_POINTS) custom_symbol = StringFormat("%s.R%gpts", chart_symbol, chart_size);
      else if(custom_type == RENKO_TYPE_R) custom_symbol = StringFormat("%s.R%g", chart_symbol, chart_size);
      else if(custom_type == POINTS_TYPE_TICKS) custom_symbol = StringFormat("%s.P%gtks", chart_symbol, chart_size);
      else if(custom_type == POINTS_TYPE_PIPS) custom_symbol = StringFormat("%s.P%gpip", chart_symbol, chart_size);
      else if(custom_type == POINTS_TYPE_POINTS) custom_symbol = StringFormat("%s.P%gpts", chart_symbol, chart_size);
      else if(custom_type == POINTS_TYPE_P) custom_symbol = StringFormat("%s.P%g", chart_symbol, chart_size);

     }
   //Delete symbol
   if(this.clear_history)
      DeleteCustomSymbol();
   //Create symbol
   bool is_custom = false;
   if(SymbolExist(custom_symbol, is_custom))
      return is_custom;
   else
      return CustomSymbolCreate(custom_symbol, CUSTOM_SYMBOL_PATH, chart_symbol);

  }

//Check custom symbol
bool CustomCharts::CheckCustomSymbol()
  {
   if(custom_symbol == "" || custom_symbol == NULL)
      return(false);
   return((bool) SymbolInfoInteger(custom_symbol, SYMBOL_CUSTOM));
  }

//Delete custom symbol
bool CustomCharts::DeleteCustomSymbol()
  {
   if(custom_symbol == _Symbol)
      return false;
   if(SymbolSelect(custom_symbol, false))
      return CustomSymbolDelete(custom_symbol);
   else
      return false;
  }
 
//Clear custom rates
int CustomCharts::ClearCustomRates(datetime from = 0)
  {
   if(!CheckCustomSymbol()) return false;
   //Delete custom ticks
   int deleted = CustomRatesDelete(custom_symbol, from, TIME_MAX);
   if(deleted > 0) PrintFormat("[%s] %d custom rates deleted", custom_symbol, deleted);
   custom_rates_count = 0;
   return deleted;
  }

//Clear custom ticks
int CustomCharts::ClearCustomTicks(datetime from = 0)
  {
   if(!CheckCustomSymbol()) return false;
   //Delete custom ticks
   int deleted = CustomTicksDelete(custom_symbol, from * 1000, TIME_MAX * 1000);
   if(deleted > 0) PrintFormat("[%s] %d custom ticks deleted", custom_symbol, deleted);
   custom_ticks_count = 0;
   return deleted;
  }
  
//Update custom symbol rates
int CustomCharts::ReplaceCustomSymbol()
  {
   if(!CheckCustomSymbol()) return 0;
   int copied = CustomRatesUpdate(custom_symbol, custom_rates);
   return copied;
  }

//Open custom symbol window
long CustomCharts::OpenCustomSymbol()
  {
   if(!CheckCustomSymbol()) return -1;
   SymbolSelect(custom_symbol, true);
   long chart_id = ChartOpen(custom_symbol, PERIOD_M1);
   ChartSetInteger(chart_id, CHART_MODE, CHART_CANDLES);
   ChartSetInteger(chart_id, CHART_SHOW_PERIOD_SEP, 0, true);
   ChartSetInteger(chart_id, CHART_SHOW_GRID, 0, false);
   ChartSetInteger(chart_id, CHART_AUTOSCROLL, true); 
   ChartSetInteger(chart_id, CHART_SHIFT, false); 
   ChartNavigate(chart_id, CHART_END, 0);
   return chart_id;
  }

//Set chart current symbol
void CustomCharts::SetCustomSymbol(long chart_id = 0)
  {
   if(!CheckCustomSymbol()) return;
   SymbolSelect(custom_symbol, true);
   ChartSetSymbolPeriod(chart_id, custom_symbol, PERIOD_M1);
   ChartSetInteger(chart_id, CHART_MODE, CHART_CANDLES);
   ChartSetInteger(chart_id, CHART_SHOW_PERIOD_SEP, 0, true);
   ChartSetInteger(chart_id, CHART_SHOW_GRID, 0, false);
   ChartSetInteger(chart_id, CHART_AUTOSCROLL, true); 
   ChartSetInteger(chart_id, CHART_SHIFT, false);
   ChartNavigate(chart_id, CHART_END, 0);
  }

//Validate original symbol
bool CustomCharts::ValidateSymbol(string &name)
  {
   if(name=="" || name==NULL) 
      name = _Symbol;
   if(SymbolInfoInteger(name, SYMBOL_CUSTOM))
     {
      string new_name = StringAt(name, "_");
      if(SymbolInfoInteger(new_name, SYMBOL_CUSTOM))
         return false;
      else 
         name = new_name;
     }
   return true;
  }

//Update custom rates
int CustomCharts::UpdateCustomRates()
  {
   ResetLastError();
   if(!CheckCustomSymbol()) return 0;
   if(rates_count <= 0) return 0;
   if(rates_count == custom_rates_count) return 0;
   if(custom_rates_count == 0) 
     {
      ClearCustomTicks(custom_rates[0].time);
      ClearCustomRates(custom_rates[0].time);
     }
   int copied = CustomRatesUpdate(custom_symbol, custom_rates);
   if(copied > 0) custom_rates_count = copied;
   //Info
   if(_LastError > 0)
     {
      printf("[%s] CustomRatesUpdate error: %d, %d of %d rates copied.", _Symbol, _LastError, copied, ArraySize(custom_rates));
      ArrayPrint(custom_rates, _Digits, NULL, 0, 10);
     }
   //Return
   return copied;
  }

//Update custom tick
int CustomCharts::AddCustomTicks()
  {
   ResetLastError();
   if(!CheckCustomSymbol()) return 0;
   if(ArraySize(custom_ticks) <= 0) return 0;
   if(custom_ticks_count == 0) 
      ClearCustomTicks(custom_rates[0].time);
   int copied = CustomTicksAdd(custom_symbol, custom_ticks);
   if(copied > 0) custom_ticks_count += copied;
   //Info
   if(_LastError > 0)
     {
      printf("[%s] CustomTicksAdd error: %d, %d of %d ticks added.", _Symbol, _LastError, copied, ArraySize(custom_ticks));
      ArrayPrint(custom_ticks, _Digits, NULL, 0, 10);
     }
   return copied;
  }

//Refresh custom data
void CustomCharts::Refresh()
  {
   //History
    if(rates_count == 0)
     {
      if(real_ticks)
         UpdateTicks(rates_history);
      else
         UpdateRates(rates_history);
      UpdateCustomRates();
      return;
     }
   //Update custom symbol
   UpdateCustomRates();
   if(UpdateTicks() > 0) AddCustomTicks();
  }

//+------------------------------------------------------------------+
//| event methods                                                    |
//+------------------------------------------------------------------+
//Create Points Chart/Events
void CustomCharts::Start(ENUM_CUSTOM_WINDOW window = CUSTOM_NO_WINDOW, int event_timer = 0, bool event_book = false)
  {
   //Clear History
   if(this.clear_history)
     {
      ClearCustomRates();
      ClearCustomTicks();
     }
   //Open/Set Custom Symbol
   if(window == CUSTOM_NEW_WINDOW)
     {
      OpenCustomSymbol();
      Comment("Updating Custom Symbol: ", custom_symbol);
     }
   else if(window == CUSTOM_CURRENT_WINDOW)
     {
      SetCustomSymbol();
      Print("Updating Custom Symbol: ", _Symbol);
     }
   //Events
   if(event_timer > 0)
      EventSetMillisecondTimer(event_timer);
   if(event_book)
      MarketBookAdd(chart_symbol);
   if(_LastError > 0)
      Print(TimeCurrent(), " - Erro: ", _LastError);
  }

//Release OnBookEvent
void CustomCharts::Stop()
  {
//---
   Comment("");
   MarketBookRelease(chart_symbol);
  }

//+------------------------------------------------------------------+
//| custom functions                                                 |
//+------------------------------------------------------------------+
string StringAt(string text, string separator, int position = 0)
  {
   string result[];
   ushort s = StringGetCharacter(separator, 0);
   int n = StringSplit(text, s, result);
   if(position < n)
      return result[position];
   else
      return "";
  }

string StringPeriod(ENUM_TIMEFRAMES value)
  {
   if(value == PERIOD_CURRENT) value = (ENUM_TIMEFRAMES) _Period;
   string period = EnumToString(value);
   return StringSubstr(period, 7);
  }

string StringMethod(ENUM_MA_METHOD value)
  {
   string method = EnumToString(value);
   return StringSubstr(method, 5);
  }  

datetime TruncateTime(datetime tm, ENUM_TIMEFRAMES tf) {
   MqlDateTime ts;
   switch (tf) {
      case PERIOD_MN1:
         TimeToStruct(tm, ts);
         return tm - (tm % 86400) - ((ts.day - 1) * 86400);
      case PERIOD_W1:
         return (((tm - 259200) / 604800) * 604800) + 259200;
      default:
         return tm - (tm % (PeriodSeconds(tf)));
   }
}