86 lines
2.4 KiB
MQL5
86 lines
2.4 KiB
MQL5
|
//+------------------------------------------------------------------+
|
||
|
|
//| MyExpertAdvisor.mq5 |
|
||
|
|
//| by XYZ |
|
||
|
|
//| https://www.example.com/ |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
#property copyright "Copyright XYZ"
|
||
|
|
#property link "https://www.example.com/"
|
||
|
|
#property version "1.00"
|
||
|
|
#property strict
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Expert initialization function |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
|
||
|
|
int OnInit()
|
||
|
|
{
|
||
|
|
//--- specify the number of bars to retrieve
|
||
|
|
int limit = 1440;
|
||
|
|
|
||
|
|
//--- create an array to store the closing prices
|
||
|
|
MqlRates rates[];
|
||
|
|
ArraySetAsSeries(rates, true);
|
||
|
|
|
||
|
|
//--- retrieve the closing prices
|
||
|
|
int copied = CopyRates(_Symbol, PERIOD_M1, 0, limit, rates);
|
||
|
|
|
||
|
|
Print("Copied Values:",copied);
|
||
|
|
|
||
|
|
if (copied == 0)
|
||
|
|
{
|
||
|
|
Print("Error copying rates data: ", GetLastError());
|
||
|
|
return INIT_FAILED;
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
//--- calculate the price differences
|
||
|
|
double diff[];
|
||
|
|
ArrayResize(diff, limit-1);
|
||
|
|
for (int i=0; i<limit-1; i++)
|
||
|
|
{
|
||
|
|
diff[i] = rates[i].close - rates[i+1].close;
|
||
|
|
}
|
||
|
|
|
||
|
|
//--- count the number of series where the price rises or falls
|
||
|
|
int rises[10], falls[10];
|
||
|
|
ArrayInitialize(rises, 0);
|
||
|
|
ArrayInitialize(falls, 0);
|
||
|
|
int count = 0;
|
||
|
|
bool prev_rise = false, prev_fall = false;
|
||
|
|
for (int i=0; i<limit-2; i++)
|
||
|
|
{
|
||
|
|
bool rise = (diff[i] < diff[i+1]);
|
||
|
|
bool fall = (diff[i] > diff[i+1]);
|
||
|
|
if (rise && prev_rise)
|
||
|
|
{
|
||
|
|
count++;
|
||
|
|
}
|
||
|
|
else
|
||
|
|
{
|
||
|
|
rises[count]++;
|
||
|
|
count = 0;
|
||
|
|
}
|
||
|
|
prev_rise = rise;
|
||
|
|
if (fall && prev_fall)
|
||
|
|
{
|
||
|
|
count++;
|
||
|
|
}
|
||
|
|
else
|
||
|
|
{
|
||
|
|
falls[count]++;
|
||
|
|
count = 0;
|
||
|
|
}
|
||
|
|
prev_fall = fall;
|
||
|
|
}
|
||
|
|
rises[count]++;
|
||
|
|
falls[count]++;
|
||
|
|
|
||
|
|
//--- output the results
|
||
|
|
for (int i=2; i<=10; i++)
|
||
|
|
{
|
||
|
|
PrintFormat("Series of %d consecutive rises: %d", i, rises[i]);
|
||
|
|
PrintFormat("Series of %d consecutive falls: %d", i, falls[i]);
|
||
|
|
}
|
||
|
|
|
||
|
|
return INIT_SUCCEEDED;
|
||
|
|
}
|