101 lines
3.5 KiB
MQL5
101 lines
3.5 KiB
MQL5
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//+------------------------------------------------------------------+
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//| SeriesSpread.mq5 |
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//| Copyright 2021, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property script_show_inputs
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#include "..\..\Include\PRTF.mqh"
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// The macro provides more convenient datetime output without seconds
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#define ArrayPrintM(A) \
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ArrayPrint(A, _Digits, NULL, 0, -1, \
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ARRAYPRINT_INDEX | ARRAYPRINT_DATE | ARRAYPRINT_MINUTES)
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input string WorkSymbol = NULL; // Symbol (leave empty for current)
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input ENUM_TIMEFRAMES _TimeFrame = PERIOD_CURRENT; // TimeFrame
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input int BarCount = 100;
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// we need this replacement variable because inputs are read-only
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const ENUM_TIMEFRAMES TimeFrame = _TimeFrame == PERIOD_CURRENT ? _Period : _TimeFrame;
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//+------------------------------------------------------------------+
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//| Pair of properties per single bar: timestamp and spread |
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//+------------------------------------------------------------------+
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struct SpreadPerBar
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{
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datetime time;
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int spread;
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};
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//+------------------------------------------------------------------+
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//| Script program start function |
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//+------------------------------------------------------------------+
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void OnStart()
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{
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if(TimeFrame >= PERIOD_D1
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|| TimeFrame == PERIOD_M1)
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{
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Print("Use intraday timeframe larger than M1 and smaller than D1, please");
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return;
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}
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SpreadPerBar peaks[];
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ArrayResize(peaks, BarCount);
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ZeroMemory(peaks);
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for(int i = 0; i < BarCount; ++i)
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{
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int spreads[];
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const datetime next = iTime(WorkSymbol, TimeFrame, i);
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const datetime prev = iTime(WorkSymbol, TimeFrame, i + 1);
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const int n = CopySpread(WorkSymbol, PERIOD_M1, prev, next - 1, spreads);
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const int m = ArrayMaximum(spreads);
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if(m > -1)
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{
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peaks[i].spread = spreads[m];
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peaks[i].time = prev;
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}
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}
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PrintFormat("Maximal speads per intraday bar\nProcessed %d bars on %s %s",
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BarCount, StringLen(WorkSymbol) > 0 ? WorkSymbol : _Symbol,
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EnumToString(TimeFrame));
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ArrayPrintM(peaks);
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/*
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output example (excerpt):
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Maximal speads per intraday bar
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Processed 100 bars on EURUSD PERIOD_H1
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[ 0] 2021.10.12 14:00 1
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[ 1] 2021.10.12 13:00 1
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[ 2] 2021.10.12 12:00 1
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[ 3] 2021.10.12 11:00 1
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[ 4] 2021.10.12 10:00 0
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[ 5] 2021.10.12 09:00 1
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[ 6] 2021.10.12 08:00 2
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[ 7] 2021.10.12 07:00 2
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[ 8] 2021.10.12 06:00 1
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[ 9] 2021.10.12 05:00 1
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[10] 2021.10.12 04:00 1
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[11] 2021.10.12 03:00 1
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[12] 2021.10.12 02:00 4
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[13] 2021.10.12 01:00 16
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[14] 2021.10.12 00:00 65
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[15] 2021.10.11 23:00 15
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[16] 2021.10.11 22:00 2
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[17] 2021.10.11 21:00 1
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[18] 2021.10.11 20:00 1
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[19] 2021.10.11 19:00 2
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[20] 2021.10.11 18:00 1
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[21] 2021.10.11 17:00 1
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[22] 2021.10.11 16:00 1
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[23] 2021.10.11 15:00 2
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[24] 2021.10.11 14:00 1
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...
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*/
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}
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//+------------------------------------------------------------------+
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