mql5/Renko40_Separate.mq5

#property strict
#property indicator_separate_window
#property indicator_plots 0
#property indicator_buffers 0

input int BoxSizePoints  = 40;
input int InstanceID     = 1;
input int MaxBricks      = 3000;
input int BrickWidthPx   = 10;
input int BrickGapPx     = 1;
input int LeftMarginPx   = 8;
input int RightMarginPx  = 8;
input int TopMarginPx    = 8;
input int BottomMarginPx = 8;
input datetime AnchorDateTime = D'2026.01.01 00:00';

struct RenkoBrick
{
   double open;
   double close;
   int    direction;
};

RenkoBrick Bricks[];
double BoxSize=0.0;
bool HasAnchor=false;
double Anchor=0.0;
double LastClose=0.0;
int LastDirection=0;
ulong LastTickMsc=0;
double LastTickBid=0.0;
int SubWindow=-1;
bool HistoryLoaded=false;
int HistoryAttempts=0;
datetime HistoryFrom=0;
datetime HistoryTo=0;
int LastCopiedTicks=-1;
int StableCopyCount=0;

string ObjectPrefix(){ return "RENKO40_I"+IntegerToString(InstanceID)+"_"; }
string IndicatorName(){ return "Renko 40 #"+IntegerToString(InstanceID); }

void AddBrick(const double open_price,const double close_price,const int direction)
{
   int count=ArraySize(Bricks);
   if(count>=MaxBricks)
   {
      for(int i=1;i<count;i++) Bricks[i-1]=Bricks[i];
      count--;
      ArrayResize(Bricks,count);
   }
   ArrayResize(Bricks,count+1);
   Bricks[count].open=open_price;
   Bricks[count].close=close_price;
   Bricks[count].direction=direction;
}

void ProcessPrice(const double price)
{
   if(price<=0.0) return;
   if(!HasAnchor){ Anchor=price; HasAnchor=true; return; }

   if(LastDirection==0)
   {
      if(price>=Anchor+BoxSize){ AddBrick(Anchor,Anchor+BoxSize,+1); LastClose=Anchor+BoxSize; LastDirection=+1; }
      else if(price<=Anchor-BoxSize){ AddBrick(Anchor,Anchor-BoxSize,-1); LastClose=Anchor-BoxSize; LastDirection=-1; }
      return;
   }

   if(LastDirection>0)
   {
      while(price>=LastClose+BoxSize){ AddBrick(LastClose,LastClose+BoxSize,+1); LastClose+=BoxSize; }
      if(price<=LastClose-2.0*BoxSize)
      {
         AddBrick(LastClose-BoxSize,LastClose-2.0*BoxSize,-1);
         LastClose-=2.0*BoxSize; LastDirection=-1;
         while(price<=LastClose-BoxSize){ AddBrick(LastClose,LastClose-BoxSize,-1); LastClose-=BoxSize; }
      }
      return;
   }

   while(price<=LastClose-BoxSize){ AddBrick(LastClose,LastClose-BoxSize,-1); LastClose-=BoxSize; }
   if(price>=LastClose+2.0*BoxSize)
   {
      AddBrick(LastClose+BoxSize,LastClose+2.0*BoxSize,+1);
      LastClose+=2.0*BoxSize; LastDirection=+1;
      while(price>=LastClose+BoxSize){ AddBrick(LastClose,LastClose+BoxSize,+1); LastClose+=BoxSize; }
   }
}

void ProcessTick(const ulong time_msc,const double bid)
{
   if(bid<=0.0) return;
   if(time_msc==LastTickMsc && bid==LastTickBid) return;
   LastTickMsc=time_msc; LastTickBid=bid; ProcessPrice(bid);
}

void DeleteObjects()
{
   if(SubWindow<0) return;
   string prefix=ObjectPrefix();
   int total=ObjectsTotal(0,SubWindow,-1);
   for(int i=total-1;i>=0;i--)
   {
      string name=ObjectName(0,i,SubWindow,-1);
      if(StringFind(name,prefix)==0) ObjectDelete(0,name);
   }
}

int GetEffectiveRightMarginPx(const int width)
{
   int margin=RightMarginPx;
   bool chart_shift=(bool)ChartGetInteger(0,CHART_SHIFT,0);
   if(chart_shift)
   {
      double shift_size=ChartGetDouble(0,CHART_SHIFT_SIZE,0);
      if(shift_size>0.0) margin+=(int)MathRound(width*shift_size/100.0);
   }
   return margin;
}

void DrawBrick(const int index,const int slot,const double min_price,const double max_price,const int height)
{
   if(index<0 || index>=ArraySize(Bricks)) return;
   if(height<=TopMarginPx+BottomMarginPx+5) return;
   double top=MathMax(Bricks[index].open,Bricks[index].close);
   double bottom=MathMin(Bricks[index].open,Bricks[index].close);
   double range=max_price-min_price;
   if(range<=0.0) return;
   double usable=height-TopMarginPx-BottomMarginPx;
   int y1=TopMarginPx+(int)MathRound((max_price-top)/range*usable);
   int y2=TopMarginPx+(int)MathRound((max_price-bottom)/range*usable);
   int brick_height=y2-y1; if(brick_height<2) brick_height=2;
   int x=LeftMarginPx+slot*(BrickWidthPx+BrickGapPx);
   string name=ObjectPrefix()+IntegerToString(index);
   if(!ObjectCreate(0,name,OBJ_RECTANGLE_LABEL,SubWindow,0,0)) return;
   ObjectSetInteger(0,name,OBJPROP_CORNER,CORNER_LEFT_UPPER);
   ObjectSetInteger(0,name,OBJPROP_XDISTANCE,x);
   ObjectSetInteger(0,name,OBJPROP_YDISTANCE,y1);
   ObjectSetInteger(0,name,OBJPROP_XSIZE,BrickWidthPx);
   ObjectSetInteger(0,name,OBJPROP_YSIZE,brick_height);
   if(Bricks[index].direction>0){ ObjectSetInteger(0,name,OBJPROP_BGCOLOR,clrLimeGreen); ObjectSetInteger(0,name,OBJPROP_COLOR,clrGreen); }
   else { ObjectSetInteger(0,name,OBJPROP_BGCOLOR,clrTomato); ObjectSetInteger(0,name,OBJPROP_COLOR,clrRed); }
   ObjectSetInteger(0,name,OBJPROP_BORDER_TYPE,BORDER_FLAT);
   ObjectSetInteger(0,name,OBJPROP_SELECTABLE,false);
   ObjectSetInteger(0,name,OBJPROP_SELECTED,false);
   ObjectSetInteger(0,name,OBJPROP_HIDDEN,true);
   ObjectSetInteger(0,name,OBJPROP_BACK,false);
}

void DrawRenko()
{
   if(SubWindow<0) return;
   int total=ArraySize(Bricks); if(total<=0) return;
   int width=(int)ChartGetInteger(0,CHART_WIDTH_IN_PIXELS);
   int height=(int)ChartGetInteger(0,CHART_HEIGHT_IN_PIXELS,SubWindow);
   if(width<=0 || height<=0) return;
   int step=BrickWidthPx+BrickGapPx; if(step<=0) return;
   int effective_right_margin=GetEffectiveRightMarginPx(width);
   int available_slots=(width-LeftMarginPx-effective_right_margin)/step;
   if(available_slots<1) available_slots=1;
   int visible=available_slots;
   if(visible>total) visible=total;
   int start=total-visible;
   int slot_offset=available_slots-visible;
   double min_price=DBL_MAX,max_price=-DBL_MAX;
   for(int i=start;i<total;i++)
   {
      min_price=MathMin(min_price,MathMin(Bricks[i].open,Bricks[i].close));
      max_price=MathMax(max_price,MathMax(Bricks[i].open,Bricks[i].close));
   }
   if(min_price==DBL_MAX || max_price==-DBL_MAX) return;
   double range=max_price-min_price; if(range<=0.0) range=BoxSize;
   double padding=range*0.05; min_price-=padding; max_price+=padding;
   IndicatorSetDouble(INDICATOR_MINIMUM,min_price);
   IndicatorSetDouble(INDICATOR_MAXIMUM,max_price);
   DeleteObjects();
   for(int i=start,slot=slot_offset;i<total;i++,slot++) DrawBrick(i,slot,min_price,max_price,height);
   ChartRedraw(0);
}

void ResetRenkoState()
{
   ArrayResize(Bricks,0); HasAnchor=false; Anchor=0.0; LastClose=0.0; LastDirection=0; LastTickMsc=0; LastTickBid=0.0;
}

bool PrepareHistoryRange()
{
   if(AnchorDateTime<=0) return false;
   datetime now=TimeCurrent(); if(now<=0) return false;
   if(AnchorDateTime>now) return false;
   HistoryFrom=AnchorDateTime;
   HistoryTo=now;
   return true;
}

bool LoadHistory()
{
   if(HistoryFrom==0 || HistoryTo==0)
   {
      if(!PrepareHistoryRange()){ Print("Renko40 #",InstanceID,": invalid anchor date/time"); return false; }
   }

   MqlTick ticks[];
   ResetLastError();
   int copied=CopyTicksRange(_Symbol,ticks,COPY_TICKS_INFO,(ulong)HistoryFrom*1000,(ulong)HistoryTo*1000);
   int error=GetLastError();
   HistoryAttempts++;

   if(copied<=0)
   {
      Print("Renko40 #",InstanceID,": history not ready. Attempt=",HistoryAttempts," Error=",error);
      return false;
   }
   if(error!=0)
   {
      Print("Renko40 #",InstanceID,": history synchronization incomplete. Attempt=",HistoryAttempts," copied=",copied," Error=",error);
      return false;
   }

   if(copied==LastCopiedTicks) StableCopyCount++; else StableCopyCount=0;
   LastCopiedTicks=copied;
   Print("Renko40 #",InstanceID,": CopyTicksRange attempt=",HistoryAttempts," copied=",copied," stable=",StableCopyCount);
   if(StableCopyCount<2) return false;

   ResetRenkoState();
   int processed=0;
   for(int i=0;i<copied;i++)
   {
      if(ticks[i].bid<=0.0) continue;
      ProcessTick(ticks[i].time_msc,ticks[i].bid);
      processed++;
   }
   LastTickMsc=ticks[copied-1].time_msc;
   LastTickBid=ticks[copied-1].bid;
   HistoryLoaded=true;
   Print("Renko40 #",InstanceID,": HISTORICAL INITIALIZATION COMPLETE. AnchorDateTime=",TimeToString(AnchorDateTime,TIME_DATE|TIME_SECONDS)," Ticks=",copied," Processed=",processed," Bricks=",ArraySize(Bricks));
   DrawRenko();
   return true;
}

void ProcessCurrentTick()
{
   if(!HistoryLoaded) return;
   MqlTick tick; if(!SymbolInfoTick(_Symbol,tick)) return;
   double bid=tick.bid; if(bid<=0.0) bid=tick.last; if(bid<=0.0) return;
   ProcessTick(tick.time_msc,bid);
}

int OnInit()
{
   if(InstanceID<1 || AnchorDateTime<=0 || AnchorDateTime>TimeCurrent()){ Print("Renko40: invalid parameters or AnchorDateTime"); return INIT_PARAMETERS_INCORRECT; }
   BoxSize=BoxSizePoints*_Point;
   if(BoxSize<=0.0){ Print("Renko40: invalid BoxSize"); return INIT_PARAMETERS_INCORRECT; }
   IndicatorSetString(INDICATOR_SHORTNAME,IndicatorName());
   ResetRenkoState(); HistoryLoaded=false; HistoryAttempts=0; HistoryFrom=0; HistoryTo=0; LastCopiedTicks=-1; StableCopyCount=0;
   SubWindow=ChartWindowFind(); EventSetTimer(1);
   Print("Renko40 Separate started. InstanceID=",InstanceID," SubWindow=",SubWindow," Box=",BoxSizePoints," points"," AnchorDateTime=",TimeToString(AnchorDateTime,TIME_DATE|TIME_SECONDS)," Prefix=",ObjectPrefix());
   return INIT_SUCCEEDED;
}

void OnDeinit(const int reason){ EventKillTimer(); if(SubWindow>=0) DeleteObjects(); ChartRedraw(0); }

void OnTimer()
{
   if(SubWindow<0) SubWindow=ChartWindowFind(); if(SubWindow<0) return;
   if(!HistoryLoaded){ LoadHistory(); return; }
   ProcessCurrentTick(); DrawRenko();
}

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[])
{
   if(SubWindow<0) SubWindow=ChartWindowFind();
   if(!HistoryLoaded){ LoadHistory(); return rates_total; }
   ProcessCurrentTick();
   return rates_total;
}