mql5/Include/Mql5Book/Price.mqh

//+------------------------------------------------------------------+
//|                                                        Price.mqh |
//|                                                     Andrew Young |
//|                                 http://www.expertadvisorbook.com |
//+------------------------------------------------------------------+

#property copyright "Andrew Young"
#property link      "http://www.expertadvisorbook.com"


class CBars {
private:
   int               BarCount;
public:
   CBars(void);
   MqlRates          bar[];
   void              Update(string pSymbol, ENUM_TIMEFRAMES pPeriod, int barCount);
   double            Close(int pShift);
   double            High(int pShift);
   double            Low(int pShift);
   double            Open(int pShift);
   datetime          Time(int pShift);
   long              TickVolume(int pShift);
   long              Volume(int pShift);
   void              GetCloses(double &closes[]);
   void              GetOpens(double &opens[]);
   void              GetHighs(double &highs[]);
   void              GetLows(double &lows[]);
   void              GetTimes(datetime &times[]);
   void              GetVolumes(long &volumes[]);
   int               GetBarCount();
   int               IndexByTime(datetime t);
   double            Point(string pSymbol);
   double            HighestHigh(string pSymbol, ENUM_TIMEFRAMES pPeriod, int pBars, int pStart = 0);
   int               HighestHighIndex(string pSymbol, ENUM_TIMEFRAMES pPeriod, int pBars, int pStart = 0);
   double            LowestLow(string pSymbol, ENUM_TIMEFRAMES pPeriod, int pBars, int pStart = 0);
   int               LowestLowIndex(string pSymbol, ENUM_TIMEFRAMES pPeriod, int pBars, int pStart = 0);
};


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
CBars::CBars(void) {
   ArraySetAsSeries(bar, true);
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CBars::Update(string pSymbol, ENUM_TIMEFRAMES pPeriod, int barCount = 1000) {
   CopyRates(pSymbol, pPeriod, 0, barCount, bar);
   BarCount = barCount;
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CBars::Point(string pSymbol) {
   return(SymbolInfoDouble(pSymbol, SYMBOL_POINT));
}/**/

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CBars::Close(int pShift = 0) {
   return(bar[pShift].close);
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CBars::High(int pShift = 0) {
   return(bar[pShift].high);
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CBars::Low(int pShift = 0) {
   return(bar[pShift].low);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CBars::Open(int pShift = 0) {
   return(bar[pShift].open);
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
long CBars::TickVolume(int pShift = 0) {
   return(bar[pShift].tick_volume);
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
datetime CBars::Time(int pShift = 0) {
   return(bar[pShift].time);
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
long CBars::Volume(int pShift = 0) {
   return(bar[pShift].real_volume);
}


//+------------------------------------------------------------------+
//| Current Price Information                                                                |
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double Ask(string pSymbol = NULL) {
   if(pSymbol == NULL)
      pSymbol = _Symbol;
   return(SymbolInfoDouble(pSymbol, SYMBOL_ASK));
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double Bid(string pSymbol = NULL) {
   if(pSymbol == NULL)
      pSymbol = _Symbol;
   return(SymbolInfoDouble(pSymbol, SYMBOL_BID));
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
long Spread(string pSymbol = NULL) {
   if(pSymbol == NULL)
      pSymbol = _Symbol;
   return(SymbolInfoInteger(pSymbol, SYMBOL_SPREAD));
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
long StopLevel(string pSymbol = NULL) {
   if(pSymbol == NULL)
      pSymbol = _Symbol;
   long stopLevel = SymbolInfoInteger(pSymbol, SYMBOL_TRADE_STOPS_LEVEL);
   return(stopLevel);
}


//+------------------------------------------------------------------+
//| Highest High & Lowest Low                                        |
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CBars:: HighestHigh(string pSymbol = NULL, ENUM_TIMEFRAMES pPeriod = PERIOD_H1, int pBars = 10, int pStart = 0) {
   if(pSymbol == NULL)
      pSymbol = _Symbol;
   int maxIdx = iHighest(pSymbol, pPeriod, MODE_HIGH, pBars, pStart);
   double highest = High(maxIdx);

   return(highest);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int CBars:: HighestHighIndex(string pSymbol = NULL, ENUM_TIMEFRAMES pPeriod = PERIOD_H1, int pBars = 10, int pStart = 0) {
   if(pSymbol == NULL)
      pSymbol = _Symbol;
   int maxIdx = iHighest(pSymbol, pPeriod, MODE_HIGH, pBars, pStart);
   return(maxIdx);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CBars:: LowestLow(string pSymbol = NULL, ENUM_TIMEFRAMES pPeriod = PERIOD_H1, int pBars = 10, int pStart = 0) {
   if(pSymbol == NULL)
      pSymbol = _Symbol;
   int minIdx = iHighest(pSymbol, pPeriod, MODE_HIGH, pBars, pStart);
   double lowest = High(minIdx);

   return(lowest);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int CBars:: LowestLowIndex(string pSymbol = NULL, ENUM_TIMEFRAMES pPeriod = PERIOD_H1, int pBars = 10, int pStart = 0) {
   if(pSymbol == NULL)
      pSymbol = _Symbol;
   int minIdx = iLowest(pSymbol, pPeriod, MODE_HIGH, pBars, pStart);

   return(minIdx);
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CBars::GetCloses(double &closes[]) {
   int size = ArraySize(bar);
   ArrayResize(closes, size);
   for(int i = 0; i < size; i++)
      closes[i] = bar[i].close;
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CBars::GetOpens(double &opens[]) {
   int size = ArraySize(bar);
   ArrayResize(opens, size);
   for(int i = 0; i < size; i++)
      opens[i] = bar[i].open;
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CBars::GetHighs(double &highs[]) {
   int size = ArraySize(bar);
   ArrayResize(highs, size);
   for(int i = 0; i < size; i++)
      highs[i] = bar[i].high;
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CBars::GetLows(double &lows[]) {
   int size = ArraySize(bar);
   ArrayResize(lows, size);
   for(int i = 0; i < size; i++)
      lows[i] = bar[i].low;
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CBars::GetTimes(datetime &times[]) {
   int size = ArraySize(bar);
   ArrayResize(times, size);
   for(int i = 0; i < size; i++)
      times[i] = bar[i].time;
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CBars::GetVolumes(long &volumes[]) {
   int size = ArraySize(bar);
   ArrayResize(volumes, size);
   for(int i = 0; i < size; i++)
      volumes[i] = bar[i].tick_volume;
}
//+------------------------------------------------------------------+
int CBars::GetBarCount(void) {
   return BarCount;
}
//+------------------------------------------------------------------+
//| Get bar index by time                                             |
//+------------------------------------------------------------------+
int CBars::IndexByTime(datetime t) {
   if(t == 0 || BarCount == 0) return -1;

   // bars are stored as series (latest = 0)
   for(int i = 0; i < BarCount; i++) {
      if(bar[i].time == t) return i;
   }
   return -1; // not found
}
//+------------------------------------------------------------------+