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|
//+------------------------------------------------------------------+
//| PeriodConverter.mq4 |
//| Copyright 2006-2014, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "2006-2014, MetaQuotes Software Corp."
#property link "http://www.mql4.com"
#property description "Period Converter to updated format of history base"
#property strict
#property show_inputs
#include <WinUser32.mqh>
input int InpPeriodMultiplier=3; // Period multiplier factor
int ExtHandle=-1;
//+------------------------------------------------------------------+
//| script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
datetime time0;
ulong last_fpos=0;
long last_volume=0;
int i,start_pos,periodseconds;
int hwnd=0,cnt=0;
//---- History header
int file_version=401;
string c_copyright;
string c_symbol=Symbol();
int i_period=Period()*InpPeriodMultiplier;
int i_digits=Digits;
int i_unused[13];
MqlRates rate;
//---
ExtHandle=FileOpenHistory(c_symbol+(string)i_period+".hst",FILE_BIN|FILE_WRITE|FILE_SHARE_WRITE|FILE_SHARE_READ|FILE_ANSI);
if(ExtHandle<0)
return;
c_copyright="(C)opyright 2003, MetaQuotes Software Corp.";
ArrayInitialize(i_unused,0);
//--- write history file header
FileWriteInteger(ExtHandle,file_version,LONG_VALUE);
FileWriteString(ExtHandle,c_copyright,64);
FileWriteString(ExtHandle,c_symbol,12);
FileWriteInteger(ExtHandle,i_period,LONG_VALUE);
FileWriteInteger(ExtHandle,i_digits,LONG_VALUE);
FileWriteInteger(ExtHandle,0,LONG_VALUE);
FileWriteInteger(ExtHandle,0,LONG_VALUE);
FileWriteArray(ExtHandle,i_unused,0,13);
//--- write history file
periodseconds=i_period*60;
start_pos=Bars-1;
rate.open=Open[start_pos];
rate.low=Low[start_pos];
rate.high=High[start_pos];
rate.tick_volume=(long)Volume[start_pos];
rate.spread=0;
rate.real_volume=0;
//--- normalize open time
rate.time=Time[start_pos]/periodseconds;
rate.time*=periodseconds;
for(i=start_pos-1; i>=0; i--)
{
if(IsStopped())
break;
time0=Time[i];
//--- history may be updated
if(i==0)
{
//--- modify index if history was updated
if(RefreshRates())
i=iBarShift(NULL,0,time0);
}
//---
if(time0>=rate.time+periodseconds || i==0)
{
if(i==0 && time0<rate.time+periodseconds)
{
rate.tick_volume+=(long)Volume[0];
if(rate.low>Low[0])
rate.low=Low[0];
if(rate.high<High[0])
rate.high=High[0];
rate.close=Close[0];
}
last_fpos=FileTell(ExtHandle);
last_volume=(long)Volume[i];
FileWriteStruct(ExtHandle,rate);
cnt++;
if(time0>=rate.time+periodseconds)
{
rate.time=time0/periodseconds;
rate.time*=periodseconds;
rate.open=Open[i];
rate.low=Low[i];
rate.high=High[i];
rate.close=Close[i];
rate.tick_volume=last_volume;
}
}
else
{
rate.tick_volume+=(long)Volume[i];
if(rate.low>Low[i])
rate.low=Low[i];
if(rate.high<High[i])
rate.high=High[i];
rate.close=Close[i];
}
}
FileFlush(ExtHandle);
Print(cnt," record(s) written");
//--- collect incoming ticks
datetime last_time=LocalTime()-5;
while(!IsStopped())
{
datetime cur_time=LocalTime();
//--- check for new rates
if(RefreshRates())
{
time0=Time[0];
FileSeek(ExtHandle,last_fpos,SEEK_SET);
//--- is there current bar?
if(time0<rate.time+periodseconds)
{
rate.tick_volume+=(long)Volume[0]-last_volume;
last_volume=(long)Volume[0];
if(rate.low>Low[0])
rate.low=Low[0];
if(rate.high<High[0])
rate.high=High[0];
rate.close=Close[0];
}
else
{
//--- no, there is new bar
rate.tick_volume+=(long)Volume[1]-last_volume;
if(rate.low>Low[1])
rate.low=Low[1];
if(rate.high<High[1])
rate.high=High[1];
//--- write previous bar remains
FileWriteStruct(ExtHandle,rate);
last_fpos=FileTell(ExtHandle);
//----
rate.time=time0/periodseconds;
rate.time*=periodseconds;
rate.open=Open[0];
rate.low=Low[0];
rate.high=High[0];
rate.close=Close[0];
rate.tick_volume=(long)Volume[0];
last_volume=rate.tick_volume;
}
//----
FileWriteStruct(ExtHandle,rate);
FileFlush(ExtHandle);
//---
if(hwnd==0)
{
hwnd=WindowHandle(Symbol(),i_period);
if(hwnd!=0)
Print("Chart window detected");
}
//--- refresh window not frequently than 1 time in 2 seconds
if(hwnd!=0 && cur_time-last_time>=2)
{
PostMessageA(hwnd,WM_COMMAND,33324,0);
last_time=cur_time;
}
}
Sleep(50);
}
//---
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
if(ExtHandle>=0)
{
FileClose(ExtHandle);
ExtHandle=-1;
}
//---
}
//+------------------------------------------------------------------+
|
