Description
ATR Channel indicator -
Avergae true range measures the volatility of the market.
Current ATR = [(Prior ATR x 13) + Current TR] / 14 - Multiply the previous 14-day ATR by 13. - Add the most recent day's TR value.
- Divide the total by 14
Indicator was converted from MT4 using 2calgo.
// ------------------------------------------------------------
// Paste this code into your cAlgo editor.
// -----------------------------------------------------------
using System;
using System.Collections.Generic;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using System.Linq;
using System.Text;
using System.Text.RegularExpressions;
using System.Collections;
using System.Collections.ObjectModel;
using System.ComponentModel;
using System.IO;
using System.Reflection;
using System.Threading;
using System.Diagnostics;
using System.Runtime.InteropServices;
using Microsoft.Win32;
using System.Threading;
using cAlgo.API.Requests;
// ---------------------------------------------------------------------------
// Converted from MQ4 to cAlgo with http://2calgo.com
// ---------------------------------------------------------------------------
namespace cAlgo.Indicators
{
[Indicator(ScalePrecision = 5, AutoRescale = false, IsOverlay = true, AccessRights = AccessRights.None)]
[Levels()]
public class ConvertedIndicator : Indicator
{
Mq4Double Mq4Init()
{
Mq4String mat = "";
SetIndexStyle(0, DRAW_LINE);
SetIndexBuffer(0, MA_Buffer0);
SetIndexDrawBegin(0, 0);
SetIndexStyle(1, DRAW_LINE);
SetIndexBuffer(1, Ch1up_Buffer1);
SetIndexDrawBegin(1, 0);
SetIndexLabel(1, "ATRu " + PeriodsATR + ", " + Mult_Factor1);
SetIndexStyle(2, DRAW_LINE);
SetIndexBuffer(2, Ch1dn_Buffer2);
SetIndexDrawBegin(2, 0);
SetIndexLabel(2, "ATRd " + PeriodsATR + ", " + Mult_Factor1);
SetIndexStyle(3, DRAW_LINE);
SetIndexBuffer(3, Ch2up_Buffer3);
SetIndexDrawBegin(3, 0);
SetIndexLabel(3, "ATRu " + PeriodsATR + ", " + Mult_Factor2);
SetIndexStyle(4, DRAW_LINE);
SetIndexBuffer(4, Ch2dn_Buffer4);
SetIndexDrawBegin(4, 0);
SetIndexLabel(4, "ATRd " + PeriodsATR + ", " + Mult_Factor2);
SetIndexStyle(5, DRAW_LINE);
SetIndexBuffer(5, Ch3up_Buffer5);
SetIndexDrawBegin(5, 0);
SetIndexLabel(5, "ATRu " + PeriodsATR + ", " + Mult_Factor3);
SetIndexStyle(6, DRAW_LINE);
SetIndexBuffer(6, Ch3dn_Buffer6);
SetIndexDrawBegin(6, 0);
SetIndexLabel(6, "ATRd " + PeriodsATR + ", " + Mult_Factor3);
return 0;
return 0;
}
Mq4Double deinitFunc()
{
return 0;
return 0;
}
Mq4Double Mq4Start()
{
Mq4Double ma = 0;
Mq4Double atr = 0;
Mq4Double i = 0;
Mq4Double fixed_bars = 0;
fixed_bars = IndicatorCounted();
for (i = 0; i < Bars - fixed_bars; i++)
{
atr = iATR(NULL, 0, PeriodsATR, i);
ma = iMA(NULL, 0, MA_Periods, 0, MA_type, PRICE_TYPICAL, i);
MA_Buffer0[i] = ma;
Ch1up_Buffer1[i] = ma + atr * Mult_Factor1;
Ch1dn_Buffer2[i] = ma - atr * Mult_Factor1;
Ch2up_Buffer3[i] = ma + atr * Mult_Factor2;
Ch2dn_Buffer4[i] = ma - atr * Mult_Factor2;
Ch3up_Buffer5[i] = ma + atr * Mult_Factor3;
Ch3dn_Buffer6[i] = ma - atr * Mult_Factor3;
}
return 0;
return 0;
}
[Parameter("PeriodsATR", DefaultValue = 18)]
public int PeriodsATR_parameter { get; set; }
bool _PeriodsATRGot;
Mq4Double PeriodsATR_backfield;
Mq4Double PeriodsATR
{
get
{
if (!_PeriodsATRGot)
PeriodsATR_backfield = PeriodsATR_parameter;
return PeriodsATR_backfield;
}
set { PeriodsATR_backfield = value; }
}
[Parameter("MA_Periods", DefaultValue = 49)]
public int MA_Periods_parameter { get; set; }
bool _MA_PeriodsGot;
Mq4Double MA_Periods_backfield;
Mq4Double MA_Periods
{
get
{
if (!_MA_PeriodsGot)
MA_Periods_backfield = MA_Periods_parameter;
return MA_Periods_backfield;
}
set { MA_Periods_backfield = value; }
}
[Parameter("MA_type", DefaultValue = MODE_LWMA)]
public int MA_type_parameter { get; set; }
bool _MA_typeGot;
Mq4Double MA_type_backfield;
Mq4Double MA_type
{
get
{
if (!_MA_typeGot)
MA_type_backfield = MA_type_parameter;
return MA_type_backfield;
}
set { MA_type_backfield = value; }
}
[Parameter("Mult_Factor1", DefaultValue = 1.6)]
public double Mult_Factor1_parameter { get; set; }
bool _Mult_Factor1Got;
Mq4Double Mult_Factor1_backfield;
Mq4Double Mult_Factor1
{
get
{
if (!_Mult_Factor1Got)
Mult_Factor1_backfield = Mult_Factor1_parameter;
return Mult_Factor1_backfield;
}
set { Mult_Factor1_backfield = value; }
}
[Parameter("Mult_Factor2", DefaultValue = 3.2)]
public double Mult_Factor2_parameter { get; set; }
bool _Mult_Factor2Got;
Mq4Double Mult_Factor2_backfield;
Mq4Double Mult_Factor2
{
get
{
if (!_Mult_Factor2Got)
Mult_Factor2_backfield = Mult_Factor2_parameter;
return Mult_Factor2_backfield;
}
set { Mult_Factor2_backfield = value; }
}
[Parameter("Mult_Factor3", DefaultValue = 4.8)]
public double Mult_Factor3_parameter { get; set; }
bool _Mult_Factor3Got;
Mq4Double Mult_Factor3_backfield;
Mq4Double Mult_Factor3
{
get
{
if (!_Mult_Factor3Got)
Mult_Factor3_backfield = Mult_Factor3_parameter;
return Mult_Factor3_backfield;
}
set { Mult_Factor3_backfield = value; }
}
[Output("MA_Buffer0", Color = Colors.Aqua, PlotType = PlotType.DiscontinuousLine)]
public IndicatorDataSeries MA_Buffer0_AlgoOutputDataSeries { get; set; }
[Output("Ch1up_Buffer1", Color = Colors.DeepSkyBlue, PlotType = PlotType.DiscontinuousLine)]
public IndicatorDataSeries Ch1up_Buffer1_AlgoOutputDataSeries { get; set; }
[Output("Ch1dn_Buffer2", Color = Colors.DeepSkyBlue, PlotType = PlotType.DiscontinuousLine)]
public IndicatorDataSeries Ch1dn_Buffer2_AlgoOutputDataSeries { get; set; }
[Output("Ch2up_Buffer3", Color = Colors.RoyalBlue, PlotType = PlotType.DiscontinuousLine)]
public IndicatorDataSeries Ch2up_Buffer3_AlgoOutputDataSeries { get; set; }
[Output("Ch2dn_Buffer4", Color = Colors.RoyalBlue, PlotType = PlotType.DiscontinuousLine)]
public IndicatorDataSeries Ch2dn_Buffer4_AlgoOutputDataSeries { get; set; }
[Output("Ch3up_Buffer5", Color = Colors.BlueViolet, PlotType = PlotType.DiscontinuousLine)]
public IndicatorDataSeries Ch3up_Buffer5_AlgoOutputDataSeries { get; set; }
[Output("Ch3dn_Buffer6", Color = Colors.BlueViolet, PlotType = PlotType.DiscontinuousLine)]
public IndicatorDataSeries Ch3dn_Buffer6_AlgoOutputDataSeries { get; set; }
int indicator_buffers = 7;
int indicator_color1 = Aqua;
int indicator_color2 = DeepSkyBlue;
int indicator_color3 = DeepSkyBlue;
int indicator_color4 = RoyalBlue;
int indicator_color5 = RoyalBlue;
int indicator_color6 = BlueViolet;
int indicator_color7 = BlueViolet;
Mq4Double indicator_width1 = 1;
Mq4Double indicator_width2 = 1;
Mq4Double indicator_width3 = 1;
Mq4Double indicator_width4 = 1;
Mq4Double indicator_width5 = 1;
Mq4Double indicator_width6 = 1;
Mq4Double indicator_width7 = 1;
Mq4Double indicator_width8 = 1;
private Mq4OutputDataSeries MA_Buffer0;
private Mq4OutputDataSeries Ch1up_Buffer1;
private Mq4OutputDataSeries Ch1dn_Buffer2;
private Mq4OutputDataSeries Ch2up_Buffer3;
private Mq4OutputDataSeries Ch2dn_Buffer4;
private Mq4OutputDataSeries Ch3up_Buffer5;
private Mq4OutputDataSeries Ch3dn_Buffer6;
List<Mq4OutputDataSeries> AllBuffers = new List<Mq4OutputDataSeries>();
public List<DataSeries> AllOutputDataSeries = new List<DataSeries>();
protected override void Initialize()
{
if (MA_Buffer0_AlgoOutputDataSeries == null)
MA_Buffer0_AlgoOutputDataSeries = CreateDataSeries();
MA_Buffer0 = new Mq4OutputDataSeries(this, MA_Buffer0_AlgoOutputDataSeries, ChartObjects, 0, 0, () => CreateDataSeries(), 1, Colors.Aqua);
AllBuffers.Add(MA_Buffer0);
if (Ch1up_Buffer1_AlgoOutputDataSeries == null)
Ch1up_Buffer1_AlgoOutputDataSeries = CreateDataSeries();
Ch1up_Buffer1 = new Mq4OutputDataSeries(this, Ch1up_Buffer1_AlgoOutputDataSeries, ChartObjects, 0, 1, () => CreateDataSeries(), 1, Colors.DeepSkyBlue);
AllBuffers.Add(Ch1up_Buffer1);
if (Ch1dn_Buffer2_AlgoOutputDataSeries == null)
Ch1dn_Buffer2_AlgoOutputDataSeries = CreateDataSeries();
Ch1dn_Buffer2 = new Mq4OutputDataSeries(this, Ch1dn_Buffer2_AlgoOutputDataSeries, ChartObjects, 0, 2, () => CreateDataSeries(), 1, Colors.DeepSkyBlue);
AllBuffers.Add(Ch1dn_Buffer2);
if (Ch2up_Buffer3_AlgoOutputDataSeries == null)
Ch2up_Buffer3_AlgoOutputDataSeries = CreateDataSeries();
Ch2up_Buffer3 = new Mq4OutputDataSeries(this, Ch2up_Buffer3_AlgoOutputDataSeries, ChartObjects, 0, 3, () => CreateDataSeries(), 1, Colors.RoyalBlue);
AllBuffers.Add(Ch2up_Buffer3);
if (Ch2dn_Buffer4_AlgoOutputDataSeries == null)
Ch2dn_Buffer4_AlgoOutputDataSeries = CreateDataSeries();
Ch2dn_Buffer4 = new Mq4OutputDataSeries(this, Ch2dn_Buffer4_AlgoOutputDataSeries, ChartObjects, 0, 4, () => CreateDataSeries(), 1, Colors.RoyalBlue);
AllBuffers.Add(Ch2dn_Buffer4);
if (Ch3up_Buffer5_AlgoOutputDataSeries == null)
Ch3up_Buffer5_AlgoOutputDataSeries = CreateDataSeries();
Ch3up_Buffer5 = new Mq4OutputDataSeries(this, Ch3up_Buffer5_AlgoOutputDataSeries, ChartObjects, 0, 5, () => CreateDataSeries(), 1, Colors.BlueViolet);
AllBuffers.Add(Ch3up_Buffer5);
if (Ch3dn_Buffer6_AlgoOutputDataSeries == null)
Ch3dn_Buffer6_AlgoOutputDataSeries = CreateDataSeries();
Ch3dn_Buffer6 = new Mq4OutputDataSeries(this, Ch3dn_Buffer6_AlgoOutputDataSeries, ChartObjects, 0, 6, () => CreateDataSeries(), 1, Colors.BlueViolet);
AllBuffers.Add(Ch3dn_Buffer6);
AllOutputDataSeries.Add(MA_Buffer0_AlgoOutputDataSeries);
AllOutputDataSeries.Add(Ch1up_Buffer1_AlgoOutputDataSeries);
AllOutputDataSeries.Add(Ch1dn_Buffer2_AlgoOutputDataSeries);
AllOutputDataSeries.Add(Ch2up_Buffer3_AlgoOutputDataSeries);
AllOutputDataSeries.Add(Ch2dn_Buffer4_AlgoOutputDataSeries);
AllOutputDataSeries.Add(Ch3up_Buffer5_AlgoOutputDataSeries);
AllOutputDataSeries.Add(Ch3dn_Buffer6_AlgoOutputDataSeries);
CommonInitialize();
}
private bool _initialized;
public override void Calculate(int index)
{
try
{
_currentIndex = index;
MA_Buffer0.SetCurrentIndex(index);
Ch1up_Buffer1.SetCurrentIndex(index);
Ch1dn_Buffer2.SetCurrentIndex(index);
Ch2up_Buffer3.SetCurrentIndex(index);
Ch2dn_Buffer4.SetCurrentIndex(index);
Ch3up_Buffer5.SetCurrentIndex(index);
Ch3dn_Buffer6.SetCurrentIndex(index);
if (IsLastBar)
{
if (!_initialized)
{
Mq4Init();
_initialized = true;
}
Mq4Start();
_indicatorCounted = index;
}
} catch (Exception e)
{
throw;
}
}
int _currentIndex;
CachedStandardIndicators _cachedStandardIndicators;
Mq4ChartObjects _mq4ChartObjects;
Mq4ArrayToDataSeriesConverterFactory _mq4ArrayToDataSeriesConverterFactory;
Mq4MarketDataSeries Open;
Mq4MarketDataSeries High;
Mq4MarketDataSeries Low;
Mq4MarketDataSeries Close;
Mq4MarketDataSeries Median;
Mq4MarketDataSeries Volume;
Mq4TimeSeries Time;
private void CommonInitialize()
{
Open = new Mq4MarketDataSeries(MarketSeries.Open);
High = new Mq4MarketDataSeries(MarketSeries.High);
Low = new Mq4MarketDataSeries(MarketSeries.Low);
Close = new Mq4MarketDataSeries(MarketSeries.Close);
Volume = new Mq4MarketDataSeries(MarketSeries.TickVolume);
Median = new Mq4MarketDataSeries(MarketSeries.Median);
Time = new Mq4TimeSeries(MarketSeries.OpenTime);
_cachedStandardIndicators = new CachedStandardIndicators(Indicators);
_mq4ChartObjects = new Mq4ChartObjects(ChartObjects, MarketSeries.OpenTime);
_mq4ArrayToDataSeriesConverterFactory = new Mq4ArrayToDataSeriesConverterFactory(() => CreateDataSeries());
}
private int Bars
{
get { return MarketSeries.Close.Count; }
}
private int Period()
{
if (TimeFrame == TimeFrame.Minute)
return 1;
if (TimeFrame == TimeFrame.Minute2)
return 2;
if (TimeFrame == TimeFrame.Minute3)
return 3;
if (TimeFrame == TimeFrame.Minute4)
return 4;
if (TimeFrame == TimeFrame.Minute5)
return 5;
if (TimeFrame == TimeFrame.Minute10)
return 10;
if (TimeFrame == TimeFrame.Minute15)
return 15;
if (TimeFrame == TimeFrame.Minute30)
return 30;
if (TimeFrame == TimeFrame.Hour)
return 60;
if (TimeFrame == TimeFrame.Hour4)
return 240;
if (TimeFrame == TimeFrame.Hour12)
return 720;
if (TimeFrame == TimeFrame.Daily)
return 1440;
if (TimeFrame == TimeFrame.Weekly)
return 10080;
return 43200;
}
public TimeFrame PeriodToTimeFrame(int period)
{
switch (period)
{
case 0:
return TimeFrame;
case 1:
return TimeFrame.Minute;
case 2:
return TimeFrame.Minute2;
case 3:
return TimeFrame.Minute3;
case 4:
return TimeFrame.Minute4;
case 5:
return TimeFrame.Minute5;
case 10:
return TimeFrame.Minute10;
case 15:
return TimeFrame.Minute15;
case 30:
return TimeFrame.Minute30;
case 60:
return TimeFrame.Hour;
case 240:
return TimeFrame.Hour4;
case 720:
return TimeFrame.Hour12;
case 1440:
return TimeFrame.Daily;
case 10080:
return TimeFrame.Weekly;
case 43200:
return TimeFrame.Monthly;
default:
throw new NotSupportedException(string.Format("TimeFrame {0} minutes isn't supported by cAlgo", period));
}
}
int ToMq4ErrorCode(ErrorCode errorCode)
{
switch (errorCode)
{
case ErrorCode.BadVolume:
return ERR_INVALID_TRADE_VOLUME;
case ErrorCode.NoMoney:
return ERR_NOT_ENOUGH_MONEY;
case ErrorCode.MarketClosed:
return ERR_MARKET_CLOSED;
case ErrorCode.Disconnected:
return ERR_NO_CONNECTION;
case ErrorCode.Timeout:
return ERR_TRADE_TIMEOUT;
default:
return ERR_COMMON_ERROR;
}
}
const string NotSupportedMaShift = "Converter supports only ma_shift = 0";
private int _lastError;
const string GlobalVariablesPath = "Software\\2calgo\\Global Variables\\";
Symbol GetSymbol(string symbolCode)
{
if (symbolCode == "0" || string.IsNullOrEmpty(symbolCode))
{
return Symbol;
}
return MarketData.GetSymbol(symbolCode);
}
MarketSeries GetSeries(string symbol, int period)
{
var timeFrame = PeriodToTimeFrame(period);
var symbolObject = GetSymbol(symbol);
if (symbolObject == Symbol && timeFrame == TimeFrame)
return MarketSeries;
return MarketData.GetSeries(symbolObject.Code, timeFrame);
}
private DataSeries ToAppliedPrice(string symbol, int timeframe, int constant)
{
var series = GetSeries(symbol, timeframe);
switch (constant)
{
case PRICE_OPEN:
return series.Open;
case PRICE_HIGH:
return series.High;
case PRICE_LOW:
return series.Low;
case PRICE_CLOSE:
return series.Close;
case PRICE_MEDIAN:
return series.Median;
case PRICE_TYPICAL:
return series.Typical;
case PRICE_WEIGHTED:
return series.WeightedClose;
}
throw new NotImplementedException("Converter doesn't support working with this type of AppliedPrice");
}
const string xArrow = "â";
public static string GetArrowByCode(int code)
{
switch (code)
{
case 0:
return string.Empty;
case 32:
return " ";
case 33:
return "â";
case 34:
return "â";
case 35:
return "â";
case 40:
return "â";
case 41:
return "â";
case 42:
return "â";
case 54:
return "â";
case 55:
return "â¨";
case 62:
return "â";
case 63:
return "â";
case 65:
return "â";
case 69:
return "â";
case 70:
return "â";
case 71:
return "â";
case 72:
return "â";
case 74:
return "âº";
case 76:
return "â¹";
case 78:
return "â ";
case 79:
return "â";
case 81:
return "â";
case 82:
return "â¼";
case 84:
return "â";
case 86:
return "â";
case 88:
return "â ";
case 89:
return "â¡";
case 90:
return "âª";
case 91:
return "â¯";
case 92:
return "à¥";
case 93:
return "â¸";
case 94:
return "â";
case 95:
return "â";
case 96:
return "â";
case 97:
return "â";
case 98:
return "â";
case 99:
return "â";
case 100:
return "â";
case 101:
return "â";
case 102:
return "â";
case 103:
return "â";
case 104:
return "â";
case 105:
return "â";
case 106:
return "&";
case 107:
return "&";
case 108:
return "â";
case 109:
return "â";
case 110:
return "â ";
case 111:
case 112:
return "â¡";
case 113:
return "â";
case 114:
return "â";
case 115:
case 116:
return "⧫";
case 117:
case 119:
return "â";
case 118:
return "â";
case 120:
return "â§";
case 121:
return "â";
case 122:
return "â";
case 123:
return "â";
case 124:
return "â¿";
case 125:
return "â";
case 126:
return "â";
case 127:
return "â¯";
case 128:
return "âª";
case 129:
return "â ";
case 130:
return "â¡";
case 131:
return "â¢";
case 132:
return "â£";
case 133:
return "â¤";
case 134:
return "â¥";
case 135:
return "â¦";
case 136:
return "â§";
case 137:
return "â¨";
case 138:
return "â©";
case 139:
return "â¿";
case 140:
return "â¶";
case 141:
return "â·";
case 142:
return "â¸";
case 143:
return "â¹";
case 144:
return "âº";
case 145:
return "â»";
case 146:
return "â¼";
case 147:
return "â½";
case 148:
return "â¾";
case 149:
return "â¿";
case 158:
return "·";
case 159:
return "â¢";
case 160:
case 166:
return "âª";
case 161:
return "â";
case 162:
case 164:
return "â";
case 165:
return "â";
case 167:
return "â";
case 168:
return "â»";
case 170:
return "â¦";
case 171:
return "â
";
case 172:
return "â¶";
case 173:
return "â´";
case 174:
return "â¹";
case 175:
return "âµ";
case 177:
return "â";
case 178:
return "â¡";
case 179:
return "â";
case 181:
return "âª";
case 182:
return "â°";
case 195:
case 197:
case 215:
case 219:
case 223:
case 231:
return "â";
case 196:
case 198:
case 224:
return "â¶";
case 213:
return "â«";
case 214:
return "â¦";
case 216:
return "â¢";
case 220:
return "â²";
case 232:
return "â";
case 233:
case 199:
case 200:
case 217:
case 221:
case 225:
return "â";
case 234:
case 201:
case 202:
case 218:
case 222:
case 226:
return "⧨";
case 239:
return "â¦";
case 240:
return "â¨";
case 241:
return "â";
case 242:
return "⧨";
case 243:
return "â¬";
case 244:
return "â³";
case 245:
case 227:
case 235:
return "â";
case 246:
case 228:
case 236:
return "â";
case 247:
case 229:
case 237:
return "â";
case 248:
case 230:
case 238:
return "â";
case 249:
return "â";
case 250:
return "â«";
case 251:
return "â";
case 252:
return "â";
case 253:
return "â";
case 254:
return "â";
default:
return xArrow;
}
}
class Mq4OutputDataSeries : IMq4DoubleArray
{
public IndicatorDataSeries OutputDataSeries { get; private set; }
private readonly IndicatorDataSeries _originalValues;
private int _currentIndex;
private int _shift;
private double _emptyValue = EMPTY_VALUE;
private readonly ChartObjects _chartObjects;
private readonly int _style;
private readonly int _bufferIndex;
private readonly ConvertedIndicator _indicator;
public Mq4OutputDataSeries(ConvertedIndicator indicator, IndicatorDataSeries outputDataSeries, ChartObjects chartObjects, int style, int bufferIndex, Func<IndicatorDataSeries> dataSeriesFactory, int lineWidth, Colors? color = null)
{
OutputDataSeries = outputDataSeries;
_chartObjects = chartObjects;
_style = style;
_bufferIndex = bufferIndex;
_indicator = indicator;
Color = color;
_originalValues = dataSeriesFactory();
LineWidth = lineWidth;
}
public int LineWidth { get; private set; }
public Colors? Color { get; private set; }
public int Length
{
get { return OutputDataSeries.Count; }
}
public void Resize(int newSize)
{
}
public void SetCurrentIndex(int index)
{
_currentIndex = index;
}
public void SetShift(int shift)
{
_shift = shift;
}
public void SetEmptyValue(double emptyValue)
{
_emptyValue = emptyValue;
}
public Mq4Double this[int index]
{
get
{
var indexToGetFrom = _currentIndex - index + _shift;
if (indexToGetFrom < 0 || indexToGetFrom > _currentIndex)
return 0;
if (indexToGetFrom >= _originalValues.Count)
return _emptyValue;
return _originalValues[indexToGetFrom];
}
set
{
var indexToSet = _currentIndex - index + _shift;
if (indexToSet < 0)
return;
_originalValues[indexToSet] = value;
var valueToSet = value;
if (valueToSet == _emptyValue)
valueToSet = double.NaN;
if (indexToSet < 0)
return;
OutputDataSeries[indexToSet] = valueToSet;
switch (_style)
{
case DRAW_ARROW:
var arrowName = GetArrowName(indexToSet);
if (double.IsNaN(valueToSet))
_chartObjects.RemoveObject(arrowName);
else
{
var color = Color.HasValue ? Color.Value : Colors.Red;
_chartObjects.DrawText(arrowName, _indicator.ArrowByIndex[_bufferIndex], indexToSet, valueToSet, VerticalAlignment.Center, HorizontalAlignment.Center, color);
}
break;
case DRAW_HISTOGRAM:
if (true)
{
var anotherLine = _indicator.AllBuffers.FirstOrDefault(b => b.LineWidth == LineWidth && b != this);
if (anotherLine != null)
{
var name = GetNameOfHistogramLineOnChartWindow(indexToSet);
Colors color;
if (this[index] > anotherLine[index])
color = Color ?? Colors.Green;
else
color = anotherLine.Color ?? Colors.Green;
var lineWidth = LineWidth;
if (lineWidth != 1 && lineWidth < 5)
lineWidth = 5;
_chartObjects.DrawLine(name, indexToSet, this[index], indexToSet, anotherLine[index], color, lineWidth);
}
}
break;
}
}
}
private string GetNameOfHistogramLineOnChartWindow(int index)
{
return string.Format("Histogram on chart window {0} {1}", LineWidth, index);
}
private string GetArrowName(int index)
{
return string.Format("Arrow {0} {1}", GetHashCode(), index);
}
}
bool SetIndexBuffer(int index, Mq4OutputDataSeries dataSeries)
{
return true;
}
void SetIndexStyle(int index, int type, int style = EMPTY, int width = EMPTY, int clr = CLR_NONE)
{
}
void SetIndexDrawBegin(int index, object begin)
{
}
void SetIndexLabel(int index, string text)
{
}
public Dictionary<int, string> ArrowByIndex = new Dictionary<int, string>
{
{
0,
xArrow
},
{
1,
xArrow
},
{
2,
xArrow
},
{
3,
xArrow
},
{
4,
xArrow
},
{
5,
xArrow
},
{
6,
xArrow
},
{
7,
xArrow
}
};
void SetIndexArrow(int index, int code)
{
ArrowByIndex[index] = GetArrowByCode(code);
}
private int _indicatorCounted;
private int IndicatorCounted()
{
return _indicatorCounted;
}
int FILE_READ = 1;
int FILE_WRITE = 2;
//int FILE_BIN = 8;
int FILE_CSV = 8;
int SEEK_END = 2;
class FileInfo
{
public int Mode { get; set; }
public int Handle { get; set; }
public char Separator { get; set; }
public string FileName { get; set; }
public List<string> PendingParts { get; set; }
public StreamWriter StreamWriter { get; set; }
public StreamReader StreamReader { get; set; }
}
private Dictionary<int, FileInfo> _openedFiles = new Dictionary<int, FileInfo>();
private int _handleCounter = 1000;
class FolderPaths
{
public static string _2calgoAppDataFolder
{
get
{
var result = Path.Combine(SystemAppData, "2calgo");
if (!Directory.Exists(result))
Directory.CreateDirectory(result);
return result;
}
}
public static string _2calgoDesktopFolder
{
get
{
var result = Path.Combine(Desktop, "2calgo");
if (!Directory.Exists(result))
Directory.CreateDirectory(result);
return result;
}
}
static string SystemAppData
{
get { return Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData); }
}
static string Desktop
{
get { return Environment.GetFolderPath(Environment.SpecialFolder.Desktop); }
}
}
const int MODE_TRADES = 0;
const int MODE_HISTORY = 1;
const int SELECT_BY_POS = 0;
const int SELECT_BY_TICKET = 1;
T GetPropertyValue<T>(Func<Position, T> getFromPosition, Func<PendingOrder, T> getFromPendingOrder, Func<HistoricalTrade, T> getFromHistory)
{
if (_currentOrder == null)
return default(T);
return GetPropertyValue<T>(_currentOrder, getFromPosition, getFromPendingOrder, getFromHistory);
}
T GetPropertyValue<T>(object obj, Func<Position, T> getFromPosition, Func<PendingOrder, T> getFromPendingOrder, Func<HistoricalTrade, T> getFromHistory)
{
if (obj is Position)
return getFromPosition((Position)obj);
if (obj is PendingOrder)
return getFromPendingOrder((PendingOrder)obj);
return getFromHistory((HistoricalTrade)obj);
}
private Mq4Double GetTicket(object trade)
{
return new Mq4Double(GetPropertyValue<int>(trade, _ => _.Id, _ => _.Id, _ => _.ClosingDealId));
}
private int GetMagicNumber(string label)
{
int magicNumber;
if (int.TryParse(label, out magicNumber))
return magicNumber;
return 0;
}
private int GetMagicNumber(object order)
{
var label = GetPropertyValue<string>(order, _ => _.Label, _ => _.Label, _ => _.Label);
return GetMagicNumber(label);
}
object _currentOrder;
double GetLots(object order)
{
var volume = GetPropertyValue<long>(order, _ => _.Volume, _ => _.Volume, _ => _.Volume);
var symbolCode = GetPropertyValue<string>(order, _ => _.SymbolCode, _ => _.SymbolCode, _ => _.SymbolCode);
var symbolObject = MarketData.GetSymbol(symbolCode);
return symbolObject.ToLotsVolume(volume);
}
object GetOrderByTicket(int ticket)
{
var allOrders = Positions.OfType<object>().Concat(PendingOrders.OfType<object>()).ToArray();
return allOrders.FirstOrDefault(_ => GetTicket(_) == ticket);
}
double GetOpenPrice(object order)
{
return GetPropertyValue<double>(order, _ => _.EntryPrice, _ => _.TargetPrice, _ => _.EntryPrice);
}
private double GetStopLoss(object order)
{
var nullableValue = GetPropertyValue<double?>(order, _ => _.StopLoss, _ => _.StopLoss, _ => 0);
return nullableValue ?? 0;
}
private double GetTakeProfit(object order)
{
var nullableValue = GetPropertyValue<double?>(order, _ => _.TakeProfit, _ => _.TakeProfit, _ => 0);
return nullableValue ?? 0;
}
class ParametersKey
{
private readonly object[] _parameters;
public ParametersKey(params object[] parameters)
{
_parameters = parameters;
}
public override bool Equals(object obj)
{
var other = (ParametersKey)obj;
for (var i = 0; i < _parameters.Length; i++)
{
if (!_parameters[i].Equals(other._parameters[i]))
return false;
}
return true;
}
public override int GetHashCode()
{
unchecked
{
var hashCode = 0;
foreach (var parameter in _parameters)
{
hashCode = (hashCode * 397) ^ parameter.GetHashCode();
}
return hashCode;
}
}
}
class Cache<TValue>
{
private Dictionary<ParametersKey, TValue> _dictionary = new Dictionary<ParametersKey, TValue>();
public bool TryGetValue(out TValue value, params object[] parameters)
{
var key = new ParametersKey(parameters);
return _dictionary.TryGetValue(key, out value);
}
public void Add(TValue value, params object[] parameters)
{
var key = new ParametersKey(parameters);
_dictionary.Add(key, value);
}
}
private static MovingAverageType ToMaType(int constant)
{
switch (constant)
{
case MODE_SMA:
return MovingAverageType.Simple;
case MODE_EMA:
return MovingAverageType.Exponential;
case MODE_LWMA:
return MovingAverageType.Weighted;
default:
throw new ArgumentOutOfRangeException("Not supported moving average type");
}
}
//{
#region iMA
private double iMA(Mq4String symbol, Mq4Double timeframe, Mq4Double period, Mq4Double ma_shift, Mq4Double ma_method, Mq4Double applied_price, Mq4Double shift)
{
var series = ToAppliedPrice(symbol, timeframe, applied_price);
return CalculateiMA(series, period, ma_method, shift + ma_shift);
}
private double iMAOnArray(Mq4DoubleArray mq4Array, Mq4Double total, Mq4Double period, Mq4Double ma_shift, Mq4Double ma_method, Mq4Double shift)
{
var dataSeries = _mq4ArrayToDataSeriesConverterFactory.Create(mq4Array);
return CalculateiMA(dataSeries, period, ma_method, shift + ma_shift);
}
private double CalculateiMA(DataSeries dataSeries, int period, int ma_method, int shift)
{
if (ma_method == MODE_SMMA)
{
return CalculateWellesWilderSmoothing(dataSeries, period, shift);
}
var maType = ToMaType(ma_method);
var indicator = _cachedStandardIndicators.MovingAverage(dataSeries, period, maType);
return indicator.Result[dataSeries.Count - 1 - shift];
}
private double CalculateWellesWilderSmoothing(DataSeries dataSeries, int period, int shift)
{
var indicator = _cachedStandardIndicators.WellesWilderSmoothing(dataSeries, period);
return indicator.Result[dataSeries.Count - 1 - shift];
}
#endregion
//}
//{
#region iATR
private Mq4Double iATR(Mq4String symbol, Mq4Double timeframe, Mq4Double period, Mq4Double shift)
{
var series = GetSeries(symbol, timeframe);
return CalculateATR(series, period, shift);
}
private double CalculateATR(MarketSeries series, int period, int shift)
{
var indicator = _cachedStandardIndicators.ATR(series, period);
return indicator.Result[series.Close.Count - 1 - shift];
}
#endregion
//}
class CachedStandardIndicators
{
private readonly IIndicatorsAccessor _indicatorsAccessor;
public CachedStandardIndicators(IIndicatorsAccessor indicatorsAccessor)
{
_indicatorsAccessor = indicatorsAccessor;
}
//{
#region iMA
private Cache<MovingAverage> _movingAverages = new Cache<MovingAverage>();
private Cache<WellesWilderSmoothing> _wellesWilderSmoothings = new Cache<WellesWilderSmoothing>();
public MovingAverage MovingAverage(DataSeries source, int periods, MovingAverageType maType)
{
MovingAverage indicator;
if (_movingAverages.TryGetValue(out indicator, maType, periods, source))
return indicator;
indicator = _indicatorsAccessor.MovingAverage(source, periods, maType);
_movingAverages.Add(indicator, maType, periods, source);
return indicator;
}
public WellesWilderSmoothing WellesWilderSmoothing(DataSeries source, int periods)
{
WellesWilderSmoothing indicator;
if (_wellesWilderSmoothings.TryGetValue(out indicator, periods, source))
return indicator;
indicator = _indicatorsAccessor.WellesWilderSmoothing(source, periods);
_wellesWilderSmoothings.Add(indicator, periods, source);
return indicator;
}
#endregion
//}
//{
#region iATR
private Cache<SimpleMovingAverage> _atrIndicators = new Cache<SimpleMovingAverage>();
public SimpleMovingAverage ATR(MarketSeries series, int periods)
{
SimpleMovingAverage indicator;
if (_atrIndicators.TryGetValue(out indicator, periods, series))
return indicator;
var trueRange = _indicatorsAccessor.TrueRange(series);
indicator = _indicatorsAccessor.SimpleMovingAverage(trueRange.Result, periods);
_atrIndicators.Add(indicator, periods, series);
return indicator;
}
#endregion
//}
}
const bool True = true;
const bool False = false;
const bool TRUE = true;
const bool FALSE = false;
Mq4Null NULL;
const int EMPTY = -1;
const double EMPTY_VALUE = 2147483647;
public const int WHOLE_ARRAY = 0;
const int MODE_SMA = 0;
//Simple moving average
const int MODE_EMA = 1;
//Exponential moving average,
const int MODE_SMMA = 2;
//Smoothed moving average,
const int MODE_LWMA = 3;
//Linear weighted moving average.
const int PRICE_CLOSE = 0;
//Close price.
const int PRICE_OPEN = 1;
//Open price.
const int PRICE_HIGH = 2;
//High price.
const int PRICE_LOW = 3;
//Low price.
const int PRICE_MEDIAN = 4;
//Median price, (high+low)/2.
const int PRICE_TYPICAL = 5;
//Typical price, (high+low+close)/3.
const int PRICE_WEIGHTED = 6;
//Weighted close price, (high+low+close+close)/4.
const int DRAW_LINE = 0;
const int DRAW_SECTION = 1;
const int DRAW_HISTOGRAM = 2;
const int DRAW_ARROW = 3;
const int DRAW_ZIGZAG = 4;
const int DRAW_NONE = 12;
const int STYLE_SOLID = 0;
const int STYLE_DASH = 1;
const int STYLE_DOT = 2;
const int STYLE_DASHDOT = 3;
const int STYLE_DASHDOTDOT = 4;
const int MODE_OPEN = 0;
const int MODE_LOW = 1;
const int MODE_HIGH = 2;
const int MODE_CLOSE = 3;
const int MODE_VOLUME = 4;
const int MODE_TIME = 5;
const int MODE_BID = 9;
const int MODE_ASK = 10;
const int MODE_POINT = 11;
const int MODE_DIGITS = 12;
const int MODE_SPREAD = 13;
const int MODE_TRADEALLOWED = 22;
const int MODE_PROFITCALCMODE = 27;
const int MODE_MARGINCALCMODE = 28;
const int MODE_SWAPTYPE = 26;
const int MODE_TICKSIZE = 17;
const int MODE_FREEZELEVEL = 33;
const int MODE_STOPLEVEL = 14;
const int MODE_LOTSIZE = 15;
const int MODE_TICKVALUE = 16;
/*const int MODE_SWAPLONG = 18;
const int MODE_SWAPSHORT = 19;
const int MODE_STARTING = 20;
const int MODE_EXPIRATION = 21;
*/
const int MODE_MINLOT = 23;
const int MODE_LOTSTEP = 24;
const int MODE_MAXLOT = 25;
/*const int MODE_MARGININIT = 29;
const int MODE_MARGINMAINTENANCE = 30;
const int MODE_MARGINHEDGED = 31;*/
const int MODE_MARGINREQUIRED = 32;
const int OBJ_VLINE = 0;
const int OBJ_HLINE = 1;
const int OBJ_TREND = 2;
const int OBJ_FIBO = 10;
/*const int OBJ_TRENDBYANGLE = 3;
const int OBJ_REGRESSION = 4;
const int OBJ_CHANNEL = 5;
const int OBJ_STDDEVCHANNEL = 6;
const int OBJ_GANNLINE = 7;
const int OBJ_GANNFAN = 8;
const int OBJ_GANNGRID = 9;
const int OBJ_FIBOTIMES = 11;
const int OBJ_FIBOFAN = 12;
const int OBJ_FIBOARC = 13;
const int OBJ_EXPANSION = 14;
const int OBJ_FIBOCHANNEL = 15;*/
const int OBJ_RECTANGLE = 16;
/*const int OBJ_TRIANGLE = 17;
const int OBJ_ELLIPSE = 18;
const int OBJ_PITCHFORK = 19;
const int OBJ_CYCLES = 20;*/
const int OBJ_TEXT = 21;
const int OBJ_ARROW = 22;
const int OBJ_LABEL = 23;
const int OBJPROP_TIME1 = 0;
const int OBJPROP_PRICE1 = 1;
const int OBJPROP_TIME2 = 2;
const int OBJPROP_PRICE2 = 3;
const int OBJPROP_TIME3 = 4;
const int OBJPROP_PRICE3 = 5;
const int OBJPROP_COLOR = 6;
const int OBJPROP_STYLE = 7;
const int OBJPROP_WIDTH = 8;
const int OBJPROP_BACK = 9;
const int OBJPROP_RAY = 10;
const int OBJPROP_ELLIPSE = 11;
//const int OBJPROP_SCALE = 12;
const int OBJPROP_ANGLE = 13;
//angle for text rotation
const int OBJPROP_ARROWCODE = 14;
const int OBJPROP_TIMEFRAMES = 15;
//const int OBJPROP_DEVIATION = 16;
const int OBJPROP_FONTSIZE = 100;
const int OBJPROP_CORNER = 101;
const int OBJPROP_XDISTANCE = 102;
const int OBJPROP_YDISTANCE = 103;
const int OBJPROP_FIBOLEVELS = 200;
const int OBJPROP_LEVELCOLOR = 201;
const int OBJPROP_LEVELSTYLE = 202;
const int OBJPROP_LEVELWIDTH = 203;
const int OBJPROP_FIRSTLEVEL = 210;
const int PERIOD_M1 = 1;
const int PERIOD_M5 = 5;
const int PERIOD_M15 = 15;
const int PERIOD_M30 = 30;
const int PERIOD_H1 = 60;
const int PERIOD_H4 = 240;
const int PERIOD_D1 = 1440;
const int PERIOD_W1 = 10080;
const int PERIOD_MN1 = 43200;
const int TIME_DATE = 1;
const int TIME_MINUTES = 2;
const int TIME_SECONDS = 4;
const int MODE_MAIN = 0;
const int MODE_BASE = 0;
const int MODE_PLUSDI = 1;
const int MODE_MINUSDI = 2;
const int MODE_SIGNAL = 1;
const int MODE_UPPER = 1;
const int MODE_LOWER = 2;
const int MODE_GATORLIPS = 3;
const int MODE_GATORJAW = 1;
const int MODE_GATORTEETH = 2;
const int CLR_NONE = 32768;
const int White = 16777215;
const int Snow = 16448255;
const int MintCream = 16449525;
const int LavenderBlush = 16118015;
const int AliceBlue = 16775408;
const int Honeydew = 15794160;
const int Ivory = 15794175;
const int Seashell = 15660543;
const int WhiteSmoke = 16119285;
const int OldLace = 15136253;
const int MistyRose = 14804223;
const int Lavender = 16443110;
const int Linen = 15134970;
const int LightCyan = 16777184;
const int LightYellow = 14745599;
const int Cornsilk = 14481663;
const int PapayaWhip = 14020607;
const int AntiqueWhite = 14150650;
const int Beige = 14480885;
const int LemonChiffon = 13499135;
const int BlanchedAlmond = 13495295;
const int LightGoldenrod = 13826810;
const int Bisque = 12903679;
const int Pink = 13353215;
const int PeachPuff = 12180223;
const int Gainsboro = 14474460;
const int LightPink = 12695295;
const int Moccasin = 11920639;
const int NavajoWhite = 11394815;
const int Wheat = 11788021;
const int LightGray = 13882323;
const int PaleTurquoise = 15658671;
const int PaleGoldenrod = 11200750;
const int PowderBlue = 15130800;
const int Thistle = 14204888;
const int PaleGreen = 10025880;
const int LightBlue = 15128749;
const int LightSteelBlue = 14599344;
const int LightSkyBlue = 16436871;
const int Silver = 12632256;
const int Aquamarine = 13959039;
const int LightGreen = 9498256;
const int Khaki = 9234160;
const int Plum = 14524637;
const int LightSalmon = 8036607;
const int SkyBlue = 15453831;
const int LightCoral = 8421616;
const int Violet = 15631086;
const int Salmon = 7504122;
const int HotPink = 11823615;
const int BurlyWood = 8894686;
const int DarkSalmon = 8034025;
const int Tan = 9221330;
const int MediumSlateBlue = 15624315;
const int SandyBrown = 6333684;
const int DarkGray = 11119017;
const int CornflowerBlue = 15570276;
const int Coral = 5275647;
const int PaleVioletRed = 9662683;
const int MediumPurple = 14381203;
const int Orchid = 14053594;
const int RosyBrown = 9408444;
const int Tomato = 4678655;
const int DarkSeaGreen = 9419919;
const int Cyan = 16776960;
const int MediumAquamarine = 11193702;
const int GreenYellow = 3145645;
const int MediumOrchid = 13850042;
const int IndianRed = 6053069;
const int DarkKhaki = 7059389;
const int SlateBlue = 13458026;
const int RoyalBlue = 14772545;
const int Turquoise = 13688896;
const int DodgerBlue = 16748574;
const int MediumTurquoise = 13422920;
const int DeepPink = 9639167;
const int LightSlateGray = 10061943;
const int BlueViolet = 14822282;
const int Peru = 4163021;
const int SlateGray = 9470064;
const int Gray = 8421504;
const int Red = 255;
const int Magenta = 16711935;
const int Blue = 16711680;
const int DeepSkyBlue = 16760576;
const int Aqua = 16776960;
const int SpringGreen = 8388352;
const int Lime = 65280;
const int Chartreuse = 65407;
const int Yellow = 65535;
const int Gold = 55295;
const int Orange = 42495;
const int DarkOrange = 36095;
const int OrangeRed = 17919;
const int LimeGreen = 3329330;
const int YellowGreen = 3329434;
const int DarkOrchid = 13382297;
const int CadetBlue = 10526303;
const int LawnGreen = 64636;
const int MediumSpringGreen = 10156544;
const int Goldenrod = 2139610;
const int SteelBlue = 11829830;
const int Crimson = 3937500;
const int Chocolate = 1993170;
const int MediumSeaGreen = 7451452;
const int MediumVioletRed = 8721863;
const int FireBrick = 2237106;
const int DarkViolet = 13828244;
const int LightSeaGreen = 11186720;
const int DimGray = 6908265;
const int DarkTurquoise = 13749760;
const int Brown = 2763429;
const int MediumBlue = 13434880;
const int Sienna = 2970272;
const int DarkSlateBlue = 9125192;
const int DarkGoldenrod = 755384;
const int SeaGreen = 5737262;
const int OliveDrab = 2330219;
const int ForestGreen = 2263842;
const int SaddleBrown = 1262987;
const int DarkOliveGreen = 3107669;
const int DarkBlue = 9109504;
const int MidnightBlue = 7346457;
const int Indigo = 8519755;
const int Maroon = 128;
const int Purple = 8388736;
const int Navy = 8388608;
const int Teal = 8421376;
const int Green = 32768;
const int Olive = 32896;
const int DarkSlateGray = 5197615;
const int DarkGreen = 25600;
const int Fuchsia = 16711935;
const int Black = 0;
const int SYMBOL_LEFTPRICE = 5;
const int SYMBOL_RIGHTPRICE = 6;
const int SYMBOL_ARROWUP = 241;
const int SYMBOL_ARROWDOWN = 242;
const int SYMBOL_STOPSIGN = 251;
/*
const int SYMBOL_THUMBSUP = 67;
const int SYMBOL_THUMBSDOWN = 68;
const int SYMBOL_CHECKSIGN = 25;
*/
public const int MODE_ASCEND = 1;
public const int MODE_DESCEND = 2;
const int MODE_TENKANSEN = 1;
const int MODE_KIJUNSEN = 2;
const int MODE_SENKOUSPANA = 3;
const int MODE_SENKOUSPANB = 4;
const int MODE_CHINKOUSPAN = 5;
const int OP_BUY = 0;
const int OP_SELL = 1;
const int OP_BUYLIMIT = 2;
const int OP_SELLLIMIT = 3;
const int OP_BUYSTOP = 4;
const int OP_SELLSTOP = 5;
const int OBJ_PERIOD_M1 = 0x1;
const int OBJ_PERIOD_M5 = 0x2;
const int OBJ_PERIOD_M15 = 0x4;
const int OBJ_PERIOD_M30 = 0x8;
const int OBJ_PERIOD_H1 = 0x10;
const int OBJ_PERIOD_H4 = 0x20;
const int OBJ_PERIOD_D1 = 0x40;
const int OBJ_PERIOD_W1 = 0x80;
const int OBJ_PERIOD_MN1 = 0x100;
const int OBJ_ALL_PERIODS = 0x1ff;
const int REASON_REMOVE = 1;
const int REASON_RECOMPILE = 2;
const int REASON_CHARTCHANGE = 3;
const int REASON_CHARTCLOSE = 4;
const int REASON_PARAMETERS = 5;
const int REASON_ACCOUNT = 6;
const int ERR_NO_ERROR = 0;
const int ERR_NO_RESULT = 1;
const int ERR_COMMON_ERROR = 2;
const int ERR_INVALID_TRADE_PARAMETERS = 3;
const int ERR_SERVER_BUSY = 4;
const int ERR_OLD_VERSION = 5;
const int ERR_NO_CONNECTION = 6;
const int ERR_NOT_ENOUGH_RIGHTS = 7;
const int ERR_TOO_FREQUENT_REQUESTS = 8;
const int ERR_MALFUNCTIONAL_TRADE = 9;
const int ERR_ACCOUNT_DISABLED = 64;
const int ERR_INVALID_ACCOUNT = 65;
const int ERR_TRADE_TIMEOUT = 128;
const int ERR_INVALID_PRICE = 129;
const int ERR_INVALID_STOPS = 130;
const int ERR_INVALID_TRADE_VOLUME = 131;
const int ERR_MARKET_CLOSED = 132;
const int ERR_TRADE_DISABLED = 133;
const int ERR_NOT_ENOUGH_MONEY = 134;
const int ERR_PRICE_CHANGED = 135;
const int ERR_OFF_QUOTES = 136;
const int ERR_BROKER_BUSY = 137;
const int ERR_REQUOTE = 138;
const int ERR_ORDER_LOCKED = 139;
const int ERR_LONG_POSITIONS_ONLY_ALLOWED = 140;
const int ERR_TOO_MANY_REQUESTS = 141;
const int ERR_TRADE_MODIFY_DENIED = 145;
const int ERR_TRADE_CONTEXT_BUSY = 146;
const int ERR_TRADE_EXPIRATION_DENIED = 147;
const int ERR_TRADE_TOO_MANY_ORDERS = 148;
const int ERR_TRADE_HEDGE_PROHIBITED = 149;
const int ERR_TRADE_PROHIBITED_BY_FIFO = 150;
const int ERR_NO_MQLERROR = 4000;
const int ERR_WRONG_FUNCTION_POINTER = 4001;
const int ERR_ARRAY_INDEX_OUT_OF_RANGE = 4002;
const int ERR_NO_MEMORY_FOR_CALL_STACK = 4003;
const int ERR_RECURSIVE_STACK_OVERFLOW = 4004;
const int ERR_NOT_ENOUGH_STACK_FOR_PARAM = 4005;
const int ERR_NO_MEMORY_FOR_PARAM_STRING = 4006;
const int ERR_NO_MEMORY_FOR_TEMP_STRING = 4007;
const int ERR_NOT_INITIALIZED_STRING = 4008;
const int ERR_NOT_INITIALIZED_ARRAYSTRING = 4009;
const int ERR_NO_MEMORY_FOR_ARRAYSTRING = 4010;
const int ERR_TOO_LONG_STRING = 4011;
const int ERR_REMAINDER_FROM_ZERO_DIVIDE = 4012;
const int ERR_ZERO_DIVIDE = 4013;
const int ERR_UNKNOWN_COMMAND = 4014;
const int ERR_WRONG_JUMP = 4015;
const int ERR_NOT_INITIALIZED_ARRAY = 4016;
const int ERR_DLL_CALLS_NOT_ALLOWED = 4017;
const int ERR_CANNOT_LOAD_LIBRARY = 4018;
const int ERR_CANNOT_CALL_FUNCTION = 4019;
const int ERR_EXTERNAL_CALLS_NOT_ALLOWED = 4020;
const int ERR_NO_MEMORY_FOR_RETURNED_STR = 4021;
const int ERR_SYSTEM_BUSY = 4022;
const int ERR_INVALID_FUNCTION_PARAMSCNT = 4050;
const int ERR_INVALID_FUNCTION_PARAMVALUE = 4051;
const int ERR_STRING_FUNCTION_INTERNAL = 4052;
const int ERR_SOME_ARRAY_ERROR = 4053;
const int ERR_INCORRECT_SERIESARRAY_USING = 4054;
const int ERR_CUSTOM_INDICATOR_ERROR = 4055;
const int ERR_INCOMPATIBLE_ARRAYS = 4056;
const int ERR_GLOBAL_VARIABLES_PROCESSING = 4057;
const int ERR_GLOBAL_VARIABLE_NOT_FOUND = 4058;
const int ERR_FUNC_NOT_ALLOWED_IN_TESTING = 4059;
const int ERR_FUNCTION_NOT_CONFIRMED = 4060;
const int ERR_SEND_MAIL_ERROR = 4061;
const int ERR_STRING_PARAMETER_EXPECTED = 4062;
const int ERR_INTEGER_PARAMETER_EXPECTED = 4063;
const int ERR_DOUBLE_PARAMETER_EXPECTED = 4064;
const int ERR_ARRAY_AS_PARAMETER_EXPECTED = 4065;
const int ERR_HISTORY_WILL_UPDATED = 4066;
const int ERR_TRADE_ERROR = 4067;
const int ERR_END_OF_FILE = 4099;
const int ERR_SOME_FILE_ERROR = 4100;
const int ERR_WRONG_FILE_NAME = 4101;
const int ERR_TOO_MANY_OPENED_FILES = 4102;
const int ERR_CANNOT_OPEN_FILE = 4103;
const int ERR_INCOMPATIBLE_FILEACCESS = 4104;
const int ERR_NO_ORDER_SELECTED = 4105;
const int ERR_UNKNOWN_SYMBOL = 4106;
const int ERR_INVALID_PRICE_PARAM = 4107;
const int ERR_INVALID_TICKET = 4108;
const int ERR_TRADE_NOT_ALLOWED = 4109;
const int ERR_LONGS_NOT_ALLOWED = 4110;
const int ERR_SHORTS_NOT_ALLOWED = 4111;
const int ERR_OBJECT_ALREADY_EXISTS = 4200;
const int ERR_UNKNOWN_OBJECT_PROPERTY = 4201;
const int ERR_OBJECT_DOES_NOT_EXIST = 4202;
const int ERR_UNKNOWN_OBJECT_TYPE = 4203;
const int ERR_NO_OBJECT_NAME = 4204;
const int ERR_OBJECT_COORDINATES_ERROR = 4205;
const int ERR_NO_SPECIFIED_SUBWINDOW = 4206;
const int ERR_SOME_OBJECT_ERROR = 4207;
class Mq4ChartObjects
{
private readonly ChartObjects _algoChartObjects;
private readonly TimeSeries _timeSeries;
private readonly Dictionary<string, Mq4Object> _mq4ObjectByName = new Dictionary<string, Mq4Object>();
private readonly List<string> _mq4ObjectNameByIndex = new List<string>();
public Mq4ChartObjects(ChartObjects chartObjects, TimeSeries timeSeries)
{
_algoChartObjects = chartObjects;
_timeSeries = timeSeries;
}
public void Set(string name, int index, Mq4Double value)
{
if (!_mq4ObjectByName.ContainsKey(name))
return;
_mq4ObjectByName[name].Set(index, value);
_mq4ObjectByName[name].Draw();
}
public void SetText(string name, string text, int font_size, string font, int color)
{
if (!_mq4ObjectByName.ContainsKey(name))
return;
Set(name, OBJPROP_COLOR, color);
}
private T GetObject<T>(string name) where T : Mq4Object
{
Mq4Object mq4Object;
if (!_mq4ObjectByName.TryGetValue(name, out mq4Object))
return null;
return mq4Object as T;
}
}
abstract class Mq4Object : IDisposable
{
private readonly ChartObjects _chartObjects;
protected Mq4Object(string name, int type, ChartObjects chartObjects)
{
Name = name;
Type = type;
_chartObjects = chartObjects;
}
public int Type { get; private set; }
public string Name { get; private set; }
protected DateTime Time1
{
get
{
int seconds = Get(OBJPROP_TIME1);
return Mq4TimeSeries.ToDateTime(seconds);
}
}
protected double Price1
{
get { return Get(OBJPROP_PRICE1); }
}
protected DateTime Time2
{
get
{
int seconds = Get(OBJPROP_TIME2);
return Mq4TimeSeries.ToDateTime(seconds);
}
}
protected double Price2
{
get { return Get(OBJPROP_PRICE2); }
}
protected Colors Color
{
get
{
int intColor = Get(OBJPROP_COLOR);
if (intColor != CLR_NONE)
return Mq4Colors.GetColorByInteger(intColor);
return Colors.Yellow;
}
}
protected int Width
{
get { return Get(OBJPROP_WIDTH); }
}
protected int Style
{
get { return Get(OBJPROP_STYLE); }
}
public abstract void Draw();
private readonly Dictionary<int, Mq4Double> _properties = new Dictionary<int, Mq4Double>
{
{
OBJPROP_WIDTH,
new Mq4Double(1)
},
{
OBJPROP_COLOR,
new Mq4Double(CLR_NONE)
},
{
OBJPROP_RAY,
new Mq4Double(1)
},
{
OBJPROP_LEVELCOLOR,
new Mq4Double(CLR_NONE)
},
{
OBJPROP_LEVELSTYLE,
new Mq4Double(0)
},
{
OBJPROP_LEVELWIDTH,
new Mq4Double(1)
},
{
OBJPROP_FIBOLEVELS,
new Mq4Double(9)
},
{
OBJPROP_FIRSTLEVEL + 0,
new Mq4Double(0)
},
{
OBJPROP_FIRSTLEVEL + 1,
new Mq4Double(0.236)
},
{
OBJPROP_FIRSTLEVEL + 2,
new Mq4Double(0.382)
},
{
OBJPROP_FIRSTLEVEL + 3,
new Mq4Double(0.5)
},
{
OBJPROP_FIRSTLEVEL + 4,
new Mq4Double(0.618)
},
{
OBJPROP_FIRSTLEVEL + 5,
new Mq4Double(1)
},
{
OBJPROP_FIRSTLEVEL + 6,
new Mq4Double(1.618)
},
{
OBJPROP_FIRSTLEVEL + 7,
new Mq4Double(2.618)
},
{
OBJPROP_FIRSTLEVEL + 8,
new Mq4Double(4.236)
}
};
public virtual void Set(int index, Mq4Double value)
{
_properties[index] = value;
}
public Mq4Double Get(int index)
{
return _properties.ContainsKey(index) ? _properties[index] : new Mq4Double(0);
}
private readonly List<string> _addedAlgoChartObjects = new List<string>();
protected void DrawText(string objectName, string text, int index, double yValue, VerticalAlignment verticalAlignment = VerticalAlignment.Center, HorizontalAlignment horizontalAlignment = HorizontalAlignment.Center, Colors? color = null)
{
_addedAlgoChartObjects.Add(objectName);
_chartObjects.DrawText(objectName, text, index, yValue, verticalAlignment, horizontalAlignment, color);
}
protected void DrawText(string objectName, string text, StaticPosition position, Colors? color = null)
{
_addedAlgoChartObjects.Add(objectName);
_chartObjects.DrawText(objectName, text, position, color);
}
protected void DrawLine(string objectName, int index1, double y1, int index2, double y2, Colors color, double thickness = 1.0, cAlgo.API.LineStyle style = cAlgo.API.LineStyle.Solid)
{
_addedAlgoChartObjects.Add(objectName);
_chartObjects.DrawLine(objectName, index1, y1, index2, y2, color, thickness, style);
}
protected void DrawLine(string objectName, DateTime date1, double y1, DateTime date2, double y2, Colors color, double thickness = 1.0, cAlgo.API.LineStyle style = cAlgo.API.LineStyle.Solid)
{
_addedAlgoChartObjects.Add(objectName);
_chartObjects.DrawLine(objectName, date1, y1, date2, y2, color, thickness, style);
}
protected void DrawVerticalLine(string objectName, DateTime date, Colors color, double thickness = 1.0, cAlgo.API.LineStyle style = cAlgo.API.LineStyle.Solid)
{
_addedAlgoChartObjects.Add(objectName);
_chartObjects.DrawVerticalLine(objectName, date, color, thickness, style);
}
protected void DrawVerticalLine(string objectName, int index, Colors color, double thickness = 1.0, cAlgo.API.LineStyle style = cAlgo.API.LineStyle.Solid)
{
_addedAlgoChartObjects.Add(objectName);
_chartObjects.DrawVerticalLine(objectName, index, color, thickness, style);
}
protected void DrawHorizontalLine(string objectName, double y, Colors color, double thickness = 1.0, cAlgo.API.LineStyle style = cAlgo.API.LineStyle.Solid)
{
_addedAlgoChartObjects.Add(objectName);
_chartObjects.DrawHorizontalLine(objectName, y, color, thickness, style);
}
public void Dispose()
{
foreach (var name in _addedAlgoChartObjects)
{
_chartObjects.RemoveObject(name);
}
}
}
class Mq4Arrow : Mq4Object
{
private readonly TimeSeries _timeSeries;
private int _index;
public Mq4Arrow(string name, int type, ChartObjects chartObjects, TimeSeries timeSeries) : base(name, type, chartObjects)
{
_timeSeries = timeSeries;
}
public override void Set(int index, Mq4Double value)
{
base.Set(index, value);
switch (index)
{
case OBJPROP_TIME1:
_index = _timeSeries.GetIndexByTime(Time1);
break;
}
}
private int ArrowCode
{
get { return Get(OBJPROP_ARROWCODE); }
}
public override void Draw()
{
string arrowString;
HorizontalAlignment horizontalAlignment;
switch (ArrowCode)
{
case SYMBOL_RIGHTPRICE:
horizontalAlignment = HorizontalAlignment.Right;
arrowString = Price1.ToString();
break;
case SYMBOL_LEFTPRICE:
horizontalAlignment = HorizontalAlignment.Left;
arrowString = Price1.ToString();
break;
default:
arrowString = ConvertedIndicator.GetArrowByCode(ArrowCode);
horizontalAlignment = HorizontalAlignment.Center;
break;
}
DrawText(Name, arrowString, _index, Price1, VerticalAlignment.Center, horizontalAlignment, Color);
}
}
}
//Custom Indicators Place Holder
class Mq4DoubleComparer : IComparer<Mq4Double>
{
public int Compare(Mq4Double x, Mq4Double y)
{
return x.CompareTo(y);
}
}
class Mq4String
{
private readonly string _value;
public Mq4String(string value)
{
_value = value;
}
public static implicit operator Mq4String(string value)
{
return new Mq4String(value);
}
public static implicit operator Mq4String(int value)
{
return new Mq4String(value.ToString());
}
public static implicit operator Mq4String(Mq4Null mq4Null)
{
return new Mq4String(null);
}
public static implicit operator string(Mq4String mq4String)
{
return mq4String._value;
}
public static implicit operator Mq4String(Mq4Double mq4Double)
{
return new Mq4String(mq4Double.ToString());
}
public static bool operator <(Mq4String x, Mq4String y)
{
return string.Compare(x._value, y._value) == -1;
}
public static bool operator >(Mq4String x, Mq4String y)
{
return string.Compare(x._value, y._value) == 1;
}
public static bool operator <(Mq4String x, string y)
{
return string.Compare(x._value, y) == -1;
}
public static bool operator >(Mq4String x, string y)
{
return string.Compare(x._value, y) == 1;
}
public static bool operator <=(Mq4String x, Mq4String y)
{
return string.Compare(x._value, y._value) <= 0;
}
public static bool operator >=(Mq4String x, Mq4String y)
{
return string.Compare(x._value, y._value) >= 0;
}
public static bool operator <=(Mq4String x, string y)
{
return string.Compare(x._value, y) <= 0;
}
public static bool operator >=(Mq4String x, string y)
{
return string.Compare(x._value, y) >= 0;
}
public static bool operator ==(Mq4String x, Mq4String y)
{
return string.Compare(x._value, y._value) == 0;
}
public static bool operator !=(Mq4String x, Mq4String y)
{
return string.Compare(x._value, y._value) != 0;
}
public static bool operator ==(Mq4String x, string y)
{
return string.Compare(x._value, y) == 0;
}
public static bool operator !=(Mq4String x, string y)
{
return string.Compare(x._value, y) != 0;
}
public override string ToString()
{
return _value.ToString();
}
public static readonly Mq4String Empty = new Mq4String(string.Empty);
}
struct Mq4Char
{
char _char;
public Mq4Char(byte code)
{
_char = Encoding.Unicode.GetString(new byte[]
{
code,
0
})[0];
}
public Mq4Char(char @char)
{
_char = @char;
}
public static implicit operator char(Mq4Char mq4Char)
{
return mq4Char._char;
}
public static implicit operator Mq4Char(int code)
{
return new Mq4Char((byte)code);
}
public static implicit operator Mq4Char(string str)
{
if (string.IsNullOrEmpty(str) || str.Length == 0)
return new Mq4Char(' ');
return new Mq4Char(str[0]);
}
}
struct Mq4Null
{
public static implicit operator string(Mq4Null mq4Null)
{
return (string)null;
}
public static implicit operator int(Mq4Null mq4Null)
{
return 0;
}
public static implicit operator double(Mq4Null mq4Null)
{
return 0;
}
}
static class Comparers
{
public static IComparer<T> GetComparer<T>()
{
if (typeof(T) == typeof(Mq4Double))
return (IComparer<T>)new Mq4DoubleComparer();
return Comparer<T>.Default;
}
}
static class DataSeriesExtensions
{
public static int InvertIndex(this DataSeries dataSeries, int index)
{
return dataSeries.Count - 1 - index;
}
public static Mq4Double Last(this DataSeries dataSeries, int shift, DataSeries sourceDataSeries)
{
return dataSeries[sourceDataSeries.Count - 1 - shift];
}
}
static class TimeSeriesExtensions
{
public static DateTime Last(this TimeSeries timeSeries, int index)
{
return timeSeries[timeSeries.InvertIndex(index)];
}
public static int InvertIndex(this TimeSeries timeSeries, int index)
{
return timeSeries.Count - 1 - index;
}
public static int GetIndexByTime(this TimeSeries timeSeries, DateTime time)
{
var index = timeSeries.Count - 1;
for (var i = timeSeries.Count - 1; i >= 0; i--)
{
if (timeSeries[i] < time)
{
index = i + 1;
break;
}
}
return index;
}
}
static class Mq4Colors
{
public static Colors GetColorByInteger(int integer)
{
switch (integer)
{
case 16777215:
return Colors.White;
case 16448255:
return Colors.Snow;
case 16449525:
return Colors.MintCream;
case 16118015:
return Colors.LavenderBlush;
case 16775408:
return Colors.AliceBlue;
case 15794160:
return Colors.Honeydew;
case 15794175:
return Colors.Ivory;
case 16119285:
return Colors.WhiteSmoke;
case 15136253:
return Colors.OldLace;
case 14804223:
return Colors.MistyRose;
case 16443110:
return Colors.Lavender;
case 15134970:
return Colors.Linen;
case 16777184:
return Colors.LightCyan;
case 14745599:
return Colors.LightYellow;
case 14481663:
return Colors.Cornsilk;
case 14020607:
return Colors.PapayaWhip;
case 14150650:
return Colors.AntiqueWhite;
case 14480885:
return Colors.Beige;
case 13499135:
return Colors.LemonChiffon;
case 13495295:
return Colors.BlanchedAlmond;
case 12903679:
return Colors.Bisque;
case 13353215:
return Colors.Pink;
case 12180223:
return Colors.PeachPuff;
case 14474460:
return Colors.Gainsboro;
case 12695295:
return Colors.LightPink;
case 11920639:
return Colors.Moccasin;
case 11394815:
return Colors.NavajoWhite;
case 11788021:
return Colors.Wheat;
case 13882323:
return Colors.LightGray;
case 15658671:
return Colors.PaleTurquoise;
case 11200750:
return Colors.PaleGoldenrod;
case 15130800:
return Colors.PowderBlue;
case 14204888:
return Colors.Thistle;
case 10025880:
return Colors.PaleGreen;
case 15128749:
return Colors.LightBlue;
case 14599344:
return Colors.LightSteelBlue;
case 16436871:
return Colors.LightSkyBlue;
case 12632256:
return Colors.Silver;
case 13959039:
return Colors.Aquamarine;
case 9498256:
return Colors.LightGreen;
case 9234160:
return Colors.Khaki;
case 14524637:
return Colors.Plum;
case 8036607:
return Colors.LightSalmon;
case 15453831:
return Colors.SkyBlue;
case 8421616:
return Colors.LightCoral;
case 15631086:
return Colors.Violet;
case 7504122:
return Colors.Salmon;
case 11823615:
return Colors.HotPink;
case 8894686:
return Colors.BurlyWood;
case 8034025:
return Colors.DarkSalmon;
case 9221330:
return Colors.Tan;
case 15624315:
return Colors.MediumSlateBlue;
case 6333684:
return Colors.SandyBrown;
case 11119017:
return Colors.DarkGray;
case 15570276:
return Colors.CornflowerBlue;
case 5275647:
return Colors.Coral;
case 9662683:
return Colors.PaleVioletRed;
case 14381203:
return Colors.MediumPurple;
case 14053594:
return Colors.Orchid;
case 9408444:
return Colors.RosyBrown;
case 4678655:
return Colors.Tomato;
case 9419919:
return Colors.DarkSeaGreen;
case 11193702:
return Colors.MediumAquamarine;
case 3145645:
return Colors.GreenYellow;
case 13850042:
return Colors.MediumOrchid;
case 6053069:
return Colors.IndianRed;
case 7059389:
return Colors.DarkKhaki;
case 13458026:
return Colors.SlateBlue;
case 14772545:
return Colors.RoyalBlue;
case 13688896:
return Colors.Turquoise;
case 16748574:
return Colors.DodgerBlue;
case 13422920:
return Colors.MediumTurquoise;
case 9639167:
return Colors.DeepPink;
case 10061943:
return Colors.LightSlateGray;
case 14822282:
return Colors.BlueViolet;
case 4163021:
return Colors.Peru;
case 9470064:
return Colors.SlateGray;
case 8421504:
return Colors.Gray;
case 255:
return Colors.Red;
case 16711935:
return Colors.Magenta;
case 16711680:
return Colors.Blue;
case 16760576:
return Colors.DeepSkyBlue;
case 16776960:
return Colors.Aqua;
case 8388352:
return Colors.SpringGreen;
case 65280:
return Colors.Lime;
case 65407:
return Colors.Chartreuse;
case 65535:
return Colors.Yellow;
case 55295:
return Colors.Gold;
case 42495:
return Colors.Orange;
case 36095:
return Colors.DarkOrange;
case 17919:
return Colors.OrangeRed;
case 3329330:
return Colors.LimeGreen;
case 3329434:
return Colors.YellowGreen;
case 13382297:
return Colors.DarkOrchid;
case 10526303:
return Colors.CadetBlue;
case 64636:
return Colors.LawnGreen;
case 10156544:
return Colors.MediumSpringGreen;
case 2139610:
return Colors.Goldenrod;
case 11829830:
return Colors.SteelBlue;
case 3937500:
return Colors.Crimson;
case 1993170:
return Colors.Chocolate;
case 7451452:
return Colors.MediumSeaGreen;
case 8721863:
return Colors.MediumVioletRed;
case 13828244:
return Colors.DarkViolet;
case 11186720:
return Colors.LightSeaGreen;
case 6908265:
return Colors.DimGray;
case 13749760:
return Colors.DarkTurquoise;
case 2763429:
return Colors.Brown;
case 13434880:
return Colors.MediumBlue;
case 2970272:
return Colors.Sienna;
case 9125192:
return Colors.DarkSlateBlue;
case 755384:
return Colors.DarkGoldenrod;
case 5737262:
return Colors.SeaGreen;
case 2330219:
return Colors.OliveDrab;
case 2263842:
return Colors.ForestGreen;
case 1262987:
return Colors.SaddleBrown;
case 3107669:
return Colors.DarkOliveGreen;
case 9109504:
return Colors.DarkBlue;
case 7346457:
return Colors.MidnightBlue;
case 8519755:
return Colors.Indigo;
case 128:
return Colors.Maroon;
case 8388736:
return Colors.Purple;
case 8388608:
return Colors.Navy;
case 8421376:
return Colors.Teal;
case 32768:
return Colors.Green;
case 32896:
return Colors.Olive;
case 5197615:
return Colors.DarkSlateGray;
case 25600:
return Colors.DarkGreen;
case 0:
default:
return Colors.Black;
}
}
}
static class EventExtensions
{
public static void Raise<T1, T2>(this Action<T1, T2> action, T1 arg1, T2 arg2)
{
if (action != null)
action(arg1, arg2);
}
}
static class Mq4LineStyles
{
public static LineStyle ToLineStyle(int style)
{
switch (style)
{
case 1:
return LineStyle.Lines;
case 2:
return LineStyle.Dots;
case 3:
case 4:
return LineStyle.LinesDots;
default:
return LineStyle.Solid;
}
}
}
class Mq4TimeSeries
{
private readonly TimeSeries _timeSeries;
private static readonly DateTime StartDateTime = new DateTime(1970, 1, 1);
public Mq4TimeSeries(TimeSeries timeSeries)
{
_timeSeries = timeSeries;
}
public static int ToInteger(DateTime dateTime)
{
return (int)(dateTime - StartDateTime).TotalSeconds;
}
public static DateTime ToDateTime(int seconds)
{
return StartDateTime.AddSeconds(seconds);
}
public int this[int index]
{
get
{
if (index < 0 || index >= _timeSeries.Count)
return 0;
DateTime dateTime = _timeSeries[_timeSeries.Count - 1 - index];
return ToInteger(dateTime);
}
}
}
static class ConvertExtensions
{
public static double? ToNullableDouble(this double protection)
{
if (protection == 0)
return null;
return protection;
}
public static DateTime? ToNullableDateTime(this int time)
{
if (time == 0)
return null;
return Mq4TimeSeries.ToDateTime(time);
}
public static long ToUnitsVolume(this Symbol symbol, double lots)
{
return symbol.NormalizeVolume(symbol.ToNotNormalizedUnitsVolume(lots));
}
public static double ToNotNormalizedUnitsVolume(this Symbol symbol, double lots)
{
if (symbol.Code.Contains("XAU") || symbol.Code.Contains("XAG"))
return 100 * lots;
return 100000 * lots;
}
public static double ToLotsVolume(this Symbol symbol, long volume)
{
if (symbol.Code.Contains("XAU") || symbol.Code.Contains("XAG"))
return volume * 1.0 / 100;
return volume * 1.0 / 100000;
}
}
struct Mq4Double : IComparable, IComparable<Mq4Double>
{
private readonly double _value;
public Mq4Double(double value)
{
_value = value;
}
public static implicit operator double(Mq4Double property)
{
return property._value;
}
public static implicit operator int(Mq4Double property)
{
return (int)property._value;
}
public static implicit operator bool(Mq4Double property)
{
return (int)property._value != 0;
}
public static implicit operator Mq4Double(double value)
{
return new Mq4Double(value);
}
public static implicit operator Mq4Double(int value)
{
return new Mq4Double(value);
}
public static implicit operator Mq4Double(bool value)
{
return new Mq4Double(value ? 1 : 0);
}
public static implicit operator Mq4Double(Mq4Null value)
{
return new Mq4Double(0);
}
public static Mq4Double operator +(Mq4Double d1, Mq4Double d2)
{
return new Mq4Double(d1._value + d2._value);
}
public static Mq4Double operator -(Mq4Double d1, Mq4Double d2)
{
return new Mq4Double(d1._value - d2._value);
}
public static Mq4Double operator -(Mq4Double d)
{
return new Mq4Double(-d._value);
}
public static Mq4Double operator +(Mq4Double d)
{
return new Mq4Double(+d._value);
}
public static Mq4Double operator *(Mq4Double d1, Mq4Double d2)
{
return new Mq4Double(d1._value * d2._value);
}
public static Mq4Double operator /(Mq4Double d1, Mq4Double d2)
{
return new Mq4Double(d1._value / d2._value);
}
public static bool operator ==(Mq4Double d1, Mq4Double d2)
{
return d1._value == d2._value;
}
public static bool operator >(Mq4Double d1, Mq4Double d2)
{
return d1._value > d2._value;
}
public static bool operator >=(Mq4Double d1, Mq4Double d2)
{
return d1._value >= d2._value;
}
public static bool operator <(Mq4Double d1, Mq4Double d2)
{
return d1._value < d2._value;
}
public static bool operator <=(Mq4Double d1, Mq4Double d2)
{
return d1._value <= d2._value;
}
public static bool operator !=(Mq4Double d1, Mq4Double d2)
{
return d1._value != d2._value;
}
public override string ToString()
{
return _value.ToString();
}
public int CompareTo(object obj)
{
return _value.CompareTo(obj);
}
public int CompareTo(Mq4Double obj)
{
return _value.CompareTo(obj);
}
}
class Mq4DoubleTwoDimensionalArray
{
private List<Mq4Double> _data = new List<Mq4Double>();
private List<Mq4DoubleArray> _arrays = new List<Mq4DoubleArray>();
private readonly Mq4Double _defaultValue;
private readonly int _size2;
public Mq4DoubleTwoDimensionalArray(int size2)
{
_defaultValue = 0;
_size2 = size2;
}
public void Add(Mq4Double value)
{
_data.Add(value);
}
private void EnsureCountIsEnough(int index)
{
while (_arrays.Count <= index)
_arrays.Add(new Mq4DoubleArray());
}
public void Initialize(Mq4Double value)
{
for (var i = 0; i < _data.Count; i++)
_data[i] = value;
}
public int Range(int index)
{
if (index == 0)
return _data.Count;
return this[0].Length;
}
public Mq4DoubleArray this[int index]
{
get
{
if (index < 0)
return new Mq4DoubleArray();
EnsureCountIsEnough(index);
return _arrays[index];
}
}
public Mq4Double this[int index1, int index2]
{
get
{
if (index1 < 0)
return 0;
EnsureCountIsEnough(index1);
return _arrays[index1][index2];
}
set
{
if (index1 < 0)
return;
EnsureCountIsEnough(index1);
_arrays[index1][index2] = value;
}
}
}
class Mq4DoubleArray : IMq4DoubleArray, IEnumerable
{
private List<Mq4Double> _data = new List<Mq4Double>();
private readonly Mq4Double _defaultValue;
public Mq4DoubleArray(int size = 0)
{
_defaultValue = 0;
}
public IEnumerator GetEnumerator()
{
return _data.GetEnumerator();
}
private bool _isInverted;
public bool IsInverted
{
get { return _isInverted; }
set { _isInverted = value; }
}
public void Add(Mq4Double value)
{
_data.Add(value);
}
private void EnsureCountIsEnough(int index)
{
while (_data.Count <= index)
_data.Add(_defaultValue);
}
public int Length
{
get { return _data.Count; }
}
public void Resize(int newSize)
{
while (newSize < _data.Count)
_data.RemoveAt(_data.Count - 1);
while (newSize > _data.Count)
_data.Add(_defaultValue);
}
public Mq4Double this[int index]
{
get
{
if (index < 0)
return _defaultValue;
EnsureCountIsEnough(index);
return _data[index];
}
set
{
if (index < 0)
return;
EnsureCountIsEnough(index);
_data[index] = value;
Changed.Raise(index, value);
}
}
public event Action<int, Mq4Double> Changed;
}
class Mq4MarketDataSeries : IMq4DoubleArray
{
private DataSeries _dataSeries;
public Mq4MarketDataSeries(DataSeries dataSeries)
{
_dataSeries = dataSeries;
}
public Mq4Double this[int index]
{
get { return _dataSeries.Last(index); }
set { }
}
public int Length
{
get { return _dataSeries.Count; }
}
public void Resize(int newSize)
{
}
}
class Mq4StringArray : IEnumerable
{
private List<Mq4String> _data = new List<Mq4String>();
private readonly Mq4String _defaultValue;
public Mq4StringArray(int size = 0)
{
_defaultValue = "";
}
public IEnumerator GetEnumerator()
{
return _data.GetEnumerator();
}
private bool _isInverted;
public bool IsInverted
{
get { return _isInverted; }
set { _isInverted = value; }
}
public void Add(Mq4String value)
{
_data.Add(value);
}
private void EnsureCountIsEnough(int index)
{
while (_data.Count <= index)
_data.Add(_defaultValue);
}
public int Length
{
get { return _data.Count; }
}
public void Resize(int newSize)
{
while (newSize < _data.Count)
_data.RemoveAt(_data.Count - 1);
while (newSize > _data.Count)
_data.Add(_defaultValue);
}
public Mq4String this[int index]
{
get
{
if (index < 0)
return _defaultValue;
EnsureCountIsEnough(index);
return _data[index];
}
set
{
if (index < 0)
return;
EnsureCountIsEnough(index);
_data[index] = value;
}
}
}
interface IMq4DoubleArray
{
Mq4Double this[int index] { get; set; }
int Length { get; }
void Resize(int newSize);
}
class Mq4ArrayToDataSeriesConverter
{
private readonly Mq4DoubleArray _mq4Array;
private readonly IndicatorDataSeries _dataSeries;
public Mq4ArrayToDataSeriesConverter(Mq4DoubleArray mq4Array, IndicatorDataSeries dataSeries)
{
_mq4Array = mq4Array;
_dataSeries = dataSeries;
_mq4Array.Changed += OnValueChanged;
CopyAllValues();
}
private void CopyAllValues()
{
for (var i = 0; i < _mq4Array.Length; i++)
{
if (_mq4Array.IsInverted)
_dataSeries[_mq4Array.Length - i] = _mq4Array[i];
else
_dataSeries[i] = _mq4Array[i];
}
}
private void OnValueChanged(int index, Mq4Double value)
{
int indexToSet;
if (_mq4Array.IsInverted)
indexToSet = _mq4Array.Length - index;
else
indexToSet = index;
if (indexToSet < 0)
return;
_dataSeries[indexToSet] = value;
}
}
class Mq4ArrayToDataSeriesConverterFactory
{
private readonly Dictionary<Mq4DoubleArray, IndicatorDataSeries> _cachedAdapters = new Dictionary<Mq4DoubleArray, IndicatorDataSeries>();
private Func<IndicatorDataSeries> _dataSeriesFactory;
public Mq4ArrayToDataSeriesConverterFactory(Func<IndicatorDataSeries> dataSeriesFactory)
{
_dataSeriesFactory = dataSeriesFactory;
}
public DataSeries Create(Mq4DoubleArray mq4Array)
{
IndicatorDataSeries dataSeries;
if (_cachedAdapters.TryGetValue(mq4Array, out dataSeries))
return dataSeries;
dataSeries = _dataSeriesFactory();
new Mq4ArrayToDataSeriesConverter(mq4Array, dataSeries);
_cachedAdapters[mq4Array] = dataSeries;
return dataSeries;
}
}
}
matfx
Joined on 17.06.2013
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: ATR Channels.algo
- Rating: 0
- Installs: 5209
- Modified: 13/10/2021 09:55
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Comments
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Good job!
Can you tell me the name of this indicator for mt4, thank you!