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#property strict
//+------------------------INCLUDE-----------------------------------+
#include <stdlib.mqh>
//+--------------- CLUSTERDELTA VOLUMEN DATA --------------------------+
#import "premium_mt4_v4x1.dll"
int InitDLL(int &);
string Receive_Information(int &, string);
int Send_Query(int &, string, string, int, string, string, string, string, string, string, int, string, string, string,int);
#import
datetime TIME_Array[]; // Array for TIME
double VOLUME_Array[]; // Array of Volumes, indexes of array are corelated to TIME_ARRAY
double DELTA_Array[]; // Array of Deltas, indexes of array are corelated to TIME_ARRAY
datetime last_loaded=0;
string indicator_client;
bool ReverseChart_SET=false; // not used in expert
int Seconds_Interval_To_Update_Volumes=10;
bool VOLUMES_INIT=false;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//---
int INIT_DLL_result;
InitDLL(INIT_DLL_result); // in the next version you dont have use this function
if(INIT_DLL_result==-1) { Print("Error during load Volumes DLL") ; return INIT_FAILED; }
// DO NOT CHANGE THIS CODE & DATA
do
{
indicator_client = "CDPA" + StringSubstr(DoubleToString(TimeLocal(),0),7,3)+""+DoubleToStr(MathAbs((MathRand()+3)%10),0);
} while (GlobalVariableCheck(indicator_client));
GlobalVariableTemp(indicator_client);
// =====================
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
GlobalVariableDel(indicator_client);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Expert time function |
//+------------------------------------------------------------------+
void OnTimer()
{
// DO NOT FORGET TO USE EventSetTimer(1); in Init
// IF YOU DO NOT LIKE USE onTimer() YUO SHOULD MOVE THIS CODE TO onTick()
static int Load_Frequency=0;
// do not update faster than one time per 5 seconds
if(Seconds_Interval_To_Update_Volumes<5) { Seconds_Interval_To_Update_Volumes=5; }
VOLUMES_GetData();
if (Load_Frequency % Seconds_Interval_To_Update_Volumes == 0)
{
Load_Frequency=0;
VOLUMES_SetData();
}
Load_Frequency++;
if (VOLUMES_INIT) { Print (Time[0]," ",VOLUME_by_index(0)); } // <-- for testing purposes
// VOLUMES_INIT is a signal that we have first package of volumes
}
int ArrayBsearchCorrect(datetime &array[], double value,
int count = WHOLE_ARRAY, int start = 0,
int direction = MODE_ASCEND)
{
if(ArraySize(array)==0) return(-1);
int i = ArrayBsearch(array, (datetime)value, count, start, direction);
if (value != array[i])
{
i = -1;
}
return (i);
}
void SortDictionary(datetime &keys[], double &values[], double &values2[],
int sortDirection = MODE_ASCEND)
{
datetime keyCopy[];
double valueCopy[];
double valueCopy2[];
ArrayCopy(keyCopy, keys);
ArrayCopy(valueCopy, values);
ArrayCopy(valueCopy2, values2);
ArraySort(keys, WHOLE_ARRAY, 0, sortDirection);
for (int i = 0; i < MathMin(ArraySize(keys), ArraySize(values)); i++)
{
values[ArrayBsearch(keys, keyCopy[i])] = valueCopy[i];
values2[ArrayBsearch(keys, keyCopy[i])] = valueCopy2[i];
}
}
int VOLUMES_SetData()
{
int k=0,i;
string ExtraData="AUTO";
string MetaTrader_GMT="AUTO";
string ver="4.0";
int Days_in_History=1;
datetime Custom_Start_time=D'2017.01.01 00:00';
datetime Custom_End_time=D'2017.01.01 00:00';
i = Send_Query(k,indicator_client, Symbol(), Period(), TimeToStr(TimeCurrent()), TimeToStr(Time[0]), ExtraData, TimeToStr(last_loaded),MetaTrader_GMT,ver,Days_in_History,TimeToStr(Custom_Start_time),TimeToStr(Custom_End_time),AccountCompany(),AccountNumber());
if (i < 0) { Alert ("Error during query registration"); return -1; }
return 1;
}
int VOLUMES_GetData()
{
string response="";
int length=0;
int valid=0;
int len=0,td_index;
int i=0;
double index;
int iBase=0;
double ask_value=0, bid_value=0;
string result[];
string bardata[];
string MessageFromServer;
// get query from dLL
response = Receive_Information(length, indicator_client);
if (length==0) { return 0; }
if(StringLen(response)>1)
{
len=StringSplit(response,StringGetCharacter("\n",0),result);
if(!len) { return 0; }
MessageFromServer=result[0];
for(i=1;i<len;i++)
{
if(StringLen(result[i])==0) continue;
StringSplit(result[i],StringGetCharacter(";",0),bardata);
td_index=ArraySize(TIME_Array);
index = (double)StrToTime(bardata[0]);
ask_value= StringToDouble(bardata[1]);
bid_value= StringToDouble(bardata[2])*(ReverseChart_SET?-1:1);
if(index==0) continue;
iBase = ArrayBsearchCorrect(TIME_Array, index );
if (iBase >= 0) { td_index=iBase; }
if(td_index>=ArraySize(TIME_Array))
{
ArrayResize(TIME_Array, td_index+1);
ArrayResize(VOLUME_Array, td_index+1);
ArrayResize(DELTA_Array, td_index+1);
}
else { if((VOLUME_Array[td_index])>(ask_value) && td_index>=ArraySize(TIME_Array)-2) { ask_value=VOLUME_Array[td_index]; bid_value=DELTA_Array[td_index];} }
TIME_Array[td_index] = (datetime)index;
VOLUME_Array[td_index] = ask_value;
DELTA_Array[td_index] = bid_value;
}
valid=ArraySize(TIME_Array);
if (valid>0)
{
SortDictionary(TIME_Array,VOLUME_Array,DELTA_Array);
int lastindex = ArraySize(TIME_Array);
last_loaded=TIME_Array[lastindex-1];
if(last_loaded>Time[0])last_loaded=Time[0];
VOLUMES_INIT=true;
}
}
return (1);
}
int VOLUME_by_index(int ix, bool BrokehHour=true)
{
if(ArraySize(TIME_Array)<2) return 0;
if(ArraySize(Time)<=ix) return 0;
int iBase = ArrayBsearchCorrect(TIME_Array, Time[ix] );
if (iBase < 0 && Period() >= PERIOD_M5 && BrokehHour) { iBase = ArrayBsearchCorrect(TIME_Array, Time[ix] - 1*60 ); } // 1 Min BrokenHour
if (iBase < 0 && Period() >= PERIOD_M5 && BrokehHour) { iBase = ArrayBsearchCorrect(TIME_Array, Time[ix] - 2*60 ); } // 1 Min BrokenHour
if (iBase < 0 && Period() >= PERIOD_M5 && BrokehHour) { iBase = ArrayBsearchCorrect(TIME_Array, Time[ix] - 3*60 ); } // 1 Min BrokenHour
if (iBase < 0 && Period() >= PERIOD_M5 && BrokehHour) { iBase = ArrayBsearchCorrect(TIME_Array, Time[ix] - 4*60 ); } // 1 Min BrokenHour
if (iBase < 0 && Period() >= PERIOD_M15 && BrokehHour) { iBase = ArrayBsearchCorrect(TIME_Array, Time[ix] - 5*60 ); } // 5 Min BrokenHour
if (iBase < 0 && Period() >= PERIOD_H1 && BrokehHour) { iBase = ArrayBsearchCorrect(TIME_Array, Time[ix] - 30*60 ); } // 35 Min BrokenHour / ES
if (iBase < 0 && Period() >= PERIOD_H1 && BrokehHour) { iBase = ArrayBsearchCorrect(TIME_Array, Time[ix] - 35*60 ); } // 35 Min BrokenHour / ES
if (iBase < 0 && Period() >= PERIOD_H4 && BrokehHour) { iBase = ArrayBsearchCorrect(TIME_Array, Time[ix] - 60*60 ); } // 60 Min BrokenHour / ES
if (iBase < 0 && Period() >= PERIOD_H4 && BrokehHour) { iBase = ArrayBsearchCorrect(TIME_Array, Time[ix] + 60*60 ); } // 60 Min BrokenHour / ES
if (iBase < 0 && Period() >= PERIOD_H4 && BrokehHour) { iBase = ArrayBsearchCorrect(TIME_Array, Time[ix] + 2*60*60 ); } // 120 Min BrokenHour / ES
if (iBase < 0 && Period() >= PERIOD_W1 && BrokehHour) { iBase = ArrayBsearchCorrect(TIME_Array, Time[ix] + 24*60*60); } // 35 Min BrokenHour / ES
if (iBase >= 0)
{
return (int)VOLUME_Array[iBase];
}
return 0;
}
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