Код:
#property strict
//################################################## ##################
//+----------------- CLUSTERDELTA VOLUME 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
#import "online_mt4_v4x1.dll"
int Online_Init(int&, string, int);
string Online_Data(int&,string);
int Online_Subscribe(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 VOLUMES_INIT, ReverseChart_SET = false; // not used in expert
int Days_in_History;
datetime Custom_Start_time, Custom_End_time;
int INIT_DLL_result;
int GMT_SET=1;
int GMT =3; string MetaTrader_GMT = "+3"; // Change if GMT is different for both
input string Ticker = "AUTO";
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit() {
// --- Volume & Delta ---
GlobalVariableDel(indicator_client);
InitDLL(INIT_DLL_result); // in the next version you dont have use this function
if(INIT_DLL_result==-1) { Print("Error during DLL init. ") ; ExpertRemove();}
do // DO NOT CHANGE THIS CODE & DATA --- Volume & Delta
{
indicator_client =
"CDPA" + StringSubstr(DoubleToString(TimeLocal(),0),7,3)+"" +DoubleToStr(MathAbs((MathRand()+3)%10),0);
} while (GlobalVariableCheck(indicator_client));
GlobalVariableTemp(indicator_client);
if(!IsTesting())
{
Custom_Start_time = D'2017.01.01 00:00'; // Indicator parameters to load 14 last days
Custom_End_time = D'2017.01.01 00:00';
Days_in_History = 14;
Online_Init(INIT_DLL_result, AccountCompany(), AccountNumber());
}
Vol_Delta_Cycle_Load();
//--- create timer
if(!IsTesting()) EventSetMillisecondTimer(100);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason) {
EventKillTimer();
GlobalVariableDel(indicator_client);
for(int it = 1; it < 10; it ++) Print(Time[it]," / Vol ",VOLUME_by_index(it)," / Del ",DELTA_by_index(it)); // just yo check vol & delta is working
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick() {
static int mmm, mn, vol, del; int vol_t, del_t;
if(IsTesting() && mmm != Month()) {mmm = Month(); Testing_Load_ind_Vol_Del();}
if(!IsTesting())
{
vol_t = VOLUME_by_index(1); del_t = DELTA_by_index(1);
if(mn != Minute()) {mn = Minute(); vol = vol_t; del = del_t; Print("Vol ",vol," // Del ",del);}
if(vol_t != vol || del_t != del) {vol = vol_t; del = del_t; Print("Update: Vol ",vol," // Del ",del);}
}
}
//+------------------------------------------------------------------+
//| Timer function |
//+------------------------------------------------------------------+
void OnTimer() {
uchar static Timer, Timer_V;
bool static Get_new_Vol = false;
if(TimeHour(TimeCurrent()) < 1) return; // Do not download DPOC data before 1:00 (if set)
if(!IsTesting())
{
Timer ++;
if(TimeSeconds(TimeCurrent()) == 59) {VOLUMES_GetOnline();}
else Timer_V ++;
{
Timer_V ++;
if(Timer_V >= 10)
{
Timer_V = 0; VOLUMES_GetOnline();
if(Get_new_Vol) { if(VOLUMES_GetData()) Get_new_Vol = false;}
}
}
if(Timer >= 50) { VOLUMES_SetData(); Timer = 0; Get_new_Vol = true;}
}
}
//+------------------------------------------------------------------+
void Testing_Load_ind_Vol_Del() {
ulong Timer_uSEC;
int it, MM_0, MM_1, YY_0, YY_1, temp, cc;
string mm_0, mm_1;
int temp_1_Vol[], temp_2_Vol[], temp_1_Del[], temp_2_Del[];
datetime temp_1_Time[], temp_2_Time[];
ArrayFree(temp_1_Time); ArrayFree(temp_1_Vol); ArrayFree(temp_1_Del);
ArrayFree(temp_2_Time); ArrayFree(temp_2_Vol); ArrayFree(temp_2_Del);
ArrayFree(TIME_Array); ArrayFree(VOLUME_Array); ArrayFree(DELTA_Array);
string f_name, f_handle, yyy, mmm;
yyy = IntegerToString(Year());
if(Month() < 10) mmm = "0"+ IntegerToString(Month()); else mmm = Month();
f_name = Symbol() +"\\"+ IntegerToString(yyy) +"_"+ mmm +".csv";
if(IsTesting() && FileIsExist(f_name)) {Testing_Load_file_Vol_Delta_by_Month(); return;}
ArrayFree(TIME_Array); ArrayFree(VOLUME_Array); ArrayFree(DELTA_Array); // Reset Array for Vol & Delta: load 1st part
MM_0 = Month() -1; YY_0 = Year(); MM_1 = Month(); YY_1 = YY_0;
if(MM_0 == 0) {MM_0 = 12; YY_0 -= 1;}
if(MM_0 < 10) mm_0 = "0"+ IntegerToString(MM_0); else mm_0 = IntegerToString(MM_0);
if(MM_1 < 10) mm_1 = "0"+ IntegerToString(MM_1); else mm_1 = IntegerToString(MM_1);
Custom_Start_time = StringToTime(IntegerToString(YY_0) +"."+ mm_0 +".12");
Custom_End_time = StringToTime(IntegerToString(YY_1) +"."+ mm_1 +".01");
Days_in_History = 0;
Print("Load indicator data for period: ",TimeToString(Custom_Start_time)," - ",TimeToString(Custom_End_time));
Vol_Delta_Cycle_Load(); if(!VOLUMES_INIT) {Print("Indicator Volume & Delta Data not loaded, exit"); ExpertRemove();}
ArrayResize(temp_1_Time, ArraySize(TIME_Array));
ArrayResize(temp_1_Vol , ArraySize(TIME_Array));
ArrayResize(temp_1_Del, ArraySize(TIME_Array));
for(it = 0; it < ArraySize(TIME_Array); it ++)
{
if(TimeMonth(TIME_Array[it]) == MM_1) continue;
temp_1_Time[it] = TIME_Array[it];
if(it < ArraySize(VOLUME_Array)) temp_1_Vol[it] = VOLUME_Array[it];
if(it < ArraySize(DELTA_Array)) temp_1_Del[it] = DELTA_Array [it];
}
ArrayFree(TIME_Array); ArrayFree(VOLUME_Array); ArrayFree(DELTA_Array); // Reset Array for Vol & Delta: Load 2nd part
MM_0 = Month(); YY_0 = Year(); MM_1 = Month() +1; YY_1 = YY_0;
if(MM_1 == 13) {MM_1 = 1; YY_1 += 1;}
if(MM_0 < 10) mm_0 = "0"+ IntegerToString(MM_0); else mm_0 = IntegerToString(MM_0);
if(MM_1 < 10) mm_1 = "0"+ IntegerToString(MM_1); else mm_1 = IntegerToString(MM_1);
Custom_Start_time = StringToTime(IntegerToString(YY_0) +"."+ mm_0 +".01");
Custom_End_time = StringToTime(IntegerToString(YY_1) +"."+ mm_1 +".01");
Days_in_History = 0;
Print("Load indicator data for period: ",TimeToString(Custom_Start_time)," - ",TimeToString(Custom_End_time));
Vol_Delta_Cycle_Load(); if(!VOLUMES_INIT) {Print("Indicator Volume & Delta Data not loaded, exit"); ExpertRemove();}
ArrayResize(temp_2_Time, ArraySize(TIME_Array));
ArrayResize(temp_2_Vol, ArraySize(TIME_Array));
ArrayResize(temp_2_Del, ArraySize(TIME_Array));
for(it = 0; it < ArraySize(TIME_Array); it ++)
{
if(TimeMonth(TIME_Array[it]) < MM_0) continue;
temp_2_Time[it] = TIME_Array[it];
if(it < ArraySize(VOLUME_Array)) temp_2_Vol[it] = VOLUME_Array[it];
if(it < ArraySize(DELTA_Array)) temp_2_Del[it] = DELTA_Array [it];
}
ArrayFree(TIME_Array); ArrayFree(VOLUME_Array); ArrayFree(DELTA_Array); // Reset Array for Vol & Delta: merge 1st & 2nd parts
for(it = 0; it < ArraySize(temp_1_Time); it ++)
{
ArrayResize(TIME_Array, ArraySize(TIME_Array) +1); TIME_Array [it] = temp_1_Time[it];
ArrayResize(VOLUME_Array, ArraySize(VOLUME_Array) +1); VOLUME_Array[it] = temp_1_Vol [it];
ArrayResize(DELTA_Array, ArraySize(DELTA_Array) +1); DELTA_Array [it] = temp_1_Del [it];
}
temp = ArraySize(temp_1_Time);
for(it = 0; it < ArraySize(temp_2_Time); it ++)
{
ArrayResize(TIME_Array, ArraySize(TIME_Array) +1); TIME_Array [it +temp] = temp_2_Time[it];
ArrayResize(VOLUME_Array, ArraySize(VOLUME_Array) +1); VOLUME_Array[it +temp] = temp_2_Vol [it];
ArrayResize(DELTA_Array, ArraySize(DELTA_Array) +1); DELTA_Array [it +temp] = temp_2_Del [it];
}
Testing_Write_file_Vol_Delta_by_Month(); // save merged data to file
}
void Vol_Delta_Init() {
indicator_client =
"CDPA" + StringSubstr(DoubleToString(TimeLocal(),0),7,3)+"" +DoubleToStr(MathAbs((MathRand()+3)%10),0);
}
void Vol_Delta_Cycle_Load() {
ulong Timer_uSEC;
int it, itt, c;
for(itt = 0; itt < 5; itt ++) // 5 attempt with reinitialization
{
Vol_Delta_Init(); Print("initialization Vol & Delta client # ",itt +1);
for(it = 0; it < 3; it ++) // 3 attempt to load single request
{
Timer_uSEC = GetMicrosecondCount(); // ---------- send server request
for(c = 1; c <= 3; c ++)
{
last_loaded = 0;
if(VOLUMES_SetData() < 0) // Server request data
{
while(!IsStopped() && GetMicrosecondCount() < (Timer_uSEC + 5000000 *c)) { for( int cc = 0; cc < 100; cc ++)}
Print("Volume - send server request #",c);
}
else break;
}
Timer_uSEC = GetMicrosecondCount(); // ---------- check for loaded data
for(c = 1; c <= 5; c ++)
{
ArrayFree(TIME_Array); ArrayFree(VOLUME_Array); ArrayFree(DELTA_Array);
if(VOLUMES_GetData() == 0) // Check is data ready ???
{
while(!IsStopped() && GetMicrosecondCount() < (Timer_uSEC + 5000000 * c)) for( int cc = 0; cc < 100; cc ++); // pause before next try
}
else
{ if(!VOLUMES_INIT)
{ while(!IsStopped() && GetMicrosecondCount() < (Timer_uSEC + 5000000 *c)) for( int cc = 0; cc < 100; cc ++); }}
Print("Volume - check for loaded data #",c);
if(VOLUMES_INIT) { Print("Volume Loaded # ",it); break;}
}
if(VOLUMES_INIT) break;
}
if(VOLUMES_INIT) break;
}
}
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];
}
}
void UpdateArray(datetime& td[],double& ad[], double& bd[], double dtp, double dta, double dtb) {
datetime indexx = (datetime)dtp;
int i=ArraySize(td);
int iBase = ArrayBsearchCorrect(td, indexx );
if (iBase >= 0) { i=iBase; }
if(i>=ArraySize(td))
{
ArrayResize(td, i+1);
ArrayResize(ad, i+1);
ArrayResize(bd, i+1);
} else {
if(ad[i]>dta && i>=ArraySize(td)-2) { dta=ad[i]; dtb=bd[i]; }
}
td[i]= (datetime)dtp;
ad[i]= dta;
bd[i]= dtb;
}
int VOLUMES_SetData() {
datetime Time_Current;
datetime Time_bar_arr;
if(IsTesting())
{
Time_Current = Custom_End_time;
Time_bar_arr = Custom_End_time;
}
else
{
Time_Current = TimeCurrent();
Time_bar_arr = Time[0];
}
int k=0,i;
string Instrument = Ticker;
string ver="4.1";
i = Send_Query(k,indicator_client,
Symbol(), Period(),
TimeToStr(Time_Current), TimeToStr(Time_bar_arr),
Instrument,TimeToStr(last_loaded),MetaTrader_GMT,v er,
Days_in_History,TimeToStr(Custom_Start_time),TimeT oStr(Custom_End_time),
AccountCompany(),AccountNumber());
if (i < 0) { Alert ("Error during query registration"); return -1; }
if(!IsTesting())
{
i = Online_Subscribe(k,indicator_client,
Symbol(), Period(),
TimeToStr(TimeCurrent()), TimeToStr(Time[0]),
Instrument, TimeToStr(last_loaded),MetaTrader_GMT,ver,
Days_in_History,TimeToStr(Custom_Start_time),TimeT oStr(Custom_End_time),
AccountCompany(),AccountNumber()); //
}
VOLUMES_INIT = false;
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);
// --- my check
if(ArraySize(bardata) < 3)
{
Print("Zero Bardata");
//Vol_Delta_Init(); // reinitialize Indicator
//VOLUMES_SetData(); // resend server request
return (0); // exit
}
// ---
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;
}
else return(0);
}
return (1);
}
int VOLUMES_GetOnline() {
static int prnt_v_0, prnt_d_0, prnt_t_0, prnt_v_1, prnt_d_1, prnt_t_1;
string response="";
int length=0;
string key="";
string mydata="";
int block=0;
//if(Period()>60) return 0;
response = Online_Data(length, indicator_client);
if(length == 0) { return 0; }
if(ArraySize(TIME_Array)<4) { return 0; }
int key_i=StringFind(response, ":");
key = StringSubstr(response,0,key_i);
mydata = StringSubstr(response,key_i+1);
int compare_minutes = 0;
string result[];
string bardata[];
if(key == indicator_client)
{
StringSplit(mydata,StringGetCharacter("!",0),resul t);
if(!GMT_SET)
{
StringSplit(result[2],StringGetCharacter(";",0),bardata);
if(VOLUME_Array[ArraySize(VOLUME_Array)-3] == StringToDouble(bardata[1])) // 3-rd bar in stream is 3rd in series
{
StringSplit(result[0],StringGetCharacter(";",0),bardata);
compare_minutes = int( (double)(TIME_Array[ArraySize(TIME_Array)-1]) - StringToDouble(bardata[0]) );
GMT = int(compare_minutes / 3600);
GMT_SET=0;
} else
if(VOLUME_Array[ArraySize(VOLUME_Array)-2] == StringToDouble(bardata[1])) // 3-rd bar in stream is 3rd in series
{
compare_minutes = int( (double)(TIME_Array[ArraySize(TIME_Array)-2]) - StringToDouble(bardata[0]) );
GMT = int(compare_minutes / 3600);
GMT_SET=0;
}
}
StringSplit(result[0],StringGetCharacter(";",0),bardata);
UpdateArray(TIME_Array, VOLUME_Array,DELTA_Array, StringToDouble(bardata[0])+3600*GMT, StringToDouble(bardata[1]),StringToDouble(bardata[2]));
//if(prnt_t_0 != StrToInteger(bardata[0])+3600*GMT) {prnt_t_0 = StrToInteger(bardata[0])+3600*GMT; Print("Time_0 ",TimeToString(StrToInteger(bardata[0])+3600*GMT));}
//if(prnt_v_0 != StrToInteger(bardata[1])) {prnt_v_0 = StrToInteger(bardata[1]); Print(" / Vol_0 ", bardata[1]);}
//if(prnt_d_0 != StrToInteger(bardata[2])) {prnt_d_0 = StrToInteger(bardata[2]); Print(" / Delta_0 ", bardata[2]);}
StringSplit(result[1],StringGetCharacter(";",0),bardata);
UpdateArray(TIME_Array, VOLUME_Array,DELTA_Array, StringToDouble(bardata[0])+3600*GMT, StringToDouble(bardata[1]),StringToDouble(bardata[2]));
//if(prnt_t_1 != StrToInteger(bardata[0])+3600*GMT) {prnt_t_1 = StrToInteger(bardata[0])+3600*GMT; Print("Time_1 ",TimeToString(StrToInteger(bardata[0])+3600*GMT));}
//if(prnt_v_1 != StrToInteger(bardata[1])) {prnt_v_1 = StrToInteger(bardata[1]); Print(" / Vol_1 ", bardata[1]);}
//if(prnt_d_1 != StrToInteger(bardata[2])) {prnt_d_1 = StrToInteger(bardata[2]); Print(" / Delta_1 ", bardata[2]);}
}
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;
}
int DELTA_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)DELTA_Array[iBase];
}
return 0;
}
void Testing_Write_file_Vol_Delta_by_Month() {
if(!IsTesting()) return;
int it, dt, vol, del;
string f_name, f_handle, yyy, mmm, date;
yyy = IntegerToString(Year());
if(Month() < 10) mmm = "0"+ IntegerToString(Month()); else mmm = Month();
f_name = Symbol() +"\\"+ IntegerToString(yyy) +"_"+ mmm +".csv"; if(FileIsExist(f_name)) return; // exit if file already exist
f_handle = FileOpen(f_name, FILE_READ|FILE_WRITE|FILE_CSV);
for(it = 0; it < ArraySize(TIME_Array); it ++)
{
dt = TIME_Array[it];
date = TimeToString(dt);
if(it < ArraySize(VOLUME_Array)) vol = VOLUME_Array[it];
if(it < ArraySize(DELTA_Array)) del = DELTA_Array [it];
if(f_handle > 0) FileWrite(f_handle, date, dt, vol, del);
}
FileClose(f_handle);
}
void Testing_Load_file_Vol_Delta_by_Month() {
string f_name, yyy, mmm, date; int f_handle;
yyy = IntegerToString(Year());
if(Month() < 10) mmm = "0"+ IntegerToString(Month()); else mmm = Month();
f_name = Symbol() +"\\"+ IntegerToString(yyy) +"_"+ mmm +".csv";
f_handle = FileOpen(f_name, FILE_READ|FILE_WRITE|FILE_CSV);
while(!FileIsEnding(f_handle))
{
ArrayResize(TIME_Array, ArraySize(TIME_Array) +1);
ArrayResize(VOLUME_Array, ArraySize(VOLUME_Array) +1);
ArrayResize(DELTA_Array, ArraySize(DELTA_Array) +1);
date = FileReadString(f_handle);
TIME_Array [ArraySize(TIME_Array) -1] = FileReadString(f_handle);
VOLUME_Array[ArraySize(VOLUME_Array) -1] = FileReadString(f_handle);
DELTA_Array [ArraySize(DELTA_Array) -1] = FileReadString(f_handle);
}
FileClose(f_handle);
}
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