RenkoLiveChart_v3_2最新版

//+—————————————————————————+
//| EA VERSION
//| RenkoLiveChart_v3.2.mq4
//| Inspired from Renko script by “e4” (renko_live_scr.mq4)
//| Copyleft 2009 LastViking
//|
//| Aug 12 2009 (LV):
//| – Wanted volume in my Renko chart so I wrote my own script
//|
//| Aug 20-21 2009 (LV) (v1.1 – v1.3):
//| – First attempt at live Renko brick formation (bugs O bugs…)
//| – Fixed problem with strange symbol names at some 5 digit
//| brokers (credit to Tigertron)
//|
//| Aug 24 2009 (LV) (v1.4):
//| – Handle High / Low in history in a reasonable way (prev.
//| used Close)
//|
//| Aug 26 2009 (Lou G) (v1.5/v1.6):
//| – Finaly fixing the “late appearance” (live Renko brick
//| formation) bug
//|
//| Aug 31 2009 (LV) (v2.0):
//| – Not a script anylonger, but run as indicator
//| – Naroved down the MT4 bug that used to cause the “late appearance bug”
//| a little closer (has to do with High / Low gaps)
//| – Removed the while … sleep() loop. Renko chart is now tick
//| driven: -MUSH nicer to system resources this way
//|
//| Sep 03 2009 (LV) (v2.1):
//| – Fixed so that Time[] holds the open time of the renko
//| bricks (prev. used time of close)
//|
//| Sep 16 2009 (Lou G) (v3.0):
//| – Optional wicks added
//| – Conversion back to EA
//| – Auto adjust for 5 and 6 dec brokers added
//| enter RenkoBoxSize as “actual” size e.g. “10” for 10 pips
//| – Compensation for “zero compare” problem added
//|
//| Okt 05 2009 (LV) (v3.1):
//| – Fixed a bug related to BoxOffset
//| – Auto adjust for 3 and 4 dec JPY pairs
//| – Removed init() function
//| – Changed back to old style Renko brick formation
//|
//| Okt 13 2009 (LV) (v3.2):
//| – Added “EmulateOnLineChart” option (credit to Skipperxit/Mimmo)
//|
//+—————————————————————————+
#property copyright “”
//+——————————————————————+
#include <WinUser32.mqh>
#include <stdlib.mqh>
//+——————————————————————+
#import “user32.dll”
int RegisterWindowMessageA(string lpString);
#import
//+——————————————————————+
extern int RenkoBoxSize = 10;
extern int RenkoBoxOffset = 0;
extern int RenkoTimeFrame = 2; // What time frame to use for the offline renko chart
extern bool ShowWicks = true;
extern bool EmulateOnLineChart = true;
extern bool StrangeSymbolName = false;
//+——————————————————————+
int HstHandle = -1, LastFPos = 0, MT4InternalMsg = 0;
string SymbolName;
//+——————————————————————+
void UpdateChartWindow() {
static int hwnd = 0;

if(hwnd == 0) {
hwnd = WindowHandle(SymbolName, RenkoTimeFrame);
if(hwnd != 0) Print(“Chart window detected”);
}

if(EmulateOnLineChart && MT4InternalMsg == 0)
MT4InternalMsg = RegisterWindowMessageA(“MetaTrader4_Internal_Message”);

if(hwnd != 0) if(PostMessageA(hwnd, WM_COMMAND, 0x822c, 0) == 0) hwnd = 0;
if(hwnd != 0 && MT4InternalMsg != 0) PostMessageA(hwnd, MT4InternalMsg, 2, 1);

return;
}
//+——————————————————————+
int start() {

static double BoxPoints, UpWick, DnWick;
static double PrevLow, PrevHigh, PrevOpen, PrevClose, CurVolume, CurLow, CurHigh, CurOpen, CurClose;
static datetime PrevTime;

//+——————————————————————+
// This is only executed ones, then the first tick arives.
if(HstHandle < 0) {
// Init

// Error checking
if(!IsConnected()) {
Print(“Waiting for connection…”);
return(0);
}
if(!IsDllsAllowed()) {
Print(“Error: Dll calls must be allowed!”);
return(-1);
}
if(MathAbs(RenkoBoxOffset) >= RenkoBoxSize) {
Print(“Error: |RenkoBoxOffset| should be less then RenkoBoxSize!”);
return(-1);
}
switch(RenkoTimeFrame) {
case 1: case 5: case 15: case 30: case 60: case 240:
case 1440: case 10080: case 43200: case 0:
Print(“Error: Invald time frame used for offline renko chart (RenkoTimeFrame)!”);
return(-1);
}
//

int BoxSize = RenkoBoxSize;
int BoxOffset = RenkoBoxOffset;
if(Digits == 5 || (Digits == 3 && StringFind(Symbol(), “JPY”) != -1)) {
BoxSize = BoxSize*10;
BoxOffset = BoxOffset*10;
}
if(Digits == 6 || (Digits == 4 && StringFind(Symbol(), “JPY”) != -1)) {
BoxSize = BoxSize*100;
BoxOffset = BoxOffset*100;
}

if(StrangeSymbolName) SymbolName = StringSubstr(Symbol(), 0, 6);
else SymbolName = Symbol();
BoxPoints = NormalizeDouble(BoxSize*Point, Digits);
PrevLow = NormalizeDouble(BoxOffset*Point + MathFloor(Close[Bars-1]/BoxPoints)*BoxPoints, Digits);
DnWick = PrevLow;
PrevHigh = PrevLow + BoxPoints;
UpWick = PrevHigh;
PrevOpen = PrevLow;
PrevClose = PrevHigh;
CurVolume = 1;
PrevTime = Time[Bars-1];

// create / open hst file
HstHandle = FileOpenHistory(SymbolName + RenkoTimeFrame + “.hst”, FILE_BIN|FILE_WRITE);
if(HstHandle < 0) {
Print(“Error: can\’t create / open history file: ” + ErrorDescription(GetLastError()) + “: ” + SymbolName + RenkoTimeFrame + “.hst”);
return(-1);
}
//

// write hst file header
int HstUnused[13];
FileWriteInteger(HstHandle, 400, LONG_VALUE); // Version
FileWriteString(HstHandle, “”, 64); // Copyright
FileWriteString(HstHandle, SymbolName, 12); // Symbol
FileWriteInteger(HstHandle, RenkoTimeFrame, LONG_VALUE); // Period
FileWriteInteger(HstHandle, Digits, LONG_VALUE); // Digits
FileWriteInteger(HstHandle, 0, LONG_VALUE); // Time Sign
FileWriteInteger(HstHandle, 0, LONG_VALUE); // Last Sync
FileWriteArray(HstHandle, HstUnused, 0, 13); // Unused
//

// process historical data
int i = Bars-2;
//Print(Symbol() + ” ” + High[i] + ” ” + Low[i] + ” ” + Open[i] + ” ” + Close[i]);
//—————————————————————————
while(i >= 0) {

CurVolume = CurVolume + Volume[i];

UpWick = MathMax(UpWick, High[i]);
DnWick = MathMin(DnWick, Low[i]);

// update low before high or the revers depending on is closest to prev. bar
bool UpTrend = High[i]+Low[i] > High[i+1]+Low[i+1];

while(UpTrend && (Low[i] < PrevLow-BoxPoints || CompareDoubles(Low[i], PrevLow-BoxPoints))) {
PrevHigh = PrevHigh – BoxPoints;
PrevLow = PrevLow – BoxPoints;
PrevOpen = PrevHigh;
PrevClose = PrevLow;

FileWriteInteger(HstHandle, PrevTime, LONG_VALUE);
FileWriteDouble(HstHandle, PrevOpen, DOUBLE_VALUE);
FileWriteDouble(HstHandle, PrevLow, DOUBLE_VALUE);

if(ShowWicks && UpWick > PrevHigh) FileWriteDouble(HstHandle, UpWick, DOUBLE_VALUE);
else FileWriteDouble(HstHandle, PrevHigh, DOUBLE_VALUE);

FileWriteDouble(HstHandle, PrevClose, DOUBLE_VALUE);
FileWriteDouble(HstHandle, CurVolume, DOUBLE_VALUE);

UpWick = 0;
DnWick = EMPTY_VALUE;
CurVolume = 0;
CurHigh = PrevLow;
CurLow = PrevLow;

if(PrevTime < Time[i]) PrevTime = Time[i];
else PrevTime++;
}

while(High[i] > PrevHigh+BoxPoints || CompareDoubles(High[i], PrevHigh+BoxPoints)) {
PrevHigh = PrevHigh + BoxPoints;
PrevLow = PrevLow + BoxPoints;
PrevOpen = PrevLow;
PrevClose = PrevHigh;

FileWriteInteger(HstHandle, PrevTime, LONG_VALUE);
FileWriteDouble(HstHandle, PrevOpen, DOUBLE_VALUE);

if(ShowWicks && DnWick < PrevLow) FileWriteDouble(HstHandle, DnWick, DOUBLE_VALUE);
else FileWriteDouble(HstHandle, PrevLow, DOUBLE_VALUE);

FileWriteDouble(HstHandle, PrevHigh, DOUBLE_VALUE);
FileWriteDouble(HstHandle, PrevClose, DOUBLE_VALUE);
FileWriteDouble(HstHandle, CurVolume, DOUBLE_VALUE);

UpWick = 0;
DnWick = EMPTY_VALUE;
CurVolume = 0;
CurHigh = PrevHigh;
CurLow = PrevHigh;

if(PrevTime < Time[i]) PrevTime = Time[i];
else PrevTime++;
}

while(!UpTrend && (Low[i] < PrevLow-BoxPoints || CompareDoubles(Low[i], PrevLow-BoxPoints))) {
PrevHigh = PrevHigh – BoxPoints;
PrevLow = PrevLow – BoxPoints;
PrevOpen = PrevHigh;
PrevClose = PrevLow;

FileWriteInteger(HstHandle, PrevTime, LONG_VALUE);
FileWriteDouble(HstHandle, PrevOpen, DOUBLE_VALUE);
FileWriteDouble(HstHandle, PrevLow, DOUBLE_VALUE);

if(ShowWicks && UpWick > PrevHigh) FileWriteDouble(HstHandle, UpWick, DOUBLE_VALUE);
else FileWriteDouble(HstHandle, PrevHigh, DOUBLE_VALUE);

FileWriteDouble(HstHandle, PrevClose, DOUBLE_VALUE);
FileWriteDouble(HstHandle, CurVolume, DOUBLE_VALUE);

UpWick = 0;
DnWick = EMPTY_VALUE;
CurVolume = 0;
CurHigh = PrevLow;
CurLow = PrevLow;

if(PrevTime < Time[i]) PrevTime = Time[i];
else PrevTime++;
}
i–;
}
LastFPos = FileTell(HstHandle); // Remember Last pos in file
//

Comment(“RenkoLiveChart(” + RenkoBoxSize + “): Open Offline “, SymbolName, “,M”, RenkoTimeFrame, ” to view chart”);

if(Close[0] > MathMax(PrevClose, PrevOpen)) CurOpen = MathMax(PrevClose, PrevOpen);
else if (Close[0] < MathMin(PrevClose, PrevOpen)) CurOpen = MathMin(PrevClose, PrevOpen);
else CurOpen = Close[0];

CurClose = Close[0];

if(UpWick > PrevHigh) CurHigh = UpWick;
if(DnWick < PrevLow) CurLow = DnWick;

FileWriteInteger(HstHandle, PrevTime, LONG_VALUE); // Time
FileWriteDouble(HstHandle, CurOpen, DOUBLE_VALUE); // Open
FileWriteDouble(HstHandle, CurLow, DOUBLE_VALUE); // Low
FileWriteDouble(HstHandle, CurHigh, DOUBLE_VALUE); // High
FileWriteDouble(HstHandle, CurClose, DOUBLE_VALUE); // Close
FileWriteDouble(HstHandle, CurVolume, DOUBLE_VALUE); // Volume
FileFlush(HstHandle);

UpdateChartWindow();

return(0);
// End historical data / Init
}
//—————————————————————————-
// HstHandle not < 0 so we always enter here after history done
// Begin live data feed

UpWick = MathMax(UpWick, Bid);
DnWick = MathMin(DnWick, Bid);

CurVolume++;
FileSeek(HstHandle, LastFPos, SEEK_SET);

//————————————————————————-
// up box
if(Bid > PrevHigh+BoxPoints || CompareDoubles(Bid, PrevHigh+BoxPoints)) {
PrevHigh = PrevHigh + BoxPoints;
PrevLow = PrevLow + BoxPoints;
PrevOpen = PrevLow;
PrevClose = PrevHigh;

FileWriteInteger(HstHandle, PrevTime, LONG_VALUE);
FileWriteDouble(HstHandle, PrevOpen, DOUBLE_VALUE);

if (ShowWicks && DnWick < PrevLow) FileWriteDouble(HstHandle, DnWick, DOUBLE_VALUE);
else FileWriteDouble(HstHandle, PrevLow, DOUBLE_VALUE);

FileWriteDouble(HstHandle, PrevHigh, DOUBLE_VALUE);
FileWriteDouble(HstHandle, PrevClose, DOUBLE_VALUE);
FileWriteDouble(HstHandle, CurVolume, DOUBLE_VALUE);
FileFlush(HstHandle);
LastFPos = FileTell(HstHandle); // Remeber Last pos in file

if(PrevTime < TimeCurrent()) PrevTime = TimeCurrent();
else PrevTime++;

CurVolume = 0;
CurHigh = PrevHigh;
CurLow = PrevHigh;

UpWick = 0;
DnWick = EMPTY_VALUE;

UpdateChartWindow();
}
//————————————————————————-
// down box
else if(Bid < PrevLow-BoxPoints || CompareDoubles(Bid,PrevLow-BoxPoints)) {
PrevHigh = PrevHigh – BoxPoints;
PrevLow = PrevLow – BoxPoints;
PrevOpen = PrevHigh;
PrevClose = PrevLow;

FileWriteInteger(HstHandle, PrevTime, LONG_VALUE);
FileWriteDouble(HstHandle, PrevOpen, DOUBLE_VALUE);
FileWriteDouble(HstHandle, PrevLow, DOUBLE_VALUE);

if(ShowWicks && UpWick > PrevHigh) FileWriteDouble(HstHandle, UpWick, DOUBLE_VALUE);
else FileWriteDouble(HstHandle, PrevHigh, DOUBLE_VALUE);

FileWriteDouble(HstHandle, PrevClose, DOUBLE_VALUE);
FileWriteDouble(HstHandle, CurVolume, DOUBLE_VALUE);
FileFlush(HstHandle);
LastFPos = FileTell(HstHandle); // Remeber Last pos in file

if(PrevTime < TimeCurrent()) PrevTime = TimeCurrent();
else PrevTime++;

CurVolume = 0;
CurHigh = PrevLow;
CurLow = PrevLow;

UpWick = 0;
DnWick = EMPTY_VALUE;

UpdateChartWindow();
}
//————————————————————————-
// no box – high/low not hit
else {
if(Bid > CurHigh) CurHigh = Bid;
if(Bid < CurLow) CurLow = Bid;

if(PrevHigh <= Bid) CurOpen = PrevHigh;
else if(PrevLow >= Bid) CurOpen = PrevLow;
else CurOpen = Bid;

CurClose = Bid;

FileWriteInteger(HstHandle, PrevTime, LONG_VALUE); // Time
FileWriteDouble(HstHandle, CurOpen, DOUBLE_VALUE); // Open
FileWriteDouble(HstHandle, CurLow, DOUBLE_VALUE); // Low
FileWriteDouble(HstHandle, CurHigh, DOUBLE_VALUE); // High
FileWriteDouble(HstHandle, CurClose, DOUBLE_VALUE); // Close
FileWriteDouble(HstHandle, CurVolume, DOUBLE_VALUE); // Volume
FileFlush(HstHandle);

UpdateChartWindow();
}
return(0);
}
//+——————————————————————+
int deinit() {
if(HstHandle >= 0) {
FileClose(HstHandle);
HstHandle = -1;
}
Comment(“”);
return(0);
}
//+——————————————————————+