343 lines
10 KiB
Plaintext
343 lines
10 KiB
Plaintext
//+------------------------------------------------------------------+
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//| LitMarketSessions.mq5 |
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//| Copyright 2024, rpanchyk |
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//| https://github.com/rpanchyk |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2024, rpanchyk"
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#property link "https://github.com/rpanchyk"
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#property version "1.00"
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#property description "Indicator shows LIT market sessions"
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#property indicator_chart_window
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#property indicator_buffers 3
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#property indicator_plots 1
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// includes
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#include <Object.mqh>
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#include <arrays/arrayobj.mqh>
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enum ENUM_TIME_ZONE
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{
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TZauto = 99, // auto
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TZp6 = 6, // +6
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TZp5 = 5, // +5
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TZp4 = 4, // +4
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TZp3 = 3, // +3
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TZp2 = 2, // +2
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TZp1 = 1, // +1
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TZp0 = 0, // 0
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TZm1 = -1, // -1
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TZm2 = -2, // -2
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TZm3 = -3, // -3
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TZm4 = -4, // -4
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TZm5 = -5, // -5
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TZm6 = -6 // -6
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};
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enum ENUM_BORDER_STYLE
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{
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BORDER_STYLE_SOLID = STYLE_SOLID, // Solid
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BORDER_STYLE_DASH = STYLE_DASH // Dash
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};
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enum ENUM_LIT_SESSION_TYPE
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{
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LIT_SESSION_LONDON, // 08 AM to 09 AM [UTC] - Open Inducement Window (1 hour)
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LIT_SESSION_NEWYORK, // 01 PM to 02 PM [UTC] - Open Inducement Window (1 hour)
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LIT_SESSION_TOKYO // 23 PM to 06 AM [UTC]
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class Box : public CObject
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{
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public:
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Box(ENUM_LIT_SESSION_TYPE inType, datetime inStart, datetime inEnd, double inLow, double inHigh)
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{
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this.type = inType;
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this.start = inStart;
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this.end = inEnd;
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this.low = inLow;
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this.high = inHigh;
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}
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void draw()
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{
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string objName = "sbox " + TimeToString(start);
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if(ObjectFind(0, objName) < 0)
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{
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ObjectCreate(0, objName, OBJ_RECTANGLE, 0, start, low, end, high);
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ObjectSetInteger(0, objName, OBJPROP_COLOR, getTypeAsColor());
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ObjectSetInteger(0, objName, OBJPROP_FILL, InpFill);
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ObjectSetInteger(0, objName, OBJPROP_STYLE, InpBoderStyle);
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ObjectSetInteger(0, objName, OBJPROP_WIDTH, InpBorderWidth);
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ObjectSetInteger(0, objName, OBJPROP_BACK, true);
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ObjectSetInteger(0, objName, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, objName, OBJPROP_SELECTED, false);
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ObjectSetInteger(0, objName, OBJPROP_HIDDEN, false);
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ObjectSetInteger(0, objName, OBJPROP_ZORDER, 0);
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}
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}
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long getTypeAsColor()
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{
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switch(type)
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{
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case LIT_SESSION_LONDON:
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return InpLondonColor;
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case LIT_SESSION_NEWYORK:
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return InpNewyorkColor;
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case LIT_SESSION_TOKYO:
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return InpTokyoColor;
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default:
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Print("Unknown type");
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return -1;
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}
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}
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int getTypeAsNumber()
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{
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switch(type)
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{
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case LIT_SESSION_LONDON:
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return 1;
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case LIT_SESSION_NEWYORK:
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return 2;
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case LIT_SESSION_TOKYO:
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return 3;
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default:
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Print("Unknown type");
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return -1;
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}
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}
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ENUM_LIT_SESSION_TYPE type;
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datetime start;
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datetime end;
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double low;
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double high;
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};
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// buffers
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double TypeBuffer[];
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double LowBuffer[];
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double HighBuffer[];
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// config
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input group "Section :: Main";
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input ENUM_TIME_ZONE InpTimeZoneOffsetHours = TZauto; // Time zone (offset in hours)
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input bool InpLondonShow = true; // Show London
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input bool InpNewyorkShow = true; // Show NewYork
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input bool InpTokyoShow = true; // Show Tokyo
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input group "Section :: Style";
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input color InpLondonColor = clrLightGreen; // London color
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input color InpNewyorkColor = clrYellow; // NewYork color
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input color InpTokyoColor = clrLightGray; // Tokyo color
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input bool InpFill = true; // Fill solid (true) or transparent (false)
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input ENUM_BORDER_STYLE InpBoderStyle = BORDER_STYLE_SOLID; // Border line style
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input int InpBorderWidth = 2; // Border line width
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// runtime
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CArrayObj boxes;
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int timeShiftSec;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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Print("Initialization started");
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ArrayInitialize(TypeBuffer, 0);
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ArrayInitialize(LowBuffer, 0);
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ArrayInitialize(HighBuffer, 0);
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ArraySetAsSeries(TypeBuffer, true);
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ArraySetAsSeries(LowBuffer, true);
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ArraySetAsSeries(HighBuffer, true);
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SetIndexBuffer(0, TypeBuffer, INDICATOR_DATA);
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SetIndexBuffer(1, LowBuffer, INDICATOR_CALCULATIONS);
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SetIndexBuffer(2, HighBuffer, INDICATOR_CALCULATIONS);
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timeShiftSec = (InpTimeZoneOffsetHours == TZauto ? getTimeZoneOffsetHours() : InpTimeZoneOffsetHours) * 60 * 60;
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Print("Initialization finished");
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return INIT_SUCCEEDED;
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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Print("Deinitialization started");
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ObjectsDeleteAll(0, "sbox");
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Print("Deinitialization finished");
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total == prev_calculated)
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{
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return rates_total;
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}
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ArraySetAsSeries(time, true);
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ArraySetAsSeries(high, true);
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ArraySetAsSeries(low, true);
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int limit = (int) MathMin(rates_total, rates_total - prev_calculated + 1);
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//PrintFormat("RatesTotal: %i, PrevCalculated: %i, Limit: %i", rates_total, prev_calculated, limit);
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MqlDateTime currMdt;
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MqlDateTime startMdt;
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MqlDateTime endMdt;
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datetime currDt;
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datetime startDt;
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datetime endDt;
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for(int i = limit - 1; i > 0; i--)
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{
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datetime dt = time[i];
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//Print(i, " at ", TimeToString(dt), " GMT");
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TimeToStruct(dt, currMdt);
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currDt = StructToTime(currMdt);
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TimeToStruct(dt, startMdt);
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startMdt.min = 0;
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startMdt.sec = 0;
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TimeToStruct(dt, endMdt);
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endMdt.min = 0;
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endMdt.sec = 0;
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// London
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if(InpLondonShow)
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{
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startMdt.hour = 8;
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endMdt.hour = 9;
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startDt = StructToTime(startMdt) + timeShiftSec;
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endDt = StructToTime(endMdt) + timeShiftSec;
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if(currDt >= startDt && currDt < endDt)
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{
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addBox(&boxes, LIT_SESSION_LONDON, startDt, endDt, low[i], high[i], i);
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}
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}
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// NewYork
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if(InpNewyorkShow)
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{
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startMdt.hour = 13;
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endMdt.hour = 14;
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startDt = StructToTime(startMdt) + timeShiftSec;
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endDt = StructToTime(endMdt) + timeShiftSec;
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if(currDt >= startDt && currDt < endDt)
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{
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addBox(&boxes, LIT_SESSION_NEWYORK, startDt, endDt, low[i], high[i], i);
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}
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}
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// Tokyo
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if(InpTokyoShow)
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{
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startMdt.hour = 23;
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endMdt.hour = 6;
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startDt = StructToTime(startMdt) - 86400 + timeShiftSec; // prev day
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endDt = StructToTime(endMdt) + timeShiftSec;
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if(currDt >= startDt && currDt < endDt)
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{
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addBox(&boxes, LIT_SESSION_TOKYO, startDt, endDt, low[i], high[i], i);
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}
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}
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}
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//Print("Drawn boxes: ", boxes.Total());
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return rates_total;
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}
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//+------------------------------------------------------------------+
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//| Get time zone offset in hours |
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//+------------------------------------------------------------------+
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int getTimeZoneOffsetHours()
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{
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datetime serverTime = TimeTradeServer();
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datetime gmtTime = TimeGMT();
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int offsetSeconds = ((int)serverTime) - ((int)gmtTime);
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int offsetHours = offsetSeconds / 3600;
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Print("Detected server offset: ", IntegerToString(offsetHours), " hrs");
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return offsetHours;
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}
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//+------------------------------------------------------------------+
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//| Add or update existing box and draw it |
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//+------------------------------------------------------------------+
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void addBox(CArrayObj *allBoxes, ENUM_LIT_SESSION_TYPE type, datetime start, datetime end, double low, double high, int i)
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{
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Box *box = allBoxes.Total() > 0
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? allBoxes.At(allBoxes.Total() - 1)
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: NULL;
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double lowNormalized = NormalizeDouble(low, _Digits);
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double highNormalized = NormalizeDouble(high, _Digits);
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if(box != NULL && box.start == start)
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{
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if(box.low > lowNormalized || box.high < highNormalized)
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{
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box.end = end;
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box.low = MathMin(box.low, lowNormalized);
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box.high = MathMax(box.high, highNormalized);
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ObjectsDeleteAll(0, "sbox " + TimeToString(start));
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box.draw();
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Print("box redrawn");
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}
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}
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else
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{
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box = new Box(type, start, end, lowNormalized, highNormalized);
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boxes.Add(box);
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box.draw();
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Print("new box drawn");
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}
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setBuffers(box, i);
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}
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//+------------------------------------------------------------------+
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//| Fill indicator buffers |
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//+------------------------------------------------------------------+
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void setBuffers(Box *box, int i)
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{
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TypeBuffer[i] = box.getTypeAsNumber();
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LowBuffer[i] = box.low;
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HighBuffer[i] = box.high;
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}
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//+------------------------------------------------------------------+
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