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saherelm
2024-05-17 21:12:22 +03:30
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MQL5/Indicators/Free Indicators/MarketProfile Canvas.mq5
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//+------------------------------------------------------------------+
//| MarketProfile Canvas.mq5 |
//| Copyright 2009-2024, MetaQuotes Ltd |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2022, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property version "1.00"
#property indicator_chart_window
#property indicator_plots 0
#include<Canvas\Canvas.mqh>
#include <Generic\ArrayList.mqh>
//--- input parameters
input uint InpStartDate =0; // day number to start calculation
input uint InpShowDays =7; // number of days to show
input int InpMultiplier =1; // histogram length multiplier
input color InpAsiaSession =clrGold; // Asian session
input color InpEuropeSession =clrBlue; // European session
input color InpAmericaSession =clrViolet; // American session
input uchar InpTransparency =150; // transparency, 0 = invisible
input uint InpEuropeStartHour =8; // European session opening hour
input uint InpAmericaStartHour=14; // American session opening hour
//--- unique prefix to identify indicator objects
string ExtPrefixUniq;
//--- forward class declaration
class CMarketProfile;
//--- collection of pointers of CMarketProfile type
CArrayList<CMarketProfile*> mp_list;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- prepare prefix for objects
string number=StringFormat("%I64d", GetTickCount64());
ExtPrefixUniq=StringSubstr(number, StringLen(number)-4);
Print("Indicator \"Market Profile Canvas\" started, prefix=", ExtPrefixUniq);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- opening time of the current daily bar
datetime static open_time=0;
//--- number of the last day for calculations
uint lastday=InpStartDate+InpShowDays;
//--- if the calculation has already been done
if(prev_calculated!=0)
{
datetime current_open=iTime(Symbol(), PERIOD_D1, 0);
//--- and we don't need to calculate Market Profile for the first day
if(InpStartDate!=0)
{
//--- if the opening time has not been updated
if(open_time==current_open)
return(rates_total); // no calculation needed, exit
}
//--- otherwise, updated the opening time
open_time=current_open;
//--- further in the code, we will calculate Market Profile for only one day
lastday=InpStartDate+1;
}
//--- make calculations for the specified days range
for(uint day=InpStartDate; day<lastday; day++)
{
//--- get the day with the 'day' index
MqlRates day_rate[];
//--- if getting the current day failed
//--- if you're running the indicator on weekend or holiday when there are no ticks
//--- first open D1 chart for the symbol
if(CopyRates(Symbol(), PERIOD_D1, day, 1, day_rate)==-1)
return(prev_calculated); // exit and try the next call
//--- get the beginning and end of the day
datetime start_time=day_rate[0].time;
datetime stop_time=start_time+PeriodSeconds(PERIOD_D1)-1;
//--- get current day bars
MqlRates bars_in_day[];
if(CopyRates(Symbol(), PERIOD_CURRENT, start_time, stop_time, bars_in_day)==-1)
return(prev_calculated); // exit and try the next call
CMarketProfile *market_profile;
//--- if Market Profile calculations and drawing have already been done earlier
if(prev_calculated>0) // then update the profile of the current day having the index of 0
{
//--- search for the required CMarketProfile profile in the mp_list collection: it must be there
market_profile=GetMarketProfileByDate(ExtPrefixUniq, start_time);
//--- check
if(market_profile==NULL)
{
PrintFormat("Market Profile not found for %s. Indicator will be recalculated for all specified days",
TimeToString(start_time, TIME_DATE));
return(0); // exit with zero value to ensure all calculations are done again
}
//--- the CMarketProfile object not found; pass valid High/Low values and a set of current-timeframe bars to it
market_profile.SetHiLoBars(day_rate[0].high, day_rate[0].low, bars_in_day);
}
else
{
//--- create a new object to store the profile
market_profile = new CMarketProfile(ExtPrefixUniq, start_time, stop_time, day_rate[0].high, day_rate[0].low, bars_in_day);
//--- add the created CMarketProfile to the collection
mp_list.Add(market_profile);
}
//--- set drawing parameters
market_profile.UpdateSizes();
//--- calculate profiles for each session
market_profile.CalculateSessions();
//--- draw the profile
market_profile.Draw(InpMultiplier);
}
//--- redraw all objects
ChartRedraw(0);
//--- return value of prev_calculated for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- delete all our Market Profile graphical objects after use
Print("Indicator \"Market Profile Canvas\" stopped, delete all objects CMarketProfile with prefix=", ExtPrefixUniq);
int size=mp_list.Count();
for(int i=0; i<size; i++)
{
CMarketProfile *market_profile;
mp_list.TryGetValue(i, market_profile);
if(market_profile!=NULL)
if(CheckPointer(market_profile)!=POINTER_INVALID)
delete market_profile;
}
ChartRedraw(0);
//---
}
//+------------------------------------------------------------------+
//| Custom indicator chart's event handler |
//+------------------------------------------------------------------+
void OnChartEvent(const int id, const long& lparam, const double& dparam, const string& sparam)
{
//--- do not handle user events
if(id>=CHARTEVENT_CUSTOM)
return;
//--- there have been changes on the chart
if(CHARTEVENT_CHART_CHANGE==id)
{
int size=mp_list.Count();
for(int i=0; i<size; i++)
{
CMarketProfile *market_profile;
mp_list.TryGetValue(i, market_profile);
if(market_profile)
if(market_profile.isVisibleOnChart())
{
market_profile.UpdateSizes();
market_profile.Draw(InpMultiplier);
}
}
//--- update the chart after calculating all Market Profiles
ChartRedraw();
}
}
//+------------------------------------------------------------------+
//| Returns CMarketProfile or NULL by the date |
//+------------------------------------------------------------------+
CMarketProfile* GetMarketProfileByDate(string prefix, datetime time)
{
int size=mp_list.Count();
for(int i=0; i<size; i++)
{
CMarketProfile *market_profile;
mp_list.TryGetValue(i, market_profile);
if(market_profile!=NULL)
if(CheckPointer(market_profile)!=POINTER_INVALID)
{
//--- check that the received market_profile pointer was created for the specified 'time' date
if(market_profile.Check(prefix, time))
return(market_profile); // CMarketProfile object found by date
}
}
//--- not found
return(NULL);
}
//+------------------------------------------------------------------+
//| Class to store and draw Market Profile for the daily bar |
//+------------------------------------------------------------------+
class CMarketProfile
{
public:
CMarketProfile() {};
CMarketProfile(string prefix, datetime time1, datetime time2, double high, double low, MqlRates &bars[]);
~CMarketProfile(void);
//--- checks if the object is created for the specified 'time' date
bool Check(string prefix, datetime time);
//--- sets High/Low and a set of current-timeframe bars
void SetHiLoBars(double high, double low, MqlRates &bars[]);
//--- sets drawing parameters
void UpdateSizes(void);
//--- is the profile in the visible part of the chart?
bool isVisibleOnChart(void);
//--- has the chart scale changed?
bool isChartScaleChanged(void);
//--- calculate the profile by sessions
bool CalculateSessions(void);
//--- draw the profile
void Draw(double multiplier=1.0);
//---
protected:
CCanvas m_canvas; // canvas object to draw the profile
uchar m_alpha; // alpha channel value that sets transparency
string m_prefix; // unique prefix of OBJ_BITMAP object
string m_name; // name of the OBJ_BITMAP object used in m_canvas
double m_high; // day High
double m_low; // day Low
datetime m_time1; // day beginning
datetime m_time2; // day end
int m_day_size_pt; // daily bar height in points
int m_height; // daily bar height in pixels on the chart
int m_width; // daily bar width in pixels on the chart
MqlRates m_bars[]; // current-timeframe bars between m_time1 and m_time2
vector m_asia; // Asian session counters
vector m_europe; // European session counters
vector m_america; // American session counters
double m_vert_scale; // factor conversion box -> y
double m_hor_scale; // factor conversion count -> x
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
void CMarketProfile::CMarketProfile(string prefix, datetime time1, datetime time2, double high, double low, MqlRates &bars[]):
m_prefix(prefix),
m_time1(time1),
m_time2(time2),
m_high(high),
m_low(low),
m_vert_scale(NULL),
m_hor_scale(NULL)
{
ArrayCopy(m_bars, bars);
m_name=ExtPrefixUniq+"_MP_"+TimeToString(time1, TIME_DATE);
m_day_size_pt=(int)((m_high-m_low)/SymbolInfoDouble(Symbol(), SYMBOL_POINT));
//--- set the sizes of vectors for trading sessions
m_asia=vector::Zeros(m_day_size_pt);
m_europe=vector::Zeros(m_day_size_pt);
m_america=vector::Zeros(m_day_size_pt);
//--- create an object
UpdateSizes();
//--- if it is the first tick at the day opening, the canvas sizes will be equal to zero - set 1 px for both coordinates
m_height=m_height?m_height:1;
m_width=m_width?m_width:1;
if(m_canvas.CreateBitmap(m_name, m_time1, m_high, m_width, m_height, COLOR_FORMAT_ARGB_NORMALIZE))
ObjectSetInteger(0, m_name, OBJPROP_BACK, true);
else
{
Print("Error creating canvas: ", GetLastError());
Print("time1=", m_time1, " high=", m_high, " width=", m_width, " height=", m_height);
}
}
//+------------------------------------------------------------------+
//| Checks if CMarketProfile object is for the specified 'time' date |
//+------------------------------------------------------------------+
bool CMarketProfile::Check(string prefix, datetime time)
{
string calculated= prefix+"_MP_"+TimeToString(time, TIME_DATE);
return (m_name==(calculated));
};
//+------------------------------------------------------------------+
//| Sets High/Low and a set of current-timeframe bars |
//+------------------------------------------------------------------+
void CMarketProfile::SetHiLoBars(double high, double low, MqlRates &bars[])
{
//--- if the day's High changed, move the OBJ_BITMAP object linked by m_name
if(high>m_high)
{
m_high=high;
if(!ObjectSetDouble(0, m_name, OBJPROP_PRICE, m_high))
PrintFormat("Failed to update canvas for %s, error %d", TimeToString(m_time1, TIME_DATE), GetLastError());
}
ArrayCopy(m_bars, bars);
m_high=high;
m_low=low;
//--- day range in points
m_day_size_pt=(int)((m_high-m_low)/SymbolInfoDouble(Symbol(), SYMBOL_POINT));
//--- re-set the sizes of vectors for trading sessions
m_asia=vector::Zeros(m_day_size_pt);
m_europe=vector::Zeros(m_day_size_pt);
m_america=vector::Zeros(m_day_size_pt);
}
//+------------------------------------------------------------------+
//| Sets drawing parameters |
//+------------------------------------------------------------------+
void CMarketProfile::UpdateSizes(void)
{
//--- convert time/price to x/y coordinates
int x1, y1, x2, y2;
ChartTimePriceToXY(0, 0, m_time1, m_high, x1, y1);
ChartTimePriceToXY(0, 0, m_time2, m_low, x2, y2);
//--- calculate window size
m_height=y2-y1;
m_width =x2-x1;
//--- calculate coefficients for converting boxes and counters into chart pixels
m_vert_scale=double(m_height)/(m_day_size_pt);
m_hor_scale =double(m_width*PeriodSeconds(PERIOD_CURRENT))/PeriodSeconds(PERIOD_D1);
m_canvas.Resize(m_width, m_height);
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
void CMarketProfile::~CMarketProfile(void)
{
//--- delete all our graphical objects after use
ObjectsDeleteAll(0, m_prefix, 0, OBJ_BITMAP);
ChartRedraw();
}
//+------------------------------------------------------------------+
//| Checks that the profile is in the visible part of the chart |
//+------------------------------------------------------------------+
bool CMarketProfile::isVisibleOnChart(void)
{
long last_bar=ChartGetInteger(0, CHART_FIRST_VISIBLE_BAR);
long first_bar=last_bar+-ChartGetInteger(0, CHART_VISIBLE_BARS);
first_bar=first_bar>0?first_bar:0;
datetime left =iTime(Symbol(), Period(), (int)last_bar);
datetime right=iTime(Symbol(), Period(), (int)first_bar);
//--- return check result
return((m_time1>= left && m_time1 <=right) || (m_time2>= left && m_time2 <=right));
}
//+------------------------------------------------------------------+
//| Prepares profile arrays by sessions |
//+------------------------------------------------------------------+
bool CMarketProfile::CalculateSessions(void)
{
double point=SymbolInfoDouble(Symbol(), SYMBOL_POINT);
if(ArraySize(m_bars)==0)
return(false);
//---- iterate through all bars of the current day and mark the boxes they fall into
int size=ArraySize(m_bars);
for(int i=0; i<size; i++)
{
MqlDateTime bar_time;
TimeToStruct(m_bars[i].time, bar_time);
uint hour =bar_time.hour;
int start_box=(int)((m_bars[i].low-m_low)/point);
int stop_box =(int)((m_bars[i].high-m_low)/point);
//--- American session
if(hour>=InpAmericaStartHour)
{
for(int ind=start_box; ind<stop_box; ind++)
m_america[ind]++;
}
else
{
//--- European session
if(hour>=InpEuropeStartHour && hour<InpAmericaStartHour)
for(int ind=start_box; ind<stop_box; ind++)
m_europe[ind]++;
else
//--- Asian session
for(int ind=start_box; ind<stop_box; ind++)
m_asia[ind]++;
}
}
//--- session vectors are ready
return(true);
}
//+------------------------------------------------------------------+
//| Draw Market Profile on the canvas |
//+------------------------------------------------------------------+
void CMarketProfile::Draw(double multiplier=1.0)
{
//--- sum the sessions for drawing
vector total_profile=m_asia+m_europe+m_america; // profile including all sessions
vector europe_asia=m_asia+m_europe; // profile as the sum of the European and Asian sessions
//--- set a transparent background, any color
m_canvas.Erase(ColorToARGB(clrBlack, 0));
//--- draw the American session with rectangles
int x1=0; // to draw a rectangle, the left corner always starts at zero
int y1, x2, y2;
int size=(int)total_profile.Size();
for(int i=0; i<size; i++)
{
//--- skip zero values, do not draw
if(total_profile[i]==0)
continue;
//--- calculate the bottom point to draw the rectangle
y1=m_height-int(i*m_vert_scale); // x1=0 always
y2=(int)(y1+m_vert_scale); // top point of the rectangle
x2=(int)(total_profile[i]*m_hor_scale*multiplier); // right corner of the rectangle
m_canvas.FillRectangle(x1, y1, x2, y2, ColorToARGB(InpAmericaSession, InpTransparency));
}
//--- draw the European session with rectangles
for(int i=0; i<size; i++)
{
//--- skip zero values, do not draw
if(total_profile[i]==0)
continue;
//--- calculate 2 points to draw the rectangle
y1=m_height-int(i*m_vert_scale);
y2=(int)(y1+m_vert_scale);
x2=(int)(europe_asia[i]*m_hor_scale*multiplier);
m_canvas.FillRectangle(x1, y1, x2, y2, ColorToARGB(InpEuropeSession, InpTransparency));
}
//--- draw the Asian session with rectangles
for(int i=0; i<size; i++)
{
//--- skip zero values, do not draw
if(total_profile[i]==0)
continue;
//--- calculate 2 points to draw the rectangle
y1=m_height-int(i*m_vert_scale);
y2=(int)(y1+m_vert_scale);
x2=(int)(m_asia[i]*m_hor_scale*multiplier);
m_canvas.FillRectangle(x1, y1, x2, y2, ColorToARGB(InpAsiaSession, InpTransparency));
}
//--- update the OBJ_BITMAP object without refreshing the chart
m_canvas.Update(false);
}
//+------------------------------------------------------------------+