//+------------------------------------------------------------------+ //| ay-mplib100.mq4 | //| Copyright © 2011, MetaQuotes Software Corp. | //| http://www.metaquotes.net | //+------------------------------------------------------------------+ #property copyright "Copyright © 2011, MetaQuotes Software Corp." #property link "http://www.metaquotes.net" #property library //+------------------------------------------------------------------+ //| My function | //+------------------------------------------------------------------+ // int MyCalculator(int value,int value2) // { // return(value+value2); // } //+------------------------------------------------------------------+ #include //RATE INFO #define _TIME 0 #define _OPEN 1 #define _LOW 2 #define _HIGH 3 #define _CLOSE 4 #define _VOL 5 void MpGet ( double dparam[4] , int iparam[2] , double arates[][6] , double& mpdata[][MPSIZE] //result: data , int& mplinesidx[MPLNSIZE] //result: lines index , double& mptotal[MPTSIZE] //result: total (tpo, vol) , int& mpletter[][MPLTSIZE] //result: letter ) { //-->extract params double hh = dparam[MPDP_HH] , ll = dparam[MPDP_LL] , onetick = dparam[MPDP_ONETICK] , vapercent = dparam[MPDP_VAPERCENT] ; int startbar = iparam[MPIP_STARTBAR] , endbar = iparam[MPIP_ENDBAR] ; //<--extract params double sp = hh; //start price double midrangeprice = hh - (hh-ll)/2.0; double price; double barhp; // bar high price double barlp; // bar low price double barrange; // bar range double pipvol; // volume per pip in bar range double totaltpo, totalvol, maxtpo, maxvol; int i, j; int maxtpoidx, maxvolidx; int datasize = MathRound((hh - ll)/onetick) + 1; ArrayResize(mpdata, datasize); ArrayInitialize(mpdata, 0.0); ArrayResize(mpletter, datasize); ArrayInitialize(mpletter, MPNOIDX); ArrayInitialize(mplinesidx, MPNOIDX); ArrayInitialize(mptotal, 0.0); //-->profile price level for (i=0; icalculate profile tpo, vpo, letter for (i=0; i=endbar; j--) { barhp = arates[j][_HIGH]; barlp = arates[j][_LOW]; barrange = MathMax( barhp - barlp, onetick ) / onetick; pipvol = MathMax( arates[j][_VOL] / barrange, 0.000001 ); //-->tpo, vpo, totaltpo, totalvol, letter if ( price <= barhp && price >= barlp ) { mpdata[i][MP_TPO] += 1.0; mpdata[i][MP_VOL] += pipvol; totaltpo += 1.0; totalvol += pipvol; if (letteridx < MPLTSIZE) mpletter[i][letteridx] = barnum; letteridx++; } barnum++; //<--tpo, vpo, totaltpo, totalvol, letter // save maxtpo if ( mpdata[i][MP_TPO] > maxtpo) { maxtpo = mpdata[i][MP_TPO]; maxtpoidx = i; } if (mpdata[i][MP_VOL] == maxtpo) { // take the closes to the middle of profile range if ( MathAbs(midrangeprice - mpdata[i][MP_PRICE]) < MathAbs(midrangeprice - mpdata[maxtpoidx][MP_PRICE]) ) { maxtpo = mpdata[i][MP_VOL]; maxtpoidx = i; } } // end save maxtpo // save maxvol if (mpdata[i][MP_VOL] > maxvol) { maxvol = mpdata[i][MP_VOL]; maxvolidx = i; } if (mpdata[i][MP_VOL] == maxvol) { // take the closes to the middle of profile range if ( MathAbs(midrangeprice - mpdata[i][MP_PRICE]) < MathAbs(midrangeprice - mpdata[maxvolidx][MP_PRICE]) ) { maxvol = mpdata[i][MP_VOL]; maxvolidx = i; } } // end save maxvol } } mplinesidx[MPL_TPOPOC] = maxtpoidx; mplinesidx[MPL_VOLPOC] = maxvolidx; mptotal[MPT_TPO] = totaltpo; mptotal[MPT_VOL] = totalvol; //<--calculate profile tpo, vpo, letter //-->calculate value area bool usevol = false; int vahidx, validx; for (i=0; i<2; i++) { vahidx=0; validx=0; if (i==1) usevol = true; _MPGetValueArea ( usevol , vapercent , datasize , mpdata , maxtpo , maxtpoidx , totaltpo , maxvol , maxvolidx , totalvol , vahidx , validx ); if (usevol) { mplinesidx[MPL_VOLVAH] = vahidx; mplinesidx[MPL_VOLVAL] = validx; } else { mplinesidx[MPL_TPOVAH] = vahidx; mplinesidx[MPL_TPOVAL] = validx; } } //<--calculate value area } /** * MPGetValueArea | * Private func */ void _MPGetValueArea ( bool usevolprofile , double vapercent , int datasize , double mpdata[][3] , double maxtpo , int maxtpoidx , double totaltpo , double maxvol , int maxvolidx , double totalvol , int &vahidx , int &validx ) { int idx = maxtpoidx; if(usevolprofile) idx = maxvolidx; double total = totaltpo; if(usevolprofile) total = totalvol; double vatvpo = (vapercent/100.0) * total; double tvpo = mpdata[idx][MP_TPO]; if (usevolprofile) tvpo = mpdata[idx][MP_VOL]; int upperidx_dp = idx //dual prices(2 steps), upper poc , loweridx_dp = idx //dual prices(2 steps), lower poc , lastupperidx = idx , lastloweridx = idx; bool ontop=false, onbottom=false; //int loop=0; while (tvpo <= vatvpo) { //if (loop >= datasize) break; //new dual prices idx if ( lastupperidx >= 1) upperidx_dp = lastupperidx - 2; if ( lastloweridx <= (datasize-1) - 1 ) loweridx_dp = lastloweridx + 2; //end new dual prices idx double utvpo1 = mpdata[ upperidx_dp+1 ][MP_TPO]; if (usevolprofile) utvpo1 = mpdata[ upperidx_dp+1 ][MP_VOL]; double ltvpo1 = mpdata[ loweridx_dp-1 ][MP_TPO]; if (usevolprofile) ltvpo1 = mpdata[ loweridx_dp-1 ][MP_VOL]; double utvpo2 = mpdata[ upperidx_dp ][MP_TPO]; if (usevolprofile) utvpo2 = mpdata[ upperidx_dp ][MP_VOL]; double ltvpo2 = mpdata[ loweridx_dp ][MP_TPO]; if (usevolprofile) ltvpo2 = mpdata[ loweridx_dp ][MP_VOL]; //-->check if vatvo reached by single step if ( (tvpo + utvpo1) >= vatvpo || (tvpo + ltvpo1) >= vatvpo ) { if ( utvpo1 >= ltvpo1 ) { lastupperidx = upperidx_dp+1; tvpo += utvpo1; break; } else { lastloweridx = loweridx_dp-1; tvpo += ltvpo1; break; } } //<--check if vatvo reached by single step //override if... if (ontop) {utvpo1=0;utvpo2=0;} if (onbottom) {ltvpo1=0;ltvpo2=0;} //2 step prices double tvpo2upper = utvpo1 + utvpo2; double tvpo2lower = ltvpo1 + ltvpo2; if ( tvpo2upper > tvpo2lower ) { lastupperidx = upperidx_dp; tvpo += tvpo2upper; } else if ( tvpo2upper < tvpo2lower ) { lastloweridx = loweridx_dp; tvpo += tvpo2lower; } else if ( tvpo2upper == tvpo2lower ) { if (idx - upperidx_dp >= loweridx_dp - idx) { lastloweridx = loweridx_dp; tvpo += tvpo2lower; } else { lastupperidx = upperidx_dp; tvpo += tvpo2upper; } } if (lastupperidx <= 1) ontop = true; if (lastloweridx >= (datasize-1) - 1 ) onbottom = true; //loop++; }//end while (tvpo <= vatvpo) vahidx = lastupperidx; validx = lastloweridx; }