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Multiframe candles
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=2364
Forum: 17 · Topic 2364 · 6 post(s)
Multiframe candles
Alexander.Gettinger · Fri Oct 08, 2010 3:09 am
Indicator shows OHLC information from other timeframe.
The indicator was revised and updated
Re: Multiframe candles
Alexander.Gettinger · Sun Oct 24, 2010 12:42 pm
Update this indicator.
Code: Select all `function Init() indicator:name(“Bigger timeframe OHLC”); indicator:description(“”); indicator:requiredSource(core.Bar); indicator:type(core.Indicator);
indicator.parameters:addGroup(“Calculation”); indicator.parameters:addString(“BS”, “Time frame”, “”, “D1”); indicator.parameters:setFlag(“BS”, core.FLAG_PERIODS);
indicator.parameters:addGroup(“Style”); indicator.parameters:addColor(“HIGH”, “Color for High”, “Color for High”, core.rgb(0,0,255)); indicator.parameters:addColor(“LOW”, “Color for Low”, “Color for Low”, core.rgb(255,0,255)); indicator.parameters:addColor(“UP”, “Color for UP”, “Color for UP”, core.rgb(0,255,0)); indicator.parameters:addColor(“DOWN”, “Color for DOWN”, “Color for DOWN”, core.rgb(255,0,0)); indicator.parameters:addInteger(“widthLinReg”, “Line width”, “Line width”, 3, 1, 5); indicator.parameters:addInteger(“styleLinReg”, “Line style”, “Line style”, core.LINE_SOLID); indicator.parameters:setFlag(“styleLinReg”, core.FLAG_LINE_STYLE); indicator.parameters:addInteger(“Transparency”, “Transparency”, “”, 50,0,100); end
local source; – the source local bf_data = nil; – the high/low data local BS; local bf_length; – length of the bigger frame in seconds local dates; – candle dates local host; local day_offset; local week_offset; local extent; local up; local down; local High; local Low; local hUP=nil; local hDN=nil; local lUP=nil; local lDN=nil;
function Prepare() source = instance.source; host = core.host;
day_offset = host:execute(“getTradingDayOffset”); week_offset = host:execute(“getTradingWeekOffset”);
BS = instance.parameters.BS; extent = 20;
local s, e, s1, e1;
s, e = core.getcandle(source:barSize(), core.now(), 0, 0); s1, e1 = core.getcandle(BS, core.now(), 0, 0); assert ((e - s) <= (e1 - s1), “The chosen time frame must be bigger than the chart time frame!”); bf_length = math.floor((e1 - s1) * 86400 + 0.5);
local name = profile:id() .. “(“ .. source:name() .. “,” .. BS .. “)”; instance:name(name); High = instance:addStream(“High”, core.Line, name .. “.High”, “High”, instance.parameters.HIGH, 0); Low = instance:addStream(“Low”, core.Line, name .. “.Low”, “Low”, instance.parameters.LOW, 0); hUP=instance:addInternalStream(0, 0); hDN=instance:addInternalStream(0, 0); lUP=instance:addInternalStream(0, 0); lDN=instance:addInternalStream(0, 0); High:setWidth(instance.parameters.widthLinReg); High:setStyle(instance.parameters.styleLinReg); Low:setWidth(instance.parameters.widthLinReg); Low:setStyle(instance.parameters.styleLinReg); instance:createChannelGroup(“UpGroup”,”Up” , hUP, hDN, instance.parameters.UP, 100-instance.parameters.Transparency); instance:createChannelGroup(“DnGroup”,”Dn” , lUP, lDN, instance.parameters.DOWN, 100-instance.parameters.Transparency); end
local loading = false; local loadingFrom, loadingTo; local pday = nil;
– the function which is called to calculate the period function Update(period, mode) – get date and time of the hi/lo candle in the reference data local bf_candle; bf_candle = core.getcandle(BS, source:date(period), day_offset, week_offset);
– if data for the specific candle are still loading – then do nothing if loading and bf_candle >= loadingFrom and (loadingTo == 0 or bf_candle <= loadingTo) then return ; end
– if the period is before the source start – the do nothing if period < source:first() then return ; end
– if data is not loaded yet at all – load the data if bf_data == nil then – there is no data at all, load initial data local to, t; local from;
if (source:isAlive()) then – if the source is subscribed for updates – then subscribe the current collection as well to = 0; else – else load up to the last currently available date t, to = core.getcandle(BS, source:date(period), day_offset, week_offset); end
from = core.getcandle(BS, source:date(source:first()), day_offset, week_offset); High:setBookmark(1, period); – shift so the bigger frame data is able to provide us with the stoch data at the first period from = math.floor(from * 86400 - (bf_length * extent) + 0.5) / 86400; local nontrading, nontradingend; nontrading, nontradingend = core.isnontrading(from, day_offset); if nontrading then – if it is non-trading, shift for two days to skip the non-trading periods from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400; end loading = true; loadingFrom = from; loadingTo = to; bf_data = host:execute(“getHistory”, 1, source:instrument(), BS, loadingFrom, to, source:isBid()); return ; end
– check whether the requested candle is before – the reference collection start if (bf_candle < bf_data:date(0)) then High:setBookmark(1, period); if loading then return ; end – shift so the bigger frame data is able to provide us with the stoch data at the first period from = math.floor(bf_candle * 86400 - (bf_length * extent) + 0.5) / 86400; local nontrading, nontradingend; nontrading, nontradingend = core.isnontrading(from, day_offset); if nontrading then – if it is non-trading, shift for two days to skip the non-trading periods from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400; end loading = true; loadingFrom = from; loadingTo = bf_data:date(0); host:execute(“extendHistory”, 1, bf_data, loadingFrom, loadingTo); return ; end
– check whether the requested candle is after – the reference collection end if (not(source:isAlive()) and bf_candle > bf_data:date(bf_data:size() - 1)) then High:setBookmark(1, period); if loading then return ; end loading = true; loadingFrom = bf_data:date(bf_data:size() - 1); loadingTo = bf_candle; host:execute(“extendHistory”, 1, bf_data, loadingFrom, loadingTo); return ; end
local p; p = findDateFast(bf_data, bf_candle, true); if p == -1 then return ; end High[period]=bf_data.high[p]; Low[period]=bf_data.low[p]; if bf_data.open[p]>bf_data.close[p] then lUP[period]=bf_data.open[p]; lDN[period]=bf_data.close[p]; else hUP[period]=bf_data.close[p]; hDN[period]=bf_data.open[p]; end end
– the function is called when the async operation is finished function AsyncOperationFinished(cookie) local period;
pday = nil; period = High:getBookmark(1);
if (period < 0) then period = 0; end loading = false; instance:updateFrom(period); end
function findDateFast(stream, date, precise) local datesec = nil; local periodsec = nil; local min, max, mid;
datesec = math.floor(date * 86400 + 0.5)
min = 0; max = stream:size() - 1;
while true do mid = math.floor((min + max) / 2); periodsec = math.floor(stream:date(mid) * 86400 + 0.5); if datesec == periodsec then return mid; elseif datesec > periodsec then min = mid + 1; else max = mid - 1; end if min > max then if precise then return -1; else return min - 1; end end end end`
Re: Multiframe candles
Nikolay.Gekht · Mon Oct 25, 2010 12:33 pm
Wow. The second version is beautiful! Thank you!
Re: Multiframe candles
Jigit Jigit · Thu Nov 04, 2010 11:25 am
Excellent job. Cheers guys. But could you, possibly, make them look even more like normal candles, i.e. with wicks instead of lines for highs and lows?
Here’s what it could look like (and the indi for MT4):
Re: Multiframe candles
Jigit Jigit · Thu Nov 04, 2010 11:28 am
MT4 version of the aforementioned Proper Multiple Time Frame Candles:
Code: Select all
#property link "[[email protected]](https://fxcodebase.com/cdn-cgi/l/email-protection)"
#property copyright "© 2006, mankurt"
#property indicator_chart_window
//+------------------------------------------------------------------------------------------------+
extern int TimeFrame=15;
extern color UpCandle=Lime;
extern color DnCandle=Red;
extern color DojiColor=Blue;
extern int Width=1;
extern bool BGCandle=false;
//+------------------------------------------------------------------------------------------------+
int Nbar,OpenBar,timer,i,timerTF,name,MidBar;
double HighPrevBar,LowPrevBar,ClosePrevBar;
double OpenNewBar,HighNewBar,LowNewBar,CloseNewBar;
double HighCurBar,LowCurBar,CloseCurBar;
double priceNewSH,priceNewSL,pricePrevSH,pricePrevSL,priceCurSH,priceCurSL;
string nameNewCandle,namePrevCandle;
string nameNewShadowH,nameNewShadowL,namePrevShadowH,namePrevShadowL;
string NameBar, NameHigh, NameLow;
datetime TimeOpenNewBar,TimeCloseNewBar,TimeClosePrevBar;
datetime timeNewShadow,timePrevShadow;
bool NewBar;
//+------------------------------------------------------------------------------------------------+
int init(){
IndicatorShortName("M"+TimeFrame+" íŕ M"+Period());
Nbar=TimeFrame/Period();
timer=Period()*60;
timerTF=TimeFrame*60;
name=0;
TimeOpenNewBar=Time[Bars-1];
OpenNewBar=Open[Bars-1];
NewBar=false;
NameBar="Bar M"+TimeFrame+"-";
NameHigh="High M"+TimeFrame+"-";
NameLow="Low M"+TimeFrame+"-";
return(0);}
//+------------------------------------------------------------------------------------------------+
int deinit(){
for(int DelOBJ=1; DelOBJ<=name; DelOBJ++){
ObjectDelete(NameBar+DelOBJ);
ObjectDelete(NameHigh+DelOBJ);
ObjectDelete(NameLow+DelOBJ);}
Comment("");
return(0);}
//+------------------------------------------------------------------------------------------------+
int start(){
if(TimeFrame>1440)
{Comment("\n"," TimeFrame more than D1 is not supporting!!!");return(0);}
if(Period()>240)
{Comment("\n"," Period more than H4 is not supporting!!!");return(0);}
if(TimeFrame<=Period()||MathMod(TimeFrame,Period())!=0)
{Comment("\n"," TimeFrame should be more or divisible by M",Period());return(0);}
i=Bars-IndicatorCounted();
while(i>0){i--;
while(i>=0) if(Time[i]==TimeOpenNewBar||BarNew(i,TimeFrame)==false)i--;
else{NewBar=true; name++; break;}
if(i<0) i=0;
if(NewBar==true){
//+-----------------------------------------Previos Bar--------------------------------------------+
OpenBar=iBarShift(0,0,TimeOpenNewBar,false);
TimeClosePrevBar=Time[i+1];
ClosePrevBar=Close[i+1];
HighPrevBar=High[Highest(0,0,MODE_HIGH,OpenBar-i,i+1)];
LowPrevBar=Low[Lowest(0,0,MODE_LOW,OpenBar-i,i+1)];
namePrevCandle=NameBar+(name-1);
MidBar=OpenBar-MathRound((OpenBar-i)/2);
timePrevShadow=Time[MidBar];
pricePrevSH=PriceShadow(OpenNewBar,ClosePrevBar,0);
pricePrevSL=PriceShadow(OpenNewBar,ClosePrevBar,1);
namePrevShadowH=NameHigh+(name-1);
namePrevShadowL=NameLow+(name-1);
//+----------------------------------Modifi Previos Bar & Shadow-----------------------------------+
if(ObjectFind(namePrevCandle)==0){
ObjectMove(namePrevCandle,1,TimeClosePrevBar,ClosePrevBar);
PropBar(OpenNewBar,ClosePrevBar,namePrevCandle);
if(OpenBar==i+1) ObjectSet(namePrevCandle,OBJPROP_WIDTH, Width*3);}
if(ObjectFind(namePrevShadowH)==0){
if(pricePrevSH==HighPrevBar) ObjectDelete(namePrevShadowH);
else{ObjectMove(namePrevShadowH,0,timePrevShadow,pricePrevSH);
ObjectMove(namePrevShadowH,1,timePrevShadow,HighPrevBar);
ColorShadow(OpenNewBar,ClosePrevBar,namePrevShadowH);
ObjectSetText(namePrevShadowH,"High="+DoubleToStr(HighPrevBar,Digits),7,"Tahoma");}}
if(ObjectFind(namePrevShadowL)==0){
if(pricePrevSL==LowPrevBar) ObjectDelete(namePrevShadowL);
else{ObjectMove(namePrevShadowL,0,timePrevShadow,pricePrevSL);
ObjectMove(namePrevShadowL,1,timePrevShadow,LowPrevBar);
ColorShadow(OpenNewBar,ClosePrevBar,namePrevShadowL);
ObjectSetText(namePrevShadowL,"Low="+DoubleToStr(LowPrevBar,Digits),7,"Tahoma");}}
//+-------------------------------------------New Bar----------------------------------------------+
OpenNewBar=Open[i];
TimeOpenNewBar=Time[i];
HighNewBar=High[i];
LowNewBar=Low[i];
CloseNewBar=Close[i];
TimeCloseNewBar=Time[i]+timerTF-timer;
nameNewCandle=NameBar+name;
timeNewShadow=Time[i]+MathRound(Nbar/2)*timer;
priceNewSH=PriceShadow(OpenNewBar,CloseNewBar,0);
priceNewSL=PriceShadow(OpenNewBar,CloseNewBar,1);
nameNewShadowH=NameHigh+name;
nameNewShadowL=NameLow+name;
NewBar=false;}
else{
//+------------------------------------------Current Bar-------------------------------------------+
OpenBar=iBarShift(0,0,TimeOpenNewBar,false);
CloseCurBar=Close[i];
HighCurBar=High[Highest(0,0,MODE_HIGH,OpenBar+1,i)];
LowCurBar=Low[Lowest(0,0,MODE_LOW,OpenBar+1,i)];
priceCurSH=PriceShadow(OpenNewBar,CloseCurBar,0);
priceCurSL=PriceShadow(OpenNewBar,CloseCurBar,1);}
//+------------------------------Create New Object & Modifi Current--------------------------------+
if(ObjectFind(nameNewCandle)!=0){
ObjectCreate(nameNewCandle,OBJ_RECTANGLE,0,TimeOpenNewBar,OpenNewBar,TimeCloseNewBar,CloseNewBar);
ObjectSet(nameNewCandle,OBJPROP_STYLE, STYLE_SOLID);
PropBar(OpenNewBar,CloseNewBar,nameNewCandle);}
else{
ObjectMove(nameNewCandle,1,TimeCloseNewBar,CloseCurBar);
PropBar(OpenNewBar,CloseCurBar,nameNewCandle);}
if(ObjectFind(nameNewShadowH)!=0){
ObjectCreate(nameNewShadowH,OBJ_TREND,0,timeNewShadow,priceNewSH,timeNewShadow,HighNewBar);
ObjectSet(nameNewShadowH,OBJPROP_STYLE, STYLE_SOLID);
ObjectSet(nameNewShadowH,OBJPROP_WIDTH, Width);
ObjectSet(nameNewShadowH,OBJPROP_RAY, false);
ColorShadow(OpenNewBar,CloseNewBar,nameNewShadowH);}
else{
ObjectMove(nameNewShadowH,0,timeNewShadow,priceCurSH);
ObjectMove(nameNewShadowH,1,timeNewShadow,HighCurBar);
ColorShadow(OpenNewBar,CloseCurBar,nameNewShadowH);}
if(ObjectFind(nameNewShadowL)!=0){
ObjectCreate(nameNewShadowL,OBJ_TREND,0,timeNewShadow,priceNewSL,timeNewShadow,LowNewBar);
ObjectSet(nameNewShadowL,OBJPROP_STYLE, STYLE_SOLID);
ObjectSet(nameNewShadowL,OBJPROP_WIDTH, Width);
ObjectSet(nameNewShadowL,OBJPROP_RAY, false);
ColorShadow(OpenNewBar,CloseNewBar,nameNewShadowL);}
else{
ObjectMove(nameNewShadowL,0,timeNewShadow,priceCurSL);
ObjectMove(nameNewShadowL,1,timeNewShadow,LowCurBar);
ColorShadow(OpenNewBar,CloseCurBar,nameNewShadowL);}}
//+-------------------------------------Comment OHLC-----------------------------------------------+
Comment(Symbol(),",M",TimeFrame," O=",OpenNewBar,", H=",HighCurBar,
", L=",LowCurBar,", C=",CloseCurBar,"\n");
return(0);}
//+---------------------Main Function "New Bar or Old Bar"-----------------------------------------+
bool BarNew (int j, int tmf)
{int t0=1440*(TimeDayOfWeek(Time[j])-1)+60*TimeHour(Time[j])+TimeMinute(Time[j]),
t1=1440*(TimeDayOfWeek(Time[j+1])-1)+60*TimeHour(Time[j+1])+TimeMinute(Time[j+1]);
if(MathMod(t0,tmf)-MathMod(t1,tmf)==t0-t1)return(false);
else return(true);}
//+---------------------Function "Price Shadow"----------------------------------------------------+
double PriceShadow (double OpnB, double ClsB, int swt)
{double prH, prL;
if(OpnB<ClsB){prH=ClsB; prL=OpnB;}
if(OpnB>ClsB){prH=OpnB; prL=ClsB;}
if(OpnB==ClsB){prH=ClsB; prL=ClsB;}
switch(swt){case 0:return(prH);break;
case 1:return(prL);break;}}
//+---------------------Function "Properti Bars"---------------------------------------------------+
void PropBar (double OpPr, double ClPr, string NmOBJ)
{string Cl=" Close="+DoubleToStr(ClPr,Digits);
string Op=" Open="+DoubleToStr(OpPr,Digits);
if(OpPr==ClPr){ObjectSet(NmOBJ,OBJPROP_BACK, false);
ObjectSet(NmOBJ,OBJPROP_COLOR,DojiColor);
ObjectSetText(NmOBJ,"Doji "+Op+Cl,7,"Tahoma");}
if(OpPr<ClPr){ObjectSet(NmOBJ,OBJPROP_COLOR,UpCandle);
ObjectSet(NmOBJ,OBJPROP_BACK, BGCandle);
ObjectSetText(NmOBJ,"UpBar "+Op+Cl,7,"Tahoma");}
if (OpPr>ClPr){ObjectSet(NmOBJ,OBJPROP_COLOR,DnCandle);
ObjectSet(NmOBJ,OBJPROP_BACK, BGCandle);
ObjectSetText(NmOBJ,"DnBar "+Op+Cl,7,"Tahoma");}
ObjectSet(NmOBJ,OBJPROP_WIDTH, Width);}
//+----------------------Function "Color Shadow"---------------------------------------------------+
void ColorShadow (double OP, double CP, string NOBJ)
{if(OP==CP)ObjectSet(NOBJ,OBJPROP_COLOR,DojiColor);
if(OP<CP)ObjectSet(NOBJ,OBJPROP_COLOR,UpCandle);
if (OP>CP)ObjectSet(NOBJ,OBJPROP_COLOR,DnCandle);}
//+----------------------------------------------END-----------------------------------------------+
Re: Multiframe candles
Apprentice · Thu Feb 02, 2017 4:00 pm
Indicator was revised and updated.