為替の市場時間について
為替市場は平日24時間開いていますが、基本的には起きている(昼間の)国の通貨の取引が活発に行われ、値動きが大きくなる傾向にあります。各時間帯での値動きの特徴を考えることは重要と思います。今回はチャート上に市場時間を表示するインジケータを見つけましたので紹介させていただきます。作成者のScriptor様に感謝致します。
引用元https://www.mql5.com/en/code/23523%E3%80%80
ソースコード Market_Sessions.mq5
ちょっとだけコードは弄りました。1時間足よりも大きいローソク足にすると、強制的に1時間足に戻されるようになっていたのですが、それを解除して単にインジケータを表示しなくなるように書き換えました。また、市場時間のラベル表示がローソク足と重なるのが嫌だったので、ラベルはその日の安値位置に表示するようにさせてもらいました。
一部コメントにあるキリル文字の意味は分からなかったのですがそのまま載せてます。
コピペで使えると思います。
//+------------------------------------------------------------------+ //| Market_Sessions.mq5 | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com" #property version "1.00" #property description "Market Sessions indicator" #property description "Highlights the Forex Market Sessions" #property indicator_chart_window #property indicator_buffers 8 #property indicator_plots 4 //--- plot Sydney #property indicator_label1 "Sydney" #property indicator_type1 DRAW_FILLING #property indicator_color1 clrOrange,clrOrange #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- plot Tokyo #property indicator_label2 "Tokyo" #property indicator_type2 DRAW_FILLING #property indicator_color2 clrOrangeRed,clrOrangeRed #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //--- plot London #property indicator_label3 "London" #property indicator_type3 DRAW_FILLING #property indicator_color3 clrMediumSeaGreen,clrMediumSeaGreen #property indicator_style3 STYLE_SOLID #property indicator_width3 1 //--- plot NewYork #property indicator_label4 "NewYork" #property indicator_type4 DRAW_FILLING #property indicator_color4 clrSkyBlue,clrSkyBlue #property indicator_style4 STYLE_SOLID #property indicator_width4 1 //--- enums enum ENUM_INPUT_YES_NO { INPUT_YES = 1, // Yes INPUT_NO = 0 // No }; //--- enum ENUM_SESSIONS { SESSION_SIDNEY, SESSION_TOKIO, SESSION_LONDON, SESSION_NEW_YORK }; //--- input parameters input uint InpStartSidney = 0; // Sidney session begin input uint InpEndSidney = 9; // Sidney session end input color InpColorSidney = clrOrange; // Sidney session color input uint InpStartTokio = 2; // Tokio session begin input uint InpEndTokio = 11; // Tokio session end input color InpColorTokio = clrOrangeRed; // Tokio session color input uint InpStartLondon = 10; // London session begin input uint InpEndLondon = 19; // London session end input color InpColorLondon = clrMediumSeaGreen; // London session color input uint InpStartNewYork = 15; // NewYork session begin input uint InpEndNewYork = 0; // NewYork session end input color InpColorNewYork = clrSkyBlue; // NewYork session color input uchar InpWidth = 60; // Session field height input ENUM_INPUT_YES_NO InpShowLabels = INPUT_YES; // Show session labels input string InpFontName = "Calibri"; // Font name input uchar InpFontSize = 8; // Font size input color InpFontColor = clrNavy; // Font color input ENUM_INPUT_YES_NO InpShowVLines = INPUT_YES; // Show start-session lines //--- indicator buffers double BufferSidney1[]; double BufferSidney2[]; double BufferTokio1[]; double BufferTokio2[]; double BufferLondon1[]; double BufferLondon2[]; double BufferNewYork1[]; double BufferNewYork2[]; //--- global variables string prefix; int start_sidney; int end_sidney; int start_tokio; int end_tokio; int start_london; int end_london; int start_new_york; int end_new_york; int width; int font_size; bool prev_fgnd; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- timer EventSetTimer(90); //--- set global variables prefix=MQLInfoString(MQL_PROGRAM_NAME)+"_"; start_sidney=int(InpStartSidney>=24 ? 0 : InpStartSidney); end_sidney=int(InpEndSidney>=24 ? 0 : InpEndSidney); start_tokio=int(InpStartTokio>=24 ? 0 : InpStartTokio); end_tokio=int(InpEndTokio>=24 ? 0 : InpEndTokio); start_london=int(InpStartLondon>=24 ? 0 : InpStartLondon); end_london=int(InpEndLondon>=24 ? 0 : InpEndLondon); start_new_york=int(InpStartNewYork>=24 ? 0 : InpStartNewYork); end_new_york=int(InpEndNewYork>=24 ? 0 : InpEndNewYork); width=int(InpWidth<1 ? 1 : InpWidth); font_size=int(InpFontSize<5 ? 5 : InpFontSize); prev_fgnd=ChartGetInteger(0,CHART_FOREGROUND); ChartSetInteger(0,CHART_FOREGROUND,false); ChartRedraw(); //--- indicator buffers mapping SetIndexBuffer(0,BufferSidney1,INDICATOR_DATA); SetIndexBuffer(1,BufferSidney2,INDICATOR_DATA); SetIndexBuffer(2,BufferTokio1,INDICATOR_DATA); SetIndexBuffer(3,BufferTokio2,INDICATOR_DATA); SetIndexBuffer(4,BufferLondon1,INDICATOR_DATA); SetIndexBuffer(5,BufferLondon2,INDICATOR_DATA); SetIndexBuffer(6,BufferNewYork1,INDICATOR_DATA); SetIndexBuffer(7,BufferNewYork2,INDICATOR_DATA); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Market Sessions"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting plot buffer parameters PlotIndexSetString(0,PLOT_LABEL,"Sidney session; from "+(string)start_sidney+" to "+(string)end_sidney); PlotIndexSetString(1,PLOT_LABEL,"Tokio session; from "+(string)start_tokio+" to "+(string)end_tokio); PlotIndexSetString(2,PLOT_LABEL,"London session; from "+(string)start_london+" to "+(string)end_london); PlotIndexSetString(3,PLOT_LABEL,"NewYork session; from "+(string)start_new_york+" to "+(string)end_new_york); PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE); PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE); PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE); PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE); PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,InpColorSidney); PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,InpColorSidney); PlotIndexSetInteger(1,PLOT_LINE_COLOR,0,InpColorTokio); PlotIndexSetInteger(1,PLOT_LINE_COLOR,1,InpColorTokio); PlotIndexSetInteger(2,PLOT_LINE_COLOR,0,InpColorLondon); PlotIndexSetInteger(2,PLOT_LINE_COLOR,1,InpColorLondon); PlotIndexSetInteger(3,PLOT_LINE_COLOR,0,InpColorNewYork); PlotIndexSetInteger(3,PLOT_LINE_COLOR,1,InpColorNewYork); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferSidney1,true); ArraySetAsSeries(BufferSidney2,true); ArraySetAsSeries(BufferTokio1,true); ArraySetAsSeries(BufferTokio2,true); ArraySetAsSeries(BufferLondon1,true); ArraySetAsSeries(BufferLondon2,true); ArraySetAsSeries(BufferNewYork1,true); ArraySetAsSeries(BufferNewYork2,true); //--- get timeframe Time(NULL,PERIOD_D1,1); //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- set last foreground flag ChartSetInteger(0,CHART_FOREGROUND,prev_fgnd); //--- delete objects ObjectsDeleteAll(0,prefix); ChartRedraw(); //--- } //+------------------------------------------------------------------+ //| 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[]) { //--- Установка массивов буферов как таймсерий ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); ArraySetAsSeries(close,true); ArraySetAsSeries(time,true); //--- Проверка количества доступных баров if(rates_total<24) return 0; if(Time(NULL,PERIOD_D1,1)==0) return 0; //--- Проверка и расчёт количества просчитываемых баров int limit=rates_total-prev_calculated; if(limit>1) { limit=rates_total-1; ArrayInitialize(BufferSidney1,0); ArrayInitialize(BufferSidney2,0); ArrayInitialize(BufferTokio1,0); ArrayInitialize(BufferTokio2,0); ArrayInitialize(BufferLondon1,0); ArrayInitialize(BufferLondon2,0); ArrayInitialize(BufferNewYork1,0); ArrayInitialize(BufferNewYork2,0); } //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { Initialize(i); if(IsTradeTime(time[i],start_sidney,0,end_sidney,0)) Calculations(i,time,start_sidney,BufferSidney1,BufferSidney2,SESSION_SIDNEY); if(IsTradeTime(time[i],start_tokio,0,end_tokio,0)) Calculations(i,time,start_tokio,BufferTokio1,BufferTokio2,SESSION_TOKIO); if(IsTradeTime(time[i],start_london,0,end_london,0)) Calculations(i,time,start_london,BufferLondon1,BufferLondon2,SESSION_LONDON); if(IsTradeTime(time[i],start_new_york,0,end_new_york,0)) Calculations(i,time,start_new_york,BufferNewYork1,BufferNewYork2,SESSION_NEW_YORK); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| Custom indicator timer function | //+------------------------------------------------------------------+ void OnTimer() { Time(NULL,PERIOD_D1,1); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void Initialize(const int shift) { BufferLondon1[shift]=BufferLondon2[shift]=BufferNewYork1[shift]=BufferNewYork2[shift]=BufferSidney1[shift]=BufferSidney2[shift]=BufferTokio1[shift]=BufferTokio2[shift]=0; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void Calculations(const int shift,const datetime &time[],const int hour_start,double &buffer1[],double &buffer2[],ENUM_SESSIONS session) { if(Period() <= PERIOD_H1) { int bar=BarShift(NULL,PERIOD_D1,time[shift]); if(bar==WRONG_VALUE) return; double p1=Low(NULL,PERIOD_D1,bar); if(p1==0) return; buffer1[shift]=p1-((width+4)*(int)session)*Point(); buffer2[shift]=buffer1[shift]-width*Point(); if(TimeHour(time[shift])==hour_start && TimeMinute(time[shift])==0) { if(InpShowLabels) { string text=" NewYork"; string end="NY"; string tooltip="NewYork session time:\nfrom "+IntegerToString(start_new_york,2,'0')+":00 to "+IntegerToString(end_new_york,2,'0')+":00"; if(session==SESSION_SIDNEY) { text=" Sydney"; end="SD"; tooltip="Sidney session time:\nfrom "+IntegerToString(start_sidney,2,'0')+":00 to "+IntegerToString(end_sidney,2,'0')+":00"; } else if(session==SESSION_TOKIO) { text=" Tokyo"; end="TK"; tooltip="Tokio session time:\nfrom "+IntegerToString(start_tokio,2,'0')+":00 to "+IntegerToString(end_tokio,2,'0')+":00"; } else if(session==SESSION_LONDON) { text=" London"; end="LD"; tooltip="London session time:\nfrom "+IntegerToString(start_london,2,'0')+":00 to "+IntegerToString(end_london,2,'0')+":00"; } string name=prefix+TimeToString(time[shift])+end; DrawLabel(name,text,tooltip,time[shift],buffer1[shift],InpFontColor); } if(InpShowVLines) { color clr=InpColorNewYork; string text=" NewYork"; string end="NY_VL"; string tooltip=" NewYork session time from "+IntegerToString(start_new_york,2,'0')+":00 to "+IntegerToString(end_new_york,2,'0')+":00"; if(session==SESSION_SIDNEY) { clr=InpColorSidney; text=" Sidney"; end="SD_VL"; tooltip=" Sidney session time from "+IntegerToString(start_sidney,2,'0')+":00 to "+IntegerToString(end_sidney,2,'0')+":00"; } else if(session==SESSION_TOKIO) { clr=InpColorTokio; text=" Tokio"; end="TK_VL"; tooltip=" Tokio session time from "+IntegerToString(start_tokio,2,'0')+":00 to "+IntegerToString(end_tokio,2,'0')+":00"; } else if(session==SESSION_LONDON) { clr=InpColorLondon; text=" London"; end="LD_VL"; tooltip=" London session time from "+IntegerToString(start_london,2,'0')+":00 to "+IntegerToString(end_london,2,'0')+":00"; } string name=prefix+TimeToString(time[shift])+end; DrawLine(name,text,tooltip,time[shift],clr); } } } } //+------------------------------------------------------------------+ //| возвращает флаг разрешения торговли по времени | //+------------------------------------------------------------------+ bool IsTradeTime(const datetime time_current,const int hour_begin=0,const int minutes_begin=0,const int hour_end=0,const int minutes_end=0) { MqlDateTime tmb,tme; datetime tradetime_begin; datetime tradetime_end; int current_serv_hour; TimeToStruct(time_current,tmb); current_serv_hour=tmb.hour; TimeToStruct(time_current,tme); tmb.hour=hour_begin; tmb.min=minutes_begin; tme.hour=hour_end; tme.min=minutes_end; tradetime_begin=StructToTime(tmb); tradetime_end=StructToTime(tme); if(tradetime_begin>=tradetime_end) { if(current_serv_hour>=hour_end) tradetime_end+=24*PeriodSeconds(PERIOD_H1); else tradetime_begin-=24*PeriodSeconds(PERIOD_H1); } return(time_current>=tradetime_begin && time_current<=tradetime_end); } //+------------------------------------------------------------------+ //| Возвращает смещение бара по времени | //| https://www.mql5.com/ru/forum/743/page11#comment_7010041 | //+------------------------------------------------------------------+ int BarShift(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const datetime time,bool exact=false) { int res=Bars(symbol_name,timeframe,time+1,UINT_MAX); if(exact) if((timeframe!=PERIOD_MN1 || time>TimeCurrent()) && res==Bars(symbol_name,timeframe,time-PeriodSeconds(timeframe)+1,UINT_MAX)) return(WRONG_VALUE); return res; } //+------------------------------------------------------------------+ //| Возвращает High | //+------------------------------------------------------------------+ double Low(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const int shift) { double array[]; ArraySetAsSeries(array,true); return(CopyLow(symbol_name,timeframe,shift,1,array)==1 ? array[0] : 0); } //+------------------------------------------------------------------+ //| Возвращает Time | //+------------------------------------------------------------------+ datetime Time(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const int shift) { datetime array[]; ArraySetAsSeries(array,true); return(CopyTime(symbol_name,timeframe,shift,1,array)==1 ? array[0] : 0); } //+------------------------------------------------------------------+ //| Возвращает час указанного времени | //+------------------------------------------------------------------+ int TimeHour(const datetime time) { MqlDateTime tm; if(!TimeToStruct(time,tm)) return WRONG_VALUE; return tm.hour; } //+------------------------------------------------------------------+ //| Возвращает минуту указанного времени | //+------------------------------------------------------------------+ int TimeMinute(const datetime time) { MqlDateTime tm; if(!TimeToStruct(time,tm)) return WRONG_VALUE; return tm.min; } //+------------------------------------------------------------------+ //| Вывод метки | //+------------------------------------------------------------------+ void DrawLabel(const string name,const string text,const string tooltip,const datetime time,const double price,const color text_color) { if(ObjectFind(0,name)<0) { ObjectCreate(0,name,OBJ_TEXT,0,0,0); ObjectSetInteger(0,name,OBJPROP_SELECTABLE,false); ObjectSetInteger(0,name,OBJPROP_HIDDEN,true); ObjectSetInteger(0,name,OBJPROP_COLOR,text_color); ObjectSetInteger(0,name,OBJPROP_FONTSIZE,InpFontSize); ObjectSetInteger(0,name,OBJPROP_ANCHOR,ANCHOR_LEFT); ObjectSetString(0,name,OBJPROP_FONT,InpFontName); } ObjectSetInteger(0,name,OBJPROP_TIME,0,time); ObjectSetDouble(0,name,OBJPROP_PRICE,0,price-(width/2)*Point()); ObjectSetString(0,name,OBJPROP_TEXT,text); ObjectSetString(0,name,OBJPROP_TOOLTIP,tooltip); } //+------------------------------------------------------------------+ //| Вывод линии | //+------------------------------------------------------------------+ void DrawLine(const string name,const string text,const string tooltip,const datetime time,const color line_color) { if(ObjectFind(0,name)<0) { ObjectCreate(0,name,OBJ_VLINE,0,0,0); ObjectSetInteger(0,name,OBJPROP_SELECTABLE,false); ObjectSetInteger(0,name,OBJPROP_HIDDEN,true); ObjectSetInteger(0,name,OBJPROP_COLOR,line_color); ObjectSetInteger(0,name,OBJPROP_STYLE,STYLE_DOT); ObjectSetInteger(0,name,OBJPROP_RAY,false); } ObjectSetInteger(0,name,OBJPROP_TIME,time); ObjectSetString(0,name,OBJPROP_TEXT,text); ObjectSetString(0,name,OBJPROP_TOOLTIP,tooltip); } //+------------------------------------------------------------------+
