Perfil horario

//+------------------------------------------------------------------+
//|                                                  HourProfile.mq5  |
//|                                          https://suavar.com       |
//+------------------------------------------------------------------+
#property copyright "SuaVar"
#property link      "https://suavar.com"
#property version   "1.00"
#property description "Measures how much this symbol has actually moved at each hour of the day,"
#property description "from the history the terminal has loaded, and how many bars it has for each"
#property description "hour."
#property description ""
#property description "The hours are your BROKER'S SERVER clock, not yours, and the tool cannot"
#property description "convert them: it does not know your server's DST policy. It reports where the"
#property description "movement has been. It does not say when to trade."
#property description ""
#property description "Educational tool. It does not trade, it does not give signals and it does not"
#property description "tell anyone what to buy or sell."

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots   1

#property indicator_label1  "Typical range of this hour (points)"
#property indicator_type1   DRAW_HISTOGRAM
//--- Azul y no rojo A PROPOSITO. Las otras dos piezas del canal senalan DEFECTOS —repintado, agujeros
//--- del historico— y usan un color de alarma. Esta no encuentra nada malo: describe actividad. Que
//--- comparta paleta con las de problemas invitaria a leer una hora tranquila como una averia.
#property indicator_color1  clrDeepSkyBlue
#property indicator_width1  2

//--- Constantes ---------------------------------------------------------------
#define HOURS_IN_DAY 24

//--- Tope del parametro "velas a examinar". Mismo criterio que en el auditor de historico: un
//--- indicador no puede examinar mas velas de las que el terminal ha cargado.
#define MAX_SCAN_BARS 20000

//--- Marco temporal por encima del cual el perfil deja de tener sentido. Con velas de un dia o mas,
//--- todas caen a la misma hora de apertura y las 24 ranuras se reducen a una: el "perfil" seria una
//--- sola barra y el usuario se llevaria una conclusion falsa de un grafico que parece correcto.
#define MAX_USEFUL_PERIOD_SECONDS 14400   // H4

//--- Inputs -------------------------------------------------------------------
input int InpScanBars   = 5000;   // Bars to examine (0 = all the terminal has loaded)
input bool InpPrintTable = true;  // Print the 24-hour table to the Experts log once

//--- Buffers ------------------------------------------------------------------
double ProfileBuffer[];

//--- Estado del ultimo barrido ------------------------------------------------
double g_sumRange[HOURS_IN_DAY];
long   g_bars[HOURS_IN_DAY];
double g_avg[HOURS_IN_DAY];

int      g_scanned   = 0;
int      g_busiest   = -1;
int      g_quietest  = -1;
bool     g_printed   = false;
datetime g_lastBarTime = 0;

//+------------------------------------------------------------------+
int OnInit()
  {
   if(InpScanBars < 0)
     {
      Print("HourProfile: 'Bars to examine' cannot be negative.");
      return(INIT_PARAMETERS_INCORRECT);
     }
   if(InpScanBars > MAX_SCAN_BARS)
     {
      PrintFormat("HourProfile: 'Bars to examine' is capped at %d.", MAX_SCAN_BARS);
      return(INIT_PARAMETERS_INCORRECT);
     }

//--- Se rechaza en OnInit en vez de dibujar algo enganoso. Un perfil por horas sobre velas diarias no
//--- es "menos preciso": es una sola ranura disfrazada de veinticuatro.
   if(PeriodSeconds() > MAX_USEFUL_PERIOD_SECONDS)
     {
      Print("HourProfile: use a timeframe of H4 or lower. Above that, every bar opens at the same hour and the profile has a single slot.");
      return(INIT_PARAMETERS_INCORRECT);
     }

   SetIndexBuffer(0, ProfileBuffer, INDICATOR_DATA);
   PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);
   IndicatorSetInteger(INDICATOR_DIGITS, 0);
   IndicatorSetString(INDICATOR_SHORTNAME, "Hour profile: scanning");
   g_printed = false;
   return(INIT_SUCCEEDED);
  }

//+------------------------------------------------------------------+
//| Hora del dia (0-23) de una fecha, en el reloj del SERVIDOR.        |
//+------------------------------------------------------------------+
int HourOf(const datetime t)
  {
   MqlDateTime dt;
   TimeToStruct(t, dt);
   return(dt.hour);
  }

//+------------------------------------------------------------------+
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[])
  {
   if(rates_total < 2) return(0);

   ArraySetAsSeries(time, false);
   ArraySetAsSeries(high, false);
   ArraySetAsSeries(low, false);
   ArraySetAsSeries(ProfileBuffer, false);

//--- Solo al nacer una vela. El perfil de 5000 velas no cambia dentro de la misma vela, asi que
//--- recalcularlo por cotizacion seria trabajo tirado — la leccion que dejo el auditor de repintado
//--- al validarse sobre M1.
   if(prev_calculated > 0 && time[rates_total-1] == g_lastBarTime) return(rates_total);
   g_lastBarTime = time[rates_total-1];

   double point = _Point;
   if(point <= 0.0) return(rates_total);

   int scan = (InpScanBars <= 0) ? rates_total : InpScanBars;
   if(scan > rates_total) scan = rates_total;
   int start = rates_total - scan;
   if(start < 0) start = 0;

   for(int h = 0; h < HOURS_IN_DAY; h++)
     {
      g_sumRange[h] = 0.0;
      g_bars[h]     = 0;
      g_avg[h]      = 0.0;
     }
   g_scanned = 0;

//--- PRIMERA pasada: acumular por hora.
   for(int i = start; i < rates_total; i++)
     {
      int h = HourOf(time[i]);
      if(h < 0 || h >= HOURS_IN_DAY) continue;
      g_sumRange[h] += (high[i] - low[i]) / point;
      g_bars[h]++;
      g_scanned++;
     }

   for(int h = 0; h < HOURS_IN_DAY; h++)
      if(g_bars[h] > 0) g_avg[h] = g_sumRange[h] / (double)g_bars[h];

//--- Hora mas y menos activa. Solo se consideran horas CON velas: una hora sin datos tiene media 0 y
//--- saldria siempre como "la mas tranquila", que es justo lo contrario de lo que significa — no es
//--- que el mercado este parado, es que ahi no hay historico.
   g_busiest  = -1;
   g_quietest = -1;
   for(int h = 0; h < HOURS_IN_DAY; h++)
     {
      if(g_bars[h] == 0) continue;
      if(g_busiest  < 0 || g_avg[h] > g_avg[g_busiest])  g_busiest  = h;
      if(g_quietest < 0 || g_avg[h] < g_avg[g_quietest]) g_quietest = h;
     }

//--- SEGUNDA pasada: cada vela muestra lo que su hora suele moverse, asi que el grafico ensena el
//--- ritmo del dia repitiendose. Se rellena despues del barrido porque hasta que no estan todas las
//--- medias no hay nada que pintar.
   ArrayInitialize(ProfileBuffer, 0.0);
   for(int i = start; i < rates_total; i++)
     {
      int h = HourOf(time[i]);
      if(h >= 0 && h < HOURS_IN_DAY) ProfileBuffer[i] = g_avg[h];
     }

//--- La tabla completa va al log de Expertos UNA sola vez: 24 filas no caben ni en la cabecera de la
//--- subventana ni en el data window, y reimprimirlas en cada vela llenaria el log.
   if(InpPrintTable && !g_printed && g_busiest >= 0)
     {
      g_printed = true;
      PrintFormat("HourProfile %s %s — %d bars. Hours are SERVER time.",
                  _Symbol, EnumToString(_Period), g_scanned);
      for(int h = 0; h < HOURS_IN_DAY; h++)
         PrintFormat("  %02d:00  bars %5d  avg range %8.1f pts", h, (int)g_bars[h], g_avg[h]);
     }

//--- Cifras primero: la cabecera de la subventana trunca (~63 caracteres).
   if(g_busiest < 0)
      IndicatorSetString(INDICATOR_SHORTNAME, "Hour profile: no bars to profile");
   else
      IndicatorSetString(INDICATOR_SHORTNAME,
                         StringFormat("Hour profile: busiest %02d:00 (%.0f pts), quietest %02d:00 (%.0f pts)",
                                      g_busiest, g_avg[g_busiest], g_quietest, g_avg[g_quietest]));

   int emptyHours = 0;
   for(int h = 0; h < HOURS_IN_DAY; h++)
      if(g_bars[h] == 0) emptyHours++;

   PlotIndexSetString(0, PLOT_LABEL,
                      StringFormat("%d bars over %d hours with data | busiest %02d:00 | quietest %02d:00 | SERVER time, not yours",
                                   g_scanned, HOURS_IN_DAY - emptyHours, g_busiest < 0 ? 0 : g_busiest, g_quietest < 0 ? 0 : g_quietest));

   return(rates_total);
  }
//+------------------------------------------------------------------+