Индикатор профиля рынка (Market Profile) на MQL5: гистограмма TPO

//+------------------------------------------------------------------+
//|                                         MarketProfile_TPO.mq5    |
//|                                  Copyright 2024, Quant Developer |
//+------------------------------------------------------------------+
#property copyright "Quant Developer"
#property link      "https://finfluct.com"
#property version   "1.00"
#property indicator_chart_window

input int      InpTpoSizePoints = 100;      // Размер TPO шага в пунктах
input color    InpProfileColor  = clrDodgerBlue; // Цвет гистограммы
input int      InpMaxBarCount   = 300;      // Глубина анализа (баров)
input int      InpWidthScale    = 5;        // Масштаб ширины (пикселей на TPO)

struct TpoBin
{
   double price;
   int count;
};

TpoBin Profile[];
string Prefix = "MP_TPO_";

int OnInit()
{
   return(INIT_SUCCEEDED);
}

void OnDeinit(const int reason)
{
   ObjectsDeleteAll(0, Prefix);
   ChartRedraw(0);
}

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 < InpMaxBarCount) return(0);

   ObjectsDeleteAll(0, Prefix);
   ArrayFree(Profile);

   int limit = rates_total - InpMaxBarCount;
   double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
   double step = InpTpoSizePoints * point;

   if(step <= 0) return(0);

   for(int i = limit; i < rates_total; i++)
   { 
      double lowPrice = low[i];
      double highPrice = high[i];

      double startPrice = MathFloor(lowPrice / step) * step;
      for(double p = startPrice; p <= highPrice; p += step)
      { 
         p = NormalizeDouble(p, _Digits);
         int foundIdx = -1;
         for(int j = 0; j < ArraySize(Profile); j++)
         { 
            if(MathAbs(Profile[j].price - p) < (point / 2.0))
            { 
               foundIdx = j;
               break;
            }
         }

         if(foundIdx != -1)
         { 
            Profile[foundIdx].count++;
         }
         else
         { 
            int size = ArraySize(Profile);
            ArrayResize(Profile, size + 1);
            Profile[size].price = p;
            Profile[size].count = 1;
         }
      }
   }

   int maxCount = 0;
   for(int i = 0; i < ArraySize(Profile); i++)
   { 
      if(Profile[i].count > maxCount) maxCount = Profile[i].count;
   }

   if(maxCount == 0) return(rates_total);

   int subWindow = 0;
   datetime lastBarTime = time[rates_total - 1];

   for(int i = 0; i < ArraySize(Profile); i++)
   { 
      string objName = Prefix + IntegerToString(i);
      int x = 0, y = 0;

      if(ChartTimePriceToXY(0, subWindow, lastBarTime, Profile[i].price, x, y))
      { 
         int width = Profile[i].count * InpWidthScale;
         int height = 8;

         if(ObjectCreate(0, objName, OBJ_RECTANGLE_LABEL, subWindow, 0, 0))
         { 
            ObjectSetInteger(0, objName, OBJPROP_CORNER, CORNER_LEFT_UPPER);
            ObjectSetInteger(0, objName, OBJPROP_XDISTANCE, x + 50);
            ObjectSetInteger(0, objName, OBJPROP_YDISTANCE, y - (height / 2));
            ObjectSetInteger(0, objName, OBJPROP_XSIZE, width);
            ObjectSetInteger(0, objName, OBJPROP_YSIZE, height);
            ObjectSetInteger(0, objName, OBJPROP_BGCOLOR, InpProfileColor);
            ObjectSetInteger(0, objName, OBJPROP_BORDER_TYPE, BORDER_FLAT);
            ObjectSetInteger(0, objName, OBJPROP_SELECTABLE, false);
            ObjectSetInteger(0, objName, OBJPROP_HIDDEN, true);
         }
      }
   }

   ChartRedraw(0);
   return(rates_total);
}