【MQL4】日足の始値と前日終値の差から「価格ギャップ(窓)」を検出・表示するインジケーターの作り方(窓埋め判定つき)

//+------------------------------------------------------------------+
//|                                      GapDetectionIndicator.mq4    |
//|                     Copyright 2026, FX-EA System Project Creator |
//|                        https://creator.fx-ea-system-project.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, FX-EA System Project Creator"
#property link      "https://creator.fx-ea-system-project.com/"
#property version   "1.00"
#property strict
#property indicator_chart_window
#property indicator_buffers 0

input int InpMinGapPoints = 50;  //窓として扱う最小ポイント数
input int InpMaxGaps      = 20;  //保持する窓の最大件数

datetime lastDailyBarTime = 0;

//+------------------------------------------------------------------+
//| 窓が埋まったかどうかを判定する                                        |
//+------------------------------------------------------------------+
bool IsGapFilled(double gapPointsAtCreation, double prevCloseAtCreation)
  {
   if(gapPointsAtCreation > 0)
      return(Bid <= prevCloseAtCreation);
   else
      return(Bid >= prevCloseAtCreation);
  }

//+------------------------------------------------------------------+
//| 保持件数を超えた古い窓オブジェクトを1件削除する                           |
//+------------------------------------------------------------------+
void CleanupOldGaps()
  {
   int total = ObjectsTotal(0, -1, OBJ_RECTANGLE);
   if(total <= InpMaxGaps)
      return;

   for(int i = 0; i < ObjectsTotal(0, -1, -1); i++)
     {
      string name = ObjectName(0, i, -1, -1);
      if(StringFind(name, "Gap_") == 0 && StringFind(name, "_Text") < 0)
        {
         ObjectDelete(0, name);
         ObjectDelete(0, name + "_Text");
         break;
        }
     }
  }

//+------------------------------------------------------------------+
//| 新しい日足バーの窓を検出して描画する                                    |
//+------------------------------------------------------------------+
void CheckNewGap()
  {
   datetime currentDailyBarTime = iTime(NULL, PERIOD_D1, 0);
   if(currentDailyBarTime == lastDailyBarTime)
      return;
   lastDailyBarTime = currentDailyBarTime;

   double todayOpen = iOpen(NULL, PERIOD_D1, 0);
   double prevClose = iClose(NULL, PERIOD_D1, 1);

   double point = _Point;
   if(_Digits == 3 || _Digits == 5)
      point *= 10;

   double gapPoints = (todayOpen - prevClose) / point;
   if(MathAbs(gapPoints) < InpMinGapPoints)
      return;

   string rectName = "Gap_" + _Symbol + "_" + TimeToString(currentDailyBarTime, TIME_DATE);
   string textName = rectName + "_Text";

   if(ObjectFind(0, rectName) >= 0)
      return;

   color gapColor = (gapPoints > 0) ? clrDeepSkyBlue : clrLightCoral;

   ObjectCreate(0, rectName, OBJ_RECTANGLE, 0,
                iTime(NULL, PERIOD_D1, 1), prevClose,
                currentDailyBarTime, todayOpen);
   ObjectSetInteger(0, rectName, OBJPROP_COLOR, gapColor);
   ObjectSetInteger(0, rectName, OBJPROP_BACK, true);
   ObjectSetInteger(0, rectName, OBJPROP_FILL, true);

   ObjectCreate(0, textName, OBJ_TEXT, 0, currentDailyBarTime, todayOpen);
   ObjectSetString(0, textName, OBJPROP_TEXT,
                   "窓 " + DoubleToString(MathAbs(gapPoints), 1) + "pips");
   ObjectSetInteger(0, textName, OBJPROP_COLOR, gapColor);
   ObjectSetInteger(0, textName, OBJPROP_FONTSIZE, 8);

   GlobalVariableSet("GapFilled_" + rectName, 0);
   GlobalVariableSet("GapDir_"    + rectName, gapPoints);
   GlobalVariableSet("GapPrice_"  + rectName, prevClose);

   CleanupOldGaps();
  }

//+------------------------------------------------------------------+
//| 既存の窓が埋まったかどうかを毎tick確認する                              |
//+------------------------------------------------------------------+
void CheckGapFilled()
  {
   for(int i = 0; i < ObjectsTotal(0, -1, OBJ_RECTANGLE); i++)
     {
      string name = ObjectName(0, i, -1, OBJ_RECTANGLE);
      if(StringFind(name, "Gap_") != 0)
         continue;
      if(GlobalVariableCheck("GapFilled_" + name) == false)
         continue;
      if(GlobalVariableGet("GapFilled_" + name) > 0)
         continue;

      double gapPointsAtCreation = GlobalVariableGet("GapDir_"   + name);
      double prevCloseAtCreation = GlobalVariableGet("GapPrice_" + name);

      if(IsGapFilled(gapPointsAtCreation, prevCloseAtCreation))
        {
         ObjectSetInteger(0, name, OBJPROP_COLOR, clrGray);
         ObjectSetString(0, name + "_Text", OBJPROP_TEXT,
                         ObjectGetString(0, name + "_Text", OBJPROP_TEXT) + "(埋め済み)");
         GlobalVariableSet("GapFilled_" + name, 1);
        }
     }
  }

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
   return(INIT_SUCCEEDED);
  }

//+------------------------------------------------------------------+
//| 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[])
  {
   CheckNewGap();
   CheckGapFilled();
   return(rates_total);
  }
//+------------------------------------------------------------------+