D:\PeriodConverter+5m.mq4		D:\PeriodConverter.mq4
	//+------------------------------------------------------------------+		//+------------------------------------------------------------------+
	//|                                              PeriodConverter.mq4 |		//|                                              PeriodConverter.mq4 |
	//|                   Copyright 2006-2014, MetaQuotes Software Corp. |		//|                   Copyright 2006-2014, MetaQuotes Software Corp. |
	//|                                        http://www.metaquotes.net |		//|                                        http://www.metaquotes.net |
	//+------------------------------------------------------------------+		//+------------------------------------------------------------------+
	#property copyright   "2006-2014, MetaQuotes Software Corp."		#property copyright   "2006-2014, MetaQuotes Software Corp."
	#property link        "http://www.mql4.com"		#property link        "http://www.mql4.com"
	#property description "Period Converter to updated format of history base"		#property description "Period Converter to updated format of history base"
	#property strict		#property strict
	#property show_inputs		#property show_inputs
	#include <WinUser32.mqh>		#include <WinUser32.mqh>
.	input int InpPeriodMultiplier=15; // Period multiplier factor		input int InpPeriodMultiplier=3; // Period multiplier factor
	input int InpPeriodShift=5;       // Period shift
	int       ExtHandle=-1;		int       ExtHandle=-1;
	//+------------------------------------------------------------------+		//+------------------------------------------------------------------+
	//| script program start function                                    |		//| script program start function                                    |
	//+------------------------------------------------------------------+		//+------------------------------------------------------------------+
	void OnStart()		void OnStart()
	{		{
	datetime time0;		datetime time0;
	ulong    last_fpos=0;		ulong    last_fpos=0;
	long     last_volume=0;		long     last_volume=0;
.	int      i,start_pos,periodseconds,periodseconds_shift;		int      i,start_pos,periodseconds;
	int      hwnd=0,cnt=0;		int      hwnd=0,cnt=0;
	//---- History header		//---- History header
	int      file_version=401;		int      file_version=401;
	string   c_copyright;		string   c_copyright;
	string   c_symbol=Symbol();		string   c_symbol=Symbol();
	int      i_period=Period()*InpPeriodMultiplier;		int      i_period=Period()*InpPeriodMultiplier;
	int      i_digits=Digits;		int      i_digits=Digits;
	int      i_unused[13];		int      i_unused[13];
	MqlRates rate;		MqlRates rate;
	//---		//---
	ExtHandle=FileOpenHistory(c_symbol+(string)i_period+".hst",FILE_BIN|FILE_WRITE|FILE_SHARE_WRITE|FILE_SHARE_READ|FILE_ANSI);		ExtHandle=FileOpenHistory(c_symbol+(string)i_period+".hst",FILE_BIN|FILE_WRITE|FILE_SHARE_WRITE|FILE_SHARE_READ|FILE_ANSI);
	if(ExtHandle<0)		if(ExtHandle<0)
	return;		return;
	c_copyright="(C)opyright 2003, MetaQuotes Software Corp.";		c_copyright="(C)opyright 2003, MetaQuotes Software Corp.";
	ArrayInitialize(i_unused,0);		ArrayInitialize(i_unused,0);
	//--- write history file header		//--- write history file header
	FileWriteInteger(ExtHandle,file_version,LONG_VALUE);		FileWriteInteger(ExtHandle,file_version,LONG_VALUE);
	FileWriteString(ExtHandle,c_copyright,64);		FileWriteString(ExtHandle,c_copyright,64);
	FileWriteString(ExtHandle,c_symbol,12);		FileWriteString(ExtHandle,c_symbol,12);
	FileWriteInteger(ExtHandle,i_period,LONG_VALUE);		FileWriteInteger(ExtHandle,i_period,LONG_VALUE);
	FileWriteInteger(ExtHandle,i_digits,LONG_VALUE);		FileWriteInteger(ExtHandle,i_digits,LONG_VALUE);
	FileWriteInteger(ExtHandle,0,LONG_VALUE);		FileWriteInteger(ExtHandle,0,LONG_VALUE);
	FileWriteInteger(ExtHandle,0,LONG_VALUE);		FileWriteInteger(ExtHandle,0,LONG_VALUE);
	FileWriteArray(ExtHandle,i_unused,0,13);		FileWriteArray(ExtHandle,i_unused,0,13);
	//--- write history file		//--- write history file
	periodseconds=i_period*60;		periodseconds=i_period*60;
.	periodseconds_shift=Period()*InpPeriodShift*60;
	start_pos=Bars-1;		start_pos=Bars-1;
	rate.open=Open[start_pos];		rate.open=Open[start_pos];
	rate.low=Low[start_pos];		rate.low=Low[start_pos];
	rate.high=High[start_pos];		rate.high=High[start_pos];
	rate.tick_volume=(long)Volume[start_pos];		rate.tick_volume=(long)Volume[start_pos];
	rate.spread=0;		rate.spread=0;
	rate.real_volume=0;		rate.real_volume=0;
	//--- normalize open time		//--- normalize open time
.	rate.time=(Time[start_pos]-periodseconds_shift)/periodseconds;		rate.time=Time[start_pos]/periodseconds;
	rate.time*=periodseconds;		rate.time*=periodseconds;
.	rate.time+=periodseconds_shift;
	for(i=start_pos-1; i>=0; i--)		for(i=start_pos-1; i>=0; i--)
	{		{
	if(IsStopped())		if(IsStopped())
	break;		break;
	time0=Time[i];		time0=Time[i];
	//--- history may be updated		//--- history may be updated
	if(i==0)		if(i==0)
	{		{
	//--- modify index if history was updated		//--- modify index if history was updated
	if(RefreshRates())		if(RefreshRates())
	i=iBarShift(NULL,0,time0);		i=iBarShift(NULL,0,time0);
	}		}
	//---		//---
	if(time0>=rate.time+periodseconds || i==0)		if(time0>=rate.time+periodseconds || i==0)
	{		{
	if(i==0 && time0<rate.time+periodseconds)		if(i==0 && time0<rate.time+periodseconds)
	{		{
	rate.tick_volume+=(long)Volume[0];		rate.tick_volume+=(long)Volume[0];
	if(rate.low>Low[0])		if(rate.low>Low[0])
	rate.low=Low[0];		rate.low=Low[0];
	if(rate.high<High[0])		if(rate.high<High[0])
	rate.high=High[0];		rate.high=High[0];
	rate.close=Close[0];		rate.close=Close[0];
	}		}
	last_fpos=FileTell(ExtHandle);		last_fpos=FileTell(ExtHandle);
	last_volume=(long)Volume[i];		last_volume=(long)Volume[i];
	FileWriteStruct(ExtHandle,rate);		FileWriteStruct(ExtHandle,rate);
	cnt++;		cnt++;
	if(time0>=rate.time+periodseconds)		if(time0>=rate.time+periodseconds)
	{		{
.	rate.time=(time0-periodseconds_shift)/periodseconds;		rate.time=time0/periodseconds;
	rate.time*=periodseconds;		rate.time*=periodseconds;
.	rate.time+=periodseconds_shift;
	rate.open=Open[i];		rate.open=Open[i];
	rate.low=Low[i];		rate.low=Low[i];
	rate.high=High[i];		rate.high=High[i];
	rate.close=Close[i];		rate.close=Close[i];
	rate.tick_volume=last_volume;		rate.tick_volume=last_volume;
	}		}
	}		}
	else		else
	{		{
	rate.tick_volume+=(long)Volume[i];		rate.tick_volume+=(long)Volume[i];
	if(rate.low>Low[i])		if(rate.low>Low[i])
	rate.low=Low[i];		rate.low=Low[i];
	if(rate.high<High[i])		if(rate.high<High[i])
	rate.high=High[i];		rate.high=High[i];
	rate.close=Close[i];		rate.close=Close[i];
	}		}
	}		}
	FileFlush(ExtHandle);		FileFlush(ExtHandle);
	Print(cnt," record(s) written");		Print(cnt," record(s) written");
	//--- collect incoming ticks		//--- collect incoming ticks
	datetime last_time=LocalTime()-5;		datetime last_time=LocalTime()-5;
	while(!IsStopped())		while(!IsStopped())
	{		{
	datetime cur_time=LocalTime();		datetime cur_time=LocalTime();
	//--- check for new rates		//--- check for new rates
	if(RefreshRates())		if(RefreshRates())
	{		{
	time0=Time[0];		time0=Time[0];
	FileSeek(ExtHandle,last_fpos,SEEK_SET);		FileSeek(ExtHandle,last_fpos,SEEK_SET);
	//--- is there current bar?		//--- is there current bar?
	if(time0<rate.time+periodseconds)		if(time0<rate.time+periodseconds)
	{		{
	rate.tick_volume+=(long)Volume[0]-last_volume;		rate.tick_volume+=(long)Volume[0]-last_volume;
	last_volume=(long)Volume[0];		last_volume=(long)Volume[0];
	if(rate.low>Low[0])		if(rate.low>Low[0])
	rate.low=Low[0];		rate.low=Low[0];
	if(rate.high<High[0])		if(rate.high<High[0])
	rate.high=High[0];		rate.high=High[0];
	rate.close=Close[0];		rate.close=Close[0];
	}		}
	else		else
	{		{
	//--- no, there is new bar		//--- no, there is new bar
	rate.tick_volume+=(long)Volume[1]-last_volume;		rate.tick_volume+=(long)Volume[1]-last_volume;
	if(rate.low>Low[1])		if(rate.low>Low[1])
	rate.low=Low[1];		rate.low=Low[1];
	if(rate.high<High[1])		if(rate.high<High[1])
	rate.high=High[1];		rate.high=High[1];
	//--- write previous bar remains		//--- write previous bar remains
	FileWriteStruct(ExtHandle,rate);		FileWriteStruct(ExtHandle,rate);
	last_fpos=FileTell(ExtHandle);		last_fpos=FileTell(ExtHandle);
	//----		//----
.	rate.time=(time0-periodseconds_shift)/periodseconds;		rate.time=time0/periodseconds;
	rate.time*=periodseconds;		rate.time*=periodseconds;
.	rate.time+=periodseconds_shift;
	rate.open=Open[0];		rate.open=Open[0];
	rate.low=Low[0];		rate.low=Low[0];
	rate.high=High[0];		rate.high=High[0];
	rate.close=Close[0];		rate.close=Close[0];
	rate.tick_volume=(long)Volume[0];		rate.tick_volume=(long)Volume[0];
	last_volume=rate.tick_volume;		last_volume=rate.tick_volume;
	}		}
	//----		//----
	FileWriteStruct(ExtHandle,rate);		FileWriteStruct(ExtHandle,rate);
	FileFlush(ExtHandle);		FileFlush(ExtHandle);
	//---		//---
	if(hwnd==0)		if(hwnd==0)
	{		{
	hwnd=WindowHandle(Symbol(),i_period);		hwnd=WindowHandle(Symbol(),i_period);
	if(hwnd!=0)		if(hwnd!=0)
	Print("Chart window detected");		Print("Chart window detected");
	}		}
	//--- refresh window not frequently than 1 time in 2 seconds		//--- refresh window not frequently than 1 time in 2 seconds
	if(hwnd!=0 && cur_time-last_time>=2)		if(hwnd!=0 && cur_time-last_time>=2)
	{		{
	PostMessageA(hwnd,WM_COMMAND,33324,0);		PostMessageA(hwnd,WM_COMMAND,33324,0);
	last_time=cur_time;		last_time=cur_time;
	}		}
	}		}
	Sleep(50);		Sleep(50);
	}		}
	//---		//---
	}		}
	//+------------------------------------------------------------------+		//+------------------------------------------------------------------+
	//|                                                                  |		//|                                                                  |
	//+------------------------------------------------------------------+		//+------------------------------------------------------------------+
	void OnDeinit(const int reason)		void OnDeinit(const int reason)
	{		{
	//---		//---
	if(ExtHandle>=0)		if(ExtHandle>=0)
	{		{
	FileClose(ExtHandle);		FileClose(ExtHandle);
	ExtHandle=-1;		ExtHandle=-1;
	}		}
	//---		//---
	}		}
	//+------------------------------------------------------------------+		//+------------------------------------------------------------------+