### Introduction

For a better understanding the author recommends reading the following material:

- MetaQuotes Software Corp. Features of Custom Indicators Creation. http://articles.mql4.com/en/articles/1497
- Nikolay Kositsin. Multiple Null Bar Re-Count in Some Indicators. http://articles.mql4.com/en/articles/1411

In my opinion, it is necessary in two cases:

- If in EA calculation values calculated on a zero bar are not used at all, we naturally would like to omit unnecessary recalculation on the zero bar and on the first bar. This allows shortening thrice the time of such an EA optimization, which is rather relevant in a very complicated and resource-intensive code!
- Commercial usage of an Expert Advisor with the maximal protection of its code against decompiling.

In the second case the situation is quite clear and the code transferring is quite reasonable. And in the first case in the majority of situations it is much easier to rewrite custom indicators' codes, excluding unnecessary calculations! Naturally, such indicators will be suitable only for Expert Advisors, and not trading! So, let us start our discussion from this variant of the problem solution.

### Example of Indicator Optimization

First of all I would like to draw your attention to the following code fragment
of a custom indicator:

int start() { int limit; int counted_bars = IndicatorCounted(); //---- the last calculated bar will be recalculated if(counted_bars > 0) counted_bars--; limit = Bars - counted_bars - 1; //---- the main cycle for(int i = limit; i >= 0; i--) { //---- ExtBlueBuffer[i] = iMA(NULL, 0, JawsPeriod, 0, MODE_SMMA, PRICE_MEDIAN, i); ExtRedBuffer[i] = iMA(NULL, 0, TeethPeriod, 0, MODE_SMMA, PRICE_MEDIAN, i); ExtLimeBuffer[i] = iMA(NULL, 0, LipsPeriod, 0, MODE_SMMA, PRICE_MEDIAN, i); } //---- return(0); }

In this case the following line is relevant for us:

if(counted_bars > 0) counted_bars--;

The meaning of this checking with diminution of the variable 'counted_bars' value by one is the following: if a custom indicator does not include this line, it may send wrong values from its buffers into an EA, when the zero bar is changed. The indicator curve in the EA will have quite a "crumpled" form.

But it should be noted here, that some smoothing algorithms are sensitive to the reference point, from which the smoothing starts. I.e. in order to have identical values, the numbers of the oldest bars, from which the recalculation of all bars starts, in cycles both in the indicator and in the indicator code inside the EA should coincide.

Here is an example, explaining this method of an indicator code optimization for
its quicker operation in an EA. In the main indicator cycle change zero into one,
after that the indicator discontinues to recalculate its value on the zero bar.

// instead of for(int i = limit; i >= 0; i--) // write for(int i = limit; i >= 1; i--)

As a result the source code will look like the following way:

int start() { int limit; int counted_bars = IndicatorCounted(); //---- the last bar will be recalculated if(counted_bars > 0) counted_bars--; limit = Bars - counted_bars - 1; //---- the main cycle //now the cycle ends in 1 for(int i = limit; i >= 1; i--) { //---- ExtBlueBuffer[i] = iMA(NULL, 0, JawsPeriod, 0, MODE_SMMA, PRICE_MEDIAN, i); ExtRedBuffer[i] = iMA(NULL, 0, TeethPeriod, 0, MODE_SMMA, PRICE_MEDIAN, i); ExtLimeBuffer[i] = iMA(NULL, 0, LipsPeriod, 0, MODE_SMMA, PRICE_MEDIAN, i); } //---- return(0); }

If you are seriously going to use your EA in real trading and trust it your money, you should carefully check all the details in your Expert Advisor, as well as the indicators with which the EA works. Moreover you should do it yourself! I think it is much easier and cleverer to devote a couple of days to a thorough understanding of the indicator structure and methods of optimization of its code, than with patience use for three months an EA that receives values from a roughly written indicator!

So, it must be clear that one needs serious reasons for transferring an indicator code into an EA code. If an indicator is written correctly, the EA's operation will not be much slower without this. It is easier to write first an EA code using custom indicators and to conduct the check-out in this form. And if the EA really shows perfect results, the code can be further optimized, one by one changing calls to custom indicators into indicator code fragments.

And it must be noted that the tested loss and profit values should not be amended after changing the EA code!

The number of existing indicators is very large, each of them has its unique code. That is why one can hardly create a universal method of code transferring for all indicators. The problem is worsened by the fact, that one and the same custom indicator may be represented in an EA code several times. If an indicator code is more or less simple, it can be written into a custom function and changing custom indicators into functions in such a case is quite easy. But very often an EA code achieves such dimensions, that it is almost impossible to detect an error in it. And all our efforts are in vain.

### General Scheme of an Indicator Structure

//+------------------------------------------------------------------+ //| IndicatorPlan.mq4 | //| Copyright © 2007, MetaQuotes Software Corp. | //| https://www.metaquotes.net/ | //+------------------------------------------------------------------+ #property copyright "Copyright © 2007, MetaQuotes Software Corp." #property link "https://www.metaquotes.net/" //---- drawing the indicator in the main window #property indicator_chart_window //---- number of indicator buffers #property indicator_buffers 1 //---- indicator color #property indicator_color1 Gold //---- INPUT PARAMETERS OF THE INDICATOR extern int period0 = 15; extern int period1 = 15; extern int period2 = 15; //---- indicator buffers double Ind_Buffer0[]; double Ind_Buffer1[]; double Ind_Buffer2[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- defining the graph execution style SetIndexStyle(0, DRAW_LINE); //---- 3 indicator buffers are used for calculation IndicatorBuffers(3); SetIndexBuffer(0, Ind_Buffer0); SetIndexBuffer(1, Ind_Buffer1); SetIndexBuffer(2, Ind_Buffer2); //---- end of initialization return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { //---- Checking whether the bars number is enough for further calculation if(Bars < period0 + period1 + period2) return(0); //----+ Insertion of variables with a floating point double Resalt0, Resalt1, Resalt2; //----+ Insertion of integer variables and getting calculated bars int limit, MaxBar,bar, counted_bars = IndicatorCounted(); //---- checking for possible errors if(counted_bars < 0) return(-1); //---- the last calculated bar must be recalculated if(counted_bars > 0) counted_bars--; //---- defining the number of the oldest bar, // starting from which new bars will be recalculated limit = Bars - counted_bars - 1; //---- defining the number of the oldest bar, // starting from which new bars will be recalculated MaxBar = Bars - 1 - (period0 + period1 + period2); //---- initialization of zero if(limit > MaxBar) { limit = MaxBar; for(bar = Bars - 1; bar >= MaxBar; bar--) { Ind_Buffer0[bar] = 0.0; Ind_Buffer1[bar] = 0.0; Ind_Buffer2[bar] = 0.0; } } //----+ THE FIRST CYCLE OF INDICATOR CALCULATION for(bar = limit; bar >= 0; bar--) { // Here code of the variable Resalt1 calculation based on the external // variable period1 Ind_Buffer1[bar] = Resalt1; } //----+ THE SECOND CYCLE OF INDICATOR CALCULATION for(bar = limit; bar >= 0; bar--) { // Here code of the variable Resalt2 calculation // based on the values of the buffer Ind_Buffer1[] // and external variable period2 Ind_Buffer2[bar] = Resalt2; } //----+ THE MAIN CYCLE OF INDICATOR CALCULATION for(bar = limit; bar >= 0; bar--) { // Here code of the variable Resalt0 calculation // based on the values of the buffer Ind_Buffer2[] // and external variable0 Ind_Buffer0[bar] = Resalt0; } return(0); } //+------------------------------------------------------------------+Naturally a real indicator may have a different number of reflected indicator values, different number of indicator buffers, used in calculations and different number of cycles of indicator buffer values calculation, but this does not change the meaning of the given scheme. In other cases it will be absolutely analogous.

Now let us exclude from the scheme elements, which are not interesting for us in this context and are unnecessary in an Expert Advisor:

//+------------------------------------------------------------------+ //| IndicatorPlan1.mq4 | //| Copyright © 2007, MetaQuotes Software Corp. | //| https://www.metaquotes.net/ | //+------------------------------------------------------------------+ //---- INPUT PARAMETERS OF THE INDICATOR extern int period0 = 15; extern int period1 = 15; extern int period2 = 15; //---- indicator buffers double Ind_Buffer0[]; double Ind_Buffer1[]; double Ind_Buffer2[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- end of initialization return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { //---- Checking whether the bars number is enough for further calculation if(Bars < period0 + period1 + period2) return(0); //----+ Insertion of variables with a floating point double Resalt0, Resalt1, Resalt2; //----+ Insertion of integer variables and getting calculated bars int limit, MaxBar, bar, counted_bars = IndicatorCounted(); //---- checking for possible errors if(counted_bars < 0) return(-1); //---- the last calculated bar must be recalculated if(counted_bars > 0) counted_bars--; //---- defining the number of the oldest bar, // starting from which new bars will be recalculated limit = Bars - counted_bars - 1; //---- defining the number of the oldest bar, // starting from which new bars will be recalculated MaxBar = Bars - 1 - (period0 + period1 + period2); //---- initialization of zero if(limit > MaxBar) { limit = MaxBar; for(bar = Bars - 1; bar >= MaxBar; bar--) { Ind_Buffer0[bar] = 0.0; Ind_Buffer1[bar] = 0.0; Ind_Buffer2[bar] = 0.0; } } //----+ THE FIRST CYCLE OF INDICATOR CALCULATION for(bar = limit; bar >= 0; bar--) { // Here code of the variable Resalt1 calculation // based on the external variable period1 Ind_Buffer1[bar]= Resalt1; } //----+ THE SECOND CYCLE OF INDICATOR CALCULATION for(bar = limit; bar >= 0; bar--) { // Here code of the variable Resalt2 calculation // based on the values of the buffer Ind_Buffer1[] // and external variable period2 Ind_Buffer2[bar] = Resalt2; } //----+ THE MAIN CYCLE OF INDICATOR CALCULATION for(bar = limit; bar >= 0; bar--) { // Here code of the variable Resalt0 // based on the values of the buffer Ind_Buffer2[] // and external variable period0 Ind_Buffer0[bar] = Resalt0; } return(0); } //+------------------------------------------------------------------+

This code could be easily placed into an Expert Advisor Code, if not for a couple of small sad errors:

- First of all we should not forget, that the function IndicatorCounted() does not work in Expert Advisors!
- We also cannot turn custom arrays into indicator ones in the initialization block!

So for a full preservation of the indicator code we first of all need to develop an analogue of the function IndicatorCounted() and somehow emulate analogues of indicator buffers in an Expert Advisor. Unfortunately, it is impossible to emulate directly indicator buffers in an EA using standard functions. By now there are no analogues of SetIndexBuffer() and IndicatorBuffers() for Expert Advisors! So this problem must be solved using other ways. Moreover there are enough options for it in MQL4.

**Emulation of Indicator Buffers in an Expert Advisor**

- Values that are assigned to indicator buffer variables are not lost between cycles, when the indicator is attached to a chart and a terminal works.
- If a zero bar (the latest one) is changed on a chart, all elements of the indicator buffer are shifted.
- If one new bar comes, the value of the variable limit changes from one into two in the indicator, and all buffer elements are shifted by one, i.e. a zero bar becomes the first one, the first - second and so on.
- Naturally the dimensions of the buffer indicator change. If on the next tick the bar does not change, all buffer elements remain on their places.

Now comes the emulation of indicator buffers. For this purpose we will use the following MQL4 standard functions: ArraySize(), ArrayResize() and ArraySetAsSeries(). The code of indicator buffers emulation is quite simple and the principle of its operation can be described so: when the zero bar changes, the direct order of elements definition in buffers is restored, new cells are added in the buffers from new bars using the function ArrayResize(), after that the reverse order of elements definition in buffers is set and empty cells appear to be among the first ones in the emulated indicator buffer.

//---- INDICATOR BUFFERS EMULATION int NewSize = iBars(symbol, timeframe); //---- Checking the change of the zero bar if(ArraySize(Ind_Buffer0) < NewSize) { //---- Set the direct indexing direction in the array ArraySetAsSeries(Ind_Buffer0, false); ArraySetAsSeries(Ind_Buffer1, false); ArraySetAsSeries(Ind_Buffer2, false); //---- Change the size of the emulated indicator buffers ArrayResize(Ind_Buffer0, NewSize); ArrayResize(Ind_Buffer1, NewSize); ArrayResize(Ind_Buffer2, NewSize); //---- Set the reverse indexing direction in the array ArraySetAsSeries(Ind_Buffer0, true); ArraySetAsSeries(Ind_Buffer1, true); ArraySetAsSeries(Ind_Buffer2, true); } //----

By the way, this method of indicator buffers emulation can be also used in indicators,
when eight indicator buffers are not enough for intermediate calculations. The
examples are in the attached files SMI.mq4 and SMI_New.mq4.

**Substituting the Function IndicatorCounted() **

//+------------------------------------------------------------------+ //| NewIndicatorPlan1.mqh | //| Copyright © 2007, MetaQuotes Software Corp. | //| https://www.metaquotes.net/ | //+------------------------------------------------------------------+ //---- INPUT INDICATOR PARAMETERS extern int period0 = 15; extern int period1 = 15; extern int period2 = 15; //---- indicator buffers double Ind_Buffer0[]; double Ind_Buffer1[]; double Ind_Buffer2[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- initialization end return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { //---- Checking whether the bars number is enough for further calculation if(Bars < period0 + period1 + period2) return(0); //---- INDICATOR BUFFERS EMULATION if(ArraySize(Ind_Buffer0) < Bars) { ArraySetAsSeries(Ind_Buffer0, false); ArraySetAsSeries(Ind_Buffer1, false); ArraySetAsSeries(Ind_Buffer2, false); //---- ArrayResize(Ind_Buffer0, Bars); ArrayResize(Ind_Buffer1, Bars); ArrayResize(Ind_Buffer2, Bars); //---- ArraySetAsSeries(Ind_Buffer0, true); ArraySetAsSeries(Ind_Buffer1, true); ArraySetAsSeries(Ind_Buffer2, true); } //----+ INSERTION OF A STATIC INTEGER MEMORY VARIABLE static int IndCounted; //----+ Insertion of variables with a floating point double Resalt0, Resalt1, Resalt2; //----+ Insertion of integer variables and getting calculated bars int limit, MaxBar, bar, counted_bars = IndCounted; //---- checking for possible errors if(counted_bars < 0) return(-1); //---- the last calculated bar must be recalculated if(counted_bars > 0) counted_bars--; //----+ REMEMBERING THE AMOUNT OF ALL BARS OF THE CHART IndCounted = Bars - 1; //---- defining the number of the oldest bar, // starting from which new bars will be recalculated limit = Bars - counted_bars - 1; //---- defining the number of the oldest bar, // starting from which new bars will be recalculated MaxBar = Bars - 1 - (period0 + period1 + period2); //---- initialization of zero if(limit > MaxBar) { limit = MaxBar; for(bar = Bars - 1; bar >= 0; bar--) { Ind_Buffer0[bar] = 0.0; Ind_Buffer1[bar] = 0.0; Ind_Buffer2[bar] = 0.0; } } //----+ THE FIRST CYCLE OF INDICATOR CALCULATION for(bar = limit; bar >= 0; bar--) { // Here code of the variable Resalt1 calculation // based on the external variable period1 Ind_Buffer1[bar] = Resalt1; } //----+ THE SECOND CYCLE OF INDICATOR CALCULATION for(bar = limit; bar >= 0; bar--) { // Here code of the variable Resalt2 calculation // based on the values of the buffer Ind_Buffer1[] and external variable period2 Ind_Buffer2[bar] = Resalt2; } //----+ THE MAIN CYCLE OF INDICATOR CALCULATION for(bar = limit; bar >= 0; bar--) { // Here code of the variable Resalt0 calculation // based on the values of the buffer Ind_Buffer2[] and external variable period0 Ind_Buffer0[bar] = Resalt0; } return(0); } //+------------------------------------------------------------------+

**Further Transformation of the Indicator Code and the Final Scheme of Its Structure**

The task of processing data on other timeframes is also solved easily. Substitute predetermined variables of Bars type for timeseries of the type

iBars(string symbol, int timeframe);

NULL - for string symbol;, 0 (in timeseries) - for int timeframe;, Close[bar] - for

iClose(string symbol, int timeframe, bar);

and so on.

Now let us analyze the indicator lines:

//---- checking for possible errors if(counted_bars < 0) return(-1); //---- the last calculated bar must be recalculated if(counted_bars > 0) counted_bars--;As for the offered substitution of the function IndicatorCounted() in our variant of the indicator structure, the indicator counted_bars will never be less than zero. So the lines:

//---- checking for possible errors if(counted_bars < 0) return(-1);in the Expert Advisor code can be omitted. With the next two lines:

//---- the last calculated bar must be recalculated if(counted_bars > 0) counted_bars--;

it is the same. They should be deleted, while they just slow down the EA work by unnecessary recalculations of the firs bar and in the EA operation this check is absolutely useless. After that the final code for transferring into an EA has the following form:

//+------------------------------------------------------------------+ //| NewIndicatorPlan2.mqh | //| Copyright © 2007, MetaQuotes Software Corp. | //| https://www.metaquotes.net/ | //+------------------------------------------------------------------+ //---- INPUT INDICATOR PARAMETERS extern int period0 = 15; extern int period1 = 15; extern int period2 = 15; //---- indicator buffers double Ind_Buffer0[]; double Ind_Buffer1[]; double Ind_Buffer2[]; //---- DECLARING VARIABLES FOR CHOOSING A CHART string symbol; int timeframe; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- CHOOSING A CHART FRO INDICATOR CALCULATION symbol = Symbol();//INITIALIZATION OF THE VARIABLE symbol; timeframe =240;//INITIALIZATION OF THE VARIABLE timeframe; //---- end of initialization return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { // GETTING THE AMOUNT OF ALL BARS OF THE CHART int IBARS = iBars(symbol, timeframe); //---- Checking whether the bars number is enough for further calculation if(IBARS < period0 + period1 + period2) return(0); // INDICATOR BUFFERS EMULATION if(ArraySize(Ind_Buffer0) < IBARS) { ArraySetAsSeries(Ind_Buffer0, false); ArraySetAsSeries(Ind_Buffer1, false); ArraySetAsSeries(Ind_Buffer2, false); //---- ArrayResize(Ind_Buffer0, IBARS); ArrayResize(Ind_Buffer1, IBARS); ArrayResize(Ind_Buffer2, IBARS); //---- ArraySetAsSeries(Ind_Buffer0, true); ArraySetAsSeries(Ind_Buffer1, true); ArraySetAsSeries(Ind_Buffer2, true); } // INSERTION OF A STATIC INTEGER MEMORY VARIABLE static int IndCounted; //----+ Insertion of variables with a floating point double Resalt0, Resalt1, Resalt2; //----+ Insertion of integer variables and GETTING ALREADY CALCULATED BARS int limit, MaxBar, bar, counted_bars = IndCounted; //----+ REMEMBERING THE AMOUNT OF ALL BARS OF THE CHART IndCounted = IBARS - 1; //---- defining the number of the oldest bar, // starting from which new bars will be recalculated limit = IBARS - counted_bars - 1; //---- defining the number of the oldest bar, // starting from which new bars will be recalculated MaxBar = IBARS - 1 - (period0 + period1 + period2); //---- initialization of zero if(limit > MaxBar) { limit = MaxBar; for(bar = IBARS - 1; bar >= 0; bar--) { Ind_Buffer0[bar] = 0.0; Ind_Buffer1[bar] = 0.0; Ind_Buffer2[bar] = 0.0; } } //----+ THE FIRST CYCLE OF INDICATOR CALCULATION for(bar = limit; bar >= 0; bar--) { // Here code of the variable Resalt1 calculation based on the external // variable period1 Ind_Buffer1[bar] = Resalt1; } //----+ THE SECOND CYCLE OF INDICATOR CALCULATION for(bar = limit; bar >= 0; bar--) { // Here code of the variable Resalt2 calculation // based on the values of the buffer Ind_Buffer1[] and the external variable period2 Ind_Buffer2[bar] = Resalt2; } //----+ THE MAIN CYCLE OF INDICATOR CALCULATION for(bar = limit; bar >= 0; bar--) { // Here code of the variable Resalt0 calculation // based on the values of the buffer Ind_Buffer2[] and the external variable period0 Ind_Buffer0[bar] = Resalt0; } return(0); } //+------------------------------------------------------------------+Here we should take into account one moment. There are indicators, which at the multiple recalculation of the zero bar, on the first bar at the beginning of the calculation cycles remember the values of some variables for returning the code into its initial state (Article). In an Expert Advisor after deleting the last two lines this remembering should take place on the zero bar, and not on the first one. Usually such indicators contain at the beginning of calculation cycles the following code fragments:

// Saving the variables values if(bar == 1) if(((limit == 1) && (time == Time[2])) || (limit > 1)) { time = Time[2]; // These variables are not interesting for us PRICE = price; TREND = trend; RESALT = Resalt; } //+------------------------------------------------------------------+

This fragment should be amended for saving variable values not on the first, but on the zero bar. All '1' should be substituted by '0', '2' - by '1'. And if the code is intended for operation not on the current chart, reference to a timeseries array should also be changed

time = Time[1];

into

time = iTime(symbol, timeframe, 1);

As a result we have the following changed fragment:

// Saving variables values if(bar == 0) if(((limit == 0) && (time == iTime(symbol, timeframe, 1))) || (limit > 0)) { time = iTime(symbol, timeframe, 1); PRICE = price; TREND = trend; RESALT = Resalt; } //+------------------------------------------------------------------+

An indicator code can also contain the functions of smoothing like XXXSeries(), developed by myself. For using in an EA code the fragments with such functions, these functions should be substituted for their EA analogues.

### Conclusion

Undoubtedly, at this moment the offered algorithm of transferring an indicator code into an EA code in this form is rather awkward and nonoptimal, but the purpose of this article is not a minute description of all details of this process. The main idea of this article is giving a general view of indicators and analyzing the general idea of code transferring in a maximally simple form, not overloading it by secondary details. I think we have reached this purpose! In the next article we will analyze the general structure of an Expert Advisor and structure schemes of indicator functions.

Translated from Russian by MetaQuotes Software Corp.

Original article: https://www.mql5.com/ru/articles/1456

**Attached files**|