Extending MQL5 Standard Library and Reusing Code

Introduction

MQL5 Standard Library is an object-oriented framework composed of a set of ready-to-use classes which makes your life easier as a developer. Nevertheless, it does not implement all the needs of all developers around the world, so if you feel that you need some more custom stuff, you can take a step further and expand. This article takes you through integrating MetaQuotes' Zig-Zag technical indicator into the Standard Library. We will be inspired by MetaQuotes' design philosophy in order to achieve our goal.

In a nutshell, MQL5 API is intended for you to benefit from code reuse, reliability, flexibility and easy maintenance. This is what the theory says, but beyond all this, if you plan to continue to advance in MQL5 and develop more sophisticated things, such as multi-currency Experts Advisors, first you should be able to code in the Standard Library way so that your apps are guaranteed a successful life.

As your EAs and indicators become more and more complex, it is more necessary to master the concepts involved in a framework development. As a real life example, it is my personal need to develop a complex multi-currency EA which dictates the need of strengthening the base of my project from scratch.

Figure 1. Regular polyhedra are perfect objects. They depict well the approach of building apps on solid concepts

1. ZigZag Download

We start by downloading MetaQuotes' ZigZag indicator, which is available in Code Base, from our MetaTrader 5 Terminal. This will create the files Indicators\zigzag.mq5 and Indicators\zigzag.ex5.

Figure 2. We start downloading MetaQuotes' ZigZag from our MetaTrader 5 Terminal

I attach here those lines of Indicators\zigzag.mq5 containing the indicator's input parameters, global variables and the OnInit() handler. I only put this part because the entire file has 298 lines of code. This is simply for convenience and the understanding of the bigger picture we are talking about below.

//+------------------------------------------------------------------+
//|                                                       ZigZag.mq5 |
//|                        Copyright 2009, MetaQuotes Software Corp. |
//|                                              https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots   1
//---- plot Zigzag
#property indicator_label1  "Zigzag"
#property indicator_type1   DRAW_SECTION
#property indicator_color1  Red
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1
//--- input parameters
input int      ExtDepth=12;
input int      ExtDeviation=5;
input int      ExtBackstep=3;
//--- indicator buffers
double         ZigzagBuffer[];      // main buffer
double         HighMapBuffer[];     // highs
double         LowMapBuffer[];      // lows
int            level=3;             // recounting depth
double         deviation;           // deviation in points
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,ZigzagBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,HighMapBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(2,LowMapBuffer,INDICATOR_CALCULATIONS);

//--- set short name and digits   
   PlotIndexSetString(0,PLOT_LABEL,"ZigZag("+(string)ExtDepth+","+(string)ExtDeviation+","+(string)ExtBackstep+")");
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//--- set empty value
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
//--- to use in cycle
   deviation=ExtDeviation*_Point;
//---
   return(INIT_SUCCEEDED);
  }

2. Quick Top-Down Overview

Let's now take a top-down approach to think of our new object-oriented ZigZag indicator that we want to integrate into MQL5 Standard Library. This means that first we have to look at the whole system and then analyze the smaller parts of it. So why don't we code a couple of dummy EAs in order to see the bigger picture? Let's write a procedural styled Expert Advisor together with its object-oriented version.

2.1. ZigZag Out of the Box

Intermediate MQL5 developers would probably use the ZigZag indicator in their EAs like this:

//+----------------------------------------------------------------------+
//|                                            ExpertOriginalZigZag.mq5  |
//|                   Copyright © 2013, Laplacianlab - Jordi Bassagañas  | 
//+----------------------------------------------------------------------+
//--- EA properties
#property copyright     "Copyright © 2013, Laplacianlab - Jordi Bassagañas"
#property link          "https://www.mql5.com/en/articles"
#property version       "1.00"
#property description   "This dummy Expert Advisor is just for showing how to use the original MetaQuotes' ZigZag indicator."
//--- EA inputs
input ENUM_TIMEFRAMES   EAPeriod=PERIOD_H1;
input string            CurrencyPair="EURUSD";
//--- global variables
int      zigZagHandle;
double   zigZagBuffer[];
double   zigZagHigh[];
double   zigZagLow[];
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
   zigZagHandle=iCustom(CurrencyPair,EAPeriod,"zigzag",12,5,3);
   ArraySetAsSeries(zigZagBuffer,true);
   ArraySetAsSeries(zigZagHigh,true);
   ArraySetAsSeries(zigZagLow,true);  
   return(0);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   IndicatorRelease(zigZagHandle);
   ArrayFree(zigZagBuffer);
   ArrayFree(zigZagHigh);
   ArrayFree(zigZagLow);
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
   //--- refresh data   
   if(CopyBuffer(zigZagHandle,0,0,2,zigZagBuffer)<0)
   {
      Print("Can't copy ZigZag buffer 0!");
      return;
   }
   if(CopyBuffer(zigZagHandle,1,0,2,zigZagHigh)<0)
   {
      Print("Can't copy ZigZag buffer 1!");
      return;
   }
   if(CopyBuffer(zigZagHandle,2,0,2,zigZagLow)<0)
   {
      Print("Can't copy ZigZag buffer 2!");
      return;
   }
   //--- print values
   if(zigZagBuffer[0]!=0) Print("zigZagBuffer[0]: ", zigZagBuffer[0]);
   if(zigZagHigh[0]!=0) Print("zigZagHigh[0]: ", zigZagHigh[0]);
   if(zigZagLow[0]!=0) Print("zigZagLow[0]: ", zigZagLow[0]);
  }
//+------------------------------------------------------------------+

2.2. ZigZag Integrated into the Standard Library

On the other hand, advanced MQL5 developers will want to work with ZigZag indicator just as they already do with the Standard Library indicators, this way:

//+----------------------------------------------------------------------+
//|                                                  ExpertOOZigZag.mq5  |
//|                   Copyright © 2013, Laplacianlab - Jordi Bassagañas  | 
//+----------------------------------------------------------------------+
#include <..\Include\Indicators\Custom\Trend.mqh>
//--- EA properties
#property copyright     "Copyright © 2013, Laplacianlab - Jordi Bassagañas"
#property link          "https://www.mql5.com/en/articles"
#property version       "1.00"
#property description   "This dummy Expert Advisor is just for showing how to use the object-oriented version of MetaQuotes' ZigZag indicator."
//--- EA inputs
input ENUM_TIMEFRAMES   EAPeriod=PERIOD_H1;
input string            CurrencyPair="EURUSD";
//--- global variables
CiZigZag *ciZigZag;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
   ciZigZag=new CiZigZag;
   ciZigZag.Create(CurrencyPair,EAPeriod,12,5,3);
   return(0);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   delete(ciZigZag);
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {   
   //--- refresh data
   ciZigZag.Refresh();
   //--- print values
   if(ciZigZag.ZigZag(0)!=0) Print("OO ZigZag buffer: ", ciZigZag.ZigZag(0));
   if(ciZigZag.High(0)!=0) Print("OO ZigZag high: ", ciZigZag.High(0));
   if(ciZigZag.Low(0)!=0) Print("OO ZigZag low: ",ciZigZag.Low(0));
  }
//+------------------------------------------------------------------+

2.3. Conclusion

The second solution is better because it is object-oriented. Once the OO classes have been developed, it is intuitive to observe that it is much easier interacting with the Zig-Zag's object-oriented funcionality than working with its procedural counterpart. Let's briefly recall, however, the advantages we benefit from when working with an object oriented library:

• OOP makes it easy to model problems.
  
• OOP makes it easy to reuse code, which in turn benefits cost, reliability, flexibility and maintenance.

• This paradigm enables the creation of ADTs (Abstract Data Types). An ADT is an abstraction of the traditional concept of data type, which is present in all programming languages.

Figure 3. Regular icosahedron. Building our apps on solid concepts is a quality guarantee that makes our designs persist in time

3. Integrating our new OO ZigZag into MQL5 Standard Library

As I said in the introduction of this article, we are being inspired by MetaQuotes' object-oriented style to build our new set of classes intended for wrapping the ZigZag downloaded before. This is easy, we just have to take a look at the files inside Include\Indicators and study and understand some of the ideas that lay behind MQL5 Standard Library. When you look at what there is inside MetaQuotes' Trend.mqh you will soon realize that it is full of classes representing some technical indicators: ADX, Bollinger Bands, SAR, Moving Averages, etc. All these classes inherit from CIndicator. So let's implement this scheme. By the way, extending the new OO indicator from MQL5's class CiCustom would have been another alternative to implement this exercise.

Let's begin by creating the new folder Include\Indicators\Custom and, right after, the new file Include\Indicators\Custom\Trend.mqh in order for us to code there our own technical indicators, just as MetaQuotes does in its Include\Indicators\Trend.mqh. Here is our extending file Include\Indicators\Custom\Trend.mqh already implemented. I will discuss below some technical aspects needed to code it.

//+------------------------------------------------------------------+
//|                              Include\Indicators\Custom\Trend.mqh |
//|                  Copyright 2013, Laplacianlab - Jordi Bassagañas |
//|                     https://www.mql5.com/en/users/laplacianlab |
//+------------------------------------------------------------------+
#include <..\Include\Indicators\Indicator.mqh>
//+------------------------------------------------------------------+
//| Class CiZigZag.                                                  |
//| Purpose: Class of the "ZigZag" indicator.                        |
//|          Derives from class CIndicator.                          |
//+------------------------------------------------------------------+
class CiZigZag : public CIndicator
  {
protected:
   int               m_depth;
   int               m_deviation;
   int               m_backstep;

public:
                     CiZigZag(void);
                    ~CiZigZag(void);
   //--- methods of access to protected data
   int               Depth(void)          const { return(m_depth);      }
   int               Deviation(void)      const { return(m_deviation);  }
   int               Backstep(void)       const { return(m_backstep);   }
   //--- method of creation
   bool              Create(const string symbol,const ENUM_TIMEFRAMES period,
                            const int depth,const int deviation_create,const int backstep);
   //--- methods of access to indicator data
   double            ZigZag(const int index) const;
   double            High(const int index) const;
   double            Low(const int index) const;
   //--- method of identifying
   virtual int       Type(void) const { return(IND_CUSTOM); }

protected:
   //--- methods of tuning
   virtual bool      Initialize(const string symbol,const ENUM_TIMEFRAMES period,const int num_params,const MqlParam &params[]);
   bool              Initialize(const string symbol,const ENUM_TIMEFRAMES period,
                                const int depth,const int deviation_init,const int backstep);
  };
//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CiZigZag::CiZigZag(void) : m_depth(-1),
                         m_deviation(-1),
                         m_backstep(-1)
  {
  }
//+------------------------------------------------------------------+
//| Destructor                                                       |
//+------------------------------------------------------------------+
CiZigZag::~CiZigZag(void)
  {
  }
//+------------------------------------------------------------------+
//| Create indicator "Zig Zag"                                       |
//+------------------------------------------------------------------+
bool CiZigZag::Create(const string symbol,const ENUM_TIMEFRAMES period,
                      const int depth,const int deviation_create,const int backstep)
  {
//--- check history
   if(!SetSymbolPeriod(symbol,period))
      return(false);
//--- create
   m_handle=iCustom(symbol,period,"zigzag",depth,deviation_create,backstep);
//--- check result
   if(m_handle==INVALID_HANDLE)
      return(false);
//--- indicator successfully created
   if(!Initialize(symbol,period,depth,deviation_create,backstep))
     {
      //--- initialization failed
      IndicatorRelease(m_handle);
      m_handle=INVALID_HANDLE;
      return(false);
     }
//--- ok
   return(true);
  }
//+------------------------------------------------------------------+
//| Initialize the indicator with universal parameters               |
//+------------------------------------------------------------------+
bool CiZigZag::Initialize(const string symbol,const ENUM_TIMEFRAMES period,const int num_params,const MqlParam &params[])
  {
   return(Initialize(symbol,period,(int)params[0].integer_value,(int)params[1].integer_value,(int)params[2].integer_value));
  }
//+------------------------------------------------------------------+
//| Initialize indicator with the special parameters                 |
//+------------------------------------------------------------------+
bool CiZigZag::Initialize(const string symbol,const ENUM_TIMEFRAMES period,
                        const int depth,const int deviation_init,const int backstep)
  {
   if(CreateBuffers(symbol,period,3))
     {
      //--- string of status of drawing
      m_name  ="ZigZag";
      m_status="("+symbol+","+PeriodDescription()+","+
               IntegerToString(depth)+","+IntegerToString(deviation_init)+","+
               IntegerToString(backstep)+") H="+IntegerToString(m_handle);
      //--- save settings
      m_depth=depth;
      m_deviation=deviation_init;
      m_backstep=backstep;       
      //--- create buffers
      ((CIndicatorBuffer*)At(0)).Name("ZIGZAG");
      ((CIndicatorBuffer*)At(1)).Name("HIGH");
      ((CIndicatorBuffer*)At(2)).Name("LOW");
      //--- ok
      return(true);
     }
//--- error
   return(false);
  }
//+------------------------------------------------------------------+
//| Access to ZigZag buffer of "Zig Zag"                             |
//+------------------------------------------------------------------+
double CiZigZag::ZigZag(const int index) const
  {
   CIndicatorBuffer *buffer=At(0);
//--- check
   if(buffer==NULL)
      return(EMPTY_VALUE);
//---
   return(buffer.At(index));
  }
//+------------------------------------------------------------------+
//| Access to High buffer of "Zig Zag"                               |
//+------------------------------------------------------------------+
double CiZigZag::High(const int index) const
  {
   CIndicatorBuffer *buffer=At(1);
//--- check
   if(buffer==NULL)
      return(EMPTY_VALUE);
//---
   return(buffer.At(index));
  }
//+------------------------------------------------------------------+
//| Access to Low buffer of "Zig Zag"                                |
//+------------------------------------------------------------------+
double CiZigZag::Low(const int index) const
  {
   CIndicatorBuffer *buffer=At(2);
//--- check
   if(buffer==NULL)
      return(EMPTY_VALUE);
//---
   return(buffer.At(index));
  }
//+------------------------------------------------------------------+

3.1. Object-Oriented Encapsulation

OO encapsulation is a good programming practice meaning that data member of objects can only be modified by the operations defined for them. All the classes defined in MetaQuotes's Trend.mqh implement this idea, so we are doing the same.

On the one hand, there are CiZigZag's specific protected properties:

protected:
   int               m_depth;
   int               m_deviation;
   int               m_backstep;

Subsequently, there is CiZigZag's public interface for accessing from outside a given object of CiZigZag type the protected properties defined above:

public:
   //--- methods of access to protected data
   int               Depth(void)          const { return(m_depth);      }
   int               Deviation(void)      const { return(m_deviation);  }
   int               Backstep(void)       const { return(m_backstep);   }

This is a security measure for isolating objects. This encapsulation protects against arbitrary modifications carried out by someone or something that is not allowed to access objects data.

3.2. Accessing ZigZag's Data

As seen in the first section of this article, the source code file named zigzag.mq5 creates three buffers:

//--- indicator buffers mapping
   SetIndexBuffer(0,ZigzagBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,HighMapBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(2,LowMapBuffer,INDICATOR_CALCULATIONS);

Through object-oriented encapsulation, CiZigZag's methods ZigZag(const int index), High(const int index) and Low(const int index) return the indicator buffers which have previously been created in the initialization method. It is important to note that the object-oriented wrapper CIndicatorBuffer is defined in MQL5's class Include\Indicators\Indicator.mqh. CIndicatorBuffer is the core piece of these three methods. We are already immersed in MQL5 API!

As an example here, it is the code for accessing CiZigZag's High buffer:

//+------------------------------------------------------------------+
//| Access to High buffer of "Zig Zag"                               |
//+------------------------------------------------------------------+
double CiZigZag::High(const int index) const
  {
   CIndicatorBuffer *buffer=At(1);
//--- check
   if(buffer==NULL)
      return(EMPTY_VALUE);
//---
   return(buffer.At(index));
  }

3.3. Polymorphism, method overloading and virtual functions

In the previous section we briefly discussed the topic of encapsulation which is one of the most important features of object-oriented programming. Well, the classes contained in Include\Indicators\Indicator.mqh and the file Include\Indicators\Custom\Trend.mqh deal with another two aspects of the OOP paradigm, polymorphism and method overloading.

Polymorphism has the ability to access a diverse range of methods through the same interface. This way, a given identifier can take several forms depending on the context in which it is located. Polymorphism requires the inheritance mechanism so that it can be implemented. On the other hand, method overloading is another OOP feature that allows creating several methods sharing the same name but with different parameter declarations.

This is a very short introduction. There is not enough space in this article to discuss these subjects, so delving into them is an exercise left for you. Please, read the MQL5 sections Polymorphism and Overload. In any case, we see the Standard Library implement all OOP features, consequently, the better we know them the better we can extend the API to suit our needs.

With all that was said, there is only one more thing to be noted. MQL5 implements polymorphism by a mechanism called Virtual Functions. Once again, please, read the MQL5 section Virtual Functions to understand how it works.

This is why we code CiZigZag's initialization method this way:

//+------------------------------------------------------------------+
//| Initialize the indicator with universal parameters               |
//+------------------------------------------------------------------+
bool CiZigZag::Initialize(const string symbol,const ENUM_TIMEFRAMES period,const int num_params,const MqlParam &params[])
  {
   return(Initialize(symbol,period,(int)params[0].integer_value,(int)params[1].integer_value,(int)params[2].integer_value));
  }
//+------------------------------------------------------------------+
//| Initialize indicator with the special parameters                 |
//+------------------------------------------------------------------+
bool CiZigZag::Initialize(const string symbol,const ENUM_TIMEFRAMES period,
                        const int depth,const int deviation_init,const int backstep)
  {
   if(CreateBuffers(symbol,period,3))
     {
      //--- string of status of drawing
      m_name  ="ZigZag";
      m_status="("+symbol+","+PeriodDescription()+","+
               IntegerToString(depth)+","+IntegerToString(deviation_init)+","+
               IntegerToString(backstep)+") H="+IntegerToString(m_handle);
      //--- save settings
      m_depth=depth;
      m_deviation=deviation_init;
      m_backstep=backstep;       
      //--- create buffers
      ((CIndicatorBuffer*)At(0)).Name("ZIGZAG");
      ((CIndicatorBuffer*)At(1)).Name("HIGH");
      ((CIndicatorBuffer*)At(2)).Name("LOW");
      //--- ok
      return(true);
     }
//--- error
   return(false);
  }

4. Testing the new OO ZigZag, already available in the Standard Library

Of course, before using the extensions developed by you in your OO developments, you should first ensure that they work as expected. It is recommended to run a comprehensive set of tests on your new custom components. For simplicity issues, however, we'll now run a simple test on the three main methods of CiZigZag, that is to say, ZigZag(const int index), High(const int index) and Low(const int index).

We will just print the values calculated by those three methods on every EA's tick and then compare the output generated by ExpertOriginalZigZag.ex5, the dummy procedural EA, with the output generated by ExpertOOZigZag.ex5, the dummy object-oriented EA. Whenever both outputs obtained are the same, we can conclude that the new extension is OK, we can take for good our OO ZigZag integrated into MQL5 API.

Figure 4. We are comparing the output generated by ExpertOriginalZigZag.ex5 with the output generated by ExpertOOZigZag.ex5

Therefore we run both ExpertOriginalZigZag.ex5 and ExpertOOZigZag.ex5, the two EAs presented at the beginning of this article, in the Strategy Tester with the following parameters set:

• Symbol: EURUSD, H1
• Date: Custom period, from 2013.08.01 to 2013.08.15
• Execution: Normal, 1 Minute OHLC
• Deposit: 10000 USD, 1:100
• Optimization: None

As both robots print the same results we conclude that our CiZigZag is well implemented, so we can use it in our developments from now on.

Log generated by ExpertOriginalZigZag.ex5:

DE      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:50:40   zigZagBuffer[0]: 1.32657
ML      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:50:40   zigZagLow[0]: 1.32657
FL      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:50:59   zigZagBuffer[0]: 1.32657
GE      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:50:59   zigZagLow[0]: 1.32657
KS      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:51:00   zigZagBuffer[0]: 1.32657
FR      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:51:00   zigZagLow[0]: 1.32657
GK      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:51:20   zigZagBuffer[0]: 1.32653
RJ      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:51:20   zigZagLow[0]: 1.32653
OR      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:51:40   zigZagBuffer[0]: 1.32653
FS      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:51:40   zigZagLow[0]: 1.32653
QJ      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:51:59   zigZagBuffer[0]: 1.32653
PH      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:51:59   zigZagLow[0]: 1.32653
JQ      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:52:00   zigZagBuffer[0]: 1.32653
KP      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:52:00   zigZagLow[0]: 1.32653
RH      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:52:20   zigZagBuffer[0]: 1.32653
GI      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:52:20   zigZagLow[0]: 1.32653
GP      0       18:45:39        ExpertOriginalZigZag (EURUSD,H1)        2013.08.01 08:52:40   zigZagBuffer[0]: 1.32614
// More data here!..

Log generated by ExpertOOZigZag.ex5:

RP      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:50:40   OO ZigZag buffer(0): 1.32657
HQ      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:50:40   OO ZigZag low(0): 1.32657
DI      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:50:59   OO ZigZag buffer(0): 1.32657
RH      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:50:59   OO ZigZag low(0): 1.32657
QR      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:51:00   OO ZigZag buffer(0): 1.32657
GS      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:51:00   OO ZigZag low(0): 1.32657
IK      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:51:20   OO ZigZag buffer(0): 1.32653
GJ      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:51:20   OO ZigZag low(0): 1.32653
EL      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:51:40   OO ZigZag buffer(0): 1.32653
OD      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:51:40   OO ZigZag low(0): 1.32653
OE      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:51:59   OO ZigZag buffer(0): 1.32653
IO      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:51:59   OO ZigZag low(0): 1.32653
DN      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:52:00   OO ZigZag buffer(0): 1.32653
RF      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:52:00   OO ZigZag low(0): 1.32653
PP      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:52:20   OO ZigZag buffer(0): 1.32653
RQ      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:52:20   OO ZigZag low(0): 1.32653
MI      0       18:48:02        ExpertOOZigZag (EURUSD,H1)      2013.08.01 08:52:40   OO ZigZag buffer(0): 1.32614
// More data here!..

Conclusion

MQL5 Standard Library makes your life easier as a developer. Nevertheless, it cannot implement all the needs of all developers around the world, so there will always be some point where you will need to create your custom stuff. As your EAs and indicators become more and more complex, it is more necessary to master the concepts involved in a framework development. Extending MQL5 Standard Library is a quality guarantee for your applications to have a successful life.

We have taken advantage from code reuse by first downloading the ZigZag indicator from Code Base. Once available in our MetaTrader 5 Terminal, we took a top-down approach in order to start thinking of our new object-oriented ZigZag indicator. We had a general look at the whole system and then continued analyzing. In the first phase of the development we compared a dummy EA using the procedural styled ZigZag indicator with its object-oriented counterpart.

We wrapped the ZigZag indicator into an object-oriented class which was designed according to MetaQuotes's design philosophy, the same applied for building the Standard Library. And finally we run some simple tests concluding that our new CiZigZag wrapper, already integrated into MQL5 API, is well implemented.