Timeseries in DoEasy library (part 47): Multi-period multi-symbol standard indicators
Artyom Trishkin | 10 November, 2020
Contents
Concept
I believe, everyone knows about standard indicators from the conventional terminal delivery. These indicators use the current symbol/period chart to display data for the same symbol/period.
The thing I will start implementing in this article is the ability to create custom indicators displaying data on all standard indicators, calculated for the specified symbols/periods, on the current symbol/period chart.
In this article, I will consider creating the necessary methods for creating a custom indicator based on the standard AC (Accelerator Oscillator) indicator. All methods are to be usable by other standard indicators as well, although with minor modifications - I will implement them in the following articles.
Let's add new properties for the buffer object to create and identify buffer objects for working with standard indicator data:
- Identifier of multiple buffers of one indicator allows identifying and selecting all buffer objects belonging to a single standard indicator using these buffers. One custom indicator may apply several identical standard indicators with different parameters (when creating a complex custom indicator based on several standard ones). This identifier allows defining each of the applied buffer objects by its belonging to the standard indicator.
- Handle of an indicator using a buffer — each buffer object used to calculate the standard indicator is to feature the handle of the created standard indicator for working with it from any buffer object belonging to this indicator.
- Type of an indicator using a buffer — indicator type from the ENUM_INDICATOR indicator type enumeration is specified here. This also allows defining and selecting buffer objects by their belonging to the standard indicator type.
- Name of an indicator using a buffer — name of a standard indicator applying a buffer object to display its description is to be stored here.
In addition to creating a database for working with standard indicator data, I will slightly improve the "New bar" object and timeseries classes for tracking skipped history bars and sending the "Skipped bars" event into the program.
In case of connection loss, enabling/disabling sleep mode and other abnormal events that require time to recover, we can see that some history bars are skipped in the library database after the program resumes its operation. Let's create the methods tracking the number of skipped bars and sending the "Skipped bars" event to the program so that users are able to handle such a situation in their programs.
Improving library classes
First, let's add the data for displaying messages to \MQL5\Include\DoEasy\Datas.mqh.
Add new message IDs:
MSG_LIB_TEXT_BUFFER_TEXT_INDEX_NEXT_PLOT, // Index of the next drawn buffer MSG_LIB_TEXT_BUFFER_TEXT_ID, // Indicator buffer ID MSG_LIB_TEXT_BUFFER_TEXT_IND_HANDLE, // Handle of an indicator using a buffer MSG_LIB_TEXT_BUFFER_TEXT_IND_TYPE, // Type of an indicator using a buffer MSG_LIB_TEXT_BUFFER_TEXT_TIMEFRAME, // Buffer (timeframe) data period MSG_LIB_TEXT_BUFFER_TEXT_STATUS, // Buffer status MSG_LIB_TEXT_BUFFER_TEXT_TYPE, // Buffer type MSG_LIB_TEXT_BUFFER_TEXT_ACTIVE, // Active MSG_LIB_TEXT_BUFFER_TEXT_ARROW_CODE, // Arrow code MSG_LIB_TEXT_BUFFER_TEXT_ARROW_SHIFT, // The vertical shift of the arrows MSG_LIB_TEXT_BUFFER_TEXT_DRAW_BEGIN, // The number of initial bars that are not drawn and values in DataWindow MSG_LIB_TEXT_BUFFER_TEXT_DRAW_TYPE, // Graphical construction type MSG_LIB_TEXT_BUFFER_TEXT_SHOW_DATA, // Display construction values in DataWindow MSG_LIB_TEXT_BUFFER_TEXT_SHIFT, // Indicator graphical construction shift by time axis in bars MSG_LIB_TEXT_BUFFER_TEXT_LINE_STYLE, // Line style MSG_LIB_TEXT_BUFFER_TEXT_LINE_WIDTH, // Line width MSG_LIB_TEXT_BUFFER_TEXT_ARROW_SIZE, // Arrow size MSG_LIB_TEXT_BUFFER_TEXT_COLOR_NUM, // Number of colors MSG_LIB_TEXT_BUFFER_TEXT_COLOR, // Drawing color MSG_LIB_TEXT_BUFFER_TEXT_EMPTY_VALUE, // Empty value for plotting where nothing will be drawn MSG_LIB_TEXT_BUFFER_TEXT_SYMBOL, // Buffer symbol MSG_LIB_TEXT_BUFFER_TEXT_LABEL, // Name of the graphical indicator series displayed in DataWindow MSG_LIB_TEXT_BUFFER_TEXT_IND_NAME, // Name of an indicator using a buffer
and text messages corresponding to newly added IDs:
{"Индекс следующего по счёту рисуемого буфера","Index of the next drawable buffer"},
{"Идентификатор буферов индикатора","Indicator Buffer Id"},
{"Хэндл индикатора, использующего буфер","Indicator handle that uses buffer"},
{"Тип индикатора, использующего буфер","Indicator type that uses buffer"},
{"Период данных буфера (таймфрейм)","Buffer data Period (Timeframe)"},
{"Статус буфера","Buffer status"},
{"Тип буфера","Buffer type"},
{"Активен","Active"},
{"Код стрелки","Arrow code"},
{"Смещение стрелок по вертикали","Vertical shift of arrows"},
{"Количество начальных баров без отрисовки и значений в DataWindow","Number of initial bars without drawing and values in DataWindow"},
{"Тип графического построения","Type of graphical construction"},
{"Отображение значений построения в окне DataWindow","Display construction values in DataWindow"},
{"Сдвиг графического построения индикатора по оси времени в барах","Shift of indicator plotting along time axis in bars"},
{"Стиль линии отрисовки","Drawing line style "},
{"Толщина линии отрисовки","Thickness of drawing line"},
{"Размер значка стрелки","Arrow icon size"},
{"Количество цветов","Number of colors"},
{"Цвет отрисовки","Index of buffer containing drawing color"},
{"Пустое значение для построения, для которого нет отрисовки","Empty value for plotting, for which there is no drawing"},
{"Символ буфера","Buffer Symbol"},
{"Имя индикаторной графической серии, отображаемое в окне DataWindow","Name of indicator graphical series to display in DataWindow"},
{"Наименование индикатора, использующего буфер","Name of indicator that uses buffer"},
{"Индикаторный буфер с типом графического построения","Indicator buffer with graphic plot type"},
{"Неправильно указано количество буферов индикатора (#property indicator_buffers)","Number of indicator buffers incorrect (#property indicator_buffers)"},
{"Достигнуто максимально возможное количество индикаторных буферов","Maximum number of indicator buffers reached"},
Set all the necessary additions for the current tasks in \MQL5\Include\DoEasy\Defines.mqh.
In the "Macro substitutions" section, change the name of the constant storing the value of default trading attempts to a more informative one:
//+------------------------------------------------------------------+ //| Macro substitutions | //+------------------------------------------------------------------+ //--- Describe the function with the error line number #define DFUN_ERR_LINE (__FUNCTION__+(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian" ? ", Page " : ", Line ")+(string)__LINE__+": ") #define DFUN (__FUNCTION__+": ") // "Function description" #define COUNTRY_LANG ("Russian") // Country language #define END_TIME (D'31.12.3000 23:59:59') // End date for account history data requests #define TIMER_FREQUENCY (16) // Minimal frequency of the library timer in milliseconds #define TOTAL_TRADE_TRY (5) // Default number of trading attempts #define IND_COLORS_TOTAL (64) // Maximum possible number of indicator buffer colors #define IND_BUFFERS_MAX (512) // Maximum possible number of indicator buffers //--- Standard sounds
Previously, the constant was named TOTAL_TRY, which was not informative. Since we may have other constants specifying the number of attempts, adding the affiliation of attempts to a certain action (here it is "TRADE" — affiliation with trading attempts) to the constant name is more informative. It relieves us of the necessity to change the name of the constant when adding new constants for other "numbers of attempts"
Add a new event to the enumeration of possible timeseries events:
//+------------------------------------------------------------------+ //| List of possible timeseries events | //+------------------------------------------------------------------+ enum ENUM_SERIES_EVENT { SERIES_EVENTS_NO_EVENT = SYMBOL_EVENTS_NEXT_CODE, // no event SERIES_EVENTS_NEW_BAR, // "New bar" event SERIES_EVENTS_MISSING_BARS, // "Bars skipped" event }; #define SERIES_EVENTS_NEXT_CODE (SERIES_EVENTS_MISSING_BARS+1) // Code of the next event after the "Bars skipped" event //+------------------------------------------------------------------+
Correspondingly, the code of the next event is now based on a new constant.
I have already mentioned adding new properties to the buffer object. Let's set them in the enumerations of buffer object integer and string properties:
//+------------------------------------------------------------------+ //| Buffer integer properties | //+------------------------------------------------------------------+ enum ENUM_BUFFER_PROP_INTEGER { BUFFER_PROP_INDEX_PLOT = 0, // Plotted buffer serial number BUFFER_PROP_STATUS, // Buffer status (by drawing style) from the ENUM_BUFFER_STATUS enumeration BUFFER_PROP_TYPE, // Buffer type (from the ENUM_BUFFER_TYPE enumeration) BUFFER_PROP_TIMEFRAME, // Buffer period data (timeframe) BUFFER_PROP_ACTIVE, // Buffer usage flag BUFFER_PROP_DRAW_TYPE, // Graphical construction type (from the ENUM_DRAW_TYPE enumeration) BUFFER_PROP_ARROW_CODE, // Arrow code for DRAW_ARROW style BUFFER_PROP_ARROW_SHIFT, // The vertical shift of the arrows for DRAW_ARROW style BUFFER_PROP_LINE_STYLE, // Line style BUFFER_PROP_LINE_WIDTH, // Line width BUFFER_PROP_DRAW_BEGIN, // The number of initial bars that are not drawn and values in DataWindow BUFFER_PROP_SHOW_DATA, // Flag of displaying construction values in DataWindow BUFFER_PROP_SHIFT, // Indicator graphical construction shift by time axis in bars BUFFER_PROP_COLOR_INDEXES, // Number of colors BUFFER_PROP_COLOR, // Drawing color BUFFER_PROP_INDEX_BASE, // Base data buffer index BUFFER_PROP_INDEX_NEXT_BASE, // Index of the array to be assigned as the next indicator buffer BUFFER_PROP_INDEX_NEXT_PLOT, // Index of the next drawn buffer BUFFER_PROP_ID, // ID of multiple buffers of a single indicator BUFFER_PROP_IND_HANDLE, // Handle of an indicator using a buffer BUFFER_PROP_IND_TYPE, // Type of an indicator using a buffer BUFFER_PROP_NUM_DATAS, // Number of data buffers BUFFER_PROP_INDEX_COLOR, // Color buffer index }; #define BUFFER_PROP_INTEGER_TOTAL (23) // Total number of integer bar properties #define BUFFER_PROP_INTEGER_SKIP (2) // Number of buffer properties not used in sorting //+------------------------------------------------------------------+ //| Buffer real properties | //+------------------------------------------------------------------+ enum ENUM_BUFFER_PROP_DOUBLE { BUFFER_PROP_EMPTY_VALUE = BUFFER_PROP_INTEGER_TOTAL, // Empty value for plotting where nothing will be drawn }; #define BUFFER_PROP_DOUBLE_TOTAL (1) // Total number of real buffer properties #define BUFFER_PROP_DOUBLE_SKIP (0) // Number of buffer properties not used in sorting //+------------------------------------------------------------------+ //| Buffer string properties | //+------------------------------------------------------------------+ enum ENUM_BUFFER_PROP_STRING { BUFFER_PROP_SYMBOL = (BUFFER_PROP_INTEGER_TOTAL+BUFFER_PROP_DOUBLE_TOTAL), // Buffer symbol BUFFER_PROP_LABEL, // Name of the graphical indicator series displayed in DataWindow BUFFER_PROP_IND_NAME, // Name of an indicator using a buffer }; #define BUFFER_PROP_STRING_TOTAL (3) // Total number of string buffer properties //+------------------------------------------------------------------+
Increase the total number of integer properties from 20 to 23, as well as the number of string properties from 2 to 3.
Since we added new properties, we also need to add the ability to sort and select by these properties.
Add new types of sorting buffer objects to the enumeration of possible sorting criteria:
//+------------------------------------------------------------------+ //| Possible buffer sorting criteria | //+------------------------------------------------------------------+ #define FIRST_BUFFER_DBL_PROP (BUFFER_PROP_INTEGER_TOTAL-BUFFER_PROP_INTEGER_SKIP) #define FIRST_BUFFER_STR_PROP (BUFFER_PROP_INTEGER_TOTAL-BUFFER_PROP_INTEGER_SKIP+BUFFER_PROP_DOUBLE_TOTAL-BUFFER_PROP_DOUBLE_SKIP) enum ENUM_SORT_BUFFER_MODE { //--- Sort by integer properties SORT_BY_BUFFER_INDEX_PLOT = 0, // Sort by the plotted buffer serial number SORT_BY_BUFFER_STATUS, // Sort by buffer drawing style (status) from the ENUM_BUFFER_STATUS enumeration SORT_BY_BUFFER_TYPE, // Sort by buffer type (from the ENUM_BUFFER_TYPE enumeration) SORT_BY_BUFFER_TIMEFRAME, // Sort by the buffer data period (timeframe) SORT_BY_BUFFER_ACTIVE, // Sort by the buffer usage flag SORT_BY_BUFFER_DRAW_TYPE, // Sort by graphical construction type (from the ENUM_DRAW_TYPE enumeration) SORT_BY_BUFFER_ARROW_CODE, // Sort by the arrow code for DRAW_ARROW style SORT_BY_BUFFER_ARROW_SHIFT, // Sort by the vertical shift of the arrows for DRAW_ARROW style SORT_BY_BUFFER_LINE_STYLE, // Sort by the line style SORT_BY_BUFFER_LINE_WIDTH, // Sort by the line width SORT_BY_BUFFER_DRAW_BEGIN, // Sort by the number of initial bars that are not drawn and values in DataWindow SORT_BY_BUFFER_SHOW_DATA, // Sort by the flag of displaying construction values in DataWindow SORT_BY_BUFFER_SHIFT, // Sort by the indicator graphical construction shift by time axis in bars SORT_BY_BUFFER_COLOR_INDEXES, // Sort by a number of attempts SORT_BY_BUFFER_COLOR, // Sort by the drawing color SORT_BY_BUFFER_INDEX_BASE, // Sort by the basic data buffer index SORT_BY_BUFFER_INDEX_NEXT_BASE, // Sort by the index of the array to be assigned as the next indicator buffer SORT_BY_BUFFER_INDEX_NEXT_PLOT, // Sort by the index of the next drawn buffer SORT_BY_BUFFER_ID, // Sort by ID of multiple buffers of a single indicator SORT_BY_BUFFER_IND_HANDLE, // Sort by handle of an indicator using a buffer SORT_BY_BUFFER_IND_TYPE, // Sort by type of an indicator using a buffer //--- Sort by real properties SORT_BY_BUFFER_EMPTY_VALUE = FIRST_BUFFER_DBL_PROP, // Sort by the empty value for plotting where nothing will be drawn //--- Sort by string properties SORT_BY_BUFFER_SYMBOL = FIRST_BUFFER_STR_PROP, // Sort by the buffer symbol SORT_BY_BUFFER_LABEL, // Sort by the name of the graphical indicator series displayed in DataWindow SORT_BY_BUFFER_IND_NAME, // Sort by name of an indicator using a buffer }; //+------------------------------------------------------------------+
To detect skipped bars (for example, after a connection loss), we need to slightly improve the "New bar" object class in \MQL5\Include\DoEasy\Objects\Series\NewBarObj.mqh. All we need to do is add a count of the number of bars between the two "New Bar" events. The value exceeding 1 indicates history bars have been skipped or are not present on the server at all (this situation is not yet considered).
In the private class section, add four new class member variables for storing the time of the previous "New bar" event time for manual and automatic time management, as well as for storing the number of seconds and bars between the two "New bar" events
//+------------------------------------------------------------------+ //| "New bar" object class | //+------------------------------------------------------------------+ class CNewBarObj : public CBaseObj { private: string m_symbol; // Symbol ENUM_TIMEFRAMES m_timeframe; // Timeframe datetime m_new_bar_time; // New bar time for auto time management datetime m_prev_time; // Previous time for auto time management datetime m_new_bar_time_manual; // New bar time for manual time management datetime m_prev_time_manual; // Previous time for manual time management datetime m_prev_new_bar_time; // Previous new bar time for auto time management datetime m_prev_new_bar_time_manual; // Previous new bar time for manual time management long m_seconds_between; // Number of seconds between two "New bar" events int m_bars_between; // Number of bars between two "New bar" events //--- Return the current bar data datetime GetLastBarDate(const datetime time); public:
In the public section of the class, rename methods for setting and returning the object timeframe (Period has been used previously, however using Timeframe for storing a timeframe is more informative) and add methods of returning values of newly declared variables:
public: //--- Set (1) symbol and (2) timeframe void SetSymbol(const string symbol) { this.m_symbol=(symbol==NULL || symbol=="" ? ::Symbol() : symbol); } void SetTimeframe(const ENUM_TIMEFRAMES timeframe){ this.m_timeframe=(timeframe==PERIOD_CURRENT ? (ENUM_TIMEFRAMES)::Period() : timeframe); } //--- Save the new bar time during the manual time management void SaveNewBarTime(const datetime time) { this.m_prev_time_manual=this.GetLastBarDate(time); } //--- Return (1) symbol and (2) timeframe string Symbol(void) const { return this.m_symbol; } ENUM_TIMEFRAMES Timeframe(void) const { return this.m_timeframe; } //--- Return (1) new bar time, (2) previous new bar time, number of (3) seconds, (4) number of bars between the two last events datetime TimeNewBar(void) const { return this.m_new_bar_time; } datetime TimePrevNewBar(void) const { return this.m_prev_new_bar_time; } long SecondsBetweenNewBars(void) const { return this.m_seconds_between; } int BarsBetweenNewBars(void) const { return this.m_bars_between; } //--- Return the new bar opening flag during the time (1) auto, (2) manual management bool IsNewBar(const datetime time); bool IsNewBarManual(const datetime time); //--- Constructors CNewBarObj(void) : m_symbol(::Symbol()), m_timeframe((ENUM_TIMEFRAMES)::Period()), m_prev_time(0),m_new_bar_time(0), m_prev_time_manual(0),m_new_bar_time_manual(0) {} CNewBarObj(const string symbol,const ENUM_TIMEFRAMES timeframe); }; //+------------------------------------------------------------------+
In the initialization list of the paramteric class constructor, set initializing values for the number of seconds and bars, while other new variables are initialized using zero in the constructor body:
//+------------------------------------------------------------------+ //| Parametric constructor | //+------------------------------------------------------------------+ CNewBarObj::CNewBarObj(const string symbol,const ENUM_TIMEFRAMES timeframe) : m_symbol(symbol), m_timeframe(timeframe), m_seconds_between(0), m_bars_between(0) { this.m_prev_new_bar_time=this.m_prev_new_bar_time_manual=this.m_prev_time=this.m_prev_time_manual=this.m_new_bar_time=this.m_new_bar_time_manual=0; } //+------------------------------------------------------------------+
In the method returning the flag of opening a new bar during the automatic time management, save the time of the previous new bar when a new bar has formed and calculate the number of seconds and bars between two "New bar" events:
//+------------------------------------------------------------------+ //| Return new bar opening flag | //+------------------------------------------------------------------+ bool CNewBarObj::IsNewBar(const datetime time) { //--- Get the current bar time datetime tm=this.GetLastBarDate(time); if(tm<=0) return false; //--- If the previous and current time are equal to zero, this is the first launch if(this.m_prev_time+this.m_new_bar_time==0) { //--- set the new bar opening time, //--- set the previous bar time as the current one and return 'false' this.m_new_bar_time=this.m_prev_time=tm; return false; } //--- If the previous time is less than the current bar open time, this is a new bar if(this.m_prev_time>0 && this.m_prev_time<tm) { this.m_prev_new_bar_time=this.m_prev_time; this.m_seconds_between=tm-m_prev_time; this.m_bars_between=int(this.m_seconds_between/::PeriodSeconds(this.m_timeframe)); //--- set the new bar opening time, //--- set the previous time as the current one and return 'true' this.m_new_bar_time=this.m_prev_time=tm; return true; } //--- in other cases, return 'false' return false; } //+------------------------------------------------------------------+
In the method returning a new bar flag in case of the manual management, there is no need to calculate the data. The data on skipped bars is always calculated automatically. However, in this method, we will save the time of the previous "new bar" in case of the manual management and fix the error of assigning the new bar time (previously, the time was saved to the variable for auto time management):
//+------------------------------------------------------------------+ //| Return the new bar opening flag during the manual management | //+------------------------------------------------------------------+ bool CNewBarObj::IsNewBarManual(const datetime time) { //--- Get the current bar time datetime tm=this.GetLastBarDate(time); if(tm<=0) return false; //--- If the previous and current time are equal to zero, this is the first launch if(this.m_prev_time_manual+this.m_new_bar_time_manual==0) { //--- set the new bar opening time, //--- set the previous bar time as the current one and return 'false' this.m_new_bar_time_manual=this.m_prev_time_manual=tm; return false; } //--- If the previous time is less than the current bar open time, this is a new bar if(this.m_prev_time_manual>0 && this.m_prev_time_manual<tm) { this.m_prev_new_bar_time_manual=this.m_prev_time_manual; //--- set the new bar opening time and return 'true' //--- Save the previous time as the current one from the program using the SaveNewBarTime() method //--- Till the previous time is forcibly set as the current one from the program, //--- the method returns the new bar flag allowing the completion of all the necessary actions on the new bar. this.m_new_bar_time_manual=tm; return true; } //--- in other cases, return 'false' return false; } //+------------------------------------------------------------------+
We can often see the library entries about errors of receiving history bars in the terminal journal. This happens because the library views the entire history even if a certain symbol has no historical data on a certain symbol. The appropriate entry is displayed and the system moves on to the next history bar. This is done for the ability to debug library methods when working with timeseries. I will remove these entries where it is definitely not necessary to view the errors of obtaining historical data. To do this, \MQL5\Include\DoEasy\Objects\Series\Bar.mqh of the Bar object class should receive yet another constructor with no parameters:
//+------------------------------------------------------------------+ //| Bar class | //+------------------------------------------------------------------+ class CBar : public CBaseObj { private: MqlDateTime m_dt_struct; // Date structure int m_digits; // Symbol's digits value string m_period_description; // Timeframe string description long m_long_prop[BAR_PROP_INTEGER_TOTAL]; // Integer properties double m_double_prop[BAR_PROP_DOUBLE_TOTAL]; // Real properties string m_string_prop[BAR_PROP_STRING_TOTAL]; // String properties //--- Return the index of the array the bar's (1) double and (2) string properties are located at int IndexProp(ENUM_BAR_PROP_DOUBLE property) const { return(int)property-BAR_PROP_INTEGER_TOTAL; } int IndexProp(ENUM_BAR_PROP_STRING property) const { return(int)property-BAR_PROP_INTEGER_TOTAL-BAR_PROP_DOUBLE_TOTAL; } //--- Return the bar type (bullish/bearish/zero) ENUM_BAR_BODY_TYPE BodyType(void) const; //--- Calculate and return the size of (1) candle, (2) candle body, //--- (3) upper, (4) lower candle wick, //--- (5) candle body top and (6) bottom double CandleSize(void) const { return(this.High()-this.Low()); } double BodySize(void) const { return(this.BodyHigh()-this.BodyLow()); } double ShadowUpSize(void) const { return(this.High()-this.BodyHigh()); } double ShadowDownSize(void) const { return(this.BodyLow()-this.Low()); } double BodyHigh(void) const { return ::fmax(this.Close(),this.Open()); } double BodyLow(void) const { return ::fmin(this.Close(),this.Open()); } //--- Return the (1) year and (2) month the bar belongs to, (3) week day, //--- (4) bar serial number in a year, (5) day, (6) hour, (7) minute, int TimeYear(void) const { return this.m_dt_struct.year; } int TimeMonth(void) const { return this.m_dt_struct.mon; } int TimeDayOfWeek(void) const { return this.m_dt_struct.day_of_week; } int TimeDayOfYear(void) const { return this.m_dt_struct.day_of_year; } int TimeDay(void) const { return this.m_dt_struct.day; } int TimeHour(void) const { return this.m_dt_struct.hour; } int TimeMinute(void) const { return this.m_dt_struct.min; } public: //--- Set bar's (1) integer, (2) real and (3) string properties void SetProperty(ENUM_BAR_PROP_INTEGER property,long value) { this.m_long_prop[property]=value; } void SetProperty(ENUM_BAR_PROP_DOUBLE property,double value){ this.m_double_prop[this.IndexProp(property)]=value; } void SetProperty(ENUM_BAR_PROP_STRING property,string value){ this.m_string_prop[this.IndexProp(property)]=value; } //--- Return (1) integer, (2) real and (3) string bar properties from the properties array long GetProperty(ENUM_BAR_PROP_INTEGER property) const { return this.m_long_prop[property]; } double GetProperty(ENUM_BAR_PROP_DOUBLE property) const { return this.m_double_prop[this.IndexProp(property)]; } string GetProperty(ENUM_BAR_PROP_STRING property) const { return this.m_string_prop[this.IndexProp(property)]; } //--- Return the flag of the bar supporting the property virtual bool SupportProperty(ENUM_BAR_PROP_INTEGER property) { return true; } virtual bool SupportProperty(ENUM_BAR_PROP_DOUBLE property) { return true; } virtual bool SupportProperty(ENUM_BAR_PROP_STRING property) { return true; } //--- Return itself CBar *GetObject(void) { return &this;} //--- Set (1) bar symbol, timeframe and time, (2) bar object parameters void SetSymbolPeriod(const string symbol,const ENUM_TIMEFRAMES timeframe,const datetime time); void SetProperties(const MqlRates &rates); //--- Compare CBar objects by all possible properties (for sorting the lists by a specified bar object property) virtual int Compare(const CObject *node,const int mode=0) const; //--- Compare CBar objects by all properties (to search for equal bar objects) bool IsEqual(CBar* compared_bar) const; //--- Constructors CBar(){;} CBar(const string symbol,const ENUM_TIMEFRAMES timeframe,const datetime time,const string source); CBar(const string symbol,const ENUM_TIMEFRAMES timeframe,const MqlRates &rates); //+------------------------------------------------------------------+
When creating timeseries lists by symbols, we will use the constructor for creating a new bar object belonging to the specified symbol timeseries. Previously, parametric constructors tried to retrieve the necessary newly created bar object data in history on their own, and the debugging entry was sent to the journal in case of an error while retrieving history from the constructor. A simple constructor with no parameters will create an empty bar object that you need to fill with data after it has been successfully created. This will happen in the CSeriesDE class methods.
Let's consider the changes that need to be made to the class listing in \MQL5\Include\DoEasy\Objects\Series\SeriesDE.mqh.
In the public section of the class, add the method returning the pointer to the "New bar" class object belonging to the class timeseries:
//+------------------------------------------------------------------+ //| Timeseries class | //+------------------------------------------------------------------+ class CSeriesDE : public CBaseObj { private: ENUM_TIMEFRAMES m_timeframe; // Timeframe string m_symbol; // Symbol string m_period_description; // Timeframe string description datetime m_firstdate; // The very first date by a period symbol at the moment datetime m_lastbar_date; // Time of opening the last bar by period symbol uint m_amount; // Amount of applied timeseries data uint m_required; // Required amount of applied timeseries data uint m_bars; // Number of bars in history by symbol and timeframe bool m_sync; // Synchronized data flag CArrayObj m_list_series; // Timeseries list CNewBarObj m_new_bar_obj; // "New bar" object //--- Set the very first date by a period symbol at the moment and the new time of opening the last bar by a period symbol void SetServerDate(void) { this.m_firstdate=(datetime)::SeriesInfoInteger(this.m_symbol,this.m_timeframe,SERIES_FIRSTDATE); this.m_lastbar_date=(datetime)::SeriesInfoInteger(this.m_symbol,this.m_timeframe,SERIES_LASTBAR_DATE); } public: //--- Return (1) itself, (2) timeseries list, (3) timeseries "New bar" object CSeriesDE *GetObject(void) { return &this; } CArrayObj *GetList(void) { return &m_list_series; } CNewBarObj *GetNewBarObj(void) { return &this.m_new_bar_obj; } //--- Return the list of bars by selected (1) double, (2) integer and (3) string property fitting a compared condition
Since now we have two timeseries events ("New bar" and "Bars skipped"), the method of creating and sending the timeseries event to the control program chart should be improved. In the method declaration, add the input parameter, in which we are going to pass the timeseries event to be created and sent:
//--- Create and send the timeseries event to the control program chart void SendEvent(ENUM_SERIES_EVENT event);
Improve the method located outside the class body:
//+------------------------------------------------------------------+ //| Create and send the timeseries event | //| to the control program chart | //+------------------------------------------------------------------+ void CSeriesDE::SendEvent(ENUM_SERIES_EVENT event) { if(event==SERIES_EVENTS_NEW_BAR) { int index=CSelect::FindBarMax(this.GetList(),BAR_PROP_TIME); CBar *bar=this.m_list_series.At(index); if(bar==NULL) return; ::EventChartCustom(this.m_chart_id_main,SERIES_EVENTS_NEW_BAR,bar.Time(),this.Timeframe(),this.Symbol()); } else if(event==SERIES_EVENTS_MISSING_BARS) { ::EventChartCustom(this.m_chart_id_main,SERIES_EVENTS_MISSING_BARS,this.m_new_bar_obj.BarsBetweenNewBars(),this.Timeframe(),this.Symbol()); } } //+------------------------------------------------------------------+
Here, depending on the value passed to the method, we create the necessary event and send it to the control program chart. If the "Bars skipped" event is created, pass the number of skipped history bars in lparam value of the EventChartCustom() function.
To get rid of the unnecessary history data receiving errors in the journal, we need to develop the method of returning the bar object by time in the timeseries:
//+------------------------------------------------------------------+ //| Return the bar object by time in the timeseries | //+------------------------------------------------------------------+ CBar *CSeriesDE::GetBar(const datetime time) { CBar *obj=new CBar(); if(obj==NULL) return NULL; obj.SetSymbolPeriod(this.m_symbol,this.m_timeframe,time); this.m_list_series.Sort(SORT_BY_BAR_TIME); int index=this.m_list_series.Search(obj); delete obj; return this.m_list_series.At(index); } //+------------------------------------------------------------------+
Since now we have the constructor with no parameters in the CBar class, we will use creation of a new bar object using the constructor to search for the necessary bar.
Here we simply create a temporary empty bar object, as well as set the required symbol, timeframe and bar time.
The rest is simple: sort the list of bar objects by time and search the list of bar objects for the object whose data matches the one that we set for the created temporary bar object.
The Search() method returns the obtained object index in the list, while the At() method returns the pointer to the object by index. If no object is found, the index has the value of -1, while At() returns NULL.
New bar events, as well as bar skipping events, are now detected in the methods of updating all existing CTimeSeriesDE class timeseries in \MQL5\Include\DoEasy\Objects\Series\TimeSeriesDE.mqh.
Let's improve two methods of updating timeseries by adding code blocks for defining "Bars skipped" events:
//+------------------------------------------------------------------+ //| Update a specified timeseries list | //+------------------------------------------------------------------+ void CTimeSeriesDE::Refresh(const ENUM_TIMEFRAMES timeframe,SDataCalculate &data_calculate) { //--- Reset the timeseries event flag and clear the list of all timeseries events this.m_is_event=false; this.m_list_events.Clear(); //--- Get the timeseries from the list by its timeframe CSeriesDE *series_obj=this.m_list_series.At(this.IndexTimeframe(timeframe)); if(series_obj==NULL || series_obj.DataTotal()==0 || !series_obj.IsAvailable()) return; //--- Update the timeseries list series_obj.Refresh(data_calculate); datetime time= ( this.m_program==PROGRAM_INDICATOR && series_obj.Symbol()==::Symbol() && series_obj.Timeframe()==(ENUM_TIMEFRAMES)::Period() ? data_calculate.rates.time : series_obj.LastBarDate() ); //--- If the timeseries object features the New bar event if(series_obj.IsNewBar(time)) { //--- send the "New bar" event to the control program chart series_obj.SendEvent(SERIES_EVENTS_NEW_BAR); //--- set the values of the first date in history on the server and in the terminal this.SetTerminalServerDate(); //--- add the "New bar" event to the list of timeseries events //--- in case of successful addition, set the event flag for the timeseries if(this.EventAdd(SERIES_EVENTS_NEW_BAR,time,series_obj.Timeframe(),series_obj.Symbol())) this.m_is_event=true; //--- Check skipped bars int missing=series_obj.GetNewBarObj().BarsBetweenNewBars(); if(missing>1) { //--- send the "Bars skipped" event to the control program chart series_obj.SendEvent(SERIES_EVENTS_MISSING_BARS); //--- add the "Bars skipped" event to the list of timeseries events this.EventAdd(SERIES_EVENTS_MISSING_BARS,missing,series_obj.Timeframe(),series_obj.Symbol()); } } } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Update all timeseries lists | //+------------------------------------------------------------------+ void CTimeSeriesDE::RefreshAll(SDataCalculate &data_calculate) { //--- Reset the flags indicating the necessity to set the first date in history on the server and in the terminal //--- and the timeseries event flag, and clear the list of all timeseries events bool upd=false; this.m_is_event=false; this.m_list_events.Clear(); //--- In the loop by the list of all used timeseries, int total=this.m_list_series.Total(); for(int i=0;i<total;i++) { //--- get the next timeseries object by the loop index CSeriesDE *series_obj=this.m_list_series.At(i); if(series_obj==NULL || !series_obj.IsAvailable() || series_obj.DataTotal()==0) continue; //--- update the timeseries list series_obj.Refresh(data_calculate); datetime time= ( this.m_program==PROGRAM_INDICATOR && series_obj.Symbol()==::Symbol() && series_obj.Timeframe()==(ENUM_TIMEFRAMES)::Period() ? data_calculate.rates.time : series_obj.LastBarDate() ); //--- If the timeseries object features the New bar event if(series_obj.IsNewBar(time)) { //--- send the "New bar" event to the control program chart, series_obj.SendEvent(SERIES_EVENTS_NEW_BAR); //--- set the flag indicating the necessity to set the first date in history on the server and in the terminal upd=true; //--- add the "New bar" event to the list of timeseries events //--- in case of successful addition, set the event flag for the timeseries if(this.EventAdd(SERIES_EVENTS_NEW_BAR,time,series_obj.Timeframe(),series_obj.Symbol())) this.m_is_event=true; //--- Check skipped bars int missing=series_obj.GetNewBarObj().BarsBetweenNewBars(); if(missing>1) { //--- send the "Bars skipped" event to the control program chart series_obj.SendEvent(SERIES_EVENTS_MISSING_BARS); //--- add the "Bars skipped" event to the list of timeseries events this.EventAdd(SERIES_EVENTS_MISSING_BARS,missing,series_obj.Timeframe(),series_obj.Symbol()); } } } //--- if the flag indicating the necessity to set the first date in history on the server and in the terminal is enabled, //--- set the values of the first date in history on the server and in the terminal if(upd) this.SetTerminalServerDate(); } //+------------------------------------------------------------------+
When defining the "New bar" event, we call the previously changed method for creating a new timeseries event, to which we pass the "new bar" event. If there are missing bars, create the appropriate event as well.
In the public section of the CTimeSeriesCollection collection class of all timeseries objects in \MQL5\Include\DoEasy\Collections\TimeSeriesCollection.mqh, add declaration of the method for re-creating all timeseries:
//--- (1) Create, (2) re-create a specified timeseries of a specified symbol, (3) re-create all timeseries bool CreateSeries(const string symbol,const ENUM_TIMEFRAMES timeframe,const int rates_total=0,const uint required=0); bool ReCreateSeries(const string symbol,const ENUM_TIMEFRAMES timeframe,const int rates_total=0,const uint required=0); bool ReCreateSeriesAll(const int rates_total=0,const uint required=0); //--- Return (1) an empty, (2) partially filled timeseries
Let's write its implementation outside the class body:
//+------------------------------------------------------------------+ //| Re-create all timeseries | //+------------------------------------------------------------------+ bool CTimeSeriesCollection::ReCreateSeriesAll(const int rates_total=0,const uint required=0) { //--- In the loop by all symbol timeseries objects in the collection, int total=this.m_list.Total(); for(int i=0;i<total;i++) { //--- get the next symbol timeseries object CTimeSeriesDE *timeseries=this.m_list.At(i); if(timeseries==NULL) continue; //--- Get the list of all symbol timeseries CArrayObj *list=timeseries.GetListSeries(); if(list==NULL) continue; //--- In a loop by all symbol timeseries int total_series=list.Total(); for(int j=0;j<total_series;j++) { //--- Get the next timeseries CSeriesDE *series=list.At(j); if(series==NULL) continue; //--- check timeseries synchronization and re-create it if(!series.SyncData(required,rates_total)) return false; if(series.Create(required)==0) return false; } } return true; } //+------------------------------------------------------------------+
The method simply recreates all available timeseries in the collection. So far, this method is not applied anywhere, but it can be useful in the future if it is necessary to re-create the existing timeseries collections. For example, it may be required when defining skipping a large number of bars when the program uses many symbols/periods. In this case, it is much easier to re-create all collection timeseries calling one method, rather than define the number of skipped bars in each timeseries and re-create each one separately. Moreover, this will happen only when restoring connection to the server or at a new bar.
I have completed all preparatory steps slightly improving handling timeseries and bars. It is time to start creating methods for working with standard indicators.
Methods of working with standard indicators
First of all, let's improve the abstract buffer object class in \MQL5\Include\DoEasy\Objects\Indicators\Buffer.mqh.
In the public section of the class, add methods for setting and returning four new buffer object properties:
//--- Set (1) the arrow code, (2) vertical shift of arrows, (3) symbol, (4) timeframe, (5) buffer activity flag //--- (6) drawing type, (7) number of initial bars without drawing, (8) flag of displaying construction values in DataWindow, //--- (9) shift of the indicator graphical construction along the time axis, (10) line style, (11) line width, //--- (12) total number of colors, (13) one drawing color, (14) color of drawing in the specified color index, //--- (15) drawing colors from the color array, (16) empty value, (17) name of the graphical series displayed in DataWindow virtual void SetArrowCode(const uchar code) { return; } virtual void SetArrowShift(const int shift) { return; } void SetSymbol(const string symbol) { this.SetProperty(BUFFER_PROP_SYMBOL,symbol); } void SetTimeframe(const ENUM_TIMEFRAMES timeframe) { this.SetProperty(BUFFER_PROP_TIMEFRAME,timeframe); } void SetActive(const bool flag) { this.SetProperty(BUFFER_PROP_ACTIVE,flag); } void SetDrawType(const ENUM_DRAW_TYPE draw_type); void SetDrawBegin(const int value); void SetShowData(const bool flag); void SetShift(const int shift); void SetStyle(const ENUM_LINE_STYLE style); void SetWidth(const int width); void SetColorNumbers(const int number); void SetColor(const color colour); void SetColor(const color colour,const uchar index); void SetColors(const color &array_colors[]); void SetEmptyValue(const double value); virtual void SetLabel(const string label); void SetID(const int id) { this.SetProperty(BUFFER_PROP_ID,id); } void SetIndicatorHandle(const int handle) { this.SetProperty(BUFFER_PROP_IND_HANDLE,handle); } void SetIndicatorType(const ENUM_INDICATOR type) { this.SetProperty(BUFFER_PROP_IND_TYPE,type); } void SetIndicatorName(const string name) { this.SetProperty(BUFFER_PROP_IND_NAME,name); } //--- Return (1) the serial number of the drawn buffer, (2) bound array index, (3) color buffer index, //--- (4) index of the first free bound array, (5) index of the next drawn buffer, (6) buffer data period, (7) buffer status, //--- (8) buffer type, (9) buffer usage flag, (10) arrow code, (11) arrow shift for DRAW_ARROW style, //--- (12) number of initial bars that are not drawn and values in DataWindow, (13) graphical construction type, //--- (14) flag of displaying construction values in DataWindow, (15) indicator graphical construction shift along the time axis, //--- (16) drawing line style, (17) drawing line width, (18) number of colors, (19) drawing color, number of buffers for construction //--- (20) set empty value, (21) buffer symbol, (22) name of the indicator graphical series displayed in DataWindow int IndexPlot(void) const { return (int)this.GetProperty(BUFFER_PROP_INDEX_PLOT); } int IndexBase(void) const { return (int)this.GetProperty(BUFFER_PROP_INDEX_BASE); } int IndexColor(void) const { return (int)this.GetProperty(BUFFER_PROP_INDEX_COLOR); } int IndexNextBaseBuffer(void) const { return (int)this.GetProperty(BUFFER_PROP_INDEX_NEXT_BASE); } int IndexNextPlotBuffer(void) const { return (int)this.GetProperty(BUFFER_PROP_INDEX_NEXT_PLOT); } ENUM_TIMEFRAMES Timeframe(void) const { return (ENUM_TIMEFRAMES)this.GetProperty(BUFFER_PROP_TIMEFRAME); } ENUM_BUFFER_STATUS Status(void) const { return (ENUM_BUFFER_STATUS)this.GetProperty(BUFFER_PROP_STATUS); } ENUM_BUFFER_TYPE TypeBuffer(void) const { return (ENUM_BUFFER_TYPE)this.GetProperty(BUFFER_PROP_TYPE); } bool IsActive(void) const { return (bool)this.GetProperty(BUFFER_PROP_ACTIVE); } uchar ArrowCode(void) const { return (uchar)this.GetProperty(BUFFER_PROP_ARROW_CODE); } int ArrowShift(void) const { return (int)this.GetProperty(BUFFER_PROP_ARROW_SHIFT); } int DrawBegin(void) const { return (int)this.GetProperty(BUFFER_PROP_DRAW_BEGIN); } ENUM_DRAW_TYPE DrawType(void) const { return (ENUM_DRAW_TYPE)this.GetProperty(BUFFER_PROP_DRAW_TYPE); } bool IsShowData(void) const { return (bool)this.GetProperty(BUFFER_PROP_SHOW_DATA); } int Shift(void) const { return (int)this.GetProperty(BUFFER_PROP_SHIFT); } ENUM_LINE_STYLE LineStyle(void) const { return (ENUM_LINE_STYLE)this.GetProperty(BUFFER_PROP_LINE_STYLE); } int LineWidth(void) const { return (int)this.GetProperty(BUFFER_PROP_LINE_WIDTH); } int ColorsTotal(void) const { return (int)this.GetProperty(BUFFER_PROP_COLOR_INDEXES); } color Color(void) const { return (color)this.GetProperty(BUFFER_PROP_COLOR); } int BuffersTotal(void) const { return (int)this.GetProperty(BUFFER_PROP_NUM_DATAS); } double EmptyValue(void) const { return this.GetProperty(BUFFER_PROP_EMPTY_VALUE); } string Symbol(void) const { return this.GetProperty(BUFFER_PROP_SYMBOL); } string Label(void) const { return this.GetProperty(BUFFER_PROP_LABEL); } int ID(void) const { return (int)this.GetProperty(BUFFER_PROP_ID); } int IndicatorHandle(void) const { return (int)this.GetProperty(BUFFER_PROP_IND_HANDLE); } ENUM_INDICATOR IndicatorType(void) const { return (ENUM_INDICATOR)this.GetProperty(BUFFER_PROP_IND_TYPE); } string IndicatorName(void) const { return this.GetProperty(BUFFER_PROP_IND_NAME); } int IndicatorBarsCalculated(void) const { return ::BarsCalculated((int)this.GetProperty(BUFFER_PROP_IND_HANDLE));}
In the class constructor, set the default values to the new properties:
//+------------------------------------------------------------------+ //| Closed parametric constructor | //+------------------------------------------------------------------+ CBuffer::CBuffer(ENUM_BUFFER_STATUS buffer_status, ENUM_BUFFER_TYPE buffer_type, const uint index_plot, const uint index_base_array, const int num_datas, const uchar total_arrays, const int width, const string label) { this.m_type=COLLECTION_BUFFERS_ID; this.m_act_state_trigger=true; this.m_total_arrays=total_arrays; //--- Save integer properties this.m_long_prop[BUFFER_PROP_STATUS] = buffer_status; this.m_long_prop[BUFFER_PROP_TYPE] = buffer_type; this.m_long_prop[BUFFER_PROP_ID] = WRONG_VALUE; this.m_long_prop[BUFFER_PROP_IND_HANDLE] = INVALID_HANDLE; this.m_long_prop[BUFFER_PROP_IND_TYPE] = WRONG_VALUE; ENUM_DRAW_TYPE type= ( !this.TypeBuffer() || !this.Status() ? DRAW_NONE : this.Status()==BUFFER_STATUS_FILLING ? DRAW_FILLING : ENUM_DRAW_TYPE(this.Status()+8) ); this.m_long_prop[BUFFER_PROP_DRAW_TYPE] = type; this.m_long_prop[BUFFER_PROP_TIMEFRAME] = PERIOD_CURRENT; this.m_long_prop[BUFFER_PROP_ACTIVE] = true; this.m_long_prop[BUFFER_PROP_ARROW_CODE] = 0x9F; this.m_long_prop[BUFFER_PROP_ARROW_SHIFT] = 0; this.m_long_prop[BUFFER_PROP_DRAW_BEGIN] = 0; this.m_long_prop[BUFFER_PROP_SHOW_DATA] = (buffer_type>BUFFER_TYPE_CALCULATE ? true : false); this.m_long_prop[BUFFER_PROP_SHIFT] = 0; this.m_long_prop[BUFFER_PROP_LINE_STYLE] = STYLE_SOLID; this.m_long_prop[BUFFER_PROP_LINE_WIDTH] = width; this.m_long_prop[BUFFER_PROP_COLOR_INDEXES] = (this.Status()>BUFFER_STATUS_NONE ? (this.Status()!=BUFFER_STATUS_FILLING ? 1 : 2) : 0); this.m_long_prop[BUFFER_PROP_COLOR] = clrRed; this.m_long_prop[BUFFER_PROP_NUM_DATAS] = num_datas; this.m_long_prop[BUFFER_PROP_INDEX_PLOT] = index_plot; this.m_long_prop[BUFFER_PROP_INDEX_BASE] = index_base_array; this.m_long_prop[BUFFER_PROP_INDEX_COLOR] = this.GetProperty(BUFFER_PROP_INDEX_BASE)+ (this.TypeBuffer()!=BUFFER_TYPE_CALCULATE ? this.GetProperty(BUFFER_PROP_NUM_DATAS) : 0); this.m_long_prop[BUFFER_PROP_INDEX_NEXT_BASE] = index_base_array+this.m_total_arrays; this.m_long_prop[BUFFER_PROP_INDEX_NEXT_PLOT] = (this.TypeBuffer()>BUFFER_TYPE_CALCULATE ? index_plot+1 : index_plot); //--- Save real properties this.m_double_prop[this.IndexProp(BUFFER_PROP_EMPTY_VALUE)] = (this.TypeBuffer()>BUFFER_TYPE_CALCULATE ? EMPTY_VALUE : 0); //--- Save string properties this.m_string_prop[this.IndexProp(BUFFER_PROP_SYMBOL)] = ::Symbol(); this.m_string_prop[this.IndexProp(BUFFER_PROP_LABEL)] = (this.TypeBuffer()>BUFFER_TYPE_CALCULATE ? label : NULL); this.m_string_prop[this.IndexProp(BUFFER_PROP_IND_NAME)] = NULL; //--- If failed to change the size of the indicator buffer array, display the appropriate message indicating the string
Such values of these new properties will belong to buffer objects that do not work with standard indicators. If we create a buffer object belonging to a standard indicator, these parameters will be filled in by the library at the moment of its creation (to be implemented later).
Add displaying descriptions for new integer properties to the method returning the buffer integer property description:
//+------------------------------------------------------------------+ //| Return description of a buffer's integer property | //+------------------------------------------------------------------+ string CBuffer::GetPropertyDescription(ENUM_BUFFER_PROP_INTEGER property) { return ( property==BUFFER_PROP_INDEX_PLOT ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_INDEX_PLOT)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_STATUS ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_STATUS)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetStatusDescription() ) : property==BUFFER_PROP_TYPE ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_TYPE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetTypeBufferDescription() ) : property==BUFFER_PROP_TIMEFRAME ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_TIMEFRAME)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetTimeframeDescription() ) : property==BUFFER_PROP_ACTIVE ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_ACTIVE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetActiveDescription() ) : property==BUFFER_PROP_DRAW_TYPE ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_DRAW_TYPE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetDrawTypeDescription() ) : property==BUFFER_PROP_ARROW_CODE ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_ARROW_CODE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_ARROW_SHIFT ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_ARROW_SHIFT)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_LINE_STYLE ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_LINE_STYLE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetLineStyleDescription() ) : property==BUFFER_PROP_LINE_WIDTH ? (this.Status()==BUFFER_STATUS_ARROW ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_ARROW_SIZE) : CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_LINE_WIDTH))+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_DRAW_BEGIN ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_DRAW_BEGIN)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_SHOW_DATA ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_SHOW_DATA)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetShowDataDescription() ) : property==BUFFER_PROP_SHIFT ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_SHIFT)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_COLOR_INDEXES ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_COLOR_NUM)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_INDEX_COLOR ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_INDEX_COLOR)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_INDEX_BASE ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_INDEX_BASE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_INDEX_NEXT_BASE ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_INDEX_NEXT_BASE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_INDEX_NEXT_PLOT ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_INDEX_NEXT_PLOT)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_ID ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_ID)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_IND_HANDLE ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_IND_HANDLE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_IND_TYPE ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_IND_TYPE)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_NUM_DATAS ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_NUM_DATAS)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(string)this.GetProperty(property) ) : property==BUFFER_PROP_COLOR ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_COLOR)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.GetColorsDescription() ) : "" ); } //+------------------------------------------------------------------+
Add displaying descriptions for a new string property to the method returning the buffer string property description:
//+------------------------------------------------------------------+ //| Return description of a buffer's string property | //+------------------------------------------------------------------+ string CBuffer::GetPropertyDescription(ENUM_BUFFER_PROP_STRING property) { return ( property==BUFFER_PROP_SYMBOL ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_SYMBOL)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+this.Symbol() ) : property==BUFFER_PROP_LABEL ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_LABEL)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.Label()==NULL || this.Label()=="" ? CMessage::Text(MSG_LIB_PROP_NOT_SET) : "\""+this.Label()+"\"") ) : property==BUFFER_PROP_IND_NAME ? CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_IND_NAME)+ (!this.SupportProperty(property) ? ": "+CMessage::Text(MSG_LIB_PROP_NOT_SUPPORTED) : ": "+(this.IndicatorName()==NULL || this.IndicatorName()=="" ? CMessage::Text(MSG_LIB_PROP_NOT_SET) : "\""+this.IndicatorName()+"\"") ) : "" ); } //+------------------------------------------------------------------+
Let's make changes in the methods of setting an empty value and the graphical series name. Previously, these values were not set for the calculated buffer. Let's make it so that the values are set only to the buffer object properties in case of a calculated buffer.
In case of a drawn buffer, the values should be set both to object and buffer properties:
//+------------------------------------------------------------------+ //| Set the "empty" value for construction | //| without drawing | //+------------------------------------------------------------------+ void CBuffer::SetEmptyValue(const double value) { this.SetProperty(BUFFER_PROP_EMPTY_VALUE,value); if(this.TypeBuffer()!=BUFFER_TYPE_CALCULATE) ::PlotIndexSetDouble((int)this.GetProperty(BUFFER_PROP_INDEX_PLOT),PLOT_EMPTY_VALUE,value); } //+------------------------------------------------------------------+ //| Set the indicator graphical series name | //+------------------------------------------------------------------+ void CBuffer::SetLabel(const string label) { this.SetProperty(BUFFER_PROP_LABEL,label); if(this.TypeBuffer()!=BUFFER_TYPE_CALCULATE) ::PlotIndexSetString((int)this.GetProperty(BUFFER_PROP_INDEX_PLOT),PLOT_LABEL,label); } //+------------------------------------------------------------------+
Add control for index value less than zero to the methods returning values by the timeseries index:
//+------------------------------------------------------------------+ //| Return the value from the specified timeseries index | //| of the specified data buffer array | //+------------------------------------------------------------------+ double CBuffer::GetDataBufferValue(const uint buffer_index,const int series_index) const { int correct_buff_index=this.GetCorrectIndexBuffer(buffer_index); int data_total=this.GetDataTotal(correct_buff_index); if(data_total==0 || series_index<0) return this.EmptyValue(); int data_index=((int)series_index<data_total ? (int)series_index : data_total-1); return this.DataBuffer[correct_buff_index].Array[data_index]; } //+------------------------------------------------------------------+ //| Return the color index value from the specified timeseries index | //| of the specified color buffer array | //+------------------------------------------------------------------+ int CBuffer::GetColorBufferValueIndex(const int series_index) const { int data_total=this.GetDataTotal(0); if(data_total==0 || series_index<0) return WRONG_VALUE; int data_index=((int)series_index<data_total ? (int)series_index : data_total-1); return(this.ColorsTotal()==1 ? 0 : (int)this.ColorBufferArray[data_index]); } //+------------------------------------------------------------------+ //| Return the color value from the specified timeseries index | //| of the specified color buffer array | //+------------------------------------------------------------------+ color CBuffer::GetColorBufferValueColor(const int series_index) const { int data_total=this.GetDataTotal(0); if(data_total==0 || series_index<0) return clrNONE; int color_index=this.GetColorBufferValueIndex(series_index); return(color_index>WRONG_VALUE ? (color)this.ArrayColors[color_index] : clrNONE); } //+------------------------------------------------------------------+
Thus, if a wrong index is passed to the method, exit from the method is performed while returning the "empty" value, which is different for each of the methods.
Now let's improve the calculated buffer object class in \MQL5\Include\DoEasy\Objects\Indicators\BufferCalculate.mqh.
The methods returning the flag of supporting real and string properties by the buffer object previously returned false — i.e. the calculated buffer did not support properties of this type. Let's make it support each of these properties. In the method returning the flag of supporting integer properties by the object, add new integer properties for supporting them using the calculated buffer object:
//+------------------------------------------------------------------+ //| Return 'true' if a buffer supports a passed | //| integer property, otherwise return 'false' | //+------------------------------------------------------------------+ bool CBufferCalculate::SupportProperty(ENUM_BUFFER_PROP_INTEGER property) { if( property==BUFFER_PROP_INDEX_PLOT || property==BUFFER_PROP_STATUS || property==BUFFER_PROP_TYPE || property==BUFFER_PROP_INDEX_BASE || property==BUFFER_PROP_ID || property==BUFFER_PROP_IND_HANDLE || property==BUFFER_PROP_IND_TYPE || property==BUFFER_PROP_INDEX_NEXT_BASE ) return true; return false; } //+------------------------------------------------------------------+ //| Return 'true' if a buffer supports a passed | //| real property, otherwise return 'false' | //+------------------------------------------------------------------+ bool CBufferCalculate::SupportProperty(ENUM_BUFFER_PROP_DOUBLE property) { return true; } //+------------------------------------------------------------------+ //| Return 'true' if a buffer supports a passed | //| string property, otherwise return 'false' | //+------------------------------------------------------------------+ bool CBufferCalculate::SupportProperty(ENUM_BUFFER_PROP_STRING property) { return true; } //+------------------------------------------------------------------+
The object supporting the calculated buffer of all real and string properties is mostly a fast temporary solution for creating methods of working with buffers handling standard indicators. Later, I will remove some of them from the list of supported properties.
The entire handling of indicator buffers for standard indicators is arranged in the CBuffersCollection collection class of indicator buffers in \MQL5\Include\DoEasy\Collections\BuffersCollection.mqh.
Today I am going to create and maintain multi-symbol multi-period indicator buffers of AC (Accelerator Oscillator) standard indicator. In the following articles, I will add the ability to create and work with other standard indicators based on the tested functionality.
All buffer objects working with standard indicators obtain the ID allowing us to find the necessary buffers and work with them.
In the public class section, declare the method returning the list of buffer objects with such an ID:
//+------------------------------------------------------------------+ //| Collection of indicator buffers | //+------------------------------------------------------------------+ class CBuffersCollection : public CObject { private: CListObj m_list; // Buffer object list CTimeSeriesCollection *m_timeseries; // Pointer to the timeseries collection object //--- Return the index of the (1) last, (2) next drawn and (3) basic buffer int GetIndexLastPlot(void); int GetIndexNextPlot(void); int GetIndexNextBase(void); //--- Create a new buffer object and place it to the collection list bool CreateBuffer(ENUM_BUFFER_STATUS status); //--- Get data of the necessary timeseries and bars for working with a single buffer bar, and return the number of bars int GetBarsData(CBuffer *buffer,const int series_index,int &index_bar_period); public: //--- Return (1) itself, (2) timeseries list, (3) indicator buffer list (featuring the ID of belonging to an indicator) CBuffersCollection *GetObject(void) { return &this; } CArrayObj *GetList(void) { return &this.m_list; } CArrayObj *GetListBuffersWithID(void);
Let's write its implementation outside the class body:
//+------------------------------------------------------------------+ //| Return the list of indicator buffers | //| (featuring the ID of belonging to an indicator) | //+------------------------------------------------------------------+ CArrayObj *CBuffersCollection::GetListBuffersWithID(void) { CArrayObj *list=CSelect::ByBufferProperty(this.GetList(),BUFFER_PROP_ID,WRONG_VALUE,NO_EQUAL); return list; } //+------------------------------------------------------------------+
Here all is simple: using the CSelect class, get the list of buffer objects with the ID value not equal to -1 and return the pointer to the obtained list.
If the list is obtained successfully, it features all buffer objects having an ID not equal to -1. This means the list will contain all created buffer objects for working with standard indicators, including calculated and drawn ones for any standard indicator type.
To search for buffer objects belonging to a specific indicator, the list should be additionally sorted by standard indicator type, ID and buffer type.
Add declarations of methods for creating buffer objects handling standard indicators to the public class section:
//--- Create the new buffer (1) "Drawing with arrows", (2) "Line", (3) "Sections", (4) "Histogram from the zero line", //--- (5) "Histogram on two indicator buffers", (6) "Zigzag", (7) "Color filling between two levels", //--- (8) "Display as bars", (9) "Display as candles", calculated buffer bool CreateArrow(void) { return this.CreateBuffer(BUFFER_STATUS_ARROW); } bool CreateLine(void) { return this.CreateBuffer(BUFFER_STATUS_LINE); } bool CreateSection(void) { return this.CreateBuffer(BUFFER_STATUS_SECTION); } bool CreateHistogram(void) { return this.CreateBuffer(BUFFER_STATUS_HISTOGRAM); } bool CreateHistogram2(void) { return this.CreateBuffer(BUFFER_STATUS_HISTOGRAM2); } bool CreateZigZag(void) { return this.CreateBuffer(BUFFER_STATUS_ZIGZAG); } bool CreateFilling(void) { return this.CreateBuffer(BUFFER_STATUS_FILLING); } bool CreateBars(void) { return this.CreateBuffer(BUFFER_STATUS_BARS); } bool CreateCandles(void) { return this.CreateBuffer(BUFFER_STATUS_CANDLES); } bool CreateCalculate(void) { return this.CreateBuffer(BUFFER_STATUS_NONE); } //--- Create a multi-symbol multi-period indicator int CreateAC(const string symbol,const ENUM_TIMEFRAMES timeframe,const int id=WRONG_VALUE); int CreateAD(const string symbol,const ENUM_TIMEFRAMES timeframe,const ENUM_APPLIED_VOLUME applied_volume,const int id=WRONG_VALUE); int CreateADX(const string symbol,const ENUM_TIMEFRAMES timeframe,const int adx_period,const int id=WRONG_VALUE); int CreateADXWilder(const string symbol,const ENUM_TIMEFRAMES timeframe,const int adx_period,const int id=WRONG_VALUE); int CreateAlligator(const string symbol,const ENUM_TIMEFRAMES timeframe, const int jaw_period, const int jaw_shift, const int teeth_period, const int teeth_shift, const int lips_period, const int lips_shift, const ENUM_MA_METHOD ma_method, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateAMA(const string symbol,const ENUM_TIMEFRAMES timeframe, const int ama_period, const int fast_ma_period, const int slow_ma_period, const int ama_shift, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateAO(const string symbol,const ENUM_TIMEFRAMES timeframe,const int id=WRONG_VALUE); int CreateATR(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period,const int id=WRONG_VALUE); int CreateBearsPower(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period,const int id=WRONG_VALUE); int CreateBands(const string symbol,const ENUM_TIMEFRAMES timeframe, const int bands_period, const int bands_shift, const double deviation, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateBullsPower(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period,const int id=WRONG_VALUE); int CreateCCI(const string symbol,const ENUM_TIMEFRAMES timeframe, const int ma_period, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateChaikin(const string symbol,const ENUM_TIMEFRAMES timeframe, const int fast_ma_period, const int slow_ma_period, const ENUM_MA_METHOD ma_method, const ENUM_APPLIED_VOLUME applied_volume, const int id=WRONG_VALUE); int CreateDEMA(const string symbol,const ENUM_TIMEFRAMES timeframe, const int ma_period, const int ma_shift, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateDeMarker(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period,const int id=WRONG_VALUE); int CreateEnvelopes(const string symbol,const ENUM_TIMEFRAMES timeframe, const int ma_period, const int ma_shift, const ENUM_MA_METHOD ma_method, const ENUM_APPLIED_PRICE applied_price, const double deviation, const int id=WRONG_VALUE); int CreateForce(const string symbol,const ENUM_TIMEFRAMES timeframe, const int ma_period, const ENUM_MA_METHOD ma_method, const ENUM_APPLIED_VOLUME applied_volume, const int id=WRONG_VALUE); int CreateFractals(const string symbol,const ENUM_TIMEFRAMES timeframe,const int id=WRONG_VALUE); int CreateFrAMA(const string symbol,const ENUM_TIMEFRAMES timeframe, const int ma_period, const int ma_shift, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateGator(const string symbol,const ENUM_TIMEFRAMES timeframe, const int jaw_period, const int jaw_shift, const int teeth_period, const int teeth_shift, const int lips_period, const int lips_shift, const ENUM_MA_METHOD ma_method, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateIchimoku(const string symbol,const ENUM_TIMEFRAMES timeframe, const int tenkan_sen, const int kijun_sen, const int senkou_span_b, const int id=WRONG_VALUE); int CreateBWMFI(const string symbol,const ENUM_TIMEFRAMES timeframe, const ENUM_APPLIED_VOLUME applied_volume, const int id=WRONG_VALUE); int CreateMomentum(const string symbol,const ENUM_TIMEFRAMES timeframe, const int mom_period, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateMFI(const string symbol,const ENUM_TIMEFRAMES timeframe, const int ma_period, const ENUM_APPLIED_VOLUME applied_volume, const int id=WRONG_VALUE); int CreateMA(const string symbol,const ENUM_TIMEFRAMES timeframe, const int ma_period, const int ma_shift, const ENUM_MA_METHOD ma_method, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateOsMA(const string symbol,const ENUM_TIMEFRAMES timeframe, const int fast_ema_period, const int slow_ema_period, const int signal_period, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateMACD(const string symbol,const ENUM_TIMEFRAMES timeframe, const int fast_ema_period, const int slow_ema_period, const int signal_period, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateOBV(const string symbol,const ENUM_TIMEFRAMES timeframe, const ENUM_APPLIED_VOLUME applied_volume, const int id=WRONG_VALUE); int CreateSAR(const string symbol,const ENUM_TIMEFRAMES timeframe, const double step, const double maximum, const int id=WRONG_VALUE); int CreateRSI(const string symbol,const ENUM_TIMEFRAMES timeframe, const int ma_period, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateRVI(const string symbol,const ENUM_TIMEFRAMES timeframe,const int ma_period,const int id=WRONG_VALUE); int CreateStdDev(const string symbol,const ENUM_TIMEFRAMES timeframe, const int ma_period, const int ma_shift, const ENUM_MA_METHOD ma_method, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateStochastic(const string symbol,const ENUM_TIMEFRAMES timeframe, const int Kperiod, const int Dperiod, const int slowing, const ENUM_MA_METHOD ma_method, const ENUM_STO_PRICE price_field, const int id=WRONG_VALUE); int CreateTEMA(const string symbol,const ENUM_TIMEFRAMES timeframe, const int ma_period, const int ma_shift, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateTriX(const string symbol,const ENUM_TIMEFRAMES timeframe, const int ma_period, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateWPR(const string symbol,const ENUM_TIMEFRAMES timeframe,const int calc_period,const int id=WRONG_VALUE); int CreateVIDYA(const string symbol,const ENUM_TIMEFRAMES timeframe, const int cmo_period, const int ema_period, const int ma_shift, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE); int CreateVolumes(const string symbol,const ENUM_TIMEFRAMES timeframe,const ENUM_APPLIED_VOLUME applied_volume,const int id=WRONG_VALUE);
Each specific standard indicator type is to use its own method of creating an appropriate indicator and necessary buffer objects.
As an example, here I will implement handling AC indicator. Let's write the method of creating AC indicator and its buffers beyond the class body:
//+------------------------------------------------------------------+ //| Create multi-symbol multi-period AC | //+------------------------------------------------------------------+ int CBuffersCollection::CreateAC(const string symbol,const ENUM_TIMEFRAMES timeframe,const int id=WRONG_VALUE) { //--- Create the indicator handle and set the default ID int handle=::iAC(symbol,timeframe); int identifier=(id==WRONG_VALUE ? IND_AC : id); if(handle!=INVALID_HANDLE) { //--- Create the histogram buffer from the zero line this.CreateHistogram(); //--- Get the last created (drawn) buffer object and set all the necessary parameters to it CBuffer *buff=this.GetLastCreateBuffer(); buff.SetSymbol(symbol); buff.SetTimeframe(timeframe); buff.SetID(identifier); buff.SetIndicatorHandle(handle); buff.SetIndicatorType(IND_AC); buff.SetShowData(true); buff.SetLabel("AC("+symbol+","+TimeframeDescription(timeframe)+")"); buff.SetIndicatorName("Accelerator Oscillator"); //--- Create a calculated buffer storing standard indicator data this.CreateCalculate(); //--- Get the last created (calculated) buffer object and set all the necessary parameters to it buff=this.GetLastCreateBuffer(); buff.SetSymbol(symbol); buff.SetTimeframe(timeframe); buff.SetID(identifier); buff.SetIndicatorHandle(handle); buff.SetIndicatorType(IND_AC); buff.SetEmptyValue(EMPTY_VALUE); buff.SetLabel("AC("+symbol+","+TimeframeDescription(timeframe)+")"); buff.SetIndicatorName("Accelerator Oscillator"); } return handle; } //+------------------------------------------------------------------+
As you can see, all is simple here. If -1 is passed as the ID, the ID is equal to the standard indicator type constant. If the indicator is created successfully (its handle is not equal to INVALID_HANDLE), create the buffer object of "Histogram from zero line" drawing type and use the GetLastCreateBuffer() method returning the pointer to the last created buffer (the method is to be considered later) to get the pointer to the histogram buffer object and set the necessary parameters for its identification as a buffer for drawing data of the standard AC indicator.
Next, do the same for the calculated buffer as well. In the calculated buffer, write AC indicator data obtained when accessing its handle. The handle of the created indicator is set in the buffer object properties. This is true both for drawn and calculated one, i.e. we can get any of these buffer objects, access the indicator by the handle set in the objects and work with the indicator.
Add implementation of the method of creating the AD indicator with the necessary buffer objects to see the differences in implementing the methods for standard indicators of different types:
//+------------------------------------------------------------------+ //| Create multi-symbol multi-period AD | //+------------------------------------------------------------------+ int CBuffersCollection::CreateAD(const string symbol,const ENUM_TIMEFRAMES timeframe,const ENUM_APPLIED_VOLUME applied_volume,const int id=WRONG_VALUE) { //--- Create the indicator handle and set the default ID int handle=::iAD(symbol,timeframe,applied_volume); int identifier=(id==WRONG_VALUE ? IND_AD : id); if(handle!=INVALID_HANDLE) { //--- Create the line buffer this.CreateLine(); //--- Get the last created (drawn) buffer object and set all the necessary parameters to it CBuffer *buff=this.GetLastCreateBuffer(); buff.SetSymbol(symbol); buff.SetTimeframe(timeframe); buff.SetID(identifier); buff.SetIndicatorHandle(handle); buff.SetIndicatorType(IND_AD); buff.SetShowData(true); buff.SetLabel("AD("+symbol+","+TimeframeDescription(timeframe)+")"); buff.SetIndicatorName("Accumulation/Distribution"); //--- Create a calculated buffer storing standard indicator data this.CreateCalculate(); //--- Get the last created (calculated) buffer object and set all the necessary parameters to it buff=this.GetLastCreateBuffer(); buff.SetSymbol(symbol); buff.SetTimeframe(timeframe); buff.SetID(identifier); buff.SetIndicatorHandle(handle); buff.SetIndicatorType(IND_AD); buff.SetEmptyValue(EMPTY_VALUE); buff.SetLabel("AD("+symbol+","+TimeframeDescription(timeframe)+")"); buff.SetIndicatorName("Accumulation/Distribution"); } return handle; } //+------------------------------------------------------------------+
The differences are small and are mostly related to the drawn buffer type, standard indicator type, graphical series name and indicator name. In other types of standard indicators, there will be a different number of drawn and calculated buffer objects (if necessary) for handling the standard indicator.
Add declaration of the remaining methods directly after declaring the methods of creating standard indicators:
//--- Prepare calculated buffer data of the specified standard indicator int PreparingDataBufferStdInd(const ENUM_INDICATOR std_ind,const int id,const int total_copy); //--- Clear buffer data of the specified standard indicator by the timeseries index void ClearDataBufferStdInd(const ENUM_INDICATOR std_ind,const int id,const int series_index); //--- Set the values for the current chart to the specified standard indicator buffer by the timeseries index according to the buffer object period/symbol bool SetDataBufferStdInd(const ENUM_INDICATOR std_ind,const int id,const int series_index,const datetime series_time,const char color_index=WRONG_VALUE); //--- Return the buffer (1) by the graphical series name, (2) by timeframe, //--- (3) by Plot index, (4) by object index in the collection list, (5) the last created one, //--- list of buffers (6) by ID, (7) by standard indicator type, (8) by type and ID CBuffer *GetBufferByLabel(const string plot_label); CBuffer *GetBufferByTimeframe(const ENUM_TIMEFRAMES timeframe); CBuffer *GetBufferByPlot(const int plot_index); CBuffer *GetBufferByListIndex(const int index_list); CBuffer *GetLastCreateBuffer(void); CArrayObj *GetListBufferByID(const int id); CArrayObj *GetListBufferByIndType(const ENUM_INDICATOR indicator_type); CArrayObj *GetListBufferByTypeID(const ENUM_INDICATOR indicator_type,const int id);
All declared methods are named in the comments. Let's consider their implementations outside the class body.
The method returning the last created buffer object:
//+------------------------------------------------------------------+ //| Return the last created buffer | //+------------------------------------------------------------------+ CBuffer *CBuffersCollection::GetLastCreateBuffer(void) { return this.m_list.At(this.m_list.Total()-1); } //+------------------------------------------------------------------+
The method simply returns the pointer to the buffer object which is the last in the list of buffer objects.
The method returning the list of buffer objects by ID:
//+------------------------------------------------------------------+ //| Return the list of buffers by ID | //+------------------------------------------------------------------+ CArrayObj *CBuffersCollection::GetListBufferByID(const int id) { CArrayObj *list=CSelect::ByBufferProperty(this.GetList(),BUFFER_PROP_ID,id,EQUAL); return list; } //+------------------------------------------------------------------+
Get the list of buffer objects featuring the ID equal to the one passed to the method.
Return the pointer to the obtained list from the method.
The method returning the list of buffer objects by the standard indicator type:
//+------------------------------------------------------------------+ //| Return the list of buffers by the standard indicator type | //+------------------------------------------------------------------+ CArrayObj *CBuffersCollection::GetListBufferByIndType(const ENUM_INDICATOR indicator_type) { CArrayObj *list=CSelect::ByBufferProperty(this.GetList(),BUFFER_PROP_IND_TYPE,indicator_type,EQUAL); return list; } //+------------------------------------------------------------------+
Get the list of buffer objects featuring the standard indicator type equal to the one passed to the method.
Return the pointer to the obtained list from the method.
The method returning the list of buffer objects by the standard indicator type and ID:
//+------------------------------------------------------------------+ //| Return the list of buffers by type and ID | //+------------------------------------------------------------------+ CArrayObj *CBuffersCollection::GetListBufferByTypeID(const ENUM_INDICATOR indicator_type,const int id) { CArrayObj *list=this.GetListBufferByIndType(indicator_type); list=CSelect::ByBufferProperty(list,BUFFER_PROP_ID,id,EQUAL); return list; } //+------------------------------------------------------------------+
First, get the list of buffer objects with the specified type of standard indicator in their properties. Next, sort the obtained list by buffer objects whose properties feature the specified ID.
The pointer to the resulting list is returned from the method.
The method returning the list of buffer objects belonging to some standard indicator:
//+------------------------------------------------------------------+ //| Return the list of indicator buffers | //| (featuring the ID of belonging to an indicator) | //+------------------------------------------------------------------+ CArrayObj *CBuffersCollection::GetListBuffersWithID(void) { CArrayObj *list=CSelect::ByBufferProperty(this.GetList(),BUFFER_PROP_ID,WRONG_VALUE,NO_EQUAL); return list; } //+------------------------------------------------------------------+
From the collection list of buffer objects, get the list of objects whose ID property is not equal to -1.
Return the pointer to the obtained list from the method.
The CEngine library main object class is the link between the program and the library.
Let's make the necessary improvements in the class file \MQL5\Include\DoEasy\Engine.mqh.
Add the method of re-creating all timeseries to the public class section:
//--- Re-create (1) the specified timeseries of the specified symbol, (2) all collection timeseries bool SeriesReCreate(const string symbol,const ENUM_TIMEFRAMES timeframe,const int rates_total=0,const uint required=0) { return this.m_time_series.ReCreateSeries(symbol,timeframe,rates_total,required); } bool SeriesReCreateAll(const int rates_total=0,const uint required=0) { return this.m_time_series.ReCreateSeriesAll(rates_total,required); }
The method simply returns the result of the timeseries collection method of the same name I have added above.
In the public section of the class, add the method returning the number of bars of the specified timeseries:
//--- Return (1) an empty, (2) partially filled timeseries CSeriesDE *SeriesGetSeriesEmpty(void) { return this.m_time_series.GetSeriesEmpty(); } CSeriesDE *SeriesGetSeriesIncompleted(void) { return this.m_time_series.GetSeriesIncompleted(); } //--- Return the umber of bars of the timeseries of the specified symbol/period int SeriesGetBarsTotal(const string symbol,const ENUM_TIMEFRAMES timeframe);
Implement the method outside the class body:
//+---------------------------------------------------------------------------+ //| Return the umber of bars of the timeseries of the specified symbol/period | //+---------------------------------------------------------------------------+ int CEngine::SeriesGetBarsTotal(const string symbol,const ENUM_TIMEFRAMES timeframe) { CSeriesDE *series=this.SeriesGetSeries(symbol,timeframe); if(series==NULL) return WRONG_VALUE; return (int)series.Bars(); } //+------------------------------------------------------------------+
Get the specified timeseries from the timeseries collection class and return the number of timeseries bars.
Previously, I had the method returning the last created buffer:
//--- Return the buffer by (1) the graphical series name, (2) timeframe, (3) Plot index, (4) collection list and (5) the last one in the list CBuffer *GetBufferByLabel(const string plot_label) { return this.m_buffers.GetBufferByLabel(plot_label); } CBuffer *GetBufferByTimeframe(const ENUM_TIMEFRAMES timeframe) { return this.m_buffers.GetBufferByTimeframe(timeframe);} CBuffer *GetBufferByPlot(const int plot_index) { return this.m_buffers.GetBufferByPlot(plot_index); } CBuffer *GetBufferByListIndex(const int index_list) { return this.m_buffers.GetBufferByListIndex(index_list);} CBuffer *GetLastBuffer(void);
and its implementation:
//+------------------------------------------------------------------+ //| Return the last indicator buffer | //| in the indicator buffer collection list | //+------------------------------------------------------------------+ CBuffer *CEngine::GetLastBuffer(void) { CArrayObj *list=this.GetListBuffers(); if(list==NULL) return NULL; return list.At(list.Total()-1); } //+------------------------------------------------------------------+
Remove the method implementation from the class listing replacing its declaration with the new method:
//--- Return the buffer by (1) the graphical series name, (2) timeframe, (3) Plot index, (4) collection list and (5) the last one in the list CBuffer *GetBufferByLabel(const string plot_label) { return this.m_buffers.GetBufferByLabel(plot_label); } CBuffer *GetBufferByTimeframe(const ENUM_TIMEFRAMES timeframe) { return this.m_buffers.GetBufferByTimeframe(timeframe);} CBuffer *GetBufferByPlot(const int plot_index) { return this.m_buffers.GetBufferByPlot(plot_index); } CBuffer *GetBufferByListIndex(const int index_list) { return this.m_buffers.GetBufferByListIndex(index_list);} CBuffer *GetLastCreateBuffer(void) { return this.m_buffers.GetLastCreateBuffer(); }
The method returns the result of the buffer collection class method of the same name considered above.
In the public class section, add one method for creating AC standard indicator and buffers for its operation:
//--- Create the new buffer (1) "Drawing with arrows", (2) "Line", (3) "Sections", (4) "Histogram from the zero line", //--- (5) "Histogram on two indicator buffers", (6) "Zigzag", (7) "Color filling between two levels", //--- (8) "Display as bars", (9) "Display as candles", calculated buffer bool BufferCreateArrow(void) { return this.m_buffers.CreateArrow(); } bool BufferCreateLine(void) { return this.m_buffers.CreateLine(); } bool BufferCreateSection(void) { return this.m_buffers.CreateSection(); } bool BufferCreateHistogram(void) { return this.m_buffers.CreateHistogram(); } bool BufferCreateHistogram2(void) { return this.m_buffers.CreateHistogram2(); } bool BufferCreateZigZag(void) { return this.m_buffers.CreateZigZag(); } bool BufferCreateFilling(void) { return this.m_buffers.CreateFilling(); } bool BufferCreateBars(void) { return this.m_buffers.CreateBars(); } bool BufferCreateCandles(void) { return this.m_buffers.CreateCandles(); } bool BufferCreateCalculate(void) { return this.m_buffers.CreateCalculate(); } //--- The methods of creating standard indicators and buffer objects for them bool BufferCreateAC(const string symbol,const ENUM_TIMEFRAMES timeframe,const int id) { return(this.m_buffers.CreateAC(symbol,timeframe,id)!=INVALID_HANDLE); } //--- Initialize all drawn buffers by a (1) specified value, (2) empty value set for the buffer object
The method returns the result of AC indicator creation method of the same name from the indicator buffer collection class I have considered above. The methods for creating other standard indicators are to be added in the following articles.
Implementing the method of preparing calculated buffer data for the standard indicator (only for AC so far):
//+------------------------------------------------------------------+ //| Prepare the calculated buffer data | //| of the specified standard indicator | //+------------------------------------------------------------------+ int CBuffersCollection::PreparingDataBufferStdInd(const ENUM_INDICATOR std_ind,const int id,const int total_copy) { CArrayObj *list=this.GetListBufferByTypeID(std_ind,id); list=CSelect::ByBufferProperty(list,BUFFER_PROP_TYPE,BUFFER_TYPE_CALCULATE,EQUAL); if(list==NULL || list.Total()==0) return 0; CBufferCalculate *buffer=NULL; int copies=WRONG_VALUE; switch((int)std_ind) { case IND_AC : buffer=list.At(0); if(buffer==NULL) return 0; copies=buffer.FillAsSeries(buffer.IndicatorHandle(),0,0,total_copy); return copies; case IND_AD : break; case IND_ADX : break; case IND_ADXW : break; case IND_ALLIGATOR : break; case IND_AMA : break; case IND_AO : break; case IND_ATR : break; case IND_BANDS : break; case IND_BEARS : break; case IND_BULLS : break; case IND_BWMFI : break; case IND_CCI : break; case IND_CHAIKIN : break; case IND_DEMA : break; case IND_DEMARKER : break; case IND_ENVELOPES : break; case IND_FORCE : break; case IND_FRACTALS : break; case IND_FRAMA : break; case IND_GATOR : break; case IND_ICHIMOKU : break; case IND_MA : break; case IND_MACD : break; case IND_MFI : break; case IND_MOMENTUM : break; case IND_OBV : break; case IND_OSMA : break; case IND_RSI : break; case IND_RVI : break; case IND_SAR : break; case IND_STDDEV : break; case IND_STOCHASTIC : break; case IND_TEMA : break; case IND_TRIX : break; case IND_VIDYA : break; case IND_VOLUMES : break; case IND_WPR : break; default: break; } return 0; } //+------------------------------------------------------------------+
Get the list of buffer objects by indicator type and ID, leave only calculated buffers in the obtained list, get the very first (and only for AC) calculated buffer from the list, fill in the calculated buffer with the specified amount of data and return the number of successfully copied data from the indicator handle to the calculated buffer.
Implementing the method of clearing the calculated buffer data for the standard indicator by the specified index (only for AC so far):
//+------------------------------------------------------------------+ //| Clear buffer data of the specified standard indicator | //| by the timeseries index | //+------------------------------------------------------------------+ void CBuffersCollection::ClearDataBufferStdInd(const ENUM_INDICATOR std_ind,const int id,const int series_index) { CArrayObj *list=this.GetListBufferByID(id); if(list==NULL) return; list=CSelect::ByBufferProperty(list,BUFFER_PROP_TYPE,BUFFER_TYPE_DATA,EQUAL); if(list.Total()==0) return; CBuffer *buffer=NULL; switch((int)std_ind) { case IND_AC : buffer=list.At(0); if(buffer==NULL) return; buffer.SetBufferValue(0,series_index,buffer.EmptyValue()); break; case IND_AD : break; case IND_ADX : break; case IND_ADXW : break; case IND_ALLIGATOR : break; case IND_AMA : break; case IND_AO : break; case IND_ATR : break; case IND_BANDS : break; case IND_BEARS : break; case IND_BULLS : break; case IND_BWMFI : break; case IND_CCI : break; case IND_CHAIKIN : break; case IND_DEMA : break; case IND_DEMARKER : break; case IND_ENVELOPES : break; case IND_FORCE : break; case IND_FRACTALS : break; case IND_FRAMA : break; case IND_GATOR : break; case IND_ICHIMOKU : break; case IND_MA : break; case IND_MACD : break; case IND_MFI : break; case IND_MOMENTUM : break; case IND_OBV : break; case IND_OSMA : break; case IND_RSI : break; case IND_RVI : break; case IND_SAR : break; case IND_STDDEV : break; case IND_STOCHASTIC : break; case IND_TEMA : break; case IND_TRIX : break; case IND_VIDYA : break; case IND_VOLUMES : break; case IND_WPR : break; default: break; } } //+------------------------------------------------------------------+
The method works similarly to the data preparation method. But instead of copying data from the indicator handle to the calculated buffer, the empty value set for the buffer object by the specified index to the drawn buffer is specified here.
Implementing the method of filling the drawn buffer on the current chart with standard indicator data from any symbol/timeframe (only for AC so far):
//+------------------------------------------------------------------+ //| Set values for the current chart to the specified buffer | //| of the standard indicator by the timeseries index according to | //| the buffer object symbol/period | //+------------------------------------------------------------------+ bool CBuffersCollection::SetDataBufferStdInd(const ENUM_INDICATOR ind_type,const int id,const int series_index,const datetime series_time,const char color_index=WRONG_VALUE) { //--- Get the list of buffer objects with ID CArrayObj *list=this.GetListBufferByTypeID(ind_type,id); if(list==NULL) return false; //--- Get the list of drawn objects with ID CArrayObj *list_data=CSelect::ByBufferProperty(list,BUFFER_PROP_TYPE,BUFFER_TYPE_DATA,EQUAL); list_data=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_TYPE,ind_type,EQUAL); //--- Get the list of calculated buffers with ID CArrayObj *list_calc=CSelect::ByBufferProperty(list,BUFFER_PROP_TYPE,BUFFER_TYPE_CALCULATE,EQUAL); list_calc=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_TYPE,ind_type,EQUAL); //--- Exit if any of the lists is empty if(list_data.Total()==0 || list_calc.Total()==0) return false; //--- Declare the necessary objects and variables CBuffer *buffer_data=NULL; CBuffer *buffer_calc=NULL; int index_period=0; int series_index_start=0; int num_bars=1,index=0; datetime time_period=0; double value0=EMPTY_VALUE, value1=EMPTY_VALUE; //--- Depending on the standard indicator type switch((int)ind_type) { case IND_AC : //--- Get drawn and calculated buffer objects buffer_data=list_data.At(0); buffer_calc=list_calc.At(0); if(buffer_calc==NULL || buffer_data==NULL || buffer_calc.GetDataTotal(0)==0) return false; //--- Find the bar index corresponding to the current bar start time index_period=::iBarShift(buffer_calc.Symbol(),buffer_calc.Timeframe(),series_time,true); if(index_period==WRONG_VALUE || index_period>buffer_calc.GetDataTotal()-1) return false; //--- Get the value by the index from the indicator buffer value0=buffer_calc.GetDataBufferValue(0,index_period); if(buffer_calc.Symbol()==::Symbol() && buffer_calc.Timeframe()==::Period()) { series_index_start=series_index; num_bars=1; } else { //--- Get the bar time the bar with the index_period index falls into on the calculated buffer period and symbol time_period=::iTime(buffer_calc.Symbol(),buffer_calc.Timeframe(),index_period); if(time_period==0) return false; //--- Get the appropriate current chart bar series_index_start=::iBarShift(::Symbol(),::Period(),time_period,true); if(series_index_start==WRONG_VALUE) return false; //--- Calculate the number of bars on the current chart which should be filled with calculated buffer data num_bars=::PeriodSeconds(buffer_calc.Timeframe())/::PeriodSeconds(PERIOD_CURRENT); if(num_bars==0) num_bars=1; } //--- Take values to calculate colors value1=(series_index_start+num_bars>buffer_data.GetDataTotal()-1 ? value0 : buffer_data.GetDataBufferValue(0,series_index_start+num_bars)); //--- In the loop by the number of bars in num_bars, fill in the drawn buffer with the calculated buffer value taken by the index_period index //--- and set the color of the drawn buffer depending on the value0 and value1 values ratio for(int i=0;i<num_bars;i++) { index=series_index_start-i; buffer_data.SetBufferValue(0,index,value0); buffer_data.SetBufferColorIndex(index,uchar(value0>value1 ? 0 : value0<value1 ? 1 : 2)); } break; case IND_AD : break; case IND_ADX : break; case IND_ADXW : break; case IND_ALLIGATOR : break; case IND_AMA : break; case IND_AO : break; case IND_ATR : break; case IND_BANDS : break; case IND_BEARS : break; case IND_BULLS : break; case IND_BWMFI : break; case IND_CCI : break; case IND_CHAIKIN : break; case IND_DEMA : break; case IND_DEMARKER : break; case IND_ENVELOPES : break; case IND_FORCE : break; case IND_FRACTALS : break; case IND_FRAMA : break; case IND_GATOR : break; case IND_ICHIMOKU : break; case IND_MA : break; case IND_MACD : break; case IND_MFI : break; case IND_MOMENTUM : break; case IND_OBV : break; case IND_OSMA : break; case IND_RSI : break; case IND_RVI : break; case IND_SAR : break; case IND_STDDEV : break; case IND_STOCHASTIC : break; case IND_TEMA : break; case IND_TRIX : break; case IND_VIDYA : break; case IND_VOLUMES : break; case IND_WPR : break; default: break; } return true; } //+------------------------------------------------------------------+
The entire method logic related to data calculation for AC is thoroughly described in comments.
At the very end of the class body, declare two methods for handling library events:
public: //--- Create and return the composite magic number from the specified magic number value, the first and second group IDs and the pending request ID uint SetCompositeMagicNumber(ushort magic_id,const uchar group_id1=0,const uchar group_id2=0,const uchar pending_req_id=0); //--- Handling DoEasy library events void OnDoEasyEvent(const int id,const long &lparam,const double &dparam,const string &sparam); //--- Working with events in the tester void EventsHandling(void); }; //+------------------------------------------------------------------+
Previously, I used the functions having the same names as the newly declared methods in order to handle library events in custom programs. We passed these functions from one program to another without any changes. This suggests that these handlers can be transferred to the library, while in the program, we can simply receive the flags of the occurred events (receiving the flags, as well as the event flags themselves and the ability to handle events in custom programs are to be implemented later).
I have already moved these functions from the test indicator to the CEngine class listing using them to implement the methods declared above:
//+------------------------------------------------------------------+ //| Handling DoEasy library events | //+------------------------------------------------------------------+ void CEngine::OnDoEasyEvent(const int id,const long &lparam,const double &dparam,const string &sparam) { int idx=id-CHARTEVENT_CUSTOM; //--- Retrieve (1) event time milliseconds, (2) reason and (3) source from lparam, as well as (4) set the exact event time ushort msc=this.EventMSC(lparam); ushort reason=this.EventReason(lparam); ushort source=this.EventSource(lparam); long time=::TimeCurrent()*1000+msc; //--- Handling symbol events if(source==COLLECTION_SYMBOLS_ID) { CSymbol *symbol=this.GetSymbolObjByName(sparam); if(symbol==NULL) return; //--- Number of decimal places in the event value - in case of a 'long' event, it is 0, otherwise - Digits() of a symbol int digits=(idx<SYMBOL_PROP_INTEGER_TOTAL ? 0 : symbol.Digits()); //--- Event text description string id_descr=(idx<SYMBOL_PROP_INTEGER_TOTAL ? symbol.GetPropertyDescription((ENUM_SYMBOL_PROP_INTEGER)idx) : symbol.GetPropertyDescription((ENUM_SYMBOL_PROP_DOUBLE)idx)); //--- Property change text value string value=::DoubleToString(dparam,digits); //--- Check event reasons and display its description in the journal if(reason==BASE_EVENT_REASON_INC) { ::Print(DFUN,symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_DEC) { ::Print(DFUN,symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_MORE_THEN) { ::Print(DFUN,symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_LESS_THEN) { ::Print(DFUN,symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_EQUALS) { ::Print(DFUN,symbol.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } } //--- Handling account events else if(source==COLLECTION_ACCOUNT_ID) { CAccount *account=this.GetAccountCurrent(); if(account==NULL) return; //--- Number of decimal places in the event value - in case of a 'long' event, it is 0, otherwise - Digits() of a symbol int digits=int(idx<ACCOUNT_PROP_INTEGER_TOTAL ? 0 : account.CurrencyDigits()); //--- Event text description string id_descr=(idx<ACCOUNT_PROP_INTEGER_TOTAL ? account.GetPropertyDescription((ENUM_ACCOUNT_PROP_INTEGER)idx) : account.GetPropertyDescription((ENUM_ACCOUNT_PROP_DOUBLE)idx)); //--- Property change text value string value=::DoubleToString(dparam,digits); //--- Checking event reasons and handling the increase of funds by a specified value, //--- Display an event in the journal if(reason==BASE_EVENT_REASON_INC) { ::Print(DFUN,account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_DEC) { ::Print(DFUN,account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_MORE_THEN) { ::Print(DFUN,account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_LESS_THEN) { ::Print(DFUN,account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } if(reason==BASE_EVENT_REASON_EQUALS) { ::Print(DFUN,account.EventDescription(idx,(ENUM_BASE_EVENT_REASON)reason,source,value,id_descr,digits)); } } //--- Handling market watch window events else if(idx>MARKET_WATCH_EVENT_NO_EVENT && idx<SYMBOL_EVENTS_NEXT_CODE) { //--- Market Watch window event string descr=this.GetMWEventDescription((ENUM_MW_EVENT)idx); string name=(idx==MARKET_WATCH_EVENT_SYMBOL_SORT ? "" : ": "+sparam); Print(TimeMSCtoString(lparam)," ",descr,name); } //--- Handling timeseries events else if(idx>SERIES_EVENTS_NO_EVENT && idx<SERIES_EVENTS_NEXT_CODE) { //--- "New bar" event if(idx==SERIES_EVENTS_NEW_BAR) { ::Print(DFUN,TextByLanguage("Новый бар на ","New Bar on "),sparam," ",TimeframeDescription((ENUM_TIMEFRAMES)dparam),": ",TimeToString(lparam)); CArrayObj *list=this.m_buffers.GetListBuffersWithID(); if(list!=NULL) { int total=list.Total(); for(int i=0;i<total;i++) { CBuffer *buff=list.At(i); if(buff==NULL) continue; string symbol=sparam; ENUM_TIMEFRAMES timeframe=(ENUM_TIMEFRAMES)dparam; if(buff.TypeBuffer()==BUFFER_TYPE_DATA || buff.IndicatorType()==WRONG_VALUE) continue; if(buff.Symbol()==symbol && buff.Timeframe()==timeframe ) { CSeriesDE *series=this.SeriesGetSeries(symbol,timeframe); if(series==NULL) continue; int count=::fmin(buff.GetDataTotal(),buff.IndicatorBarsCalculated()); this.m_buffers.PreparingDataBufferStdInd(buff.IndicatorType(),buff.ID(),count); } } } } //--- "Bars skipped" event if(idx==SERIES_EVENTS_MISSING_BARS) { ::Print(DFUN,TextByLanguage("Пропущены бары на ","Missed bars on "),sparam," ",TimeframeDescription((ENUM_TIMEFRAMES)dparam),": ",(string)lparam); } } //--- Handling trading events else if(idx>TRADE_EVENT_NO_EVENT && idx<TRADE_EVENTS_NEXT_CODE) { //--- Get the list of trading events CArrayObj *list=this.GetListAllOrdersEvents(); if(list==NULL) return; //--- get the event index shift relative to the end of the list //--- in the tester, the shift is passed by the lparam parameter to the event handler //--- outside the tester, events are sent one by one and handled in OnChartEvent() int shift=(this.IsTester() ? (int)lparam : 0); CEvent *event=list.At(list.Total()-1-shift); if(event==NULL) return; //--- Accrue the credit if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_CREDIT) { ::Print(DFUN,event.TypeEventDescription()); } //--- Additional charges if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_CHARGE) { ::Print(DFUN,event.TypeEventDescription()); } //--- Correction if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_CORRECTION) { ::Print(DFUN,event.TypeEventDescription()); } //--- Enumerate bonuses if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_BONUS) { ::Print(DFUN,event.TypeEventDescription()); } //--- Additional commissions if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_COMISSION) { ::Print(DFUN,event.TypeEventDescription()); } //--- Daily commission if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_COMISSION_DAILY) { ::Print(DFUN,event.TypeEventDescription()); } //--- Monthly commission if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_COMISSION_MONTHLY) { ::Print(DFUN,event.TypeEventDescription()); } //--- Daily agent commission if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_COMISSION_AGENT_DAILY) { ::Print(DFUN,event.TypeEventDescription()); } //--- Monthly agent commission if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_COMISSION_AGENT_MONTHLY) { ::Print(DFUN,event.TypeEventDescription()); } //--- Interest rate if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_INTEREST) { ::Print(DFUN,event.TypeEventDescription()); } //--- Canceled buy deal if(event.TypeEvent()==TRADE_EVENT_BUY_CANCELLED) { ::Print(DFUN,event.TypeEventDescription()); } //--- Canceled sell deal if(event.TypeEvent()==TRADE_EVENT_SELL_CANCELLED) { ::Print(DFUN,event.TypeEventDescription()); } //--- Dividend operations if(event.TypeEvent()==TRADE_EVENT_DIVIDENT) { ::Print(DFUN,event.TypeEventDescription()); } //--- Accrual of franked dividend if(event.TypeEvent()==TRADE_EVENT_DIVIDENT_FRANKED) { ::Print(DFUN,event.TypeEventDescription()); } //--- Tax charges if(event.TypeEvent()==TRADE_EVENT_TAX) { ::Print(DFUN,event.TypeEventDescription()); } //--- Replenishing account balance if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_BALANCE_REFILL) { ::Print(DFUN,event.TypeEventDescription()); } //--- Withdrawing funds from balance if(event.TypeEvent()==TRADE_EVENT_ACCOUNT_BALANCE_WITHDRAWAL) { ::Print(DFUN,event.TypeEventDescription()); } //--- Pending order placed if(event.TypeEvent()==TRADE_EVENT_PENDING_ORDER_PLASED) { ::Print(DFUN,event.TypeEventDescription()); } //--- Pending order removed if(event.TypeEvent()==TRADE_EVENT_PENDING_ORDER_REMOVED) { ::Print(DFUN,event.TypeEventDescription()); } //--- Pending order activated by price if(event.TypeEvent()==TRADE_EVENT_PENDING_ORDER_ACTIVATED) { ::Print(DFUN,event.TypeEventDescription()); } //--- Pending order partially activated by price if(event.TypeEvent()==TRADE_EVENT_PENDING_ORDER_ACTIVATED_PARTIAL) { ::Print(DFUN,event.TypeEventDescription()); } //--- Position opened if(event.TypeEvent()==TRADE_EVENT_POSITION_OPENED) { ::Print(DFUN,event.TypeEventDescription()); } //--- Position opened partially if(event.TypeEvent()==TRADE_EVENT_POSITION_OPENED_PARTIAL) { ::Print(DFUN,event.TypeEventDescription()); } //--- Position closed if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED) { ::Print(DFUN,event.TypeEventDescription()); } //--- Position closed by an opposite one if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_BY_POS) { ::Print(DFUN,event.TypeEventDescription()); } //--- Position closed by StopLoss if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_BY_SL) { ::Print(DFUN,event.TypeEventDescription()); } //--- Position closed by TakeProfit if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_BY_TP) { ::Print(DFUN,event.TypeEventDescription()); } //--- Position reversal by a new deal (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_REVERSED_BY_MARKET) { ::Print(DFUN,event.TypeEventDescription()); } //--- Position reversal by activating a pending order (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_REVERSED_BY_PENDING) { ::Print(DFUN,event.TypeEventDescription()); } //--- Position reversal by partial market order execution (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_REVERSED_BY_MARKET_PARTIAL) { ::Print(DFUN,event.TypeEventDescription()); } //--- Position reversal by activating a pending order (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_REVERSED_BY_PENDING_PARTIAL) { ::Print(DFUN,event.TypeEventDescription()); } //--- Added volume to a position by a new deal (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_VOLUME_ADD_BY_MARKET) { ::Print(DFUN,event.TypeEventDescription()); } //--- Added volume to a position by partial execution of a market order (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_VOLUME_ADD_BY_MARKET_PARTIAL) { ::Print(DFUN,event.TypeEventDescription()); } //--- Added volume to a position by activating a pending order (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_VOLUME_ADD_BY_PENDING) { ::Print(DFUN,event.TypeEventDescription()); } //--- Added volume to a position by partial activation of a pending order (netting) if(event.TypeEvent()==TRADE_EVENT_POSITION_VOLUME_ADD_BY_PENDING_PARTIAL) { ::Print(DFUN,event.TypeEventDescription()); } //--- Position closed partially if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL) { ::Print(DFUN,event.TypeEventDescription()); } //--- Position partially closed by an opposite one if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL_BY_POS) { ::Print(DFUN,event.TypeEventDescription()); } //--- Position closed partially by StopLoss if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL_BY_SL) { ::Print(DFUN,event.TypeEventDescription()); } //--- Position closed partially by TakeProfit if(event.TypeEvent()==TRADE_EVENT_POSITION_CLOSED_PARTIAL_BY_TP) { ::Print(DFUN,event.TypeEventDescription()); } //--- StopLimit order activation if(event.TypeEvent()==TRADE_EVENT_TRIGGERED_STOP_LIMIT_ORDER) { ::Print(DFUN,event.TypeEventDescription()); } //--- Changing order price if(event.TypeEvent()==TRADE_EVENT_MODIFY_ORDER_PRICE) { ::Print(DFUN,event.TypeEventDescription()); } //--- Changing order and StopLoss price if(event.TypeEvent()==TRADE_EVENT_MODIFY_ORDER_PRICE_SL) { ::Print(DFUN,event.TypeEventDescription()); } //--- Changing order and TakeProfit price if(event.TypeEvent()==TRADE_EVENT_MODIFY_ORDER_PRICE_TP) { ::Print(DFUN,event.TypeEventDescription()); } //--- Changing order, StopLoss and TakeProfit price if(event.TypeEvent()==TRADE_EVENT_MODIFY_ORDER_PRICE_SL_TP) { ::Print(DFUN,event.TypeEventDescription()); } //--- Changing order's StopLoss and TakeProfit price if(event.TypeEvent()==TRADE_EVENT_MODIFY_ORDER_SL_TP) { ::Print(DFUN,event.TypeEventDescription()); } //--- Changing order's StopLoss if(event.TypeEvent()==TRADE_EVENT_MODIFY_ORDER_SL) { ::Print(DFUN,event.TypeEventDescription()); } //--- Changing order's TakeProfit if(event.TypeEvent()==TRADE_EVENT_MODIFY_ORDER_TP) { ::Print(DFUN,event.TypeEventDescription()); } //--- Changing position's StopLoss and TakeProfit if(event.TypeEvent()==TRADE_EVENT_MODIFY_POSITION_SL_TP) { ::Print(DFUN,event.TypeEventDescription()); } //--- Changing position StopLoss if(event.TypeEvent()==TRADE_EVENT_MODIFY_POSITION_SL) { ::Print(DFUN,event.TypeEventDescription()); } //--- Changing position TakeProfit if(event.TypeEvent()==TRADE_EVENT_MODIFY_POSITION_TP) { ::Print(DFUN,event.TypeEventDescription()); } } } //+------------------------------------------------------------------+ //| Working with events in the tester | //+------------------------------------------------------------------+ void CEngine::EventsHandling(void) { //--- If a trading event is present if(this.IsTradeEvent()) { //--- Number of trading events occurred simultaneously int total=this.GetTradeEventsTotal(); for(int i=0;i<total;i++) { //--- Get the next event from the list of simultaneously occurred events by index CEventBaseObj *event=this.GetTradeEventByIndex(i); if(event==NULL) continue; long lparam=i; double dparam=event.DParam(); string sparam=event.SParam(); this.OnDoEasyEvent(CHARTEVENT_CUSTOM+event.ID(),lparam,dparam,sparam); } } //--- If there is an account event if(this.IsAccountsEvent()) { //--- Get the list of all account events occurred simultaneously CArrayObj* list=this.GetListAccountEvents(); if(list!=NULL) { //--- Get the next event in a loop int total=list.Total(); for(int i=0;i<total;i++) { //--- take an event from the list CEventBaseObj *event=list.At(i); if(event==NULL) continue; //--- Send an event to the event handler long lparam=event.LParam(); double dparam=event.DParam(); string sparam=event.SParam(); this.OnDoEasyEvent(CHARTEVENT_CUSTOM+event.ID(),lparam,dparam,sparam); } } } //--- If there is a symbol collection event if(this.IsSymbolsEvent()) { //--- Get the list of all symbol events occurred simultaneously CArrayObj* list=this.GetListSymbolsEvents(); if(list!=NULL) { //--- Get the next event in a loop int total=list.Total(); for(int i=0;i<total;i++) { //--- take an event from the list CEventBaseObj *event=list.At(i); if(event==NULL) continue; //--- Send an event to the event handler long lparam=event.LParam(); double dparam=event.DParam(); string sparam=event.SParam(); this.OnDoEasyEvent(CHARTEVENT_CUSTOM+event.ID(),lparam,dparam,sparam); } } } //--- If there is a timeseries collection event if(this.IsSeriesEvent()) { //--- Get the list of all timeseries events occurred simultaneously CArrayObj* list=this.GetListSeriesEvents(); if(list!=NULL) { //--- Get the next event in a loop int total=list.Total(); for(int i=0;i<total;i++) { //--- take an event from the list CEventBaseObj *event=list.At(i); if(event==NULL) continue; //--- Send an event to the event handler long lparam=event.LParam(); double dparam=event.DParam(); string sparam=event.SParam(); this.OnDoEasyEvent(CHARTEVENT_CUSTOM+event.ID(),lparam,dparam,sparam); } } } } //+------------------------------------------------------------------+
I have already considered these functions (which are now CEngine class methods) in the starting library description articles when developing test EAs. The method listing clearly shows that almost each event is accompanied by a journal entry. Accordingly, it is possible to create the list of event flags in the global visibility scope and simply set the required flags. In custom programs, it is easier to implement handlers of each of the activated flags. I will do that later.
Thus, we no longer need to specify these handlers in each custom program.
The class features the calculate event handler called from the indicator. If the value returned by the handler is equal to zero, this means that not all timeseries used in the indicator have been constructed yet. The indicator should exit OnCalculate() with the return code of 0, which means waiting for the next tick and indicating that no data has been calculated.
Since I am adding handling standard indicators, it is necessary to make sure that the created indicator has been calculated.
To find the amount of calculated data, we may use the BarsCalculated() function returning the amount of data already calculated by the indicator. If data has not been calculated yet, the function returns -1.
Add the check for successful calculation of all created standard indicators in the buffer collection to the method handling the 'calculate' event:
//+------------------------------------------------------------------+ //| Calculate event handler | //+------------------------------------------------------------------+ int CEngine::OnCalculate(SDataCalculate &data_calculate,const uint required=0) { //--- If this is not an indicator, exit if(this.m_program!=PROGRAM_INDICATOR) return 0; //--- Re-create empty timeseries //--- If at least one of the timeseries is not synchronized, return zero if(!this.SeriesSync(data_calculate,required)) return 0; //--- Update the timeseries of the current symbol (not in the tester) and //--- return either 0 (in case there are empty timeseries), or rates_total if(!this.IsTester()) this.SeriesRefresh(NULL,data_calculate); int res=(this.SeriesGetSeriesEmpty()==NULL ? data_calculate.rates_total : 0); //--- Check the amount of calculated standard indicator data CArrayObj *list=m_buffers.GetListBuffersWithID(); if(list!=NULL) { //--- In a loop by the number of buffers having an ID int total=list.Total(); for(int i=0;i<total;i++) { //--- get the next calculated buffer using the standard indicator CBuffer *buff=list.At(i); if(buff==NULL || buff.TypeBuffer()==BUFFER_TYPE_DATA || buff.IndicatorHandle()==INVALID_HANDLE) continue; //--- if the indicator data is not calculated yet, return zero if(buff.IndicatorBarsCalculated()==WRONG_VALUE) return 0; } } return res; } //+------------------------------------------------------------------+
The logic of handling created indicator data is described in the method listing.
As the final touch in the revision of the library in the current article, I am going to add the current chart period to the list of used timeframes.
The file of the library service functions E:\MetaQuotes\MetaTrader 5\MQL5\Include\DoEasy\Services\DELib.mqh features the function preparing the list of used timeframes. If the current chart period is not specified in the program settings, the library does not create its timeseries. But we constantly need the timeseries for our work.
Let's improve the CreateUsedTimeframesArray() function by adding the code block for specifying the current chart period in the list of used timeframes:
//+------------------------------------------------------------------+ //| Prepare the array of timeframes for the timeseries collection | //+------------------------------------------------------------------+ bool CreateUsedTimeframesArray(const ENUM_TIMEFRAMES_MODE mode_used_periods,string defined_used_periods,string &used_periods_array[]) { //--- If working with the current chart period, fill the array with the current timeframe description string if(mode_used_periods==TIMEFRAMES_MODE_CURRENT) { ArrayResize(used_periods_array,1,21); used_periods_array[0]=TimeframeDescription((ENUM_TIMEFRAMES)Period()); return true; } //--- If working with a predefined set of chart periods (from the defined_used_periods string) else if(mode_used_periods==TIMEFRAMES_MODE_LIST) { //--- Set comma as a separator (defined in the Datas.mqh file, page 11) string separator=INPUT_SEPARATOR; //--- Fill in the array of parameters from the string with predefined timeframes int n=StringParamsPrepare(defined_used_periods,separator,used_periods_array); //--- if nothing is found, display the appropriate message (working with the current period is selected automatically) if(n<1) { int err_code=GetLastError(); string err= (n==0 ? DFUN_ERR_LINE+CMessage::Text(MSG_LIB_SYS_ERROR_EMPTY_PERIODS_STRING)+TimeframeDescription((ENUM_TIMEFRAMES)Period()) : DFUN_ERR_LINE+CMessage::Text(MSG_LIB_SYS_FAILED_PREPARING_PERIODS_ARRAY)+(string)err_code+": "+CMessage::Text(err_code) ); Print(err); //--- Set the current period to the array ArrayResize(used_periods_array,1,21); used_periods_array[0]=TimeframeDescription((ENUM_TIMEFRAMES)Period()); return false; } } //--- If working with the full list of timeframes, fill in the array with strings describing all timeframes else { ArrayResize(used_periods_array,21,21); for(int i=0;i<21;i++) used_periods_array[i]=TimeframeDescription(TimeframeByEnumIndex(uchar(i+1))); } //--- Add the current chart timeframe to the list of used periods bool f=false; for(int i=0;i<ArraySize(used_periods_array);i++) { if(used_periods_array[i]==TimeframeDescription((ENUM_TIMEFRAMES)Period())) { f=true; break; } } //--- If the list of used periods features no timeframe of the current chart if(!f) { //--- Increase the array of used periods by 1 and add the current chart period to it ArrayResize(used_periods_array,ArraySize(used_periods_array)+1); used_periods_array[ArraySize(used_periods_array)-1]=TimeframeDescription((ENUM_TIMEFRAMES)Period()); } //--- All is successful return true; } //+------------------------------------------------------------------+
This concludes improvements of library classes.
It is time to test the development of the Accelerator Oscillator multi-symbol multi-period standard indicator.
Test
To perform the test, I will use the indicator from the previous article and save it in \MQL5\Indicators\TestDoEasy\Part47\ as TestDoEasyPart47.mq5.
We need to specify which symbol and timeframe to use when calculating the standard AcceleratorOscillator indicator in the indicator settings. The indicator is to display that data in the current chart subwindow.
The indicator header is to be as follows:
//+------------------------------------------------------------------+ //| TestDoEasyPart47.mq5 | //| Copyright 2020, MetaQuotes Software Corp. | //| https://mql5.com/en/users/artmedia70 | //+------------------------------------------------------------------+ #property copyright "Copyright 2020, MetaQuotes Software Corp." #property link "https://mql5.com/en/users/artmedia70" #property version "1.00" //--- includes #include <DoEasy\Engine.mqh> //--- properties #property indicator_separate_window #property indicator_buffers 3 #property indicator_plots 1 //--- classes //--- enums //--- defines //--- structures //--- input variables sinput string InpUsedSymbols = "GBPUSD"; // Used symbol (one only) sinput ENUM_TIMEFRAMES InpPeriod = PERIOD_M30; // Used chart period //--- sinput bool InpUseSounds = true; // Use sounds //--- indicator buffers //--- global variables ENUM_SYMBOLS_MODE InpModeUsedSymbols= SYMBOLS_MODE_DEFINES; // Mode of used symbols list ENUM_TIMEFRAMES_MODE InpModeUsedTFs = TIMEFRAMES_MODE_LIST; // Mode of used timeframes list string InpUsedTFs; // List of used timeframes CEngine engine; // CEngine library main object string prefix; // Prefix of graphical object names int min_bars; // The minimum number of bars for the indicator calculation int used_symbols_mode; // Mode of working with symbols string array_used_symbols[]; // The array for passing used symbols to the library string array_used_periods[]; // The array for passing used timeframes to the library //+------------------------------------------------------------------+
Specify only one symbol and symbol chart period to be used to calculate AC indicator.
In the OnInit() handler, create standard AC indicator featuring the parameters specified in the indicator inputs, its ID (equal to 1) and the buffers for working with it:
//+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- Write the name of the working timeframe selected in the settings to the InpUsedTFs variable InpUsedTFs=TimeframeDescription(InpPeriod); //--- Initialize DoEasy library OnInitDoEasy(); //--- Set indicator global variables prefix=engine.Name()+"_"; //--- calculate the number of bars of the current period fitting in the maximum used period //--- Use the obtained value if it exceeds 2, otherwise use 2 int num_bars=NumberBarsInTimeframe(InpPeriod); min_bars=(num_bars>2 ? num_bars : 2); //--- Check and remove remaining indicator graphical objects if(IsPresentObectByPrefix(prefix)) ObjectsDeleteAll(0,prefix); //--- Create the button panel //--- Check playing a standard sound using macro substitutions engine.PlaySoundByDescription(SND_OK); //--- Wait for 600 milliseconds engine.Pause(600); engine.PlaySoundByDescription(SND_NEWS); //--- indicator buffers mapping //--- Create all the necessary buffer objects for constructing AO engine.BufferCreateAC(InpUsedSymbols,InpPeriod,1); //--- Check the number of buffers specified in the 'properties' block if(engine.BuffersPropertyPlotsTotal()!=indicator_plots) Alert(TextByLanguage("Внимание! Значение \"indicator_plots\" должно быть ","Attention! Value of \"indicator_plots\" should be "),engine.BuffersPropertyPlotsTotal()); if(engine.BuffersPropertyBuffersTotal()!=indicator_buffers) Alert(TextByLanguage("Внимание! Значение \"indicator_buffers\" должно быть ","Attention! Value of \"indicator_buffers\" should be "),engine.BuffersPropertyBuffersTotal()); //--- Create the color array and set non-default colors to all buffers within the collection color array_colors[]={clrGreen,clrRed,clrGray}; engine.BuffersSetColors(array_colors); //--- Display short descriptions of created indicator buffers engine.BuffersPrintShort(); //--- Set the short name for the indicator and bit depth IndicatorSetString(INDICATOR_SHORTNAME,"AC("+InpUsedSymbols+","+TimeframeDescription(InpPeriod)+")"); IndicatorSetInteger(INDICATOR_DIGITS,(int)SymbolInfoInteger(InpUsedSymbols,SYMBOL_DIGITS)+2); //--- Successful return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+
In OnCalculate(), first prepare AC indicator calculated buffer data. Next, in the main indicator loop, fill in drawn buffer data on the current chart with data from the AC indicator calculated buffer:
//+------------------------------------------------------------------+ //| OnCalculate code block for working with the library: | //+------------------------------------------------------------------+ //--- Pass the current symbol data from OnCalculate() to the price structure and set the "as timeseries" flag to the arrays CopyDataAsSeries(rates_total,prev_calculated,time,open,high,low,close,tick_volume,volume,spread); //--- Check for the minimum number of bars for calculation if(rates_total<min_bars || Point()==0) return 0; //--- Handle the Calculate event in the library //--- If the OnCalculate() method of the library returns zero, not all timeseries are ready - leave till the next tick if(engine.0) return 0; //--- If working in the tester if(MQLInfoInteger(MQL_TESTER)) { engine.OnTimer(rates_data); // Working in the library timer engine.EventsHandling(); // Working with library events } //+------------------------------------------------------------------+ //| OnCalculate code block for working with the indicator: | //+------------------------------------------------------------------+ //--- Check and calculate the number of calculated bars //--- If limit = 0, there are no new bars - calculate the current one //--- If limit = 1, a new bar has appeared - calculate the first and the current ones //--- limit > 1 means the first launch or changes in history - the full recalculation of all data int limit=rates_total-prev_calculated; //--- Recalculate the entire history if(limit>1) { limit=rates_total-1; engine.BuffersInitPlots(); engine.BuffersInitCalculates(); } //--- Prepare data int bars_total=engine.SeriesGetBarsTotal(InpUsedSymbols,InpPeriod); int total_copy=(limit<min_bars ? min_bars : fmin(limit,bars_total)); //--- Fill in the calculated buffer with AO data CArrayObj *list=engine.GetBuffersCollection().GetListBuffersWithID(); if(list!=NULL) { for(int i=0;i<list.Total();i++) { CBuffer *buff=list.At(i); if(buff==NULL || buff.TypeBuffer()==BUFFER_TYPE_DATA || buff.IndicatorType()==WRONG_VALUE) continue; CSeriesDE *series=engine.SeriesGetSeries(buff.Symbol(),buff.Timeframe()); if(series==NULL) return 0; ulong used_data=series.AvailableUsedData(); int copied=engine.GetBuffersCollection().PreparingDataBufferStdInd(IND_AC,1,(int)used_data); if(copied<(int)used_data) return 0; } } //--- Calculate the indicator CBar *bar=NULL; // Bar object for defining the candle direction uchar color_index=0; // Color index to be set for the buffer depending on the candle direction //--- Main calculation loop of the indicator for(int i=limit; i>WRONG_VALUE && !IsStopped(); i--) { engine.GetBuffersCollection().SetDataBufferStdInd(IND_AC,1,i,time[i]); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+
This is all we need to calculate and display the standard AC indicator on the current chart calculated on any symbol/timeframe.
The standard indicator data preparation block will be improved (it is not optimal in the current implementation, as it has been developed only to check the concept) and moved to the library in subsequent articles.
The full indicator code is provided in the files attached below.
Compile the indicator and launch it on EURUSD M1 after setting GBPUSD M5 in the indicator settings, which means displaying AC indicator data (calculated on GBPUSD M5) on the current EURUSD minute chart:
GBPUSD M5 with standard AC indicator is also opened for comparison.
What's next?
In the next article, I will continue the development of multi-symbol multi-period standard indicators.
All files of the current version of the library are attached below together with the test EA files for you to test and download.
Leave your questions, comments and suggestions in the comments.
Please keep in mind that here I have developed the MQL5 test indicator for MetaTrader 5.
The attached files are intended only for MetaTrader 5. The current library version has not been tested in MetaTrader 4.
After developing and testing the functionality for working with indicator buffers, I will try to implement some MQL5 features in MetaTrader 4.
Previous articles within the series:
Timeseries in DoEasy library (part 35): Bar object and symbol timeseries listTimeseries in DoEasy library (part 36): Object of timeseries for all used symbol periods
Timeseries in DoEasy library (part 37): Timeseries collection - database of timeseries by symbols and periods
Timeseries in DoEasy library (part 38): Timeseries collection - real-time updates and accessing data from the program
Timeseries in DoEasy library (part 39): Library-based indicators - preparing data and timeseries events
Timeseries in DoEasy library (part 40): Library-based indicators - updating data in real time
Timeseries in DoEasy library (part 41): Sample multi-symbol multi-period indicator
Timeseries in DoEasy library (part 42): Abstract indicator buffer object class
Timeseries in DoEasy library (part 43): Classes of indicator buffer objects
Timeseries in DoEasy library (part 44): Collection class of indicator buffer objects
Timeseries in DoEasy library (part 45): Multi-period indicator buffers