ForumSections

Calculation difference between Indicator and EA (Part2)

New comment
[Deleted]

Below is the same basic code calculations. The first set of code is an indicator. The second set of code is an Expert Advisor.

When I print the values of MacdBuffer and SignalBuffer, the value of SignalBuffer is different in the EA and the Indicator.

I do not understand why it is different. I must be missing something in my code. The code below is complete.

Any help would be appreciated.



//INDICATOR CODE
//---- indicator settings
#property indicator_separate_window
#property indicator_buffers 2

int FastEMA = 25;
int SlowEMA = 170;
int SignalEMA = 25;

//---- indicator buffers
double MacdBuffer[];
double SignalBuffer[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(2);
SetIndexBuffer(0,MacdBuffer);
SetIndexBuffer(1,SignalBuffer);

return(0);
}
//+------------------------------------------------------------------+
//| Moving Average of Oscillator |
//+------------------------------------------------------------------+
int start()
{
int i,limit;
int counted_bars=IndicatorCounted();
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;

//---- calculate MA1 & MA5 on MACD indicator

for(i=0; i<limit; i++) {MacdBuffer[i]=iMA(NULL,0,FastEMA,0,MODE_EMA,PRICE_CLOSE,i)-iMA(NULL,0,SlowEMA,0,MODE_EMA,PRICE_CLOSE,i);}
for(i=0; i<limit; i++) {SignalBuffer[i]=iMAOnArray(MacdBuffer,Bars,SignalEMA,0,MODE_EMA,i);}
Print("EA MACD=",MacdBuffer[0]," Sig=",SignalBuffer[0]);
return(0);
}



//EA CODE

//---- input parameters
int FastEMA = 25;
int SlowEMA = 170;
int SignalEMA = 25;

//---- calculation buffers
double MacdBuffer[5000];
double SignalBuffer[5000];

//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
ArraySetAsSeries(MacdBuffer,true);
ArraySetAsSeries(SignalBuffer,true);
//---- initialization done
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----

//----
return(0);
}

//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{

int i, limit;

int counted_bars=IndicatorCounted();
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
// limit=ArraySize(MacdBuffer); //makes no difference

for(i=0; i<limit; i++) {MacdBuffer[i]=iMA(NULL,0,FastEMA,0,MODE_EMA,PRICE_CLOSE,i)-iMA(NULL,0,SlowEMA,0,MODE_EMA,PRICE_CLOSE,i);}
for(i=0; i<limit; i++) {SignalBuffer[i]=iMAOnArray(MacdBuffer,Bars,SignalEMA,0,MODE_EMA,i);} //different value here always positive
Print("In MACD=",MacdBuffer[0]," Sig=",SignalBuffer[0]);

return(0);
}

Reverse your counters...

for(i = MathMax(limit,0); i >= 0; i--)

... and make sure your limit is at least 0

[Deleted]
phy:

Reverse your counters...

for(i = MathMax(limit,0); i >= 0; i--)

... and make sure your limit is at least 0

I replaced with the following code in th EA. The SignalBuffer values are still different between the indicator and the EA. It's very obvious in high time frames like H4.

for(i = MathMax(limit,0); i >= 0; i--){MacdBuffer[i]=iMA(NULL,0,FastEMA,0,MODE_EMA,PRICE_CLOSE,i)-iMA(NULL,0,SlowEMA,0,MODE_EMA,PRICE_CLOSE,i);}
for(i = MathMax(limit,0); i >= 0; i--){SignalBuffer[i]=iMAOnArray(MacdBuffer,Bars,SignalEMA,0,MODE_EMA,i);}

//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{

int i, limit;

ArrayResize(MacdBuffer, Bars);
ArrayResize(SignalBuffer, Bars);
ArraySetAsSeries(MacdBuffer,true);
ArraySetAsSeries(SignalBuffer,true); 

int counted_bars=IndicatorCounted();
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
// limit=ArraySize(MacdBuffer); //makes no difference

for(i = MathMax(limit,0); i >= 0; i--) {MacdBuffer[i]=iMA(NULL,0,FastEMA,0,MODE_EMA,PRICE_CLOSE,i)-iMA(NULL,0,SlowEMA,0,MODE_EMA,PRICE_CLOSE,i);}
for(i = MathMax(limit,0); i >= 0; i--) {SignalBuffer[i]=iMAOnArray(MacdBuffer,Bars,SignalEMA,0,MODE_EMA,i);} //different value here always positive

Print("EA MACD=",MacdBuffer[0]," Sig=",SignalBuffer[0]); 


Comment("EA = ", SignalBuffer[0]);
return(0);
}


//INDICATOR CODE
//---- indicator settings
#property indicator_separate_window
#property indicator_buffers 2

int FastEMA = 25;
int SlowEMA = 170;
int SignalEMA = 25;

//---- indicator buffers
double MacdBuffer[];
double SignalBuffer[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(2); 
SetIndexBuffer(0,MacdBuffer);
SetIndexBuffer(1,SignalBuffer);

return(0);
}
//+------------------------------------------------------------------+
//| Moving Average of Oscillator |
//+------------------------------------------------------------------+
int start()
{
int i,limit;
int counted_bars=IndicatorCounted();
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars-1;

//---- calculate MA1 & MA5 on MACD indicator

for(i = MathMax(limit,0); i >= 0; i--) {MacdBuffer[i]=iMA(NULL,0,FastEMA,0,MODE_EMA,PRICE_CLOSE,i)-iMA(NULL,0,SlowEMA,0,MODE_EMA,PRICE_CLOSE,i);}
for(i = MathMax(limit,0); i >= 0; i--) {SignalBuffer[i]=iMAOnArray(MacdBuffer,Bars,SignalEMA,0,MODE_EMA,i);}
Print("IN MACD=",MacdBuffer[0]," Sig=",SignalBuffer[0]); 

Comment("IN = ", SignalBuffer[0]);

return(0);
}
New comment