ArrayMaximum integration

matrixfx 2011.06.07 16:32

Hello all,

I'm trying to use ArrayMaximum to return and use the maximum volume value in a 20 bar period. The indicator is compiled, but if I delete the ATR condition (ATR_0>ATR_1), it doesn't work properly. In fact I think it didn't return the maximum value from the array. Can a programmer help me integrating the ArrayMaximum in the indicator. Thank you a lot for any help!

Here it is the code:
//+------------------------------------------------------------------+
//| R2.mq4 |
//| Copyright © 2011 |
//+------------------------------------------------------------------+

#property copyright ""

#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Lime
#property indicator_color2 Magenta
#property indicator_color3 Gray
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2

#property indicator_minimum 0
#property indicator_maximum 10

extern color LimeZone = Lime; // Strong Reverse conditions
extern color MagentaZone = Magenta; // Medium Reverse Conditions
extern color GrayZone = Gray; // Weak Reverse Conditions
double ATR_0;
double ATR_1;
double V_1_0;
double V_1_1;
double V_1_2;
double V_1_3;
double V_1_4;
double V_1_5;
double V_1_6;
double mv;

string name;
extern string TF = "-- Time Frame To Display --";
extern int TimeFrame1 = 0;

extern string TimeFrames = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN|0-CurrentTF";

extern double BarLevl = 0;

extern int ATRPeriod = 14;
extern int VPeriod1 = 21;
extern int V1 = 50;
extern int V2 = 20;

extern int alertSwitch = 0; //0=OFF, 1=ON
extern int alertShift = 0; // 0=change color current Bars, 1=chamge color previous Bar, ....
//
double buffer1[], buffer2[], buffer3[];
int lastABar;

int init()
{
SetIndexStyle(0,DRAW_ARROW, 2); SetIndexArrow(0,167); SetIndexBuffer(0,buffer1); SetIndexEmptyValue(0,EMPTY_VALUE);
SetIndexStyle(1,DRAW_ARROW, 2); SetIndexArrow(1,167); SetIndexBuffer(1,buffer2); SetIndexEmptyValue(1,EMPTY_VALUE);
SetIndexStyle(2,DRAW_ARROW, 2); SetIndexArrow(2,167); SetIndexBuffer(2,buffer3); SetIndexEmptyValue(2,EMPTY_VALUE);

TimeFrame1=MathMax(TimeFrame1,Period());

IndicatorShortName("Vol_"+TimeFrame1);

return(0);
}

int start()
{

datetime TimeArray1[], TimeArray2[], TimeArray3[];

int i,shift,limit,y1=0, counted_bars=IndicatorCounted();
double ATR_0, ATR_1;
double V_1_0, V_1_1, V_1_2, V_1_3, V_1_4, V_1_5, V_1_6, mv;

// Plot defined timeframe on to current timeframe
ArrayCopySeries(TimeArray1,MODE_TIME,Symbol(),TimeFrame1);

limit=Bars-counted_bars+TimeFrame1/Period();

for(i=0,y1=0;i<limit;i++)
{
if (Time[i]<TimeArray1[y1]) y1++;

buffer1[i] = 0; buffer2[i] = 0; buffer3[i] = 0;
/***********************************************************
Add your main indicator loop below. You can reference an existing
indicator with its iName or iCustom.
Rule 1: Add extern inputs above for all neccesary values
Rule 2: Use 'TimeFrame' for the indicator timeframe
Rule 3: Use 'y' for the indicator's shift value
**********************************************************/
ATR_0 = iATR(NULL,TimeFrame1,ATRPeriod,y1);
ATR_1 = iATR(NULL,TimeFrame1,ATRPeriod,y1+1);

V_1_0 = iVolume(Symbol(),TimeFrame1,y1);
V_1_1 = iVolume(Symbol(),TimeFrame1,y1+1);
V_1_2 = iVolume(Symbol(),TimeFrame1,y1+2);

double Vol = iVolume(Symbol(),TimeFrame1,i);
mv = ArrayMaximum(Vol, VPeriod1, i+1);

buffer1[i]=EMPTY_VALUE; buffer2[i]=EMPTY_VALUE; buffer3[i]=EMPTY_VALUE;

if (V_1_0>(mv*((V1+100)/100)) && (ATR_0>ATR_1)) buffer1[i] = BarLevl;
else
if ((V_1_0>((V_1_1+V_1_2)/2)*((V2+100)/100)/2)) buffer2[i] = BarLevl;
else buffer3[i] = BarLevl;
}
if (alertSwitch == 1 && Bars > lastABar) {
if (buffer1[alertShift] != EMPTY_VALUE && buffer1[alertShift+1] == EMPTY_VALUE) {
Alert("Strong Reverse conditions, "+Symbol()+", M_"+Period());
lastABar = Bars;
}
if (buffer2[alertShift] != EMPTY_VALUE && buffer2[alertShift+1] == EMPTY_VALUE) {
Alert("Medium revese conditions, "+Symbol()+", M_"+Period());
lastABar = Bars;
}
}

return(0);
}

Files:

_volume1.mq4 5 kb

William Roeder 2011.06.07 19:14 #1

mv = ArrayMaximum(Vol, VPeriod1, i+1);
...
if (V_1_0>(mv*((V1+100)/100)) && (ATR_0>ATR_1)) buffer1[i] = BarLevl;

ArrayMaximum returns the bar number. You need:

mv = Vol[ArrayMaximum(Vol, VPeriod1, i+1)];

```
limit=Bars-counted_bars+TimeFrame1/Period();
```
The first time counted_bars is zero so limit=Bars+x and you are going beyond the limits of the arrays.

matrixfx 2011.06.07 21:39 #2

//+------------------------------------------------------------------+
//|                                                           R2.mq4 |
//|                                                 Copyright © 2011 |
//+------------------------------------------------------------------+


#property  copyright ""

#property  indicator_separate_window
#property  indicator_buffers 3
#property  indicator_color1  Lime
#property  indicator_color2  Magenta
#property  indicator_color3  Gray
#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2

#property  indicator_minimum 0
#property  indicator_maximum 10

extern color LimeZone        = Lime;        // Strong Reverse conditions
extern color MagentaZone       = Magenta;    // Medium Reverse Conditions
extern color GrayZone        = Gray;        // Weak Reverse Conditions
double ATR_0;
double ATR_1;
double V_1_0;
double V_1_1;
double V_1_2;
double V_1_3;
double V_1_4;
double V_1_5;
double V_1_6;
double mv;

string name;
extern string TF = "-- Time Frame To Display --";
extern int    TimeFrame1  = 0;

extern string TimeFrames = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN|0-CurrentTF";

extern double BarLevl = 0;

extern int ATRPeriod = 14;
extern int VPeriod1 = 21;
extern int V1 = 50;
extern int V2 = 20;

extern int alertSwitch = 0;  //0=OFF ,  1=ON 
extern int alertShift = 0;   // 0=change color current Bars, 1=chamge color previous Bar, ....
                             // 
double buffer1[], buffer2[], buffer3[];
int lastABar;



int init()
{
   SetIndexStyle(0,DRAW_ARROW, 2);    SetIndexArrow(0,167);    SetIndexBuffer(0,buffer1);    SetIndexEmptyValue(0,EMPTY_VALUE); 
   SetIndexStyle(1,DRAW_ARROW, 2);    SetIndexArrow(1,167);    SetIndexBuffer(1,buffer2);    SetIndexEmptyValue(1,EMPTY_VALUE);
   SetIndexStyle(2,DRAW_ARROW, 2);    SetIndexArrow(2,167);    SetIndexBuffer(2,buffer3);    SetIndexEmptyValue(2,EMPTY_VALUE); 
   
   
   TimeFrame1=MathMax(TimeFrame1,Period());  

   IndicatorShortName("Vol_"+TimeFrame1);  

   
   return(0);
}

int start()
  {
  
   datetime TimeArray1[], TimeArray2[], TimeArray3[];

   int    i,shift,limit,y1=0, counted_bars=IndicatorCounted();
   double ATR_0, ATR_1;
   double V_1_0, V_1_1, V_1_2, V_1_3, V_1_4, V_1_5, V_1_6, mv;  
    
// Plot defined timeframe on to current timeframe   
   ArrayCopySeries(TimeArray1,MODE_TIME,Symbol(),TimeFrame1); 
      
   limit=Bars-counted_bars+TimeFrame1/Period(); 

   for(i=0,y1=0;i<limit;i++)
   {
   if (Time[i]<TimeArray1[y1]) y1++;
      
   limit=Bars+1;
   
   buffer1[i] = 0; buffer2[i] = 0; buffer3[i] = 0;
 /***********************************************************   
   Add your main indicator loop below.  You can reference an existing
   indicator with its iName  or iCustom.
   Rule 1:  Add extern inputs above for all neccesary values   
   Rule 2:  Use 'TimeFrame' for the indicator timeframe
   Rule 3:  Use 'y' for the indicator's shift value
 **********************************************************/  
      ATR_0 = iATR(NULL,TimeFrame1,ATRPeriod,y1);
      ATR_1 = iATR(NULL,TimeFrame1,ATRPeriod,y1+1);
      
      V_1_0 = iVolume(Symbol(),TimeFrame1,y1);
      V_1_1 = iVolume(Symbol(),TimeFrame1,y1+1);
      V_1_2 = iVolume(Symbol(),TimeFrame1,y1+2);
      
      double Vol = iVolume(Symbol(),TimeFrame1,i);
      mv = Vol[ArrayMaximum(Vol, VPeriod1, i+1)];     
                     
      buffer1[i]=EMPTY_VALUE;    buffer2[i]=EMPTY_VALUE;      buffer3[i]=EMPTY_VALUE;    
      
      if (V_1_0>(mv*((V1+100)/100)) && (ATR_0>ATR_1))                                                 buffer1[i] = BarLevl;
      else 
      if ((V_1_0>((V_1_1+V_1_2)/2)*((V2+100)/100)/2))                                  buffer2[i] = BarLevl;
      else                                                              buffer3[i] = BarLevl;
   }
   if (alertSwitch == 1 && Bars > lastABar) {  
      if (buffer1[alertShift] != EMPTY_VALUE && buffer1[alertShift+1] == EMPTY_VALUE) {
         Alert("Strong Reverse conditions, "+Symbol()+" , M_"+Period());
         lastABar = Bars;
      }
      if (buffer2[alertShift] != EMPTY_VALUE && buffer2[alertShift+1] == EMPTY_VALUE) {
         Alert("Medium revese conditions, "+Symbol()+" , M_"+Period());
         lastABar = Bars;
      }
   }
            
   return(0);
}

matrixfx:

WHRoeder, thank you a lot for your answer. The info you've sent  is very usefull to me. I have changed the code, the point 3 (limit=Bars+x) I'm not sure I did correctly and when I compiled I received the mesage " "[" unexpected token". Can you please help me introduce this condition? Thank you for all your help and I appologize for my unexperienced problems. Here is the code:

William Roeder 2011.06.08 17:21 #3

matrixfx:
I compiled I received the mesage "[" unexpected token".

My original post was wong. I saw

ArrayCopySeries(TimeArray1,MODE_TIME,Symbol(),TimeFrame1); 
...
mv = ArrayMaximum(Vol, VPeriod1, i+1);

and assumed Vol was the array from the ACS call.

double Vol = iVolume(Symbol(),TimeFrame1,i);
      mv = Vol[ArrayMaximum(Vol, VPeriod1, i+1)];

Vol is a double, so arrayMax(Vol) makes no sense. Try

mv = Volume[highest(NULL,0, MODE_VOLUME, VPeriod1, i+1)];

If you mean highest volume in TimeFrame1 chart

int  HVtf1 = highest(NULL,TimeFrame1, MODE_VOLUME, VPeriod1, i+1);
double mv  = iVolume(NULL,TimeFrame1, HVtf1);

matrixfx 2011.06.08 21:23 #4

WHRoeder:
My original post was wong. I saw and assumed Vol was the array from the ACS call.

Vol is a double, so arrayMax(Vol) makes no sense. Try

If you mean highest volume in TimeFrame1 chart

Thanks a lot for your help, time and patience! You are my guru!

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