Value in Indicator and EA is different, WHY?

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smallcase 2012.02.12 10:48

I created an indicator similar as Zigzag, but simplify as Percent Of Change of the price.

It seems working fine and I can not find out the problem.

But when I use this indicator in EA, the value show in EA is different from real value.

Appreciate someone can help or give some ideas why? or may email to me alan-zhou@126.com.

Thanks in advance.

See the below indicator for 8 days. Which is EUR/DAY Daily until 31/12/2011.

The real value as below same as above indicator:

Below is the value in EA, day1,3,4 is different from real one.

//+------------------------------------------------------------------+
//|                                            Percent Of Change.mq4 |
//|                                      Copyright  2012, smallcase. |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "Copyright 2012 smallcase."

#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Blue
//---- indicator parameters
extern double percent=0.01; //转向百分比
//---- indicator buffers
double ZigzagBuffer[];
bool downloadhistory=false;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   IndicatorBuffers(1);
//---- drawing settings
   SetIndexStyle(0,DRAW_SECTION);
//---- indicator buffers mapping
   SetIndexBuffer(0,ZigzagBuffer);
   SetIndexEmptyValue(0,0.0);

//---- indicator short name
   IndicatorShortName("POC("+percent+")");
//---- initialization done
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
  {
   int i, counted_bars = IndicatorCounted();
   int limit,whatlookfor;
   int shift,lastpos;
   double lasthigh,lastlow;

   if (counted_bars==0 && downloadhistory) // history was downloaded
      ArrayInitialize(ZigzagBuffer,0.0);
     
//---- last counted bar will be recounted
   if(counted_bars>0) counted_bars--;
   limit=Bars-counted_bars;
   
      whatlookfor=0;
      lastlow=Low[limit];
      lasthigh=High[limit];  
      
   for (shift=limit;shift>=0;shift--)
     {

      switch(whatlookfor)
        {
         case 0: // look for peak or lawn 寻找高点或者低点
              if (High[shift]>lastlow*(1+percent))   //如果寻找到第一个有效高点，就去寻找低点的程序
                 {
                  lasthigh=High[shift];   //最高点就是当前高点
                  lastlow=Low[shift];  //最低点也是当前低点
                  lastpos=shift;  //最后一个指标位置也是当前点
                  whatlookfor=-1;  //转去程序-1
                  ZigzagBuffer[shift]=lasthigh; //指标值就是当前高点  
                  ZigzagBuffer[limit]=Low[limit];  //前指标是前低点
                 }
               if (Low[shift]<lasthigh*(1-percent)) //如果寻找到第一个有效低点，就去寻找高点的程序
                 {
                  lastlow=Low[shift];
                  lasthigh=High[shift];
                  lastpos=shift;
                  whatlookfor=1;
                  ZigzagBuffer[shift]=lastlow;
                  ZigzagBuffer[limit]=High[limit]; 
                 }
             break;  
             
       case -1: // look for lawn 高点，寻找低点

             if (High[shift]>lasthigh)    //高过原高点的情况下，指标上移
              {
               ZigzagBuffer[lastpos]=0.0;  //前一个指标归0
               lastpos=shift;             //最后一个指标是当前位置
               lasthigh=High[shift];      //最高点是当前高点
               lastlow=Low[shift];        //最低点也是当前低点
               ZigzagBuffer[shift]=lasthigh; //指标就是当前最高点
               whatlookfor=-1;               //程序指向-1
              }
              
             else if (Low[shift]<=lasthigh*(1-percent)) //当前低点低过设定转向百分比的时候，也就是找到有效低点
              {
               lasthigh=High[shift];
               lastlow=Low[shift];
               lastpos=shift;            
               ZigzagBuffer[shift]=lastlow;
               whatlookfor=1;
               }

            else if (Low[shift]<lastlow)  //当前低点低过前最低点时
              {
               lastlow=Low[shift];  //当前低点就是最低点
               whatlookfor=-1;
              } 
            break;
            
        case 1: // look for peak 低点，寻找高点
            if (Low[shift]<lastlow)
              {
               ZigzagBuffer[lastpos]=0.0;
               lastpos=shift;
               lasthigh=High[shift];
               lastlow=Low[shift]; 
               ZigzagBuffer[shift]=lastlow;
               whatlookfor=1;
              }           
              
             else if (High[shift]>=lastlow*(1+percent))
              {
               lasthigh=High[shift];
               lastlow=Low[shift];
               lastpos=shift;
               ZigzagBuffer[shift]=lasthigh;
               whatlookfor=-1;
              }   

            else if (High[shift]>lasthigh)
              {
               lasthigh=High[shift];
               whatlookfor=1;
              } 

          break;  

         default: return; 
        }
     }

   return(0);

  }
//+------------------------------------------------------------------+

Files:

percenteofxchange.mq4 6 kb

Simon Gniadkowski 2012.02.12 12:16 #1

Maybe you should show your EA code rather than the code for the Indicator which you have already said is working OK.

William Roeder 2012.02.12 12:34 #2

smallcase:
It seems working fine and I can not find out the problem.

If it's working there is no problem :)

smallcase 2012.02.12 12:37 #3

RaptorUK:
Maybe you should show your EA code rather than the code for the Indicator which you have already said is working OK.

EA just print out the result.

percent=0.01;

Print("poc1:",iCustom(NULL,0,"POC", percent,0,1));
Print("poc2:",iCustom(NULL,0,"POC", percent,0,2));
Print("poc3:",iCustom(NULL,0,"POC", percent,0,3));
Print("poc4:",iCustom(NULL,0,"POC", percent,0,4));
Print("poc5:",iCustom(NULL,0,"POC", percent,0,5));
Print("poc6:",iCustom(NULL,0,"POC", percent,0,6));
Print("poc7:",iCustom(NULL,0,"POC", percent,0,7));
Print("poc8:",iCustom(NULL,0,"POC", percent,0,8));

Tjipke de Vries 2012.02.12 12:53 #4

Strange your indicator is a kind of a Zigzag indicator you have only one buffer

but a zigzag has a high and a low value

your indicator is at bar 0 already pointing a new high

So maybe you have to make another buffer in the indicator for separating highs and lows

buffer0 looks pointing high

Problem in using ZigZag how to keep saving Different Indicator Data in

Simon Gniadkowski 2012.02.12 14:15 #5

smallcase:

EA just print out the result.

But the EA is probably where the error is . . . show your code.

smallcase 2012.02.12 22:17 #6

deVries:

Strange your indicator is a kind of a Zigzag indicator you have only one buffer

but a zigzag has a high and a low value

your indicator is at bar 0 already pointing a new high

So maybe you have to make another buffer in the indicator for separating highs and lows

buffer0 looks pointing high

You can download the indicator to try, 1 buffer is enough, include high and low.

Of course I modify Zigzag, which have 3 buffer.

smallcase 2012.02.12 22:27 #7

RaptorUK:
But the EA is probably where the error is . . . show your code.



//+------------------------------------------------------------------+
//|                                                          SSR.mq4 |
//|                       Copyright ?2012, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+

//#property copyright "Copyright 2012, smallcase"
//#property link      "http://www.metaquotes.net"

//+------------------------------------------------------------------+
//| 参数预设                                                         |
//+------------------------------------------------------------------+
#define MAGICMA  20050610

extern double Lots            = 0.1;  //开仓大小
extern double percent         = 0.01;   //回弹百分比
extern int    period          = 200;    //基本趋势
extern int    MODE_MA   =1;  
extern double risk =0.015; //止损百分比

//double ZigzagBuffer[1000];
//bool downloadhistory=false;

//+------------------------------------------------------------------+
//| Start function                                                   |
//+------------------------------------------------------------------+
void start()
  {
//---- check for history and trading 
   if(Bars<100 || IsTradeAllowed()==false) return;

  if(CalculateCurrentOrders(Symbol())!=0) CheckForClose();  
  if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
//----
  }

//+------------------------------------------------------------------+
//| Check for open order conditions 开仓条件                             |
//+------------------------------------------------------------------+
   
void CheckForOpen()
  {
   double poc1,poc2,poc3,ma;
   int    res, shift=1, pos1,pos2,pos3;
//---- go trading only for first tiks of new bar 仅在新烛的第一柱交易。是为了避免重复交易,只能在开市价交易
   if(Volume[0]>1) return;
        
poc1=iCustom(NULL,0,"POC",percent,0,shift); 

    
// 取得平均指数和POC的值


Print("poc1:",iCustom(NULL,0,"POC", percent,0,1));
Print("poc2:",iCustom(NULL,0,"POC", percent,0,2));
Print("poc3:",iCustom(NULL,0,"POC", percent,0,3));
Print("poc4:",iCustom(NULL,0,"POC", percent,0,4));
Print("poc5:",iCustom(NULL,0,"POC", percent,0,5));
Print("poc6:",iCustom(NULL,0,"POC", percent,0,6));
Print("poc7:",iCustom(NULL,0,"POC", percent,0,7));
Print("poc8:",iCustom(NULL,0,"POC", percent,0,8));

         
  ma=iMA(NULL,0, period,0,MODE_MA,PRICE_CLOSE,pos1);
}

//+------------------------------------------------------------------+
//| Check for close order conditions      清仓                           |
//+------------------------------------------------------------------+
void CheckForClose()
  {
   double ma1;
   double ma2;
   double ma3;
//---- go trading only for first tiks of new bar
   if(Volume[0]>1) return;

   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)        break;
      if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
      

      //---- check order type 查看定单类型
      if(OrderType()==OP_BUY)
        {
      //   if(lasthigh/Low[1]>RSI) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
         break;
        }
      if(OrderType()==OP_SELL)
        {
         if(ma1>ma2) OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
         break;
        }
     }
//----
}

//+------------------------------------------------------------------+
//| Calculate open positions         计算开仓数量                    |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
  {
   int buys=0,sells=0;
//----
   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
        {
         if(OrderType()==OP_BUY)  buys++;
         if(OrderType()==OP_SELL) sells++;
        }
     }
//---- return orders volume
   if(buys>0) return(buys);
   else       return(-sells);
  }

see, the code is really simple, not even start, just print the value and found the problem.

Simon Gniadkowski 2012.02.12 22:36 #8

smallcase:
see, the code is really simple, not even start, just print the value and found the problem.

Your iCustom call calls an Indicator called POC not PercenteOfxChange

smallcase 2012.02.13 04:42 #9

RaptorUK:
Your iCustom call calls an Indicator called POC not PercenteOfxChange

Yes, "POC" and "Percent Of Change" is the same.

Tjipke de Vries 2012.02.13 10:42 #10

Trie this indicator

//+------------------------------------------------------------------+
//|                                                    Comments4.mq4 |
//|                                Copyright © 2012, Tjipke de Vries |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2011, Tjipke de Vries"
#property link      ""

#property indicator_chart_window

extern double percent = 0.01;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    counted_bars=IndicatorCounted();
//----
   subPrintDetails();
//----
   return(0);
  }
//+------------------------------------------------------------------+

//----------------------- PRINT COMMENT FUNCTION
void subPrintDetails()
{
   string sComment   = "";
   string sp         = "----------------------------------------\n";
   string NL         = "\n";
   
   double poc1=iCustom(NULL,0,"POC", percent,0,1);
   double poc2=iCustom(NULL,0,"POC", percent,0,2);
   double poc3=iCustom(NULL,0,"POC", percent,0,3);
   double poc4=iCustom(NULL,0,"POC", percent,0,4);
   double poc5=iCustom(NULL,0,"POC", percent,0,5);
   double poc6=iCustom(NULL,0,"POC", percent,0,6);
   double poc7=iCustom(NULL,0,"POC", percent,0,7);
   double poc8=iCustom(NULL,0,"POC", percent,0,8);

       
   sComment = "Comments 4              Copyright © 2012, Tjipke" + NL;
   sComment = sComment + NL;

   sComment = sComment + "poc1 " + DoubleToStr(poc1,Digits) + NL;
   sComment = sComment + "poc2 " + DoubleToStr(poc2,Digits) + NL;
   sComment = sComment + "poc3 " + DoubleToStr(poc3,Digits) + NL;
   sComment = sComment + "poc4 " + DoubleToStr(poc4,Digits) + NL;
   sComment = sComment + "poc5 " + DoubleToStr(poc5,Digits) + NL;
   sComment = sComment + "poc6 " + DoubleToStr(poc6,Digits) + NL;
   sComment = sComment + "poc7 " + DoubleToStr(poc7,Digits) + NL;
   sComment = sComment + "poc8 " + DoubleToStr(poc8,Digits) + NL;
   sComment = sComment + NL;


   Comment(sComment);
}
//+------------------------------------------------------------------+

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