Algorithm/Timeframes problem
while (i>=0){ // i is the standard IndicatorCounted() int iM1Beg = iBarShift(NULL, PERIOD_M1, Time[i]); if (i = 0) int iM1End = 0; else iM1End = iBarShift(NULL, PERIOD_M1, Time[i-1])+1; for (j=iM1End;j>=iM1Beg;j++){ dt=iTime(NULL, PERIOD_M1, j); :
ok here is my code again
int history=50, //how many bars to look back i, j, candles, counted_bars, candles_look; int btbars=backtest_bars; counted_bars=IndicatorCounted(); // amount of bars that haven't changed since the last start() call. if (candles<0) return (0); candles=Bars-counted_bars-1; // Index of the first uncounted if (candles>history-1) // If too many bars .. candles=history-1; // ..calculate specified amount i=candles; while (i>=0) { log ("while i is :"+i); // ---- calculate RM ----------------------- for (j=0;j<Period();j++) { candles_look=i*Period()+j ; dt=iTime(Symbol(),PERIOD_M1,candles_look); log("Checking candle: "+TimeDay(dt)+"/"+TimeMonth(dt)+"/"+TimeYear(dt)+" "+TimeHour(dt)+":"+TimeMinute(dt)+" i is:"+i+" i*Period()+j:"+(i*Period()+j) ); } // for j i--; }// while i return(0); }
what i m just trying to achieve is:
- no matter on what timeframe i am
- get every bar of the timeframe i am
-break it into 1M bars
- make some calculations
I use iTime to print all the bars that i bring back from the timeframe i m looking at.
Now the main problem is that instead of bringing back all bars in a series, bars are suffled somehow!
I m trying to find out how to solve this.
Thanks for your reply.
The result of what i m getting is not what i m willing. The problem still occurs.
What i need to get is from a higher TF like H1, to proccess all 1M candles in a series.
I use j to check how many candles to go through on a lower TF (M1) for that Higher TF bar and then i get each 1M bar and display the date+time of the 1M bar.
But when i move on to the next higher TF bar (while loop, i --) then instead of displaying the following 1M bar occurance it displays a totally wrong one.
Any help?
Any help?
Try this . . .
int history=50, //how many bars to look back i, j, candles, counted_bars, candles_look; int btbars=backtest_bars; counted_bars=IndicatorCounted(); // amount of bars that haven't changed since the last start() call. if (candles<0) return (0); candles=Bars-counted_bars-1; // Index of the first uncounted if (candles>history-1) // If too many bars .. candles=history-1; // ..calculate specified amount i=candles; i *= Period(); while (i>=0) { log ("while i is :"+i); dt=iTime(Symbol(), PERIOD_M1, i); log("Checking candle: "+TimeDay(dt)+"/"+TimeMonth(dt)+"/"+TimeYear(dt)+" "+TimeHour(dt)+":"+TimeMinute(dt)+" i is: "+i ); i--; }// while i return(0); }
Ok I assume you know that if you are on H1 timeframe and you want to do some calculations on the M1 data that you can do that by simply putting that in the Call to your indicator. such as with a moving average you can say you want the 21 moving average of the M1 chart even though you are on a H1 chart.. iMA(NULL,1,21,0,MODE_SMA,PRICE_CLOSE,0);or for a M5 chart iMA(NULL,5,21,0,MODE_SMA,PRICE_CLOSE,0)
The numbers you received in your post are what you are asking for.. are starting with 50-1 or 49... and you are multiplying it by the timeframe which is 5 so you get 245. You have told it in your for loop to do this the number of times of the timeframe you are on and to keep incrementing the answer by 1 so it does it 5 times since you are on the 5 timeframe.. 49X5= 245,246,247,248,249, After it does this 5 times then it decrementts the 49 down to a 48 and mutliplies it by the timeframe of 5 and you get 240,241,242,243,244.... and then 47 times 5 235,236,237,238,239. I'm not sure exactly what you are trying to do here but I hope this will explain to you why you are getting the numbers written into the log that you are getting... I see no where in here that you ask for the open,high,low or close of these M1 candles so I'm not sure what data you are trying to parse into M1 candles.. but all that data can be called from the M1 data that is already in MT4 as soon as you open it. for instance if you want the open of a Minute bar 12 minutes ago you could use iOpen(NULL,1,12) you can also use iHigh, iLow, and iClose.
| double iOpen( | string symbol, int timeframe, int shift) |
Hope this helps... Jimdandy.
Try this . . .
thanks. i finally found out how to do it.
it was quite tricky but it was possible to done in 4 different ways.
athanfx: What i need to get is from a higher TF like H1, to proccess all 1M candles in a series.
for (j=iM1End;j>=iM1Beg;j++){ dt=iTime(NULL, PERIOD_M1, j); // All M1 candles inclusive the H1[i] bar.
Exactly what I posted. You can NOT use i*period() etc, because of possible missing bars.
Why not? actually what i ve used is a the following code. Now my main problem is how to check if the M1 bar is between the i bar (higher TF i m looking on the screen) limits. eg. if i m looking at M30 TF and 1M bar i m checking is 18:12 then i need ot make a check that this 1M candle is between 18:00-18:29. I tried quite a few ways but i think i need to change the whole loop algorithm and use just one while loop.
Any ideas?
i=0; while (i<=candles) { for (j=Period()-1;j>=0;j--) { int tempTime=TimeMinute(iTime(Symbol(),PERIOD_M1,0)); int shift=MathMod(tempTime,Period())+1; int ipj= i*Period()+j+shift; dt=iTime(Symbol(),PERIOD_M1,ipj);
- athanfx: Why not?What part of "because of possible missing bars." is not clear. If you have 25 M1 bars covering one M30 bar, then M1(i+30) means you are looking at a M1 bar beyond the M30 bar.
- athanfx: Now my main problem is how to check if the M1 bar is between the i barIn the code I posted
for (j=iM1End;j>=iM1Beg;j++){ALL OF THE BARS (iM1Beg to iM1End inclusive) were inside the higher TF bar.
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Hi
i ve got the following algorithm. what i m trying to do is to check 1M TF from a higher TF.
But when i m running the above its a total mess the way it brings the data! This is what i get on the log output when i switch on the 5M TF:
14:47:58 - - - while i is :49
14:47:58 - - - Checking candle: 30/1/2013 12:47 i is:49 i*Period()+j:245
14:47:58 - - - Checking candle: 30/1/2013 12:46 i is:49 i*Period()+j:246
14:47:58 - - - Checking candle: 30/1/2013 12:45 i is:49 i*Period()+j:247
14:47:58 - - - Checking candle: 30/1/2013 12:44 i is:49 i*Period()+j:248
14:47:58 - - - Checking candle: 30/1/2013 12:43 i is:49 i*Period()+j:249
14:47:58 - - - while i is :48
14:47:58 - - - Checking candle: 30/1/2013 12:47 i is:48 i*Period()+j:240
14:47:58 - - - Checking candle: 30/1/2013 12:46 i is:48 i*Period()+j:241
14:47:58 - - - Checking candle: 30/1/2013 12:45 i is:48 i*Period()+j:242
14:47:58 - - - Checking candle: 30/1/2013 12:44 i is:48 i*Period()+j:243
14:47:58 - - - Checking candle: 30/1/2013 12:43 i is:48 i*Period()+j:244
14:47:58 - - - while i is :47
14:47:58 - - - Checking candle: 30/1/2013 12:47 i is:47 i*Period()+j:235
14:47:58 - - - Checking candle: 30/1/2013 12:46 i is:47 i*Period()+j:236
14:47:58 - - - Checking candle: 30/1/2013 12:45 i is:47 i*Period()+j:237
14:47:58 - - - Checking candle: 30/1/2013 12:44 i is:47 i*Period()+j:238
14:47:58 - - - Checking candle: 30/1/2013 12:43 i is:47 i*Period()+j:239
etc etc. More or less same stuff in higher TFs as well.
Any ideas? I know there is something wrong with the i*Period()+j but i m not sure how to solve this.
Thanks