Old good indicator to fix for Build +600
void _computeLastNbBars( int lastBars ) { int pos; switch( e_type_data ) { case PRICE_CLOSE : _computeFdi( lastBars, Close ); break; case PRICE_OPEN : _computeFdi( lastBars, Open ); break; case PRICE_HIGH : _computeFdi( lastBars, High ); break; case PRICE_LOW : _computeFdi( lastBars, Low ); break; case PRICE_MEDIAN : for( pos=lastBars; pos>=0; pos--)ExtInputBuffer[pos]=(High[pos]+Low[pos])/2.0; _computeFdi( lastBars, ExtInputBuffer ); break; case PRICE_TYPICAL : for( pos=lastBars; pos>=0; pos--)ExtInputBuffer[pos]=(High[pos]+Low[pos]+Close[pos])/3.0; _computeFdi( lastBars, ExtInputBuffer ); break; case PRICE_WEIGHTED : for( pos=lastBars; pos>=0; pos--)ExtInputBuffer[pos]=(High[pos]+Low[pos]+Close[pos]+Close[pos])/4.0; _computeFdi( lastBars, ExtInputBuffer ); break; default : Alert( "[ 20-ERROR " + FILENAME + " ] the imput parameter e_type_data <" + e_type_data + "> is unknown" ); } }
sorry deysmacro I cant' see other difference between your code and mine than formatting... could you also suggest how to modify the code to fix the problem ?
thanks
- Because there isn't any.
Play videoPlease edit your post.
For large amounts of code, attach it.
- Are your books one column but two feet wide? No because that is unreadable. They are 6 inches, sometimes two columns, so you can read it easily. So should be your code. I'm not going to go scrolling back and forth trying to read it. Edit the post with formatted code and you might get additional help.
void _computeFdi( int lastBars, double inputData[] )
The problem isn't in your first post. It is in your called functions. Don't pass an array by value, pass by reference. Formal Parameters - MQL4 Documentation
//+------------------------------------------------------------------------------------------------------------------+ //| fractal_dimension.mq4 | //| iliko [arcsin5@netscape.net] | //| | //| | //| The Fractal Dimension Index determines the amount of market volatility. The easiest way to use this indicator is| //| to understand that a value of 1.5 suggests the market is acting in a completely random fashion. | //| As the market deviates from 1.5, the opportunity for earning profits is increased in proportion | //| to the amount of deviation. | //| But be carreful, the indicator does not show the direction of trends !! | //| | //| The indicator is RED when the market is in a trend. And it is blue when there is a high volatility. | //| When the FDI changes its color from red to blue, it means that a trend is finishing, the market becomes | //| erratic and a high volatility is present. Usually, these "blue times" do not go for a long time.They come before| //| a new trend. | //| | //| For more informations, see | //| https://www.forex-tsd.com/suggestions-trading-systems/6119-tasc-03-07-fractal-dimension-index.html | //| | //| | //| HOW TO USE INPUT PARAMETERS : | //| ----------------------------- | //| | //| 1) e_period [ integer >= 1 ] => 30 | //| | //| The indicator will compute the historical market volatility over this period. | //| Choose its value according to the average of trend lengths. | //| | //| 2) e_type_data [ int = {PRICE_CLOSE = 0, | //| PRICE_OPEN = 1, | //| PRICE_HIGH = 2, | //| PRICE_LOW = 3, | //| PRICE_MEDIAN (high+low)/2 = 4, | //| PRICE_TYPICAL (high+low+close)/3 = 5, | //| PRICE_WEIGHTED (high+low+close+close)/4 = 6} => PRICE_CLOSE | //| | //| Defines on which price type the Fractal Dimension is computed. | //| | //| 3) e_random_line [ 0.0 < double < 2.0 ] => 1.5 | //| | //| Defines your separation betwen a trend market (red) and an erratic/high volatily one. | //| | //| v1.0 - February 2007 | //+------------------------------------------------------------------------------------------------------------------+ #property link "arcsin5@netscape.net" //---- #property indicator_separate_window #property indicator_levelcolor LimeGreen #property indicator_levelwidth 1 #property indicator_levelstyle STYLE_DASH #property indicator_buffers 2 #property indicator_color1 Blue #property indicator_color2 Red #property indicator_width1 2 #property indicator_width2 2 //************************************************************ // Input parameters //************************************************************ extern int e_period =30; extern int e_type_data =PRICE_CLOSE; extern double e_random_line =1.5; //************************************************************ // Constant //************************************************************ string INDICATOR_NAME="FDI"; string FILENAME ="___fractal_dimension.mq4"; double LOG_2; //************************************************************ // Private vars //************************************************************ //---- input buffer double ExtInputBuffer[]; //---- output buffer double ExtOutputBufferUp[]; double ExtOutputBufferDown[]; int g_period_minus_1; //+-----------------------------------------------------------------------+ //| FUNCTION : init | //| Initialization function | //| Check the user input parameters and convert them in appropriate types.| //+-----------------------------------------------------------------------+ int init() { // Check e_period input parameter if(e_period < 2 ) { Alert( "[ 10-ERROR " + FILENAME + " ] input parameter \"e_period\" must be >= 1 (" + e_period + ")" ); return( -1 ); } if(e_type_data < PRICE_CLOSE || e_type_data > PRICE_WEIGHTED ) { Alert( "[ 20-ERROR " + FILENAME + " ] input parameter \"e_type_data\" unknown (" + e_type_data + ")" ); return( -1 ); } if(e_random_line < 0.0 || e_random_line > 2.0 ) { Alert( "[ 30-ERROR " + FILENAME + " ] input parameter \"e_random_line\" = " + e_random_line + " out of range ( 0.0 < e_random_line < 2.0 )" ); return( -1 ); } IndicatorBuffers( 3 ); SetIndexBuffer( 0, ExtOutputBufferUp ); SetIndexStyle( 0, DRAW_LINE, STYLE_SOLID, 2 ); SetIndexBuffer( 1, ExtOutputBufferDown ); SetIndexStyle( 1, DRAW_LINE, STYLE_SOLID, 2 ); SetIndexBuffer( 2, ExtInputBuffer ); SetLevelValue( 0, e_random_line ); IndicatorShortName( INDICATOR_NAME ); SetIndexLabel( 0, INDICATOR_NAME ); SetIndexDrawBegin( 0, 2 * e_period ); g_period_minus_1=e_period - 1; LOG_2=MathLog( 2.0 ); //---- return( 0 ); } //+------------------------------------------------------------------+ //| FUNCTION : deinit | //| Custor indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { return(0); } //+------------------------------------------------------------------+ //| FUNCTION : start | //| This callback is fired by metatrader for each tick | //+------------------------------------------------------------------+ int start() { int countedBars=IndicatorCounted(); //---- check for possible errors if(countedBars < 0) { return(-1); } _computeLastNbBars( Bars - countedBars - 1 ); //---- return( 0 ); } //+================================================================================================================+ //+=== FUNCTION : _computeLastNbBars ===+ //+=== ===+ //+=== ===+ //+=== This callback is fired by metatrader for each tick ===+ //+=== ===+ //+=== In : ===+ //+=== - lastBars : these "n" last bars must be repainted ===+ //+=== ===+ //+================================================================================================================+ //+------------------------------------------------------------------+ //| FUNCTION : _computeLastNbBars | //| This callback is fired by metatrader for each tick | //| In : - lastBars : these "n" last bars must be repainted | //+------------------------------------------------------------------+ void _computeLastNbBars( int lastBars ) { int pos; switch( e_type_data ) { case PRICE_CLOSE : _computeFdi( lastBars, Close ); break; case PRICE_OPEN : _computeFdi( lastBars, Open ); break; case PRICE_HIGH : _computeFdi( lastBars, High ); break; case PRICE_LOW : _computeFdi( lastBars, Low ); break; case PRICE_MEDIAN : for( pos=lastBars; pos>=0; pos--)ExtInputBuffer[pos]=(High[pos]+Low[pos])/2.0; _computeFdi( lastBars, ExtInputBuffer ); break; case PRICE_TYPICAL : for( pos=lastBars; pos>=0; pos--)ExtInputBuffer[pos]=(High[pos]+Low[pos]+Close[pos])/3.0; _computeFdi( lastBars, ExtInputBuffer ); break; case PRICE_WEIGHTED : for( pos=lastBars; pos>=0; pos--)ExtInputBuffer[pos]=(High[pos]+Low[pos]+Close[pos]+Close[pos])/4.0; _computeFdi( lastBars, ExtInputBuffer ); break; default : Alert( "[ 20-ERROR " + FILENAME + " ] the imput parameter e_type_data <" + e_type_data + "> is unknown" ); } } //+------------------------------------------------------------------+ //| FUNCTION : _computeFdi | //| Compute FDI values from input data. | //| In : | //| - lastBars : these "n" last bars must be repainted | //| - inputData : data array on which the FDI will be applied | //+------------------------------------------------------------------+ void _computeFdi( int lastBars, double inputData[] ) { int pos, iteration; double diff, priorDiff; double length; double priceMax, priceMin; double fdi; //---- for( pos=lastBars; pos>=0; pos-- ) { priceMax=_highest( e_period, pos, inputData ); priceMin=_lowest( e_period, pos, inputData ); length =0.0; priorDiff=0.0; //---- for( iteration=0; iteration < g_period_minus_1; iteration++ ) { if(( priceMax - priceMin)> 0.0 ) { diff =(inputData[pos + iteration] - priceMin )/( priceMax - priceMin ); if(iteration > 0 ) { length+=MathSqrt( MathPow( diff - priorDiff, 2.0)+(1.0/MathPow( e_period, 2.0)) ); } priorDiff=diff; } } if(length > 0.0 ) { fdi=1.0 +(MathLog( length)+ LOG_2 )/MathLog( 2 * e_period ); } else { /* ** The FDI algorithm suggests in this case a zero value. ** I prefer to use the previous FDI value. */ fdi=0.0; } if(fdi > e_random_line ) { ExtOutputBufferUp[pos] =fdi; ExtOutputBufferUp[pos+1]=MathMin( ExtOutputBufferUp[pos+1], ExtOutputBufferDown[pos+1] ); ExtOutputBufferDown[pos]=EMPTY_VALUE; } else { ExtOutputBufferDown[pos] =fdi; ExtOutputBufferDown[pos+1]=MathMin( ExtOutputBufferUp[pos+1], ExtOutputBufferDown[pos+1] ); ExtOutputBufferUp[pos]=EMPTY_VALUE; } } } //+------------------------------------------------------------------+ //| FUNCTION : _highest | //| Search for the highest value in an array data | //| In : | //| - n : find the highest on these n data | //| - pos : begin to search for from this index | //| - inputData : data array on which the searching for is done | //| | //| Return : the highest value | //+------------------------------------------------------------------+ double _highest( int n, int pos, double inputData[] ) { int length=pos + n; double highest=0.0; //---- for( int i=pos; i < length; i++ ) { if(inputData[i] > highest)highest=inputData[i]; } return( highest ); } //+------------------------------------------------------------------+ //| FUNCTION : _lowest | //| Search for the lowest value in an array data | //| In : | //| - n : find the hihest on these n data | //| - pos : begin to search for from this index | //| - inputData : data array on which the searching for is done | //| | //| Return : the highest value | //+------------------------------------------------------------------+ double _lowest( int n, int pos, double inputData[] ) { int length=pos + n; double lowest=9999999999.0; //---- for( int i=pos; i < length; i++ ) { if(inputData[i] < lowest)lowest=inputData[i]; } return( lowest ); } //+------------------------------------------------------------------+
I edited the code with SRC and read https://docs.mql4.com/basis/variables/formal but the matter seems too complex for my programming level :-(
Would be possible to give an example using this indicator?
|
maxxmax: I edited the code with SRC and read https://docs.mql4.com/basis/variables/formal but the matter seems too complex for my programming level :-( Would be possible to give an example using this indicator? | You read the doc? You want a example? Look at the very first line of the very first example in the doc and compare it to the very first line of your function definition. |
I [ . . . ] read https://docs.mql4.com/basis/variables/formal but the matter seems too complex for my programming level :-(
Would be possible to give an example using this indicator?
Pass-by-reference and pass-by-value are not complex programming concepts. A simple Google search would have given even a novice lots of good material to review (e.g., Pass by Reference / Value in C++).
The link that WHRoeder gave you includes an example which should illustrate how to pass a parameter by reference. Here is another with some examples: Passing Parameters.
I got interested in this indicator, so here it is.
But... i cannot see the benefit from the indicator.
So maxxmax, it's your turn to show some examples how to use it.
I got interested in this indicator, so here it is.
But... i cannot see the benefit from the indicator.
So maxxmax, it's your turn to show some examples how to use it.
thank you a lot graziani !
So the solution is " const double &inputData[] " . To be honest after a long puzzling by myself I guessed the " & " but I never thought to add also "const".
Sometimes what is "obvious"" for the expert coder is a nightmare for the novice...
Jumping to the use of this indicator I have to say that it is not "the Saint Graal", but it can be an useful tool to estimate the trending/ranging status of the market.
In short, the fractal dimension (FDI) is an estimate of directional "efficiency" of the price movements, showing if the movement are random, persistent (trending) or anti-persistent (ranging).
The fractal dimension do NOT provide by itself trading signals (the direction of the move but be assessed with other tools).
The reference level of FDI is 1.5.
If FDI = 1.5 the movements are random (We will note that this happens very rarely and for very short periods)
If FDI > 1.5 the price movement is anti-persistent (ranging)
If FDI < 1.5 the price movement is persistent (trending)
One use of FDI is therefore as "filter" of market condition:
if we have a GRid system we will stay out when FDI<1.5 ;
if we have a Trend system we well stay out when FDI>1.5.
The applied parameters and Time Frames must be fine tuned to obtain useful information (yes, unluckily it lags as all other indies) .
Thanks max,
there were also some other issues, which wouldn't work with strict programming, so it is not so easy nor obvious for a non-programmer to solve this.
Anyway most concepts you described i have already read on other forums and in source, what is not clear to me is it really possible to use it, because i am watching on graph and simply not seeing the moment where this indicator could improve my entry criteria.
I understand the probability concept, so i am not looking for holly grail, but practical info, like what TF, with what parameters and an example perhaps.
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When I compile an old indicator in build +600, Some errors are returned:
'Close' - constant variable cannot be passed as reference fractal_dimension.mq4 160 52
'Open' - constant variable cannot be passed as reference fractal_dimension.mq4 161 52
'High' - constant variable cannot be passed as reference fractal_dimension.mq4 162 52
'Low' - constant variable cannot be passed as reference fractal_dimension.mq4 163 52
The function involved is :
void _computeLastNbBars( int lastBars )
{
int pos;
switch( e_type_data )
{
case PRICE_CLOSE : _computeFdi( lastBars, Close ); break;
case PRICE_OPEN : _computeFdi( lastBars, Open ); break;
case PRICE_HIGH : _computeFdi( lastBars, High ); break;
case PRICE_LOW : _computeFdi( lastBars, Low ); break;
case PRICE_MEDIAN :
for( pos=lastBars; pos>=0; pos--)ExtInputBuffer[pos]=(High[pos]+Low[pos])/2.0; _computeFdi( lastBars, ExtInputBuffer );
break;
case PRICE_TYPICAL :
for( pos=lastBars; pos>=0; pos--)ExtInputBuffer[pos]=(High[pos]+Low[pos]+Close[pos])/3.0; _computeFdi( lastBars, ExtInputBuffer );
break;
case PRICE_WEIGHTED :
for( pos=lastBars; pos>=0; pos--)ExtInputBuffer[pos]=(High[pos]+Low[pos]+Close[pos]+Close[pos])/4.0; _computeFdi( lastBars, ExtInputBuffer );
break;
default :
Alert( "[ 20-ERROR " + FILENAME + " ] the imput parameter e_type_data <" + e_type_data + "> is unknown" );
}
}
Please could you suggest any workaround to fix the problem?