Getting normalised price from another timeframe

[Hyun Hwang]

Hi

I normalised the distance between (EURGBP-EURUSD) and (EURUSD-GBPUSD). Below is the code;

Now, I want to create separate variables to store normalised values of other timeframes i.e 15min 60min regardless which timeframe I am currently on so I can comment those on the chart. 

Can someone help on how I could retrieve normalised values from another timeframe please?

//+------------------------------------------------------------------+
//|                                         Normalised Fly Price.mq4 |
//|                                                   Hyun soo Hwang |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Hyun soo Hwang"
#property link      "https://www.mql5.com"
#property version   "1.00"
#property strict
#property indicator_separate_window

#property indicator_level1     2
#property indicator_level2     1.5
#property indicator_level3     0
#property indicator_level4     -1.5
#property indicator_level5     -2.0

#property indicator_buffers 2
#property indicator_color1 Black
#property indicator_color2 Red

//--- Extern variables
extern int period = 20;

//--- Buffers
double ExtNormalised[];
double ExtNormalisedMA[];
double ExtFlyBuffer[];
double ExtMABuffer[];
double ExtStdevBuffer[];

double Normalised15;
double Fly15[];
double MA15[];
double Stdev15[];

double ExtNormalised60;
double ExtNormalised240;

//--- variables
int limit, i, x, y;
double total;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   IndicatorBuffers(5);
   IndicatorDigits(5);
   IndicatorShortName("Normalised Fly Price");
   
   SetIndexBuffer(0, ExtNormalised);
   SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 1);
   SetIndexLabel(0, "Normalised");
   
   SetIndexBuffer(1, ExtNormalisedMA);
   SetIndexStyle(1, DRAW_LINE, STYLE_DOT, 1);
   SetIndexLabel(1, "MA");
   
   SetIndexBuffer(2, ExtFlyBuffer);
   SetIndexBuffer(3, ExtMABuffer);
   SetIndexBuffer(4, ExtStdevBuffer);
   
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {

//--- Find number of bars to fill (aka find Limit)
   //int counted_bars=IndicatorCounted(); // IndicatorCounted returns number of bars not changed since the indicator had been launched last
   if(rates_total<60 || prev_calculated<0) return(0); // To check for errors
   //if(counted_bars>0) counted_bars--; // Minus 1 so as to always recount the last bar. Last bar may be formed incompletely

   limit=(prev_calculated==0)?rates_total-period:rates_total-prev_calculated; // Bars represent number of bars in the chart

//--- Main Calculation 
   for(i=limit; i>=0 && !_StopFlag; i--) {
   
      ///--- Fly price
      ExtFlyBuffer[i] = flyPrice(i,0,time);
      
      //--- Moving average
      ExtMABuffer[i] = MA(i, period, ExtFlyBuffer);
      
      //--- Standard deviation
      ExtStdevBuffer[i] = Stdev(i, ExtFlyBuffer, ExtMABuffer[i], period);

      //--- Normalised fly price
      ExtNormalised[i] = ExtStdevBuffer[i]!=0.0?(ExtFlyBuffer[i]-ExtMABuffer[i])/ExtStdevBuffer[i]:0.0;
  }
      
   limit=(prev_calculated==0)?rates_total-period*2:rates_total-prev_calculated; // Bars represent number of bars in the chart
   
   for(i=limit; i>=0 && !_StopFlag; i--) {
      
      //-- Moving average on Normalised price
      ExtNormalisedMA[i] = MA(i, period, ExtNormalised);
   }

//-- Alerts
   if(ExtNormalised[1]<=-2){
      Alert("Alert Buy"," ",DoubleToString(ExtNormalised[1],5));
      SendNotification("Alert Buy");
   }
   if(ExtNormalised[1]>=2){
      Alert("Alert Sell"," ",DoubleToString(ExtNormalised[1],5));
      SendNotification("Alert Sell");
   }
   
//-- Comment the current (bar[0]) normalised price for 15min, 60min, 4hour on the chart
   limit=(prev_calculated==0)?rates_total-period*4:rates_total-prev_calculated;
   Normalised15 = Normalised(limit, time, 15, period, Fly15, MA15, Stdev15, 2) ;
   
   Comment("\n","15 min: ",DoubleToString(Normalised15,5));
   
//--- return value of prev_calculated for next call
   return(rates_total);
 }
 
//indicator value 5dp
//script or ea for creating a button that executes buy/sell market order
//comment 

//+------------------------------------------------------------------+

//--- Functions

double flyPrice(int k, int time1, const datetime &time[]) {

   int shift1=iBarShift("EURGBP",time1,time[k]);
   int shift2=iBarShift("EURUSD",time1,time[k]);
   int shift3=iBarShift("GBPUSD",time1,time[k]);
   
   double flyPrice = (iClose("EURGBP", time1, shift1)-iClose("EURUSD", time1, shift2))-(iClose("EURUSD", time1, shift2)-iClose("GBPUSD", time1, shift3));
   
   return(flyPrice);

}

double MA(int m, int period1, double &array[]) {
   
   double sum1 = 0;
   double ma1;
   for(x=m; x<m+period1; x++) {
            sum1 = sum1 + array[x];
         }

   ma1 = sum1/period1; // Sum of prices divided number of bars gives us the SMA on closing price 
   return(ma1);        
   
}

double Stdev(int pos, double &price[], double MA, int length) {

   double StdevTemp =0.0;
   
   for (y=pos; y<pos+length; y++) {
      StdevTemp +=MathPow(price[y]-MA,2);    
   }
   StdevTemp = MathSqrt(StdevTemp/length);
   
   return(StdevTemp);
}

double Normalised(int a, const datetime &time[], int timeframe, int ma_stdev_period, double &fly[], double &ma[], double &stdev[], int normalised_shift) {
   
   double normalised [];
   
   for(int z=a; i>=0 && !_StopFlag; z--) {
   
      ///--- Fly price
      fly[z] = flyPrice(i,timeframe,time);
      
      //--- Moving average
      ma[z] = MA(i, period, ExtFlyBuffer);
      
      //--- Standard deviation
      stdev[z] = Stdev(i, ExtFlyBuffer, ExtMABuffer[i], period);

      //--- Normalised fly price
      normalised[z] = ExtStdevBuffer[z]!=0.0?(ExtFlyBuffer[z]-ExtMABuffer[z])/ExtStdevBuffer[z]:0.0;
  }
  return(normalised[normalised_shift]);
   
} 

I tried creating a function,  but I am getting array out of range error. Please correct me if I can use this method or let me know if there is a better way.

[William Roeder]

Hyun Hwang: I am getting array out of range error.    double normalised [];	Of course you do, array has no size.

[Hyun Hwang]

whroeder1:

	Of course you do, array has no size.

What size do i need to assign it?

[William Roeder]

Hyun Hwang: What size do i need to assign it?	How many values are you storing in it?

[Hyun Hwang]

whroeder1:

	How many values are you storing in it?

Dont need many, just two i guess. One for the bar[0] and one for bar [1]

[William Roeder]

Hyun Hwang: Dont need many, just two i guess. One for the bar[0] and one for bar [1]

You guess? Why don''t you know? Look at your code:

   limit=(prev_calculated==0)?rates_total-period*4:rates_total-prev_calculated;
   Normalised15 = Normalised(limit, time, 15, period, Fly15, MA15, Stdev15, 2) ;
:
double Normalised(int a, ...) {
   double normalised [];

   for(int z=a; i>=0 && !_StopFlag; z--) { ...
      normalised[z] = 

1. You call your function with a=rates_total-period*4
2. Z begins at a.
3. You store a value at element z
4. Therefor you need z+1 elements. Resize your array to a+1.
   

not two but thousands (slightly less than Bars)

[Hyun Hwang]

whroeder1:
You guess? Why don''t you know? Look at your code:

1. You call your function with a=rates_total-period*4
2. Z begins at a.
3. You store a value at element z
4. Therefor you need z+1 elements. Resize your array to a+1.
   

not two but thousands (slightly less than Bars)

So after the for loop, i need to put 

for {

}

ArrayResize(normalised, a+1,0)

return normalised[normalised_shift]

Is that correct?

[Hyun Hwang]

whroeder1:
You guess? Why don''t you know? Look at your code:

1. You call your function with a=rates_total-period*4
2. Z begins at a.
3. You store a value at element z
4. Therefor you need z+1 elements. Resize your array to a+1.
   

not two but thousands (slightly less than Bars)

Actually, without having to resize the array, can't i just lookback only the required amount of bars to compute two normalised values? This will depend on what period i use for ma and stdev so,

normalise[]=2;

And use period+1 when calling normalise function instead of using 'limit'

Is that correct?

[William Roeder]

Hyun Hwang: So after the for loop ... Is that correct? Hyun Hwang: " required amount of bars to compute two normalised values" Is that correct?	No and no. learn to code it, or pay (Freelance) someone to code it.