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BufferResize and BufferSize for TimeSeries Classes - please help

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Dr Matthias Hammelsbeck
538
Dr Matthias Hammelsbeck 2014.03.05 19:47 

Hi alltogether,

I'm grateful that there are people always who are willing to help and are giving competent answers to all my questions.

Following problem: I have an object of class CiHigh and I get unexpected values for BufferSize after having called BufferResize with different values:

 

#property copyright "Bobcat"
#property version   "4.00"
#include <Indicators\TimeSeries.mqh>
int OnInit()
{
  CiHigh high;
  high.Create ("EURUSD", PERIOD_M30);
  //--
  high.Refresh();
  Print ("Init BufferSize = ", high.BufferSize());
  for (int i = 98; i < 101; ++i) {
    printf ("%4d: %0.5f", i, high.GetData(i));
  }
  //--
  high.BufferResize(2000);
  high.Refresh();
  Print ("BufferResize(2000): BufferSize = ", high.BufferSize());
  for (int i = 1998; i < 2001; ++i) {
    printf ("%4d: %0.5f", i, high.GetData(i));
  }
  //--
  high.BufferResize(200);
  high.Refresh();
  Print ("BufferResize(200): BufferSize = ", high.BufferSize());
  for (int i = 198; i < 201; ++i) {
    printf ("%4d: %0.5f", i, high.GetData(i));
  }
  //--
  high.BufferResize(50);
  high.Refresh();
  Print ("BufferResize(50): BufferSize = ", high.BufferSize());
  for (int i = 48; i < 51; ++i) {
    printf ("%4d: %0.5f", i, high.GetData(i));
  }
  return INIT_SUCCEEDED;
}

 

 The output is:

Init BufferSize = 100
  98: 1.37734
  99: 1.37704
 100: 179769313486...
BufferResize(2000): BufferSize = 2000
1998: 1.36281
1999: 1.36232
2000:  179769313486...
BufferResize(200): BufferSize = 2000   (HERE I EXPECTED 200)
 198: 1.36776
 199: 1.36617
 200: 179769313486...
BufferResize(50): BufferSize = 2000    (HERE I EXPECTED 50)
  48: 1.37395
  49: 1.37432
  50: 179769313486...

 

 Notes/Questions:

  • obviously the initial buffersize is 100; this is for sure and reliable?
  • except for 2 lines I get the output I expected
  • the exceptions are marked: why do I get the value 2000 for buffer size although I diminished the size two times?

Many thanks for each answer!

Bobcat

 

Alain Verleyen
Moderator
30755
Alain Verleyen 2014.03.05 20:40  
Bobcat:

Hi alltogether,

I'm grateful that there are people always who are willing to help and are giving competent answers to all my questions.

Following problem: I have an object of class CiHigh and I get unexpected values for BufferSize after having called BufferResize with different values:

 ...

Bobcat

Interesting question. Not sure if it's a feature or a bug. In all case the statement high.BufferResize(200) doesn't really resize the buffer.

I can only suggest you to write to ServideDesk to report this and ask their enlightenment.

Dr Matthias Hammelsbeck
538
Dr Matthias Hammelsbeck 2014.03.05 21:46  

Hii,

 

thank you again for your answer!

I will describe the problem to ServiceDesk and I let you know the answer!

 

Bobcat


"Happiness is only real when shared"

Dr Matthias Hammelsbeck
538
Dr Matthias Hammelsbeck 2014.03.16 21:04  

angevoyageur

 

until now I have no answer from the ServiceDesk. But relax - this is no problem.

 I think I have found the cause for the strange buffer size values. Please see the following code extract from Include/Indicators/TimeSeries.mqh:

//+------------------------------------------------------------------+
//| Set size of buffer                                               |
//+------------------------------------------------------------------+
bool CPriceSeries::BufferResize(const int size)
  {
   if(size>m_buffer_size && !CSeries::BufferResize(size))
      return(false);
//-- history is avalible
   CDoubleBuffer *buff=At(0);
//--- check pointer
   if(buff==NULL)
      return(false);
//--
   buff.Size(size);
//--- ok
   return(true);
  }

 The and-Expression (marked in red letters) is the problem: in case if size <= m_buffer_size the second expression !CSeries::BufferResize(size) is never called (for compiler optimization strategy I guess). But one side-effect of CSeries::BufferResize is the modification/adaptation of the variable m_buffer_size.

Solutions:

a simple solution is to exchange the order of the both expressions:

  if(!CSeries::BufferResize(size) && size>m_buffer_size)
      return(false);

 

 A better solution would be:

  bool bufres = CSeries::BufferResize(size);
  if(size>m_buffer_size && !bufres)
      return(false);

 

 What do you think?

 

A second issue:

I wonder if the initial buffer size of the timeseries buffers is 100. And indeed it is:

 In Include/Indicators/Series.mqh there is the following define statement:

#define DEFAULT_BUFFER_SIZE 100

 This macro is used during creation of CiHigh Object.

 

I hope this will clarify some things....

Bobcat 

Alain Verleyen
Moderator
30755
Alain Verleyen 2014.03.16 21:13  
Bobcat:

angevoyageur

 

until now I have no answer from the ServiceDesk. But relax - this is no problem.

 I think I have found the cause for the strange buffer size values. Please see the following code extract from Include/Indicators/TimeSeries.mqh:

 The and-Expression (marked in red letters) is the problem: in case if size <= m_buffer_size the second expression !CSeries::BufferResize(size) is never called (for compiler optimization strategy I guess). But one side-effect of CSeries::BufferResize is the modification/adaptation of the variable m_buffer_size.

Solutions:

a simple solution is to exchange the order of the both expressions:

 

 A better solution would be:

 

 What do you think?

 

I already read the code when your reported this problem, so I am aware of what you say now. But it's Metaquotes code for the Standard Library, so it's to them to fix it or say : not it works like intended. This is why I wrote previously : bug or feature ?


If you want to use your correction, don't forget to use a copy of TimeSeries.mqh, as it can be overwritten during MT5 update.

Dr Matthias Hammelsbeck
538
Dr Matthias Hammelsbeck 2014.03.16 21:55  
angevoyageur:
I already read the code when your reported this problem, so I am aware of what you say now. But it's Metaquotes code for the Standard Library, so it's to them to fix it or say : not it works like intended. This is why I wrote previously : bug or feature ?


If you want to use your correction, don't forget to use a copy of TimeSeries.mqh, as it can be overwritten during MT5 update.

Yes, I see what you mean. Thank you.

 Bobcat

 

----------------------------------------------------------------------------------- 

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