How to modify the code with Opencl?

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jaffer wilson
921
jaffer wilson  

Here is the code that I am trying to modify:  

#include <MovingAverages.mqh>

#property indicator_separate_window
#property indicator_buffers 6
#property indicator_plots   3
#property indicator_type1   DRAW_LINE
#property indicator_color1  Yellow//LightSeaGreen
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1
#property indicator_type2   DRAW_LINE
#property indicator_color2  Lime//YellowGreen
#property indicator_style2  STYLE_SOLID//STYLE_DOT
#property indicator_width2  1
#property indicator_type3   DRAW_LINE
#property indicator_color3  Red//Wheat
#property indicator_style3  STYLE_SOLID//STYLE_DOT
#property indicator_width3  1
#property indicator_label1  "ADX"
#property indicator_label2  "+DI"
#property indicator_label3  "-DI"
//--- input parameters
input int InpPeriodADX=14; // Period
//---- buffers
double    ExtADXBuffer[];
double    ExtPDIBuffer[];
double    ExtNDIBuffer[];
double    ExtPDBuffer[];
double    ExtNDBuffer[];
double    ExtTmpBuffer[];
//--- global variables
int       ExtADXPeriod;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//--- check for input parameters
   if(InpPeriodADX>=100 || InpPeriodADX<=0)
     {
      ExtADXPeriod=14;
      printf("Incorrect value for input variable Period_ADX=%d. Indicator will use value=%d for calculations.",InpPeriodADX,ExtADXPeriod);
     }
   else ExtADXPeriod=InpPeriodADX;
//---- indicator buffers
   SetIndexBuffer(0,ExtADXBuffer);
   SetIndexBuffer(1,ExtPDIBuffer);
   SetIndexBuffer(2,ExtNDIBuffer);
   SetIndexBuffer(3,ExtPDBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(4,ExtNDBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(5,ExtTmpBuffer,INDICATOR_CALCULATIONS);
//--- indicator digits
   IndicatorSetInteger(INDICATOR_DIGITS,2);
//--- set draw begin
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtADXPeriod<<1);
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtADXPeriod);
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtADXPeriod);
//--- indicator short name
   string short_name="ADX("+string(ExtADXPeriod)+")";
   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- change 1-st index label
   PlotIndexSetString(0,PLOT_LABEL,short_name);
//---- end of initialization function
  }
//+------------------------------------------------------------------+
//| 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[])
  {
//--- checking for bars count
   if(rates_total<ExtADXPeriod)
      return(0);
//--- detect start position
   int start;
   if(prev_calculated>1) start=prev_calculated-1;
   else
     {
      start=1;
      ExtPDIBuffer[0]=0.0;
      ExtNDIBuffer[0]=0.0;
      ExtADXBuffer[0]=0.0;
     }
//--- main cycle
   for(int i=start;i<rates_total && !IsStopped();i++)
     {
      //--- get some data
      double Hi    =high[i];
      double prevHi=high[i-1];
      double Lo    =low[i];
      double prevLo=low[i-1];
      double prevCl=close[i-1];
      //--- fill main positive and main negative buffers
      double dTmpP=Hi-prevHi;
      double dTmpN=prevLo-Lo;
      if(dTmpP<0.0)   dTmpP=0.0;
      if(dTmpN<0.0)   dTmpN=0.0;
      if(dTmpP>dTmpN) dTmpN=0.0;
      else
        {
         if(dTmpP<dTmpN) dTmpP=0.0;
         else
           {
            dTmpP=0.0;
            dTmpN=0.0;
           }
        }
      //--- define TR
      double tr=MathMax(MathMax(MathAbs(Hi-Lo),MathAbs(Hi-prevCl)),MathAbs(Lo-prevCl));
      //---
      if(tr!=0.0)
        {
         ExtPDBuffer[i]=100.0*dTmpP/tr;
         ExtNDBuffer[i]=100.0*dTmpN/tr;
        }
      else
        {
         ExtPDBuffer[i]=0.0;
         ExtNDBuffer[i]=0.0;
        }
      //--- fill smoothed positive and negative buffers
      ExtPDIBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtPDIBuffer[i-1],ExtPDBuffer);
      ExtNDIBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtNDIBuffer[i-1],ExtNDBuffer);
      //--- fill ADXTmp buffer
      double dTmp=ExtPDIBuffer[i]+ExtNDIBuffer[i];
      if(dTmp!=0.0)
         dTmp=100.0*MathAbs((ExtPDIBuffer[i]-ExtNDIBuffer[i])/dTmp);
      else
         dTmp=0.0;
      ExtTmpBuffer[i]=dTmp;
      //--- fill smoothed ADX buffer
      ExtADXBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtADXBuffer[i-1],ExtTmpBuffer);



     }

//---- OnCalculate done. Return new prev_calculated.

   return(rates_total);
  }
//+------------------------------------------------------------------+

I am trying to modify an indicator file using the OpenCL library. But I couldn't understand how i can make that possible. I tried to read and understand the Documentation but could not. Kindly, help me modify the above with OpenCl, so that it will help me understand what I can do with it.

kypa
1035
kypa  

Have you read examples form Code Base?

https://www.mql5.com/en/code/825

Debugging is tricky as MQ editor/compiler doesn't really report the errors yet.

But that is a simple indicator, I doubt you will benefit from GPU calculations.

OpenCL Test
OpenCL Test
  • votes: 29
  • 2012.02.08
  • MetaQuotes
  • www.mql5.com
Starting from build 581, the native support of the OpenCL interface has been added for using GPU capacities. Here is a small working example of the Mandelbrot fractal calculation in OpenCL. The OpenCL accelerates calculations of fractal approximately up to 100 times in comparison with the CPU calculations.
jaffer wilson
921
jaffer wilson  
kypa:

Have you read examples form Code Base?

https://www.mql5.com/en/code/825

Debugging is tricky as MQ editor/compiler doesn't really report the errors yet.

But that is a simple indicator, I doubt you will benefit from GPU calculations.

The GPU calculation what I am trying is not for the current values . It is for the historic data and applying some complex mathematical formula which requires huge processing capacity which GPU can give me. My CPU is working damn slow for those calculations and hence I am not able to figure the moves of the indicator.

kypa
1035
kypa  

Your CPU is faster than you thing, a single x86 core built in last 10 years running at 2 GHz can do at least 1 000 000 operations like those written in your code per second. Top end cores can do 10 even 20 000 000.

Have you written something already? I might try modifying this later, but don't promise anything.

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