Code of iSAR
Hello all,
i want to optimize the indicator iSAR. Is it possible to change it. Where can I find the code of this indicator?
BR, mtsTrader
- 2010.08.12
- Dmitry Fedoseev
- www.mql5.com
Thank you! I tried to change something in parabolicsar.mq5 but it has no effect on my trailing stop. Concretly I am unsing the parabolic SAR of this article: https://www.mql5.com/en/articles/134 Now I want to optimize the calculation of the SAR. Is there an other function that I have change?
ok, i will tray:
This is the main program:
//+------------------------------------------------------------------+ //| My_First_EA.mq5 | //| Copyright 2010, MetaQuotes Software Corp. | //| http://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2010, MetaQuotes Software Corp." #property link "http://www.mql5.com" #property version "1.00" #include <Sample_TrailingStop.mqh> // include Trailing Stop class //--- input parameters input int StopLoss=30; // Stop Loss input int TakeProfit=100; // Take Profit input int ADX_Period=8; // ADX Period input int MA_Period=8; // Moving Average Period input int EA_Magic=12345; // EA Magic Number input double Adx_Min=22.0; // Minimum ADX Value input double Lot=0.1; // Lots to Trade input double TrailingSARStep = 0.02; // Step of Parabolic input double TrailingSARMaximum = 0.2; // Maximum of Parabolic //--- Other parameters int adxHandle; // handle for our ADX indicator int maHandle; // handle for our Moving Average indicator double plsDI[],minDI[],adxVal[]; // Dynamic arrays to hold the values of +DI, -DI and ADX values for each bars double maVal[]; // Dynamic array to hold the values of Moving Average for each bars double p_close; // Variable to store the close value of a bar int STP, TKP; // To be used for Stop Loss & Take Profit values CParabolicStop Trailing; // create class instance //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- Initialize (set basic parameters) Trailing.Init(_Symbol,PERIOD_CURRENT,true,true,false); //--- Set parameters of used trailing stop type if(!Trailing.SetParameters(TrailingSARStep,TrailingSARMaximum)) { Alert("trailing error"); return(-1); } Trailing.StartTimer(); // Start timer Trailing.On(); // Turn On //--- Get handle for ADX indicator adxHandle=iADX(NULL,0,ADX_Period); //--- Get the handle for Moving Average indicator maHandle=iMA(_Symbol,_Period,MA_Period,0,MODE_EMA,PRICE_CLOSE); //--- What if handle returns Invalid Handle if(adxHandle<0 || maHandle<0) { Alert("Error Creating Handles for indicators - error: ",GetLastError(),"!!"); return(-1); } //--- Let us handle currency pairs with 5 or 3 digit prices instead of 4 STP = StopLoss; TKP = TakeProfit; if(_Digits==5 || _Digits==3) { STP = STP*10; TKP = TKP*10; } return(0); } ...
in the upper part the class Sample_TrailingStop.mqh is included:
//+------------------------------------------------------------------+ //| Sample_TrailingStop.mqh | //| MetaQuotes Software Corp. | //| http://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "MetaQuotes Software Corp." #property link "http://www.mql5.com" #property version "1.00" class CTrailingStop{ protected: string m_symbol; // ñèìâîë ENUM_TIMEFRAMES m_timeframe; // òàéìôðåéì bool m_eachtick; // ðàáîòàòü íà êàæäîì òèêå bool m_indicator; // ïîêàçûâàòü èíäèêàòîð íà ãðàôèêå bool m_button; // ïîêàçûâàòü êíîïêó âêëþ÷åíèÿ/âûêëþ÷åíèÿ int m_button_x; // êîîðäèíàòà õ êíîïêè int m_button_y; // êîîðäèíàòà ó êíîïêè color m_bgcolor; // öâåò êíîïêè color m_txtcolor; // öâåò íàäïèñè êíîïêè int m_shift; // ñìåùåíèå áàðà bool m_onoff; // âêëþ÷åíî/âûêëþ÷åíî int m_handle; // õýíäë èíäèêàòîðà ... ... class CParabolicStop: public CTrailingStop { protected: double pricebuf[1]; // çíà÷åíèå öåíû double indbuf[1]; // çíà÷åíèå èíäèêàòîðà public: void CParabolicStop(){ m_typename="SAR"; // óñòàíîâêà èìåíè òèïà òðåéëèíã ñòîïà }; //--- Ìåòîä óñòàíîâêè ïàðàìåòðîâ è çàãðóçêè èíäèêàòîðà bool SetParameters(double sarstep=0.02,double sarmaximum=0.2){ //--- çàãðóçêà èíäèêàòîðà m_handle=iSAR(m_symbol,m_timeframe,sarstep,sarmaximum); //--- åñëè íå óäàëîñü çàãðóçèòü èíäèêàòîð, ìåòîä âîçâðàùàåò false if(m_handle==-1){ return(false); } if(m_indicator){ //--- ïðèñîåäèíåíèå èíäèêàòîðà ê ãðàôèêó ChartIndicatorAdd(0,0,m_handle); } return(true); } //--- Ìåòîä ïîëó÷åíèÿ çíà÷åíèé èíäèêàòîðà bool Refresh(){ //--- åñëè íå óäàëîñü ñêîïèðîâàòü çíà÷åíèå â ìàññèâ, âîçâðàùàåòñÿ false if(CopyBuffer(m_handle,0,m_shift,1,indbuf)==-1){ return(false); } //--- åñëè íå óäàëîñü ñêîïèðîâàòü çíà÷åíèå â ìàññèâ, âîçâðàùàåòñÿ false if(CopyClose(m_symbol,m_timeframe,m_shift,1,pricebuf)==-1){ return(false); } return(true); } //--- Ìåòîä îïðåäåëåíèÿ òðåíäà int Trend() { //--- öåíà âûøå ëèíèè èíäèêàòîðà, òðåíä ââåðõ if(pricebuf[0]>indbuf[0]){ return(1); } //--- öåíà íèæå ëèíèè èíäèêàòîðà, òðåíä âíèç if(pricebuf[0]<indbuf[0]){ return(-1); } return(0); } //--- Ìåòîä îïðåäåëåíèÿ óðîâíÿ ñòîïëîññ äëÿ buy virtual double BuyStoploss(){ return(indbuf[0]); }; //--- Ìåòîä îïðåäåëåíèÿ óðîâíÿ ñòîïëîññ äëÿ sell virtual double SellStoploss(){ return(indbuf[0]); }; }; ...
in the end you can find the function iSAR. In the file ParabolicSAR is in the end the calculation of the SAR ('//--- calculate SAR for tomorrow').
... //--- calculate SAR for tomorrow ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]); //--- check for SAR if(ExtSARBuffer[i+1]>low[i] || ExtSARBuffer[i+1]>low[i-1]) ExtSARBuffer[i+1]=MathMin(low[i],low[i-1]); } else { //--- check for new Low if(low[i]<ExtEPBuffer[i-1] && i!=ExtLastRevPos) { ExtEPBuffer[i]=low[i]; ExtAFBuffer[i]=ExtAFBuffer[i-1]+ExtSarStep; if(ExtAFBuffer[i]>ExtSarMaximum) ExtAFBuffer[i]=ExtSarMaximum; } else { //--- when we haven't reversed if(i!=ExtLastRevPos) { ExtAFBuffer[i]=ExtAFBuffer[i-1]; ExtEPBuffer[i]=ExtEPBuffer[i-1]; } } //--- calculate SAR for tomorrow ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]); //--- check for SAR if(ExtSARBuffer[i+1]<high[i] || ExtSARBuffer[i+1]<high[i-1]) ExtSARBuffer[i+1]=MathMax(high[i],high[i-1]); } } //---- OnCalculate done. Return new prev_calculated. return(rates_total); } //+------------------------------------------------------------------+ //| Find highest price from start to current position | //+------------------------------------------------------------------+ double GetHigh(int nPosition,int nStartPeriod,const double &HiData[]) { //--- calculate double result=HiData[nStartPeriod]; for(int i=nStartPeriod;i<=nPosition;i++) if(result<HiData[i]) result=HiData[i]; return(result); } //+------------------------------------------------------------------+ //| Find lowest price from start to current position | //+------------------------------------------------------------------+ double GetLow(int nPosition,int nStartPeriod,const double &LoData[]) { //--- calculate double result=LoData[nStartPeriod]; for(int i=nStartPeriod;i<=nPosition;i++) if(result>LoData[i]) result=LoData[i]; return(result); } //+------------------------------------------------------------------+
My question is how can I manipulate the calculation of the next SAR value? I tried to change something in this formula but it has no effect on the SAR shown in the diagram.Is it possible that the SAR is calculated at another place?
ok, i will tray:
This is the main program:
in the upper part the class Sample_TrailingStop.mqh is included:
in the end you can find the function iSAR. In the file ParabolicSAR is in the end the calculation of the SAR ('//--- calculate SAR for tomorrow').
My question is how can I manipulate the calculation of the next SAR value? I tried to change something in this formula but it has no effect on the SAR shown in the diagram.Is it possible that the SAR is calculated at another place?
Calculate SAR for tomorrow ? You can't calculate value for future.
How is indexed your ExtSARBuffer ? As a series or not ?
//--- calculate SAR for tomorrow ExtSARBuffer[i+1]=ExtSARBuffer[i]+ExtAFBuffer[i]*(ExtEPBuffer[i]-ExtSARBuffer[i]); //--- check for SAR if(ExtSARBuffer[i+1]<high[i] || ExtSARBuffer[i+1]<high[i-1]) ExtSARBuffer[i+1]=MathMax(high[i],high[i-1]);
Suppose it's indexed as a series, then i+1 is 1 candle in the past of i candle, and i-1 is in the future of candle i. That will never permit you to trade effectively. That can work on historical data, but not in actual trading.
Calculate SAR for tomorrow ? You can't calculate value for future.
How is indexed your ExtSARBuffer ? As a series or not ?
Suppose it's indexed as a series, then i+1 is 1 candle in the past of i candle, and i-1 is in the future of candle i. That will never permit you to trade effectively. That can work on historical data, but not in actual trading.
This is the Code of the ParabolicSAR. I have not changed anything. The question is where the Indicator iSAR in Sample_TrailingStop.mqh is calculated? Is it in ParabolicSAR or could it be that the indicator is calculated somewhere else?
Thank you for porting to my attention this behaviour of Parabolic Sar.
Sample_TrailingStop.mqh use iSAR() function, which use the standard built-in Parabolic Sar of MT5, you can't change it.
If you want to customize the module, you need to use iCustom() with ParabolicSAR.mq5 custom indicator. Then you can customize it this last file where is calculated the parabolic sar.
Thank you! Now it's clear why it has no effect if I change something in ParabolicSAR.
Now i will read the article of the custom indicator. Is it possible to copy and paste the ParabolicSAR or is not quite as simple?
Thank you! Now it's clear why it has no effect if I change something in ParabolicSAR.
Now i will read the article of the custom indicator. Is it possible to copy and paste the ParabolicSAR or is not quite as simple?
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Hello all,
i want to optimize the indicator iSAR. Is it possible to change it. Where can I find the code of this indicator?
BR, mtsTrader