Help re-engineering indicator

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Robert Browne
127
Robert Browne  

I found an indicator a couple of years again. I don't know whom wrote it but it had this header at top so credit is due here

//+------------------------------------------------------------------+
//|                                                  Trading_Vol.mq4 |
//|                        Copyright 2016, MetaQuotes Software Corp. |
//|                                   https://M2P_Design@hotmail.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link      "https://M2P_Design@hotmail.com"

I've reworked the code but have never liked how it first applies itself to a chart and then how quickly it slows down, bogs and the crashes the terminal. Which is a pity cause it is a great little indicator

Here is the code

//+------------------------------------------------------------------+
//|                               Master Indicator Template v3.0 mq4 |
//|                                         Copyright 2017, ForexBob |
//|                                                forexbob@live.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2017, ForexBob"
#property link      "forexbob@live.com"
#property version   "3.0"
#property strict
#property indicator_chart_window
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//--- indicator settings 
#property indicator_separate_window 
#property indicator_buffers 4 
#property indicator_color1 Green
#property indicator_color2 LimeGreen 
#property indicator_color3 Orange
#property indicator_color4 Red
//--- indicator levels
#property indicator_level1     40.0
#property indicator_level2     50.0
#property indicator_level3     60.0
#property indicator_levelcolor clrDimGray
#property indicator_levelstyle STYLE_DOT

//--- input parameter 
input int    InpPeriod=89;

double   BullSentiment[],BearSentiment[],BullSentimentIndicator[],BearSentimentIndicator[],BullPower[],BearPower[],BullPowerIndicator[],BearPowerIndicator[];//--- Trade volume variables
double   Bull,Bear,Bullp,Bearp;//--- Trade volume variables
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
   string short_name;
   
//--- 3 additional buffer used for counting. 
   IndicatorBuffers(8);
   SetIndexBuffer(0,BullPowerIndicator);
   SetIndexBuffer(1,BullSentimentIndicator);
   SetIndexBuffer(2,BearSentimentIndicator);
   SetIndexBuffer(3,BearPowerIndicator);

//--- Accuracy of Indicator
   IndicatorDigits(1);

//--- drawing style 
   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2);
   SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,2);
   SetIndexStyle(2,DRAW_LINE,STYLE_SOLID,2);
   SetIndexStyle(3,DRAW_LINE,STYLE_SOLID,2);
   
 //--- name for DataWindow and indicator subwindow label
   short_name="Bobs Strength Meter("+IntegerToString(InpPeriod)+")";
  
//--- name for DataWindow and indicator subwindow label
   short_name="Bobs Strength Meter("+IntegerToString(InpPeriod)+")";

   SetIndexLabel(0,"Buy Sentiment");
   SetIndexLabel(1,"Sell Sentiment");
   SetIndexLabel(2,"Buy Power");
   SetIndexLabel(3,"Sell Power");

//--- check for input parameter
   if(InpPeriod<=0)
     {
      Print("Wrong input parameter Delta = ",InpPeriod);
      return(INIT_FAILED);
     }
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {

   return(0);
  }
//+------------------------------------------------------------------+
//| 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[])
  {
   ArrayResize(BullSentiment,Bars+InpPeriod);
   ArrayResize(BearSentiment,Bars+InpPeriod);
   ArrayResize(BullPower,Bars+InpPeriod);
   ArrayResize(BearPower,Bars+InpPeriod);
   ArrayResize(BullSentimentIndicator,Bars+1);
   ArrayResize(BearSentimentIndicator,Bars+1);
   ArrayResize(BullPowerIndicator,Bars+1);
   ArrayResize(BearPowerIndicator,Bars+1);

   for(int i=0; i<rates_total; i++)
     {
      Sentiment(i);
      Power(i);

      double Bull1=0,Bear1=0;
      double Bull2=0,Bear2=0;

      for(int cnt=i; cnt<(i+InpPeriod); cnt++)
        {
         Bull1=Bull1+BullSentiment[cnt];
         Bear1=Bear1+BearSentiment[cnt];
         Bull2=Bull2+BullPower[cnt];
         Bear2=Bear2+BearPower[cnt];
        }

      double TotalPips=Bull2+Bear2;

      BullSentimentIndicator[i]=Bull1/InpPeriod;
      BearSentimentIndicator[i]=Bear1/InpPeriod;
      BullPowerIndicator[i] = MathRound((Bull2/TotalPips)*100);
      BearPowerIndicator[i] = MathRound((Bear2/TotalPips)*100);
     }
   return(rates_total);
  }
//+------------------------------------------------------------------+

//+----------------------------------------+
//  Sentiment                              |
//+----------------------------------------+
void Sentiment(int i)
//+----------------------------------------+
  {
   double Percent=0;
   double Bulls=0,Bears=0;
   double Length0=(iHigh(Symbol(),0,i)-iLow(Symbol(),0,i));

   double Body0=MathAbs(iOpen(Symbol(),0,i)-iClose(Symbol(),0,i));

   if(Length0>0)
      Percent=Body0/Length0;
   double Remain=1-Percent;

//DownCandle
   if(iOpen(Symbol(),0,i)>iClose(Symbol(),0,i))
     {
      Bulls = Remain/2;
      Bears = Percent + Bulls;
     }

//UpCandle
   else if(iOpen(Symbol(),0,i)<=iClose(Symbol(),0,i))
     {
      Bears = Remain/2;
      Bulls = Percent + Bears;
     }

   BullSentiment[i] = MathRound(Bulls*100);
   BearSentiment[i] = MathRound(Bears*100);
  }
//+----------------------------------------+
//  Power                                  |
//+----------------------------------------+
void Power(int i)
//+----------------------------------------+
  {
   double Body     = MathAbs(iOpen(Symbol(),0,i)-iClose(Symbol(),0,i));
   double BodySize = Body/Point;
//DownCandle
   if(iOpen(Symbol(),0,i)>iClose(Symbol(),0,i))
     {
      BullPower[i] = 0.01;
      BearPower[i] = BodySize;
     }

//UpCandle
   else if(iOpen(Symbol(),0,i)<iClose(Symbol(),0,i))
     {
      BullPower[i] = BodySize;
      BearPower[i] = 0.01;
     }

//Doji Candle
   else
     {
      BullPower[i] = 0.01;
      BearPower[i] = 0.01;
     }
  }

When I apply it to the chart it first looks like this

But as soon as the first tick comes in it works fine (although the coding itself is "loose" so to speak) 

I believe the error root cause lies in line 107 which then calls repeat calculations on bars that haven't changed since the previous run of the function thus bogging down the terminal

   ArrayResize(BullPowerIndicator,Bars+1);
   ArrayResize(BearPowerIndicator,Bars+1);

   for(int i=0; i<rates_total; i++)  
     {
      Sentiment(i);
      Power(i);

So I re-engineered the code to try and fix the solution but have come to a dead end.

Here is the new code (hopefully much cleaner than before)

//+------------------------------------------------------------------+
//|                               Master Indicator Template v3.0 mq4 |
//|                                         Copyright 2017, ForexBob |
//|                                                forexbob@live.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2017, ForexBob"
#property link      "forexbob@live.com"
#property version   "3.0"
#property strict
#property indicator_separate_window

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//--- indicator settings 
#property indicator_separate_window 
#property indicator_buffers 4 
#property indicator_color1 Green
#property indicator_color2 Red
#property indicator_color3 LimeGreen
#property indicator_color4 Magenta
//--- indicator levels
#property indicator_level1     40.0
#property indicator_level2     50.0
#property indicator_level3     60.0
#property indicator_levelcolor clrDimGray
#property indicator_levelstyle STYLE_DOT

//--- input parameter 
input int    InpPeriod=120;

double   BullSentimentIndicator[],BearSentimentIndicator[],BullPowerIndicator[],BearPowerIndicator[];//--- Indicator buffers
double   Body[],Range[],BullBodySize[],Sentiment[],SentimentCount[],BullBodyCount[],TotalPipCount[];//--- internal count buffers
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit(void)
  {
   string short_name;

//--- 7 additional buffer used for counting. 
   IndicatorBuffers(11);
   SetIndexBuffer(0,BullPowerIndicator);   //--- indicator buffer for display
   SetIndexBuffer(1,BearPowerIndicator);   //--- indicator buffer for display
   SetIndexBuffer(2,BullSentimentIndicator);   //--- indicator buffer for display
   SetIndexBuffer(3,BearSentimentIndicator);   //--- indicator buffer for display
   SetIndexBuffer(4,Body);   //--- internal array to store body size  of each candle
   SetIndexBuffer(5,Range);  //--- internal array to store true range of each candle 
   SetIndexBuffer(6,BullBodySize);   //--- internal array to store (if bull candle) body size  of each candle
   SetIndexBuffer(7,Sentiment);  //--- internal array to store sentiment calculation of each candle
   SetIndexBuffer(8,SentimentCount);  //--- internal array to store the rolling sentiment sum for input period
   SetIndexBuffer(9,BullBodyCount);  //--- internal array to store the rolling Bull body sum for input period
   SetIndexBuffer(10,TotalPipCount);  //--- internal array to store the rolling Total body sum for input period

//--- Accuracy of Indicator
   IndicatorDigits(1);

//--- drawing style 
   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2);
   SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,2);
   SetIndexStyle(2,DRAW_LINE,STYLE_SOLID,2);
   SetIndexStyle(3,DRAW_LINE,STYLE_SOLID,2);

//--- name for DataWindow and indicator subwindow label
   short_name="Bobs Strength Meter("+IntegerToString(InpPeriod)+")";

   SetIndexLabel(0,"Buy Power");
   SetIndexLabel(1,"Sell Power");
   SetIndexLabel(2,"Buy Body");
   SetIndexLabel(3,"Sell Body");

//--- check for input parameter
   if(InpPeriod<=0)
     {
      Print("Wrong input parameter Delta = ",InpPeriod);
      return(INIT_FAILED);
     }
//---
   SetIndexDrawBegin(0,InpPeriod);
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//|                                                |
//+------------------------------------------------------------------+
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[])
  {
   int i,limit;

//--- check for bars count and input parameter
   if(rates_total<=InpPeriod || InpPeriod<=0)
      return(0);

//--- counting from 0 to rates_total
   ArraySetAsSeries(BullPowerIndicator,false);
   ArraySetAsSeries(BearPowerIndicator,false);
   ArraySetAsSeries(BullSentimentIndicator,false);
   ArraySetAsSeries(BearSentimentIndicator,false);
   ArraySetAsSeries(Body,false);
   ArraySetAsSeries(Range,false);
   ArraySetAsSeries(Sentiment,false);
   ArraySetAsSeries(Sentiment,false);
   ArraySetAsSeries(SentimentCount,false);
   ArraySetAsSeries(BullBodyCount,false);
   ArraySetAsSeries(TotalPipCount,false);
   ArraySetAsSeries(open,false);
   ArraySetAsSeries(high,false);
   ArraySetAsSeries(low,false);
   ArraySetAsSeries(close,false);

//--- preliminary calculations
   if(prev_calculated==0)
     {
      BullPowerIndicator[0]=0.0;
      BearPowerIndicator[0]=0.0;
      BullSentimentIndicator[0]=0.0;
      BearSentimentIndicator[0]=0.0;
      Body[0]=0.0;
      Range[0]=0.0;
      Sentiment[0]=0.0;
      SentimentCount[0]=0.0;
      BullBodySize[0]=0.0;
      BullBodyCount[0]=0.0;
      TotalPipCount[0]=0.0;

      //--- filling out the array of count values for each period
      for(i=1; i<rates_total; i++)
        {
         bool   IsBullBar=close[i]>open[i];   //--- To determine if current candle direction

         Body[i]      = MathAbs(close[i]-open[i]);   //--- Calculate the body size 
         Range[i]     = MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);   //--- Calculate the true range 
         Sentiment[i] = (Body[i]/Range[i])*100; //--- Sentiment strength is a Percentage calculation body vs range. 
         
         if(IsBullBar)  //--- if the current bar is a bull bar assign body to array. A bear bar has the value of 0 for counting purposes.
            BullBodySize[i]=Body[i];
         else
            BullBodySize[i]=0;
        }

      //--- first Period values of the indicator are not calculated
      double MovingSentimentCount=0.0;  //--- variable to store the accumulated sentiment count for the input period
      double MovingBullBodyCount =0.0;  //--- variable to store the accumulated bull body count for the input period
      double MovingPipcount=0.0;   //--- variable to store the accumulated range for the input period

      for(i=1; i<=InpPeriod; i++)
        {
         BullPowerIndicator[i] = 0.0;
         BearPowerIndicator[i] = 0.0;
         BullPowerIndicator[i] = 0.0;
         BearPowerIndicator[i] = 0.0;

         MovingSentimentCount+=Sentiment[i];
         MovingBullBodyCount+=BullBodySize[i];
         MovingPipcount+=Range[i];
        }

      //--- calculating the first value of the indicator
      BullPowerIndicator[InpPeriod] = MovingSentimentCount/InpPeriod;
      BearPowerIndicator[InpPeriod] = 100-(MovingSentimentCount/InpPeriod);
      BullSentimentIndicator[InpPeriod] = (MovingBullBodyCount/MovingPipcount)*100;
      BearSentimentIndicator[InpPeriod] = 100-((MovingBullBodyCount/MovingPipcount)*100);

      limit=InpPeriod+1;
     }

   else
      limit=prev_calculated-1;

//--- the main loop of calculations
   for(i=limit; i<rates_total; i++)
     {
      bool   IsBullBar=close[i]>open[i];

      Body[i]  = MathAbs(close[i]-open[i]);
      Range[i] = MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);

      if(Body[i]==0 || Range[i]==0)
         Sentiment[i]=50;
      else
         Sentiment[i]=(Body[i]/Range[i])*100;

      SentimentCount[i]=SentimentCount[i-1]+Sentiment[i]-Sentiment[i-InpPeriod];

      if(IsBullBar)
         BullBodySize[i]=Body[i];
      else
         BullBodySize[i]=0;

      BullBodyCount[i]=BullBodyCount[i-1]+Body[i]-Body[i-InpPeriod];

      TotalPipCount[i]=TotalPipCount[i-1]+Range[i]-Range[i-InpPeriod];

      //--- calculating the  value of the indicator
      BullPowerIndicator[i] = SentimentCount[i]/InpPeriod;
      BearPowerIndicator[i] = 100 - BullPowerIndicator[InpPeriod];
      BullPowerIndicator[i] = (BullBodyCount[i]/TotalPipCount[i])*100;
      BearPowerIndicator[i] = 100-((BullBodyCount[i]/TotalPipCount[i]))*100;
     }
   return(rates_total);
  }

But when I apply to my chart all I get is this

My journal tab says it loads successfully and is initialized ans so to the expert tab.

Any help getting this one to work will be greatly appreciated.

Ernst Van Der Merwe
5814
Ernst Van Der Merwe  
A few of the buffer names are duplicated in the calculations and one in ArraySetAsSeries().
Robert Browne
127
Robert Browne  
Ernst Van Der Merwe:
A few of the buffer names are duplicated in the calculations and one in ArraySetAsSeries().

So I looked at it and thought about the code, changed this

//--- preliminary calculations
   if(prev_calculated==0)
     {
      BullPowerIndicator[0]=0.0;
      BearPowerIndicator[0]=0.0;
      BullSentimentIndicator[0]=0.0;
      BearSentimentIndicator[0]=0.0;
      Body[0]=0.0;
      Range[0]=0.0;
      Sentiment[0]=0.0;
      SentimentCount[0]=0.0;
      BullBodySize[0]=0.0;
      BullBodyCount[0]=0.0;
      TotalPipCount[0]=0.0;

      //--- filling out the array of count values for each period
      for(i=1; i<rates_total; i++)
        {
         bool   IsBullBar=close[i]>open[i];   //--- To determine if current candle direction

         Body[i]      = MathAbs(close[i]-open[i]);   //--- Calculate the body size 
         Range[i]     = MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);   //--- Calculate the true range 
         Sentiment[i] = (Body[i]/Range[i])*100; //--- Sentiment strength is a Percentage calculation body vs range. 
         
         if(IsBullBar)  //--- if the current bar is a bull bar assign body to array. A bear bar has the value of 0 for counting purposes.
            BullBodySize[i]=Body[i];
         else
            BullBodySize[i]=0;
        }

      //--- first Period values of the indicator are not calculated
      double MovingSentimentCount=0.0;  //--- variable to store the accumulated sentiment count for the input period
      double MovingBullBodyCount =0.0;  //--- variable to store the accumulated bull body count for the input period
      double MovingPipcount=0.0;   //--- variable to store the accumulated range for the input period

      for(i=1; i<=InpPeriod; i++)
        {
         BullPowerIndicator[i] = 0.0;
         BearPowerIndicator[i] = 0.0;
         BullPowerIndicator[i] = 0.0;
         BearPowerIndicator[i] = 0.0;

         MovingSentimentCount+=Sentiment[i];
         MovingBullBodyCount+=BullBodySize[i];
         MovingPipcount+=Range[i];
        }

      //--- calculating the first value of the indicator
      BullPowerIndicator[InpPeriod] = MovingSentimentCount/InpPeriod;
      BearPowerIndicator[InpPeriod] = 100-(MovingSentimentCount/InpPeriod);
      BullSentimentIndicator[InpPeriod] = (MovingBullBodyCount/MovingPipcount)*100;
      BearSentimentIndicator[InpPeriod] = 100-((MovingBullBodyCount/MovingPipcount)*100);

      limit=InpPeriod+1;
     }

   else
      limit=prev_calculated-1;

//--- the main loop of calculations
   for(i=limit; i<rates_total; i++)
     {
      bool   IsBullBar=close[i]>open[i];

      Body[i]  = MathAbs(close[i]-open[i]);
      Range[i] = MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);

      if(Body[i]==0 || Range[i]==0)
         Sentiment[i]=50;
      else
         Sentiment[i]=(Body[i]/Range[i])*100;

      SentimentCount[i]=SentimentCount[i-1]+Sentiment[i]-Sentiment[i-InpPeriod];

      if(IsBullBar)
         BullBodySize[i]=Body[i];
      else
         BullBodySize[i]=0;

      BullBodyCount[i]=BullBodyCount[i-1]+Body[i]-Body[i-InpPeriod];

      TotalPipCount[i]=TotalPipCount[i-1]+Range[i]-Range[i-InpPeriod];

      //--- calculating the  value of the indicator
      BullPowerIndicator[i] = SentimentCount[i]/InpPeriod;
      BearPowerIndicator[i] = 100 - BullPowerIndicator[InpPeriod];
      BullPowerIndicator[i] = (BullBodyCount[i]/TotalPipCount[i])*100;
      BearPowerIndicator[i] = 100-((BullBodyCount[i]/TotalPipCount[i]))*100;
     }

to this

      //--- filling out the array of count values for each period
      for(i=1; i<=InpPeriod; i++)
        {
         bool   IsBullBar=close[i]>open[i];   //--- To determine if current candle direction

         Body[i]=MathAbs(close[i]-open[i]);   //--- Calculate the body size 
         Range[i]=MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);   //--- Calculate the true range 
         Sentiment[i]=(Body[i]/Range[i])*100; //--- Sentiment strength is a Percentage calculation body vs range. 

         if(IsBullBar) //--- if the current bar is a bull bar assign body to array. A bear bar has the value of 0 for counting purposes.
            BullBodySize[i]=Body[i];
         else
            BullBodySize[i]=0;

         SentimentCount[i]+=SentimentCount[i-1]+Sentiment[i];
         BullBodyCount[i]+=BullBodyCount[i-1]+BullBodySize[i];
         TotalPipCount[i]+= TotalPipCount[i-1]+Range[i];

         BullPowerIndicator[i] = SentimentCount[i]/i;
         BearPowerIndicator[i] = 100-(SentimentCount[i]/i);
         BullSentimentIndicator[i] = (BullBodyCount[i]/TotalPipCount[i])*100;
         BearSentimentIndicator[i] = 100-((BullBodyCount[i]/TotalPipCount[i])*100);
        }

      limit=InpPeriod+1;
     }

   else
      limit=prev_calculated-1;

//--- the main loop of calculations
   for(i=limit; i<rates_total; i++)
     {
      bool   IsBullBar=close[i]>open[i];

      Body[i]  = MathAbs(close[i]-open[i]);
      Range[i] = MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);

      if(Body[i]==0 || Range[i]==0)
         Sentiment[i]=50;
      else
         Sentiment[i]=(Body[i]/Range[i])*100;

      if(IsBullBar)
         BullBodySize[i]=Body[i];
      else
         BullBodySize[i]=0;
         
      SentimentCount[i]=SentimentCount[i-1]+Sentiment[i]-Sentiment[i-InpPeriod];
      BullBodyCount[i]=BullBodyCount[i-1]+Body[i]-Body[i-InpPeriod];
      TotalPipCount[i]=TotalPipCount[i-1]+Range[i]-Range[i-InpPeriod];

      //--- calculating the  value of the indicator
      BullPowerIndicator[i] = SentimentCount[i]/InpPeriod;
      BearPowerIndicator[i] = 100 - BullPowerIndicator[i];
      BullPowerIndicator[i] = (BullBodyCount[i]/TotalPipCount[i])*100;
      BearPowerIndicator[i] = 100-BullPowerIndicator[i];
     }

but alais no success


Any other thoughts

Robert Browne
127
Robert Browne  

So i filled the code up with a heap of print functions. Pulled up the log files and work through each line.

Found the issues and have corrected them. Now I have a beautiful looking indicator



Thanks Ernst for responding. Better than others

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