Help with Indicators on CExpertSignal derived class
Hi all,
I also created an indicator to compare the values I expect (the indicator has the correct values) and where I copied the Bollinger Bands and ADXW code inside it. The indicator saves a \MQL5\Files\log.txt file after closing the testing window. Here is the code:
//+------------------------------------------------------------------+ //| A.mq5 | //| Tuche | //| | //+------------------------------------------------------------------+ #include <MovingAverages.mqh> #property copyright "Tuche" #property link "" #property version "1.26" #property indicator_chart_window #property indicator_buffers 16 #property indicator_plots 2 //--- plot Venda #property indicator_label1 "Sell" #property indicator_type1 DRAW_ARROW #property indicator_color1 clrRed #property indicator_style1 STYLE_SOLID #property indicator_width1 8 //--- plot Compra #property indicator_label2 "Buy" #property indicator_type2 DRAW_ARROW #property indicator_color2 clrLime #property indicator_style2 STYLE_SOLID #property indicator_width2 8 #define NEXT_LINE "\r\n" #define MATH_POW_ARREDONDA 10 extern string logFile="log.txt"; //--- input BB parameters input double BBMargemEntrada=0.75; // Margem de entrada Banda de Bollinger input double BBMargemSaida=0.5; // Margem de saida Banda de Bollinger int ExtBandsPeriod=8; // BB Periodo int ExtBandsShift=0; // BB Periodo double ExtBandsDeviations=2; // BB Numero de desvios int ExtPlotBegin=0; // BB Ínicio do plot //--- input ADXW parameters int InpPeriodADXW=8; // ADXW Periodo int iADXLevel=32; // ADXW Nivel //--- indicator buffers double VendaBuffer[]; // sell double CompraBuffer[]; // buy //--- indicator BB buffers double ExtMLBuffer[]; double ExtStdDevBuffer[]; double ExtTLBuffer[]; double ExtBLBuffer[]; //---- indicator ADXW buffers double ExtADXWBuffer[]; double ExtPDIBuffer[]; double ExtNDIBuffer[]; double ExtPDSBuffer[]; double ExtNDSBuffer[]; double ExtPDBuffer[]; double ExtNDBuffer[]; double ExtTRBuffer[]; double ExtATRBuffer[]; double ExtDXBuffer[]; //--- global variables static const int g_iMaxPeriod=20; datetime g_dt=NULL; string g_strLogFile=""; string g_strResumoCandle=""; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- log LogFile(NULL); //--- indicator buffers mapping SetIndexBuffer(0,VendaBuffer,INDICATOR_DATA); SetIndexBuffer(1,CompraBuffer,INDICATOR_DATA); //--- indicator BB buffers mapping SetIndexBuffer(2,ExtMLBuffer,INDICATOR_CALCULATIONS); SetIndexBuffer(3,ExtStdDevBuffer,INDICATOR_CALCULATIONS); SetIndexBuffer(4,ExtTLBuffer,INDICATOR_CALCULATIONS); SetIndexBuffer(5,ExtBLBuffer,INDICATOR_CALCULATIONS); //--- indicator ADXW buffers mapping SetIndexBuffer(6,ExtADXWBuffer,INDICATOR_CALCULATIONS); SetIndexBuffer(7,ExtPDSBuffer,INDICATOR_CALCULATIONS); SetIndexBuffer(8,ExtNDSBuffer,INDICATOR_CALCULATIONS); SetIndexBuffer(9,ExtPDBuffer,INDICATOR_CALCULATIONS); SetIndexBuffer(10,ExtNDBuffer,INDICATOR_CALCULATIONS); SetIndexBuffer(11,ExtTRBuffer,INDICATOR_CALCULATIONS); SetIndexBuffer(12,ExtATRBuffer,INDICATOR_CALCULATIONS); SetIndexBuffer(13,ExtDXBuffer,INDICATOR_CALCULATIONS); SetIndexBuffer(14,ExtPDIBuffer,INDICATOR_CALCULATIONS); SetIndexBuffer(15,ExtNDIBuffer,INDICATOR_CALCULATIONS); //--- setting a code from the Wingdings charset as the property of PLOT_ARROW PlotIndexSetInteger(0,PLOT_ARROW,159); PlotIndexSetInteger(1,PLOT_ARROW,159); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { LogFile("End of log."); printLog(g_strLogFile); return; } //+------------------------------------------------------------------+ //| 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[]) { //--- for(int i=MathMax(g_iMaxPeriod,prev_calculated); i<rates_total; i++) { g_dt=time[i]; if(g_dt>=D'2019.03.01') //TODO just to limit the log size { Bollinger_Func(i,close); ADXW_Func(i,close,high,low); LogFile("Candle:"); LogFile("Open: "+(string)open[i]); LogFile("Max: "+(string)high[i]); LogFile("Min: "+(string)low[i]); LogFile("Close: "+(string)close[i]); LogFile(g_strResumoCandle); g_strResumoCandle=""; } } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| Calculate Standard Deviation | //+------------------------------------------------------------------+ double StdDev_Func(const int position,const double &price[],const double &MAprice[],const int period) { //--- variables double StdDev_dTmp=0.0; //--- check for position if(position<period) return(StdDev_dTmp); //--- calcualte StdDev for(int i=0;i<period;i++) StdDev_dTmp+=MathPow(price[position-i]-MAprice[position],2); StdDev_dTmp=MathSqrt(StdDev_dTmp/period); //--- return calculated value return(StdDev_dTmp); } //+------------------------------------------------------------------+ //| Calculate Bollinger | //| Se os valores de Bollinger nao baterem com o Cartezyan, verificar| //| se ele esta utilizando o ultimo preco, e nao o preco tipico | //+------------------------------------------------------------------+ bool Bollinger_Func(const int i,const double &price[]) { //--- middle line ExtMLBuffer[i]=SimpleMA(i,ExtBandsPeriod,price); //--- calculate and write down StdDev ExtStdDevBuffer[i]=StdDev_Func(i,price,ExtMLBuffer,ExtBandsPeriod); //--- upper line TODO pode apagar se nao quiser o resumo do candle ExtTLBuffer[i]=ExtMLBuffer[i]+ExtBandsDeviations*ExtStdDevBuffer[i]; //--- lower line TODO pode apagar se nao quiser o resumo do candle ExtBLBuffer[i]=ExtMLBuffer[i]-ExtBandsDeviations*ExtStdDevBuffer[i]; bool bBBAbriu=false; g_strResumoCandle += NEXT_LINE; g_strResumoCandle += "BB 8+2\t"+strArredonda(ExtTLBuffer[i],4,false)+NEXT_LINE; g_strResumoCandle += "BB 8-2\t"+strArredonda(ExtBLBuffer[i],4,false)+NEXT_LINE; return bBBAbriu; } //+------------------------------------------------------------------+ //| Calculate ADXW | //+------------------------------------------------------------------+ bool ADXW_Func(const int i,const double &price[],const double &high[],const double &low[]) { //--- get some data double Hi =high[i]; double prevHi=high[i-1]; double Lo =low[i]; double prevLo=low[i-1]; double prevCl=price[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(dTmpN==dTmpP) { dTmpN=0.0; dTmpP=0.0; } else { if(dTmpP<dTmpN) dTmpP=0.0; else dTmpN=0.0; } ExtPDBuffer[i]=dTmpP; ExtNDBuffer[i]=dTmpN; //--- define TR double tr=MathMax(MathMax(MathAbs(Hi-Lo),MathAbs(Hi-prevCl)),MathAbs(Lo-prevCl)); //--- write down TR to TR buffer ExtTRBuffer[i]=tr; //--- fill smoothed positive and negative buffers and TR buffer if(i<InpPeriodADXW) { ExtATRBuffer[i]=0.0; ExtPDIBuffer[i]=0.0; ExtNDIBuffer[i]=0.0; } else { ExtATRBuffer[i]=SmoothedMA(i,InpPeriodADXW,ExtATRBuffer[i-1],ExtTRBuffer); ExtPDSBuffer[i]=SmoothedMA(i,InpPeriodADXW,ExtPDSBuffer[i-1],ExtPDBuffer); ExtNDSBuffer[i]=SmoothedMA(i,InpPeriodADXW,ExtNDSBuffer[i-1],ExtNDBuffer); } //--- calculate PDI and NDI buffers if(ExtATRBuffer[i]!=0.0) { ExtPDIBuffer[i]=100.0*ExtPDSBuffer[i]/ExtATRBuffer[i]; ExtNDIBuffer[i]=100.0*ExtNDSBuffer[i]/ExtATRBuffer[i]; } else { ExtPDIBuffer[i]=0.0; ExtNDIBuffer[i]=0.0; } //--- Calculate DX buffer double dTmp=ExtPDIBuffer[i]+ExtNDIBuffer[i]; if(dTmp!=0.0) dTmp=100.0*MathAbs((ExtPDIBuffer[i]-ExtNDIBuffer[i])/dTmp); else dTmp=0.0; ExtDXBuffer[i]=dTmp; //--- fill ADXW buffer as smoothed DX buffer ExtADXWBuffer[i]=SmoothedMA(i,InpPeriodADXW,ExtADXWBuffer[i-1],ExtDXBuffer); bool bADXTendenica=false; const double iExtADXBuffer=dArredonda(ExtADXWBuffer[i],0); const double iExtPDIBuffer=dArredonda(ExtPDIBuffer[i],0); const double iExtNDIBuffer=dArredonda(ExtNDIBuffer[i],0); const string strExtPDIBuffer=strArredonda(iExtPDIBuffer,0,true); const string strExtNDIBuffer=strArredonda(iExtNDIBuffer,0,true); const string strExtADXBuffer=strArredonda(iExtADXBuffer,0,true); g_strResumoCandle += "DI+\t"+strExtPDIBuffer+NEXT_LINE; g_strResumoCandle += "DI-\t"+strExtNDIBuffer+NEXT_LINE; g_strResumoCandle += "ADXW\t"+strExtADXBuffer+NEXT_LINE; return bADXTendenica; } //+------------------------------------------------------------------+ //| Log | //+------------------------------------------------------------------+ void LogFile(const string linha) { //if(dt!=NULL && dt>D'2019.02.19') // data temporaria if(g_dt!=NULL) { g_strLogFile+=TimeToString(g_dt); g_strLogFile+=": "; g_strLogFile+=linha; g_strLogFile+=NEXT_LINE; } else { g_strLogFile+="Log begin"+NEXT_LINE; g_strLogFile+="Symbol: "; g_strLogFile+=_Symbol+NEXT_LINE; g_strLogFile+="Period: "; g_strLogFile+=(string)_Period; g_strLogFile+=NEXT_LINE; } } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ string strArredonda(double dNum,const int iDecimal,const bool bArredondado) { if(bArredondado==false) { dNum=dArredonda(dNum,iDecimal); } return DoubleToString(dNum,iDecimal); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ double dArredonda(double dNum,const int iDecimal) { dNum=MathRound(dNum*MathPow(MATH_POW_ARREDONDA,iDecimal)); return(dNum*MathPow(MATH_POW_ARREDONDA,-iDecimal)); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void printLog(string log) { int handle=FileOpen(logFile,FILE_BIN|FILE_READ|FILE_WRITE,';'); if(handle<1) { Print("LOGGING: Error opening file!"); return; } FileWriteString(handle,log,StringLen(log)); FileClose(handle); Print(log); } //+------------------------------------------------------------------+
Thank you for your help.
Regards,
Tuche
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Hi,
I created a class using the tutorial https://www.mql5.com/en/articles/367 with Bollinger Bands and ADXW indicators (default from MetaTrader). By now I'm not using input parameters nor long/short signals, only using LongCondition() to test it.
The screenshots are from the log generated by MT using printf and from another platform to check values (both platforms are set with the same input parameters). Values do not match (Bollinger bands values are equal to a past candle, but ADXW are not in both cases).
Candle 15/03/2019 17:45 at log:
Candle 15/03/2019 17:45 at other platform:
Candle 15/03/2019 17:40 at other platform:
Here is the class code: