MT5 Issue : cannot get 1Day ATR at different Timeframe.

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Hi guys,

I need to get ATR value of Daily period at any timeframe but I get 4806 error code. I don't know how to tackle it.

At 1Day Period I can get ATR values, but I need to get 1Day ATR values at any timeframe. 

when I change Timeframe, I get BarsCalculated() returned -1, error code 4806.


//+------------------------------------------------------------------+ 
//|                                                    Demo_iATR.mq5 | 
//|                        Copyright 2011, MetaQuotes Software Corp. | 
//|                                              https://www.mql5.com | 
//+------------------------------------------------------------------+ 
#property copyright "Copyright 2011, MetaQuotes Software Corp." 
#property link      "https://www.mql5.com" 
#property version   "1.00" 
#property indicator_chart_window
#property indicator_plots   0 

//--- input parameters 
input int                  atr_period=14;          // period of calculation 

//--- indicator buffer 
double         iATRBuffer[]; 

int    handle; 
int    bars_calculated=0; 

//+------------------------------------------------------------------+ 
//| Custom indicator initialization function                         | 
//+------------------------------------------------------------------+ 
int OnInit() 
  { 
   ArrayInitialize(iATRBuffer,EMPTY_VALUE);
   ArraySetAsSeries(iATRBuffer,true);
   
//--- create handle of the indicator 
   handle=iATR(_Symbol, PERIOD_D1, atr_period); 

//--- if the handle is not created 
   if(handle==INVALID_HANDLE) 
    { 
      //--- tell about the failure and output the error code 
      Print("Failed to create handle of the iATR indicator , error code ", GetLastError()); 
      //--- the indicator is stopped early 
      return(INIT_FAILED); 
    } 

//--- normal initialization of the indicator 
   return(INIT_SUCCEEDED); 
  } 
//+------------------------------------------------------------------+ 
//| 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[]) 
  { 
//--- number of values copied from the iATR indicator 
   int values_to_copy; 

//--- determine the number of values calculated in the indicator 
   int calculated=BarsCalculated(handle); 
   if(calculated<=0) 
   { 
      PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError()); 
      return(0); 
   } 
   
//--- if it is the first start of calculation of the indicator or if the number of values in the iATR indicator changed 
//---or if it is necessary to calculated the indicator for two or more bars (it means something has changed in the price history) 
   if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1) 
   { 
      //--- if the iATRBuffer array is greater than the number of values in the iATR indicator for symbol/period, then we don't copy everything  
      //--- otherwise, we copy less than the size of indicator buffers 
      if(calculated>rates_total) values_to_copy=rates_total; 
      else                       values_to_copy=calculated; 
   } 
   else 
   { 
      //--- it means that it's not the first time of the indicator calculation, and since the last call of OnCalculate() 
      //--- for calculation not more than one bar is added 
      values_to_copy=(rates_total-prev_calculated)+1; 
   } 

//--- fill the iATRBuffer array with values of the Average True Range indicator 
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operation 
   if(!FillArrayFromBuffer(iATRBuffer,handle,values_to_copy)) return(0); 
   
   else 
   {
    //---- print ATR values
     for(int i=0; i<ArraySize(iATRBuffer); i++)
       Print(i," -> ",iATRBuffer[i]);
   }
   
//--- memorize the number of values in the Average True Range indicator 
   bars_calculated=calculated; 
   
//--- return the prev_calculated value for the next call 
   return(rates_total); 
  } 
//+------------------------------------------------------------------+ 
//| Filling indicator buffers from the iATR indicator                | 
//+------------------------------------------------------------------+ 
bool FillArrayFromBuffer(double &values[],  // indicator buffer for ATR values 
                         int ind_handle,    // handle of the iATR indicator 
                         int amount         // number of copied values 
                         ) 
  { 
//--- reset error code 
   ResetLastError(); 
//--- fill a part of the iATRBuffer array with values from the indicator buffer that has 0 index 
   if(CopyBuffer(ind_handle,0,0,amount,values)<0) 
     { 
      //--- if the copying fails, tell the error code 
      PrintFormat("Failed to copy data from the iATR indicator, error code %d",GetLastError()); 
      //--- quit with zero result - it means that the indicator is considered as not calculated 
      return(false); 
     }      
//--- everything is fine 
   return(true); 
  } 
//+------------------------------------------------------------------+ 
//| Indicator deinitialization function                              | 
//+------------------------------------------------------------------+ 
void OnDeinit(const int reason) 
  { 
   if(handle!=INVALID_HANDLE) 
      IndicatorRelease(handle); 
//--- clear the chart after deleting the indicator 
   Comment(""); 
  }
 
Do you have any tips to solve the problem?
 
From what I've seen it can occur that on first OnCalculate call there can be some issues in getting other timeframes/symbols datas but on next calls it works well.
You are also handling the error returning 0, so I guess that your indicator works well.
Am I wrong?


From documentation: https://www.mql5.com/en/docs/series/timeseries_access#synchronized

For Expert Advisors and indicators, it is better to use the event model of handling. If during handling of OnTick() or OnCalculate() event, data receipt for the required timeseries failed, you should exit the event handler, relying on the access availability during the next call of the handler.

 
Fabio Cavalloni:
From what I've seen it can occur that on first OnCalculate call there can be some issues in getting other timeframes/symbols datas but on next calls it works well.
You are also handling the error returning 0, so I guess that your indicator works well.
Am I wrong?


From documentation: https://www.mql5.com/en/docs/series/timeseries_access#synchronized

For Expert Advisors and indicators, it is better to use the event model of handling. If during handling of OnTick() or OnCalculate() event, data receipt for the required timeseries failed, you should exit the event handler, relying on the access availability during the next call of the handler.

Actually I also use the indicator when Market is Closed. At this time OnCalculate() called only once.

 

Try this indicator, it give same result as ATR and is MTF

https://www.mql5.com/en/code/20317

 
markosb1979:

Try this indicator, it give same result as ATR and is MTF

https://www.mql5.com/en/code/20317

thanks bro

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