EA creates multiple indicator instances using iCustom - page 2

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Minimum code: 

//+------------------------------------------------------------------+
//|                                                        Coro1.mq5 |
//|                        Copyright 2020, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2020, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
//---
int      handle_iCustom;                     // variable for storing the handle of the iCustom indicator
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- create handle of the indicator iCustom
   handle_iCustom=iCustom(Symbol(),Period(),"Corola",20,40,PRICE_CLOSE);
//--- if the handle is not created
   if(handle_iCustom==INVALID_HANDLE)
     {
      //--- tell about the failure and output the error code
      PrintFormat("Failed to create handle of the iCustom indicator for the symbol %s/%s, error code %d",
                  Symbol(),
                  EnumToString(Period()),
                  GetLastError());
      //--- the indicator is stopped early
      return(INIT_FAILED);
     }
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
   if(handle_iCustom!=INVALID_HANDLE)
      IndicatorRelease(handle_iCustom);
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
   string signal="";
   double short_period[];
   double long_period[];
   ArraySetAsSeries(long_period,true);
   ArraySetAsSeries(short_period,true);
   CopyBuffer(handle_iCustom,0,0,3,short_period);
   CopyBuffer(handle_iCustom,1,0,3,long_period);
   double shortValue0=short_period[0];
   double longValue0=long_period[0];
   double shortValue1=short_period[1];
   double longValue1=long_period[1];
   if(longValue0<-0.8&&shortValue0<-0.8)
      if((shortValue0<longValue0) && (shortValue1>longValue1))
        {
         signal="Buy";
        }
   if(longValue0>0.8&&shortValue0>0.8)
      if((shortValue0>longValue0) && (shortValue1<longValue1))
        {
         signal="Sell";
        }
   Comment("Signal: ",signal);
  }
//+------------------------------------------------------------------+
Files:
Coro1.mq5  3 kb
 
Vladimir Karputov:

Minimum code:

Thank you, so much. Solved the problem.

But my entry and exit not work, 

 
Silverveins:

Thank you, so much. Solved the problem.

But my entry and exit not work, 

Please attach (  Attach file) two MQ5 (ONLY MQ5) files: the indicator file and the FIXED advisor file.
 
Vladimir Karputov:
Anexe (   ) dois arquivos MQ5 (SOMENTE MQ5): o arquivo indicador e o arquivo FIXED advisor.

I Can´t find Corola.mq5


Files:
Coro.mq5  5 kb
 
Silverveins :

I Can´t find Corola.mq5


If you want help - Upload MQ5 files - I'm not going to download and run the CLOSED file.

 
Vladimir Karputov:

Se você quiser ajuda - Carregar arquivos MQ5 - não vou baixar e executar o arquivo CLOSED .

Sorry, I found.

Files:
Corola.mq5  13 kb
Coro.mq5  5 kb
 
Silverveins:

Sorry, I found.

Indicator 'Corola.mq5'

//+------------------------------------------------------------------+
//|                                                       Corola.mq5 |
//|                        Copyright 2020, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2020, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
#property version   "1.003"
#property indicator_separate_window
#property indicator_buffers  2
#property indicator_plots    2
#property indicator_label1   "Short"
#property indicator_type1    DRAW_LINE
#property indicator_color1   clrSilver
#property indicator_width1   2
#property indicator_label2   "Long"
#property indicator_type2    DRAW_LINE
#property indicator_color2   clrRed
#property indicator_width2   2
//--- input parameters
input int                  InpPeriodShort=20;          // Short period
input int                  InpPeriodLong =40;          // Long period
input ENUM_APPLIED_PRICE   InpPrice      =PRICE_CLOSE; // Price
//---
double vals[],vall[];
int _longPeriod, _shortPeriod;
double SSyy,SSy,LSyy,LSy,_ts2,_tl2;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
   SetIndexBuffer(0,vals,INDICATOR_DATA);
   SetIndexBuffer(1,vall,INDICATOR_DATA);
//---
   _longPeriod =MathMax(InpPeriodShort,InpPeriodLong);
   _shortPeriod=MathMin(InpPeriodShort,InpPeriodLong);
   for(int k=0,y=0; k<_longPeriod; k++,y--)
     {
      if(k<_shortPeriod)
        {
         SSy  += y;
         SSyy += y*y;
        }
      LSy  += y;
      LSyy += y*y;
     }
   _ts2=_shortPeriod*SSyy-SSy*SSy;
   _tl2=_longPeriod *LSyy-LSy*LSy;
//---
   IndicatorSetString(INDICATOR_SHORTNAME,StringFormat("Correlation trend (%i,%i)",_shortPeriod,_longPeriod));
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Indicator deinitialization function                              |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
  }
//+------------------------------------------------------------------+
//| 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[])
  {
   int limit=prev_calculated-1;
   if(prev_calculated==0)
      limit=0;
//---
   struct sWorkStruc
     {
      double         price;
      struct sCalcStruct
        {
         double      Sx;
         double      Sxx;
         double      Sxy;
        };
      sCalcStruct    sums[2];
     };
   static sWorkStruc m_work[];
   static int        m_workSize=-1;
   if(m_workSize<rates_total)
      m_workSize=ArrayResize(m_work,rates_total+500,2000);
//---
   for(int i=limit; i<rates_total; i++)
     {
      m_work[i].price=getPrice(InpPrice,open,high,low,close,i);
      if(i>_shortPeriod)
        {
         m_work[i].sums[0].Sx =m_work[i-1].sums[0].Sx  + m_work[i].price                 - m_work[i-_shortPeriod].price;
         m_work[i].sums[0].Sxx=m_work[i-1].sums[0].Sxx + m_work[i].price*m_work[i].price - m_work[i-_shortPeriod].price*m_work[i-_shortPeriod].price;
         m_work[i].sums[0].Sxy=m_work[i-1].sums[0].Sxy - m_work[i].sums[0].Sx + m_work[i].price + (_shortPeriod-1)*m_work[i-_shortPeriod].price;
        }
      else
        {
         m_work[i].sums[0].Sx =m_work[i].price;
         m_work[i].sums[0].Sxx=m_work[i].price*m_work[i].price;
         m_work[i].sums[0].Sxy=0;
         for(int k=1,y=-1; k<_shortPeriod && i>=k; k++,y--)
           {
            m_work[i].sums[0].Sx  += m_work[i-k].price;
            m_work[i].sums[0].Sxx += m_work[i-k].price*m_work[i-k].price;
            m_work[i].sums[0].Sxy += m_work[i-k].price*y;
           }
        }
      //---
      if(i>_longPeriod)
        {
         m_work[i].sums[1].Sx =m_work[i-1].sums[1].Sx  + m_work[i].price                 - m_work[i-_longPeriod].price;
         m_work[i].sums[1].Sxx=m_work[i-1].sums[1].Sxx + m_work[i].price*m_work[i].price - m_work[i-_longPeriod].price*m_work[i-_longPeriod].price;
         m_work[i].sums[1].Sxy=m_work[i-1].sums[1].Sxy - m_work[i].sums[1].Sx + m_work[i].price + (_longPeriod-1)*m_work[i-_longPeriod].price;
        }
      else
        {
         m_work[i].sums[1].Sx =m_work[i].price;
         m_work[i].sums[1].Sxx=m_work[i].price*m_work[i].price;
         m_work[i].sums[1].Sxy=0;
         for(int k=1,y=-1; k<_longPeriod && i>=k; k++,y--)
           {
            m_work[i].sums[1].Sx  += m_work[i-k].price;
            m_work[i].sums[1].Sxx += m_work[i-k].price*m_work[i-k].price;
            m_work[i].sums[1].Sxy += m_work[i-k].price*y;
           }
        }
      //---
      double _ts1=_shortPeriod*m_work[i].sums[0].Sxx-m_work[i].sums[0].Sx*m_work[i].sums[0].Sx;
      double _tl1=_longPeriod *m_work[i].sums[1].Sxx-m_work[i].sums[1].Sx*m_work[i].sums[1].Sx;
      vals[i]=(_ts1>0 && _ts2>0) ? (_shortPeriod*m_work[i].sums[0].Sxy-m_work[i].sums[0].Sx*SSy)/MathSqrt(_ts1*_ts2) : 0;
      vall[i]=(_tl1>0 && _tl2>0) ? (_longPeriod *m_work[i].sums[1].Sxy-m_work[i].sums[1].Sx*LSy)/MathSqrt(_tl1*_tl2) : 0;
     }
//--- return the prev_calculated value for the next call
   return(rates_total);
  }

template <typename T>
double getPrice(ENUM_APPLIED_PRICE price, T& open[], T& high[], T& low[], T& close[], int i)
  {
   switch(price)
     {
      case PRICE_CLOSE:
         return(close[i]);
      case PRICE_HIGH:
         return(high[i]);
      case PRICE_LOW:
         return(low[i]);
      case PRICE_OPEN:
         return(open[i]);
      case PRICE_MEDIAN:
         return((high[i]+low[i])/2.0);
      case PRICE_TYPICAL:
         return((high[i]+low[i]+close[i])/3.0);
      case PRICE_WEIGHTED:
         return((high[i]+low[i]+close[i]+close[i])/4.0);
     }
   return(0);
  }
//+------------------------------------------------------------------+


Expert advisor 'Coro.mq5'

//+------------------------------------------------------------------+
//|                                                         Coro.mq5 |
//|                        Copyright 2020, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2020, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
#property tester_indicator "Corola"
//---
int      handle_iCustom;                     // variable for storing the handle of the iCustom indicator
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- create handle of the indicator iCustom
   handle_iCustom=iCustom(Symbol(),Period(),"Corola",20,40,PRICE_CLOSE);
//--- if the handle is not created
   if(handle_iCustom==INVALID_HANDLE)
     {
      //--- tell about the failure and output the error code
      PrintFormat("Failed to create handle of the iCustom indicator for the symbol %s/%s, error code %d",
                  Symbol(),
                  EnumToString(Period()),
                  GetLastError());
      //--- the indicator is stopped early
      return(INIT_FAILED);
     }
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
   if(handle_iCustom!=INVALID_HANDLE)
      IndicatorRelease(handle_iCustom);
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
   string signal="";
   double short_period[];
   double long_period[];
   ArraySetAsSeries(long_period,true);
   ArraySetAsSeries(short_period,true);
   CopyBuffer(handle_iCustom,0,0,3,short_period);
   CopyBuffer(handle_iCustom,1,0,3,long_period);
//---
   if(long_period[0]<-0.8 && short_period[0]<-0.8)
      if((short_period[1]<long_period[1]) && (short_period[0]>long_period[1]))
        {
         signal="Buy";
        }
   if(long_period[0]>0.8 && short_period[0]>0.8)
      if((short_period[1]>long_period[1]) && (short_period[0]<long_period[0]))
        {
         signal="Sell";
        }
   if(signal=="Buy" || signal=="Sell")
      Comment("Signal: ",signal);
  }
//+------------------------------------------------------------------+
Files:
Corola.mq5  13 kb
Coro.mq5  6 kb
12
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