Problems on VIDYA vs iVIDYA() Variable Index Dynamic Average
Show your MQL5 Expert Advisor Code.
Hi Vladimir,
here code on section
OnInit() ....... handle = iVIDyA(NULL,0,CmoPeriod,emaPeriod,0,price); // use this for metaquotes "Variable Index Dynamic Average" on Indicator/Trend handle = iCustom(NULL,0,"Examples\\VIDYAc",CmoPeriod,emaPeriod,0,price); // use this for metaquotes VIDYA on Indicator/Examles ArraySetAsSeries(Vidya1array,true); .......
and that on section
OnTick() ....... (CopyBuffer(handle,0,0,3,Vidya1array)>0) ..... take values of buffer .......
it's simple like standard use, this soothfactor default
//--- calculate smooth factor ExtF=2.0/(1.0+InpPeriodEMA);
but if i attach two indicators on chart only "Variable Index Dynamic Average" has infinite values before smooth instead VIDYA has empty_value
than smooth factor both has values but different for some CMO/EMA params set
it's strange not?!
1) have you an idea about?
2) second question, while
VIDYA at https://www.mql5.com/en/code/75
where can i find source code of "Variable Index Dynamic Average" which is located Indicator/Trend (on MT5 indicators)?
thanks
- www.mql5.com
Hi Vladimir,
here code on section
and that on section
it's simple like standard use, this soothfactor default
but if i attach two indicators on chart only "Variable Index Dynamic Average" has infinite values before smooth instead VIDYA has empty_value
than smooth factor both has values but different for some CMO/EMA params set
it's strange not?!
1) have you an idea about?
2) second question, while
VIDYA at https://www.mql5.com/en/code/75
where can i find source code of "Variable Index Dynamic Average" which is located Indicator/Trend (on MT5 indicators)?
thanks
Lots of mistakes.
1.'VIDYAc '- this indicator IS NOT SUPPLIED. Indicator 'VIDYA' supplied.
2. You have declared ONE variable 'handle' - but at the same time you want to store TWO HANDLES in this variable
Correct your code. Correct your logical mistakes.
Lots of mistakes.
1.'VIDYAc '- this indicator IS NOT SUPPLIED. Indicator 'VIDYA' supplied.
2. You have declared ONE variable 'handle' - but at the same time you want to store TWO HANDLES in this variable
Correct your code. Correct your logical mistakes.
thanks for your reply
there is a little misunderstanding, no problem ..
handle was alternate (I reported both lines of code of the uses I made but only one line should be used depending on which flag to use)
i named VIDYAc it to make it clear that's called via iCustom but I am using VIDYA of the official metaquotes link https://www.mql5.com/en/code/75
OnInit () ....... handle = iVIDyA ( NULL , 0 , CmoPeriod, emaPeriod, 0 , prezzo); // usalo per le metaquote "Media dinamica dell'indice variabile" su indicatore / indicatore di tendenza handleCustom = iCustom ( NULL , 0 , "Esempi \\ VIDYA" , CmoPeriod, emaPeriod, 0 , prezzo); // usa questo per metaquotes VIDYA su Indicator / Examles ArraySetAsSeries (Vidya1array, true ); .......
however, the problem also occurs on other few indicators called for example with iCustom or with the same native functions iXXX ..
at initial values the indicator has some correct values mixed with infinite values
please i'd like to repeat my two questions..
1) have you an idea about that?
2) second question, where can i find source code of "Variable Index Dynamic Average" which is located Indicator/Trend (on MT5 indicators)?
thanks
- www.mql5.com
Answer. Indicator
and indicator
are two identical indicators.
Code:
//+------------------------------------------------------------------+ //| iVIDyA Get Value.mq5 | //| Copyright © 2020, Vladimir Karputov | //+------------------------------------------------------------------+ #property copyright "Copyright © 2020, Vladimir Karputov" #property version "1.00" //--- input parameters input group "VIDyA" input int Inp_VIDyA_cmo_period = 15; // VIDyA: period for Chande Momentum input int Inp_VIDyA_ema_period = 12; // VIDyA: EMA smoothing period input int Inp_VIDyA_ma_shift = 0; // VIDyA: horizontal shift on the price chart input ENUM_APPLIED_PRICE Inp_VIDyA_applied_price = PRICE_CLOSE; // VIDyA: type of price //--- int handle_iCustom; // variable for storing the handle of the iCustom indicator int handle_iVIDyA; // variable for storing the handle of the iVIDyA indicator //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create handle of the indicator iCustom handle_iCustom=iCustom(Symbol(),Period(),"Examples\\VIDYA",Inp_VIDyA_cmo_period, Inp_VIDyA_ema_period,Inp_VIDyA_ma_shift,Inp_VIDyA_applied_price); //--- 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); } //--- create handle of the indicator handle_iVIDyA=iVIDyA(Symbol(),Period(),Inp_VIDyA_cmo_period, Inp_VIDyA_ema_period,Inp_VIDyA_ma_shift,Inp_VIDyA_applied_price); //--- if the handle is not created if(handle_iVIDyA==INVALID_HANDLE) { //--- tell about the failure and output the error code PrintFormat("Failed to create handle of the iVIDyA 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); if(handle_iVIDyA!=INVALID_HANDLE) IndicatorRelease(handle_iVIDyA); } //+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { //--- double custom[],vidya[]; ArraySetAsSeries(custom,true); ArraySetAsSeries(vidya,true); int start_pos=0,count=3; if(!iGetArray(handle_iCustom,0,start_pos,count,custom)) return; if(!iGetArray(handle_iVIDyA,0,start_pos,count,vidya)) return; //--- string text=""; int limit=(count>3)?3:count; for(int i=0; i<limit; i++) { text=text+ " bar #"+IntegerToString(i)+": "+ " iCustom "+DoubleToString(custom[i],Digits()+1)+ " iVIDyA "+DoubleToString(vidya[i],Digits()+1)+"\n"; } Comment(text); ChartRedraw(0); } //+------------------------------------------------------------------+ //| Get value of buffers | //+------------------------------------------------------------------+ bool iGetArray(const int handle,const int buffer,const int start_pos, const int count,double &arr_buffer[]) { bool result=true; if(!ArrayIsDynamic(arr_buffer)) { PrintFormat("ERROR! EA: %s, FUNCTION: %s, this a no dynamic array!",__FILE__,__FUNCTION__); return(false); } ArrayFree(arr_buffer); //--- reset error code ResetLastError(); //--- fill a part of the iBands array with values from the indicator buffer int copied=CopyBuffer(handle,buffer,start_pos,count,arr_buffer); if(copied!=count) { //--- if the copying fails, tell the error code PrintFormat("ERROR! EA: %s, FUNCTION: %s, amount to copy: %d, copied: %d, error code %d", __FILE__,__FUNCTION__,count,copied,GetLastError()); //--- quit with zero result - it means that the indicator is considered as not calculated return(false); } return(result); } //+------------------------------------------------------------------+
Result ( to play the gif animation, click on the picture )
Code:
Result ( to play the gif animation, click on the picture )
Hi Vladimir
very very thanks for your reply, i'll check all you send me with my workaround on my EA, and feedback to you
please can you have information about for question in my other thread please?
Code:
Result ( to play the gif animation, click on the picture )
Hi Vladimir
i saw your infos but
I find another behavior of the two indicators .. here is a video and a screenshot between "Variable Index Dynamic Average" and VIDYA,
taken from the points as indicated by you (which I already knew) infact I asked where I can find the mq5 source of "Variable Index Dynamic Media "not compiled ex5... because this issue it's very strange
however I attached them both indicators on the customized EURUSD chart from 2003 to 2019 (for optimizations)
but at the starts they give very different behaviors as I have already described (see also video)
so here the VIDYA used (instead i can't find source code for "Variable Index Dynamic Average" from Indicators/Trend but i think is the same)
//+------------------------------------------------------------------+ //| VIDYA.mq5 | //| Copyright 2009-2017, MetaQuotes Software Corp. | //| http://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "2009-2017, MetaQuotes Software Corp." #property link "http://www.mql5.com" #property description "Variable Index Dynamic Average" //--- indicator settings #property indicator_chart_window #property indicator_buffers 1 #property indicator_plots 1 #property indicator_type1 DRAW_LINE #property indicator_color1 Red #property indicator_width1 1 #property indicator_label1 "VIDYA" #property indicator_applied_price PRICE_CLOSE //--- input parameters input int InpPeriodCMO=9; // Period CMO input int InpPeriodEMA=12; // Period EMA input int InpShift=0; // Indicator's shift //--- indicator buffers double VIDYA_Buffer[]; //--- double ExtF; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //--- indicator buffers mapping SetIndexBuffer(0,VIDYA_Buffer,INDICATOR_DATA); //--- sets first bar from what index will be drawn PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpPeriodEMA+InpPeriodCMO-1); //--- sets indicator shift PlotIndexSetInteger(0,PLOT_SHIFT,InpShift); //--- name for indicator label IndicatorSetString(INDICATOR_SHORTNAME,"VIDYA("+string(InpPeriodCMO)+","+string(InpPeriodEMA)+")"); //--- name for index label PlotIndexSetString(0,PLOT_LABEL,"VIDYA("+string(InpPeriodCMO)+","+string(InpPeriodEMA)+")"); //--- calculate smooth factor ExtF=2.0/(1.0+InpPeriodEMA); //--- initialization done } //+------------------------------------------------------------------+ //| Variable Index Dynamic Average | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const int begin, const double &price[]) { //--- check for data if(rates_total<InpPeriodEMA+InpPeriodCMO-1) return(0); //--- int limit; if(prev_calculated<InpPeriodEMA+InpPeriodCMO-1) { limit=InpPeriodEMA+InpPeriodCMO-1; for(int i=0;i<limit;i++) VIDYA_Buffer[i]=price[i]; } else limit=prev_calculated-1; //--- main cycle for(int i=limit;i<rates_total && !IsStopped();i++) { //--- calculate CMO and get absolute value double mulCMO=fabs(CalculateCMO(i,InpPeriodCMO,price)); //--- calculate VIDYA VIDYA_Buffer[i]=price[i]*ExtF*mulCMO+VIDYA_Buffer[i-1]*(1-ExtF*mulCMO); } //--- OnCalculate done. Return new prev_calculated. return(rates_total); } //+------------------------------------------------------------------+ //| Chande Momentum Oscillator | //+------------------------------------------------------------------+ double CalculateCMO(int Position,const int PeriodCMO,const double &price[]) { double resCMO=0.0; double UpSum=0.0,DownSum=0.0; if(Position>=PeriodCMO && ArrayRange(price,0)>Position) { for(int i=0;i<PeriodCMO;i++) { double diff=price[Position-i]-price[Position-i-1]; if(diff>0.0) UpSum+=diff; else DownSum+=(-diff); } if(UpSum+DownSum!=0.0) resCMO=(UpSum-DownSum)/(UpSum+DownSum); } return(resCMO); } //+------------------------------------------------------------------+
by this link https://www.mql5.com/en/code/75
THIS ISSUE IS VERY STRANGE... HAVE YOU AN IDEA ABOUT?
- www.mql5.com
I don't understand your question. What do you dislike?
I don't understand your question. What do you dislike?
have you seen my video? (.zip file)
for the latests bars, those at the end of chart the values combine but at start of historical data NOT!
I kindly ask you to reread my last post and to analyze the files I have attached.
Thanks & Regards
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Hello,
on my ExpertAdviros i call VIDYA indicator of metaquotes (in Indicator / examples folder) with iCustom () function
instead
iVIDYA () which apparently uses another indicator code called "Variable Index Dynamic Average (in Indicator / Trend folder")
they are drawn on the chart with different values for some CMO-EMA parameters set... furthermore, by calling VIDYA () from my expert advisor, infinite values are returned on start (on firts bars) as if it were set to EMPTY_VALUE while it should be enhanced with drawable and calculable values
here an example
00:00:00 VIDY:179769313486231570814527423731704356798070567525844996598917476803157260780028538760589558632766878171540458953514382464234321326889464182768467546703537516986049910576551282076245490090389328944075868508455133942304583236903222948165808559332123348274797826204144723168738177180919299881250404026184124858368.000000 01:00:00 VIDYA:1.181070 IND2:0.000000 Balance: 100000.00 Equity: 100000.00
02:00:00 VIDYA:179493889086152583100140305077463104919191427039390112646610818293562895879462297752381587744491879511339330355864077654145734307655457917778866722107331011759117981721001653071841886350928074911377255641953719879726153780521235588603675532709066195164151667378333735157671790850689257124878413699429859065856.000000 03:00:00 VIDYA:179356396221604872993066084804886101655476746736257204232036761836559188643557217402664313383959791569093548862533162032968201882031340784950969949839700123150285568253885803779004965352693324322164984786606720417968752548566558794582481960146032022777996275518781016045071639942786438896661305769950269407232.000000
questions:
1) does anyone know why?
2) does anyone know where to find the indicator code which is in the default folder "Indicators / Trend" which in MT5 is called "Variable Index Dynamic Average"?
there should be no differences between the two indicators, they should coincide instead give different values
Thanks for your help