Creating indicator array, to use for EA

Bruno Harris 2021.06.28 09:26

Hi I am trying to use the MACD divergence indicator as a signal for my EA.

In order to do this, I have tried to add another array into the indicator that stays at 0 and signals 1 when a divergence condition is met.

I wanted to plot this array intially to see if it worked before using it in the EA.

I can't get the array to plot but there are no errors printed either?

Can someone point me in the right direction?

double bullishDivergence[];
double bearishDivergence[];
double macdBuffer[];
double signalBuffer[];
double  bull_div[];                        // added array
double  bear_div[];                        // added array

//--- handles
int    macdHandle=INVALID_HANDLE;
//--- globals variables
static datetime lastAlertTime;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator handle 
   macdHandle=iMACD(NULL,0,fastEMA,slowEMA,signalSMA,PRICE_CLOSE);
   if(macdHandle==INVALID_HANDLE)
     {
      Print("The iMACD handle is not created: Error ",GetLastError());
      return(INIT_FAILED);
     }
//--- indicator buffers mapping
   SetIndexBuffer(0,bullishDivergence);
   SetIndexBuffer(1,bearishDivergence);
   SetIndexBuffer(2,macdBuffer);
   SetIndexBuffer(3,signalBuffer);
   SetIndexBuffer(4,bull_div,INDICATOR_CALCULATIONS);             // set buffer
   SetIndexBuffer(5,bear_div,INDICATOR_CALCULATIONS);             // set buffer (also set above in properties, see mq5 file attached)
   
//--- arrow code see http://www.mql5.com/en/docs/constants/objectconstants/wingdings
   PlotIndexSetInteger(0,PLOT_ARROW,233);
   PlotIndexSetInteger(1,PLOT_ARROW,234);
//--- indicator properties
   string indicatorName=StringFormat("MACD_Divergence(%i, %i, %i)",fastEMA,slowEMA,signalSMA);
   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,signalSMA);
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+2);
   IndicatorSetString(INDICATOR_SHORTNAME,indicatorName);
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Cleaning of chart                                                |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   ObjectDeleteByName("MACD_DivergenceLine");
  }
//+------------------------------------------------------------------+
//| 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[])
  {
//--- indicator updated only on new candle except total redraw
   static datetime lastCandleTime=0;
   if(lastCandleTime==time[rates_total-1])
      return(rates_total);
   else
      lastCandleTime=time[rates_total-1];
//--- first calculation or number of bars was changed
   int start;
   if(prev_calculated<=0)
     {
      start=slowEMA;
      ArrayInitialize(bullishDivergence,EMPTY_VALUE);   // divergence buffers must be initialized
      ArrayInitialize(bearishDivergence,EMPTY_VALUE);
      ArrayInitialize(bull_div,0);                      // new buffers must be initialized
      ArrayInitialize(bear_div,0);
     }
   else
     {
      start=prev_calculated-2;
      bullishDivergence[rates_total-1]=EMPTY_VALUE;
      bearishDivergence[rates_total-1]=EMPTY_VALUE;
      bull_div[rates_total-1]=0;
      bear_div[rates_total-1]=0;
     }
     
//--- data (macd buffers) count to copy     
   int toCopy=rates_total-prev_calculated+(prev_calculated<=0 ? 0 : 1);
//--- not all data may be calculated
   int calculated=BarsCalculated(macdHandle);
   if(calculated<rates_total)
     {
      Print("Not all data of macdHandle is calculated (",calculated,"bars ). Error",GetLastError());
      return(0);
     }
//--- get Main MACD buffer
   if(IsStopped()) return(0); //Checking for stop flag
   if(CopyBuffer(macdHandle,MAIN_LINE,0,toCopy,macdBuffer)<=0)
     {
      Print("Getting MACD Main is failed! Error : ",GetLastError());
      return(0);
     }
//--- get Signal MACD buffer
   if(IsStopped()) return(0); //Checking for stop flag
   if(CopyBuffer(macdHandle,SIGNAL_LINE,0,toCopy,signalBuffer)<=0)
     {
      Print("Getting MACD Signal is failed! Error : ",GetLastError());
      return(0);
     }
     
   if(ArrayResize(bull_div,rates_total-1)==-1){                                     //buffer resized      
      Print("Getting bull_div array failed! Error : ",GetLastError());
      return(0);
   if(ArrayResize(bear_div,rates_total-1)==-1){
      Print("Getting bear_div array failed! Error : ",GetLastError());
      return(0); 

      
     
//--- main loop of calculations
   for(int shift=start; shift<rates_total-2; shift++)
     {
      int currentExtremum,lastExtremum;
      bool isBullishDivergence,isBearishDivergence;
      string divergenceMsg;
      ENUM_LINE_STYLE divergenceStyle=0;

      //--- Catch Bullish Divergence
      isBullishDivergence=false;
      bull_div[shift]=0;                                                            // value of array set to 0 when thers no divergence

      if(macdBuffer[shift]<=macdBuffer[shift-1] && 
         macdBuffer[shift]<macdBuffer[shift-2] && 
         macdBuffer[shift]<macdBuffer[shift+1])
         //--- if current macd main is a bottom (lower than 2 previous and 1 next)
        {
         currentExtremum=shift;
         lastExtremum=GetIndicatorLastTrough(shift);
         //--- 
         if(macdBuffer[currentExtremum]>macdBuffer[lastExtremum] && 
            low[currentExtremum]<low[lastExtremum])
           {
            
            isBullishDivergence=true;
            divergenceMsg="Classical bullish divergence on: ";
            divergenceStyle=STYLE_SOLID;
           }
         //---   
         if(macdBuffer[currentExtremum]<macdBuffer[lastExtremum] && 
            low[currentExtremum]>low[lastExtremum])
           {
            isBullishDivergence=true;
            divergenceMsg="Reverse bullish divergence on: ";
            divergenceStyle=STYLE_DOT;
           }
         //--- Bullish divergence is found
         if(isBullishDivergence)
           {
            bull_div[shift]=1;                                                                        //array value 1 when divergence is true                                                                     
            bullishDivergence[currentExtremum]=macdBuffer[currentExtremum]-ARROWS_DISPLACEMENT;
            //---
            if(drawPriceTrendLines==true)
               DrawTrendLine(TRENDLINE_MAIN,time[currentExtremum],time[lastExtremum],low[currentExtremum],low[lastExtremum],Green,divergenceStyle);
            //---
            if(drawIndicatorTrendLines==true)
               DrawTrendLine(TRENDLINE_INDICATOR,time[currentExtremum],time[lastExtremum],macdBuffer[currentExtremum],macdBuffer[lastExtremum],Green,divergenceStyle);
            //---
            if(displayAlert==true && shift>=rates_total-3 && time[currentExtremum]!=lastAlertTime)
               DisplayAlert(divergenceMsg,time[currentExtremum]);
           }
        }
      //--- Catch Bearish Divergence
      isBearishDivergence=false;
      bear_div[shift]=0;                                                    //array value at 0 - no divergence 

      if(macdBuffer[shift]>=macdBuffer[shift-1] && 
         macdBuffer[shift]>macdBuffer[shift-2] && 
         macdBuffer[shift]>macdBuffer[shift+1])
         //--- if current macd main is a top (higher than 2 previous and 1 next)
        {
         currentExtremum=shift;
         lastExtremum=GetIndicatorLastPeak(shift);
         //---   
         if(macdBuffer[currentExtremum]<macdBuffer[lastExtremum] && 
            high[currentExtremum]>high[lastExtremum])
           {
            
            isBearishDivergence=true;
            divergenceMsg="Classical bearish divergence on: ";
            divergenceStyle=STYLE_SOLID;
           }
         if(macdBuffer[currentExtremum]>macdBuffer[lastExtremum] && 
            high[currentExtremum]<high[lastExtremum])
           {
            isBearishDivergence=true;
            divergenceMsg="Reverse bearish divergence on: ";
            divergenceStyle=STYLE_DOT;
           }
         //--- Bearish divergence is found
         if(isBearishDivergence)
           {
            bear_div[shift]=1;                                                                          //array value 1 - divergence
            bearishDivergence[currentExtremum]=macdBuffer[currentExtremum]+ARROWS_DISPLACEMENT;
            //---
            if(drawPriceTrendLines==true)
               DrawTrendLine(TRENDLINE_MAIN,time[currentExtremum],time[lastExtremum],high[currentExtremum],high[lastExtremum],Red,STYLE_SOLID);
            //---
            if(drawIndicatorTrendLines==true)
               DrawTrendLine(TRENDLINE_INDICATOR,time[currentExtremum],time[lastExtremum],macdBuffer[currentExtremum],macdBuffer[lastExtremum],Red,STYLE_SOLID);
            //---
            if(displayAlert==true && shift>=rates_total-3 && time[currentExtremum]!=lastAlertTime)
               DisplayAlert(divergenceMsg,time[currentExtremum]);
           }
        }
     }
//--- return value of prev_calculated for next call
   return(rates_total);
  }

Files:

macd_divergence.mq5 15 kb

Werner Klehr 2021.06.28 10:04 #1

Hi,

i took a quick look at your code - one problem is, that you set the wrong indicator parameter:

//--- Plot 5 : bull_div 
#property indicator_type4   DRAW_LINE
#property indicator_style4  STYLE_SOLID
#property indicator_width4   1
#property indicator_color4  clrBlue
#property indicator_label4  "BULL"
//--- Plot 6 : bear_div
#property indicator_type4   DRAW_LINE
#property indicator_style4  STYLE_SOLID
#property indicator_width4   1
#property indicator_color4  clrBlue
#property indicator_label4  "BEAR"

instead of:

//--- Plot 5 : bull_div 
#property indicator_type5   DRAW_LINE
#property indicator_style5  STYLE_SOLID
#property indicator_width5   1
#property indicator_color5  clrBlue
#property indicator_label5  "BULL"
//--- Plot 6 : bear_div
#property indicator_type6   DRAW_LINE
#property indicator_style6  STYLE_SOLID
#property indicator_width6   1
#property indicator_color6  clrBlue
#property indicator_label6  "BEAR"

Maybe this helps you.

Best regards,

Bruno Harris 2021.06.28 13:51 #2

Werner Klehr:

Hi,

i took a quick look at your code - one problem is, that you set the wrong indicator parameter:

instead of:

Maybe this helps you.

Best regards,

Of course! Amazing thank you!!

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