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Examples: Transferring an Indicator Code into an Expert Advisor Code. General Structural Schemes of an Expert Advisor and Indicator Functions

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MetaQuotes Software Corp.
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MetaQuotes Software Corp. 2007.09.25 13:57 

New article Transferring an Indicator Code into an Expert Advisor Code. General Structural Schemes of an Expert Advisor and Indicator Functions has been published:

This article dwells on the ways of transferring an indicator code into an Expert Advisor Code and on writing Expert Advisors with no calling to custom indicators, and with the whole program code for the calculation of necessary indicator values inside the Expert Advisor. This article gives a general scheme of Expert Advisor changing and the idea of building an indicator function based on a custom indicator. The article is intended for readers, already having experience of programming in MQL4 language.

Author: Nikolay Kositsin

MQL4 Comments
16319
MQL4 Comments 2008.02.13 09:30  

Hi Nikolay,

Thank you for your article. Excellent work!!

 I used RAVI but I still get the old problem of a difference in values when I use the EA to call the CI and the values of the CI on the graph itself. 

For Example, the value of RAVI CI attached to the graph is -0.3127 on 2006.02.10 12:00.

The value of  Get_RaviSeriesTest is -0.30348183 for the same date and the same timeframe.

This the output on Tick basesed backtesting:

07:52:25 2006.02.10 12:00  Get_RAVISeriesTest EURUSD,H4:   -0.30348183    -0.30348183    0.00000000
07:52:25 2006.02.10 12:00  Get_RAVISeriesTest EURUSD,H4:   -0.30348183    -0.30348183    0.00000000
07:52:25 2006.02.10 12:00  Get_RAVISeriesTest EURUSD,H4:   -0.30348183    -0.30348183    0.00000000
07:52:25 2006.02.10 12:01  Get_RAVISeriesTest EURUSD,H4:   -0.30348183    -0.30348183    0.00000000
07:52:25 2006.02.10 12:01  Get_RAVISeriesTest EURUSD,H4:   -0.30348183    -0.30348183    0.00000000
07:52:25 2006.02.10 12:02  Get_RAVISeriesTest EURUSD,H4:   -0.30348183    -0.30348183    0.00000000
07:52:25 2006.02.10 12:02  Get_RAVISeriesTest EURUSD,H4:   -0.30348183    -0.30348183    0.00000000
07:52:25 2006.02.10 12:02  Get_RAVISeriesTest EURUSD,H4:   -0.30348183    -0.30348183    0.00000000

Can you help please? I am unable to use any CI in my EA because of this problem.

Please find attached RAVI and Get_RAVISeriesTest.

//+------------------------------------------------------------------+
//|                                                         RAVI.mq4 |
//|                      Copyright © 2005, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net/"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window 
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôôåðîâ
#property indicator_buffers 1 
//---- öâåò èíäèêàòîðà
#property indicator_color1 Red 
//---- ÂÕÎÄÍÛÅ ÏÀÐÀÌÅÒÐÛ ÈÍÄÈÊÀÒÎÐÀ 
extern int Period1=25; 
extern int Period2=66; 
extern int MA_Metod=2;
extern int PRICE=1;
//---- èíäèêàòîðíûå áóôôåðû
double ExtBuffer[]; 
//+------------------------------------------------------------------+ 
//| RAVI initialization function                                     | 
//+------------------------------------------------------------------+ 
int init() 
  { 
//---- ñòèëü îòðèñîâêè èíäèêàòîðà
   SetIndexStyle(0,DRAW_LINE); 
//---- èíäèêàòîðíûå áóôåðû 
   SetIndexBuffer(0,ExtBuffer); 
//---- íàçâàíèå èíäèêàòîðà è ëåéáû äëÿ ñóáîêîí 
   IndicatorShortName("RAVI (" + Period1+ ","+Period2+")"); 
   SetIndexLabel(0,"RAVI"); 
//---- çàâåðøåíèå èíèöèàëèçàöèè
   return(0); 
  } 
//+------------------------------------------------------------------+ 
//| RAVI iteration function                                          | 
//+------------------------------------------------------------------+ 
int start() 
  {
int MinBars=MathMax(Period1, Period2); 
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà
if (Bars<MinBars)
     return(0);
//----+ Ââåäåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé 
double MA1,MA2,result; 
//----+ Ââåäåíèå öåëûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîñ÷èòàííûõ áàðîâ
int MaxBar,bar,limit,counted_bars=IndicatorCounted();
//---- ïðîâåðêà íà âîçìîæíûå îøèáêè
if (counted_bars<0)
    return(-1);
//---- ïîñëåäíèé ïîäñ÷èòàííûé áàð äîëæåí áûòü ïåðåñ÷èòàí 
if (counted_bars>0)
    counted_bars--;
//---- îïðåäåëåíèå íîìåðà ñàìîãî ñòàðîãî áàðà, 
                 //íà÷èíàÿ ñ êîòîðîãî áóäåò ïðîèçåä¸í ïåðåñ÷¸ò âñåõ áàðîâ 
MaxBar=Bars-1-MinBars;
//---- îïðåäåëåíèå íîìåðà ñàìîãî ñòàðîãî áàðà, 
                //íà÷èíàÿ ñ êîòîðîãî áóäåò ïðîèçåä¸í ïåðåñ÷¸ò íîâûõ áàðîâ 
limit=Bars-counted_bars-1; 
//---- èíèöèàëèçàöèÿ íóëÿ
if (limit>MaxBar)
    {
     for (int ii=Bars-1; ii>=MaxBar; ii--)ExtBuffer[ii]=0.0;
     limit=MaxBar;
    }
 
//---- îñíîâíîé öèêë 
for(bar=0; bar<=limit; bar++) 
   { 
     MA1=iMA(NULL,0,Period1,0,MA_Metod,PRICE,bar); 
     MA2=iMA(NULL,0,Period2,0,MA_Metod,PRICE,bar); 
     //---- 
     result=((MA1-MA2)/MA2)*100; 
     ExtBuffer[bar]=result; 
   }  
//---- 
   return(0); 
  } 
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//|                                           Get_RAVISeriesTest.mq4 |
//|                      Copyright © 2007, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net/"
//---- ÂÕÎÄÍÛÅ ÏÀÐÀÌÅÒÐÛ ÝÊÑÏÅÐÒÀ
extern bool NullBarRecount = true;
//---- èíäèêàòîðíûå áóôôåðû
//double RAVI_Buffer0[];
double RAVI_Buffer1[];
//double RAVI_Buffer2[];
//+------------------------------------------------------------------+
//| Get_RAVISeries() function                                        |
//+------------------------------------------------------------------+
#include <Get_RAVISeries.mqh>
//+------------------------------------------------------------------+
//| Custom Expert initialization function                            |
//+------------------------------------------------------------------+
int init()
  {
//----
//---- çàâåðøåíèå èíèöèàëèçàöèè
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom Expert iteration function                                 |
//+------------------------------------------------------------------+
int start()
  {
//---- 
double Ind_Velue,Resalt;
//---- 
//if (!Get_RAVISeries(0,Symbol(),0,NullBarRecount,10,20,1,0,RAVI_Buffer0))
//   return(0);
 
if (!Get_RAVISeries(1,Symbol(),240,NullBarRecount,25,66,2,1,RAVI_Buffer1))  
   return(0);
   
//if (!Get_RAVISeries(2,Symbol(),1440,NullBarRecount,30,70,3,3,RAVI_Buffer2))
//   return(0);
   
//---- ïîëó÷åíèå èíäèêàòîðíûõ çíà÷åíèé äëÿ òåñòà 0
 
//Ind_Velue=iCustom(NULL,0,"RAVI",10,20,1,0,0,2); 
 
//Resalt=RAVI_Buffer0[2]-Ind_Velue; 
 
//Print( "  "+Ind_Velue+"    "+RAVI_Buffer0[2]+"    "+Resalt+"" );
 
//---- ïîëó÷åíèå èíäèêàòîðíûõ çíà÷åíèé äëÿ òåñòà 1
 
Ind_Velue=iCustom(NULL,240,"RAVI",25,66,2,1,0,2);
 
Resalt=RAVI_Buffer1[2]-Ind_Velue; 
 
Print( "  "+Ind_Velue+"    "+RAVI_Buffer1[2]+"    "+Resalt+"" );
 
//---- ïîëó÷åíèå èíäèêàòîðíûõ çíà÷åíèé äëÿ òåñòà 2
 
//Ind_Velue=iCustom(NULL,1440,"RAVI",30,70,3,3,0,2);
 
//Resalt=RAVI_Buffer2[2]-Ind_Velue; 
 
//Print( "  "+Ind_Velue+"    "+RAVI_Buffer2[2]+"    "+Resalt+"" );
//----
   return(0);
  }
//+------------------------------------------------------------------+
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