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Get values from Zigzag indicator - performance issue

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Hello,

I want to get calculated values from the Zigzag indicator.

My code looks like this:

 

bool GetZigZagValues(double &get_values[],datetime &get_times[],int handle)
  {
   double values[];         // An array for the values of the zigzag
   datetime times[];        // An array to get time
   int size=10000;            // Size of the array
   int n=20;
   ResetLastError();
//--- Copy the last 100 values of the indicator
   int copied=CopyBuffer(handle,0,0,size,values);
//--- Check the number of values copied
   if(copied<size)
     {
      PrintFormat("%s: Failed to copy %d values of the indicator with the handle=%d. Error code %d",
                  __FUNCTION__,size,handle,GetLastError());
      return false;
     }
//--- Define the order of access to the arrays as in a timeseries
   ArraySetAsSeries(times,true);   ArraySetAsSeries(get_times,true);
   if(CopyTime(_Symbol,_Period,0,size,times)<=0)
     {
      PrintFormat("%s: Failed to copy %d values from CopyTime(). Error code %d",
                  __FUNCTION__,size,GetLastError());
      return false;
     }
//--- Define the order of access to the array as in a timeseries
   ArraySetAsSeries(values,true);
//--- Write here the numbers of bars, in which fractures were found
   int positions[];
//--- Set array sizes
   ArrayResize(get_values,n); ArrayResize(get_times,n); ArrayResize(positions,n);
//--- Counters
   int i=0,k=0;
//--- Start to search for fractures
   while(k<n)
     {
      double v=values[i];
      //--- We are not interested in empty values
      if(v!=0.0)
        {
         //--- Remember the bar number
         positions[k]=i;
         //--- Remember the value of a zigzag on the fracture
         get_values[k]=values[i];
         get_times[k]=times[i];
         PrintFormat("%s: Zigzag[%d]=%G",__FUNCTION__,i,values[i]);
         //--- Increase the counter
         k++;
        }
      i++;
     }
//--- Successful
   return true;
  }

 

Now my problem is that the copy operation causes bad performance, because the method will be called in the OnTick() method.

 Furthermore, I am dependent on the size variable, because I might not get X zig zag values from Y bars, which will cause an ArrayOutOfBound exception.

 

Any ideas how I can make this more dynamic (without the size variable) and faster? 

 Thanks in advance. 

int found;
int i;
double zz;
int ExtDepth =12
int ExtDeviation = 5;
int ExtBackstep =5;
double ZZ[10];

while(found<10)      
{
 if(i > Bars - 1) break;

    zz = iCustom(Symbol(),Period(),"ZigZag",ExtDepth,ExtDeviation,ExtBackstep,0,i);
    if( zz != 0)
    {
     ZZ[found] = zz;
     found++;
    }     
i++;
}

Put last 10 zz into array. Maybe that helps.

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