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converting an indicator to work in strategytester

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mallymally
94
mallymally 2015.05.04 12:37 

hi, i work in converting the MTF_Resistance-Support (https://www.mql5.com/en/code/10063) indicator so that it works in the strategytester.

i modified the indicator to show the breakouts through the lines. 

the indicator uses multiple timeframes and the iFractals() function to calculate the resistance and support lines.

i see the iFractals() function as the issue that has to be reprogrammed, that it just use the current timeframe data of the strategytester window, is that right?

here the main calculation in the indicator, to calculate  the different timeframes stored in per[], it uses iFractals():

datetime time = iTime(NULL,Period(),i);

shift[a]=iBarShift(NULL,per[a],time,true);

mabel1 = iFractals(NULL, per[a], MODE_UPPER,shift[a]);

mabel2 = iFractals(NULL, per[a], MODE_LOWER,shift[a]);

 I've tried to calculate iFractals from the data of the current chart, so i wrote these functions:

 

double uFractal_tf (int tf, int mode, int shift)

{

   datetime time = iTime(NULL,Period(),shift);

   int i=iBarShift(NULL,tf,time,true);

   time = iTime(NULL,tf,i);

   i=iBarShift(NULL,Period(),time,true);

   int bars;

   if (tf<Period()) bars=Period()/tf; else bars=tf/Period();

   

   if (mode==MODE_UPPER)

      return (uFractal_upper (bars, i));

   if (mode==MODE_LOWER)

      return(uFractal_lower (bars, i));

   

   return(0);

}

// ---------------------

double uFractal_upper (int bars, int shift)

{

   if (shift-bars*2<0) return(0);


   double tmp1 = uHigh(bars,shift+bars*2);

   double tmp2 = uHigh(bars,shift+bars*1);

   double tmp3 = uHigh(bars,shift);

   double tmp4 = uHigh(bars,shift-bars*1);

   double tmp5 = uHigh(bars,shift-bars*2);

   if (tmp1<=tmp3 && tmp2<=tmp3 && tmp4<=tmp3 && tmp5<=tmp3) return(tmp3); else return(0); 

}

// ---------------------

double uFractal_lower (int bars, int shift)

{

   if (shift-bars*2<0) return(0);

   

   double tmp1 = uLow(bars,shift+bars*2);

   double tmp2 = uLow(bars,shift+bars*1);

   double tmp3 = uLow(bars,shift);

   double tmp4 = uLow(bars,shift-bars*1);

   double tmp5 = uLow(bars,shift-bars*2);

   if (tmp1>=tmp3 && tmp2>=tmp3 && tmp4>=tmp3 && tmp5>=tmp3) return(tmp3); else return(0); 

}

// ---------------------

double uHigh (int bars,int shift)

{

   double tmp=0;

   for (int i=shift; i>shift-bars; i--)

      if (tmp<High[i]) tmp=High[i];

   return(tmp);

}

// ---------------------

double uLow (int bars,int shift)

{

   double tmp=0;

   for (int i=shift; i>shift-bars; i--)

      if (tmp==0 || tmp>Low[i]) tmp=Low[i];

   return(tmp);

}

  so i changed the main calculation to this:

datetime time = iTime(NULL,Period(),i);

shift[a]=iBarShift(NULL,per[a],time,true);

//mabel1 = iFractals(NULL, per[a], MODE_UPPER,shift[a]);

//mabel2 = iFractals(NULL, per[a], MODE_LOWER,shift[a]);

mabel1 = uFractal_tf (per[a], MODE_UPPER, i);

mabel2 = uFractal_tf (per[a], MODE_LOWER, i);    

 It works in a way... but not properly, might there be a bug in it?

or have i forgot to look at something else?

what do you mean? i actually don't see a bug..

can you help me?

regards,mally


I'll attach the original code and the modified code files: 

* mtf-resistance-support_edit01_byuwe.mq4 // is the original source

* mtf-resistance-support_edit01-1_byuwe.mq4  // is the modified source

MTF RESISTANCE AND SUPPORT
MTF RESISTANCE AND SUPPORT
  • votes: 1
  • 2011.01.05
  • olufikayo olowoyo
  • www.mql5.com
This Indicator gives you a clear S & R of Custom Timeframes....Good for Swing Traders
mallymally
94
mallymally 2015.05.04 21:27  

hi, i recoded the iFractal(), iOpen(), iClose(), iHigh(), iLow() functions. and replaced the original function calls.

but the indi doesn't behave 100% like the original ... and it still doesn't run in the strategy tester.

any ideas why?

 

here  the modified indi:

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