How to get second indexbuffers from iCustom using CExpertTrailing Class
Hi
I tried iCustom as below in bool CTrailingNRTR_ATR::InitMyCustomIndicator(CIndicators *indicators)
"Downloads\\nrtr_atr_stop_so_calculo.ex5",m_atr,m_k);
and inside bool CTrailingNRTR_ATR::CheckTrailingStopShort(CPositionInfo *position,double &sl,double &tp)
int nDo;
double Up_Signal[1]; // value of indicator UP
double Do_Signal[1]; // value of indicator DOWN
nDo=CopyBuffer(ix,1,1,1,Do_Signal);
double new_sl=NormalizeDouble(Do_Signal[0]+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits());
but also did not worked
can some one give me some advice?
thanks
I need some advice why the second buffer is not reading.
but also did not worked
Not reading or not worked is meaningless. What value do you have ?
Are you sure your indicator buffers are 0 and 1 ? it could be 0 and 2 or whatever.
Hi Alain
When I use iCustom as below there is a way to indicate that indicator has more than 1 buffer?
"Downloads\\nrtr_atr_stop_so_calculo.ex5",m_atr,m_k);
nrtr_atr_stop has 2 buffers
Up in buffer 0
and
Do in buffer 1
see the code fragment
//==============================
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 2
//--- plot Up
#property indicator_label1 "Up"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- plot Dn
#property indicator_label2 "Dn"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrRed
#property indicator_style2 STYLE_SOLID
#property indicator_width2 2
//---
input int ATR=20; //ATR period
input int K=2; //Coefficient
//--- indicator buffers
double Up[];
double Dn[];
...
//--- indicator buffers mapping
SetIndexBuffer(0,Up);
SetIndexBuffer(1,Dn);
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//----
ArraySetAsSeries(Up,true);
ArraySetAsSeries(Dn,true);
....
in debug mode for a sell operation the nrtr_atr_stop indicator has Up=empty and Dn=62856
So the value in Buffer 1 is supposed to be 62856
but still returning 1.797693134862316e+308
I put some variables to watch if has value in additional bufffers)
double b1= m_nrtr_atr.GetData(1,1+m_deslocar);
double b2= m_nrtr_atr.GetData(2,1+m_deslocar);
double b3= m_nrtr_atr.GetData(3,1+m_deslocar);
value are:
b0=1.797693134862316e+308
b1=1.797693134862316e+308
b2=1.797693134862316e+308
b3=1.797693134862316e+308
b4=1.797693134862316e+308
also I added code to get any value from buffe 0 to 3
in this case only for buffer 0 return a valid valor
for buffer 1 to 3 return Unknown identifier
double res=0;
nUP=CopyBuffer(ix,0,1,1,Up_Signal);
res=Up_Signal[0];
nUP=CopyBuffer(ix,0,1,1,Up_Signal); //nUP=1
res=Up_Signal[0]; //res=61515.71428571428
nUP=CopyBuffer(ix,1,1,1,Up_Signal); //nUP=-1 invalidres=Up_Signal[0];
nUP=CopyBuffer(ix,2,1,1,Up_Signal); //nUP=-1 invalidres=Up_Signal[0];
nUP=CopyBuffer(ix,3,1,1,Up_Signal); //nUP=-1 invalidres=Up_Signal[0];
I only can read buffer 0 from nrtr_atr_stop.
But I need both values Up and Dn.
att
Elton
So the value in Buffer 1 is supposed to be 62856
but still returning 1.797693134862316e+308
Why do you think it's supposed to be 62856 ?
1.797693134862316e+308 is EMPTY_VALUE.
nUP=CopyBuffer(ix,1,1,1,Up_Signal); //nUP=-1 invalid
What is the error code ?
Hi Alain
I am debugging and I put some breakpoints
and in Strategy Tester Visualization I had a Data Windows where I can see the nrtr_atr_stop Up and Do for each candle
in some candle is possible to read in data window that Dn is 62856 but I get empty value from buffer 1
in this candle also Up is empty and has no value, but it is correct. (Buffer 0)
I add GetLastError() and erro=4806 and nDo=-1
ERR_INDICATOR_DATA_NOT_FOUND |
4806 |
Dado solicitado não encontrado |
erro=GetLastError();
but in Strategy Tester has Dn value. (61948)
Hi Alain
Solved
I had two files for the same indicator.
one with comments in indicator plots - this one has error and not read buffer 1 (second buffer - Dn)
#property indicator_buffers 2
//#property indicator_plots 2
//--- plot Up
/*
#property indicator_label1 "Up"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- plot Dn
#property indicator_label2 "Dn"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrRed
#property indicator_style2 STYLE_SOLID
#property indicator_width2 2
*/
//---
the other whithout comments, this one read
#property indicator_buffers 2
#property indicator_plots 2
//--- plot Up
#property indicator_label1 "Up"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- plot Dn
#property indicator_label2 "Dn"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrRed
#property indicator_style2 STYLE_SOLID
#property indicator_width2 2
//---
input int ATR=20; //ATR period
input int K=2; //Coefficient
now is returning valid values in
//also
double b1= m_nrtr_atr.GetData(1,1+m_deslocar); returns valid value
double xnrtratr1=m_nrtr_atr.GetData(1,1+m_deslocar); = 62477.14285714286
double b1= m_nrtr_atr.GetData(1,1+m_deslocar); = 62477.14285714286
//the folow line now is working for buffer 1
double xnrtratrx1=m_nrtr_atr.GetData(0,1,1,Do_Signal); = 62415.0
in resume
m_nrtr_atr.GetData(1,1+m_deslocar) //===> does not works for buffer 1
for buffer 1 (second buffer) need use an array
double Do_Signal[1];
m_nrtr_atr.GetData(0,1,1,Do_Signal) //===> where Do_Signal handle the value of buffer 1
copybuffer still not working
Now my EA is running but I dont know why comment
//#property indicator_plots 2
did not worked as well copybuffer
Thank you Alain
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I developed a EA using CExpert, and create my signal using nrtr_atr_stop.mq5.
Also I created an trailing stop based in same indicator. (class CTrailingNRTR_ATR : public CExpertTrailing)
but what happens is that the indicator use two buffers, one for UP Signal and other for Down Signal.
In mySignal used as filter do CExpert I can read both bufffers without problem, But in Ctrailling class I only can read first buffer.
I need some advice why the second buffer is not reading.
In comments some code I used for debug and trace to see variables values and what is happening.
Code from CExpertSignal: where Signal_UP() and Signal_DOWN() work well and ea is running ok.
{
protected:
CiCustom m_mci; // indicator object "MyCustomNRTRIndicator"
....
....
//- getting the indicator value
double Signal_UP(int ind) { return(m_mci.GetData(0,ind)); } //UP
//- getting the signal line value
double Signal_DOWN(int ind) { return(m_mci.GetData(1,ind)); } //DOWN
//- difference between two successive indicator values
..........
..........
Now the Trailing Stop for Long Position - it is working well.
//| Checking trailing stop and/or profit for long position. |
//+------------------------------------------------------------------+
bool CTrailingNRTR_ATR::CheckTrailingStopLong(CPositionInfo *position,double &sl,double &tp)
{
//--- check
if(position==NULL)
return(false);
//---
//double xnrtratr=m_nrtr_atr.GetData(0,1+m_deslocar);
double level =NormalizeDouble(m_symbol.Bid()-m_symbol.StopsLevel()*m_symbol.Point(),m_symbol.Digits());
//---Calculo do valor de stop
//--- Signal_UP(int ind) { return(m_mci.GetData(0,ind)); } //UP NRTR_ATR
//double new_sl=NormalizeDouble(m_nrtr_atr.Main(1),m_symbol.Digits()); SAR
double new_sl=NormalizeDouble(m_nrtr_atr.GetData(0,1+m_deslocar),m_symbol.Digits());
#ifdef TRACE Print("CheckTrailingStopLong: Up NRTR: "+m_nrtr_atr.GetData(0,1+m_deslocar)+" new_sl: "+new_sl); #endif
double pos_sl=position.StopLoss();
double base =(pos_sl==0.0) ? position.PriceOpen() : pos_sl;
//---
sl=EMPTY_VALUE;
tp=EMPTY_VALUE;
if(new_sl>base && new_sl<level)
sl=new_sl;
//---
return(sl!=EMPTY_VALUE);
}
Now the Ctrailiing Class for short position where I can not read the second buffer m_mci.GetData(1,ind) or DOWN Signal.
for long I am using
double new_sl=NormalizeDouble(m_nrtr_atr.GetData(0,1+m_deslocar),m_symbol.Digits());
for short I am using
double new_sl=NormalizeDouble(m_nrtr_atr.GetData(1,1+m_deslocar)+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits());
I apreciate some guidance
//| Checking trailing stop and/or profit for short position. |
//+------------------------------------------------------------------+
bool CTrailingNRTR_ATR::CheckTrailingStopShort(CPositionInfo *position,double &sl,double &tp)
{
//--- check
if(position==NULL)
return(false);
//---
/*
#ifdef TRACE
for(int j=20;j>=0;j--)
for(int i=0;i<2;i++)
printf("buffer[%d]index[%d]=%f",i,j,iCustom(Symbol(),PERIOD_CURRENT,"Downloads\\nrtr_atr_stop_so_calculo.ex5",i,j));
#endif
*/
/*
//UP
if(CopyBuffer(m_handle,0,m_shift,1,indbuf)==-1){
if(CopyBuffer(m_handle,0,m_shift,1,indbuf)==-1)
{
return(false); // if unable to copy value to array, return false
}
*/
//DOWN
/*
if(CopyBuffer(m_nrtr_atr.GetData(1,1),1,1+m_deslocar,1,Do_Signal)==-1)
//if(CopyClose(m_symbol,m_period,1+m_deslocar,1,pricebuf)==-1)
{
return(false); // if unable to copy value to array, return false
}
*/
double xAsk=m_symbol.Ask();
double xStopLevel=m_symbol.StopsLevel();
double xPoint=m_symbol.Point();
double xDigits=m_symbol.Digits();
double xSpread=m_symbol.Spread();
// double xnrtratrUP=Up_Signal[0];
// double xnrtratrDO=Do_Signal[0];
double xnrtratr0=m_nrtr_atr.GetData(0,1+m_deslocar);
double xnrtratr1=m_nrtr_atr.GetData(1,1+m_deslocar);
int xNumBuffersTotal=m_nrtr_atr.BuffersTotal();
int xNumBuffers=m_nrtr_atr.BufferSize();
int xNumParamters=m_nrtr_atr.NumParams();
//double iUp=CopyBuffer(m_nrtr_atr,0,1,1,Up_Signal);
//double iDo=CopyBuffer(m_nrtr_atr,1,1,1,Do_Signal);
//TrendDirection2 = iCustom(NULL,0,"_trend", 1, 0); /asks the buffer 2 of the Trend Indicator on candle 0 (current)
//TrendDirection3 = iCustom(NULL,0,"_trend", 2, 0); //asks the buffer 3 of the Trend indicator on candle 0 (current)
double level =NormalizeDouble(m_symbol.Ask()+m_symbol.StopsLevel()*m_symbol.Point(),m_symbol.Digits());
//---Calculo do valor de stop
//--- Signal_DOWN(int ind) { return(m_mci.GetData(1,ind)); } //DOWN NRTR_ATR
// double new_sl=NormalizeDouble(m_nrtr_atr.Main(1)+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits());
//double new_sl=NormalizeDouble(m_nrtr_atr.GetData(1,1+m_deslocar),m_symbol.Digits());
double new_sl=NormalizeDouble(m_nrtr_atr.GetData(1,1+m_deslocar)+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits());
// double new_sl0=NormalizeDouble(m_nrtr_atr.GetData(0,1+m_deslocar)+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits());
// double new_sl=NormalizeDouble(Do_Signal[0]+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits());
// double new_slUP=NormalizeDouble(Up_Signal[0]+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits());
#ifdef TRACE Print("CheckTrailingStopShort: Down NRTR: "+m_nrtr_atr.GetData(1,1+m_deslocar)+" new_sl: "+new_sl); #endif
double pos_sl=position.StopLoss();
double base =(pos_sl==0.0) ? position.PriceOpen() : pos_sl;
//---
sl=EMPTY_VALUE;
tp=EMPTY_VALUE;
if(new_sl<base && new_sl>level)
sl=new_sl;
//---
return(sl!=EMPTY_VALUE);
}
//+------------------------------------------------------------------+
Here the entire code of trailling stop
//| TrailingNRTR_ATR.mqh |
//| Copyright 2016, Elton Spode. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#include <Expert\ExpertTrailing.mqh>
// wizard description start
//+------------------------------------------------------------------+
//| Description of the class |
//| Title=Trailing Stop based on NRTR_ATR |
//| Type=Trailing |
//| Name=NRTR_ATR |
//| Class=CTrailingNRTR_ATR |
//| Page= |
//| Parameter=ATR,int,12,ATR period |
//| Parameter=K,int,24,Coefficient |
//| Parameter=DeslocarStop,int,24,DeslocarSTOP |
//+------------------------------------------------------------------+
// wizard description end
//+------------------------------------------------------------------+
//| Class CTrailingNRTR_ATR. |
//| Appointment: Class traling stops with NRTR ATR. |
//| Derives from class CExpertTrailing. |
//+------------------------------------------------------------------+
/*
NRTR_ATR_STOP
input int ATR=20; //ATR period
input int K=2; //Coefficient
*/
class CTrailingNRTR_ATR : public CExpertTrailing
{
protected:
CiCustom m_nrtr_atr; // object-indicator
double Up_Signal[1]; // value of indicator UP
double Do_Signal[1]; // value of indicator DOWN
//--- adjusted parameters
int m_atr; // "ATR period"
int m_k; // "Coefficient"
int m_deslocar; // "Deslocar Stop"
protected:
//--- indicator initialization method
bool InitMyCustomIndicator(CIndicators *indicators);
public:
CTrailingNRTR_ATR(void);
~CTrailingNRTR_ATR(void);
//--- methods of setting adjustable parameters
void ATR(int value) { m_atr=value; }
void K(int value) { m_k=value; }
void Deslocar(int value) { m_deslocar=value; }
//--- method of creating the indicator and timeseries
virtual bool InitIndicators(CIndicators *indicators);
//---
virtual bool CheckTrailingStopLong(CPositionInfo *position,double &sl,double &tp);
virtual bool CheckTrailingStopShort(CPositionInfo *position,double &sl,double &tp);
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
void CTrailingNRTR_ATR::CTrailingNRTR_ATR(void) : m_atr(21),
m_k(1), m_deslocar(0)
{
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
void CTrailingNRTR_ATR::~CTrailingNRTR_ATR(void)
{
}
//+------------------------------------------------------------------+
//| Create indicators. |
//+------------------------------------------------------------------+
bool CTrailingNRTR_ATR::InitIndicators(CIndicators *indicators)
{
#ifdef TRACE printf(__FUNCTION__ +", "+__FILE__+", "+__LINE__); #endif
//--- check pointer
if(indicators==NULL)
return(false);
//--- add object to collection
/*
if(!indicators.Add(GetPointer(m_nrtr_atr)))
{
printf(__FUNCTION__+": error adding Trailling NRTR_ATR object");
return(false);
}
*/
//--- creation and initialization of the custom indicator
if(!InitMyCustomIndicator(indicators))
{
#ifdef TRACE printf(__FUNCTION__ +", "+__FILE__+", "+__LINE__); #endif
printf(__FUNCTION__+": error initializing Trailling NRTR_ATR object");
return(false);
}
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Initialization of indicators. |
//+------------------------------------------------------------------+
bool CTrailingNRTR_ATR::InitMyCustomIndicator(CIndicators *indicators)
{
//--- add an object to the collection
if(!indicators.Add(GetPointer(m_nrtr_atr)))
{
#ifdef TRACE printf(__FUNCTION__ +", "+__FILE__+", "+__LINE__); #endif
printf(__FUNCTION__+": CSignalMyCustNRTRInd error adding object");
return(false);
}
//--- set parameters of the indicator
MqlParam parameters[4];
//---
//input int ATR=20; //ATR period
//input int K=2; //Coefficient
parameters[0].type=TYPE_STRING;
// parameters[0].string_value="Downloads\\nrtr_atr_stop.ex5";
parameters[0].string_value="Downloads\\nrtr_atr_stop_so_calculo.ex5";
parameters[1].type=TYPE_INT;
parameters[1].integer_value=m_atr;
parameters[2].type=TYPE_INT;
parameters[2].integer_value=m_k;
//--- object initialization
if(!m_nrtr_atr.Create(m_symbol.Name(),m_period,IND_CUSTOM,3,parameters))
{
#ifdef TRACE printf(__FUNCTION__ +", "+__FILE__+", "+__LINE__); #endif
printf(__FUNCTION__+": CTrailingNRTR_ATR error initializing object");
return(false);
}
//--- number of buffers
if(!m_nrtr_atr.NumBuffers(2)) return(false);
Print("No Parameetros m_nrtr_atr: "+m_nrtr_atr.NumParams());
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Checking trailing stop and/or profit for long position. |
//+------------------------------------------------------------------+
bool CTrailingNRTR_ATR::CheckTrailingStopLong(CPositionInfo *position,double &sl,double &tp)
{
//--- check
if(position==NULL)
return(false);
//---
//double xnrtratr=m_nrtr_atr.GetData(0,1+m_deslocar);
double level =NormalizeDouble(m_symbol.Bid()-m_symbol.StopsLevel()*m_symbol.Point(),m_symbol.Digits());
//---Calculo do valor de stop
//--- Signal_UP(int ind) { return(m_mci.GetData(0,ind)); } //UP NRTR_ATR
//double new_sl=NormalizeDouble(m_nrtr_atr.Main(1),m_symbol.Digits()); SAR
double new_sl=NormalizeDouble(m_nrtr_atr.GetData(0,1+m_deslocar),m_symbol.Digits());
#ifdef TRACE Print("CheckTrailingStopLong: Up NRTR: "+m_nrtr_atr.GetData(0,1+m_deslocar)+" new_sl: "+new_sl); #endif
double pos_sl=position.StopLoss();
double base =(pos_sl==0.0) ? position.PriceOpen() : pos_sl;
//---
sl=EMPTY_VALUE;
tp=EMPTY_VALUE;
if(new_sl>base && new_sl<level)
sl=new_sl;
//---
return(sl!=EMPTY_VALUE);
}
//+------------------------------------------------------------------+
//| Checking trailing stop and/or profit for short position. |
//+------------------------------------------------------------------+
bool CTrailingNRTR_ATR::CheckTrailingStopShort(CPositionInfo *position,double &sl,double &tp)
{
//--- check
if(position==NULL)
return(false);
//---
/*
#ifdef TRACE
for(int j=20;j>=0;j--)
for(int i=0;i<2;i++)
printf("buffer[%d]index[%d]=%f",i,j,iCustom(Symbol(),PERIOD_CURRENT,"Downloads\\nrtr_atr_stop_so_calculo.ex5",i,j));
#endif
*/
/*
//UP
if(CopyBuffer(m_handle,0,m_shift,1,indbuf)==-1){
if(CopyBuffer(m_handle,0,m_shift,1,indbuf)==-1)
{
return(false); // if unable to copy value to array, return false
}
*/
//DOWN
/*
if(CopyBuffer(m_nrtr_atr.GetData(1,1),1,1+m_deslocar,1,Do_Signal)==-1)
//if(CopyClose(m_symbol,m_period,1+m_deslocar,1,pricebuf)==-1)
{
return(false); // if unable to copy value to array, return false
}
*/
double xAsk=m_symbol.Ask();
double xStopLevel=m_symbol.StopsLevel();
double xPoint=m_symbol.Point();
double xDigits=m_symbol.Digits();
double xSpread=m_symbol.Spread();
// double xnrtratrUP=Up_Signal[0];
// double xnrtratrDO=Do_Signal[0];
double xnrtratr0=m_nrtr_atr.GetData(0,1+m_deslocar);
double xnrtratr1=m_nrtr_atr.GetData(1,1+m_deslocar);
int xNumBuffersTotal=m_nrtr_atr.BuffersTotal();
int xNumBuffers=m_nrtr_atr.BufferSize();
int xNumParamters=m_nrtr_atr.NumParams();
//double iUp=CopyBuffer(m_nrtr_atr,0,1,1,Up_Signal);
//double iDo=CopyBuffer(m_nrtr_atr,1,1,1,Do_Signal);
//TrendDirection2 = iCustom(NULL,0,"_trend", 1, 0); /asks the buffer 2 of the Trend Indicator on candle 0 (current)
//TrendDirection3 = iCustom(NULL,0,"_trend", 2, 0); //asks the buffer 3 of the Trend indicator on candle 0 (current)
double level =NormalizeDouble(m_symbol.Ask()+m_symbol.StopsLevel()*m_symbol.Point(),m_symbol.Digits());
//---Calculo do valor de stop
//--- Signal_DOWN(int ind) { return(m_mci.GetData(1,ind)); } //DOWN NRTR_ATR
// double new_sl=NormalizeDouble(m_nrtr_atr.Main(1)+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits());
//double new_sl=NormalizeDouble(m_nrtr_atr.GetData(1,1+m_deslocar),m_symbol.Digits());
double new_sl=NormalizeDouble(m_nrtr_atr.GetData(1,1+m_deslocar)+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits());
// double new_sl0=NormalizeDouble(m_nrtr_atr.GetData(0,1+m_deslocar)+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits());
// double new_sl=NormalizeDouble(Do_Signal[0]+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits());
// double new_slUP=NormalizeDouble(Up_Signal[0]+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits());
#ifdef TRACE Print("CheckTrailingStopShort: Down NRTR: "+m_nrtr_atr.GetData(1,1+m_deslocar)+" new_sl: "+new_sl); #endif
double pos_sl=position.StopLoss();
double base =(pos_sl==0.0) ? position.PriceOpen() : pos_sl;
//---
sl=EMPTY_VALUE;
tp=EMPTY_VALUE;
if(new_sl<base && new_sl>level)
sl=new_sl;
//---
return(sl!=EMPTY_VALUE);
}
//+------------------------------------------------------------------+