Does anyone know if it is possible to store the series of value of an indicator, over, for example 1 year, or of a boolean function calculated in an EA?
I would like tho store the value of a particular function calculated on the difference between two different EMA that I defined into an EA.
I need to store the value of this double function, calculated in my EA over few years (say from 2015 to 2017) and print it in some output file (.txt or some other formats)
int s15_60;
double B_M15_H1(int i) {
if (i>=0 && i<4 ) s15_60=0;
else if (i>=4 && i<8 ) s15_60=1;
else if (i>=8 && i<12 ) s15_60=2;
else if (i>=12 && i<16 ) s15_60=3;
else if (i>=16 && i<20 ) s15_60=4;
return NormalizeDouble(MathAbs(M15(i) - H1(s15_60)),Digits);
where M15 is a simple EMA calculated in the M15 timeframe, and H1 is the same EMA calculated in the H1 timeframe, and the double function is the distance between this two indicators calculated in M15 time steps.
My goal is to store this value in a output file for doing some statistical studies about this function.
EDIT:
This code works for my purpose:
#property copyright "Copyright 2014, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property strict
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- parameters for writing data to file
input string InpFileName="BOX.csv"; // File name
input string InpDirectoryName="Data"; // Folder name
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
double H1 (int shift) {double val = iCustom(NULL,PERIOD_H1, "my_funct",100,2.0,30.0,2.0,2.0,0,1,0,shift); return(val);}
double H4 (int shift) {double val = iCustom(NULL,PERIOD_H4, "my_funct",100,2.0,30.0,2.0,2.0,0,1,0,shift); return(val);}
int s60_240;
double B_H1_H4(int i) {
if (i>=0 && i<4 ) s60_240=0;
else if (i>=4 && i<8 ) s60_240=1;
else if (i>=8 && i<12 ) s60_240=2;
else if (i>=12 && i<16 ) s60_240=3;
else if (i>=16 && i<20 ) s60_240=4;
return NormalizeDouble( 10000*MathAbs( H1(i) - H4(s60_240) ) , Digits);
}
void OnStart()
{
double box_buff[]; // array of indicator values
datetime date_buff[]; // array of indicator dates
//--- copying the time from last 1000 bars
int copied=CopyTime(NULL,PERIOD_H1,0,1000,date_buff);
ArraySetAsSeries(date_buff,true);
//--- prepare box_buff array
ArrayResize(box_buff,copied);
//--- copy the values of main line of the iCustom indicator
for(int i=0;i<copied;i++)
{
box_buff[i]=B_H1_H4(i);
}
//--- open the file for writing the indicator values (if the file is absent, it will be created automatically)
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_WRITE|FILE_CSV);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for writing",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
//--- first, write the number of signals
FileWrite(file_handle,copied);
//--- write the time and values of signals to the file
for(int i=0;i<copied;i++)
FileWrite(file_handle,date_buff[i],box_buff[i]);
//--- close the file
FileClose(file_handle);
PrintFormat("Data is written, %s file is closed",InpFileName);
}
else
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
}
Please provide your MCVE-code to see what you need. How would you like to store data and why you might need it? Indicator data is already stored in a buffer so simply call it using iCustom(). If you want to optimize your EA and indicator take much time to load and compute buffers - yes it is possible to compute indicator buffers once then write them into a file or DB and get before new optimization starts, in such case use CArrayObj or CArrayDouble as a dynamic array for storing large arrays
Related
I'd like to extend my instrumental Profiler in order to avoid it affect too much performances.
Im my current implementation, I'm using a ProfilerHelper taking one string, which is put whereever you want in the profiling f().
The ctor is starting the measurement and the dector is closing it, logging the Delta in an unordered_map entry, which is key is the string.
Now, I'd like to turn all of that into a faster stuff.
First of all, I'd like to create a string LUT (Look Up Table) contaning the f()s names at compile time, and turn the unordered_map to a plain vector which is paired by the string function LUT.
Now the question is: I've managed to create a LUT but std::string_view, but I cannot find a way to extend it at compile time.
A first rought trial sounds like this:
template<unsigned N>
constexpr auto LUT() {
std::array<std::string_view, N> Strs{};
for (unsigned n = 0; n < N; n++) {
Strs[n] = "";
}
return Strs;
};
constexpr std::array<std::string_view, 0> StringsLUT { LUT<0>() };
constexpr auto AddString(std::string_view const& Str)
{
constexpr auto Size = StringsLUT.size();
std::array<std::string_view, Size + 1> Copy{};
for (auto i = 0; i < Size; ++i)
Copy[i] = StringsLUT[i];
Copy[Size] = Str;
return Copy;
};
int main()
{
constexpr auto Strs = AddString(__builtin_FUNCTION());
//for (auto const Str : Strs)
std::cout << Strs[0] << std::endl;
}
So my idea should be to recall the AddString whenever needed in my f()s to be profiled, extending this list at compile time.
But of course I should take the returned Copy and replace the StringsLUT everytime, to land to a final StringsLUT with all the f() names inside it.
Is there a way to do that at compile time?
Sorry, but I'm just entering the magic "new" world of constexpr applied to LUT right in these days.
Tx for your support in advance.
I have an EA with closes a trade on button click
//void CloseCurrentTrade(). It's called after successfull OrderSelect
int orderType = OrderType();
double price;
if (orderType == OP_BUY)
price = return MarketInfo(OrderSymbol(), MODE_BID);
else if (orderType == OP_SELL)
price = return MarketInfo(OrderSymbol(), MODE_ASK);
else
return;
int slippage = 20;
bool closed = OrderClose(OrderTicket(), OrderLots(), price, slippage);
if (closed)
return;
int lastError = GetLastError();
Sometimes it closes the trade and sometimes it returns error #129 (Invalid price). I can't figure out why. Most of the cases people just misuse bid/ask or don't have enouth slippage. I've try to use slippage up to 200, still the same error. Some EA's just try to close it several times (and it looks like a hack for me), but it does not help as well. There are some mentions that you need to call RefreshRates() before bid/ask, but documentaion says that you don't need to do that for MarketInfo.
I've run out of ideas what it could be. Why it can happen and how to avoid that? I'm testing it on FXCM Demo (if it is the case).
First make sure that you've selected the order properly, and try to use OrderClosePrice where possible(this will eliminate the need for checking the OP_SELL/OP_BUY)
//+------------------------------------------------------------------+
//| Close the latest order for this current symbol |
//+------------------------------------------------------------------+
void CloseCurrentTrade()
{
for(int i=OrdersTotal()-1;i>=0;i--)
{
if(!OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) continue;
if(OrderSymbol()!=Symbol()) continue;
if(OrderMagicNumber()!=MagicNum) continue; // if there is no magic number set, then no need for this(manual orders)
if(OrderType()>OP_SELL) continue;
if(!OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),Slippage))
Print("Error in Closing the Order, Error : ",ErrorDescription(GetLastError()));
break; // assuming you want to close the latest trade only, exit the order closing loop
}
}
Also note that your broker might have restrictions on how far the closing price must be from the Order Opened price and other levels(sl/tp), in order to close an order. Refer here
Print and compare Ask/Bid && price when closed!=true. Beware that MarketInfo mode data is stored at Ask/Bid predefined variables already, so you can eliminate that if you OrderSelect in current symbol.
I would like to write out an indicator that can take in input the int shift of an assigned timeframe, and turns out a value related to another timeframe.
As an example, I would like to write an MACD indicator over a 100 periods of M15, that can return out its value 1,2,3,4,5,6,7... minutes before the current candle.
Since in the current candle this indicator "changes" its value, tick by tick, I think that should be possible to write out such an indicator, but I can not figure out how to do it.
MQL4 language principally has tools for this:
However, as noted above, your experimentation will need thorough quant validations, as the earlier Builds did not support this in [MT4-Strategy Tester] code-execution environment ( and more recent shifts into New-MQL4.56789 have devastated performance constraints for all [CustomIndicators], the all [MT4-graph]-GUI-s together plus the all [Expert Advisor]-s use, since all these suddenly share one ( yes, ONE and THE ONLY ) computing thread.
Ok, you have been warned :o)
So,
if indeed keen to equip your [CustomIndicator] so as to be independent of the GUI-native-TimeFrame, all your calculations inside such [CustomIndicator]-code must use indirect access-tools to source the PriceDOMAIN data - so never use any { Open[] | High[] | Low[] | Close[] }-TimeSeries data directly, but only using { iOpen() | iHigh() | iLow() | iClose() }
All these access tools conceptually have a common signature:
double iLow( string symbol, // symbol
int timeframe, // timeframe
int shift // shift
);
and
if your code
obeys this duty,
your [CustomIndicator]( iff the StrategyTester will not finally spoil the game -- due quant testing will show this )
will be working with data from timeframe & shift of your wish.
Implementation remarks:
Your [CustomIndicator]-code has to implement a "non-GUI-shift" independently from the GUI-native-TimeFrame shift-counting. See an iCustom() signature template for inspiration. The GUI-TimeFrame-shift is like moving the line-graph on GUI-screen, i.e. in GUI-native-TimeFrame steps, not taking into account your [CustomIndicator] "internal"-"non-GUI-shift" values, so your code has to be smarter, so as to process this "internal"-"non-GUI-shift" during a value generation. If in doubts, during prototyping, validate the proper "mechanics" on Time[aShiftINTENDED] vs iTime( _Symbol, PERIOD_INTENDED, aShiftINTENDED )
Due to quite a lot of points, where an iCustom() call-interface may be a bit misleading, or a revision-change-management error-prone, we got used to use a formal template for each [Custom Indicator] code, helping to maintain referential integrity with a iCustom() use in the actual [ExpertAdvisor] code. It might seem a bit dumb, but those, who have spent man*hours in search for a bug in { un- | ill- }-propagated call-interface changes, this may become a life-saver.
We formalise the call-interface in such a way, that this section, maintained in the [CustomIndicator]-code, can always be copied into the [ExpertAdviser] code, so that the iCustom() signature-match can be inspected.
//vvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvv
//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
//!!!!
//---- indicator parameters -------------------------------------------------
// POSITIONAL ORDINAL-NUMBERED CALLING INTERFACE
// all iCustom() calls MUST BE REVISED ON REVISION
//!!!!
//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
#define XEMA_CUSTOM_INDICATOR_NAME "EMA_DEMA_TEMA_XEMA_wShift" // this.
//--- input parameters ------------------------------------------------------ iCustom( ) CALL INTERFACE
input int nBARs_period = 8;
extern double MUL_SIGMA = 2.5;
sinput ENUM_APPLIED_PRICE aPriceTYPE = PRICE_CLOSE;
extern int ShiftBARs = 0;
//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
/* = iCustom( _Symbol,
PERIOD_CURRENT, XEMA_CUSTOM_INDICATOR_NAME, // |-> iCustom INDICATOR NAME
XEMA_nBARs_period, // |-> input nBARs_period
XEMA_MUL_SIGMA, // |-> input MUL_SIGMA
XEMA_PRICE_TYPE, // |-> input aPriceTYPE from: ENUM_APPLIED_PRICE
XEMA_ShiftBARs, // |-> input ShiftBARs
XEMA_<_VALUE_>_BUFFER_ID, // |-> line# --------------------------------------------from: { #define'd (e)nums ... }
0 // |-> [0]-aTimeDOMAIN-offset
); //
*/
#define XEMA_Main_AXIS_BUFFER_ID 0 // <----xEMA<maxEMAtoCOMPUTE>[]
#define XEMA_UpperBAND_BUFFER_ID 1
#define XEMA_LowerBAND_BUFFER_ID 2
#define XEMA_StdDEV____BUFFER_ID 3
#define XEMA_SimpleEMA_BUFFER_ID 4 // sEMA
#define XEMA_DoubleEMA_BUFFER_ID 10 // dEMA
#define XEMA_TripleEMA_BUFFER_ID 11 // tEMA
//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
//!!!!
//---- indicator parameters -------------------------------------------------
// POSITIONAL ORDINAL-NUMBERED CALLING INTERFACE
// all iCustom() calls MUST BE REVISED ON REVISION
//!!!!
//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
//^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Found a way to write it in a very simple way:
double M1 (int shift) {double val = iCustom(NULL,PERIOD_M1, "my_indicator",100,2.0,30.0,0,shift); return(val);}
double M15 (int shift) {double val = iCustom(NULL,PERIOD_M15,"my_indicator",100,2.0,30.0,0,shift); return(val);}
int s1_15;
double B_M1_M15(int i) {
if (i>=0 && i<15 ) s1_15=0;
else if (i>=15 && i<30 ) s1_15=1;
else if (i>=30 && i<45 ) s1_15=2;
else if (i>=45 && i<60 ) s1_15=3;
else if (i>=60 && i<75 ) s1_15=4;
return NormalizeDouble(MathAbs(M1(i) - M15(s1_15)),Digits);
}
and so on for every others couples of timeframe.
There are Bollinger Bands with three RSI running in the basement.
I want to do a check on the signal in such a way that when 3 RSI struck the zone of the upper Bbands, there was a signal down and vice versa:
int start(){
double ma, stdev;
int i, limit, count=IndicatorCounted();
if(count<0) return(0);
limit=Bars-count;
if(limit>1) limit=Bars-1;
for(i=limit; i>=0; i--) {
RSI[i] =iRSI(Symbol(),Period(),rsi_period, PRICE_CLOSE,i);
RSI2[i]=iRSI(Symbol(),Period(),rsi_period_2,PRICE_CLOSE,i);
RSI3[i]=iRSI(Symbol(),Period(),rsi_period_3,PRICE_CLOSE,i);
}
for(i=limit; i>=0; i--) {
ma=iMAOnArray(RSI3,0,bb_period,0,0,i); // midle line
stdev=iStdDevOnArray(RSI3,0,bb_period,0,0,i); // dev
BBUP[i]=ma+bb_dev*stdev; // up line
BBDOWN[i]=ma-bb_dev*stdev; // down line
UP[i]=0;
DOWN[i]=0;
}
if(limit<Bars-1) limit++;
for(i=limit; i>0; i--) {
if(RSI[i] <= BBDOWN[i] && RSI[i+1] > BBDOWN[i+1] && RSI2[i] <= BBDOWN[i] && RSI2[i+1] > BBDOWN[i+1] && RSI3[i] <= BBDOWN[i] && RSI3[i+1] > BBDOWN[i+1]){
DOWN[i] = iLow(_Symbol, _Period, i);
}
if(RSI[i] >= BBUP[i] && RSI[i+1] < BBUP[i+1] &&W RSI2[i] >= BBUP[i] && RSI2[i+1] < BBUP[i+1] && RSI3[i] >= BBUP[i] && RSI3[i+1] < BBUP[i+1]){
UP[i]= iHigh(_Symbol, _Period, i);
}
}
The whole problem is that I have very crooked signals.
Appear where they should not be, and there is no where to be.
THE BEST PRACTICE:
Step 0: Let's first agree in written WHAT is the actual TARGET:
If the TARGET is to compute & paint on GUI the Bollinger Bands on RSI3[] values, the best way to do this is to use:
UPPER[i] = iBandsOnArray( RSI3, // ArrayAsSeries[]
array_calculation_depth, // reduce overheads
BB_MA_period, // BBands period
BB_StDev_MUL, // how many sigmas
BB_Zero_Shift, // #DEFINE BB_Zero_Shift 0
MODE_UPPER, // BBands upper line
i // shifting operator[i]
);
This way one may efficiently produce each of the { MODE_UPPER | MODE_MAIN | MODE_LOWER } Bollinger Bands lines here, consistently generated over dimension-less RSI3[] data, thus protecting the sense of any additive operations in signal-composition(s) with other, dimension-less data, as in { RSI2[], RSI[] }.
Step 1: visually check the lines to validate any signal-conditions:
Given the GUI shows lines accordingly, one may try to compose signal-conditions. The "hot"-bar [0] is a live-bar, where novice may encounter tricking signalling situations, if not handled with due professional care.
Step 2: implement signal-conditions in code:
Only after Step 0) & 1) took place and both meet one's own prior expectations, any code starts to make sense to get built.
From MQL4 docs https://docs.mql4.com/indicators/imaonarray
Unlike iMA(...), the iMAOnArray() function does not take data by
symbol name, timeframe, the applied price. The price data must be
previously prepared. The indicator is calculated from left to right.
To access to the array elements as to a series array (i.e., from right
to left), one has to use the ArraySetAsSeries() function.
RSI3 is currently orientated right to left (0 is most recent time point, limit is furthest element).
Same issue with iStdDevOnArray()
Fix those issues and it should work as you want. Whether there is any value in drawing Bollinger bands on RSI is another matter
Update
The function ArraySetAsSeries() can be used to swap the array between left-to-right and right-to-left
When you first initialise the RSI arrays ( in the OnInit() ) tell MetaTrader Terminal that they are timeseries.
ArraySetAsSeries(RSI1,True);
ArraySetAsSeries(RSI2,True);
ArraySetAsSeries(RSI3,True);
Then in main body, add ArraySetAsSeries(RSI3,False); before your second for loop to swap the array orientation. Then ArraySetAsSeries(RSI3,True); after the loop to restore the array orientation.
for(i=limit; i>=0; i--) {
RSI[i ] = iRSI(Symbol(),Period(),rsi_period,PRICE_CLOSE,i);
RSI2[i] = iRSI(Symbol(),Period(),rsi_period_2,PRICE_CLOSE,i);
RSI3[i] = iRSI(Symbol(),Period(),rsi_period_3,PRICE_CLOSE,i);
}
ArraySetAsSeries(RSI3,False);
for(i=limit; i>=0; i--) {
ma=iMAOnArray(RSI3,0,bb_period,0,0,i); // midle line
stdev=iStdDevOnArray(RSI3,0,bb_period,0,0,i); // dev
BBUP[i]=ma+bb_dev*stdev; // up line
BBDOWN[i]=ma-bb_dev*stdev; // down line
UP[i]=0;
DOWN[i]=0;
}
ArraySetAsSeries(RSI3,True);
if(limit<Bars-1) limit++;
for(i=limit; i>0; i--) {
if( RSI[i] <= BBDOWN[i] &&
RSI[i+1] > BBDOWN[i] &&
RSI2[i] <= BBDOWN[i] &&
RSI2[i+1] > BBDOWN[i] &&
RSI3[i] <= BBDOWN[i] &&
RSI3[i+1] > BBDOWN[i]) {
DOWN[i] = iLow(_Symbol, _Period, i);
}
if( RSI[i] >= BBUP[i] &&
RSI[i+1] < BBUP[i+1] &&
RSI2[i] >= BBUP[i] &&
RSI2[i+1] < BBUP[i+1] &&
RSI3[i] >= BBUP[i] &&
RSI3[i+1] < BBUP[i+1]) {
UP[i]= iHigh(_Symbol, _Period, i);
}
}
Basic indicator structure
You need to go through the MQL4 Documentation and learn the proper structure of an indicator. There needs to be an OnInit() function where you initialise values. Then an OnCalculate() function where you fill the indicator buffers.
//+-----------------------------------------------------------------+
//| Custom indicator initialization function |
//+-----------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
ArraySetAsSeries(RSI3,True);
//---
return(INIT_SUCCEEDED);
}
//+-----------------------------------------------------------------+
//| 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[])
{
// Do your calculations here
//--- return value of prev_calculated for next call
return(rates_total);
}
If you use iBandsOnArray() to calculate Bollinger bands you won't need to swap the array direction after it is set in OnInit()
If the indicator is compiling but crashing, you will need to debug it. Simplest way is to look at the errors in the log and add PrintFormat() statements throughout your code so you can see what the indicator is doing at different points and see where it crashes.
I tried implementing the solutions from this post
Cannot open file on Ubuntu
But to no avail. I keep getting a 5002 error. (failed to open file) after FileWrite()
Even when I try out the example script on https://docs.mql4.com/files/filewrite
I get the same error. I tried running MetaTrader Terminal 4 in administrator mode but to no avail either.Does anyone know a solution to this?
#property version "1.00"
#property strict
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- parameters for receiving data from the terminal
input string InpSymbolName = "EURUSD"; // Сurrency pair
input ENUM_TIMEFRAMES InpSymbolPeriod = PERIOD_H1; // Time frame
input int InpFastEMAPeriod = 12; // Fast EMA period
input int InpSlowEMAPeriod = 26; // Slow EMA period
input int InpSignalPeriod = 9; // Difference averaging period
input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Price type
//--- parameters for writing data to file
input string InpFileName = "MACD.csv"; // File name
input string InpDirectoryName = "Data"; // Folder name
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
bool sign_buff[]; // signal array (true - buy, false - sell)
datetime time_buff[]; // array of signals' appear time
int sign_size=0; // signal array size
double macd_buff[]; // array of indicator values
datetime date_buff[]; // array of indicator dates
int macd_size=0; // size of indicator arrays
//--- set indexing as time series
ArraySetAsSeries( sign_buff, true );
ArraySetAsSeries( time_buff, true );
ArraySetAsSeries( macd_buff, true );
ArraySetAsSeries( date_buff, true );
//--- reset last error code
ResetLastError();
//--- copying the time from last 1000 bars
int copied = CopyTime( NULL, 0, 0, 1000, date_buff );
if ( copied <= 0 )
{ PrintFormat( "Failed to copy time values. Error code = %d", GetLastError() );`
return;
}
//--- prepare macd_buff array
ArrayResize( macd_buff, copied );
//--- copy the values of main line of the iMACD indicator
for ( int i = 0; i< copied; i++ )
{ macd_buff[i] = iMACD( InpSymbolName, InpSymbolPeriod, InpFastEMAPeriod, InpSlowEMAPeriod, InpSignalPeriod, InpAppliedPrice, MODE_MAIN, i );
}
//--- get size
macd_size = ArraySize( macd_buff );
//--- analyze the data and save the indicator signals to the arrays
ArrayResize( sign_buff, macd_size - 1 );
ArrayResize( time_buff, macd_size - 1 );
for ( int i = 1; i < macd_size; i++ )
{
//--- buy signal
if ( macd_buff[i-1] < 0
&& macd_buff[i] >= 0 )
{
sign_buff[sign_size] = true;
time_buff[sign_size] = date_buff[i];
sign_size++;
}
//--- sell signal
if ( macd_buff[i-1] > 0
&& macd_buff[i] <= 0 )
{
sign_buff[sign_size] = false;
time_buff[sign_size] = date_buff[i];
sign_size++;
}
}
//--- open the file for writing the indicator values (if the file is absent, it will be created automatically)
ResetLastError();
int file_handle = FileOpen( InpDirectoryName // aDirNAME
+ "//" // aFileSystemTreeBranchSEPARATOR
+ InpFileName, // aFileNAME
FILE_READ|FILE_WRITE|FILE_CSV // fileIoMODE_FLAGs
);
if ( file_handle != INVALID_HANDLE )
{
PrintFormat( "%s file is available for writing", InpFileName );
PrintFormat( "File path: %s\\Files\\", TerminalInfoString( TERMINAL_DATA_PATH ) );
//--- first, write the number of signals
FileWrite( file_handle, sign_size );
//--- write the time and values of signals to the file
for ( int i = 0; i < sign_size; i++ )
FileWrite( file_handle, time_buff[i], sign_buff[i] );
//--- close the file
FileClose( file_handle );
PrintFormat( "Data is written, %s file is closed", InpFileName );
}
else
PrintFormat( "Failed to open %s file, Error code = %d", InpFileName, GetLastError() );
}
Alt. A)
the algo does not check for a positive presence of an InpDirectoryName node in the filesystem.
Alt. B)
in case the Alt. A) passes, there ought be used a compatible delimiter in aFilePATH + aFileNAME string, i.e. == "\\", ( aFileSystemTreeBranchSEPARATOR ref.: Help for details )
thena fileIO shall take place in \Terminal\Common\Files ( in case a FILE_COMMON bitmask flag was added (used) in the int open_flags parameter),
otherwise,the operations will take place in a (sub)-directory of a MetaTrader Terminal 4 local folder== MQL4\Files ( for a live ExpertAdvisor or Custom Indicator or Script mode of operations )or== MQL4\Tester\Files ( in case of using ExpertAdvisor or Custom Indicatorinside a back-testing framework of MT4 Strategy Tester).