how do I calculate the fibo levels from yesterday/previous day.
This is how far I am currently:
int shift = iBarShift( NULL, PERIOD_D1, Time[0] ) + 1; // yesterday
HiPrice = iHigh( NULL, PERIOD_D1, shift);
LoPrice = iLow ( NULL, PERIOD_D1, shift);
StartTime = iTime( NULL, PERIOD_D1, shift);
if ( TimeDayOfWeek( StartTime ) == 0 /* Sunday */ )
{ // Add fridays high and low
HiPrice = MathMax( HiPrice, iHigh( NULL, PERIOD_D1, shift + 1 ) );
LoPrice = MathMin( LoPrice, iLow( NULL, PERIOD_D1, shift + 1 ) );
}
Range = HiPrice - LoPrice;
I think now I should have all values necessary for calculating it.
I am not sure on how I now can calculate the different levels now:
23.6 38.2 50.0 61.8 76.4 and -23.6 -38.2 -50.0 -61.8 -76.4 -100
All necessary Fibo-levels can be added manually as an array - this is the easiest way as far as I know. Then simply loop over such array and
+values are ( high + array[i] / 100 * range ),
values below the fibo - ( low - array[i] / 100 * range ),
where
array[] = { 23.6, 38.2, .. } ( only positive values are enough )
Fibonacci Levels need a direction, so in your above code you will either want to swap to using open and close values of the previous bar or impose a direction onto the high and low. This will let you know which way to draw the extensions and retraces.
Here is a function I have written previously for this question. This function assumes price1 is at an earlier timepoint than price2 then calculates the direction and levels, returning a FibLevel structure.
struct FibLevel {
double retrace38;
double retrace50;
double retrace61;
double extension61;
double extension100;
double extension138;
double extension161;
};
void FibLevel(double price1, double price2,FibLevel &fiblevel)
{
double range = MathAbs(price1-price2);
fiblevel.retrace38 =(price1<price2)?price2-range*0.382:price1+range*0.382;
fiblevel.retrace50 =(price1<price2)?price2-range*0.500:price1+range*0.500;
fiblevel.retrace61 =(price1<price2)?price2-range*0.618:price1+range*0.618;
fiblevel.extension61 =(price1<price2)?price2+range*0.618:price1-range*0.618;
fiblevel.extension100=(price1<price2)?price2+range :price1-range;
fiblevel.extension138=(price1<price2)?price2+range*1.382:price1-range*1.382;
fiblevel.extension161=(price1<price2)?price2+range*1.618:price1-range*1.618;
}
Related
I want to find the pinbars circled in the attached image below. For the one on the right, the body is about 1/5th of the candle size and for the one on the left, let's say the body is 1/7th the size candle size and it also has a wick of 1/7th the candle size at the bottom. How can I use the iOpen(), iLow() and other similar functions to find these two types of pinbars?
Q : How can I use the iOpen(), iLow() and other similar functions to find these two types of pinbars?
May use a working template like this WasThisTheUserDefinedBearishPATTERN() function and having defined all your user-specific conditions and constants, just call if ( WasThisTheUserDefinedBearishPATTERN( aShift, 4.5, 0.1, 2000 ) ) { do_something(); } when using it for trading:
bool WasThisTheUserDefinedBearishPATTERN( const int aBarNUMBER,
const double aBody2uWICK_MUL,
const double min_FRACTION,
const double MAX_FRACTION
) {
// BAR-UPPER-wick:
double aBarUpWK = ( iHigh( _Symbol, PERIOD_CURRENT, aBarNUMBER )
- iClose( _Symbol, PERIOD_CURRENT, aBarNUMBER )
);
// BAR-body:
double aBarBODY = ( iClose( _Symbol, PERIOD_CURRENT, aBarNUMBER )
- iOpen( _Symbol, PERIOD_CURRENT, aBarNUMBER )
);
// BAR-LOWER-wick:
double aBarLoWK = ( iLow( _Symbol, PERIOD_CURRENT, aBarNUMBER )
- iClose( _Symbol, PERIOD_CURRENT, aBarNUMBER )
);
// FLAG:
bool aBearishFLAG = FALSE;
// -----------------------------------------------------------------
// USER-DEFINE-ABLE SET OF SHAPE-CONDITIONS ..... = add all that apply
// BEARISH BODY:
// has body
// has body BEARISH
// has body not more than about a lo-wick size * < min_FRACTION, MAX_FRACTION >
// has body not less than about a hi-wick size * _MUL
// -------------
if ( aBarBODY >= 0 // not BEARISH
|| aBarUpWK < aBarBODY * aBody2uWICK_MUL // not long enough UpperWICK
){
aBearishFLAG = FALSE; // (NO)
}
else { if ( aBarBODY < 0 // has BEARISH CANDLE
&& ( aBarLoWK == 0 // and may LO-WICK ZERO
|| ( aBarLoWk / aBarBODY > min_FRACTION // .GT. min-WICK-2-BODY-FRACTION
&& aBarLoWk / aBarBODY < MAX_FRACTION // .LT. MAX-WICK-2-BODY-FRACTION
)
)
){ aBearishFLAG = TRUE; } // (YES)
else { aBearishFLAG = FALSE; } // ( NO) OTHERWISE
}
return( aBearishFLAG );
}
Ex-post :
I did WasThisTheUserDefinedBearishPATTERN( aShift, 1, 1/6, 2/6 ) and was expecting it to result in something...
Besides the comment below, kindly also respect The Rules of the World of MQL4 language:
Print( "DIV( 1 / 7 ) == ", 1 / 7 ); // will show you The Rules
Print( "DIV( 1. / 7. ) == ", 1. / 7. ); // will show you The Rules
So the way I would approach this is as follows:
1) What are the characteristics of each candle I am trying to define?
a) Down or up (I prefer 1 or -1)
b) Large rejection tail relative to the body
c) Large rejection tail relative to the non-rejection tail
d) Small body relative to the rejection tail
2) How do we code this in MQL4 using predefined functions?
Let's first make a few assumptions...
First, you are wanting to define these candles in real-time so you can execute when they form.
Second, let's go off the M30 for any given Symbol().
The below function (not tested) will return a 1 when there is a buy signal, and a -1 for a sell signal, and 0 if no signal. You will need to adjust the extern variables accordingly as this is more of a science than a "one-size-fits-all". Also, you might need to use IsNewBar.
//the values below should sum to 100
extern int RTail_To_Range_Ratio = 80; //rejection tail ratio to range of candle
extern int Body_To_Range_Ratio = 10; //body size ratio to range of candle
extern int NRTail_To_Range_Ratio = 10; //non-rejection tail ratio to range of candle
int Signal()
{
//candle information
double dOpen = iOpen(Symbol(),PERIOD_M30,0);
double dHigh = iHigh(Symbol(),PERIOD_M30,0);
double dLow = iLow(Symbol(),PERIOD_M30,0);
double dClose = iClose(Symbol(),PERIOD_M30,0);
double dBody = MathAbs(dOpen - dClose);
double dRange = dHigh - dLow;
double dRTail = 0, dTail = 0;
//green candle
if(dClose > dOPen){
dRTail = dOPen - dLow;
dTail = dHigh - dClose;
//now check ratios
if((dTail / dRange) <= (NRTail_To_Range_Ratio / 100) && (dBody / dRange) <= (Body_To_Range_Ratio / 100) && (dRTail / dRange) >= (RTail_To_Range_Ratio / 100)){
return 1;
}
}
//red candle
else{
dRTail = dHigh - dOpen;
dTail = dClose - dLow;
//now check ratios
if((dTail / dRange) <= (NRTail_To_Range_Ratio / 100) && (dBody / dRange) <= (Body_To_Range_Ratio / 100) && (dRTail / dRange) >= (RTail_To_Range_Ratio / 100)){
return -1;
}
}
return 0;
}
Let me know if this solves your problem #SuperHueman.
When I try to divide the two doubles in a buffer my indicator blacks out, and the values go extreme in the second window -90000000 and 90000000
#property indicator_separate_window // Îòîáðàæåíèå â îòäåëüíîì îêíå
#property indicator_buffers 3 // Êîëè÷åñòâî áóôåðîâ
#property indicator_color1 Red // Öâåò ïåðâîé ëèíèè
#property indicator_color2 Blue // Öâåò âòîðîé ëèíèè
#property indicator_color3 Green
double FillBuffer[];
double DBuffer[];
double AverageBuffer[];
double H,L;
double point=Point();
int init() // Ñïåöèàëüíàÿ ôóíêöèÿ init()
{
int period = _Period;
string symbol = Symbol();
int digits = _Digits ;
point = _Point ;
if(digits == 5 || digits == 3) { digits = digits - 1 ; point = point * 10 ; }
SetIndexBuffer(0,DBuffer);
SetIndexBuffer(1,FillBuffer);
SetIndexBuffer(2,AverageBuffer);
SetIndexStyle (0,DRAW_LINE,STYLE_SOLID,1);
SetIndexLabel(0, "ADR");
return(INIT_SUCCEEDED);
}
int start()
{
int i, limit, counted_bars;
counted_bars = IndicatorCounted();
//---- check for possible errors
if (counted_bars<0) return(-1);
//---- last counted bar will be recounted
if (counted_bars>0) counted_bars--;
limit = Bars - counted_bars;
for (i = limit; i >= 0; i--)
{
double dbuff= iHigh(NULL,0,i)- iLow(NULL,0,i);
double D0 = iHigh(NULL,0,i+1)- iLow(NULL,0,i+1);
double D1 = iHigh(NULL,0,i+2)- iLow(NULL,0,i+2);
double D2 = iHigh(NULL,0,i+3)- iLow(NULL,0,i+3);
double D3 = iHigh(NULL,0,i+4)- iLow(NULL,0,i+4);
double D4 = iHigh(NULL,0,i+5)- iLow(NULL,0,i+5);
double Average = ((D0+D1+D2+D3+D4)/5)/point;
FillBuffer[i]=dbuff/Average;
}
return(0);
When I try to divide the two values in FillBuffer[] my indicator blacks out. But if I just have either the dbuff or Average in the buffer it will show lines but I want the percentage one is of the other to be printed.
There is not much wrong with the code, but it does not paint the line:
Some polishing may help, but the core logic of the MQL4 Custom Indicator is forgotten in the code. If one does not assign a way, how to plot ( paint ) the line on screen, the GUI will remain "blacked-out" even though the values may have gotten calculated.
Performance warning:
Custom Indicators ( all Custom Indicators ) share one common solo-thread (!!), so proper performance tuning is warmly recommended in this type of MQL4-code-execution blocks.
Some further acceleration might be achieved by reducing / avoiding all the repetitive re-averaging via a sliding-window implementation replacement. While this is not so risky at 5-BARs deep re-processing, for deeper TimeSeries convolutions, the effect is significant and impressive in Strategy Tester accelerated mode of computing's run-times ( getting down to minutes instead of hours ). Worth one's time and efforts.
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Red
#property indicator_color2 Blue
#property indicator_color3 Green
double FillBuffer[];
double DBuffer[]; // NEVER FILLED IN
double AverageBuffer[]; // NEVER FILLED IN
double point = Point();
int init()
{ int period = _Period; // NEVER CONSUMED
string symbol = Symbol(); // NEVER CONSUMED
int digits = _Digits ; // LOCAL SCOPE ONLY VISIBLE INSIDE init(){...}
point = _Point ;
if ( digits == 5 || digits == 3 ) { digits -= 1;
point *= 10;
}
SetIndexBuffer( 0, DBuffer );
SetIndexBuffer( 1, FillBuffer ); // 1: ASSIGNED, BUT NEVER SET TO HAVE ANY { DRAW_LINE | DRAW_ ... } GUI OUTPUT
SetIndexBuffer( 2, AverageBuffer ); // 2: ASSIGNED, BUT NEVER SET TO HAVE ANY { DRAW_LINE | DRAW_ ... } GUI OUTPUT
SetIndexStyle ( 0, DRAW_LINE, STYLE_SOLID, 1 ); // 0: SET AS DRAW_LINE ( BUT NEVER FILLED IN WITH DATA )
SetIndexLabel( 0, "ADR" );
return( INIT_SUCCEEDED );
}
int start()
{ int i, limit, counted_bars;
counted_bars = IndicatorCounted();
//----check for possible errors
if ( counted_bars < 0 ) return( -1 );
//----last counted bar will be recounted
if ( counted_bars > 0 ) counted_bars--;
limit = ( Bars - 5 ) - counted_bars; // AVOID 1st 5 BARS,
int i0, i1, i2, i3, i4, i5; // WHERE (i+5) WILL OVERFLOW THE TIMESERIES LEFT EDGE
for ( i = limit,
i1 = i + 1,
i2 = i + 2,
i3 = i + 3,
i4 = i + 4,
i5 = i + 5; i >= 0; i--,
i1--,
i2--,
i3--,
i4--,
i5--
)
{ FillBuffer[i] = ( High[i]
- Low[i]
)
/ ( ( High[i1] + High[i2] + High[i3] + High[i4] + High[i5] )
- ( Low[i1] + Low[i2] + Low[i3] + Low[i4] + Low[i5] )
)
/ 5.
/ point;
/* double dbuff = iHigh( NULL, 0, i ) - iLow( NULL, 0, i );
double D0 = iHigh( NULL, 0, i+1 ) - iLow( NULL, 0, i+1 );
double D1 = iHigh( NULL, 0, i+2 ) - iLow( NULL, 0, i+2 );
double D2 = iHigh( NULL, 0, i+3 ) - iLow( NULL, 0, i+3 );
double D3 = iHigh( NULL, 0, i+4 ) - iLow( NULL, 0, i+4 );
double D4 = iHigh( NULL, 0, i+5 ) - iLow( NULL, 0, i+5 );
double Average = ( ( D0 + D1 + D2 + D3 + D4 ) / 5 ) / point;
FillBuffer[i] = dbuff / Average;
*/
}
return( 0 );
}
I am making a custom indicator, that displays the change in the closing price of a certain currency.
for ( i = limit; i >= 0; i-- ) {
totaleur = 0;
for ( x = i; x < i + 1; x++ ) {
totaleur = ( ( iClose( "EURUSD", 0, x )
- iClose( "EURUSD", 0, x - 1 )
)
/ iClose( "EURUSD", 0, x - 1 )
);
}
ExtMapBuffer1[i] = totaleur;
return(0);
}
in this case the indicator displays only the change in price of each observation.
Any ideas how to make it display the change in an observation plus all previous observations?
There are several important points to realise, so as to make the goal achieved:
1: do not prematurely escape in the first round, via return(0)
moving the command return(0); outside the code-execution block {...}from the forward-stepping ( i decreases ) for( i = limit ;...; i--){...} code-execution block will let the pointer step forward in (i),as the Custom Indicator uses a progressive, discontinuous, per-partes incremental ( in time ), evaluation ( ref. MQL4 documentation on Custom Indicator iCustom(...) calling interface parameters )
2: decide, whether the inner-loop ( a sum of fractions ) was correctly coded
the proposed expression providesa sum of N, per-Bar relative differences,nota sum of N absolute-differences, divided by a net price change over N bars.
While this might be working, the point is, whether the intended model is correct to sum relative differences ( percent change over different, variable individual bases ), or whether the sum ob absolute differences ought be only at the very end of the loop divided by a one, common, base -- the net price difference between the first and the last point ( over the N-bars base ), which is commonly a quantitative modelling practice when a noisy signal is subject to some cheap smoothing technique.
3: correct problems in accessing TimeSeries vectors ( negative index )
given the outer for ( i = limit; i >= 0; i-- ) loop permits the i to become zero,
given the inner for ( x = i; ... ) thus permits x == 0,
the x - 1 < 0 becomes a problem,
wherethe instruction iClose( _Symbol, PERIOD_CURRENT, x - 1 ) requests to access a value, that does not yet exist ( has a negative index into TimeSeries vector ).
for ( i = limit; // SET:_______________________ START at BAR[i == limit]
i >= 0; // PRE: PRE-CONDITION i >= 0
i-- // UPD: POST-UPDATE i-- STEP FORWARD IN TIME
) { // ___________________________________________________________
totaleur = 0; // ZEROISED
for ( x = i; // SET:_________________ START at BAR[x = (i)]
x < i + 1; // PRE: PRE-CONDITION x < (i)+1
x++ // UPD: POST-UPDATE x++ +1 STEP ( ONCE )
) { // _____________________________________________________
totaleur = ( ( iClose( "EURUSD", 0, x )
- iClose( "EURUSD", 0, x - 1 )
)
/ iClose( "EURUSD", 0, x - 1 )
);
} // LOOP KEPT STORING ANY INTERIM VALUE FOR EACH x INTO THE SAME <var>
ExtMapBuffer1[i] = totaleur;
return(0); //___________________________________DO NOT PREMATURELY RET/EXIT RIGHT FROM THE 1st LOOP
}
As you might have already noticed, the code permits just one loop in the inner for(){...}
If you need a sum of N previous observations - you need something like this:
for(i=limit; i>=0; i--) {
double totaleur = 0;
for(x=i; x<i+N; x++) {
totaleur += ((iClose("EURUSD", 0, x)- iClose("EURUSD", 0, x-1))/iClose("EURUSD", 0, x-1));
}
ExtMapBuffer1[i]=totaleur;
}
when you have return(0); inside loop - indicator will stop there and do not run that cycle with next parameter - so be careful with it
I have this code working without error. Basically, this code is to show value of Moving Averages on five previous bars per 5 minutes. MA's current value is omitted.
int TrendMinDurationBar = 5,
SlowPeriod = 14,
FastPeriod = 7;
void OnTick()
{
if ( NewBar( PERIOD_M5 ) == true ) MA( PERIOD_M5 );
}
void MA( int TF )
{
double Slow[], Fast[];
ArrayResize( Slow, TrendMinDurationBar + 1 );
ArrayResize( Fast, TrendMinDurationBar + 1 );
for ( int i = 1; i <= TrendMinDurationBar; i++ )
{ Slow[i] = NormalizeDouble( iMA( Symbol(), TF, SlowPeriod, 0, MODE_EMA, PRICE_OPEN, i ), Digits );
Fast[i] = NormalizeDouble( iMA( Symbol(), TF, FastPeriod, 0, MODE_EMA, PRICE_OPEN, i ), Digits );
Alert( "DataSlow" + ( string )i + ": " + DoubleToStr( Slow[i], Digits ) );
}
}
bool NewBar( int TF )
{
static datetime lastbar = 0;
datetime curbar = iTime( Symbol(), TF, 0 );
if ( lastbar != curbar )
{ lastbar = curbar; return( true );
}
else return( false );
}
When #property strict is included, the code is only working once after compiled. After new bar on M5 chart exist, it doesn't make any iteration.
What's the solution if I insist to use #property strict?
Works perfectly well with #property strict as an EA in MT4 Build 950.
Are you sure you are running it as EA and not as Script or Indicator?
Welcome to another New-MQL4.56789 Catch-22
My candidate from Help > MQL4 Reference > Updated MQL4
is
this one ( column [New MQL4 with #property strict] )
Functions of any type should return a value
and
one more to be reviewed,
code simply loses the logic even for static double alternative it would be extremely inefficient under these circumstances:
Local arrays are released when exiting {} block
I want to use template matching in OpenCV to get the similarity of two images. As we all know,template matching is usually used to find smaller image parts in a bigger one. Here is my question. I find when template image and source image are same-sized, the result matrix get from function matchTemplate() is always 0, even if the two images are exactly the same one.
Can template matching in OpenCV deal with two same-sized images?
Perhaps I should apologize first: the value of the matrix is indeed zero after normalization, as long as the two pictures are of the same size. I was wrong about that:)
Check out this page:
OpenCV - Normalize
Part of the OpenCV source code:
void cv::normalize( InputArray _src, OutputArray _dst, double a, double b,
int norm_type, int rtype, InputArray _mask )
{
Mat src = _src.getMat(), mask = _mask.getMat();
double scale = 1, shift = 0;
if( norm_type == CV_MINMAX )
{
double smin = 0, smax = 0; //Records the maximum and minimum value in the _src matrix
double dmin = MIN( a, b ), dmax = MAX( a, b );
minMaxLoc( _src, &smin, &smax, 0, 0, mask ); //Find the minimum and maximum value
scale = (dmax - dmin)*(smax - smin > DBL_EPSILON ? 1./(smax - smin) : 0);
shift = dmin - smin*scale;
}
//...
if( !mask.data )
src.convertTo( dst, rtype, scale, shift );
else
{
//...
}
}
Since there is only one element in the result array, smin = smax = result[0][0]
scale = (dmax - dmin)*(smax - smin > DBL_EPSILON ? 1./(smax - smin) : 0);
= (1 - 0 ) * (0) = 0
shift = dmin - smin*scale
= 0 - result[0][0] * 0
= 0
After that, void Mat::convertTo(OutputArray m, int rtype, double alpha, double beta) uses the following formula: (saturate_cast has nothing to do with your problem, so we can ignore it for now.)
When you call normalize( result, result, 0, 1, NORM_MINMAX, -1, Mat() ), whatever the element in the matrix is, it will execute src.convertTo( dst, rtype, scale, shift ); with scale = 0, shift = 0.
In this convertTo function,
alpha = 0, beta = 0
result[0][0] = result[0][0] * alpha + beta
= result[0][0] * 0 + 0
= 0
So, whatever the value in the result matrix is:
As long as the image and the template are of the same size, size of the result matrix will be 1x1, and after normalization, the result matrix will become a [0].