I wish to analyze a chart using Fibonacci indicator. Are there any methodologies ( or libraries ) that can draw of a Fibonacci indicator automatically on a chart with MQL4?
Use the MQL4 "Object Functions" ( Ref. to GUI Objects' manipulations )
Among many graphical elements, MetaTrader Terminal 4 can place also the few of Fibonacci based technical indicators ( let's go ahead with the Fibonacci retracement tool, other are similar in the use and can apply the same to them ).
First, one has to create such object, using:
ObjectCreate( chart_ID, // ref. doc
anInterimObjNAME, // a name to be used
OBJ_FIBO, // a type of GUI-obj to draw
0, // sub-window
time1, price1, // where to start
time2, price2 // where to finish
);
Next, one can adapt many attributes of the already created object - colour, line-type / line-thickness, texts and also the starting time, starting price, ending time, ending price - to such values that are pleasing one's taste.
//--- set how many levels you want to paint
ObjectSetInteger( chart_ID,
anInterimObjNAME,
OBJPROP_LEVELS,
levels
);
//--- set the properties of each of the level
for ( int i = 0; i < levels; i++ )
{ ObjectSetDouble( chart_ID, anInterimObjNAME, OBJPROP_LEVELVALUE, i, values[i] ); // level value
ObjectSetInteger( chart_ID, anInterimObjNAME, OBJPROP_LEVELCOLOR, i, colors[i] ); // level color
ObjectSetInteger( chart_ID, anInterimObjNAME, OBJPROP_LEVELSTYLE, i, styles[i] ); // level style
ObjectSetInteger( chart_ID, anInterimObjNAME, OBJPROP_LEVELWIDTH, i, widths[i] ); // level width
ObjectSetString( chart_ID, anInterimObjNAME, OBJPROP_LEVELTEXT, i, DoubleToString( 100 * values[i], 1 ) ); // level description
}
Related
I want to "translate" a Pine-Script to MQL4 but I get the wrong output in MQL4 compared to the Pine-Script in Trading-view.
I wrote the Indicator in Pine-Script since it seems fairly easy to do so.
After I got the result that I was looking for I shortened the Pine-Script.
Here the working Pine-Script:
// Pinescript - whole Code to recreate the Indicator
study( "Volume RSI", shorttitle = "VoRSI" )
periode = input( 3, title = "Periode", minval = 1 )
VoRSI = rsi( volume, periode )
plot( VoRSI, color = #000000, linewidth = 2 )
Now I want to translate that code to MQL4 but I keep getting different outputs.
Here is the MQL4 code I wrote so far:
// MQL4 Code
input int InpRSIPeriod = 3; // RSI Period
double sumn = 0.0;
double sump = 0.0;
double VoRSI = 0.0;
int i = 0;
void OnTick() {
for ( i; i < InpRSIPeriod; i++ ) {
// Check if the Volume is buy or sell
double close = iClose( Symbol(), 0, i );
double old_close = iClose( Symbol(), 0, i + 1 );
if ( close - old_close < 0 )
{
// If the Volume is positive, add it up to the positive sum "sump"
sump = sump + iVolume( Symbol(), 0, i + 1 );
}
else
{
// If the Volume is negative, add it up to the negative sum "sumn"
sumn = sumn + iVolume( Symbol(), 0, i + 1 );
}
}
// Get the MA of the sump and sumn for the Input Period
double Volume_p = sump / InpRSIPeriod;
double Volume_n = sumn / InpRSIPeriod;
// Calculate the RSI for the Volume
VoRSI = 100 - 100 / ( 1 + Volume_p / Volume_n );
// Print Volume RSI for comparison with Tradingview
Print( VoRSI );
// Reset the Variables for the next "OnTick" Event
i = 0;
sumn = 0;
sump = 0;
}
I already checked if the Period, Symbol and timeframe are the same and also have a Screenshoot of the different outputs.
I already tried to follow the function-explanations in the pine-script for the rsi, max, rma and sma function but I cant get any results that seem to be halfway running.
I expect to translate the Pine-Script into MQL4.
I do not want to draw the whole Volume RSI as a Indicator in the Chart.
I just want to calculate the value of the Volume RSI of the last whole periode (when new candel opens) to check if it reaches higher than 80.
After that I want to check when it comes back below 80 again and use that as a threshold wether a trade should be opened or not.
I want a simple function that gets the Period as an input and takes the current pair and Timeframe to return the desired value between 0 and 100.
Up to now my translation persists to provide the wrong output value.
What am I missing in the Calculation? Can someone tell me what is the right way to calculate my Tradingview-Indicator with MQL4?
Q : Can someone tell me what is the right way to calculate my Tradingview-Indicator with MQL4?
Your main miss of the target is in putting the code into a wrong type of MQL4-code. MetaTrader Terminal can place an indicator via a Custom Indicator-type of MQL4-code.
There you have to declare so called IndicatorBuffer(s), that contain pre-computed values of the said indicator and these buffers are separately mapped onto indicator-lines ( depending on the type of the GUI-presentation style - lines, area-between-lines, etc ).
In case you insist on having a Custom-Indicator-less indicator, which is pretty legal and needed in some use-cases, than you need to implement you own "mechanisation" of drawing lines into a separate sub-window of the GUI in the Expert-Advisor-code, where you will manage all the settings and plotting "manually" as you wish, segment by segment ( we use this for many reasons during prototyping, so as to avoid all the Custom-Indicator dependencies and calling-interface gritty-nitties during the complex trading exosystem integration - so pretty well sure about doability and performance benefits & costs of going this way ).
The decision is yours, MQL4 can do it either way.
Q : What am I missing in the Calculation?
BONUS PART : A hidden gem for improving The Performance ...
In either way of going via Custom-Indicator-type-of-MQL4-code or an Expert-Advisor-type-of-MQL4-code a decision it is possible to avoid a per-QUOTE-arrival re-calculation of the whole "depth" of the RSI. There is a frozen-part and a one, hot-end of the indicator line and performance-wise it is more than wise to keep static records of "old" and frozen data and just update the "live"-hot-end of the indicator-line. That saves a lot of the response-latency your GUI consumes from any real-time response-loop...
Say I have two candles that satisfy a property, I want to draw a rectangle around them, like in the following picture under, in a Custom Indicator.
What should I do?
The SetIndexStyle() does not seem to have this option.
Doable ( but not via any of the Custom Indicator line-formatting services )
Given the said above,
the rectangle placement & formatting ought be programmed explicitly, best using a principal, re-useable GUI-object handling function template idea like this:
void UpdateRECTANGLE( int const anObjIdNUM,
datetime const fromTIME,
datetime const toTIME,
double const fromPRICE,
double const toPRICE,
color const aCOLOR = clrDarkBlue,
int const aLineTHICKNESS = 2,
int const aLineTYPE = STYLE_SOLID,
){
#define aMainWINDOW 0
string anInterimObjNAME = StringFormat( "GUI_RECTANGLE[%6d]", anObjIdNUM );
if ( ObjectFind( anInterimObjNAME ) == aMainWINDOW )
ObjectDelete( anInterimObjNAME );
else: ObjectCreate( ChartID(), anInterimObjNAME, OBJ_RECTANGLE, 0, fromTIME, fromPRICE,
toTIME, toPRICE
);
ObjectSet( anInterimObjNAME, OBJPROP_COLOR, aCOLOR );
ObjectSet( anInterimObjNAME, OBJPROP_BACK, True );
ObjectSet( anInterimObjNAME, OBJPROP_WIDTH, aLineTHICKNESS );
ObjectSet( anInterimObjNAME, OBJPROP_STYLE, aLineTYPE );
ObjectSet( anInterimObjNAME, OBJPROP_SELECTABLE, GUI_SELECTABLE ); // ----------------------------------------- AVOIDS GUI interactions
ObjectSet( anInterimObjNAME, OBJPROP_SELECTED, False );
return;
}
Epilogue:
one may also be aware, the Custom Indicator is a bit risky piece of code to place any heavy-lifting processing, convoluted TimeSeries re-counting, external AI/ML-code transactions handling into, because, all, yes all MetaTrader Terminal graphs all share, yes, indeed, all SHARE a single thread ( and one can imagine, what a blocking / long hanging processing may cause to all dependent processes, if all ( again, YES, ALL ) have to wait, till a single, shared, blocking thread gets enough CPU-clocks to finish processing of all the queue of requests all other graphs' experts and their dependent Custom Indicator calls have placed in front of our call request.Does not sound risky to your ears? Believe me, it is... A lot!
I am writing an MQL4 Custom Indicator that would tell how many bars ago a particular set of moving averages crossed.
To be specific, I want the output to show me that
"The 20 period MA( .. PRICE_OPEN ) is below MA( .. PRICE_CLOSE ) for the past 10 bars".
in a form of an int number.
double ma1 = iMA( Symbol(), 10080, 20, 0, 0, PRICE_OPEN, 0 );
double ma2 = iMA( Symbol(), 10080, 20, 0, 0, PRICE_CLOSE, 0 );
I want to find out that ma1 has been above or below ma2 for how many bars since the current bar.
TLDR;
MQL4 Custom Indicator design is a bit schizophrenic task with 2 parts
Once decided to design a Custom Indicator, one has to pay attention to both sides of the coin.
MQL4 code has a non-trivial signature for a caller-side( normally an
Expert Advisor or a Script type of MQL4 code )and
Custom Indicator, on it's own, operates in a special mode, where it calculates & store it's values into one or more arrays called IndexBuffer-s.
Phase I.: design Caller-side interface ( what all do we need to set / receive ? )
Phase II.: design Custom Indicator implementation side
This way, the given indicator shall
set just one parameter: a period ... 20
receive just one int a value of days { +:above | 0: xoss | -: under }
Phase I. : Design Caller-side interface
Given the above parametrisation and the MQL4 concept of Custom Indicator construction, the following universal template ( recommended to be routinely maintained as a commented section right in CustomIndicator-file ) reflects details needed for the Caller-side interface ( which one benefits from by just a copy-paste mechanics, while the implementation-integrity responsibility is born by the CustomIndicator maintainer ):
// CALL-er SIDE INTERFACE |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
//
// #define sIndicatorPathNAME "#AliceInTheWonderlands_msMOD_0.00"
//
// //_____________________________________INPUT(s)
// // iMA_PERIOD:
// extern int iMA_PERIOD = 20;
//
// //_____________________________________OUTPUT(s):
// #define iOutputDoubleUpOrDnBUFFER 0
//
// //_____________________________________CALL-SIGNATURE:
//
// double iCustom( _Symbol, // string symbol, // symbol: Symbol name on the data of which the indicator will be calculated. NULL means the current symbol.
// PERIOD_W1, // int timeframe, // timeframe
// sIndicatorPathNAME, // string name, // path/name of the custom indicator compiled program: Custom indicator compiled program name, relative to the root indicators directory (MQL4/Indicators/). If the indicator is located in subdirectory, for example, in MQL4/Indicators/Examples, its name must be specified as "Examples\\indicator_name" (double backslash "\\"must be specified as separator instead of a single one).
// iMA_PERIOD, // ...[1] ..., // custom indicator [1]-st input parameter
// <<N/A>>, // ...[2+] // custom indicator further input parameters (if necessary)
// iOutputDoubleUpOrDnBUFFER, // int mode, // line index: Line index. Can be from 0 to 7 and must correspond with the index, specified in call of the SetIndexBuffer() function.
// i // int bar_shift // shift
// );
// ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Typical Expert Advisor call looks like this:
int anIndicatorVALUE = iCustom( _Symbol,
PERIOD_W1,
sIndicatorPathNAME,
iMA_PERIOD,
iOutputDoubleUpOrDnBUFFER,
aCurrentBarPTR
);
if ( 0 > anIndicatorVALUE ) // on "line" under for <anIndicatorVALUE> [PERIOD]-s
{ ...
}
Phase II. : Design Custom Indicator implementation side
Preset an overall capacity
#property indicator_buffers 1 // compile time directive
Allocate memory for IndexBuffer(s) needed
IndicatorBuffers( 1 ); // upper limit of 512 is "far" enough
Declare IndexBuffer
double UpOrDnBUFFER[]; // mandatory to be a double
Associate IndexBuffer with an index
SetIndexBuffer( 0, UpOrDnBUFFER ); // index 0: UpOrDnBUFFER[]
ArraySetAsSeries( UpOrDnBUFFER, True ); // reverse AFTER association
The core logic of any Custom Indicator is inside an OnCalculate() function, where you
- implement desired calculusand- store resulting values into respective cells of the UpOrDnBUFFER[];
Writing a fully fledged code upon request is not the key objective of StackOverflow, but let me sketch a few notes on this, as Custom Indicator implementation side requires a bit practice:
because Custom Indicator OnCalculate() operates "progressively", so do design your calculation strategy & keep in mind the state-less-ness between "blocks" of forward-progressive blocks of calculations.
as given, crosses are tri-state system, so watch issues on cases, where decisions are made on a "live" bar, where the state { above | cross | under } may change many times during the bar-evolution.
I wrote a custom indicator Speed.mq4 as follows:
double SpeedBuffer[]; // a Custom Indicator BUFFER
int OnInit() {
SetIndexBuffer( 0, SpeedBuffer ); // an access INDEX 0->BUFFER
...
}
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[]
) {
int start;
if ( prev_calculated == 0 ) start = 1;
else start = prev_calculated - 1;
for ( int i = start; i < rates_total - 1 ; i++ ) { // CPU-WASTED BY AN INEFFICIENT BACK-STEPPING IN TIME
double curTypical = typical( high[i], low[i], close[i] );
double prevTypical = typical( high[i+1],low[i+1],close[i+1] ); // CPU-WASTED, NO NEED TO RECALC ...
double curSpeed = curTypical - prevTypical;
SpeedBuffer[i] = curSpeed;
}
//--- return value of prev_calculated for next call
return( rates_total );
}
The indicator works fine in the application and the chart is plotted correctly.
When I try retrieving the last value in the ExpertAdvisor I always receive the same value:
double speed = iCustom( NULL, 0, "Speed", 2, 0, 0 );
Print( "speed is: " + speed );
prints:
speed is: 2147483647
It's always the same number. I'm not sure where's the problem.
from the Print in the indicator I can see the values are calculated correctly. but when I use iCustom I receive only that value.
MQL4 Custom Indicator iCustom() mechanics
MQL4 and even the New-MQL4 ( sometime called an MQL4.5 ) use a rather complicated interfacing model to handle Expert Advisor call / Custom Indicator computations.
A first thing to realise is, that iCustom() is not a call to a function, but rather a method, that indirectly "asks" a by-a-filename referred Custom Indicator to retrieve one, specific, value from a "pre-calculated" DataSTORE.
While it may sound complicated, it is the very nature of a CPU-efficient calculation factory, that the Custom Indicators were designed for in the early days of MQL4 world.
iCustom() is thus just a syntax-sugar to initiate the retrieval method, that gets the relevant piece of pre-calculated value back into the hands of Expert Advisor.
Custom Indicators put all the pre-calculated values into BUFFER(s), co-aligned with the TimeSeries style of ordering the DataSTORE cells ( [0] == "Now, the current Bar", going forwards [1], [2], [3], ... deeper and deeper back into the history )
The iCustom() passes the shift value, as a number of bars -- i.e. how deep into the history the retrieving method has to go, so as to pick the requested value from the respective BUFFER, and also the BUFFER identification INDEX ( 0 in our case above, as there is just a single BUFFER, with INDEX == 0 ). This is used for the sake of the EA being fully agnostic of the Custom Indicator internal variable names et al.
Just ask which BufferINDEX for which BarNUMBER one wants the value to be read from.
The Buffer is the one, who is to be blamed for the (wrong) value
The first line of the code says:
double SpeedBuffer[]; // a Custom Indicator BUFFER
If not handled otherwise in OnInit(){} all cells in the SpeedBuffer will have
EMPTY_VALUE
Empty value in an indicator buffer has by default this value == 2147483647 (0x7FFFFFFF) as has been objected above.
Q.E.D.
One may state in OnInit(){ ArrayInitialize( SpeedBuffer, 0.123456 ); } to have any other value for a cell-initialisation ( that for a TimeSeries-alligned BUFFERs happens upon each new-Bar event ( all cells get reshuffled by one backwards & cell[0] becomes "empty", pre-loaded with a default value discussed here ) ).
One may also add a step in an indicator OnCalculate(){ ... SpeedBuffer[0] = -9.87654; ...} so as to avoid leaving the cell[0] in a context-inconsistent state, not in a "just"-initialised state / value.
Caller-side interface ( how to reduce a risk on a weak-integration interface )
Nevertheless, the responsibility of the value retrieval is on the Expert Advisor side, as it fills the parameters of the iCustom() interface-proxy.
One may use preventive steps as shown in >>> https://stackoverflow.com/a/26389823/3666197
to minimise a risk of improper parameters ordering / values once calling an external Custom Indicator(s) to retrieve a set of values.
This simple method may save you literally tens of man*days of testing/debugging once a rich-extern-parametrised Custom Indicator with several indicator buffers has fallen into suspects due to serving "wrong" numbers ( just due to iCustom() call parameters being "invisibly" out of proper order/context )
Another thing to keep in mind when a custom indicator shows different values on the chart then are reported to the ExpertAdvisor, is that the execution flow through OnCalculate() needs to be different for an ExpertAdvisor than it is for a chart; specifically, the chart initially kicks off a call to OnCalculate() with prev_calculated = 0, whereas an EA (whether run with Strategy Tester or live) will always have prev_calculated = rates_total-1, so that the number of bars to compute the indicator value for is rates_total - prev_calcualted = 1 (ie. just the current bar).
You do account for this in your code, by setting start, but in general for a complicated indicator (that often involves referencing more than just the previous bar) one needs to be mindful of this difference and never assume that if the indicator looks good on the chart that means it's actually working. It needs to be tested separately with an EA.
I reviewed my code and finally figured that:
double speed=iCustom(NULL,0,"Speed",2,0,0);
was using the last value, which was not yet calculated by the custom indicator,
changing it to:
double speed=iCustom(NULL,0,"Speed",2,0,1);
did the trick.
I am using Processing (processing.org) for a project that requires face tracking. The problem now is that the program is going to run out of memory because of a for loop. I want to stop the loop or at least solve the problem of running out of memory. This is the code.
import hypermedia.video.*;
import java.awt.Rectangle;
OpenCV opencv;
// contrast/brightness values
int contrast_value = 0;
int brightness_value = 0;
void setup() {
size( 900, 600 );
opencv = new OpenCV( this );
opencv.capture( width, height ); // open video stream
opencv.cascade( OpenCV.CASCADE_FRONTALFACE_ALT ); // load detection description, here-> front face detection : "haarcascade_frontalface_alt.xml"
// print usage
println( "Drag mouse on X-axis inside this sketch window to change contrast" );
println( "Drag mouse on Y-axis inside this sketch window to change brightness" );
}
public void stop() {
opencv.stop();
super.stop();
}
void draw() {
// grab a new frame
// and convert to gray
opencv.read();
opencv.convert( GRAY );
opencv.contrast( contrast_value );
opencv.brightness( brightness_value );
// proceed detection
Rectangle[] faces = opencv.detect( 1.2, 2, OpenCV.HAAR_DO_CANNY_PRUNING, 40, 40 );
// display the image
image( opencv.image(), 0, 0 );
// draw face area(s)
noFill();
stroke(255,0,0);
for( int i=0; i<faces.length; i++ ) {
rect( faces[i].x, faces[i].y, faces[i].width, faces[i].height );
}
}
void mouseDragged() {
contrast_value = (int) map( mouseX, 0, width, -128, 128 );
brightness_value = (int) map( mouseY, 0, width, -128, 128 );
}
Thank you!
A few points...
1 As George mentioned in the comments, you can reduce the size of the capture area, which will exponentially reduce the amount of RAM that your sketch is using to analyze the face tracking. Try making two global variables called CaptureWidth and CaptureHeight and set them to 320 and 240 - which is totally sufficient for this.
2 You can increase the amount of memory that your sketch uses by default in the Java Virtual Machine. Processing defaults to 128 I think, but if you go to the Preferences, you will see a checkbox to "Increase maximum available memory to [x]" ... I usually make mine 1500 mb, but it depends on your machine what you can handle. Dont try to make it bigger than 1800mb unless you are on a 64-bit machine and are using Processing 2.0 in 64-bit mode...
3 To actually break the loop... use the 'break' command http://processing.org/reference/break.html ... but please understand why you want to use that first, as this will simply jump you out of your loop.
4 If you only want to show a certain number of faces, you can test if faces[i] == 1, et cetera, which might help....
But I think the loop itself isn't the culprit here, it's more likely the memory footprint. Start with suggestions 1 & 2 and report back...