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mql4indicatormetatrader4forex

My iCustom indicator changes more frequently in EA than chart


I am using a custom indicator that draws up and down arrows for fractals.
Below is one the hour timeframe and the indicator is working correctly.

Fractals

The problem is when I call the indicator using below code in an EA and monitor those values to detect changes OnTick():

static double firstUpArrowValue = 2147483647;
static double firstDownArrowValue = 2147483647;
static bool firstUpArrowIsSet = false;
static bool firstDownArrowIsSet = false;

int OnInit() {

  return (INIT_SUCCEEDED);
}
void OnTick() {


  double UpArrowValue = iCustom(_Symbol, PERIOD_H1, "Fractals ST Patterns", 1, 10.0, 0, 1);
  double DownArrowValue = iCustom(_Symbol, PERIOD_H1, "Fractals ST Patterns", 1, 10.0, 1, 1);

  UpArrowValue = NormalizeDouble(UpArrowValue, Digits);
  DownArrowValue = NormalizeDouble(DownArrowValue, Digits);

  if (UpArrowValue != 2147483647 && !firstUpArrowIsSet) {

    //this is our first up arrow
    firstUpArrowValue = UpArrowValue;
    firstUpArrowIsSet = True;
    Print(GetDateAndTime() + " First Up Arrow: " + firstUpArrowValue);
  }

  if (firstUpArrowIsSet && (UpArrowValue != firstUpArrowValue) && (UpArrowValue != 2147483647)) {

    //up arrow value changed
    Print(GetDateAndTime() + " Up Arrow Value Changed: " + UpArrowValue);
    firstUpArrowValue = UpArrowValue;
  }

}

string GetDateAndTime() {
  return (string(Year()) + "-" + StringFormat("%02d", Month()) + "-" + StringFormat("%02d", Day()) + " " + StringFormat("%02d", Hour()) + ":" + StringFormat("%02d", Minute()));
}

Here is the indicator code as well (modified for cleaner variable names and translated Russian):

//+--------------------------------------------------------------------+
//|                                       Fractals ST patterns         |
//|                                       Skype:                       |
//|                                       E-mail: [email protected] |
//+--------------------------------------------------------------------+
#property copyright "Copyright by Vladimir Poltoratskiy"

#property strict
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 clrBlue;
#property indicator_width1 1;
#property indicator_color2 clrRed;
#property indicator_width2 1;

input int bars_surrounding = 1; //Bars around
extern double arrow_offset = 10; //Arrow offset

double UP[];
double DN[];
int kod_Arrow_Up = 217;
int kod_Arrow_Down = 218;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit() {

  //--- indicator buffers mapping
  arrow_offset *= Point;
  SetIndexBuffer(0, UP);
  SetIndexBuffer(1, DN);
  SetIndexStyle(0, DRAW_ARROW, EMPTY);
  SetIndexStyle(1, DRAW_ARROW, EMPTY);
  SetIndexArrow(0, kod_Arrow_Up);
  SetIndexArrow(1, kod_Arrow_Down);

  //---
  return (INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason) {
  //---

}
//+------------------------------------------------------------------+
//| 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[]) {
  //---
  int i, j;
  int lim;

  if (prev_calculated == 0) {
    lim = rates_total - bars_surrounding - 10;
  } else {
    lim = bars_surrounding + 2;
  }

  for (i = 0; i <= lim; i++) {
    //+------------------------------------------------------------------+
    //--- LOWER Fractal
    //+------------------------------------------------------------------+
    DN[i] = EMPTY_VALUE;
    bool R_Plecho = true; //Check for fulfillment of the condition RIGHT from the current bar
    bool L_Plecho = true; //Check for fulfillment of the condition to the left of the current bar
    //---
    //--- Determine whether the candle is the peak in relation to the standing next to the left
    for (j = i + 1; j <= i + bars_surrounding; j++)
      if (NormalizeDouble(Low[j], Digits) < NormalizeDouble(Low[i], Digits)) {
        L_Plecho = false;
        break;
      }
    if (L_Plecho)
      if (i >= bars_surrounding) {
        for (j = i - 1; j >= 0 && j >= i - bars_surrounding; j--)
          if (NormalizeDouble(Low[j], Digits) < NormalizeDouble(Low[i], Digits)) {
            R_Plecho = false;
            break;
          }
      }
    else R_Plecho = false;
    if (R_Plecho && L_Plecho) DN[i] = Low[i] - arrow_offset;
    //+------------------------------------------------------------------+
    //--- UPPER fractal
    //+------------------------------------------------------------------+
    UP[i] = EMPTY_VALUE;
    R_Plecho = true; //Check for fulfillment of the condition RIGHT from the current bar
    L_Plecho = true; //Check for fulfillment of the condition to the left of the current bar
    //---
    //--- Check for fulfillment of the condition to the left of the current bar
    for (j = i + 1; j <= i + bars_surrounding; j++)
      if (NormalizeDouble(High[j], Digits) > NormalizeDouble(High[i], Digits)) {
        L_Plecho = false;
        break;
      }
    if (L_Plecho)
      if (i >= bars_surrounding) {
        for (j = i - 1; j >= 0 && j >= i - bars_surrounding; j--)
          if (NormalizeDouble(High[j], Digits) > NormalizeDouble(High[i], Digits)) {
            R_Plecho = false;
            break;
          }
      }
    else R_Plecho = false;
    if (R_Plecho && L_Plecho) UP[i] = High[i] + arrow_offset;
  }

  return (rates_total);
}

I see the following changes:

2019.02.19 19:00:00 FractalReader EURUSD,H1: 2019-02-19 19:00 Up Arrow Value Changed: 1.1366

2019.02.19 18:00:00 FractalReader EURUSD,H1: 2019-02-19 18:00 Up Arrow Value Changed: 1.1352

2019.02.19 17:00:00 FractalReader EURUSD,H1: 2019-02-19 17:00 Up Arrow Value Changed: 1.1349

2019.02.19 16:00:00 FractalReader EURUSD,H1: 2019-02-19 16:00 Up Arrow Value Changed: 1.1331

2019.02.19 15:00:00 FractalReader EURUSD,H1: 2019-02-19 15:00 Up Arrow Value Changed: 1.131

2019.02.19 11:00:00 FractalReader EURUSD,H1: 2019-02-19 11:00 Up Arrow Value Changed: 1.1334

2019.02.19 10:00:00 FractalReader EURUSD,H1: 2019-02-19 10:00 Up Arrow Value Changed: 1.1333

2019.02.19 09:00:00 FractalReader EURUSD,H1: 2019-02-19 09:00 Up Arrow Value Changed: 1.1314

2019.02.19 07:00:00 FractalReader EURUSD,H1: 2019-02-19 07:00 Up Arrow Value Changed: 1.1309

2019.02.19 02:02:00 FractalReader EURUSD,H1: 2019-02-19 02:02 Up Arrow Value Changed: 1.1323

2019.02.19 01:00:00 FractalReader EURUSD,H1: 2019-02-19 01:00 First Up Arrow: 1.1322

2019.02.19 00:00:00 FractalReader EURUSD,H1: 2019-02-19 00:00 First Down Arrow: 1.1298

Not all of the above resulted in an arrow being drawn, but all of the arrows drawn are one of those lines. I believe this is because it is using the current bar being drawn to find a fractal. At some point in the current bars rendering it may form a fractal, but not necessarily when it is done and moved onto the next time period.

How can I figure out when a signal change results in an arrow being drawn? I want to completely ignore signals from the current bar because it gives me extra results. Is there a way to edit the EA so it only uses the previous 3 bars instead of current bar and the previous 2 ?


Solution

  • #property strict
    #property indicator_chart_window
    #property indicator_buffers 2
    #property indicator_color1 clrBlue;
    #property indicator_width1 1;
    #property indicator_color2 clrRed;
    #property indicator_width2 1;
    
    input int bars_surrounding = 1; //Bars around
    input bool check_right=true;    //check Right candles
    extern double arrow_offset = 10; //Arrow offset
    
    double UP[];
    double DN[];
    int kod_Arrow_Up = 217;int kod_Arrow_Down = 218;
    //+------------------------------------------------------------------+
    //| Custom indicator initialization function                         |
    //+------------------------------------------------------------------+
    int OnInit() {
    
      //--- indicator buffers mapping
      arrow_offset *= Point;
      SetIndexBuffer(0, UP);
      SetIndexBuffer(1, DN);
      SetIndexStyle(0, DRAW_ARROW, EMPTY);
      SetIndexStyle(1, DRAW_ARROW, EMPTY);
      SetIndexArrow(0, kod_Arrow_Up);
      SetIndexArrow(1, kod_Arrow_Down);
    
      //---
      return (INIT_SUCCEEDED);
    }
    
    //+------------------------------------------------------------------+
    //| Expert deinitialization function                                 |
    //+------------------------------------------------------------------+
    void OnDeinit(const int reason) {
      //---
    
    }
    //+------------------------------------------------------------------+
    //| 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[]) {
      //---
      int i, j;
      int lim;
    
      if (prev_calculated == 0) {
        lim = rates_total - bars_surrounding - 10;
      } else {
        lim = bars_surrounding + 2;
      }
    
      for (i = 0; i <= lim; i++) {
        //+------------------------------------------------------------------+
        //--- LOWER Fractal
        //+------------------------------------------------------------------+
        DN[i] = EMPTY_VALUE;
        bool R_Plecho = true; //Check for fulfillment of the condition RIGHT from the current bar
        bool L_Plecho = true; //Check for fulfillment of the condition to the left of the current bar
        //---
        //--- Determine whether the candle is the peak in relation to the standing next to the left
        for (j = i + 1; j <= i + bars_surrounding; j++)
          if (low[j] < low[i]) {
            L_Plecho = false;
            break;
          }
        if (L_Plecho)
          if (i >= bars_surrounding && check_right) {
            for (j = i - 1; j >= 0 && j >= i - bars_surrounding; j--)
              if (low[j] < low[i]) {
                R_Plecho = false;
                break;
              }
          }
        //else R_Plecho = false;//no need because L_shoulder is left
        if (R_Plecho && L_Plecho) DN[i] = Low[i] - arrow_offset;
        //+------------------------------------------------------------------+
        //--- UPPER fractal
        //+------------------------------------------------------------------+
        UP[i] = EMPTY_VALUE;
        R_Plecho = true; //Check for fulfillment of the condition RIGHT from the current bar
        L_Plecho = true; //Check for fulfillment of the condition to the left of the current bar
        //---
        //--- Check for fulfillment of the condition to the left of the current bar
        for (j = i + 1; j <= i + bars_surrounding; j++)
          if (high[j] > high[i]) {
            L_Plecho = false;
            break;
          }
        if (L_Plecho)
          if (i >= bars_surrounding && check_right) {
            for (j = i - 1; j >= 0 && j >= i - bars_surrounding; j--)
              if (high[j] > high[i]) {
                R_Plecho = false;
                break;
              }
          }
        //else R_Plecho = false;
        if (R_Plecho && L_Plecho) UP[i] = High[i] + arrow_offset;
      }
    
      return (rates_total);
    }
    

    And do not forget to call iCustom(_Symbol,0,"Fractals ST Patterns",1,false,10,0,1) by the way parameter 10 might be omitted as it is used for drawing