Memory Usage of iStdDevOnArray

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2462

phy 2008.02.08 01:23

When i add an indicator using iStdDevOnArray to my chart, MT4 memory jumps by 10megabytes

Open "empty" MT4, 24 megabytes in use.

Add indicator below, un-comment iMAOnArray function, compile.

Memory usage barely changed, still 24 megabytes.

Comment out iMAOnArray and un-comment iStdDevOnArray. Recompile.

MT4 memory usage jumps to 34 megabytes.

Is this necessay? 10 charts with 3 such indicators adds 300meg to MT4 memory usage. I have become fond of standard deviations recently.

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Red
 
//---- buffers
double lineBuffer[];
 
double testBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,lineBuffer); 
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
  
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
  
   ArrayResize(testBuffer, Bars);
   ArraySetAsSeries(testBuffer, true);
  
   for(int i = Bars-1; i >= 0; i--){
       testBuffer[i] = Close[i];
   }
   for(    i = Bars-50; i >= 0; i--){
  
       // TEST -- Pick one or the other below, monitor memory usage in TaskManager
      
      
       // Memory requirement samll for this indicator
       //lineBuffer[i] = iMAOnArray(testBuffer, 0, 30, 0, 0, i);
      
      
       // Memory requirement 10 megabyte per chart for this indicator
       // lineBuffer[i] = iStdDevOnArray(testBuffer, 0, 30, 0, 0, i);
 
   }
   return(0);
}

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Moderator
33782

Rosh 2008.02.08 10:22

Add into function start()

Comment("Bars=",Bars);

How many bars are there on your charts?

2462	phy 2008.02.08 11:12 The chart had 2000 bars.

Moderator
33782

Rosh 2008.02.08 11:41

Thank you, we will check it.

2462

phy 2008.02.08 12:05

Here is updated test indicator...

Change between iStdDeviation line and iMAOnArray line using option.

Memory requirement jumps up and down with change

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Red
 
extern bool STD_DEV_LINE = false;
 
//---- buffers
double lineBuffer[];
double testBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,lineBuffer); 
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    counted_bars=IndicatorCounted();
  
   Comment("\n Bars = ", Bars, "  Time is ", TimeToStr(LocalTime(), TIME_SECONDS));
  
   ArrayResize(testBuffer, Bars);
   ArraySetAsSeries(testBuffer, true);
  
   for(int i = Bars-1; i >= 0; i--){
       testBuffer[i] = Close[i];
   }
   for(    i = Bars-50; i >= 0; i--){
  
       // Memory requirement small for this indicator
        if(STD_DEV_LINE == false) lineBuffer[i] = iMAOnArray(testBuffer, 0, 30, 0, 0, i);
             
       // Memory requirement large for this indicator
        if(STD_DEV_LINE == true)  lineBuffer[i] = iStdDevOnArray(testBuffer, 0, 30, 0, 0, i);
 
   }  
   return(0);
}

Moderator
33782

Rosh 2008.02.08 17:01

Bug is fixed, thank you very much! New build will be available soon.

2462	phy 2008.02.08 20:53 BUG! How about that..

Moderator
5089

stringo 2008.02.12 18:59

Yes, bug. iStdevOnArray started again and again and recalculated every time. Thank You. Your code has helped to discover old problem

apparelink 2009.07.28 18:48

Hi stringo,

Is there any performance difference between the standard iStdevOnArray() and a custom function like MathStdev()? Is iStdevOnArray() in MT4 optimized in some way?

//+------------------------------------------------------------------+
//| Calculates the standard deviation of a set of values in an array.
//| MathStdev() measures how widely values are dispersed from the
//| average value (the mean).
//+------------------------------------------------------------------+
double MathStdev(double &array[])
{
   int size = ArraySize(array);
   double sum,
          stdev,
          mean = MathAvg(array);
   for (int i = 0; i < size; i++)
      sum += MathPow((array[i] - mean), 2);
   stdev = MathSqrt(sum / (size -1));
   return (stdev);
}

//+------------------------------------------------------------------+
//| Calculates the average value (the mean) of a set of values in an
//| array.
//+------------------------------------------------------------------+
double MathAvg(double &array[])
{
   int size = ArraySize(array);
   double sum,
          mean;
   for (int i = 0; i < size; i++)
      sum += array[i];
   mean = sum / size;
   return (mean);
}

Kind regards,

Scott

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Memory Usage of iStdDevOnArray