Help needed : working on 3 different Times Frames : values change according to TimeFrame used on MT4

phy wrote >>

Show your code

Here it is

// -------------------------------------------------
// H1StochSignal()  
// -------------------------------------------------
int H1StochSignal()
  {
///////////////////////////////////////////
// Perform Stochastic value for H1
///////////////////////////////////////////
//---- input parameters
int qPeriod = 8;
int rPeriod = 3;
int EMAfast = 3;
int CountBars = 3;
//---- buffers
double TDS[3];
double TDS_EMA[3];
//----
double krPeriod, kEMAfast;
double mtm, mtmInt, mtmIntPrev, mtm1, mtmInt1, mtmIntPrev1, DS_EMA;
double DS_EMAtopPrev, DS_EMAtop, DS_EMAbottomPrev, DS_EMAbottom, DS;
//---- 
   krPeriod = 2 / (rPeriod + 1.0);
   kEMAfast = 2 / (EMAfast + 1.0);
//----
int shift;
   mtmIntPrev = 0.0; 
   mtmIntPrev1 = 0.0; 
   DS_EMAtopPrev = 0.0; 
   DS_EMAbottomPrev = 0.0;
   if (Bars < CountBars + qPeriod)
      {if (DebugMode) {Print ("Not enough Bars for calculation, Bars = ", Bars);}
       return(0);
      }
   for(shift = CountBars; shift >= 0; shift--)
     {
       Print("==> M1 bars : ", iBars(NULL,PERIOD_M1));
       Print("==> M5 bars : ", iBars(NULL,PERIOD_M5));
       Print("==> H1 bars : ", iBars(NULL,PERIOD_H1));                               (Bars numbers ok in all cases)
       mtm = Close[shift] - Low[Lowest(NULL, PERIOD_M1, MODE_LOW, qPeriod, shift)];
       Print("==> M1 : ", mtm);                                                        <---
       mtm = Close[shift] - Low[Lowest(NULL, PERIOD_M5, MODE_LOW, qPeriod, shift)];
       Print("==> M5 : ", mtm);                                                        <---  Those values differs
       mtm = Close[shift] - Low[Lowest(NULL, PERIOD_H1, MODE_LOW, qPeriod, shift)];
       Print("==> H1 : ", mtm);                                                        <---
       if(mtm == 0) 
           mtm = Point;
       mtm1 = High[iHighest(NULL, PERIOD_H1, MODE_HIGH, qPeriod, shift)] - 
              Low[iLowest(NULL, PERIOD_H1, MODE_LOW, qPeriod, shift)];
       if(mtm1 == 0) 
           mtm1 = Point;
       mtmInt = mtmIntPrev + krPeriod*(mtm - mtmIntPrev); 
       mtmInt1 = mtmIntPrev1 + krPeriod*(mtm1 - mtmIntPrev1); 
       DS_EMAtop = DS_EMAtopPrev + kEMAfast*(mtmInt - DS_EMAtopPrev); 
       DS_EMAbottom = DS_EMAbottomPrev + kEMAfast*(mtmInt1 - DS_EMAbottomPrev); 
       if(!CompareDouble(mtmInt1, 0.0))
           DS = 100*mtmInt / mtmInt1;
       if(!CompareDouble(DS_EMAbottom, 0.0))       
           DS_EMA = 100*DS_EMAtop / DS_EMAbottom;
       TDS[shift] = DS;
       TDS_EMA[shift] = DS_EMA;
       mtmIntPrev = mtmInt; 
       mtmIntPrev1 = mtmInt1; 
       DS_EMAtopPrev = DS_EMAtop; 
       DS_EMAbottomPrev = DS_EMAbottom;
     }
///////////////////////////////////////////////
// Performing Stochastic values for H1 - END -
/////////////////////////////////////////////// 


      //
      if (DebugMode) {Print("DS = ", TDS[1],"DS_EMA = ", TDS_EMA[1]);}
      if (DebugMode) {Print("StochGap = ", TDS[1] - TDS_EMA[1]);}
      if (TDS[1] - TDS_EMA[1] > 0)
         {if (DebugMode) {Print("H1StochSignal : BUY");}
          return(DIRECTION_BUY);
         }
      else   
         {if (DebugMode) {Print("H1StochSignal : SELL");}
          return(DIRECTION_SELL);
         }
   } 
   
//+------------------------------------------------------------------+
//| CompareDouble                      |
//+------------------------------------------------------------------+
bool CompareDouble (double Number1, double Number2)
  {
    bool Compare = NormalizeDouble(Number1 - Number2, 8) == 0;
    return(Compare);
  }
//+------------------------------------------------------------------+

Those values differs

phy wrote >>

Well...

assume shift == 3

mtm = Close[3] - Low[Lowest(NULL, PERIOD_M1, MODE_LOW, 8, 3)]; // returns Chart Close of 3 periods ago minus lowest low of 8 1 minute periods 3 minutes ago
mtm = Close[3] - Low[Lowest(NULL, PERIOD_M5, MODE_LOW, 8, 3)]; // returns Chart Close of 3 periods ago minus lowest low of 8 5 minute periods 15 minutes ago
mtm = Close[3] - Low[Lowest(NULL, PERIOD_H1, MODE_LOW, 8, 3)]; // returns Chart Close of 3 periods ago minus lowest low of 8 60 minute periods 3 hours ago

... which is probably not what you were looking for

So, rethink the logic.

Here I corrected all instructions wich fetch values from other time frame (exple: iClose replace Close, iLow, Low, etc.)

That should respect the logic of the indicator from wich I have this code.

The problem is now : the iClose instructions return always the same value : the last bar close value from M1 (time frame where I put the EA on) .

I dont understand why. I was expecting that, for exemple, iClose(NULL,PERIOD_M5,1) would have return the Close value of the last candle of the M5 timeframe, and so what so ever the time frame where I run the EA.

Do you have an explaination ? Do I misunderstand some thing? I have been thru codes of EA using different timeframe on the website and I haven't seen something special... (thank you so much for your attention)

for(shift = CountBars; shift >= 0; shift--)
     {
       Print("==> M1 bars : ", iBars(NULL,PERIOD_M1));
       Print("==> M5 bars : ", iBars(NULL,PERIOD_M5));
       Print("==> H1 bars : ", iBars(NULL,PERIOD_H1));

       Print(" H1  CLOSE: ",iClose(NULL,PERIOD_H1,shift));
       Print(" M5  CLOSE: ",iClose(NULL,PERIOD_M5,shift));
       Print(" M1  CLOSE: ",iClose(NULL,PERIOD_M1,shift));
       Print(" OLD CLOSE: ",Close[1]);

       mtm = iClose(NULL,PERIOD_M1,shift) - Low[iLowest(NULL, PERIOD_M1, MODE_LOW, qPeriod, shift)];
       Print("==> M1 : ", mtm);
       mtm = iClose(NULL,PERIOD_M5,shift) - Low[iLowest(NULL, PERIOD_M5, MODE_LOW, qPeriod, shift)];
       Print("==> M5 : ", mtm);   
       mtm = iClose(NULL,PERIOD_H1,shift) - Low[iLowest(NULL, PERIOD_H1, MODE_LOW, qPeriod, shift)];
       Print("==> H1 : ", mtm);
       if(mtm == 0) 
           mtm = Point;
       mtm1 = High[iHighest(NULL, PERIOD_H1, MODE_HIGH, qPeriod, shift)] - 
              Low[iLowest(NULL, PERIOD_H1, MODE_LOW, qPeriod, shift)];
       if(mtm1 == 0) 
           mtm1 = Point;
       mtmInt = mtmIntPrev + krPeriod*(mtm - mtmIntPrev); 
       mtmInt1 = mtmIntPrev1 + krPeriod*(mtm1 - mtmIntPrev1); 
       DS_EMAtop = DS_EMAtopPrev + kEMAfast*(mtmInt - DS_EMAtopPrev); 
       DS_EMAbottom = DS_EMAbottomPrev + kEMAfast*(mtmInt1 - DS_EMAbottomPrev); 
       if(!CompareDouble(mtmInt1, 0.0))
           DS = 100*mtmInt / mtmInt1;
       if(!CompareDouble(DS_EMAbottom, 0.0))       
           DS_EMA = 100*DS_EMAtop / DS_EMAbottom;
       TDS[shift] = DS;
       TDS_EMA[shift] = DS_EMA;
       mtmIntPrev = mtmInt; 
       mtmIntPrev1 = mtmInt1; 
       DS_EMAtopPrev = DS_EMAtop; 
       DS_EMAbottomPrev = DS_EMAbottom;
     }

I dont understand why. I was expecting that, for exemple, iClose(NULL,PERIOD_M5,1) would have return the Close value of the last candle of the M5 timeframe, and so what so ever the time frame where I run the EA.

phy wrote >>

iClose() with shift of 0 returns the same values on all timeframes. It is the current price.

iClose() on different timeframes with shift > 0 (historical bars) will show different values

That will return the value of the last completed 5m bar, yes.