Range not behaving as expected - page 2

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When drawing pivots, there is no need to redraw bar zero as the value doesn't change. Unlike a moving average.
        #define REDRAW_BAR_ZERO false           // Don't redraw Bar zero.
        return rates_total - MathMax(REDRAW_BAR_ZERO, iLast);
 
Here's how to do the drawing in groups (when the terminal becomes unresponsive on startup.)
   #define LAST 0
   const int   LB_MA    = LengthMMA-1;
   int      iMA     = rates_total - 1 - MathMax(LB_MA, prev_calculated);
   int      iLast   = MathMax(LAST, iMA - 2000);        // Do in groups
   for(; iMA >= iLast; --iMA){
      :
   }  // iMA
//----
   #define REDRAW_BAR_ZERO true     // Redraw Bar zero.
   return rates_total - MathMax(REDRAW_BAR_ZERO, iLast);
 
The last line above can be optimized (and must be for MTF version.)
   return   rates_total - REDRAW_BAR_ZERO - iLast;
For multi-timeframe indicators, there are changes.
// Input(s)
extern ENUM_TIMEFRAMES TimeFrame    = PERIOD_CURRENT;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit(){
   if(TimeFrame == PERIOD_CURRENT)  TimeFrame   = (ENUM_TIMEFRAMES) _Period;
   if(TimeFrame < _Period) return INIT_PARAMETERS_INCORRECT;
  1. The look back must adjusted when the look back is from a higher TF.
  2. Don't mix apples and oranges
   const int   lookback    = TimeFrame/_Period; // * 1
   int      iBar  =  Rates_total - 1 - MathMax(lookback, prev_calculated);
   #define LAST 0
   int      iLast = MathMax(LAST, iBar - 2000);   // Do in groups
   for(; iBar >= iLast; --iBar){
      int       iTF = iBarShift(NULL, TimeFrame, Time[iBar]);
      double   hiCur    = iHigh(NULL, TimeFrame, iTF),   //High[iBar],  
               hiPre    = iHigh(NULL, TimeFrame, iTF+1); //High[iBar+1];
      :
Redraw bar zero of the higher TF to get the stair step not just the chart's bar zero.
(See images Multi TimeFrame Moving Average or Moving Average Ex from the codebase)
   #define  REDRAW_BAR_ZERO true       // Redraw Bar zero.
   iLast = iBarShift(NULL, 0, Time[iLast] - Time[iLast] % (TimeFrame * 60));
   return   rates_total - REDRAW_BAR_ZERO - iLast;
 
Rather then computing iLast (as I did above,) I could "back up" to the last non-zero TimeFrame bar for the stair step effect. Note the dropping the minus one from iBar calculation and changing the for to a while loop, simplify things.
   const int   lookback    = TimeFrame/_Period; // * 1
   int      iBar  = Rates_total - MathMax(lookback, prev_calculated);
   int      iLast = iBar;
   while(iBar > 0){  --iBar;
      int       iTF = iBarShift(NULL, TimeFrame, Time[iBar]);
      if(iTF != 0) iLast = iBar;
      double   hiCur    = iHigh(NULL, TimeFrame, iTF),   //High[iBar],  
      :
   }
   #define  REDRAW_BAR_LAST false      // Don't redraw TF Bar one.
   return   rates_total - REDRAW_BAR_LAST - iLast;
 

The lookback limit works very well for me in MT5 to limit the number of bars drawn by the custom indicator and save resources. However, when a new chart is downloading new data, I can sometimes witness garbled data appearing past bar 1000, which was never filled in by the custom indicator. I know that the indicator didn't fill in those values, as it never looked past 1000 bars, and it cancels if it cannot access any price data yet (downloading a new chart). Where does the garbled data come from? Of course, I found an easy way to fix this, which was to fill all 50,000 bars on the chart with EMPTY_VALUE. That solves the problem. The fix looks like this:

   if (prev_calculated==0) for (j=0; j<rates_total; j++) indicatorBuffer[j]=EMPTY_VALUE;

This works, and is fast because it only has to loop once on the first tick, or only a few times when new data is being downloaded to a new chart. However, it looks a bit messy and has to loop 50,000 bars, or even 500,000 if that many are on the chart. Is there a nicer, cleaner solution for this?

 
Victor Epand: I know that the indicator didn't fill in those values, as it never looked past 1000 bars,
  1. >Yes it did. It filled them when there were less than 1K bars on chart. Then newer history came in. Now there are 2K bars with values in the older part.

    Always set buffer values, do not assume that they are empty values.

      while(iBar > 0){  --iBar;
     buffer[iBar] = EMPTY_VALUE;
     :

  2. I never liked those arbitrary look back limits. I use the attached file to process as many bars as possible in 1.5 seconds and then continue periodically(either by time or by tick,) until all bars are done.
 
Victor Epand:

The lookback limit works very well for me in MT5 to limit the number of bars drawn by the custom indicator and save resources. However, when a new chart is downloading new data, I can sometimes witness garbled data appearing past bar 1000, which was never filled in by the custom indicator. I know that the indicator didn't fill in those values, as it never looked past 1000 bars, and it cancels if it cannot access any price data yet (downloading a new chart). Where does the garbled data come from? Of course, I found an easy way to fix this, which was to fill all 50,000 bars on the chart with EMPTY_VALUE. That solves the problem. The fix looks like this:

   if (prev_calculated==0) for (j=0; j<rates_total; j++) indicatorBuffer[j]=EMPTY_VALUE;

This works, and is fast because it only has to loop once on the first tick, or only a few times when new data is being downloaded to a new chart. However, it looks a bit messy and has to loop 50,000 bars, or even 500,000 if that many are on the chart. Is there a nicer, cleaner solution for this?



Is there a nicer, cleaner solution for this?

Yes, there is a cleaner (and extremely faster) solution to do that, and without using a loop:

   if(prev_calculated == 0) {
      ArrayInitialize(indicatorBuffer,EMPTY_VALUE);
   }
 
The_Rezzer:

Goodmo

To get the values of HA you have to immitate the MT way


If you use Array Notsetasserie, your last bar is not 0 zéro bar, but rates_total
 if(prev_calculated>1) 
    {
    pos=prev_calculated-1;
   }   
 else                     // first bar is bar 0    <=> prev_caculated == 0 
     {
      //--- set first candle
      if(open[0]<close[0])
        {
         ExtLowHighBuffer[0]=low[0];
         ExtHighLowBuffer[0]=high[0];
        }
      else
        {
         ExtLowHighBuffer[0]=high[0];
         ExtHighLowBuffer[0]=low[0];
        }
      ExtOpenBuffer[0]=open[0];
      ExtCloseBuffer[0]=close[0];
      //---
      pos=1;
     }                  //end first bar 0

  // pos == 1 only once, the first time,  then :
  //  pos=prev_calculated-1;   <=> for(i=prev_calculated-1; i<rates_total; i++) ==  main loop 
   // only one bar is recalculated at each tick
//--- main loop of calculations
   for(i=pos; i<rates_total; i++)
     {
      haOpen=(ExtOpenBuffer[i-1]+ExtCloseBuffer[i-1])/2;
      haClose=(open[i]+high[i]+low[i]+close[i])/4;
      haHigh=MathMax(high[i],MathMax(haOpen,haClose));
      haLow=MathMin(low[i],MathMin(haOpen,haClose));
      if(haOpen<haClose)
        {
         ExtLowHighBuffer[i]=haLow;
         ExtHighLowBuffer[i]=haHigh;
        }
      else
        {
         ExtLowHighBuffer[i]=haHigh;
         ExtHighLowBuffer[i]=haLow;
        }
      ExtOpenBuffer[i]=haOpen;
      ExtCloseBuffer[i]=haClose;
     }

now you have your values for HA and if you want to do further caculation you have to use this loop:

for(i=prev_calculated-1; i<rates_total; i++)

i am not sure that ArrayMaximum will work in this case

 

#14 can be simplified

Regular indicator:    

while(iBar > 0){ --iBar;
   ⋮
}
return rates_total - (iBar + 1); // Redraw iBar.

MTF indicator: 

      while(mtf_shift(iBar) == 0)   ++iBar;  // Redraw higher TF bar zero.
      return rates_total - iBar;
///
INDEX    mtf_shift(INDEX iBar){
   return   iBarShift(_Symbol, SourceTF, Time[iBar]);
}
 
William Roeder:
First define your maximum lookback.
 int lookback = ... // iMA(period) has look back of period.
                        // buffer[i+2] has look back of 2 (as TimeSeries)
                        // buffer[i-2] has look back of 2 (not TimeSeries)
                       // use maximum of all.
Old way, counting down as a TimeSeries
New way, counting down as a TimeSeries (Bars always equals rates_total so can be substituted.)

Returning rates_total-1 makes prev_calculated the same as IndicatorCounted().

Alternatively if you return rates_total then must decrement prev_calculated if non-zero at the beginning of On_Calculate to recalculate the current bar.

Always count down so you're not using future values.
New way, counting up, not a TimeSeries.
 Always count up so you're not using future values.

Hi william. Hope you are doing good.

can you please provide any code example like any demo indicator file from start.

Because I'm having the same issue, that my indicator is working perfectly good in live chart, while in tester it only plots on the history data, not on the new data.

I was using ArraySetAsSeries() as true, as soon as after reading this post i commented out the ArraySetAsSeries() portion, now my indicator buffers are not even showing values nor plotting on chart. Please help me with this. I'll really be grateful. Thanks.

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