Overlay Chart

[johnnybegoode]

I need to speed up normal backtesting (without Visualization).
OverlayChart[0] is the current value of the indicator which is around 1.2443.
If all I need current value of the indicator as shown in the chart,
how to modify the code to speed up the backtesting (without Visualization)?

 

[Enivid]

The indicator uses 4 output buffers. I have no idea, which one of those your EA is writing into OverlayChart[] array. Anyway, for your purpose, you can remove all the parts of the indicator that deal with graphical objects. It will speed it up.

 

[johnnybegoode]

This is the code. Which one of the output buffer did I used?

double OverlayChart1[];
int OverlayChart_Handle = 0;
 
   ResetLastError();
   OverlayChart_Handle =  iCustom(
                          Symbol_1,
                          PERIOD_D1,
                          "Examples\OverlayChart",
                          Overlay_Symbol,         
                          false,
                          DRAW_COLOR_CANDLES,
                          clrBlack,
                          PRICE_CLOSE
                 );
   Print("OverlayChart_Handle =",OverlayChart_Handle,"  error =",GetLastError());
   ResetLastError();
 
ArraySetAsSeries(OverlayChart1, true);
   if (CopyBuffer(OverlayChart_Handle,0,0,100,OverlayChart1) < 0){Print("CopyBufferOverlayChart1 error =",GetLastError());}

 

[johnnybegoode]

What is the formula of getting current value of the indicator?
i.e.
When EURUSD is around 1.09726
and CHFJPY is around 107.262
How did the indicator overlay on chart of EURUSD at the value of around 1.12443?
And the indicator seems to work with any pairs.

 

[Enivid]

According to this, you are copying the buffer #0:

   if (CopyBuffer(OverlayChart_Handle,0,0,100,OverlayChart1) < 0){Print("CopyBufferOverlayChart1 error =",GetLastError());}

It's Open of the overlaid symbol's candle. This means that you can remove any calculations not related to calculation of O[] from the indicator if you want to speed it up.

How did the indicator overlay on chart of EURUSD at the value of around 1.12443?

It just scales the values according to the current symbol's high/low on the current window. That's why I just don't understand who in their sane mind would use it in expert advisor for trading.

The main formula is this:

_PipsRatio = (_CurRangeHigh - _CurRangeLow) / (_SubRangeHigh - _SubRangeLow);

It calculates the ratio to convert overlaid symbol's quote to current symbol's price range.

 

[johnnybegoode]

i.e.
I realized that OverlayChart[0] is taking the value of CHFJPY which is around 107.262
instead of the indicator's value of around 1.12443 when overlaid on the EURUSD chart.
Do you know how to get the indicator's value of around 1.12443.
Thank you!

 

[Enivid]

Do you know how to get the indicator's value of around 1.12443.

Yes, I know how it gets it - I've described it in my post above.

 

[johnnybegoode]

Is it
_PipsRatio = (_CurRangeHigh - _CurRangeLow) / (_SubRangeHigh - _SubRangeLow);

 

[johnnybegoode]

without using an indicator, how could i write a simple function to get the value?

 

[Enivid]

You would need to use the whole code starting from the beginning of the OnCalculate() function through _PipsRatio calculation and then also add all the necessary functions to get current OHLC timeseries because you do not have in MT5 in EAs (unlike indicators). It probably would be easier to "lighten up" the indicator instead of adding the code to an EA. But I would not bother with this folly at all.

 

[johnnybegoode]

How do I call get the value of the indicator to the EA?

 

[Enivid]

Aren't you already doing that with OverlayChart[0]?

 

[johnnybegoode]

OverlayChart[0] is getting the Open value of CHFJPY which is around 107.262
instead of the indicator's value of around 1.12443 when overlaid on the EURUSD chart.

 

[Enivid]

Could you please attach the EA you are testing here?

 

[johnnybegoode]

I got error "array out of range" error for this line:

_CurRangeHigh = High[ArrayMaximum(High, _LastBar, _BarsCount)];

How to correct it?

 

[johnnybegoode]

The indicator lacks some sort of ExtBuffer for me the call the value on the EA

 

[Enivid]

I got error "array out of range" error for this line:

_CurRangeHigh = High[ArrayMaximum(High, _LastBar, _BarsCount)];

How to correct it?

How do you get this error? Does it appear when using indicator on a chart or when calling it from an EA?

 

[Enivid]

The indicator lacks some sort of ExtBuffer for me the call the value on the EA

The indicator's buffers are called O, H, L, and C. You can call them from the EA. And you have already been calling O from the EA's code you posted here.

 

[johnnybegoode]

Error was from the strategy tester when I tried to call the value of O[0] or _PipsRatio.
Anyway that is irrelevant now as I believe that more external buffers are needed for the calculated values.

In order to get the value of O[0] that I wanted, there has to be some sort of External Buffer for that calculated value other than the original O, H, L, and C whose value can be obtained without using the indicator in the first place.

 

[Enivid]

Error was from the strategy tester when I tried to call the value of O[0] or _PipsRatio.

Probably because ChartGetInteger(0, CHART_VISIBLE_BARS) and ChartGetInteger(0, CHART_FIRST_VISIBLE_BAR) do not work in tester.

In order to get the value of O[0] that I wanted, there has to be some sort of External Buffer for that calculated value other than the original O, H, L, and C whose value can be obtained without using the indicator in the first place.

O[] is an external buffer. ExtBuffer is just another way to name the variable. You can rename O, H, L, and C to ExtBuffer1, ExtBuffer2, ExtBuffer3, and ExtBuffer4 if it will make you feel better.