Bar/Indi_Pattern: Extra validation of OHLC

EA31337 · Aug 18, 2021 · 2bf79bb · 2bf79bb
1 parent a8668f9
commit 2bf79bb
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Showing 2 changed files with 7 additions and 2 deletions.
diff --git a/Bar.struct.h b/Bar.struct.h
@@ -44,7 +44,7 @@ class Serializer;
 /* Struct for storing OHLC values. */
 struct BarOHLC
 #ifndef __MQL__
-  : public ISerializable
+    : public ISerializable
 #endif
 {
   datetime time;
@@ -221,6 +221,7 @@ struct BarOHLC
   // State checkers.
   bool IsBear() const { return open > close; }
   bool IsBull() const { return open < close; }
+  bool IsValid() const { return high >= low && fmin(open, close) > 0; }
   // Serializers.
   SerializerNodeType Serialize(Serializer &s);
   // Converters.

diff --git a/Indicators/Indi_Pattern.mqh b/Indicators/Indi_Pattern.mqh
@@ -107,6 +107,10 @@ class Indi_Pattern : public Indicator {
             _ohlcs[i].high = GetDataSource().GetValue<float>(_shift + i, PRICE_HIGH);
             _ohlcs[i].low = GetDataSource().GetValue<float>(_shift + i, PRICE_LOW);
             _ohlcs[i].close = GetDataSource().GetValue<float>(_shift + i, PRICE_CLOSE);
+            if (!_ohlcs[i].IsValid()) {
+              // Return empty entry on invalid candles.
+              return _entry;
+            }
           }
           break;
         default:
@@ -120,7 +124,7 @@ class Indi_Pattern : public Indicator {
       }
 
       _entry.SetFlag(INDI_ENTRY_FLAG_IS_BITWISE, true);
-      _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, _entry.values[1] > 0);
+      _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, _ohlcs[0].IsValid() && _entry.values[1] > 0);
 
       if (_entry.IsValid()) {
         istate.is_ready = true;