WIP. Testing RSI over IndicatorTfDummy over Indi_TickProvider. Now we…

… need to implement missing extern functions.

Array.extern.h

@@ -50,6 +50,11 @@ bool ArraySetAsSeries(ARRAY_REF(T, _array), bool _flag) {
   return true;
 }
 
+template <typename T>
+bool ArrayGetAsSeries(ARRAY_REF(T, _array)) {
+  return _array.getIsSeries();
+}
+
 template <typename T>
 int ArrayMaximum(const ARRAY_REF(T, _array), int _start = 0, unsigned int _count = WHOLE_ARRAY) {
   Print("Not yet implemented: ", __FUNCTION__, " returns 0.");

Indicator/IndicatorData.h

@@ -67,6 +67,7 @@ class IndicatorData : public IndicatorBase {
   int last_tick_index;      // Index of the last tick.
   long first_tick_time_ms;  // Time of the first ask/bid tick.
   void* mydata;
+  bool last_tick_result;             // Result of the last Tick() invocation.
   ENUM_INDI_VS_TYPE retarget_ap_av;  // Value storage type to be used as applied price/volume.
   ARRAY(Ref<IValueStorage>, value_storages);
   ARRAY(WeakRef<IndicatorData>, listeners);  // List of indicators that listens for events from this one.
@@ -865,10 +866,10 @@ class IndicatorData : public IndicatorBase {
            HasSpecificValueStorage(INDI_VS_TYPE_TICK_VOLUME);
   }
 
-  void Tick(int _global_tick_index) {
+  bool Tick(int _global_tick_index) {
     if (last_tick_index == _global_tick_index) {
       // We've already ticked.
-      return;
+      return last_tick_result;
     }
 
     if (_global_tick_index == 0) {
@@ -884,13 +885,24 @@ class IndicatorData : public IndicatorBase {
       GetDataSource() PTR_DEREF Tick(_global_tick_index);
     }
 
+    last_tick_result = false;
+
     // Also ticking all used indicators if they've not yet ticked.
     for (DictStructIterator<int, Ref<IndicatorData>> iter = indicators.Begin(); iter.IsValid(); ++iter) {
-      iter.Value() REF_DEREF Tick(_global_tick_index);
+      // If any of the attached indicators ticks then we signal that the tick happened, even if this indicator doesn't
+      // tick. It is because e.g., RSI could use Candle indicator and Candle could use Tick indicator. Ticking RSI
+      // doesn't signal tick in RSI, nor Candle, but only Tick indicator and only if new tick occured in the Tick
+      // indicator. In other words: Only Tick indicator returns true in its OnTick(). Also, in OnTick() it sends a tick
+      // into Candle indicator which aggregates ticks. RSI doesn't have OnTick() and we can't know if there is new RSI
+      // value. The only way to know that is to Tick all indicators in hierarchy and if one of them returns true in
+      // OnTick() then we know that we have new value for RSI.
+      last_tick_result |= iter.Value() REF_DEREF Tick(_global_tick_index);
     }
 
     // Overridable OnTick() method.
-    OnTick(_global_tick_index);
+    last_tick_result |= OnTick(_global_tick_index);
+
+    return last_tick_result;
   }
 
   /**
@@ -1835,7 +1847,11 @@ class IndicatorData : public IndicatorBase {
   /**
    * Called when new tick is retrieved from attached data source.
    */
-  virtual void OnTick(int _global_tick_index) {}
+  virtual bool OnTick(int _global_tick_index) {
+    // We really don't know if new tick have happened. Let's just return false and let the Platform's Tick() method tick
+    // the Tick indicator in order to know if new tick was signalled.
+    return false;
+  }
 
   /**
    * Called if data source is requested, but wasn't yet set. May be used to initialize indicators that must operate on

Indicator/tests/classes/Indicators.h

@@ -53,12 +53,14 @@ class Indicators {
 
   int Size() { return (int)_indis.Size(); }
 
+  void Clear() { _indis.Clear(); }
+
   /**
    * Executes OnTick() on every added indicator.
    */
   void Tick(int _global_tick_index) {
     for (unsigned int i = 0; i < _indis.Size(); ++i) {
-      _indis[i].Ptr().OnTick(_global_tick_index);
+      _indis[i].Ptr() PTR_DEREF OnTick(_global_tick_index);
     }
   }
 
@@ -68,8 +70,8 @@ class Indicators {
   string ToString(int _shift = 0) {
     string _result;
     for (unsigned int i = 0; i < _indis.Size(); ++i) {
-      IndicatorDataEntry _entry = _indis[i].Ptr().GetEntry(_shift);
-      _result += _indis[i].Ptr().GetFullName() + " = " + _entry.ToString<double>() + "\n";
+      IndicatorDataEntry _entry = _indis[i].Ptr() PTR_DEREF GetEntry(_shift);
+      _result += _indis[i].Ptr() PTR_DEREF GetFullName() + " = " + _entry.ToString<double>() + "\n";
     }
     return _result;
   }

Indicators/Indi_Drawer.mqh

@@ -114,8 +114,8 @@ class Indi_Drawer : public Indicator<IndiDrawerParams> {
   /**
    * Called when new tick is retrieved from attached data source.
    */
-  void OnTick(int _global_tick_index) override {
-    Indicator<IndiDrawerParams>::OnTick(_global_tick_index);
+  bool OnTick(int _global_tick_index) override {
+    return Indicator<IndiDrawerParams>::OnTick(_global_tick_index);
 
     /* @fixme
     TaskActionEntry action(INDI_ACTION_SET_VALUE);

Indicators/Indi_PriceFeeder.mqh

@@ -100,8 +100,8 @@ class Indi_PriceFeeder : public Indicator<IndiPriceFeederParams> {
   /**
    * Called when new tick is retrieved from attached data source.
    */
-  void OnTick(int _global_tick_index) override {
-    Indicator<IndiPriceFeederParams>::OnTick(_global_tick_index);
+  bool OnTick(int _global_tick_index) override {
+    bool _result = Indicator<IndiPriceFeederParams>::OnTick(_global_tick_index);
 
     if (idparams.IsDrawing()) {
       int _max_modes = Get<int>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_MAX_MODES));
@@ -110,5 +110,7 @@ class Indi_PriceFeeder : public Indicator<IndiPriceFeederParams> {
         // draw.DrawLineTo(GetName() + "_" + IntegerToString(i), GetBarTime(0), _entry.values[i].GetDbl());
       }
     }
+
+    return _result;
   }
 };

Indicators/Indi_RSI.mqh

@@ -25,18 +25,6 @@
 #include "../Indicator/Indicator.h"
 #include "Price/Indi_Price.mqh"
 
-#ifndef __MQL4__
-// Defines global functions (for MQL4 backward compability).
-double iRSI(string _symbol, int _tf, int _period, int _ap, int _shift) {
-  ResetLastError();
-  return Indi_RSI::iRSI(_symbol, (ENUM_TIMEFRAMES)_tf, _period, (ENUM_APPLIED_PRICE)_ap, _shift);
-}
-double iRSIOnArray(double &_arr[], int _total, int _period, int _abs_shift) {
-  ResetLastError();
-  return Indi_RSI::iRSIOnArray(_arr, _total, _period, _abs_shift);
-}
-#endif
-
 // Structs.
 struct IndiRSIParams : IndicatorParams {
  protected:
@@ -45,14 +33,14 @@ struct IndiRSIParams : IndicatorParams {
 
  public:
   IndiRSIParams(int _period = 14, ENUM_APPLIED_PRICE _ap = PRICE_OPEN, int _shift = 0)
-      : applied_price(_ap), IndicatorParams(INDI_RSI) {
+      : IndicatorParams(INDI_RSI), applied_price(_ap) {
     shift = _shift;
     SetCustomIndicatorName("Examples\\RSI");
     SetPeriod(_period);
   };
   IndiRSIParams(IndiRSIParams &_params) { THIS_REF = _params; };
   // Getters.
-  ENUM_APPLIED_PRICE GetAppliedPrice() override { return applied_price; }
+  ENUM_APPLIED_PRICE GetAppliedPrice() { return applied_price; }
   int GetPeriod() { return period; }
   // Setters.
   void SetPeriod(int _period) { period = _period; }
@@ -126,8 +114,13 @@ class Indi_RSI : public Indicator<IndiRSIParams> {
                      ENUM_APPLIED_PRICE _applied_price = PRICE_CLOSE, int _shift = 0, IndicatorData *_obj = NULL) {
 #ifdef __MQL4__
     return ::iRSI(_symbol, _tf, _period, _applied_price, _shift);
-#else  // __MQL5__
+#elif __MQL5__
     INDICATOR_BUILTIN_CALL_AND_RETURN(::iRSI(_symbol, _tf, _period, _applied_price), 0, _shift);
+#else
+    RUNTIME_ERROR(
+        "In C++ Indi_RSI::iRSI() method couldn't be used directly. Please use an On-Indicator mode and attach "
+        "indicator via Platform::Add/AddWithDefaultBindings().");
+    return DBL_MAX;
 #endif
   }
 
@@ -140,13 +133,14 @@ class Indi_RSI : public Indicator<IndiRSIParams> {
                                        ENUM_APPLIED_PRICE _applied_price = PRICE_CLOSE, int _shift = 0,
                                        Indi_RSI *_obj = NULL) {
     int i;
-    double indi_values[];
+    ARRAY(double, indi_values);
     ArrayResize(indi_values, _period);
 
     double result;
 
     for (i = _shift; i < (int)_shift + (int)_period; i++) {
-      indi_values[_shift + _period - (i - _shift) - 1] = _indi[i][_obj.GetParams().indi_mode];
+      indi_values[_shift + _period - (i - _shift) - 1] =
+          _indi PTR_DEREF GetSpecificAppliedPriceValueStorage(_applied_price) PTR_DEREF Fetch(i);
     }
 
     result = iRSIOnArray(indi_values, 0, _period - 1, 0);
@@ -159,7 +153,7 @@ class Indi_RSI : public Indicator<IndiRSIParams> {
    *
    * @see https://school.stockcharts.com/doku.php?id=technical_indicators:relative_strength_index_rsi
    *
-   * Reson behind iRSI with SSMA and not just iRSIOnArray() (from above website):
+   * Reason behind iRSI with SMMA and not just iRSIOnArray() (from above website):
    *
    * "Taking the prior value plus the current value is a smoothing technique
    * similar to that used in calculating an exponential moving average. This
@@ -182,7 +176,7 @@ class Indi_RSI : public Indicator<IndiRSIParams> {
     }
 
     int i;
-    double indi_values[];
+    ARRAY(double, indi_values);
     ArrayResize(indi_values, _period);
 
     double result;
@@ -238,7 +232,7 @@ class Indi_RSI : public Indicator<IndiRSIParams> {
     new_data.avg_gain = (last_data.avg_gain * (_period - 1) + curr_gain) / _period;
     new_data.avg_loss = (last_data.avg_loss * (_period - 1) + curr_loss) / _period;
 
-    _target.aux_data.Set(_bar_time_curr, new_data);
+    _target PTR_DEREF aux_data.Set(_bar_time_curr, new_data);
 
     if (new_data.avg_loss == 0.0) {
       // @fixme Why 0 loss?
@@ -255,7 +249,7 @@ class Indi_RSI : public Indicator<IndiRSIParams> {
   /**
    * Calculates RSI on the array of values.
    */
-  static double iRSIOnArray(double &array[], int total, int period, int shift) {
+  static double iRSIOnArray(ARRAY_REF(double, array), int total, int period, int shift) {
 #ifdef __MQL4__
     return ::iRSIOnArray(array, total, period, shift);
 #else
@@ -308,9 +302,9 @@ class Indi_RSI : public Indicator<IndiRSIParams> {
    * Note that in MQL5 Applied Price must be passed as the last parameter
    * (before mode and shift).
    */
-  virtual IndicatorDataEntryValue GetEntryValue(int _mode = 0, int _abs_shift = 0) {
+  IndicatorDataEntryValue GetEntryValue(int _mode = 0, int _abs_shift = 0) override {
     double _value = EMPTY_VALUE;
-    double _res[];
+    ARRAY(double, _res);
     switch (Get<ENUM_IDATA_SOURCE_TYPE>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_IDSTYPE))) {
       case IDATA_BUILTIN:
         _value = Indi_RSI::iRSI(GetSymbol(), GetTf(), iparams.GetPeriod(), iparams.GetAppliedPrice(),
@@ -327,7 +321,21 @@ class Indi_RSI : public Indicator<IndiRSIParams> {
         _value = Indi_RSI::iRSIOnIndicator(THIS_PTR, GetDataSource(), GetSymbol(), GetTf(), iparams.GetPeriod(),
                                            iparams.GetAppliedPrice(), ToRelShift(_abs_shift));
         break;
+      default:
+        RUNTIME_ERROR("Invalid indicator IDATA_* type!");
     }
     return _value;
   }
 };
+
+#ifndef __MQL4__
+// Defines global functions (for MQL4 backward compability).
+double iRSI(string _symbol, int _tf, int _period, int _ap, int _shift) {
+  ResetLastError();
+  return Indi_RSI::iRSI(_symbol, (ENUM_TIMEFRAMES)_tf, _period, (ENUM_APPLIED_PRICE)_ap, _shift);
+}
+double iRSIOnArray(ARRAY_REF(double, _arr), int _total, int _period, int _abs_shift) {
+  ResetLastError();
+  return Indi_RSI::iRSIOnArray(_arr, _total, _period, _abs_shift);
+}
+#endif

Indicators/Price/Indi_Price.mqh

@@ -30,12 +30,12 @@
 struct PriceIndiParams : IndicatorParams {
   ENUM_APPLIED_PRICE ap;
   // Struct constructor.
-  PriceIndiParams(ENUM_APPLIED_PRICE _ap = PRICE_TYPICAL, int _shift = 0) : ap(_ap), IndicatorParams(INDI_PRICE) {
+  PriceIndiParams(ENUM_APPLIED_PRICE _ap = PRICE_TYPICAL, int _shift = 0) : IndicatorParams(INDI_PRICE), ap(_ap) {
     SetShift(_shift);
   };
-  PriceIndiParams(PriceIndiParams &_params) { THIS_REF = _params; };
+  PriceIndiParams(PriceIndiParams &_params) : IndicatorParams() { THIS_REF = _params; };
   // Getters.
-  ENUM_APPLIED_PRICE GetAppliedPrice() override { return ap; }
+  ENUM_APPLIED_PRICE GetAppliedPrice() { return ap; }
   // Setters.
   void SetAppliedPrice(ENUM_APPLIED_PRICE _ap) { ap = _ap; }
 };
@@ -60,7 +60,7 @@ class Indi_Price : public Indicator<PriceIndiParams> {
   /**
    * Returns possible data source types. It is a bit mask of ENUM_INDI_SUITABLE_DS_TYPE.
    */
-  virtual unsigned int GetSuitableDataSourceTypes() {
+  unsigned int GetSuitableDataSourceTypes() override {
     // We can work only with Candle-based indicator attached.
     return INDI_SUITABLE_DS_TYPE_CANDLE;
   }
@@ -111,21 +111,21 @@ class Indi_Price : public Indicator<PriceIndiParams> {
       case INDI_VS_TYPE_PRICE_ASK:  // Tick.
       case INDI_VS_TYPE_PRICE_BID:  // Tick.
         return GetPlatformPrices(GetSymbol(), iparams.GetAppliedPrice(), GetTf(), iparams.GetShift())
-            .GetValueStorage(0);
+            PTR_DEREF GetValueStorage(0);
       case INDI_VS_TYPE_PRICE_OPEN:  // Candle.
-        return GetPlatformPrices(GetSymbol(), PRICE_OPEN, GetTf(), iparams.GetShift()).GetValueStorage(0);
+        return GetPlatformPrices(GetSymbol(), PRICE_OPEN, GetTf(), iparams.GetShift()) PTR_DEREF GetValueStorage(0);
       case INDI_VS_TYPE_PRICE_HIGH:  // Candle.
-        return GetPlatformPrices(GetSymbol(), PRICE_HIGH, GetTf(), iparams.GetShift()).GetValueStorage(0);
+        return GetPlatformPrices(GetSymbol(), PRICE_HIGH, GetTf(), iparams.GetShift()) PTR_DEREF GetValueStorage(0);
       case INDI_VS_TYPE_PRICE_LOW:  // Candle.
-        return GetPlatformPrices(GetSymbol(), PRICE_LOW, GetTf(), iparams.GetShift()).GetValueStorage(0);
+        return GetPlatformPrices(GetSymbol(), PRICE_LOW, GetTf(), iparams.GetShift()) PTR_DEREF GetValueStorage(0);
       case INDI_VS_TYPE_PRICE_CLOSE:  // Candle.
-        return GetPlatformPrices(GetSymbol(), PRICE_CLOSE, GetTf(), iparams.GetShift()).GetValueStorage(0);
+        return GetPlatformPrices(GetSymbol(), PRICE_CLOSE, GetTf(), iparams.GetShift()) PTR_DEREF GetValueStorage(0);
       case INDI_VS_TYPE_PRICE_MEDIAN:  // Candle.
-        return GetPlatformPrices(GetSymbol(), PRICE_MEDIAN, GetTf(), iparams.GetShift()).GetValueStorage(0);
+        return GetPlatformPrices(GetSymbol(), PRICE_MEDIAN, GetTf(), iparams.GetShift()) PTR_DEREF GetValueStorage(0);
       case INDI_VS_TYPE_PRICE_TYPICAL:  // Candle.
-        return GetPlatformPrices(GetSymbol(), PRICE_TYPICAL, GetTf(), iparams.GetShift()).GetValueStorage(0);
+        return GetPlatformPrices(GetSymbol(), PRICE_TYPICAL, GetTf(), iparams.GetShift()) PTR_DEREF GetValueStorage(0);
       case INDI_VS_TYPE_PRICE_WEIGHTED:  // Candle.
-        return GetPlatformPrices(GetSymbol(), PRICE_WEIGHTED, GetTf(), iparams.GetShift()).GetValueStorage(0);
+        return GetPlatformPrices(GetSymbol(), PRICE_WEIGHTED, GetTf(), iparams.GetShift()) PTR_DEREF GetValueStorage(0);
       default:
         // Trying in parent class.
         return Indicator<PriceIndiParams>::GetSpecificValueStorage(_type);

Indicators/Tick/Indi_TickMt.mqh

@@ -154,7 +154,7 @@ class Indi_TickMt : public IndicatorTick<Indi_TickMtParams, double, ItemsHistory
     return false;
   }
 
-  void OnTick(int _global_tick_index) override {
+  bool OnTick(int _global_tick_index) override {
 #ifdef __MQL4__
     // Refreshes Ask/Bid constants.
     RefreshRates();
@@ -175,7 +175,7 @@ class Indi_TickMt : public IndicatorTick<Indi_TickMtParams, double, ItemsHistory
       EmitEntry(_entry);
       // Appending tick into the history.
       AppendEntry(_entry);
-      return;
+      return false;
     }
 
 #ifdef __debug_verbose__
@@ -197,5 +197,7 @@ class Indi_TickMt : public IndicatorTick<Indi_TickMtParams, double, ItemsHistory
     AppendEntry(_entry);
 
     // Print("Added tick!");
+
+    return true;
   }
 };

Indicators/Tick/Indi_TickProvider.h

@@ -105,10 +105,10 @@ class Indi_TickProvider : public IndicatorTick<Indi_TickProviderParams, double,
 
   int BufferSize() { return ArraySize(buffer); }
 
-  void OnTick(int _global_tick_index) override {
+  bool OnTick(int _global_tick_index) override {
     if (current_index >= ArraySize(buffer)) {
       // No more ticks.
-      return;
+      return false;
     }
 
     TickTAB<double> _tick = buffer[current_index++];
@@ -117,6 +117,8 @@ class Indi_TickProvider : public IndicatorTick<Indi_TickProviderParams, double,
     EmitEntry(_entry);
     // Appending tick into the history.
     AppendEntry(_entry);
+
+    return true;
   }
 };
 

Indicators/Tick/Indi_TickRandom.mqh

@@ -90,13 +90,15 @@ class Indi_TickRandom : public IndicatorTick<Indi_TickRandomParams, double, Item
     return false;
   }
 
-  void OnTick(int _global_tick_index) override {
+  bool OnTick(int _global_tick_index) override {
     float _ask = 1.0f + (1.0f / 32767 * MathRand());
     float _bid = 1.0f + (1.0f / 32767 * MathRand());
     TickAB<double> _tick(_ask, _bid);
     IndicatorDataEntry _entry(TickToEntry(TimeCurrent(), _tick));
     EmitEntry(_entry);
     // Appending tick into the history.
     AppendEntry(_entry);
+
+    return true;
   }
 };