Probably working scenario of AMA <- IndicatorTfDummy(IndicatorCandle)…

… <- IndicatorTickReal(IndicatorTick) <- platform ticks' ask/bid prices.
EA31337 · Dec 3, 2021 · f92dda0 · f92dda0
1 parent 3537a04
commit f92dda0
Show file tree

Hide file tree

Showing 5 changed files with 93 additions and 81 deletions.
diff --git a/Indicator/IndicatorCandle.h b/Indicator/IndicatorCandle.h
@@ -53,6 +53,7 @@ class IndicatorCandle : public IndicatorBase {
   void Init() {
     icdata.AddFlags(DICT_FLAG_FILL_HOLES_UNSORTED);
     icdata.SetOverflowListener(IndicatorCandleOverflowListener, 10);
+    icparams.SetMaxModes(4);
   }
 
  public:
@@ -91,7 +92,9 @@ class IndicatorCandle : public IndicatorBase {
     CandleOCTOHLC<TV> _candle = icdata.GetByKey(_candle_time);
 
     if (!_candle.IsValid()) {
-      Print(GetName(), ": Missing candle at shift ", _index, " (", _candle_time, ")");
+      Print(GetFullName(), ": Missing candle at shift ", _index, " (", TimeToString(_candle_time), ")");
+    } else {
+      Print(GetFullName(), ": Retrieving candle at shift ", _index, " (", TimeToString(_candle_time), ")");
     }
 
     return CandleToEntry(_candle_time, _candle);
@@ -166,6 +169,9 @@ class IndicatorCandle : public IndicatorBase {
   void UpdateCandle(long _tick_timestamp, double _price) {
     long _candle_timestamp = CalcCandleTimestamp(_tick_timestamp);
 
+    Print("Updating candle for ", GetFullName(), " at candle ", TimeToString(_candle_timestamp), " from tick at ",
+          TimeToString(_tick_timestamp));
+
     CandleOCTOHLC<double> _candle(_price, _price, _price, _price, _tick_timestamp, _tick_timestamp);
     if (icdata.KeyExists(_candle_timestamp)) {
       // Candle already exists.
@@ -180,7 +186,7 @@ class IndicatorCandle : public IndicatorBase {
    * Calculates candle's timestamp from tick's timestamp.
    */
   long CalcCandleTimestamp(long _tick_timestamp) {
-    return _tick_timestamp - _tick_timestamp % (icparams.GetSecsPerCandle() * 1000);
+    return _tick_timestamp - _tick_timestamp % (icparams.GetSecsPerCandle());
   }
 
   /**

diff --git a/Indicator/IndicatorTick.h b/Indicator/IndicatorTick.h
@@ -53,6 +53,8 @@ class IndicatorTick : public IndicatorBase {
   void Init() {
     itdata.AddFlags(DICT_FLAG_FILL_HOLES_UNSORTED);
     itdata.SetOverflowListener(IndicatorTickOverflowListener, 10);
+    // Ask and Bid price.
+    itparams.SetMaxModes(2);
   }
 
  public:
@@ -106,61 +108,23 @@ class IndicatorTick : public IndicatorBase {
    * @return
    *   Returns IndicatorDataEntry struct filled with indicator values.
    */
-  IndicatorDataEntry GetEntry(int _timestamp = 0) {
+  IndicatorDataEntry GetEntry(int _timestamp = 0) override {
     ResetLastError();
-    TickAB<TV> _entry = itdata.GetByKey(_timestamp);
-    /*
-    IndicatorDataEntry _entry = itdata.GetByKey(_timestamp);
-    if (!_entry.IsValid() && !_entry.CheckFlag(INDI_ENTRY_FLAG_INSUFFICIENT_DATA)) {
-      _entry.Resize(itparams.GetMaxModes());
-      _entry.timestamp = _timestamp;
-      for (int _mode = 0; _mode < (int)itparams.GetMaxModes(); _mode++) {
-        switch (itparams.GetDataValueType()) {
-          case TYPE_BOOL:
-          case TYPE_CHAR:
-          case TYPE_INT:
-            _entry.values[_mode] = GetValue<int>(_mode, _timestamp);
-            break;
-          case TYPE_LONG:
-            _entry.values[_mode] = GetValue<long>(_mode, _timestamp);
-            break;
-          case TYPE_UINT:
-            _entry.values[_mode] = GetValue<uint>(_mode, _timestamp);
-            break;
-          case TYPE_ULONG:
-            _entry.values[_mode] = GetValue<ulong>(_mode, _timestamp);
-            break;
-          case TYPE_DOUBLE:
-            _entry.values[_mode] = GetValue<double>(_mode, _timestamp);
-            break;
-          case TYPE_FLOAT:
-            _entry.values[_mode] = GetValue<float>(_mode, _timestamp);
-            break;
-          case TYPE_STRING:
-          case TYPE_UCHAR:
-          default:
-            SetUserError(ERR_INVALID_PARAMETER);
-            break;
-        }
-      }
-      GetEntryAlter(_entry, _timestamp);
-      _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, IsValidEntry(_entry));
-      if (_entry.IsValid()) {
-        itdata.Add(_entry, _timestamp);
-        istate.is_changed = false;
-        istate.is_ready = true;
-      } else {
-        _entry.AddFlags(INDI_ENTRY_FLAG_INSUFFICIENT_DATA);
-      }
+    if (itdata.KeyExists(_timestamp)) {
+      TickAB<TV> _tick = itdata.GetByKey(_timestamp);
+      return TickToEntry(_timestamp, _tick);
     }
-    if (_LastError != ERR_NO_ERROR) {
-      istate.is_ready = false;
-      ResetLastError();
+
+    // No tick at given timestamp. Returning invalid entry.
+    IndicatorDataEntry _entry(itparams.GetMaxModes());
+    GetEntryAlter(_entry, _timestamp);
+
+    for (int i = 0; i < itparams.GetMaxModes(); ++i) {
+      _entry.values[i] = (double)0;
     }
+
+    _entry.SetFlag(INDI_ENTRY_FLAG_IS_VALID, false);
     return _entry;
-    */
-    IndicatorDataEntry _foo;
-    return _foo;
   }
 
   /**

diff --git a/Indicator/tests/IndicatorTf.test.mq5 b/Indicator/tests/IndicatorTf.test.mq5
@@ -51,54 +51,62 @@ int OnInit() {
   indicators.Add(indi_tick = new IndicatorTickReal(_Symbol));
 
   // 1-second candles.
-  indicators.Add(indi_tf = new IndicatorTfDummy(1));
+  // indicators.Add(indi_tf = new IndicatorTfDummy(1));
 
   // 1:1 candles from platform using current timeframe.
   indicators.Add(indi_tf_orig_sim = new IndicatorTfDummy(ChartTf::TfToSeconds(PERIOD_CURRENT)));
 
   // 1-second candles.
-  indicators.Add(indi_ama = new Indi_AMA());
+  // indicators.Add(indi_ama = new Indi_AMA());
+
+  IndiAMAParams _ama_params;
+  _ama_params.applied_price = PRICE_OPEN;
 
   // AMA on platform candles.
-  indicators.Add(indi_ama_orig_sim = new Indi_AMA());
+  indicators.Add(indi_ama_orig_sim = new Indi_AMA(_ama_params));
 
   // Original built-in or OnCalculate()-based AMA indicator on platform OHLCs.
-  indicators.Add(indi_ama_orig = new Indi_AMA());
+  indicators.Add(indi_ama_orig = new Indi_AMA(_ama_params));
 
   // Candles will be initialized from tick's history.
-  indi_tf.Ptr().SetDataSource(indi_tick.Ptr());
+  // indi_tf.Ptr().SetDataSource(indi_tick.Ptr());
   indi_tf_orig_sim.Ptr().SetDataSource(indi_tick.Ptr());
 
   // AMA will work on the candle indicator.
-  indi_ama.Ptr().SetDataSource(indi_tf.Ptr());
+  // indi_ama.Ptr().SetDataSource(indi_tf.Ptr());
 
   // AMA will work on the simulation of real candles.
   indi_ama_orig_sim.Ptr().SetDataSource(indi_tf_orig_sim.Ptr());
 
   // Checking if there are candles for last 100 ticks.
-  Print(indi_tf.Ptr().GetName(), "'s historic candles (from 100 ticks):");
-  Print(indi_tf.Ptr().CandlesToString());
+  // Print(indi_tf.Ptr().GetName(), "'s historic candles (from 100 ticks):");
+  // Print(indi_tf.Ptr().CandlesToString());
   return (INIT_SUCCEEDED);
 }
 
 /**
  * Implements OnTick().
  */
 void OnTick() {
-  indicators.Tick();
   string o = DoubleToStr(iOpen(_Symbol, PERIOD_CURRENT, 0), 5);
   string h = DoubleToStr(iHigh(_Symbol, PERIOD_CURRENT, 0), 5);
   string l = DoubleToStr(iLow(_Symbol, PERIOD_CURRENT, 0), 5);
   string c = DoubleToStr(iClose(_Symbol, PERIOD_CURRENT, 0), 5);
+  string time = TimeToString(iTime(_Symbol, PERIOD_CURRENT, 0));
+
+  Util::Print("Tick: " + IntegerToString((long)iTime(_Symbol, PERIOD_CURRENT, 0)) + " (" + time + "), real = " + o +
+              ", " + h + ", " + l + ", " + c);
+
+  indicators.Tick();
 
-  Util::Print("Tick: real = " + o + ", " + h + ", " + l + ", " + c + "\n" + indicators.ToString(0));
+  Util::Print(indicators.ToString(0));
 }
 
 /**
  * Implements OnDeinit().
  */
 void OnDeinit(const int reason) {
   // Printing all grouped candles.
-  Print(indi_tf.Ptr().GetName(), "'s all candles:");
-  Print(indi_tf.Ptr().CandlesToString());
+  // Print(indi_tf.Ptr().GetName(), "'s all candles:");
+  // Print(indi_tf.Ptr().CandlesToString());
 }
diff --git a/Indicator/tests/classes/IndicatorTickReal.h b/Indicator/tests/classes/IndicatorTickReal.h
@@ -29,6 +29,10 @@
 #pragma once
 #endif
 
+// Includes.
+#include "../../../Chart.struct.static.h"
+#include "../../IndicatorTick.h"
+
 // Params for real tick-based indicator.
 struct IndicatorTickRealParams : IndicatorParams {
   IndicatorTickRealParams() : IndicatorParams(INDI_TICK, 3, TYPE_DOUBLE) {}
@@ -48,25 +52,54 @@ class IndicatorTickReal : public IndicatorTick<IndicatorTickRealParams, double>
     // Feeding base indicator with historic entries of this indicator.
     Print(GetFullName(), " became a data source for ", _base_indi.GetFullName());
 
-    int _ticks_to_emit = 100;
+#ifndef __MQL4__
+    int _ticks_to_emit = 1000;
+
+    Print(_base_indi.GetFullName(), " will be now filled with ", _ticks_to_emit,
+          " historical entries generated by " + GetFullName());
+
+    static MqlTick _ticks[];
+    ArrayResize(_ticks, 0);
+
+    int _tries = 10;
+    int _num_copied = -1;
+
+    while (_tries-- > 0) {
+      _num_copied = CopyTicks(GetSymbol(), _ticks, COPY_TICKS_ALL);
 
-    Print(_base_indi.GetFullName(), " will be now filled with 100 historical entries generated by " + GetFullName());
+      if (_num_copied == -1) {
+        Sleep(1000);
+      } else {
+        break;
+      }
+    }
 
-    // For testing purposes we are emitting 100 last ticks.
-    for (int i = 0; i < MathMin(Bars(GetSymbol(), GetTf()), _ticks_to_emit); ++i) {
-      long _timestamp = ChartStatic::iTime(GetSymbol(), GetTf(), _ticks_to_emit - i - 1);
-      double _bid = ChartStatic::iClose(GetSymbol(), GetTf(), _ticks_to_emit - i - 1);
-      TickAB<double> _tick(0.0f, _bid);
-      // We can't call EmitTick() here, as tick would go to multiple sources at the same time!
-      _base_indi.OnDataSourceEntry(TickToEntry(_timestamp, _tick));
+    for (int i = 0; i < _num_copied; ++i) {
+      TickAB<double> _tick(_ticks[i].ask, _ticks[i].bid);
+      // We can't call EmitEntry() here, as tick would go to multiple sources at the same time!
+      _base_indi.OnDataSourceEntry(TickToEntry(_ticks[i].time, _tick));
     }
-  };
+#endif
+  }
 
   void OnTick() override {
-    long _timestamp = ChartStatic::iTime(GetSymbol(), GetTf());
-    double _bid = ChartStatic::iClose(GetSymbol(), GetTf());
-    // MT doesn't provide historical ask prices, so we're filling tick with bid price only.
-    TickAB<double> _tick(_bid, _bid);
-    EmitEntry(TickToEntry(_timestamp, _tick));
+#ifdef __MQL4__
+    // Refreshes Ask/Bid constants.
+    RefreshRates();
+    double _ask = Ask;
+    double _bid = Bid;
+    long _time = TimeCurrent();
+#else
+    static MqlTick _ticks[];
+    // Copying only the last tick.
+    int _num_copied = CopyTicks(GetSymbol(), _ticks, COPY_TICKS_INFO, 0, 1);
+
+    Print("TickReal: ", TimeToString(_ticks[0].time), " = ", _ticks[0].bid);
+    double _ask = _ticks[0].ask;
+    double _bid = _ticks[0].bid;
+    long _time = _ticks[0].time;
+#endif
+    TickAB<double> _tick(_ask, _bid);
+    EmitEntry(TickToEntry(_time, _tick));
   }
 };
diff --git a/Indicators/Indi_AMA.mqh b/Indicators/Indi_AMA.mqh
@@ -96,7 +96,8 @@ class Indi_AMA : public Indicator<IndiAMAParams> {
                                 int _mode = 0, int _shift = 0, IndicatorBase *_obj = NULL) {
     INDICATOR_CALCULATE_POPULATE_PARAMS_AND_CACHE_SHORT_DS(
         _indi, _symbol, _tf, _ap,
-        Util::MakeKey("INDI_AMA", _ama_period, _fast_ema_period, _slow_ema_period, _ama_shift, (int)_ap));
+        Util::MakeKey("INDI_AMA_ON_" + _indi.GetFullName(), _ama_period, _fast_ema_period, _slow_ema_period, _ama_shift,
+                      (int)_ap));
     return iAMAOnArray(INDICATOR_CALCULATE_POPULATED_PARAMS_SHORT, _ama_period, _fast_ema_period, _slow_ema_period,
                        _ama_shift, _mode, _shift, _cache);
   }