Manual MT5
Uploaded by
jaksonrenealcazarManual MT5
Uploaded by
jaksonrenealcazarMQL5 Language REFERENCE
for the MetaTrader 5 client terminal
STUDY MQL5 and
SOLVE any tasks:
• Create your own technical analysis indicators
of any complexity
• Use autotrading - automate trading systems
to work on various financial markets
• Develop your own analytical tools based on
mathematical achievements and traditional
methods
• Write information trading systems for solving
a wide range of tasks (trading, monitoring,
alerting, etc.)
© 2000-2017, MetaQuotes Software Corp.
2 Content
Content
MQL5 Reference 60
1 Language Basics................................................................................................. 62
Sy ntax ............................................................................................................................63
Comments......................................................................................................................... 64
Identifiers......................................................................................................................... 65
Reserved .........................................................................................................................
Words 66
Data Ty pes ............................................................................................................................68
Integer Types
......................................................................................................................... 69
Char, Short, Int................................................................................................................
and Long Types 70
Character Constants
................................................................................................................ 74
Datetime Type ................................................................................................................ 77
Color Type ................................................................................................................ 78
Bool Type ................................................................................................................ 79
Enumerations................................................................................................................ 80
Real Types.........................................................................................................................
(double, float) 82
String Type......................................................................................................................... 87
Structures,.........................................................................................................................
Classes and Interfaces 88
Dynamic .........................................................................................................................
Array Object 101
Typecasting
......................................................................................................................... 102
Void Type.........................................................................................................................
and NULL Constant 109
User-defined
.........................................................................................................................
Types 110
Object Pointers
......................................................................................................................... 120
References:
.........................................................................................................................
Modifier & and Keyword this 123
Operations............................................................................................................................125
and Expressions
Expressions
......................................................................................................................... 126
Arithmetic
.........................................................................................................................
Operations 127
Assignment
.........................................................................................................................
Operations 128
Operations
.........................................................................................................................
of Relation 129
Boolean Operations
......................................................................................................................... 130
Bitwise Operations
......................................................................................................................... 132
Other Operations
......................................................................................................................... 135
Precedence
.........................................................................................................................
Rules 139
Operators ............................................................................................................................141
Compound .........................................................................................................................
Operator 143
Expression
.........................................................................................................................
Operator 144
Return Operator
......................................................................................................................... 145
Conditional
.........................................................................................................................
Operator if-else 146
Ternary .........................................................................................................................
Operator ?: 147
Switch Operator
......................................................................................................................... 149
Loop Operator
.........................................................................................................................
while 151
Loop Operator
.........................................................................................................................
for 152
Loop Operator
.........................................................................................................................
do while 153
Break Operator
......................................................................................................................... 154
Continue.........................................................................................................................
Operator 155
Object Create
.........................................................................................................................
Operator new 156
Object Delete
.........................................................................................................................
Operator delete 157
Functions ............................................................................................................................158
Function.........................................................................................................................
Call 160
Passing Parameters
......................................................................................................................... 161
Function.........................................................................................................................
Overloading 164
Operation.........................................................................................................................
Overloading 167
Description
.........................................................................................................................
of External Functions 180
Exporting.........................................................................................................................
Functions 182
© 2000-2017, MetaQuotes Software Corp.
3 Content
Event Handling
.........................................................................................................................
Functions 183
V ariables ............................................................................................................................194
Local Variables
......................................................................................................................... 196
Formal Parameters
......................................................................................................................... 198
Static Variables
......................................................................................................................... 200
Global Variables
......................................................................................................................... 202
Input Variables
......................................................................................................................... 203
Extern Variables
......................................................................................................................... 207
Initialization
.........................................................................................................................
of Variables 208
Visibility .........................................................................................................................
Scope and Lifetime of Variables 210
Creating.........................................................................................................................
and Deleting Objects 212
Preprocessor ............................................................................................................................215
Macro substitution
.........................................................................................................................
(#define) 216
Program.........................................................................................................................
Properties (#property) 219
Including.........................................................................................................................
Files (#include) 224
Importing .........................................................................................................................
Functions (#import) 225
Conditional.........................................................................................................................
Compilation (#ifdef, #ifndef, #else, #endif) 227
............................................................................................................................229
Object-Oriented Programming
Encapsulation
.........................................................................................................................
and Extensibility of Types 231
Inheritance......................................................................................................................... 234
Polymorphism
......................................................................................................................... 239
Overload......................................................................................................................... 243
Virtual Functions
......................................................................................................................... 244
Static Members
.........................................................................................................................
of a Class 248
Function.........................................................................................................................
templates 252
Class templates
......................................................................................................................... 256
Abstract.........................................................................................................................
Classes 261
2 Standard Constants,
.................................................................................................
Enumerations and Structures 263
............................................................................................................................264
Chart Constants
Types of .........................................................................................................................
Chart Events 265
Chart Timeframes
......................................................................................................................... 271
Chart Properties
......................................................................................................................... 273
Positioning
.........................................................................................................................
Constants 280
Chart Representation
......................................................................................................................... 281
Examples.........................................................................................................................
of Working with the Chart 283
............................................................................................................................341
Objects Constants
Object Types
......................................................................................................................... 342
OBJ_VLINE ................................................................................................................ 344
OBJ_HLINE ................................................................................................................ 349
OBJ_TREND ................................................................................................................ 354
OBJ_TRENDBYANGLE
................................................................................................................ 361
OBJ_CYCLES................................................................................................................ 367
OBJ_ARROWED_LINE
................................................................................................................ 373
OBJ_CHANNEL ................................................................................................................ 379
OBJ_STDDEVCHANNEL
................................................................................................................ 386
OBJ_REGRESSION................................................................................................................ 393
OBJ_PITCHFORK ................................................................................................................ 399
OBJ_GANNLINE ................................................................................................................ 407
OBJ_GANNFAN ................................................................................................................ 414
OBJ_GANNGRID ................................................................................................................ 421
OBJ_FIBO ................................................................................................................ 428
OBJ_FIBOTIMES ................................................................................................................ 435
OBJ_FIBOFAN ................................................................................................................ 442
OBJ_FIBOARC ................................................................................................................ 449
OBJ_FIBOCHANNEL
................................................................................................................ 456
OBJ_EXPANSION ................................................................................................................ 464
OBJ_ELLIOTWAVE5
................................................................................................................ 472
OBJ_ELLIOTWAVE3
................................................................................................................ 480
© 2000-2017, MetaQuotes Software Corp.
4 Content
OBJ_RECTANGLE ................................................................................................................ 487
OBJ_TRIANGLE ................................................................................................................ 493
OBJ_ELLIPSE................................................................................................................ 500
OBJ_ARROW_THUMB_UP
................................................................................................................ 506
OBJ_ARROW_THUMB_DOWN
................................................................................................................ 512
OBJ_ARROW_UP ................................................................................................................ 518
OBJ_ARROW_DOWN ................................................................................................................ 524
OBJ_ARROW_STOP ................................................................................................................ 530
OBJ_ARROW_CHECK ................................................................................................................ 536
OBJ_ARROW_LEFT_PRICE
................................................................................................................ 542
OBJ_ARROW_RIGHT_PRICE
................................................................................................................ 547
OBJ_ARROW_BUY ................................................................................................................ 552
OBJ_ARROW_SELL ................................................................................................................ 557
OBJ_ARROW................................................................................................................ 562
OBJ_TEXT ................................................................................................................ 568
OBJ_LABEL ................................................................................................................ 574
OBJ_BUTTON ................................................................................................................ 582
OBJ_CHART ................................................................................................................ 589
OBJ_BITMAP................................................................................................................ 596
OBJ_BITMAP_LABEL................................................................................................................ 603
OBJ_EDIT ................................................................................................................ 610
OBJ_EVENT ................................................................................................................ 617
OBJ_RECTANGLE_LABEL
................................................................................................................ 622
Object Properties
......................................................................................................................... 628
Methods .........................................................................................................................
of Object Binding 636
Chart Corner
......................................................................................................................... 641
Visibility .........................................................................................................................
of Objects 644
Levels of.........................................................................................................................
Elliott Wave 647
Gann Objects
......................................................................................................................... 648
Web Colors ......................................................................................................................... 650
Wingdings ......................................................................................................................... 652
............................................................................................................................653
Indicator Constants
Price Constants
......................................................................................................................... 654
Smoothing .........................................................................................................................
Methods 657
Indicators .........................................................................................................................
Lines 658
Drawing .........................................................................................................................
Styles 660
Custom Indicator
.........................................................................................................................
Properties 664
Indicator.........................................................................................................................
Types 667
Data Type .........................................................................................................................
Identifiers 669
Environment ............................................................................................................................670
State
Client Terminal
.........................................................................................................................
Properties 671
Running MQL5
.........................................................................................................................
Program Properties 676
Symbol Properties
......................................................................................................................... 679
Account .........................................................................................................................
Properties 692
Testing Statistics
......................................................................................................................... 696
............................................................................................................................700
Trade Constants
History Database
.........................................................................................................................
Properties 701
Order Properties
......................................................................................................................... 702
Position .........................................................................................................................
Properties 706
Deal Properties
......................................................................................................................... 709
Trade Operation
.........................................................................................................................
Types 712
Trade Transaction
.........................................................................................................................
Types 724
Trade Orders
.........................................................................................................................
in DOM 727
Signal Properties
......................................................................................................................... 728
............................................................................................................................730
Named Constants
Predefined .........................................................................................................................
Macro Substitutions 731
Mathematical
.........................................................................................................................
Constants 733
Numerical .........................................................................................................................
Type Constants 735
© 2000-2017, MetaQuotes Software Corp.
5 Content
Uninitialization
.........................................................................................................................
Reason Codes 738
Checking.........................................................................................................................
Object Pointer 740
Other Constants
......................................................................................................................... 741
............................................................................................................................745
Data Structures
Date Type .........................................................................................................................
Structure 746
Indicator.........................................................................................................................
Parameter Structure 747
History Data
.........................................................................................................................
Structure 748
Order Book.........................................................................................................................
Structure 749
Trade Request
.........................................................................................................................
Structure 750
Request .........................................................................................................................
Check Result Structure 764
Trade Request
.........................................................................................................................
Result Structure 765
Trade Transaction
.........................................................................................................................
Structure 769
Price Data.........................................................................................................................
Structure 777
............................................................................................................................778
Codes of Errors and W arnings
Trade Server
.........................................................................................................................
Return Codes 779
Compiler.........................................................................................................................
Warnings 782
Compilation
.........................................................................................................................
Errors 786
Runtime .........................................................................................................................
Errors 798
Input/Output ............................................................................................................................808
Constants
File Opening
.........................................................................................................................
Flags 809
File Properties
......................................................................................................................... 811
In-File Position
......................................................................................................................... 812
Use of a .........................................................................................................................
Codepage 813
MessageBox......................................................................................................................... 814
3 MQL5 programs
................................................................................................. 816
............................................................................................................................817
Program Running
............................................................................................................................823
Trade Permission
............................................................................................................................827
Client Terminal Events
Resources ............................................................................................................................830
............................................................................................................................842
Call of Imported Functions
............................................................................................................................844
Runtime Errors
............................................................................................................................845
Testing Trading Strategies
4 Predefined Variables
................................................................................................. 871
_Digits ............................................................................................................................872
_Point ............................................................................................................................873
_LastError ............................................................................................................................874
_Period ............................................................................................................................875
_RandomSeed............................................................................................................................876
_StopFlag ............................................................................................................................877
_Sy mbol ............................................................................................................................878
............................................................................................................................879
_UninitReason
5 Common Functions
................................................................................................. 880
Alert ............................................................................................................................882
............................................................................................................................883
CheckPointer
Comment ............................................................................................................................885
............................................................................................................................886
Cry ptEncode
............................................................................................................................888
Cry ptDecode
DebugBreak ............................................................................................................................889
............................................................................................................................890
ExpertRemove
GetPointer ............................................................................................................................892
............................................................................................................................896
GetTickCount
............................................................................................................................897
GetMicrosecondCount
MessageBox............................................................................................................................899
............................................................................................................................900
PeriodSeconds
Play Sound ............................................................................................................................901
Print ............................................................................................................................902
PrintFormat............................................................................................................................904
© 2000-2017, MetaQuotes Software Corp.
6 Content
............................................................................................................................910
ResetLastError
............................................................................................................................911
ResourceCreate
............................................................................................................................913
ResourceFree
............................................................................................................................914
ResourceReadImage
............................................................................................................................915
ResourceSave
............................................................................................................................916
SetUserError
SendFTP ............................................................................................................................917
............................................................................................................................918
SendNotification
SendMail ............................................................................................................................919
Sleep ............................................................................................................................920
............................................................................................................................921
TerminalClose
............................................................................................................................923
TesterStatistics
............................................................................................................................924
TesterW ithdraw al
............................................................................................................................925
TranslateKey
W ebRequest............................................................................................................................926
ZeroMemory ............................................................................................................................932
6 Array Functions
................................................................................................. 933
Array Bsearch............................................................................................................................934
Array Copy ............................................................................................................................938
Array Compare............................................................................................................................943
Array Free ............................................................................................................................944
............................................................................................................................953
Array GetAsSeries
............................................................................................................................956
Array Initialize
Array Fill ............................................................................................................................958
............................................................................................................................960
Array IsDy namic
............................................................................................................................962
Array IsSeries
Array Maximum............................................................................................................................964
Array Minimum............................................................................................................................975
Array Print ............................................................................................................................986
Array Range............................................................................................................................989
Array Resize ............................................................................................................................990
............................................................................................................................993
Array SetAsSeries
Array Size ............................................................................................................................996
Array Sort ............................................................................................................................998
7 Conversion Functions
................................................................................................. 1003
............................................................................................................................1005
CharToString
CharArray............................................................................................................................1006
ToString
............................................................................................................................1007
ColorToARGB
............................................................................................................................1009
ColorToString
............................................................................................................................1010
DoubleToString
............................................................................................................................1011
EnumToString
............................................................................................................................1013
IntegerToString
............................................................................................................................1014
ShortToString
ShortArray............................................................................................................................1015
ToString
............................................................................................................................1016
TimeToString
............................................................................................................................1017
NormalizeDouble
............................................................................................................................1019
StringToCharArray
............................................................................................................................1020
StringToColor
............................................................................................................................1021
StringToDouble
............................................................................................................................1022
StringToInteger
............................................................................................................................1023
StringToShortArray
............................................................................................................................1024
StringToTime
............................................................................................................................1025
StringFormat
8 Math Functions
................................................................................................. 1029
MathAbs ............................................................................................................................1031
............................................................................................................................1032
MathArccos
............................................................................................................................1033
MathArcsin
© 2000-2017, MetaQuotes Software Corp.
7 Content
MathArctan ............................................................................................................................1034
MathCeil ............................................................................................................................1035
MathCos ............................................................................................................................1036
MathExp ............................................................................................................................1037
MathFloor............................................................................................................................1038
MathLog ............................................................................................................................1039
MathLog10............................................................................................................................1040
MathMax ............................................................................................................................1041
MathMin ............................................................................................................................1042
MathMod ............................................................................................................................1043
MathPow ............................................................................................................................1044
MathRand ............................................................................................................................1045
MathRound ............................................................................................................................1046
MathSin ............................................................................................................................1047
MathSqrt ............................................................................................................................1048
MathSrand............................................................................................................................1049
MathTan ............................................................................................................................1052
............................................................................................................................1053
MathIsV alidNumber
MathExpm1 ............................................................................................................................1054
MathLog1p............................................................................................................................1055
MathArccosh............................................................................................................................1056
MathArcsinh............................................................................................................................1057
MathArctanh............................................................................................................................1058
MathCosh ............................................................................................................................1059
MathSinh ............................................................................................................................1060
MathTanh ............................................................................................................................1061
9 String Functions
................................................................................................. 1062
StringAdd............................................................................................................................1063
............................................................................................................................1065
StringBufferLen
............................................................................................................................1066
StringCompare
............................................................................................................................1068
StringConcatenate
StringFill ............................................................................................................................1069
StringFind............................................................................................................................1070
............................................................................................................................1071
StringGetCharacter
StringInit ............................................................................................................................1072
StringLen ............................................................................................................................1073
............................................................................................................................1074
StringReplace
............................................................................................................................1075
StringSetCharacter
StringSplit............................................................................................................................1077
............................................................................................................................1079
StringSubstr
StringToLow............................................................................................................................1080
er
............................................................................................................................1081
StringToUpper
............................................................................................................................1082
StringTrimLeft
............................................................................................................................1083
StringTrimRight
10 Date and Time
................................................................................................. 1084
............................................................................................................................1085
TimeCurrent
............................................................................................................................1086
TimeTradeServer
TimeLocal............................................................................................................................1087
TimeGMT ............................................................................................................................1088
............................................................................................................................1089
TimeDay lightSavings
............................................................................................................................1090
TimeGMTOffset
............................................................................................................................1091
TimeToStruct
............................................................................................................................1092
StructToTime
11 Account Information
................................................................................................. 1093
............................................................................................................................1094
AccountInfoDouble
............................................................................................................................1095
AccountInfoInteger
............................................................................................................................1097
AccountInfoString
© 2000-2017, MetaQuotes Software Corp.
8 Content
12 Checkup ................................................................................................. 1098
............................................................................................................................1099
GetLastError
IsStopped............................................................................................................................1100
............................................................................................................................1101
UninitializeReason
............................................................................................................................1102
TerminalInfoInteger
............................................................................................................................1103
TerminalInfoDouble
............................................................................................................................1104
TerminalInfoString
............................................................................................................................1105
MQLInfoInteger
............................................................................................................................1106
MQLInfoString
Sy mbol ............................................................................................................................1107
Period ............................................................................................................................1108
Digits ............................................................................................................................1109
Point ............................................................................................................................1110
13 Market Info ................................................................................................. 1111
............................................................................................................................1112
Sy mbolsTotal
............................................................................................................................1113
Sy mbolName
............................................................................................................................1114
Sy mbolSelect
............................................................................................................................1115
Sy mbolIsSy nchronized
............................................................................................................................1116
Sy mbolInfoDouble
............................................................................................................................1118
Sy mbolInfoInteger
............................................................................................................................1120
Sy mbolInfoString
............................................................................................................................1121
Sy mbolInfoMarginRate
............................................................................................................................1122
Sy mbolInfoTick
............................................................................................................................1123
Sy mbolInfoSessionQuote
............................................................................................................................1124
Sy mbolInfoSessionTrade
............................................................................................................................1125
MarketBookAdd
............................................................................................................................1126
MarketBookRelease
............................................................................................................................1127
MarketBookGet
14 Timeseries and
.................................................................................................
Indicators Access 1128
............................................................................................................................1132
Indexing Direction in Array s, Buffers and Timeseries
Organizing............................................................................................................................1135
Data Access
............................................................................................................................1144
SeriesInfoInteger
Bars ............................................................................................................................1146
............................................................................................................................1149
BarsCalculated
............................................................................................................................1151
IndicatorCreate
............................................................................................................................1153
IndicatorParameters
............................................................................................................................1155
IndicatorRelease
............................................................................................................................1157
Copy Buffer
Copy Rates............................................................................................................................1162
Copy Time............................................................................................................................1166
Copy Open............................................................................................................................1169
Copy High ............................................................................................................................1172
Copy Low ............................................................................................................................1176
Copy Close............................................................................................................................1179
Copy TickV............................................................................................................................1182
olume
Copy RealV............................................................................................................................1186
olume
............................................................................................................................1189
Copy Spread
Copy Ticks............................................................................................................................1193
............................................................................................................................1199
Copy TicksRange
15 Chart Operations
................................................................................................. 1201
ChartApply ............................................................................................................................1204
Template
............................................................................................................................1207
ChartSaveTemplate
............................................................................................................................1212
ChartW indow Find
............................................................................................................................1214
ChartTimePriceToX Y
............................................................................................................................1215
ChartX Y ToTimePrice
ChartOpen............................................................................................................................1217
ChartFirst ............................................................................................................................1218
© 2000-2017, MetaQuotes Software Corp.
9 Content
ChartNext............................................................................................................................1219
ChartClose............................................................................................................................1220
............................................................................................................................1221
ChartSy mbol
............................................................................................................................1222
ChartPeriod
............................................................................................................................1223
ChartRedraw
............................................................................................................................1224
ChartSetDouble
............................................................................................................................1225
ChartSetInteger
............................................................................................................................1226
ChartSetString
............................................................................................................................1227
ChartGetDouble
............................................................................................................................1229
ChartGetInteger
............................................................................................................................1231
ChartGetString
............................................................................................................................1233
ChartNavigate
ChartID ............................................................................................................................1236
............................................................................................................................1237
ChartIndicatorAdd
............................................................................................................................1241
ChartIndicatorDelete
............................................................................................................................1244
ChartIndicatorGet
............................................................................................................................1246
ChartIndicatorName
............................................................................................................................1247
ChartIndicatorsTotal
............................................................................................................................1248
ChartW indow OnDropped
............................................................................................................................1249
ChartPriceOnDropped
............................................................................................................................1250
ChartTimeOnDropped
............................................................................................................................1251
ChartX OnDropped
............................................................................................................................1252
ChartY OnDropped
ChartSetSy............................................................................................................................1253
mbolPeriod
............................................................................................................................1254
ChartScreenShot
16 Trade Functions
................................................................................................. 1257
............................................................................................................................1259
OrderCalcMargin
............................................................................................................................1260
OrderCalcProfit
OrderCheck............................................................................................................................1261
OrderSend ............................................................................................................................1262
............................................................................................................................1267
OrderSendAsy nc
............................................................................................................................1278
PositionsTotal
............................................................................................................................1279
PositionGetSy mbol
............................................................................................................................1280
PositionSelect
............................................................................................................................1281
PositionSelectBy Ticket
............................................................................................................................1282
PositionGetDouble
............................................................................................................................1283
PositionGetInteger
............................................................................................................................1285
PositionGetString
............................................................................................................................1286
PositionGetTicket
............................................................................................................................1287
OrdersTotal
............................................................................................................................1288
OrderGetTicket
............................................................................................................................1290
OrderSelect
............................................................................................................................1291
OrderGetDouble
............................................................................................................................1292
OrderGetInteger
............................................................................................................................1293
OrderGetString
............................................................................................................................1294
History Select
............................................................................................................................1296
History SelectBy Position
............................................................................................................................1297
History OrderSelect
............................................................................................................................1298
History OrdersTotal
............................................................................................................................1299
History OrderGetTicket
............................................................................................................................1301
History OrderGetDouble
............................................................................................................................1302
History OrderGetInteger
............................................................................................................................1305
History OrderGetString
............................................................................................................................1306
History DealSelect
............................................................................................................................1307
History DealsTotal
............................................................................................................................1308
History DealGetTicket
............................................................................................................................1310
History DealGetDouble
............................................................................................................................1311
History DealGetInteger
© 2000-2017, MetaQuotes Software Corp.
10 Content
............................................................................................................................1314
History DealGetString
17 Trade Signals................................................................................................. 1315
............................................................................................................................1316
SignalBaseGetDouble
............................................................................................................................1317
SignalBaseGetInteger
............................................................................................................................1318
SignalBaseGetString
............................................................................................................................1319
SignalBaseSelect
............................................................................................................................1320
SignalBaseTotal
............................................................................................................................1321
SignalInfoGetDouble
............................................................................................................................1322
SignalInfoGetInteger
............................................................................................................................1323
SignalInfoGetString
............................................................................................................................1324
SignalInfoSetDouble
............................................................................................................................1325
SignalInfoSetInteger
............................................................................................................................1326
SignalSubscribe
............................................................................................................................1327
SignalUnSubscribe
18 Global Variables
.................................................................................................
of the Terminal 1328
............................................................................................................................1329
GlobalV ariableCheck
............................................................................................................................1330
GlobalV ariableTime
............................................................................................................................1331
GlobalV ariableDel
............................................................................................................................1332
GlobalV ariableGet
............................................................................................................................1333
GlobalV ariableName
............................................................................................................................1334
GlobalV ariableSet
............................................................................................................................1335
GlobalV ariablesFlush
............................................................................................................................1336
GlobalV ariableTemp
............................................................................................................................1337
GlobalV ariableSetOnCondition
............................................................................................................................1338
GlobalV ariablesDeleteAll
............................................................................................................................1339
GlobalV ariablesTotal
19 File Functions
................................................................................................. 1340
............................................................................................................................1343
FileFindFirst
FileFindNext............................................................................................................................1345
............................................................................................................................1347
FileFindClose
FileIsExist ............................................................................................................................1349
FileOpen ............................................................................................................................1352
FileClose ............................................................................................................................1355
FileCopy ............................................................................................................................1356
FileDelete............................................................................................................................1359
FileMove ............................................................................................................................1361
FileFlush ............................................................................................................................1363
............................................................................................................................1365
FileGetInteger
FileIsEnding............................................................................................................................1368
............................................................................................................................1370
FileIsLineEnding
............................................................................................................................1375
FileReadArray
FileReadBool............................................................................................................................1377
............................................................................................................................1380
FileReadDatetime
............................................................................................................................1383
FileReadDouble
............................................................................................................................1386
FileReadFloat
............................................................................................................................1389
FileReadInteger
FileReadLong............................................................................................................................1393
............................................................................................................................1396
FileReadNumber
............................................................................................................................1401
FileReadString
............................................................................................................................1403
FileReadStruct
FileSeek ............................................................................................................................1407
FileSize ............................................................................................................................1410
FileTell ............................................................................................................................1412
FileW rite ............................................................................................................................1415
............................................................................................................................1418
FileW riteArray
............................................................................................................................1421
FileW riteDouble
............................................................................................................................1424
FileW riteFloat
© 2000-2017, MetaQuotes Software Corp.
11 Content
............................................................................................................................1426
FileW riteInteger
............................................................................................................................1429
FileW riteLong
............................................................................................................................1431
FileW riteString
............................................................................................................................1434
FileW riteStruct
FileLoad ............................................................................................................................1437
FileSave ............................................................................................................................1439
............................................................................................................................1441
FolderCreate
............................................................................................................................1444
FolderDelete
FolderClean............................................................................................................................1447
20 Custom Indicators
................................................................................................. 1450
............................................................................................................................1454
Indicator Sty les in Examples
DRAW_NONE
......................................................................................................................... 1461
DRAW_LINE
......................................................................................................................... 1464
DRAW_SECTION
......................................................................................................................... 1468
DRAW_HISTOGRAM
......................................................................................................................... 1472
DRAW_HISTOGRAM2
......................................................................................................................... 1476
DRAW_ARROW
......................................................................................................................... 1480
DRAW_ZIGZAG
......................................................................................................................... 1485
DRAW_FILLING
......................................................................................................................... 1490
DRAW_BARS
......................................................................................................................... 1495
DRAW_CANDLES
......................................................................................................................... 1501
DRAW_COLOR_LINE
......................................................................................................................... 1507
DRAW_COLOR_SECTION
......................................................................................................................... 1512
DRAW_COLOR_HISTOGRAM
......................................................................................................................... 1518
DRAW_COLOR_HISTOGRAM2
......................................................................................................................... 1523
DRAW_COLOR_ARROW
......................................................................................................................... 1528
DRAW_COLOR_ZIGZAG
......................................................................................................................... 1534
DRAW_COLOR_BARS
......................................................................................................................... 1539
DRAW_COLOR_CANDLES
......................................................................................................................... 1546
Connection............................................................................................................................1553
betw een Indicator Properties and Functions
............................................................................................................................1556
SetIndexBuffer
............................................................................................................................1559
IndicatorSetDouble
............................................................................................................................1563
IndicatorSetInteger
............................................................................................................................1567
IndicatorSetString
............................................................................................................................1570
PlotIndexSetDouble
............................................................................................................................1571
PlotIndexSetInteger
............................................................................................................................1575
PlotIndexSetString
............................................................................................................................1576
PlotIndexGetInteger
21 Object Functions
................................................................................................. 1579
............................................................................................................................1581
ObjectCreate
............................................................................................................................1585
ObjectName
............................................................................................................................1586
ObjectDelete
............................................................................................................................1587
ObjectsDeleteAll
............................................................................................................................1588
ObjectFind
............................................................................................................................1589
ObjectGetTimeBy V alue
............................................................................................................................1590
ObjectGetV alueBy Time
............................................................................................................................1591
ObjectMove
............................................................................................................................1592
ObjectsTotal
............................................................................................................................1593
ObjectSetDouble
............................................................................................................................1596
ObjectSetInteger
............................................................................................................................1599
ObjectSetString
............................................................................................................................1601
ObjectGetDouble
............................................................................................................................1602
ObjectGetInteger
............................................................................................................................1603
ObjectGetString
............................................................................................................................1605
TextSetFont
TextOut ............................................................................................................................1607
............................................................................................................................1611
TextGetSize
© 2000-2017, MetaQuotes Software Corp.
12 Content
22 Technical Indicators
................................................................................................. 1612
iAC ............................................................................................................................1615
iAD ............................................................................................................................1620
iADX ............................................................................................................................1625
............................................................................................................................1630
iADX W ilder
iAlligator ............................................................................................................................1635
iAMA ............................................................................................................................1642
iAO ............................................................................................................................1647
iATR ............................................................................................................................1652
iBearsPow............................................................................................................................1657
er
iBands ............................................................................................................................1662
............................................................................................................................1668
iBullsPow er
iCCI ............................................................................................................................1673
iChaikin ............................................................................................................................1678
iCustom ............................................................................................................................1683
iDEMA ............................................................................................................................1686
iDeMarker............................................................................................................................1691
iEnvelopes............................................................................................................................1696
iForce ............................................................................................................................1702
iFractals ............................................................................................................................1707
iFrAMA ............................................................................................................................1712
iGator ............................................................................................................................1717
iIchimoku............................................................................................................................1724
iBW MFI ............................................................................................................................1731
iMomentum ............................................................................................................................1736
iMFI ............................................................................................................................1741
iMA ............................................................................................................................1746
iOsMA ............................................................................................................................1751
iMACD ............................................................................................................................1756
iOBV ............................................................................................................................1762
iSAR ............................................................................................................................1767
iRSI ............................................................................................................................1772
iRV I ............................................................................................................................1777
iStdDev ............................................................................................................................1782
iStochastic............................................................................................................................1787
iTEMA ............................................................................................................................1793
iTriX ............................................................................................................................1798
iW PR ............................................................................................................................1803
iV IDy A ............................................................................................................................1808
iV olumes ............................................................................................................................1813
23 Working with.................................................................................................
Optimization Results 1818
FrameFirst............................................................................................................................1819
............................................................................................................................1820
FrameFilter
FrameNext ............................................................................................................................1821
............................................................................................................................1822
FrameInputs
FrameAdd............................................................................................................................1823
............................................................................................................................1824
ParameterGetRange
............................................................................................................................1827
ParameterSetRange
24 Working with.................................................................................................
Events 1829
............................................................................................................................1830
EventSetMillisecondTimer
............................................................................................................................1831
EventSetTimer
............................................................................................................................1832
EventKillTimer
............................................................................................................................1833
EventChartCustom
25 Working with.................................................................................................
OpenCL 1839
............................................................................................................................1841
CLHandleTy pe
............................................................................................................................1842
CLGetInfoInteger
............................................................................................................................1845
CLGetInfoString
© 2000-2017, MetaQuotes Software Corp.
13 Content
............................................................................................................................1848
CLContextCreate
............................................................................................................................1849
CLContextFree
............................................................................................................................1850
CLGetDeviceInfo
............................................................................................................................1854
CLProgramCreate
............................................................................................................................1859
CLProgramFree
............................................................................................................................1860
CLKernelCreate
............................................................................................................................1861
CLKernelFree
............................................................................................................................1862
CLSetKernelArg
............................................................................................................................1863
CLSetKernelArgMem
............................................................................................................................1864
CLSetKernelArgMemLocal
............................................................................................................................1865
CLBufferCreate
............................................................................................................................1866
CLBufferFree
CLBufferW............................................................................................................................1867
rite
............................................................................................................................1868
CLBufferRead
CLExecute............................................................................................................................1869
............................................................................................................................1871
CLExecutionStatus
26 Standard Library
................................................................................................. 1872
............................................................................................................................1873
Mathematics
Statistics
......................................................................................................................... 1874
Statistical ................................................................................................................
Characteristics 1877
MathMean ........................................................................................................... 1878
MathVariance ........................................................................................................... 1879
MathSkewness ........................................................................................................... 1880
MathKurtosis ........................................................................................................... 1881
MathMoments ........................................................................................................... 1882
MathMedian ........................................................................................................... 1883
MathStandardDeviation
........................................................................................................... 1884
MathAverageDeviation
........................................................................................................... 1885
Normal Distribution
................................................................................................................ 1886
MathProbabilityDensityNormal
........................................................................................................... 1890
MathCumulativeDistributionNormal
........................................................................................................... 1892
MathQuantileNormal
........................................................................................................... 1894
MathRandomNormal
........................................................................................................... 1896
MathMomentsNormal
........................................................................................................... 1897
Log-normal................................................................................................................
distribution 1898
MathProbabilityDensityLognormal
........................................................................................................... 1902
MathCumulativeDistributionLognormal
........................................................................................................... 1904
MathQuantileLognormal
........................................................................................................... 1906
MathRandomLognormal
........................................................................................................... 1908
MathMomentsLognormal
........................................................................................................... 1909
Beta distribution
................................................................................................................ 1910
MathProbabilityDensityBeta
........................................................................................................... 1914
MathCumulativeDistributionBeta
........................................................................................................... 1916
MathQuantileBeta
........................................................................................................... 1918
MathRandomBeta
........................................................................................................... 1920
MathMomentsBeta
........................................................................................................... 1921
Noncentral................................................................................................................
beta distribution 1922
MathProbabilityDensityNoncentralBeta
........................................................................................................... 1926
MathCumulativeDistributionNoncentralBeta
........................................................................................................... 1928
MathQuantileNoncentralBeta
........................................................................................................... 1930
MathRandomNoncentralBeta
........................................................................................................... 1932
MathMomentsNoncentralBeta
........................................................................................................... 1933
Gamma distribution
................................................................................................................ 1934
MathProbabilityDensityGamma
........................................................................................................... 1938
MathCumulativeDistributionGamma
........................................................................................................... 1940
MathQuantileGamma
........................................................................................................... 1942
MathRandomGamma
........................................................................................................... 1944
MathMomentsGamma
........................................................................................................... 1945
© 2000-2017, MetaQuotes Software Corp.
14 Content
Chi-squared................................................................................................................
distribution 1946
MathProbabilityDensityChiSquare
........................................................................................................... 1950
MathCumulativeDistributionChiSquare
........................................................................................................... 1952
MathQuantileChiSquare
........................................................................................................... 1954
MathRandomChiSquare
........................................................................................................... 1956
MathMomentsChiSquare
........................................................................................................... 1957
Noncentral................................................................................................................
chi-squared distribution 1958
MathProbabilityDensityNoncentralChiSquare
........................................................................................................... 1962
MathCumulativeDistributionNoncentralChiSquare
........................................................................................................... 1964
MathQuantileNoncentralChiSquare
........................................................................................................... 1966
MathRandomNoncentralChiSquare
........................................................................................................... 1968
MathMomentsNoncentralChiSquare
........................................................................................................... 1969
Exponential................................................................................................................
distribution 1970
MathProbabilityDensityExponential
........................................................................................................... 1974
MathCumulativeDistributionExponential
........................................................................................................... 1976
MathQuantileExponential
........................................................................................................... 1978
MathRandomExponential
........................................................................................................... 1980
MathMomentsExponential
........................................................................................................... 1981
F-distribution
................................................................................................................ 1982
MathProbabilityDensityF
........................................................................................................... 1986
MathCumulativeDistributionF
........................................................................................................... 1988
MathQuantileF
........................................................................................................... 1990
MathRandomF........................................................................................................... 1992
MathMomentsF
........................................................................................................... 1993
Noncentral................................................................................................................
F-distribution 1994
MathProbabilityDensityNoncentralF
........................................................................................................... 1998
MathCumulativeDistributionNoncentralF
........................................................................................................... 2000
MathQuantileNoncentralF
........................................................................................................... 2002
MathRandomNoncentralF
........................................................................................................... 2004
MathMomentsNoncentralF
........................................................................................................... 2005
T-distribution
................................................................................................................ 2006
MathProbabilityDensityT
........................................................................................................... 2010
MathCumulativeDistributionT
........................................................................................................... 2012
MathQuantileT
........................................................................................................... 2014
MathRandomT........................................................................................................... 2016
MathMomentsT
........................................................................................................... 2017
Noncentral................................................................................................................
t-distribution 2018
MathProbabilityDensityNoncentralT
........................................................................................................... 2022
MathCumulativeDistributionNoncentralT
........................................................................................................... 2024
MathQuantileNoncentralT
........................................................................................................... 2026
MathRandomNoncentralT
........................................................................................................... 2028
MathMomentsNoncentralT
........................................................................................................... 2029
Logistic distribution
................................................................................................................ 2030
MathProbabilityDensityLogistic
........................................................................................................... 2034
MathCumulativeDistributionLogistic
........................................................................................................... 2036
MathQuantileLogistic
........................................................................................................... 2038
MathRandomLogistic
........................................................................................................... 2040
MathMomentsLogistic
........................................................................................................... 2041
Cauchy distribution
................................................................................................................ 2042
MathProbabilityDensityCauchy
........................................................................................................... 2046
MathCumulativeDistributionCauchy
........................................................................................................... 2048
MathQuantileCauchy
........................................................................................................... 2050
MathRandomCauchy
........................................................................................................... 2052
MathMomentsCauchy
........................................................................................................... 2053
Uniform distribution
................................................................................................................ 2054
MathProbabilityDensityUniform
........................................................................................................... 2058
MathCumulativeDistributionUniform
........................................................................................................... 2060
MathQuantileUniform
........................................................................................................... 2062
© 2000-2017, MetaQuotes Software Corp.
15 Content
MathRandomUniform
........................................................................................................... 2064
MathMomentsUniform
........................................................................................................... 2065
Weibull distribution
................................................................................................................ 2066
MathProbabilityDensityWeibull
........................................................................................................... 2070
MathCumulativeDistributionWeibull
........................................................................................................... 2072
MathQuantileWeibull
........................................................................................................... 2074
MathRandomWeibull
........................................................................................................... 2076
MathMomentsWeibull
........................................................................................................... 2077
Binomial distribution
................................................................................................................ 2078
MathProbabilityDensityBinomial
........................................................................................................... 2081
MathCumulativeDistributionBinomial
........................................................................................................... 2083
MathQuantileBinomial
........................................................................................................... 2085
MathRandomBinomial
........................................................................................................... 2087
MathMomentsBinomial
........................................................................................................... 2088
Negative binomial
................................................................................................................
distribution 2089
MathProbabilityDensityNegativeBinomial
........................................................................................................... 2092
MathCumulativeDistributionNegativeBinomial
........................................................................................................... 2094
MathQuantileNegativeBinomial
........................................................................................................... 2096
MathRandomNegativeBinomial
........................................................................................................... 2098
MathMomentsNegativeBinomial
........................................................................................................... 2099
Geometric ................................................................................................................
distribution 2100
MathProbabilityDensityGeometric
........................................................................................................... 2104
MathCumulativeDistributionGeometric
........................................................................................................... 2106
MathQuantileGeometric
........................................................................................................... 2108
MathRandomGeometric
........................................................................................................... 2110
MathMomentsGeometric
........................................................................................................... 2111
Hypergeometric
................................................................................................................
distribution 2112
MathProbabilityDensityHypergeometric
........................................................................................................... 2116
MathCumulativeDistributionHypergeometric
........................................................................................................... 2118
MathQuantileHypergeometric
........................................................................................................... 2120
MathRandomHypergeometric
........................................................................................................... 2122
MathMomentsHypergeometric
........................................................................................................... 2123
Poisson distribution
................................................................................................................ 2124
MathProbabilityDensityPoisson
........................................................................................................... 2128
MathCumulativeDistributionPoisson
........................................................................................................... 2130
MathQuantilePoisson
........................................................................................................... 2132
MathRandomPoisson
........................................................................................................... 2134
MathMomentsPoisson
........................................................................................................... 2135
Subfunctions
................................................................................................................ 2136
MathRandomNonZero
........................................................................................................... 2141
MathMoments ........................................................................................................... 2142
MathPowInt ........................................................................................................... 2143
MathFactorial
........................................................................................................... 2144
MathTrunc........................................................................................................... 2145
MathRound........................................................................................................... 2146
MathArctan2 ........................................................................................................... 2148
MathGamma ........................................................................................................... 2150
MathGammaLog........................................................................................................... 2151
MathBeta ........................................................................................................... 2152
MathBetaLog ........................................................................................................... 2153
MathBetaIncomplete
........................................................................................................... 2154
MathGammaIncomplete
........................................................................................................... 2155
MathBinomialCoefficient
........................................................................................................... 2156
MathBinomialCoefficientLog
........................................................................................................... 2157
MathHypergeometric2F2
........................................................................................................... 2158
MathSequence........................................................................................................... 2159
MathSequenceByCount
........................................................................................................... 2160
MathReplicate
........................................................................................................... 2161
© 2000-2017, MetaQuotes Software Corp.
16 Content
MathReverse
........................................................................................................... 2162
MathIdentical
........................................................................................................... 2163
MathUnique........................................................................................................... 2164
MathQuickSortAscending
........................................................................................................... 2165
MathQuickSortDescending
........................................................................................................... 2166
MathQuickSort
........................................................................................................... 2167
MathOrder........................................................................................................... 2168
MathBitwiseNot
........................................................................................................... 2169
MathBitwiseAnd
........................................................................................................... 2170
MathBitwiseOr
........................................................................................................... 2171
MathBitwiseXor
........................................................................................................... 2172
MathBitwiseShiftL
........................................................................................................... 2173
MathBitwiseShiftR
........................................................................................................... 2174
MathCumulativeSum
........................................................................................................... 2175
MathCumulativeProduct
........................................................................................................... 2176
MathCumulativeMin
........................................................................................................... 2177
MathCumulativeMax
........................................................................................................... 2178
MathSin ........................................................................................................... 2179
MathCos ........................................................................................................... 2180
MathTan ........................................................................................................... 2181
MathArcsin........................................................................................................... 2182
MathArccos........................................................................................................... 2183
MathArctan........................................................................................................... 2184
MathSinPi ........................................................................................................... 2185
MathCosPi ........................................................................................................... 2186
MathTanPi ........................................................................................................... 2187
MathAbs ........................................................................................................... 2188
MathCeil ........................................................................................................... 2189
MathFloor ........................................................................................................... 2190
MathSqrt ........................................................................................................... 2191
MathExp ........................................................................................................... 2192
MathPow ........................................................................................................... 2193
MathLog ........................................................................................................... 2194
MathLog2 ........................................................................................................... 2195
MathLog10........................................................................................................... 2196
MathLog1p........................................................................................................... 2197
MathDifference
........................................................................................................... 2198
MathSample........................................................................................................... 2200
MathTukeySummary
........................................................................................................... 2203
MathRange........................................................................................................... 2204
MathMin ........................................................................................................... 2205
MathMax ........................................................................................................... 2206
MathSum ........................................................................................................... 2207
MathProduct
........................................................................................................... 2208
MathStandardDeviation
........................................................................................................... 2209
MathAverageDeviation
........................................................................................................... 2210
MathMedian........................................................................................................... 2211
MathMean ........................................................................................................... 2212
MathVariance
........................................................................................................... 2213
MathSkewness
........................................................................................................... 2214
MathKurtosis
........................................................................................................... 2215
MathExpm1........................................................................................................... 2216
MathSinh ........................................................................................................... 2217
MathCosh ........................................................................................................... 2218
MathTanh ........................................................................................................... 2219
MathArcsinh
........................................................................................................... 2220
MathArccosh
........................................................................................................... 2221
MathArctanh
........................................................................................................... 2222
© 2000-2017, MetaQuotes Software Corp.
17 Content
MathSignif ........................................................................................................... 2223
MathRank ........................................................................................................... 2225
MathCorrelationPearson
........................................................................................................... 2226
MathCorrelationSpearman
........................................................................................................... 2227
MathCorrelationKendall
........................................................................................................... 2228
MathQuantile ........................................................................................................... 2229
MathProbabilityDensityEmpirical
........................................................................................................... 2230
MathCumulativeDistributionEmpirical
........................................................................................................... 2231
Fuzzy Logic
......................................................................................................................... 2232
Membership ................................................................................................................
functions 2233
CConstantMembershipFunction
........................................................................................................... 2235
GetValue ........................................................................................................... 2237
CCompositeMembershipFunction
........................................................................................................... 2238
CompositionType
........................................................................................................... 2240
MembershipFunctions
........................................................................................................... 2240
GetValue ........................................................................................................... 2240
CDifferencTwoSigmoidalMembershipFunction
........................................................................................................... 2242
A1 ........................................................................................................... 2244
A2 ........................................................................................................... 2244
C1 ........................................................................................................... 2245
C2 ........................................................................................................... 2245
GetValue ........................................................................................................... 2246
CGeneralizedBellShapedMembershipFunction
........................................................................................................... 2247
A ........................................................................................................... 2249
B ........................................................................................................... 2249
C ........................................................................................................... 2250
GetValue ........................................................................................................... 2250
CNormalCombinationMembershipFunction
........................................................................................................... 2251
B1 ........................................................................................................... 2253
B2 ........................................................................................................... 2253
Sigma1 ........................................................................................................... 2254
Sigma2 ........................................................................................................... 2254
GetValue ........................................................................................................... 2255
CNormalMembershipFunction
........................................................................................................... 2256
B ........................................................................................................... 2258
Sigma ........................................................................................................... 2258
GetValue ........................................................................................................... 2259
CP_ShapedMembershipFunction
........................................................................................................... 2260
A ........................................................................................................... 2262
B ........................................................................................................... 2262
C ........................................................................................................... 2263
D ........................................................................................................... 2263
GetValue ........................................................................................................... 2263
CProductTwoSigmoidalMembershipFunctions
........................................................................................................... 2265
A1 ........................................................................................................... 2267
A2 ........................................................................................................... 2267
C1 ........................................................................................................... 2268
C2 ........................................................................................................... 2268
GetValue ........................................................................................................... 2269
CS_ShapedMembershipFunction
........................................................................................................... 2270
A ........................................................................................................... 2272
B ........................................................................................................... 2272
GetValue ........................................................................................................... 2273
CSigmoidalMembershipFunction
........................................................................................................... 2274
A ........................................................................................................... 2276
C ........................................................................................................... 2276
GetValue ........................................................................................................... 2277
CTrapezoidMembershipFunction
........................................................................................................... 2278
© 2000-2017, MetaQuotes Software Corp.
18 Content
X1 ........................................................................................................... 2280
X2 ........................................................................................................... 2280
X3 ........................................................................................................... 2281
X4 ........................................................................................................... 2281
GetValue ........................................................................................................... 2282
CTriangularMembershipFunction
........................................................................................................... 2283
X1 ........................................................................................................... 2285
X2 ........................................................................................................... 2285
X3 ........................................................................................................... 2286
ToNormalMF ........................................................................................................... 2286
GetValue ........................................................................................................... 2286
CZ_ShapedMembershipFunction
........................................................................................................... 2288
A ........................................................................................................... 2290
B ........................................................................................................... 2290
GetValue ........................................................................................................... 2291
IMembershipFunction
........................................................................................................... 2292
GetValue ........................................................................................................... 2292
Fuzzy systems
................................................................................................................
rules 2293
CMamdaniFuzzyRule
........................................................................................................... 2294
Conclusion........................................................................................................... 2295
Weight ........................................................................................................... 2295
CSugenoFuzzyRule
........................................................................................................... 2296
Conclusion........................................................................................................... 2296
CSingleCondition
........................................................................................................... 2298
Not ........................................................................................................... 2298
Term ........................................................................................................... 2299
Var ........................................................................................................... 2299
CConditions ........................................................................................................... 2301
ConditionsList
........................................................................................................... 2301
Not ........................................................................................................... 2302
Op ........................................................................................................... 2302
CGenericFuzzyRule
........................................................................................................... 2303
Conclusion........................................................................................................... 2303
Condition ........................................................................................................... 2304
CreateCondition
........................................................................................................... 2304
Fuzzy systems
................................................................................................................
variables 2306
CFuzzyVariable
........................................................................................................... 2307
AddTerm ........................................................................................................... 2308
GetTermByName
........................................................................................................... 2308
Max ........................................................................................................... 2308
Min ........................................................................................................... 2309
Terms ........................................................................................................... 2309
Values ........................................................................................................... 2309
CSugenoVariable
........................................................................................................... 2311
Functions ........................................................................................................... 2311
GetFuncByName
........................................................................................................... 2312
Values ........................................................................................................... 2312
Fuzzy terms................................................................................................................ 2313
MembershipFunction
........................................................................................................... 2314
Fuzzy systems
................................................................................................................ 2315
Mamdani system
........................................................................................................... 2316
AggregationMethod
........................................................................................................... 2316
Calculate ........................................................................................................... 2317
DefuzzificationMethod
........................................................................................................... 2317
EmptyRule ........................................................................................................... 2317
ImplicationMethod
........................................................................................................... 2317
Output ........................................................................................................... 2318
OutputByName........................................................................................................... 2318
© 2000-2017, MetaQuotes Software Corp.
19 Content
ParseRule ........................................................................................................... 2318
Rules ........................................................................................................... 2318
Sugeno system........................................................................................................... 2320
Calculate ........................................................................................................... 2320
CreateSugenoFunction
........................................................................................................... 2321
EmptyRule ........................................................................................................... 2322
Output ........................................................................................................... 2322
OutputByName ........................................................................................................... 2322
ParseRule ........................................................................................................... 2322
Rules ........................................................................................................... 2323
OpenCL ............................................................................................................................2324
BufferCreate
......................................................................................................................... 2326
BufferFree
......................................................................................................................... 2327
BufferFromArray
......................................................................................................................... 2328
BufferRead
......................................................................................................................... 2329
BufferWrite
......................................................................................................................... 2330
Execute......................................................................................................................... 2331
GetContext
......................................................................................................................... 2332
GetKernel......................................................................................................................... 2333
GetKernelName
......................................................................................................................... 2334
GetProgram
......................................................................................................................... 2335
Initialize
......................................................................................................................... 2336
KernelCreate
......................................................................................................................... 2337
KernelFree
......................................................................................................................... 2338
SetArgument
......................................................................................................................... 2339
SetArgumentBuffer
......................................................................................................................... 2340
SetArgumentLocalMemory
......................................................................................................................... 2341
SetBuffersCount
......................................................................................................................... 2342
SetKernelsCount
......................................................................................................................... 2343
Shutdown ......................................................................................................................... 2344
SupportDouble
......................................................................................................................... 2345
Basic Class............................................................................................................................2346
CObject
Prev ......................................................................................................................... 2347
Prev ......................................................................................................................... 2348
Next ......................................................................................................................... 2349
Next ......................................................................................................................... 2350
Compare ......................................................................................................................... 2351
Save ......................................................................................................................... 2353
Load ......................................................................................................................... 2355
Type ......................................................................................................................... 2357
............................................................................................................................2358
Data Collections
CArray ......................................................................................................................... 2359
Step ................................................................................................................ 2361
Step ................................................................................................................ 2362
Total ................................................................................................................ 2363
Available ................................................................................................................ 2364
Max ................................................................................................................ 2365
IsSorted ................................................................................................................ 2366
SortMode ................................................................................................................ 2367
Clear ................................................................................................................ 2368
Sort ................................................................................................................ 2369
Save ................................................................................................................ 2370
Load ................................................................................................................ 2371
CArrayChar
......................................................................................................................... 2372
Reserve ................................................................................................................ 2375
Resize ................................................................................................................ 2376
Shutdown ................................................................................................................ 2377
Add ................................................................................................................ 2378
© 2000-2017, MetaQuotes Software Corp.
20 Content
AddArray ................................................................................................................ 2379
AddArray ................................................................................................................ 2380
Insert ................................................................................................................ 2382
InsertArray................................................................................................................ 2383
InsertArray................................................................................................................ 2384
AssignArray................................................................................................................ 2386
AssignArray................................................................................................................ 2387
Update ................................................................................................................ 2389
Shift ................................................................................................................ 2390
Delete ................................................................................................................ 2391
DeleteRange ................................................................................................................ 2392
At ................................................................................................................ 2393
CompareArray ................................................................................................................ 2395
CompareArray ................................................................................................................ 2396
InsertSort ................................................................................................................ 2397
Search ................................................................................................................ 2398
SearchGreat ................................................................................................................ 2399
SearchLess................................................................................................................ 2400
SearchGreatOrEqual
................................................................................................................ 2401
SearchLessOrEqual
................................................................................................................ 2402
SearchFirst................................................................................................................ 2403
SearchLast................................................................................................................ 2404
SearchLinear ................................................................................................................ 2405
Save ................................................................................................................ 2406
Load ................................................................................................................ 2407
Type ................................................................................................................ 2409
CArrayShort
......................................................................................................................... 2410
Reserve ................................................................................................................ 2413
Resize ................................................................................................................ 2414
Shutdown ................................................................................................................ 2415
Add ................................................................................................................ 2416
AddArray ................................................................................................................ 2417
AddArray ................................................................................................................ 2418
Insert ................................................................................................................ 2420
InsertArray................................................................................................................ 2421
InsertArray................................................................................................................ 2422
AssignArray................................................................................................................ 2424
AssignArray................................................................................................................ 2425
Update ................................................................................................................ 2427
Shift ................................................................................................................ 2428
Delete ................................................................................................................ 2429
DeleteRange ................................................................................................................ 2430
At ................................................................................................................ 2431
CompareArray ................................................................................................................ 2433
CompareArray ................................................................................................................ 2434
InsertSort ................................................................................................................ 2435
Search ................................................................................................................ 2436
SearchGreat ................................................................................................................ 2437
SearchLess................................................................................................................ 2438
SearchGreatOrEqual
................................................................................................................ 2439
SearchLessOrEqual
................................................................................................................ 2440
SearchFirst................................................................................................................ 2441
SearchLast................................................................................................................ 2442
SearchLinear ................................................................................................................ 2443
Save ................................................................................................................ 2444
Load ................................................................................................................ 2446
Type ................................................................................................................ 2448
CArrayInt
......................................................................................................................... 2449
© 2000-2017, MetaQuotes Software Corp.
21 Content
Reserve ................................................................................................................ 2452
Resize ................................................................................................................ 2453
Shutdown ................................................................................................................ 2454
Add ................................................................................................................ 2455
AddArray ................................................................................................................ 2456
AddArray ................................................................................................................ 2457
Insert ................................................................................................................ 2459
InsertArray................................................................................................................ 2460
InsertArray................................................................................................................ 2461
AssignArray................................................................................................................ 2463
AssignArray................................................................................................................ 2464
Update ................................................................................................................ 2466
Shift ................................................................................................................ 2467
Delete ................................................................................................................ 2468
DeleteRange ................................................................................................................ 2469
At ................................................................................................................ 2470
CompareArray ................................................................................................................ 2472
CompareArray ................................................................................................................ 2473
InsertSort ................................................................................................................ 2474
Search ................................................................................................................ 2475
SearchGreat ................................................................................................................ 2476
SearchLess................................................................................................................ 2477
SearchGreatOrEqual
................................................................................................................ 2478
SearchLessOrEqual
................................................................................................................ 2479
SearchFirst................................................................................................................ 2480
SearchLast................................................................................................................ 2481
SearchLinear ................................................................................................................ 2482
Save ................................................................................................................ 2483
Load ................................................................................................................ 2485
Type ................................................................................................................ 2487
CArrayLong
......................................................................................................................... 2488
Reserve ................................................................................................................ 2491
Resize ................................................................................................................ 2492
Shutdown ................................................................................................................ 2493
Add ................................................................................................................ 2494
AddArray ................................................................................................................ 2495
AddArray ................................................................................................................ 2496
Insert ................................................................................................................ 2498
InsertArray................................................................................................................ 2499
InsertArray................................................................................................................ 2500
AssignArray................................................................................................................ 2502
AssignArray................................................................................................................ 2503
Update ................................................................................................................ 2505
Shift ................................................................................................................ 2506
Delete ................................................................................................................ 2507
DeleteRange ................................................................................................................ 2508
At ................................................................................................................ 2509
CompareArray ................................................................................................................ 2511
CompareArray ................................................................................................................ 2512
InsertSort ................................................................................................................ 2513
Search ................................................................................................................ 2514
SearchGreat ................................................................................................................ 2515
SearchLess................................................................................................................ 2516
SearchGreatOrEqual
................................................................................................................ 2517
SearchLessOrEqual
................................................................................................................ 2518
SearchFirst................................................................................................................ 2519
SearchLast................................................................................................................ 2520
SearchLinear ................................................................................................................ 2521
© 2000-2017, MetaQuotes Software Corp.
22 Content
Save ................................................................................................................ 2522
Load ................................................................................................................ 2524
Type ................................................................................................................ 2526
CArrayFloat
......................................................................................................................... 2527
Delta ................................................................................................................ 2530
Reserve ................................................................................................................ 2531
Resize ................................................................................................................ 2532
Shutdown ................................................................................................................ 2533
Add ................................................................................................................ 2534
AddArray ................................................................................................................ 2535
AddArray ................................................................................................................ 2536
Insert ................................................................................................................ 2538
InsertArray................................................................................................................ 2539
InsertArray................................................................................................................ 2540
AssignArray................................................................................................................ 2542
AssignArray................................................................................................................ 2543
Update ................................................................................................................ 2545
Shift ................................................................................................................ 2546
Delete ................................................................................................................ 2547
DeleteRange ................................................................................................................ 2548
At ................................................................................................................ 2549
CompareArray ................................................................................................................ 2551
CompareArray ................................................................................................................ 2552
InsertSort ................................................................................................................ 2553
Search ................................................................................................................ 2554
SearchGreat ................................................................................................................ 2555
SearchLess................................................................................................................ 2556
SearchGreatOrEqual
................................................................................................................ 2557
SearchLessOrEqual
................................................................................................................ 2558
SearchFirst................................................................................................................ 2559
SearchLast................................................................................................................ 2560
SearchLinear ................................................................................................................ 2561
Save ................................................................................................................ 2562
Load ................................................................................................................ 2564
Type ................................................................................................................ 2566
CArrayDouble
......................................................................................................................... 2567
Delta ................................................................................................................ 2570
Reserve ................................................................................................................ 2571
Resize ................................................................................................................ 2572
Shutdown ................................................................................................................ 2573
Add ................................................................................................................ 2574
AddArray ................................................................................................................ 2575
AddArray ................................................................................................................ 2576
Insert ................................................................................................................ 2578
InsertArray................................................................................................................ 2579
InsertArray................................................................................................................ 2580
AssignArray................................................................................................................ 2582
AssignArray................................................................................................................ 2583
Update ................................................................................................................ 2585
Shift ................................................................................................................ 2586
Delete ................................................................................................................ 2587
DeleteRange ................................................................................................................ 2588
At ................................................................................................................ 2589
CompareArray ................................................................................................................ 2591
CompareArray ................................................................................................................ 2592
Minimum ................................................................................................................ 2593
Maximum ................................................................................................................ 2594
InsertSort ................................................................................................................ 2595
© 2000-2017, MetaQuotes Software Corp.
23 Content
Search ................................................................................................................ 2596
SearchGreat ................................................................................................................ 2597
SearchLess................................................................................................................ 2598
SearchGreatOrEqual
................................................................................................................ 2599
SearchLessOrEqual
................................................................................................................ 2600
SearchFirst................................................................................................................ 2601
SearchLast................................................................................................................ 2602
SearchLinear ................................................................................................................ 2603
Save ................................................................................................................ 2604
Load ................................................................................................................ 2606
Type ................................................................................................................ 2608
CArrayString
......................................................................................................................... 2609
Reserve ................................................................................................................ 2612
Resize ................................................................................................................ 2613
Shutdown ................................................................................................................ 2614
Add ................................................................................................................ 2615
AddArray ................................................................................................................ 2616
AddArray ................................................................................................................ 2617
Insert ................................................................................................................ 2619
InsertArray................................................................................................................ 2620
InsertArray................................................................................................................ 2621
AssignArray................................................................................................................ 2623
AssignArray................................................................................................................ 2624
Update ................................................................................................................ 2626
Shift ................................................................................................................ 2627
Delete ................................................................................................................ 2628
DeleteRange ................................................................................................................ 2629
At ................................................................................................................ 2630
CompareArray ................................................................................................................ 2632
CompareArray ................................................................................................................ 2633
InsertSort ................................................................................................................ 2634
Search ................................................................................................................ 2635
SearchGreat ................................................................................................................ 2636
SearchLess................................................................................................................ 2637
SearchGreatOrEqual
................................................................................................................ 2638
SearchLessOrEqual
................................................................................................................ 2639
SearchFirst................................................................................................................ 2640
SearchLast................................................................................................................ 2641
SearchLinear ................................................................................................................ 2642
Save ................................................................................................................ 2643
Load ................................................................................................................ 2645
Type ................................................................................................................ 2647
CArrayObj
......................................................................................................................... 2648
FreeMode ................................................................................................................ 2653
FreeMode ................................................................................................................ 2654
Reserve ................................................................................................................ 2656
Resize ................................................................................................................ 2657
Clear ................................................................................................................ 2658
Shutdown ................................................................................................................ 2659
CreateElement................................................................................................................ 2660
Add ................................................................................................................ 2662
AddArray ................................................................................................................ 2663
Insert ................................................................................................................ 2666
InsertArray................................................................................................................ 2668
AssignArray................................................................................................................ 2670
Update ................................................................................................................ 2672
Shift ................................................................................................................ 2673
Detach ................................................................................................................ 2674
© 2000-2017, MetaQuotes Software Corp.
24 Content
Delete ................................................................................................................ 2675
DeleteRange ................................................................................................................ 2676
At ................................................................................................................ 2677
CompareArray ................................................................................................................ 2678
InsertSort ................................................................................................................ 2679
Search ................................................................................................................ 2680
SearchGreat ................................................................................................................ 2681
SearchLess................................................................................................................ 2682
SearchGreatOrEqual
................................................................................................................ 2683
SearchLessOrEqual
................................................................................................................ 2685
SearchFirst................................................................................................................ 2686
SearchLast................................................................................................................ 2687
Save ................................................................................................................ 2688
Load ................................................................................................................ 2689
Type ................................................................................................................ 2691
CList ......................................................................................................................... 2692
FreeMode ................................................................................................................ 2694
FreeMode ................................................................................................................ 2695
Total ................................................................................................................ 2697
IsSorted ................................................................................................................ 2698
SortMode ................................................................................................................ 2699
CreateElement................................................................................................................ 2700
Add ................................................................................................................ 2701
Insert ................................................................................................................ 2702
DetachCurrent................................................................................................................ 2704
DeleteCurrent................................................................................................................ 2705
Delete ................................................................................................................ 2706
Clear ................................................................................................................ 2707
IndexOf ................................................................................................................ 2708
GetNodeAtIndex
................................................................................................................ 2709
GetFirstNode ................................................................................................................ 2710
GetPrevNode ................................................................................................................ 2711
GetCurrentNode
................................................................................................................ 2712
GetNextNode ................................................................................................................ 2713
GetLastNode ................................................................................................................ 2714
Sort ................................................................................................................ 2715
MoveToIndex ................................................................................................................ 2716
Exchange ................................................................................................................ 2717
CompareList ................................................................................................................ 2718
Search ................................................................................................................ 2719
Save ................................................................................................................ 2720
Load ................................................................................................................ 2722
Type ................................................................................................................ 2724
CTreeNode
......................................................................................................................... 2725
Owner ................................................................................................................ 2730
Left ................................................................................................................ 2731
Right ................................................................................................................ 2732
Balance ................................................................................................................ 2733
BalanceL ................................................................................................................ 2734
BalanceR ................................................................................................................ 2735
CreateSample ................................................................................................................ 2736
RefreshBalance
................................................................................................................ 2737
GetNext ................................................................................................................ 2738
SaveNode ................................................................................................................ 2739
LoadNode ................................................................................................................ 2740
Type ................................................................................................................ 2741
CTree ......................................................................................................................... 2742
Root ................................................................................................................ 2748
© 2000-2017, MetaQuotes Software Corp.
25 Content
CreateElement................................................................................................................ 2749
Insert ................................................................................................................ 2750
Detach ................................................................................................................ 2751
Delete ................................................................................................................ 2752
Clear ................................................................................................................ 2753
Find ................................................................................................................ 2754
Save ................................................................................................................ 2755
Load ................................................................................................................ 2756
Type ................................................................................................................ 2757
Files ............................................................................................................................2758
CFile ......................................................................................................................... 2759
Handle ................................................................................................................ 2761
Filename ................................................................................................................ 2762
Flags ................................................................................................................ 2763
SetUnicode................................................................................................................ 2764
SetCommon................................................................................................................ 2765
Open ................................................................................................................ 2766
Close ................................................................................................................ 2767
Delete ................................................................................................................ 2768
IsExist ................................................................................................................ 2769
Copy ................................................................................................................ 2770
Move ................................................................................................................ 2771
Size ................................................................................................................ 2772
Tell ................................................................................................................ 2773
Seek ................................................................................................................ 2774
Flush ................................................................................................................ 2775
IsEnding ................................................................................................................ 2776
IsLineEnding ................................................................................................................ 2777
FolderCreate ................................................................................................................ 2778
FolderDelete ................................................................................................................ 2779
FolderClean................................................................................................................ 2780
FileFindFirst................................................................................................................ 2781
FileFindNext ................................................................................................................ 2782
FileFindClose................................................................................................................ 2783
CFileBin......................................................................................................................... 2784
Open ................................................................................................................ 2786
WriteChar ................................................................................................................ 2787
WriteShort................................................................................................................ 2788
WriteInteger ................................................................................................................ 2789
WriteLong ................................................................................................................ 2790
WriteFloat................................................................................................................ 2791
WriteDouble ................................................................................................................ 2792
WriteString................................................................................................................ 2793
WriteCharArray
................................................................................................................ 2794
WriteShortArray
................................................................................................................ 2795
WriteIntegerArray
................................................................................................................ 2796
WriteLongArray
................................................................................................................ 2797
WriteFloatArray
................................................................................................................ 2798
WriteDoubleArray
................................................................................................................ 2799
WriteObject ................................................................................................................ 2800
ReadChar ................................................................................................................ 2801
ReadShort ................................................................................................................ 2802
ReadInteger ................................................................................................................ 2803
ReadLong ................................................................................................................ 2804
ReadFloat ................................................................................................................ 2805
ReadDouble................................................................................................................ 2806
ReadString................................................................................................................ 2807
ReadCharArray................................................................................................................ 2808
© 2000-2017, MetaQuotes Software Corp.
26 Content
ReadShortArray................................................................................................................ 2809
ReadIntegerArray
................................................................................................................ 2810
ReadLongArray ................................................................................................................ 2811
ReadFloatArray................................................................................................................ 2812
ReadDoubleArray
................................................................................................................ 2813
ReadObject................................................................................................................ 2814
CFileTxt......................................................................................................................... 2815
Open ................................................................................................................ 2816
WriteString................................................................................................................ 2817
ReadString................................................................................................................ 2818
Strings ............................................................................................................................2819
CString......................................................................................................................... 2820
Str ................................................................................................................ 2822
Len ................................................................................................................ 2823
Copy ................................................................................................................ 2824
Fill ................................................................................................................ 2825
Assign ................................................................................................................ 2826
Append ................................................................................................................ 2827
Insert ................................................................................................................ 2828
Compare ................................................................................................................ 2829
CompareNoCase ................................................................................................................ 2830
Left ................................................................................................................ 2831
Right ................................................................................................................ 2832
Mid ................................................................................................................ 2833
Trim ................................................................................................................ 2834
TrimLeft ................................................................................................................ 2835
TrimRight ................................................................................................................ 2836
Clear ................................................................................................................ 2837
ToUpper ................................................................................................................ 2838
ToLower ................................................................................................................ 2839
Reverse ................................................................................................................ 2840
Find ................................................................................................................ 2841
FindRev ................................................................................................................ 2842
Remove ................................................................................................................ 2843
Replace ................................................................................................................ 2844
............................................................................................................................2845
Graphic Objects
CChartObject
......................................................................................................................... 2846
ChartId ................................................................................................................ 2849
Window ................................................................................................................ 2850
Name ................................................................................................................ 2851
NumPoints ................................................................................................................ 2852
Attach ................................................................................................................ 2853
SetPoint ................................................................................................................ 2854
Delete ................................................................................................................ 2855
Detach ................................................................................................................ 2856
ShiftObject................................................................................................................ 2857
ShiftPoint ................................................................................................................ 2858
Time ................................................................................................................ 2859
Price ................................................................................................................ 2861
Color ................................................................................................................ 2863
Style ................................................................................................................ 2864
Width ................................................................................................................ 2865
Background ................................................................................................................ 2866
Selected ................................................................................................................ 2867
Selectable ................................................................................................................ 2868
Description................................................................................................................ 2869
Tooltip ................................................................................................................ 2870
Timeframes................................................................................................................ 2871
© 2000-2017, MetaQuotes Software Corp.
27 Content
Z_Order ................................................................................................................ 2872
CreateTime................................................................................................................ 2873
LevelsCount ................................................................................................................ 2874
LevelColor ................................................................................................................ 2875
LevelStyle ................................................................................................................ 2877
LevelWidth................................................................................................................ 2879
LevelValue ................................................................................................................ 2881
LevelDescription
................................................................................................................ 2883
GetInteger................................................................................................................ 2885
SetInteger................................................................................................................ 2887
GetDouble ................................................................................................................ 2889
SetDouble ................................................................................................................ 2891
GetString ................................................................................................................ 2893
SetString ................................................................................................................ 2895
Save ................................................................................................................ 2897
Load ................................................................................................................ 2898
Type ................................................................................................................ 2899
Line Objects
......................................................................................................................... 2900
CChartObjectVLine
................................................................................................................ 2901
Create ........................................................................................................... 2902
Type ........................................................................................................... 2903
CChartObjectHLine
................................................................................................................ 2904
Create ........................................................................................................... 2905
Type ........................................................................................................... 2906
CChartObjectTrend
................................................................................................................ 2907
Create ........................................................................................................... 2909
RayLeft ........................................................................................................... 2910
RayRight ........................................................................................................... 2911
Save ........................................................................................................... 2912
Load ........................................................................................................... 2913
Type ........................................................................................................... 2914
CChartObjectTrendByAngle
................................................................................................................ 2915
Create ........................................................................................................... 2917
Angle ........................................................................................................... 2918
Type ........................................................................................................... 2919
CChartObjectCycles
................................................................................................................ 2920
Create ........................................................................................................... 2921
Type ........................................................................................................... 2922
Channel.........................................................................................................................
Objects 2923
CChartObjectChannel
................................................................................................................ 2924
Create ........................................................................................................... 2926
Type ........................................................................................................... 2927
CChartObjectRegression
................................................................................................................ 2928
Create ........................................................................................................... 2930
Type ........................................................................................................... 2931
CChartObjectStdDevChannel
................................................................................................................ 2932
Create ........................................................................................................... 2934
Deviations........................................................................................................... 2935
Save ........................................................................................................... 2936
Load ........................................................................................................... 2937
Type ........................................................................................................... 2938
CChartObjectPitchfork
................................................................................................................ 2939
Create ........................................................................................................... 2941
Type ........................................................................................................... 2942
Gann Tools
......................................................................................................................... 2943
CChartObjectGannLine
................................................................................................................ 2944
Create ........................................................................................................... 2946
PipsPerBar........................................................................................................... 2947
© 2000-2017, MetaQuotes Software Corp.
28 Content
Save ........................................................................................................... 2948
Load ........................................................................................................... 2949
Type ........................................................................................................... 2950
CChartObjectGannFan
................................................................................................................ 2951
Create ........................................................................................................... 2953
PipsPerBar........................................................................................................... 2954
Downtrend........................................................................................................... 2955
Save ........................................................................................................... 2956
Load ........................................................................................................... 2957
Type ........................................................................................................... 2958
CChartObjectGannGrid
................................................................................................................ 2959
Create ........................................................................................................... 2961
PipsPerBar........................................................................................................... 2962
Downtrend........................................................................................................... 2963
Save ........................................................................................................... 2964
Load ........................................................................................................... 2965
Type ........................................................................................................... 2966
Fibonacci.........................................................................................................................
Tools 2967
CChartObjectFibo
................................................................................................................ 2968
Create ........................................................................................................... 2970
Type ........................................................................................................... 2971
CChartObjectFiboTimes
................................................................................................................ 2972
Create ........................................................................................................... 2973
Type ........................................................................................................... 2974
CChartObjectFiboFan
................................................................................................................ 2975
Create ........................................................................................................... 2976
Type ........................................................................................................... 2977
CChartObjectFiboArc
................................................................................................................ 2978
Create ........................................................................................................... 2980
Scale ........................................................................................................... 2981
Ellipse ........................................................................................................... 2982
Save ........................................................................................................... 2983
Load ........................................................................................................... 2984
Type ........................................................................................................... 2985
CChartObjectFiboChannel
................................................................................................................ 2986
Create ........................................................................................................... 2988
Type ........................................................................................................... 2989
CChartObjectFiboExpansion
................................................................................................................ 2990
Create ........................................................................................................... 2992
Type ........................................................................................................... 2993
Elliott Tools
......................................................................................................................... 2994
CChartObjectElliottWave3
................................................................................................................ 2995
Create ........................................................................................................... 2997
Degree ........................................................................................................... 2998
Lines ........................................................................................................... 2999
Save ........................................................................................................... 3000
Load ........................................................................................................... 3001
Type ........................................................................................................... 3002
CChartObjectElliottWave5
................................................................................................................ 3003
Create ........................................................................................................... 3005
Type ........................................................................................................... 3007
Shape Objects
......................................................................................................................... 3008
CChartObjectRectangle
................................................................................................................ 3009
Create ........................................................................................................... 3010
Type ........................................................................................................... 3011
CChartObjectTriangle
................................................................................................................ 3012
Create ........................................................................................................... 3013
Type ........................................................................................................... 3014
© 2000-2017, MetaQuotes Software Corp.
29 Content
CChartObjectEllipse
................................................................................................................ 3015
Create ........................................................................................................... 3016
Type ........................................................................................................... 3017
Arrow Objects
......................................................................................................................... 3018
CChartObjectArrow
................................................................................................................ 3019
Create ........................................................................................................... 3021
ArrowCode........................................................................................................... 3023
Anchor ........................................................................................................... 3025
Save ........................................................................................................... 3027
Load ........................................................................................................... 3028
Type ........................................................................................................... 3029
Arrows with ................................................................................................................
fixed code 3030
Create ........................................................................................................... 3032
ArrowCode........................................................................................................... 3034
Type ........................................................................................................... 3035
Control.........................................................................................................................
Objects 3036
CChartObjectText
................................................................................................................ 3037
Create ........................................................................................................... 3039
Angle ........................................................................................................... 3040
Font ........................................................................................................... 3041
FontSize ........................................................................................................... 3042
Anchor ........................................................................................................... 3043
Save ........................................................................................................... 3044
Load ........................................................................................................... 3045
Type ........................................................................................................... 3046
CChartObjectLabel
................................................................................................................ 3047
Create ........................................................................................................... 3049
X_Distance........................................................................................................... 3050
Y_Distance........................................................................................................... 3051
X_Size ........................................................................................................... 3052
Y_Size ........................................................................................................... 3053
Corner ........................................................................................................... 3054
Time ........................................................................................................... 3055
Price ........................................................................................................... 3056
Save ........................................................................................................... 3057
Load ........................................................................................................... 3058
Type ........................................................................................................... 3059
CChartObjectEdit
................................................................................................................ 3060
Create ........................................................................................................... 3062
TextAlign ........................................................................................................... 3063
X_Size ........................................................................................................... 3064
Y_Size ........................................................................................................... 3065
BackColor ........................................................................................................... 3066
BorderColor ........................................................................................................... 3067
ReadOnly ........................................................................................................... 3068
Angle ........................................................................................................... 3069
Save ........................................................................................................... 3070
Load ........................................................................................................... 3071
Type ........................................................................................................... 3072
CChartObjectButton
................................................................................................................ 3073
State ........................................................................................................... 3075
Save ........................................................................................................... 3076
Load ........................................................................................................... 3077
Type ........................................................................................................... 3078
CChartObjectSubChart
................................................................................................................ 3079
Create ........................................................................................................... 3081
X_Distance........................................................................................................... 3082
Y_Distance........................................................................................................... 3083
© 2000-2017, MetaQuotes Software Corp.
30 Content
Corner ........................................................................................................... 3084
X_Size ........................................................................................................... 3085
Y_Size ........................................................................................................... 3086
Symbol ........................................................................................................... 3087
Period ........................................................................................................... 3088
Scale ........................................................................................................... 3089
DateScale ........................................................................................................... 3090
PriceScale ........................................................................................................... 3091
Time ........................................................................................................... 3092
Price ........................................................................................................... 3093
Save ........................................................................................................... 3094
Load ........................................................................................................... 3095
Type ........................................................................................................... 3096
CChartObjectBitmap
................................................................................................................ 3097
Create ........................................................................................................... 3099
BmpFile ........................................................................................................... 3100
X_Offset ........................................................................................................... 3101
Y_Offset ........................................................................................................... 3102
Save ........................................................................................................... 3103
Load ........................................................................................................... 3104
Type ........................................................................................................... 3105
CChartObjectBmpLabel
................................................................................................................ 3106
Create ........................................................................................................... 3108
X_Distance........................................................................................................... 3109
Y_Distance........................................................................................................... 3110
X_Offset ........................................................................................................... 3111
Y_Offset ........................................................................................................... 3112
Corner ........................................................................................................... 3113
X_Size ........................................................................................................... 3114
Y_Size ........................................................................................................... 3115
BmpFileOn ........................................................................................................... 3116
BmpFileOff........................................................................................................... 3117
State ........................................................................................................... 3118
Time ........................................................................................................... 3119
Price ........................................................................................................... 3120
Save ........................................................................................................... 3121
Load ........................................................................................................... 3122
Type ........................................................................................................... 3123
CChartObjectRectLabel
................................................................................................................ 3124
Create ........................................................................................................... 3126
X_Size ........................................................................................................... 3127
Y_Size ........................................................................................................... 3128
BackColor ........................................................................................................... 3129
Angle ........................................................................................................... 3130
BorderType........................................................................................................... 3131
Save ........................................................................................................... 3132
Load ........................................................................................................... 3133
Type ........................................................................................................... 3134
............................................................................................................................3135
Custom Graphics
Attach ......................................................................................................................... 3139
Arc ......................................................................................................................... 3140
Pie ......................................................................................................................... 3144
FillPolygon
......................................................................................................................... 3148
FillEllipse
......................................................................................................................... 3149
GetDefaultColor
......................................................................................................................... 3150
ChartObjectName
......................................................................................................................... 3151
Circle ......................................................................................................................... 3152
CircleAA......................................................................................................................... 3153
© 2000-2017, MetaQuotes Software Corp.
31 Content
Create ......................................................................................................................... 3154
CircleWu ......................................................................................................................... 3155
CreateBitmap
......................................................................................................................... 3156
CreateBitmapLabel
......................................................................................................................... 3158
Destroy......................................................................................................................... 3160
Ellipse ......................................................................................................................... 3161
Erase ......................................................................................................................... 3162
EllipseAA ......................................................................................................................... 3163
EllipseWu ......................................................................................................................... 3164
Fill ......................................................................................................................... 3165
FillCircle......................................................................................................................... 3166
FillRectangle
......................................................................................................................... 3167
FillTriangle
......................................................................................................................... 3168
FontAngleGet
......................................................................................................................... 3169
FontAngleSet
......................................................................................................................... 3170
FontFlagsGet
......................................................................................................................... 3171
FontFlagsSet
......................................................................................................................... 3172
FontGet......................................................................................................................... 3173
FontNameGet
......................................................................................................................... 3174
FontNameSet
......................................................................................................................... 3175
FontSet......................................................................................................................... 3176
FontSizeGet
......................................................................................................................... 3177
FontSizeSet
......................................................................................................................... 3178
Height ......................................................................................................................... 3179
Line ......................................................................................................................... 3180
LineAA ......................................................................................................................... 3181
LineWu......................................................................................................................... 3182
LineHorizontal
......................................................................................................................... 3183
LineStyleSet
......................................................................................................................... 3184
LineVertical
......................................................................................................................... 3185
LineThickHorizontal
......................................................................................................................... 3186
LineThickVertical
......................................................................................................................... 3187
LineThick ......................................................................................................................... 3188
LoadFromFile
......................................................................................................................... 3189
PixelGet......................................................................................................................... 3190
PixelSet......................................................................................................................... 3191
PixelSetAA......................................................................................................................... 3192
Polygon......................................................................................................................... 3193
PolygonAA ......................................................................................................................... 3194
PolygonWu ......................................................................................................................... 3195
PolygonThick
......................................................................................................................... 3196
PolygonSmooth
......................................................................................................................... 3197
Polyline......................................................................................................................... 3198
PolylineAA......................................................................................................................... 3199
PolylineWu......................................................................................................................... 3200
PolylineSmooth
......................................................................................................................... 3201
PolylineThick
......................................................................................................................... 3202
Rectangle ......................................................................................................................... 3203
Resize ......................................................................................................................... 3204
ResourceName
......................................................................................................................... 3205
TextHeight......................................................................................................................... 3206
TextOut......................................................................................................................... 3207
TextSize ......................................................................................................................... 3208
TextWidth ......................................................................................................................... 3209
TransparentLevelSet
......................................................................................................................... 3210
Triangle......................................................................................................................... 3211
TriangleAA......................................................................................................................... 3212
TriangleWu......................................................................................................................... 3213
© 2000-2017, MetaQuotes Software Corp.
32 Content
Update ......................................................................................................................... 3214
Width ......................................................................................................................... 3215
............................................................................................................................3216
Price Charts
ChartID......................................................................................................................... 3221
Mode ......................................................................................................................... 3222
Foreground
......................................................................................................................... 3223
Shift ......................................................................................................................... 3224
ShiftSize
......................................................................................................................... 3225
AutoScroll
......................................................................................................................... 3226
Scale ......................................................................................................................... 3227
ScaleFix......................................................................................................................... 3228
ScaleFix_11
......................................................................................................................... 3229
FixedMax......................................................................................................................... 3230
FixedMin......................................................................................................................... 3231
PointsPerBar
......................................................................................................................... 3232
ScalePPB......................................................................................................................... 3233
ShowOHLC......................................................................................................................... 3234
ShowLineBid
......................................................................................................................... 3235
ShowLineAsk
......................................................................................................................... 3236
ShowLastLine
......................................................................................................................... 3237
ShowPeriodSep
......................................................................................................................... 3238
ShowGrid......................................................................................................................... 3239
ShowVolumes
......................................................................................................................... 3240
ShowObjectDescr
......................................................................................................................... 3241
ShowDateScale
......................................................................................................................... 3242
ShowPriceScale
......................................................................................................................... 3243
ColorBackground
......................................................................................................................... 3244
ColorForeground
......................................................................................................................... 3245
ColorGrid
......................................................................................................................... 3246
ColorBarUp
......................................................................................................................... 3247
ColorBarDown
......................................................................................................................... 3248
ColorCandleBull
......................................................................................................................... 3249
ColorCandleBear
......................................................................................................................... 3250
ColorChartLine
......................................................................................................................... 3251
ColorVolumes
......................................................................................................................... 3252
ColorLineBid
......................................................................................................................... 3253
ColorLineAsk
......................................................................................................................... 3254
ColorLineLast
......................................................................................................................... 3255
ColorStopLevels
......................................................................................................................... 3256
VisibleBars
......................................................................................................................... 3257
WindowsTotal
......................................................................................................................... 3258
WindowIsVisible
......................................................................................................................... 3259
WindowHandle
......................................................................................................................... 3260
FirstVisibleBar
......................................................................................................................... 3261
WidthInBars
......................................................................................................................... 3262
WidthInPixels
......................................................................................................................... 3263
HeightInPixels
......................................................................................................................... 3264
PriceMin......................................................................................................................... 3265
PriceMax......................................................................................................................... 3266
Attach ......................................................................................................................... 3267
FirstChart
......................................................................................................................... 3268
NextChart
......................................................................................................................... 3269
Open ......................................................................................................................... 3270
Detach......................................................................................................................... 3271
Close ......................................................................................................................... 3272
BringToTop
......................................................................................................................... 3273
EventObjectCreate
......................................................................................................................... 3274
EventObjectDelete
......................................................................................................................... 3275
© 2000-2017, MetaQuotes Software Corp.
33 Content
IndicatorAdd
......................................................................................................................... 3276
IndicatorDelete
......................................................................................................................... 3277
IndicatorsTotal
......................................................................................................................... 3278
IndicatorName
......................................................................................................................... 3279
Navigate ......................................................................................................................... 3280
Symbol ......................................................................................................................... 3281
Period ......................................................................................................................... 3282
Redraw......................................................................................................................... 3283
GetInteger
......................................................................................................................... 3284
SetInteger
......................................................................................................................... 3285
GetDouble......................................................................................................................... 3286
SetDouble......................................................................................................................... 3287
GetString......................................................................................................................... 3288
SetString......................................................................................................................... 3289
SetSymbolPeriod
......................................................................................................................... 3290
ApplyTemplate
......................................................................................................................... 3291
ScreenShot
......................................................................................................................... 3292
WindowOnDropped
......................................................................................................................... 3293
PriceOnDropped
......................................................................................................................... 3294
TimeOnDropped
......................................................................................................................... 3295
XOnDropped
......................................................................................................................... 3296
YOnDropped
......................................................................................................................... 3297
Save ......................................................................................................................... 3298
Load ......................................................................................................................... 3299
Type ......................................................................................................................... 3300
Scientific ............................................................................................................................3301
Charts
GraphPlot......................................................................................................................... 3302
CAxis ......................................................................................................................... 3306
AutoScale ................................................................................................................ 3308
Min ................................................................................................................ 3309
Max ................................................................................................................ 3310
Step ................................................................................................................ 3311
Name ................................................................................................................ 3312
Color ................................................................................................................ 3313
ValuesSize ................................................................................................................ 3314
ValuesWidth ................................................................................................................ 3315
ValuesFormat ................................................................................................................ 3316
ValuesDateTimeMode
................................................................................................................ 3317
ValuesFunctionFormat
................................................................................................................ 3318
ValuesFunctionFormatCBData
................................................................................................................ 3320
NameSize ................................................................................................................ 3321
ZeroLever ................................................................................................................ 3322
DefaultStep................................................................................................................ 3323
MaxLabels ................................................................................................................ 3324
MinGrace ................................................................................................................ 3325
MaxGrace ................................................................................................................ 3326
SelectAxisScale
................................................................................................................ 3327
CColorGenerator
......................................................................................................................... 3328
Next ................................................................................................................ 3329
Reset ................................................................................................................ 3330
CCurve......................................................................................................................... 3331
Type ................................................................................................................ 3333
Name ................................................................................................................ 3334
Color ................................................................................................................ 3335
XMax ................................................................................................................ 3336
XMin ................................................................................................................ 3337
YMax ................................................................................................................ 3338
YMin ................................................................................................................ 3339
© 2000-2017, MetaQuotes Software Corp.
34 Content
Size ................................................................................................................ 3340
PointsSize ................................................................................................................ 3341
PointsFill ................................................................................................................ 3342
PointsColor................................................................................................................ 3343
GetX ................................................................................................................ 3344
GetY ................................................................................................................ 3345
LinesStyle ................................................................................................................ 3346
LinesIsSmooth................................................................................................................ 3347
LinesSmoothTension
................................................................................................................ 3348
LinesSmoothStep
................................................................................................................ 3349
LinesEndStyle................................................................................................................ 3350
LinesWidth................................................................................................................ 3351
HistogramWidth
................................................................................................................ 3353
CustomPlotCBData
................................................................................................................ 3354
CustomPlotFunction
................................................................................................................ 3355
PointsType................................................................................................................ 3359
StepsDimension
................................................................................................................ 3360
TrendLineCoefficients
................................................................................................................ 3361
TrendLineColor
................................................................................................................ 3362
TrendLineVisible
................................................................................................................ 3363
Update ................................................................................................................ 3365
Visible ................................................................................................................ 3367
CGraphic
......................................................................................................................... 3368
Create ................................................................................................................ 3371
Destroy ................................................................................................................ 3372
Update ................................................................................................................ 3373
ChartObjectName
................................................................................................................ 3374
ResourceName ................................................................................................................ 3375
XAxis ................................................................................................................ 3376
YAxis ................................................................................................................ 3377
GapSize ................................................................................................................ 3378
BackgroundColor
................................................................................................................ 3379
BackgroundMain
................................................................................................................ 3380
BackgroundMainSize
................................................................................................................ 3381
BackgroundMainColor
................................................................................................................ 3382
BackgroundSub................................................................................................................ 3383
BackgroundSubSize
................................................................................................................ 3384
BackgroundSubColor
................................................................................................................ 3385
GridLineColor................................................................................................................ 3386
GridBackgroundColor
................................................................................................................ 3387
GridCircleRadius
................................................................................................................ 3388
GridCircleColor
................................................................................................................ 3389
GridHasCircle................................................................................................................ 3390
GridAxisLineColor
................................................................................................................ 3391
HistoryNameWidth
................................................................................................................ 3392
HistoryNameSize
................................................................................................................ 3393
HistorySymbolSize
................................................................................................................ 3394
TextAdd ................................................................................................................ 3395
LineAdd ................................................................................................................ 3396
CurveAdd ................................................................................................................ 3397
CurvePlot ................................................................................................................ 3400
CurvePlotAll ................................................................................................................ 3401
CurveTotal................................................................................................................ 3402
CurveGetByIndex
................................................................................................................ 3403
CurveGetByName
................................................................................................................ 3404
CurveRemoveByIndex
................................................................................................................ 3405
CurveRemoveByName
................................................................................................................ 3406
CurvesTotal ................................................................................................................ 3407
© 2000-2017, MetaQuotes Software Corp.
35 Content
MarksToAxisAdd
................................................................................................................ 3408
MajorMarkSize................................................................................................................ 3409
FontSet ................................................................................................................ 3410
FontGet ................................................................................................................ 3411
Attach ................................................................................................................ 3412
CalculateMaxMinValues
................................................................................................................ 3413
Height ................................................................................................................ 3414
IndentDown ................................................................................................................ 3415
IndentLeft................................................................................................................ 3416
IndentRight................................................................................................................ 3417
IndentUp ................................................................................................................ 3418
Redraw ................................................................................................................ 3419
ResetParameters
................................................................................................................ 3420
ScaleX ................................................................................................................ 3421
ScaleY ................................................................................................................ 3422
SetDefaultParameters
................................................................................................................ 3423
Width ................................................................................................................ 3424
Indicators............................................................................................................................3425
Base classes
......................................................................................................................... 3426
CSpreadBuffer................................................................................................................ 3427
Size ........................................................................................................... 3429
SetSymbolPeriod
........................................................................................................... 3430
At ........................................................................................................... 3431
Refresh ........................................................................................................... 3432
RefreshCurrent
........................................................................................................... 3433
CTimeBuffer ................................................................................................................ 3434
Size ........................................................................................................... 3436
SetSymbolPeriod
........................................................................................................... 3437
At ........................................................................................................... 3438
Refresh ........................................................................................................... 3439
RefreshCurrent
........................................................................................................... 3440
CTickVolumeBuffer
................................................................................................................ 3441
Size ........................................................................................................... 3443
SetSymbolPeriod
........................................................................................................... 3444
At ........................................................................................................... 3445
Refresh ........................................................................................................... 3446
RefreshCurrent
........................................................................................................... 3447
CRealVolumeBuffer
................................................................................................................ 3448
Size ........................................................................................................... 3450
SetSymbolPeriod
........................................................................................................... 3451
At ........................................................................................................... 3452
Refresh ........................................................................................................... 3453
RefreshCurrent
........................................................................................................... 3454
CDoubleBuffer................................................................................................................ 3455
Size ........................................................................................................... 3457
SetSymbolPeriod
........................................................................................................... 3458
At ........................................................................................................... 3459
Refresh ........................................................................................................... 3460
RefreshCurrent
........................................................................................................... 3461
COpenBuffer ................................................................................................................ 3462
Refresh ........................................................................................................... 3463
RefreshCurrent
........................................................................................................... 3464
CHighBuffer ................................................................................................................ 3465
Refresh ........................................................................................................... 3466
RefreshCurrent
........................................................................................................... 3467
CLowBuffer................................................................................................................ 3468
Refresh ........................................................................................................... 3469
RefreshCurrent
........................................................................................................... 3470
© 2000-2017, MetaQuotes Software Corp.
36 Content
CCloseBuffer ................................................................................................................ 3471
Refresh ........................................................................................................... 3472
RefreshCurrent
........................................................................................................... 3473
CIndicatorBuffer
................................................................................................................ 3474
Offset ........................................................................................................... 3476
Name ........................................................................................................... 3477
At ........................................................................................................... 3478
Refresh ........................................................................................................... 3479
RefreshCurrent
........................................................................................................... 3480
CSeries ................................................................................................................ 3481
Name ........................................................................................................... 3483
BuffersTotal ........................................................................................................... 3484
Timeframe ........................................................................................................... 3485
Symbol ........................................................................................................... 3486
Period ........................................................................................................... 3487
RefreshCurrent
........................................................................................................... 3488
BufferSize ........................................................................................................... 3489
BufferResize ........................................................................................................... 3490
Refresh ........................................................................................................... 3491
PeriodDescription
........................................................................................................... 3492
CPriceSeries ................................................................................................................ 3493
BufferResize ........................................................................................................... 3495
GetData ........................................................................................................... 3496
Refresh ........................................................................................................... 3497
MinIndex ........................................................................................................... 3498
MinValue ........................................................................................................... 3499
MaxIndex ........................................................................................................... 3500
MaxValue ........................................................................................................... 3501
CIndicator................................................................................................................ 3502
Handle ........................................................................................................... 3504
Status ........................................................................................................... 3505
FullRelease........................................................................................................... 3506
Create ........................................................................................................... 3507
BufferResize ........................................................................................................... 3508
BarsCalculated
........................................................................................................... 3509
GetData ........................................................................................................... 3510
Refresh ........................................................................................................... 3513
Minimum ........................................................................................................... 3514
MinValue ........................................................................................................... 3515
Maximum ........................................................................................................... 3516
MaxValue ........................................................................................................... 3517
MethodDescription
........................................................................................................... 3518
PriceDescription
........................................................................................................... 3519
VolumeDescription
........................................................................................................... 3520
AddToChart ........................................................................................................... 3521
DeleteFromChart
........................................................................................................... 3522
CIndicators................................................................................................................ 3523
Create ........................................................................................................... 3524
Refresh ........................................................................................................... 3525
Timeseries
.........................................................................................................................
classes 3526
CiSpread ................................................................................................................ 3527
Create ........................................................................................................... 3529
BufferResize ........................................................................................................... 3530
GetData ........................................................................................................... 3531
Refresh ........................................................................................................... 3533
CiTime ................................................................................................................ 3534
Create ........................................................................................................... 3536
BufferResize ........................................................................................................... 3537
© 2000-2017, MetaQuotes Software Corp.
37 Content
GetData ........................................................................................................... 3538
Refresh ........................................................................................................... 3540
CiTickVolume ................................................................................................................ 3541
Create ........................................................................................................... 3543
BufferResize ........................................................................................................... 3544
GetData ........................................................................................................... 3545
Refresh ........................................................................................................... 3547
CiRealVolume ................................................................................................................ 3548
Create ........................................................................................................... 3550
BufferResize ........................................................................................................... 3551
GetData ........................................................................................................... 3552
Refresh ........................................................................................................... 3554
CiOpen ................................................................................................................ 3555
Create ........................................................................................................... 3557
GetData ........................................................................................................... 3558
CiHigh ................................................................................................................ 3560
Create ........................................................................................................... 3562
GetData ........................................................................................................... 3563
CiLow ................................................................................................................ 3565
Create ........................................................................................................... 3567
GetData ........................................................................................................... 3568
CiClose ................................................................................................................ 3570
Create ........................................................................................................... 3572
GetData ........................................................................................................... 3573
Trend Indicators
......................................................................................................................... 3575
CiADX ................................................................................................................ 3576
MaPeriod ........................................................................................................... 3578
Create ........................................................................................................... 3579
Main ........................................................................................................... 3580
Plus ........................................................................................................... 3581
Minus ........................................................................................................... 3582
Type ........................................................................................................... 3583
CiADXWilder ................................................................................................................ 3584
MaPeriod ........................................................................................................... 3586
Create ........................................................................................................... 3587
Main ........................................................................................................... 3588
Plus ........................................................................................................... 3589
Minus ........................................................................................................... 3590
Type ........................................................................................................... 3591
CiBands ................................................................................................................ 3592
MaPeriod ........................................................................................................... 3594
MaShift ........................................................................................................... 3595
Deviation ........................................................................................................... 3596
Applied ........................................................................................................... 3597
Create ........................................................................................................... 3598
Base ........................................................................................................... 3599
Upper ........................................................................................................... 3600
Lower ........................................................................................................... 3601
Type ........................................................................................................... 3602
CiEnvelopes................................................................................................................ 3603
MaPeriod ........................................................................................................... 3605
MaShift ........................................................................................................... 3606
MaMethod ........................................................................................................... 3607
Deviation ........................................................................................................... 3608
Applied ........................................................................................................... 3609
Create ........................................................................................................... 3610
Upper ........................................................................................................... 3611
Lower ........................................................................................................... 3612
© 2000-2017, MetaQuotes Software Corp.
38 Content
Type ........................................................................................................... 3613
CiIchimoku................................................................................................................ 3614
TenkanSenPeriod
........................................................................................................... 3616
KijunSenPeriod
........................................................................................................... 3617
SenkouSpanBPeriod
........................................................................................................... 3618
Create ........................................................................................................... 3619
TenkanSen........................................................................................................... 3620
KijunSen ........................................................................................................... 3621
SenkouSpanA........................................................................................................... 3622
SenkouSpanB........................................................................................................... 3623
ChinkouSpan........................................................................................................... 3624
Type ........................................................................................................... 3625
CiMA ................................................................................................................ 3626
MaPeriod ........................................................................................................... 3628
MaShift ........................................................................................................... 3629
MaMethod ........................................................................................................... 3630
Applied ........................................................................................................... 3631
Create ........................................................................................................... 3632
Main ........................................................................................................... 3633
Type ........................................................................................................... 3634
CiSAR ................................................................................................................ 3635
SarStep ........................................................................................................... 3637
Maximum ........................................................................................................... 3638
Create ........................................................................................................... 3639
Main ........................................................................................................... 3640
Type ........................................................................................................... 3641
CiStdDev ................................................................................................................ 3642
MaPeriod ........................................................................................................... 3644
MaShift ........................................................................................................... 3645
MaMethod ........................................................................................................... 3646
Applied ........................................................................................................... 3647
Create ........................................................................................................... 3648
Main ........................................................................................................... 3649
Type ........................................................................................................... 3650
CiDEMA ................................................................................................................ 3651
MaPeriod ........................................................................................................... 3653
IndShift ........................................................................................................... 3654
Applied ........................................................................................................... 3655
Create ........................................................................................................... 3656
Main ........................................................................................................... 3657
Type ........................................................................................................... 3658
CiTEMA ................................................................................................................ 3659
MaPeriod ........................................................................................................... 3661
IndShift ........................................................................................................... 3662
Applied ........................................................................................................... 3663
Create ........................................................................................................... 3664
Main ........................................................................................................... 3665
Type ........................................................................................................... 3666
CiFrAMA ................................................................................................................ 3667
MaPeriod ........................................................................................................... 3669
IndShift ........................................................................................................... 3670
Applied ........................................................................................................... 3671
Create ........................................................................................................... 3672
Main ........................................................................................................... 3673
Type ........................................................................................................... 3674
CiAMA ................................................................................................................ 3675
MaPeriod ........................................................................................................... 3677
FastEmaPeriod
........................................................................................................... 3678
© 2000-2017, MetaQuotes Software Corp.
39 Content
SlowEmaPeriod........................................................................................................... 3679
IndShift ........................................................................................................... 3680
Applied ........................................................................................................... 3681
Create ........................................................................................................... 3682
Main ........................................................................................................... 3683
Type ........................................................................................................... 3684
CiVIDyA ................................................................................................................ 3685
CmoPeriod........................................................................................................... 3687
EmaPeriod ........................................................................................................... 3688
IndShift ........................................................................................................... 3689
Applied ........................................................................................................... 3690
Create ........................................................................................................... 3691
Main ........................................................................................................... 3692
Type ........................................................................................................... 3693
Oscillators
......................................................................................................................... 3694
CiATR ................................................................................................................ 3695
MaPeriod ........................................................................................................... 3697
Create ........................................................................................................... 3698
Main ........................................................................................................... 3699
Type ........................................................................................................... 3700
CiBearsPower ................................................................................................................ 3701
MaPeriod ........................................................................................................... 3703
Create ........................................................................................................... 3704
Main ........................................................................................................... 3705
Type ........................................................................................................... 3706
CiBullsPower ................................................................................................................ 3707
MaPeriod ........................................................................................................... 3709
Create ........................................................................................................... 3710
Main ........................................................................................................... 3711
Type ........................................................................................................... 3712
CiCCI ................................................................................................................ 3713
MaPeriod ........................................................................................................... 3715
Applied ........................................................................................................... 3716
Create ........................................................................................................... 3717
Main ........................................................................................................... 3718
Type ........................................................................................................... 3719
CiChaikin ................................................................................................................ 3720
FastMaPeriod ........................................................................................................... 3722
SlowMaPeriod ........................................................................................................... 3723
MaMethod ........................................................................................................... 3724
Applied ........................................................................................................... 3725
Create ........................................................................................................... 3726
Main ........................................................................................................... 3727
Type ........................................................................................................... 3728
CiDeMarker................................................................................................................ 3729
MaPeriod ........................................................................................................... 3731
Create ........................................................................................................... 3732
Main ........................................................................................................... 3733
Type ........................................................................................................... 3734
CiForce ................................................................................................................ 3735
MaPeriod ........................................................................................................... 3737
MaMethod ........................................................................................................... 3738
Applied ........................................................................................................... 3739
Create ........................................................................................................... 3740
Main ........................................................................................................... 3741
Type ........................................................................................................... 3742
CiMACD ................................................................................................................ 3743
FastEmaPeriod........................................................................................................... 3745
© 2000-2017, MetaQuotes Software Corp.
40 Content
SlowEmaPeriod........................................................................................................... 3746
SignalPeriod ........................................................................................................... 3747
Applied ........................................................................................................... 3748
Create ........................................................................................................... 3749
Main ........................................................................................................... 3750
Signal ........................................................................................................... 3751
Type ........................................................................................................... 3752
CiMomentum ................................................................................................................ 3753
MaPeriod ........................................................................................................... 3755
Applied ........................................................................................................... 3756
Create ........................................................................................................... 3757
Main ........................................................................................................... 3758
Type ........................................................................................................... 3759
CiOsMA ................................................................................................................ 3760
FastEmaPeriod........................................................................................................... 3762
SlowEmaPeriod........................................................................................................... 3763
SignalPeriod ........................................................................................................... 3764
Applied ........................................................................................................... 3765
Create ........................................................................................................... 3766
Main ........................................................................................................... 3767
Type ........................................................................................................... 3768
CiRSI ................................................................................................................ 3769
MaPeriod ........................................................................................................... 3771
Applied ........................................................................................................... 3772
Create ........................................................................................................... 3773
Main ........................................................................................................... 3774
Type ........................................................................................................... 3775
CiRVI ................................................................................................................ 3776
MaPeriod ........................................................................................................... 3778
Create ........................................................................................................... 3779
Main ........................................................................................................... 3780
Signal ........................................................................................................... 3781
Type ........................................................................................................... 3782
CiStochastic ................................................................................................................ 3783
Kperiod ........................................................................................................... 3785
Dperiod ........................................................................................................... 3786
Slowing ........................................................................................................... 3787
MaMethod ........................................................................................................... 3788
PriceField ........................................................................................................... 3789
Create ........................................................................................................... 3790
Main ........................................................................................................... 3791
Signal ........................................................................................................... 3792
Type ........................................................................................................... 3793
CiTriX ................................................................................................................ 3794
MaPeriod ........................................................................................................... 3796
Applied ........................................................................................................... 3797
Create ........................................................................................................... 3798
Main ........................................................................................................... 3799
Type ........................................................................................................... 3800
CiWPR ................................................................................................................ 3801
CalcPeriod........................................................................................................... 3803
Create ........................................................................................................... 3804
Main ........................................................................................................... 3805
Type ........................................................................................................... 3806
Volume .........................................................................................................................
Indicators 3807
CiAD ................................................................................................................ 3808
Applied ........................................................................................................... 3810
Create ........................................................................................................... 3811
© 2000-2017, MetaQuotes Software Corp.
41 Content
Main ........................................................................................................... 3812
Type ........................................................................................................... 3813
CiMFI ................................................................................................................ 3814
MaPeriod ........................................................................................................... 3816
Applied ........................................................................................................... 3817
Create ........................................................................................................... 3818
Main ........................................................................................................... 3819
Type ........................................................................................................... 3820
CiOBV ................................................................................................................ 3821
Applied ........................................................................................................... 3823
Create ........................................................................................................... 3824
Main ........................................................................................................... 3825
Type ........................................................................................................... 3826
CiVolumes ................................................................................................................ 3827
Applied ........................................................................................................... 3829
Create ........................................................................................................... 3830
Main ........................................................................................................... 3831
Type ........................................................................................................... 3832
Bill Williams
.........................................................................................................................
Indicators 3833
CiAC ................................................................................................................ 3834
Create ........................................................................................................... 3836
Main ........................................................................................................... 3837
Type ........................................................................................................... 3838
CiAlligator ................................................................................................................ 3839
JawPeriod ........................................................................................................... 3841
JawShift ........................................................................................................... 3842
TeethPeriod ........................................................................................................... 3843
TeethShift ........................................................................................................... 3844
LipsPeriod ........................................................................................................... 3845
LipsShift ........................................................................................................... 3846
MaMethod ........................................................................................................... 3847
Applied ........................................................................................................... 3848
Create ........................................................................................................... 3849
Jaw ........................................................................................................... 3850
Teeth ........................................................................................................... 3851
Lips ........................................................................................................... 3852
Type ........................................................................................................... 3853
CiAO ................................................................................................................ 3854
Create ........................................................................................................... 3856
Main ........................................................................................................... 3857
Type ........................................................................................................... 3858
CiFractals ................................................................................................................ 3859
Create ........................................................................................................... 3861
Upper ........................................................................................................... 3862
Lower ........................................................................................................... 3863
Type ........................................................................................................... 3864
CiGator ................................................................................................................ 3865
JawPeriod ........................................................................................................... 3867
JawShift ........................................................................................................... 3868
TeethPeriod ........................................................................................................... 3869
TeethShift ........................................................................................................... 3870
LipsPeriod ........................................................................................................... 3871
LipsShift ........................................................................................................... 3872
MaMethod ........................................................................................................... 3873
Applied ........................................................................................................... 3874
Create ........................................................................................................... 3875
Upper ........................................................................................................... 3876
Lower ........................................................................................................... 3877
© 2000-2017, MetaQuotes Software Corp.
42 Content
Type ........................................................................................................... 3878
CiBWMFI ................................................................................................................ 3879
Applied ........................................................................................................... 3881
Create ........................................................................................................... 3882
Main ........................................................................................................... 3883
Type ........................................................................................................... 3884
Custom.........................................................................................................................
indicators 3885
NumBuffers................................................................................................................ 3886
NumParams................................................................................................................ 3887
ParamType................................................................................................................ 3888
ParamLong................................................................................................................ 3889
ParamDouble ................................................................................................................ 3890
ParamString ................................................................................................................ 3891
Type ................................................................................................................ 3892
............................................................................................................................3893
Trade Classes
CAccountInfo
......................................................................................................................... 3894
Login ................................................................................................................ 3896
TradeMode................................................................................................................ 3897
TradeModeDescription
................................................................................................................ 3898
Leverage ................................................................................................................ 3899
StopoutMode ................................................................................................................ 3900
StopoutModeDescription
................................................................................................................ 3901
MarginMode ................................................................................................................ 3902
MarginModeDescription
................................................................................................................ 3903
TradeAllowed ................................................................................................................ 3904
TradeExpert ................................................................................................................ 3905
LimitOrders ................................................................................................................ 3906
Balance ................................................................................................................ 3907
Credit ................................................................................................................ 3908
Profit ................................................................................................................ 3909
Equity ................................................................................................................ 3910
Margin ................................................................................................................ 3911
FreeMargin................................................................................................................ 3912
MarginLevel ................................................................................................................ 3913
MarginCall ................................................................................................................ 3914
MarginStopOut................................................................................................................ 3915
Name ................................................................................................................ 3916
Server ................................................................................................................ 3917
Currency ................................................................................................................ 3918
Company ................................................................................................................ 3919
InfoInteger................................................................................................................ 3920
InfoDouble ................................................................................................................ 3921
InfoString ................................................................................................................ 3922
OrderProfitCheck
................................................................................................................ 3923
MarginCheck ................................................................................................................ 3924
FreeMarginCheck
................................................................................................................ 3925
MaxLotCheck ................................................................................................................ 3926
CSymbolInfo
......................................................................................................................... 3927
Refresh ................................................................................................................ 3931
RefreshRates ................................................................................................................ 3932
Name ................................................................................................................ 3933
Select ................................................................................................................ 3934
IsSynchronized
................................................................................................................ 3935
Volume ................................................................................................................ 3936
VolumeHigh................................................................................................................ 3937
VolumeLow................................................................................................................ 3938
Time ................................................................................................................ 3939
Spread ................................................................................................................ 3940
© 2000-2017, MetaQuotes Software Corp.
43 Content
SpreadFloat................................................................................................................ 3941
TicksBookDepth
................................................................................................................ 3942
StopsLevel................................................................................................................ 3943
FreezeLevel ................................................................................................................ 3944
Bid ................................................................................................................ 3945
BidHigh ................................................................................................................ 3946
BidLow ................................................................................................................ 3947
Ask ................................................................................................................ 3948
AskHigh ................................................................................................................ 3949
AskLow ................................................................................................................ 3950
Last ................................................................................................................ 3951
LastHigh ................................................................................................................ 3952
LastLow ................................................................................................................ 3953
TradeCalcMode
................................................................................................................ 3954
TradeCalcModeDescription
................................................................................................................ 3955
TradeMode................................................................................................................ 3956
TradeModeDescription
................................................................................................................ 3957
TradeExecution
................................................................................................................ 3958
TradeExecutionDescription
................................................................................................................ 3959
SwapMode ................................................................................................................ 3960
SwapModeDescription
................................................................................................................ 3961
SwapRollover3days
................................................................................................................ 3962
SwapRollover3daysDescription
................................................................................................................ 3963
MarginInitial
................................................................................................................ 3964
MarginMaintenance
................................................................................................................ 3965
MarginLong................................................................................................................ 3966
MarginShort ................................................................................................................ 3967
MarginLimit................................................................................................................ 3968
MarginStop................................................................................................................ 3969
MarginStopLimit
................................................................................................................ 3970
TradeTimeFlags
................................................................................................................ 3971
TradeFillFlags
................................................................................................................ 3972
Digits ................................................................................................................ 3973
Point ................................................................................................................ 3974
TickValue ................................................................................................................ 3975
TickValueProfit
................................................................................................................ 3976
TickValueLoss
................................................................................................................ 3977
TickSize ................................................................................................................ 3978
ContractSize................................................................................................................ 3979
LotsMin ................................................................................................................ 3980
LotsMax ................................................................................................................ 3981
LotsStep ................................................................................................................ 3982
LotsLimit ................................................................................................................ 3983
SwapLong ................................................................................................................ 3984
SwapShort ................................................................................................................ 3985
CurrencyBase................................................................................................................ 3986
CurrencyProfit
................................................................................................................ 3987
CurrencyMargin
................................................................................................................ 3988
Bank ................................................................................................................ 3989
Description................................................................................................................ 3990
Path ................................................................................................................ 3991
SessionDeals................................................................................................................ 3992
SessionBuyOrders
................................................................................................................ 3993
SessionSellOrders
................................................................................................................ 3994
SessionTurnover
................................................................................................................ 3995
SessionInterest
................................................................................................................ 3996
SessionBuyOrdersVolume
................................................................................................................ 3997
SessionSellOrdersVolume
................................................................................................................ 3998
© 2000-2017, MetaQuotes Software Corp.
44 Content
SessionOpen ................................................................................................................ 3999
SessionClose ................................................................................................................ 4000
SessionAW ................................................................................................................ 4001
SessionPriceSettlement
................................................................................................................ 4002
SessionPriceLimitMin
................................................................................................................ 4003
SessionPriceLimitMax
................................................................................................................ 4004
InfoInteger................................................................................................................ 4005
InfoDouble ................................................................................................................ 4006
InfoString ................................................................................................................ 4007
NormalizePrice
................................................................................................................ 4008
COrderInfo
......................................................................................................................... 4009
Ticket ................................................................................................................ 4011
TimeSetup ................................................................................................................ 4012
TimeSetupMsc ................................................................................................................ 4013
OrderType................................................................................................................ 4014
TypeDescription
................................................................................................................ 4015
State ................................................................................................................ 4016
StateDescription
................................................................................................................ 4017
TimeExpiration
................................................................................................................ 4018
TimeDone ................................................................................................................ 4019
TimeDoneMsc ................................................................................................................ 4020
TypeFilling ................................................................................................................ 4021
TypeFillingDescription
................................................................................................................ 4022
TypeTime ................................................................................................................ 4023
TypeTimeDescription
................................................................................................................ 4024
Magic ................................................................................................................ 4025
PositionId ................................................................................................................ 4026
VolumeInitial................................................................................................................ 4027
VolumeCurrent................................................................................................................ 4028
PriceOpen ................................................................................................................ 4029
StopLoss ................................................................................................................ 4030
TakeProfit ................................................................................................................ 4031
PriceCurrent ................................................................................................................ 4032
PriceStopLimit
................................................................................................................ 4033
Symbol ................................................................................................................ 4034
Comment ................................................................................................................ 4035
InfoInteger................................................................................................................ 4036
InfoDouble ................................................................................................................ 4037
InfoString ................................................................................................................ 4038
StoreState................................................................................................................ 4039
CheckState................................................................................................................ 4040
Select ................................................................................................................ 4041
SelectByIndex................................................................................................................ 4042
CHistoryOrderInfo
......................................................................................................................... 4043
TimeSetup ................................................................................................................ 4045
TimeSetupMsc ................................................................................................................ 4046
OrderType................................................................................................................ 4047
TypeDescription
................................................................................................................ 4048
State ................................................................................................................ 4049
StateDescription
................................................................................................................ 4050
TimeExpiration
................................................................................................................ 4051
TimeDone ................................................................................................................ 4052
TimeDoneMsc ................................................................................................................ 4053
TypeFilling ................................................................................................................ 4054
TypeFillingDescription
................................................................................................................ 4055
TypeTime ................................................................................................................ 4056
TypeTimeDescription
................................................................................................................ 4057
Magic ................................................................................................................ 4058
© 2000-2017, MetaQuotes Software Corp.
45 Content
PositionId ................................................................................................................ 4059
VolumeInitial................................................................................................................ 4060
VolumeCurrent................................................................................................................ 4061
PriceOpen ................................................................................................................ 4062
StopLoss ................................................................................................................ 4063
TakeProfit ................................................................................................................ 4064
PriceCurrent ................................................................................................................ 4065
PriceStopLimit
................................................................................................................ 4066
Symbol ................................................................................................................ 4067
Comment ................................................................................................................ 4068
InfoInteger................................................................................................................ 4069
InfoDouble ................................................................................................................ 4070
InfoString ................................................................................................................ 4071
Ticket ................................................................................................................ 4072
SelectByIndex................................................................................................................ 4073
CPositionInfo
......................................................................................................................... 4074
Time ................................................................................................................ 4076
TimeMsc ................................................................................................................ 4077
TimeUpdate................................................................................................................ 4078
TimeUpdateMsc................................................................................................................ 4079
PositionType ................................................................................................................ 4080
TypeDescription
................................................................................................................ 4081
Magic ................................................................................................................ 4082
Identifier ................................................................................................................ 4083
Volume ................................................................................................................ 4084
PriceOpen ................................................................................................................ 4085
StopLoss ................................................................................................................ 4086
TakeProfit ................................................................................................................ 4087
PriceCurrent ................................................................................................................ 4088
Commission................................................................................................................ 4089
Swap ................................................................................................................ 4090
Profit ................................................................................................................ 4091
Symbol ................................................................................................................ 4092
Comment ................................................................................................................ 4093
InfoInteger................................................................................................................ 4094
InfoDouble ................................................................................................................ 4095
InfoString ................................................................................................................ 4096
Select ................................................................................................................ 4097
SelectByIndex................................................................................................................ 4098
SelectByMagic................................................................................................................ 4099
SelectByTicket
................................................................................................................ 4100
StoreState................................................................................................................ 4101
CheckState................................................................................................................ 4102
CDealInfo
......................................................................................................................... 4103
Order ................................................................................................................ 4105
Time ................................................................................................................ 4106
TimeMsc ................................................................................................................ 4107
DealType ................................................................................................................ 4108
TypeDescription
................................................................................................................ 4109
Entry ................................................................................................................ 4110
EntryDescription
................................................................................................................ 4111
Magic ................................................................................................................ 4112
PositionId ................................................................................................................ 4113
Volume ................................................................................................................ 4114
Price ................................................................................................................ 4115
Commision ................................................................................................................ 4116
Swap ................................................................................................................ 4117
Profit ................................................................................................................ 4118
© 2000-2017, MetaQuotes Software Corp.
46 Content
Symbol ................................................................................................................ 4119
Comment ................................................................................................................ 4120
InfoInteger................................................................................................................ 4121
InfoDouble ................................................................................................................ 4122
InfoString ................................................................................................................ 4123
Ticket ................................................................................................................ 4124
SelectByIndex................................................................................................................ 4125
CTrade ......................................................................................................................... 4126
LogLevel ................................................................................................................ 4130
SetExpertMagicNumber
................................................................................................................ 4131
SetDeviationInPoints
................................................................................................................ 4132
SetTypeFilling
................................................................................................................ 4133
SetAsyncMode ................................................................................................................ 4134
SetMarginMode................................................................................................................ 4135
OrderOpen................................................................................................................ 4136
OrderModify ................................................................................................................ 4138
OrderDelete ................................................................................................................ 4139
PositionOpen ................................................................................................................ 4140
PositionModify
................................................................................................................ 4141
PositionClose................................................................................................................ 4142
PositionClosePartial
................................................................................................................ 4143
PositionCloseBy
................................................................................................................ 4145
Buy ................................................................................................................ 4146
Sell ................................................................................................................ 4147
BuyLimit ................................................................................................................ 4148
BuyStop ................................................................................................................ 4149
SellLimit ................................................................................................................ 4150
SellStop ................................................................................................................ 4151
Request ................................................................................................................ 4152
RequestAction................................................................................................................ 4153
RequestActionDescription
................................................................................................................ 4154
RequestMagic ................................................................................................................ 4155
RequestOrder ................................................................................................................ 4156
RequestSymbol................................................................................................................ 4157
RequestVolume................................................................................................................ 4158
RequestPrice ................................................................................................................ 4159
RequestStopLimit
................................................................................................................ 4160
RequestSL ................................................................................................................ 4161
RequestTP ................................................................................................................ 4162
RequestDeviation
................................................................................................................ 4163
RequestType ................................................................................................................ 4164
RequestTypeDescription
................................................................................................................ 4165
RequestTypeFilling
................................................................................................................ 4166
RequestTypeFillingDescription
................................................................................................................ 4167
RequestTypeTime
................................................................................................................ 4168
RequestTypeTimeDescription
................................................................................................................ 4169
RequestExpiration
................................................................................................................ 4170
RequestComment
................................................................................................................ 4171
RequestPosition
................................................................................................................ 4172
RequestPositionBy
................................................................................................................ 4173
Result ................................................................................................................ 4174
ResultRetcode................................................................................................................ 4175
ResultRetcodeDescription
................................................................................................................ 4176
ResultDeal ................................................................................................................ 4177
ResultOrder ................................................................................................................ 4178
ResultVolume ................................................................................................................ 4179
ResultPrice................................................................................................................ 4180
ResultBid ................................................................................................................ 4181
© 2000-2017, MetaQuotes Software Corp.
47 Content
ResultAsk ................................................................................................................ 4182
ResultComment................................................................................................................ 4183
CheckResult ................................................................................................................ 4184
CheckResultRetcode
................................................................................................................ 4185
CheckResultRetcodeDescription
................................................................................................................ 4186
CheckResultBalance
................................................................................................................ 4187
CheckResultEquity
................................................................................................................ 4188
CheckResultProfit
................................................................................................................ 4189
CheckResultMargin
................................................................................................................ 4190
CheckResultMarginFree
................................................................................................................ 4191
CheckResultMarginLevel
................................................................................................................ 4192
CheckResultComment
................................................................................................................ 4193
PrintRequest ................................................................................................................ 4194
PrintResult................................................................................................................ 4195
FormatRequest................................................................................................................ 4196
FormatRequestResult
................................................................................................................ 4197
CTerminalInfo
......................................................................................................................... 4198
Build ................................................................................................................ 4200
IsConnected ................................................................................................................ 4201
IsDLLsAllowed................................................................................................................ 4202
IsTradeAllowed
................................................................................................................ 4203
IsEmailEnabled
................................................................................................................ 4204
IsFtpEnabled ................................................................................................................ 4205
MaxBars ................................................................................................................ 4206
CodePage ................................................................................................................ 4207
CPUCores ................................................................................................................ 4208
MemoryPhysical
................................................................................................................ 4209
MemoryTotal ................................................................................................................ 4210
MemoryAvailable
................................................................................................................ 4211
MemoryUsed ................................................................................................................ 4212
IsX64 ................................................................................................................ 4213
OpenCLSupport................................................................................................................ 4214
DiskSpace ................................................................................................................ 4215
Language ................................................................................................................ 4216
Name ................................................................................................................ 4217
Company ................................................................................................................ 4218
Path ................................................................................................................ 4219
DataPath ................................................................................................................ 4220
CommonDataPath
................................................................................................................ 4221
InfoInteger................................................................................................................ 4222
InfoString ................................................................................................................ 4223
............................................................................................................................4224
Strategy Modules
Base classes
.........................................................................................................................
for Expert Advisors 4227
CExpertBase ................................................................................................................ 4228
InitPhase ........................................................................................................... 4231
TrendType........................................................................................................... 4232
UsedSeries........................................................................................................... 4233
EveryTick ........................................................................................................... 4234
Open ........................................................................................................... 4235
High ........................................................................................................... 4236
Low ........................................................................................................... 4237
Close ........................................................................................................... 4238
Spread ........................................................................................................... 4239
Time ........................................................................................................... 4240
TickVolume........................................................................................................... 4241
RealVolume........................................................................................................... 4242
Init ........................................................................................................... 4243
Symbol ........................................................................................................... 4244
© 2000-2017, MetaQuotes Software Corp.
48 Content
Period ........................................................................................................... 4245
Magic ........................................................................................................... 4246
ValidationSettings
........................................................................................................... 4247
SetPriceSeries
........................................................................................................... 4248
SetOtherSeries
........................................................................................................... 4249
InitIndicators
........................................................................................................... 4250
InitOpen ........................................................................................................... 4251
InitHigh ........................................................................................................... 4252
InitLow ........................................................................................................... 4253
InitClose ........................................................................................................... 4254
InitSpread ........................................................................................................... 4255
InitTime ........................................................................................................... 4256
InitTickVolume
........................................................................................................... 4257
InitRealVolume
........................................................................................................... 4258
PriceLevelUnit
........................................................................................................... 4259
StartIndex........................................................................................................... 4260
CompareMagic........................................................................................................... 4261
CExpert ................................................................................................................ 4262
Init ........................................................................................................... 4267
Magic ........................................................................................................... 4268
InitSignal ........................................................................................................... 4269
InitTrailing........................................................................................................... 4270
InitMoney ........................................................................................................... 4271
InitTrade ........................................................................................................... 4272
Deinit ........................................................................................................... 4273
OnTickProcess
........................................................................................................... 4274
OnTradeProcess
........................................................................................................... 4275
OnTimerProcess
........................................................................................................... 4276
OnChartEventProcess
........................................................................................................... 4277
OnBookEventProcess
........................................................................................................... 4278
MaxOrders........................................................................................................... 4279
Signal ........................................................................................................... 4280
ValidationSettings
........................................................................................................... 4281
InitIndicators
........................................................................................................... 4282
OnTick ........................................................................................................... 4283
OnTrade ........................................................................................................... 4284
OnTimer ........................................................................................................... 4285
OnChartEvent........................................................................................................... 4286
OnBookEvent ........................................................................................................... 4287
InitParameters
........................................................................................................... 4288
DeinitTrade ........................................................................................................... 4289
DeinitSignal........................................................................................................... 4290
DeinitTrailing
........................................................................................................... 4291
DeinitMoney ........................................................................................................... 4292
DeinitIndicators
........................................................................................................... 4293
Refresh ........................................................................................................... 4294
Processing........................................................................................................... 4295
SelectPosition
........................................................................................................... 4297
CheckOpen........................................................................................................... 4298
CheckOpenLong
........................................................................................................... 4299
CheckOpenShort
........................................................................................................... 4300
OpenLong ........................................................................................................... 4301
OpenShort........................................................................................................... 4302
CheckReverse........................................................................................................... 4303
CheckReverseLong
........................................................................................................... 4304
CheckReverseShort
........................................................................................................... 4305
ReverseLong ........................................................................................................... 4306
ReverseShort........................................................................................................... 4308
© 2000-2017, MetaQuotes Software Corp.
49 Content
CheckClose........................................................................................................... 4310
CheckCloseLong
........................................................................................................... 4311
CheckCloseShort
........................................................................................................... 4312
CloseAll ........................................................................................................... 4313
Close ........................................................................................................... 4314
CloseLong ........................................................................................................... 4315
CloseShort........................................................................................................... 4316
CheckTrailingStop
........................................................................................................... 4317
CheckTrailingStopLong
........................................................................................................... 4318
CheckTrailingStopShort
........................................................................................................... 4319
TrailingStopLong
........................................................................................................... 4320
TrailingStopShort
........................................................................................................... 4321
CheckTrailingOrderLong
........................................................................................................... 4322
CheckTrailingOrderShort
........................................................................................................... 4323
TrailingOrderLong
........................................................................................................... 4324
TrailingOrderShort
........................................................................................................... 4325
CheckDeleteOrderLong
........................................................................................................... 4326
CheckDeleteOrderShort
........................................................................................................... 4327
DeleteOrders........................................................................................................... 4328
DeleteOrder ........................................................................................................... 4329
DeleteOrderLong
........................................................................................................... 4330
DeleteOrderShort
........................................................................................................... 4331
LotOpenLong ........................................................................................................... 4332
LotOpenShort........................................................................................................... 4333
LotReverse........................................................................................................... 4334
PrepareHistoryDate
........................................................................................................... 4335
HistoryPoint........................................................................................................... 4336
CheckTradeState
........................................................................................................... 4337
WaitEvent........................................................................................................... 4338
NoWaitEvent ........................................................................................................... 4339
TradeEventPositionStopTake
........................................................................................................... 4340
TradeEventOrderTriggered
........................................................................................................... 4341
TradeEventPositionOpened
........................................................................................................... 4342
TradeEventPositionVolumeChanged
........................................................................................................... 4343
TradeEventPositionModified
........................................................................................................... 4344
TradeEventPositionClosed
........................................................................................................... 4345
TradeEventOrderPlaced
........................................................................................................... 4346
TradeEventOrderModified
........................................................................................................... 4347
TradeEventOrderDeleted
........................................................................................................... 4348
TradeEventNotIdentified
........................................................................................................... 4349
TimeframeAdd........................................................................................................... 4350
TimeframesFlags
........................................................................................................... 4351
CExpertSignal
................................................................................................................ 4352
BasePrice ........................................................................................................... 4355
UsedSeries........................................................................................................... 4356
Weight ........................................................................................................... 4357
PatternsUsage
........................................................................................................... 4358
General ........................................................................................................... 4359
Ignore ........................................................................................................... 4360
Invert ........................................................................................................... 4361
ThresholdOpen
........................................................................................................... 4362
ThresholdClose
........................................................................................................... 4363
PriceLevel........................................................................................................... 4364
StopLevel ........................................................................................................... 4365
TakeLevel ........................................................................................................... 4366
Expiration........................................................................................................... 4367
Magic ........................................................................................................... 4368
ValidationSettings
........................................................................................................... 4369
© 2000-2017, MetaQuotes Software Corp.
50 Content
InitIndicators
........................................................................................................... 4370
AddFilter ........................................................................................................... 4371
CheckOpenLong........................................................................................................... 4372
CheckOpenShort
........................................................................................................... 4373
OpenLongParams
........................................................................................................... 4374
OpenShortParams
........................................................................................................... 4375
CheckCloseLong
........................................................................................................... 4376
CheckCloseShort
........................................................................................................... 4377
CloseLongParams
........................................................................................................... 4378
CloseShortParams
........................................................................................................... 4379
CheckReverseLong
........................................................................................................... 4380
CheckReverseShort
........................................................................................................... 4381
CheckTrailingOrderLong
........................................................................................................... 4382
CheckTrailingOrderShort
........................................................................................................... 4383
LongCondition........................................................................................................... 4384
ShortCondition
........................................................................................................... 4385
Direction ........................................................................................................... 4386
CExpertTrailing
................................................................................................................ 4387
CheckTrailingStopLong
........................................................................................................... 4389
CheckTrailingStopShort
........................................................................................................... 4390
CExpertMoney ................................................................................................................ 4391
Percent ........................................................................................................... 4392
ValidationSettings
........................................................................................................... 4393
CheckOpenLong........................................................................................................... 4394
CheckOpenShort
........................................................................................................... 4395
CheckReverse ........................................................................................................... 4396
CheckClose........................................................................................................... 4397
Modules.........................................................................................................................
of Trade Signals 4398
Signals of the................................................................................................................
Indicator Accelerator Oscillator 4401
Signals of the................................................................................................................
Indicator Adaptive Moving Average 4404
Signals of the................................................................................................................
Indicator Awesome Oscillator 4408
Signals of the................................................................................................................
Oscillator Bears Power 4412
Signals of the................................................................................................................
Oscillator Bulls Power 4414
Signals of the................................................................................................................
Oscillator Commodity Channel Index 4416
Signals of the................................................................................................................
Oscillator DeMarker 4420
Signals of the................................................................................................................
Indicator Double Exponential Moving Average 4424
Signals of the................................................................................................................
Indicator Envelopes 4428
Signals of the................................................................................................................
Indicator Fractal Adaptive Moving Average 4431
Signals of the................................................................................................................
Intraday Time Filter 4435
Signals of the................................................................................................................
Oscillator MACD 4437
Signals of the................................................................................................................
Indicator Moving Average 4443
Signals of the................................................................................................................
Indicator Parabolic SAR 4447
Signals of the................................................................................................................
Oscillator Relative Strength Index 4449
Signals of the................................................................................................................
Oscillator Relative Vigor Index 4455
Signals of the................................................................................................................
Oscillator Stochastic 4457
Signals of the................................................................................................................
Oscillator Triple Exponential Average 4462
Signals of the................................................................................................................
Indicator Triple Exponential Moving Average 4466
Signals of the................................................................................................................
Oscillator Williams Percent Range 4470
Trailing.........................................................................................................................
Stop Classes 4473
CTrailingFixedPips
................................................................................................................ 4474
StopLevel ........................................................................................................... 4476
ProfitLevel........................................................................................................... 4477
ValidationSettings
........................................................................................................... 4478
CheckTrailingStopLong
........................................................................................................... 4479
CheckTrailingStopShort
........................................................................................................... 4480
CTrailingMA................................................................................................................ 4481
Period ........................................................................................................... 4483
Shift ........................................................................................................... 4484
© 2000-2017, MetaQuotes Software Corp.
51 Content
Method ........................................................................................................... 4485
Applied ........................................................................................................... 4486
InitIndicators
........................................................................................................... 4487
ValidationSettings
........................................................................................................... 4488
CheckTrailingStopLong
........................................................................................................... 4489
CheckTrailingStopShort
........................................................................................................... 4490
CTrailingNone................................................................................................................ 4491
CheckTrailingStopLong
........................................................................................................... 4492
CheckTrailingStopShort
........................................................................................................... 4493
CTrailingPSAR................................................................................................................ 4494
Step ........................................................................................................... 4496
Maximum ........................................................................................................... 4497
InitIndicators
........................................................................................................... 4498
CheckTrailingStopLong
........................................................................................................... 4499
CheckTrailingStopShort
........................................................................................................... 4500
Money Management
.........................................................................................................................
Classes 4501
CMoneyFixedLot
................................................................................................................ 4502
Lots ........................................................................................................... 4503
ValidationSettings
........................................................................................................... 4504
CheckOpenLong........................................................................................................... 4505
CheckOpenShort
........................................................................................................... 4506
CMoneyFixedMargin
................................................................................................................ 4507
CheckOpenLong........................................................................................................... 4508
CheckOpenShort
........................................................................................................... 4509
CMoneyFixedRisk
................................................................................................................ 4510
CheckOpenLong........................................................................................................... 4511
CheckOpenShort
........................................................................................................... 4512
CMoneyNone ................................................................................................................ 4513
ValidationSettings
........................................................................................................... 4514
CheckOpenLong........................................................................................................... 4515
CheckOpenShort
........................................................................................................... 4516
CMoneySizeOptimized
................................................................................................................ 4517
DecreaseFactor
........................................................................................................... 4518
ValidationSettings
........................................................................................................... 4519
CheckOpenLong........................................................................................................... 4520
CheckOpenShort
........................................................................................................... 4521
Panels and............................................................................................................................4522
Dialogs
CRect ......................................................................................................................... 4524
Left ................................................................................................................ 4525
Top ................................................................................................................ 4526
Right ................................................................................................................ 4527
Bottom ................................................................................................................ 4528
Width ................................................................................................................ 4529
Height ................................................................................................................ 4530
SetBound ................................................................................................................ 4531
Move ................................................................................................................ 4532
Shift ................................................................................................................ 4533
Contains ................................................................................................................ 4534
Format ................................................................................................................ 4535
CDateTime
......................................................................................................................... 4536
MonthName................................................................................................................ 4538
ShortMonthName
................................................................................................................ 4539
DayName ................................................................................................................ 4540
ShortDayName ................................................................................................................ 4541
DaysInMonth ................................................................................................................ 4542
DateTime ................................................................................................................ 4543
Date ................................................................................................................ 4544
Time ................................................................................................................ 4545
© 2000-2017, MetaQuotes Software Corp.
52 Content
Sec ................................................................................................................ 4546
Min ................................................................................................................ 4547
Hour ................................................................................................................ 4548
Day ................................................................................................................ 4549
Mon ................................................................................................................ 4550
Year ................................................................................................................ 4551
SecDec ................................................................................................................ 4552
SecInc ................................................................................................................ 4553
MinDec ................................................................................................................ 4554
MinInc ................................................................................................................ 4555
HourDec ................................................................................................................ 4556
HourInc ................................................................................................................ 4557
DayDec ................................................................................................................ 4558
DayInc ................................................................................................................ 4559
MonDec ................................................................................................................ 4560
MonInc ................................................................................................................ 4561
YearDec ................................................................................................................ 4562
YearInc ................................................................................................................ 4563
CWnd ......................................................................................................................... 4564
Create ................................................................................................................ 4568
Destroy ................................................................................................................ 4569
OnEvent ................................................................................................................ 4570
OnMouseEvent................................................................................................................ 4571
Name ................................................................................................................ 4572
ControlsTotal
................................................................................................................ 4573
Control ................................................................................................................ 4574
ControlFind................................................................................................................ 4575
Rect ................................................................................................................ 4576
Left ................................................................................................................ 4577
Top ................................................................................................................ 4578
Right ................................................................................................................ 4579
Bottom ................................................................................................................ 4580
Width ................................................................................................................ 4581
Height ................................................................................................................ 4582
Move ................................................................................................................ 4583
Shift ................................................................................................................ 4584
Resize ................................................................................................................ 4585
Contains ................................................................................................................ 4586
Alignment ................................................................................................................ 4587
Align ................................................................................................................ 4588
Id ................................................................................................................ 4589
IsEnabled ................................................................................................................ 4590
Enable ................................................................................................................ 4591
Disable ................................................................................................................ 4592
IsVisible ................................................................................................................ 4593
Visible ................................................................................................................ 4594
Show ................................................................................................................ 4595
Hide ................................................................................................................ 4596
IsActive ................................................................................................................ 4597
Activate ................................................................................................................ 4598
Deactivate................................................................................................................ 4599
StateFlags ................................................................................................................ 4600
StateFlagsSet
................................................................................................................ 4601
StateFlagsReset
................................................................................................................ 4602
PropFlags ................................................................................................................ 4603
PropFlagsSet................................................................................................................ 4604
PropFlagsReset
................................................................................................................ 4605
MouseX ................................................................................................................ 4606
© 2000-2017, MetaQuotes Software Corp.
53 Content
MouseY ................................................................................................................ 4607
MouseFlags................................................................................................................ 4608
MouseFocusKill
................................................................................................................ 4609
OnCreate ................................................................................................................ 4610
OnDestroy ................................................................................................................ 4611
OnMove ................................................................................................................ 4612
OnResize ................................................................................................................ 4613
OnEnable ................................................................................................................ 4614
OnDisable ................................................................................................................ 4615
OnShow ................................................................................................................ 4616
OnHide ................................................................................................................ 4617
OnActivate................................................................................................................ 4618
OnDeactivate ................................................................................................................ 4619
OnClick ................................................................................................................ 4620
OnChange ................................................................................................................ 4621
OnMouseDown ................................................................................................................ 4622
OnMouseUp................................................................................................................ 4623
OnDragStart ................................................................................................................ 4624
OnDragProcess................................................................................................................ 4625
OnDragEnd................................................................................................................ 4626
DragObjectCreate
................................................................................................................ 4627
DragObjectDestroy
................................................................................................................ 4628
CWndObj
......................................................................................................................... 4629
OnEvent ................................................................................................................ 4631
Text ................................................................................................................ 4632
Color ................................................................................................................ 4633
ColorBackground
................................................................................................................ 4634
ColorBorder ................................................................................................................ 4635
Font ................................................................................................................ 4636
FontSize ................................................................................................................ 4637
ZOrder ................................................................................................................ 4638
OnObjectCreate
................................................................................................................ 4639
OnObjectChange
................................................................................................................ 4640
OnObjectDelete
................................................................................................................ 4641
OnObjectDrag ................................................................................................................ 4642
OnSetText ................................................................................................................ 4643
OnSetColor................................................................................................................ 4644
OnSetColorBackground
................................................................................................................ 4645
OnSetFont ................................................................................................................ 4646
OnSetFontSize................................................................................................................ 4647
OnSetZOrder ................................................................................................................ 4648
OnDestroy ................................................................................................................ 4649
OnChange ................................................................................................................ 4650
CWndContainer
......................................................................................................................... 4651
Destroy ................................................................................................................ 4653
OnEvent ................................................................................................................ 4654
OnMouseEvent ................................................................................................................ 4655
ControlsTotal................................................................................................................ 4656
Control ................................................................................................................ 4657
ControlFind................................................................................................................ 4658
Add ................................................................................................................ 4659
Delete ................................................................................................................ 4660
Move ................................................................................................................ 4661
Shift ................................................................................................................ 4662
Id ................................................................................................................ 4663
Enable ................................................................................................................ 4664
Disable ................................................................................................................ 4665
Show ................................................................................................................ 4666
© 2000-2017, MetaQuotes Software Corp.
54 Content
Hide ................................................................................................................ 4667
MouseFocusKill
................................................................................................................ 4668
Save ................................................................................................................ 4669
Load ................................................................................................................ 4670
OnResize ................................................................................................................ 4671
OnActivate................................................................................................................ 4672
OnDeactivate ................................................................................................................ 4673
CLabel ......................................................................................................................... 4674
Create ................................................................................................................ 4679
OnSetText ................................................................................................................ 4680
OnSetColor................................................................................................................ 4681
OnSetFont ................................................................................................................ 4682
OnSetFontSize................................................................................................................ 4683
OnCreate ................................................................................................................ 4684
OnShow ................................................................................................................ 4685
OnHide ................................................................................................................ 4686
OnMove ................................................................................................................ 4687
CBmpButton
......................................................................................................................... 4688
Create ................................................................................................................ 4694
Border ................................................................................................................ 4695
BmpNames ................................................................................................................ 4696
BmpOffName ................................................................................................................ 4697
BmpOnName ................................................................................................................ 4698
BmpPassiveName
................................................................................................................ 4699
BmpActiveName................................................................................................................ 4700
Pressed ................................................................................................................ 4701
Locking ................................................................................................................ 4702
OnSetZOrder ................................................................................................................ 4703
OnCreate ................................................................................................................ 4704
OnShow ................................................................................................................ 4705
OnHide ................................................................................................................ 4706
OnMove ................................................................................................................ 4707
OnChange ................................................................................................................ 4708
OnActivate................................................................................................................ 4709
OnDeactivate ................................................................................................................ 4710
OnMouseDown ................................................................................................................ 4711
OnMouseUp................................................................................................................ 4712
CButton......................................................................................................................... 4713
Create ................................................................................................................ 4720
Pressed ................................................................................................................ 4721
Locking ................................................................................................................ 4722
OnSetText ................................................................................................................ 4723
OnSetColor................................................................................................................ 4724
OnSetColorBackground
................................................................................................................ 4725
OnSetColorBorder
................................................................................................................ 4726
OnSetFont ................................................................................................................ 4727
OnSetFontSize................................................................................................................ 4728
OnCreate ................................................................................................................ 4729
OnShow ................................................................................................................ 4730
OnHide ................................................................................................................ 4731
OnMove ................................................................................................................ 4732
OnResize ................................................................................................................ 4733
OnMouseDown ................................................................................................................ 4734
OnMouseUp................................................................................................................ 4735
CEdit ......................................................................................................................... 4736
Create ................................................................................................................ 4741
ReadOnly ................................................................................................................ 4742
TextAlign ................................................................................................................ 4743
© 2000-2017, MetaQuotes Software Corp.
55 Content
OnObjectEndEdit
................................................................................................................ 4744
OnSetText ................................................................................................................ 4745
OnSetColor................................................................................................................ 4746
OnSetColorBackground
................................................................................................................ 4747
OnSetColorBorder
................................................................................................................ 4748
OnSetFont ................................................................................................................ 4749
OnSetFontSize ................................................................................................................ 4750
OnSetZOrder ................................................................................................................ 4751
OnCreate ................................................................................................................ 4752
OnShow ................................................................................................................ 4753
OnHide ................................................................................................................ 4754
OnMove ................................................................................................................ 4755
OnResize ................................................................................................................ 4756
OnChange ................................................................................................................ 4757
OnClick ................................................................................................................ 4758
CPanel ......................................................................................................................... 4759
Create ................................................................................................................ 4764
BorderType................................................................................................................ 4765
OnSetText ................................................................................................................ 4766
OnSetColorBackground
................................................................................................................ 4767
OnSetColorBorder
................................................................................................................ 4768
OnCreate ................................................................................................................ 4769
OnShow ................................................................................................................ 4770
OnHide ................................................................................................................ 4771
OnMove ................................................................................................................ 4772
OnResize ................................................................................................................ 4773
OnChange ................................................................................................................ 4774
CPicture......................................................................................................................... 4775
Create ................................................................................................................ 4780
Border ................................................................................................................ 4781
BmpName ................................................................................................................ 4782
OnCreate ................................................................................................................ 4783
OnShow ................................................................................................................ 4784
OnHide ................................................................................................................ 4785
OnMove ................................................................................................................ 4786
OnChange ................................................................................................................ 4787
CScroll ......................................................................................................................... 4788
Create ................................................................................................................ 4790
OnEvent ................................................................................................................ 4791
MinPos ................................................................................................................ 4792
MaxPos ................................................................................................................ 4793
CurrPos ................................................................................................................ 4794
CreateBack................................................................................................................ 4795
CreateInc ................................................................................................................ 4796
CreateDec................................................................................................................ 4797
CreateThumb ................................................................................................................ 4798
OnClickInc................................................................................................................ 4799
OnClickDec................................................................................................................ 4800
OnShow ................................................................................................................ 4801
OnHide ................................................................................................................ 4802
OnChangePos ................................................................................................................ 4803
OnThumbDragStart
................................................................................................................ 4804
OnThumbDragProcess
................................................................................................................ 4805
OnThumbDragEnd................................................................................................................ 4806
CalcPos ................................................................................................................ 4807
CScrollV......................................................................................................................... 4808
CreateInc ................................................................................................................ 4814
CreateDec................................................................................................................ 4815
© 2000-2017, MetaQuotes Software Corp.
56 Content
CreateThumb ................................................................................................................ 4816
OnResize ................................................................................................................ 4817
OnChangePos ................................................................................................................ 4818
OnThumbDragStart
................................................................................................................ 4819
OnThumbDragProcess
................................................................................................................ 4820
OnThumbDragEnd................................................................................................................ 4821
CalcPos ................................................................................................................ 4822
CScrollH......................................................................................................................... 4823
CreateInc ................................................................................................................ 4829
CreateDec................................................................................................................ 4830
CreateThumb ................................................................................................................ 4831
OnResize ................................................................................................................ 4832
OnChangePos ................................................................................................................ 4833
OnThumbDragStart
................................................................................................................ 4834
OnThumbDragProcess
................................................................................................................ 4835
OnThumbDragEnd................................................................................................................ 4836
CalcPos ................................................................................................................ 4837
CWndClient
......................................................................................................................... 4838
Create ................................................................................................................ 4841
OnEvent ................................................................................................................ 4842
ColorBackground
................................................................................................................ 4843
ColorBorder ................................................................................................................ 4844
BorderType................................................................................................................ 4845
VScrolled ................................................................................................................ 4846
HScrolled ................................................................................................................ 4847
CreateBack................................................................................................................ 4848
CreateScrollV ................................................................................................................ 4849
CreateScrollH ................................................................................................................ 4850
OnResize ................................................................................................................ 4851
OnVScrollShow ................................................................................................................ 4852
OnVScrollHide ................................................................................................................ 4853
OnHScrollShow ................................................................................................................ 4854
OnHScrollHide ................................................................................................................ 4855
OnScrollLineDown
................................................................................................................ 4856
OnScrollLineUp................................................................................................................ 4857
OnScrollLineLeft
................................................................................................................ 4858
OnScrollLineRight
................................................................................................................ 4859
Rebound ................................................................................................................ 4860
CListView
......................................................................................................................... 4861
Create ................................................................................................................ 4867
OnEvent ................................................................................................................ 4868
TotalView ................................................................................................................ 4869
AddItem ................................................................................................................ 4870
Select ................................................................................................................ 4871
SelectByText ................................................................................................................ 4872
SelectByValue ................................................................................................................ 4873
Value ................................................................................................................ 4874
CreateRow................................................................................................................ 4875
OnResize ................................................................................................................ 4876
OnVScrollShow ................................................................................................................ 4877
OnVScrollHide ................................................................................................................ 4878
OnScrollLineDown
................................................................................................................ 4879
OnScrollLineUp................................................................................................................ 4880
OnItemClick ................................................................................................................ 4881
Redraw ................................................................................................................ 4882
RowState ................................................................................................................ 4883
CheckView................................................................................................................ 4884
CComboBox
......................................................................................................................... 4885
© 2000-2017, MetaQuotes Software Corp.
57 Content
Create ................................................................................................................ 4891
OnEvent ................................................................................................................ 4892
AddItem ................................................................................................................ 4893
ListViewItems................................................................................................................ 4894
Select ................................................................................................................ 4895
SelectByText ................................................................................................................ 4896
SelectByValue................................................................................................................ 4897
Value ................................................................................................................ 4898
CreateEdit................................................................................................................ 4899
CreateButton ................................................................................................................ 4900
CreateList................................................................................................................ 4901
OnClickEdit................................................................................................................ 4902
OnClickButton................................................................................................................ 4903
OnChangeList ................................................................................................................ 4904
ListShow ................................................................................................................ 4905
ListHide ................................................................................................................ 4906
CCheckBox
......................................................................................................................... 4907
Create ................................................................................................................ 4913
OnEvent ................................................................................................................ 4914
Text ................................................................................................................ 4915
Color ................................................................................................................ 4916
Checked ................................................................................................................ 4917
Value ................................................................................................................ 4918
CreateButton ................................................................................................................ 4919
CreateLabel ................................................................................................................ 4920
OnClickButton................................................................................................................ 4921
OnClickLabel ................................................................................................................ 4922
CCheckGroup
......................................................................................................................... 4923
Create ................................................................................................................ 4929
OnEvent ................................................................................................................ 4930
AddItem ................................................................................................................ 4931
Value ................................................................................................................ 4932
CreateButton ................................................................................................................ 4933
OnVScrollShow................................................................................................................ 4934
OnVScrollHide................................................................................................................ 4935
OnScrollLineDown
................................................................................................................ 4936
OnScrollLineUp
................................................................................................................ 4937
OnChangeItem ................................................................................................................ 4938
Redraw ................................................................................................................ 4939
RowState ................................................................................................................ 4940
CRadioButton
......................................................................................................................... 4941
Create ................................................................................................................ 4943
OnEvent ................................................................................................................ 4944
Text ................................................................................................................ 4945
Color ................................................................................................................ 4946
State ................................................................................................................ 4947
CreateButton ................................................................................................................ 4948
CreateLabel ................................................................................................................ 4949
OnClickButton................................................................................................................ 4950
OnClickLabel ................................................................................................................ 4951
CRadioGroup
......................................................................................................................... 4952
Create ................................................................................................................ 4958
OnEvent ................................................................................................................ 4959
AddItem ................................................................................................................ 4960
Value ................................................................................................................ 4961
CreateButton ................................................................................................................ 4962
OnVScrollShow................................................................................................................ 4963
OnVScrollHide................................................................................................................ 4964
© 2000-2017, MetaQuotes Software Corp.
58 Content
OnScrollLineDown
................................................................................................................ 4965
OnScrollLineUp
................................................................................................................ 4966
OnChangeItem ................................................................................................................ 4967
Redraw ................................................................................................................ 4968
RowState ................................................................................................................ 4969
Select ................................................................................................................ 4970
CSpinEdit
......................................................................................................................... 4971
Create ................................................................................................................ 4976
OnEvent ................................................................................................................ 4977
MinValue ................................................................................................................ 4978
MaxValue ................................................................................................................ 4979
Value ................................................................................................................ 4980
CreateEdit................................................................................................................ 4981
CreateInc ................................................................................................................ 4982
CreateDec................................................................................................................ 4983
OnClickInc................................................................................................................ 4984
OnClickDec................................................................................................................ 4985
OnChangeValue................................................................................................................ 4986
CDialog......................................................................................................................... 4987
Create ................................................................................................................ 4989
OnEvent ................................................................................................................ 4990
Caption ................................................................................................................ 4991
Add ................................................................................................................ 4992
CreateWhiteBorder
................................................................................................................ 4993
CreateBackground
................................................................................................................ 4994
CreateCaption................................................................................................................ 4995
CreateButtonClose
................................................................................................................ 4996
CreateClientArea
................................................................................................................ 4997
OnClickCaption
................................................................................................................ 4998
OnClickButtonClose
................................................................................................................ 4999
ClientAreaVisible
................................................................................................................ 5000
ClientAreaLeft
................................................................................................................ 5001
ClientAreaTop................................................................................................................ 5002
ClientAreaRight
................................................................................................................ 5003
ClientAreaBottom
................................................................................................................ 5004
ClientAreaWidth
................................................................................................................ 5005
ClientAreaHeight
................................................................................................................ 5006
OnDialogDragStart
................................................................................................................ 5007
OnDialogDragProcess
................................................................................................................ 5008
OnDialogDragEnd
................................................................................................................ 5009
CAppDialog
......................................................................................................................... 5010
Create ................................................................................................................ 5013
Destroy ................................................................................................................ 5014
OnEvent ................................................................................................................ 5015
Run ................................................................................................................ 5016
ChartEvent................................................................................................................ 5017
Minimized ................................................................................................................ 5018
IniFileSave ................................................................................................................ 5019
IniFileLoad................................................................................................................ 5020
IniFileName................................................................................................................ 5021
IniFileExt ................................................................................................................ 5022
CreateCommon ................................................................................................................ 5023
CreateExpert ................................................................................................................ 5024
CreateIndicator
................................................................................................................ 5025
CreateButtonMinMax
................................................................................................................ 5026
OnClickButtonClose
................................................................................................................ 5027
OnClickButtonMinMax
................................................................................................................ 5028
OnAnotherApplicationClose
................................................................................................................ 5029
© 2000-2017, MetaQuotes Software Corp.
59 Content
Rebound ................................................................................................................ 5030
Minimize ................................................................................................................ 5031
Maximize ................................................................................................................ 5032
CreateInstanceId
................................................................................................................ 5033
ProgramName
................................................................................................................ 5034
SubwinOff ................................................................................................................ 5035
27 Moving from .................................................................................................
MQL4 5036
28 List of MQL5 .................................................................................................
Functions 5039
29 List of MQL5 .................................................................................................
Constants 5064
© 2000-2017, MetaQuotes Software Corp.
60
MQL5 Reference
MetaQuotes Language 5 (MQL5) is a high-level language designed for developing technical indicators,
trading robots and utility applications, which automate financial trading. MQL5 has been developed by
MetaQuotes Software Corp. for their trading platform. The language syntax is very close to C++
enabling programmers to develop applications in the object-oriented programming (OOP) style.
In addition to the MQL5 language, the trading platform package also includes the MetaEditor IDE with
highly advanced code writing tools, such as templates, snippets, debugging, profiling and auto
completion tools, as well as built-in MQL5 Storage enabling file versioning.
The language support is available on the MQL5.community website, which contains a huge free
CodeBase and a plethora of articles. These articles cover all the aspects of the modern trading,
including neural networks, statistics and analysis, high-frequency trading, arbitrage, testing and
optimization of trading strategies, use of trading automation robots, and more.
Traders and MQL5 program developers can communicate on the forum, order and develop applications
using the Freelance service, as well as buy and sell protected programs in the Market of automated
trading applications.
The MQL5 language provides specialized trading functions and predefined event handlers to help
programmers develop Expert Advisors (EAs), which automatically control trading processes following
specific trading rules. In addition to EAs, MQL5 allows developing custom technical indicators, scripts
and libraries.
This MQL5 language reference contains functions, operations, reserved words and other language
constructions divided into categories. The reference also provides descriptions of Standard Library
classes used for developing trading strategies, control panels, custom graphics and enabling file
access.
Additionally, the CodeBase contains the ALGLIB numerical analysis library, which can be used for
solving various mathematical problems.
Types of MQL5 Applications
MQL5 programs are divided into four specialized types based on the trading automation tasks that
they implement:
· Expert Advisor is an automated trading system linked to a chart. An Expert Advisor contains event
handlers to manage predefined events which activate execution of appropriate trading strategy
elements. For example, an event of program initialization and deinitializtion, new ticks, timer
events, changes in the Depth of Market, chart and custom events.
In addition to calculating trading signals based on the implemented rules, Expert Advisors can also
automatically execute trades and send them directly to a trading server. Expert Advisors are stored
in <Terminal_Directory>\MQL5\Experts.
· Custom Indicators is a technical indicator developed by a user in addition to standard indicators
integrated into the trading platform. Custom indicators, as well as standard ones, cannot trade
automatically, but only implement analytical functions. Custom indicators can utilize values of other
indicators for calculations, and can be called from Expert Advisors.
Custom indicators are stored in <Terminal_Directory>\MQL5\Indicators.
© 2000-2017, MetaQuotes Software Corp.
61
· Script is a program for a single execution of an action. Unlike Expert Advisors, scripts do not handle
any event except for trigger, initialization and deinitialization. A script code must contain the
OnStart handler function.
Scripts are stored in <Terminal_DIrectory>\MQL5\Scripts.
· Library is a set of custom functions. Libraries are intended to store and distribute commonly used
algorithms of custom programs.
Libraries are stored in <Terminal_Directory>\MQL5\Libraries.
· Include File is a source text of the most frequently used blocks of custom programs. Such files can
be included into the source texts of Expert Advisors, scripts, custom indicators, and libraries at the
compiling stage. The use of included files is more preferable than the use of libraries because of
additional burden occurring at calling library functions.
Include files can be stored in the same directory where the original file is located. In this case the
#include directive with double quotes is used. Another option is to store include files in
<Terminal_Directory>\MQL5\Include. In this case #include with angle brackets should be used.
© 2000-2017, MetaQuotes Software Corp.
© 2000-2017, MetaQuotes Software Corp.
62 Language Basics
Language Basics
The MetaQuotes Language 5 (MQL5) is an object-oriented high-level programming language intended
for writing automated trading strategies, custom technical indicators for the analysis of various
financial markets. It allows not only to write a variety of expert systems, designed to operate in real
time, but also create their own graphical tools to help you make trade decisions.
MQL5 is based on the concept of the popular programming language C++. As compared to MQL4, the
new language now has enumerations, structures, classes and event handling. By increasing the number
of embedded main types, the interaction of executable programs in MQL5 with other applications
through dll is now as easy as possible. MQL5 syntax is similar to the syntax of C++, and this makes it
easy to translate into it programs from modern programming languages.
To help you study the MQL5 language, all topics are grouped into the following sections:
· Syntax
· Data Types
· Operations and Expressions
· Operators
· Functions
· Variables
· Preprocessor
· Object-Oriented Programming
© 2000-2017, MetaQuotes Software Corp.
63 Language Basics
Syntax
As to the syntax, THE MQL5 language for programming trading strategies is very much similar to the
C++ programming language, except for some features:
· no address arithmetic;
· no goto operator;
· an anonymous enumeration can't be declared;
· no multiple inheritance.
See also
Enumerations, Structures and Classes, Inheritance
© 2000-2017, MetaQuotes Software Corp.
64 Language Basics
Comments
Multi-line comments start with the /* pair of symbols and end with the */ one. Such kind of comments
cannot be nested. Single-line comments begin with the // pair of symbols and end with the newline
character, they can be nested in other multi-line comments. Comments are allowed everywhere where
the spaces are allowed, they can have any number of spaces in them.
Examples:
//--- Single-line comment
/* Multi-
line // Nested single-line comment
comment
*/
© 2000-2017, MetaQuotes Software Corp.
65 Language Basics
Identifiers
Identifiers are used as names of variables and functions. The length of the identifier can not exceed
63 characters.
Characters allowed to be written in an identifier: figures 0-9, the Latin uppercase and lowercase
letters a-z and A-Z, recognized as different characters, the underscore character (_).The first
character can not be a digit.
The identifier must not coincide with reserved word.
Examples:
NAME1 namel Total_5 Paper
See also
Variables, Functions
© 2000-2017, MetaQuotes Software Corp.
66 Language Basics
Reserved Words
The following identifiers are recorded as reserved words, each of them corresponds to a certain
action, and cannot be used in another meaning:
Data Types
bool enum struct
char float uchar
class int uint
color long ulong
datetime short ushort
double string void
Access Specificators
const private protected
public virtual
Memory Classes
extern input static
Operators
break dynamic_cast return
case else sizeof
continue for switch
default if while
delete new
do operator
Other
false #define #property
this #import template
© 2000-2017, MetaQuotes Software Corp.
67 Language Basics
true #include typename
© 2000-2017, MetaQuotes Software Corp.
68 Language Basics
Data Types
Any program operates with data. Data can be of different types depending on their purposes. For
example, integer data are used to access to array components. Price data belong to those of double
precision with floating point. This is related to the fact that no special data type for price data is
provided in MQL5.
Data of different types are processed with different rates. Integer data are processed at the fastest.
To process the double precision data, a special co-processor is used. However, because of complexity
of internal representation of data with floating point, they are processed slower than the integer ones.
String data are processed at the longest because of dynamic computer memory allocation/reallocation.
The basic data types are:
· integers (char, short, int, long, uchar, ushort, uint, ulong);
· logical (bool);
· literals (ushort);
· strings (string);
· floating-point numbers (double, float);
· color (color);
· date and time (datetime);
· enumerations (enum).
Complex data types are:
· structures;
· classes.
In terms of OOP complex data types are called abstract data types.
The color and datetime types make sense only to facilitate visualization and input of parameters
defined from outside - from the table of Expert Advisor or custom indicator properties (the Inputs
tab). Data of color and datetime types are represented as integers. Integer types and floating-point
types are called arithmetic (numeric) types.
Only implicit type casting is used in expressions, unless the explicit casting is specified.
See also
Typecasting
© 2000-2017, MetaQuotes Software Corp.
69 Language Basics
Integer Types
In MQL5 integers are represented by eleven types. Some types can be used together with other ones,
if required by the program logic, but in this case it's necessary to remember the rules of typecasting.
The table below lists the characteristics of each type. Besides, the last column features a type in C++
corresponding to each type.
Type Size in Bytes Minimum Value Maximum Value C++ Analog
char 1 -128 127 char
uchar 1 0 255 unsigned char,
BYTE
bool 1 0(false) 1(true) bool
short 2 -32 768 32 767 short, wchar_t
ushort 2 0 65 535 unsigned short,
WORD
int 4 - 2 147 483 648 2 147 483 647 int
uint 4 0 4 294 967 295 unsigned int,
DWORD
color 4 -1 16 777 215 int, COLORREF
long 8 -9 223 372 036 9 223 372 036 __int64
854 775 808 854 775 807
ulong 8 0 18 446 744 073 unsigned __int64
709 551 615
datetime 8 0 (1970.01.01 32 535 244 799 __time64_t
0:00:00) (3000.12.31
23:59:59)
Integer type values can also be presented as numeric constants, color literals, date-time literals,
character constants and enumerations.
See also
Conversion Functions, Numerical Type Constants
© 2000-2017, MetaQuotes Software Corp.
70 Language Basics
Char, Short, Int and Long Types
char
The char type takes 1 byte of memory (8 bits) and allows expressing in the binary notation 2^8=256
values. The char type can contain both positive and negative values. The range of values is from -128
to 127.
uchar
The uchar integer type also occupies 1 byte of memory, as well as the char type, but unlike it uchar is
intended only for positive values. The minimum value is zero, the maximum value is 255. The first
letter u in the name of the uchar type is the abbreviation for unsigned.
short
The size of the short type is 2 bytes (16 bits) and, accordingly, it allows expressing the range of values
equal to 2 to the power 16: 2^16 = 65 536.Since the short type is a signed one, and contains both
positive and negative values, the range of values is between -32 768 and 32 767.
ushort
The unsigned short type is the type ushort, which also has a size of 2 bytes. The minimum value is 0,
the maximum value is 65 535.
int
The size of the int type is 4 bytes (32 bits). The minimal value is -2 147 483 648, the maximal one is 2
147 483 647.
uint
The unsigned integer type is uint. It takes 4 bytes of memory and allows expressing integers from 0 to
4 294 967 295.
long
The size of the long type is 8 bytes (64 bits). The minimum value is -9 223 372 036 854 775 808, the
maximum value is 9 223 372 036 854 775 807.
ulong
The ulong type also occupies 8 bytes and can store values from 0 to 18 446 744 073 709 551 615.
Examples:
char ch=12;
short sh=-5000;
int in=2445777;
© 2000-2017, MetaQuotes Software Corp.
71 Language Basics
Since the unsigned integer types are not designed for storing negative values, the attempt to set a
negative value can lead to unexpected consequences. Such a simple script will lead to an infinite loop:
//--- Infinite loop
void OnStart()
{
uchar u_ch;
for(char ch=-128;ch<128;ch++)
{
u_ch=ch;
Print("ch = ",ch," u_ch = ",u_ch);
}
}
The correct variant is:
//--- Correct variant
void OnStart()
{
uchar u_ch;
for(char ch=-128;ch<=127;ch++)
{
u_ch=ch;
Print("ch = ",ch," u_ch = ",u_ch);
if(ch==127) break;
}
}
Result:
ch= -128 u_ch= 128
ch= -127 u_ch= 129
ch= -126 u_ch= 130
ch= -125 u_ch= 131
ch= -124 u_ch= 132
ch= -123 u_ch= 133
ch= -122 u_ch= 134
ch= -121 u_ch= 135
ch= -120 u_ch= 136
ch= -119 u_ch= 137
ch= -118 u_ch= 138
ch= -117 u_ch= 139
ch= -116 u_ch= 140
ch= -115 u_ch= 141
ch= -114 u_ch= 142
ch= -113 u_ch= 143
ch= -112 u_ch= 144
ch= -111 u_ch= 145
© 2000-2017, MetaQuotes Software Corp.
72 Language Basics
...
Examples:
//--- Negative values can not be stored in unsigned types
uchar u_ch=-120;
ushort u_sh=-5000;
uint u_in=-401280;
Hexadecimal: numbers 0-9, the letters a-f or A-F for the values of 10-15; start with 0x or 0X.
Examples:
0x0A, 0x12, 0X12, 0x2f, 0xA3, 0Xa3, 0X7C7
For integer variables, the values can be set in binary form using B prefix. For example, you can encode
the working hours of a trading session into int type variable and use information about them according
to the required algorithm:
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- set 1 for working hours and 0 for nonworking ones
int AsianSession =B'111111111'; // Asian session from 0:00 to 9:00
int EuropeanSession=B'111111111000000000'; // European session 9:00 - 18:00
int AmericanSession =B'111111110000000000000011'; // American session 16:00 - 02:00
//--- derive numerical values of the sessions
PrintFormat("Asian session hours as value =%d",AsianSession);
PrintFormat("European session hours as value is %d",EuropeanSession);
PrintFormat("American session hours as value is %d",AmericanSession);
//--- and now let's display string representations of the sessions' working hours
Print("Asian session ",GetHoursForSession(AsianSession));
Print("European session ",GetHoursForSession(EuropeanSession));
Print("American session ",GetHoursForSession(AmericanSession));
//---
}
//+------------------------------------------------------------------+
//| return the session's working hours as a string |
//+------------------------------------------------------------------+
string GetHoursForSession(int session)
{
//--- in order to check, use AND bit operations and left shift by 1 bit <<=1
//--- start checking from the lowest bit
int bit=1;
string out="working hours: ";
//--- check all 24 bits starting from the zero and up to 23 inclusively
for(int i=0;i<24;i++)
{
//--- receive bit state in number
© 2000-2017, MetaQuotes Software Corp.
73 Language Basics
bool workinghour=(session&bit)==bit;
//--- add the hour's number to the message
if(workinghour )out=out+StringFormat("%d ",i);
//--- shift by one bit to the left to check the value of the next one
bit<<=1;
}
//--- result string
return out;
}
See also
Typecasting
© 2000-2017, MetaQuotes Software Corp.
74 Language Basics
Character Constants
Characters as elements of a string in MQL5 are indexes in the Unicode character set. They are
hexadecimal values that can be cast into integers, and that can be manipulated by integer operations
like addition and subtraction.
Any single character in quotation marks or a hexadecimal ASCII code of a character as '\x10' is a
character constant and is of ushort type. For example, a record of '0' type is a numerical value 30, that
corresponds to the index of zero in the table of characters.
Example:
void OnStart()
{
//--- define character constants
int symbol_0='0';
int symbol_9=symbol_0+9; // get symbol '9'
//--- output values of constants
printf("In a decimal form: symbol_0 = %d, symbol_9 = %d",symbol_0,symbol_9);
printf("In a hexadecimal form: symbol_0 = 0x%x, symbol_9 = 0x%x",symbol_0,symbol_9);
//--- enter constants into a string
string test="";
StringSetCharacter(test,0,symbol_0);
StringSetCharacter(test,1,symbol_9);
//--- this is what they look like in a string
Print(test);
}
A backslash is a control character for a compiler when dealing with constant strings and character
constants in a source text of a program. Some symbols, for example a single quote ('), double quotes
("), backslash (\) and control characters can be represented as a combination of symbols that start
with a backslash (\), according to the below table:
Character name Mnemonic code or Record in MQL5 Numeric value
image
new line (line feed) LF '\n' 10
horizontal tab HT '\t' 9
carriage return CR '\r' 13
backslash \ '\\' 92
single quote ' '\'' 39
double quote " '\"' 34
hexadecimal code hhhh '\xhhhh' 1 to 4 hexadecimal
characters
decimal code d '\d' decimal number from
0 to 65535
© 2000-2017, MetaQuotes Software Corp.
75 Language Basics
If a backslash is followed by a character other than those described above, result is undefined.
Example
void OnStart()
{
//--- declare character constants
int a='A';
int b='$';
int c='©'; // code 0xA9
int d='\xAE'; // code of the symbol ®
//--- output print constants
Print(a,b,c,d);
//--- add a character to the string
string test="";
StringSetCharacter(test,0,a);
Print(test);
//--- replace a character in a string
StringSetCharacter(test,0,b);
Print(test);
//--- replace a character in a string
StringSetCharacter(test,0,c);
Print(test);
//--- replace a character in a string
StringSetCharacter(test,0,d);
Print(test);
//--- represent characters as a number
int a1=65;
int b1=36;
int c1=169;
int d1=174;
//--- add a character to the string
StringSetCharacter(test,1,a1);
Print(test);
//--- add a character to the string
StringSetCharacter(test,1,b1);
Print(test);
//--- add a character to the string
StringSetCharacter(test,1,c1);
Print(test);
//--- add a character to the string
StringSetCharacter(test,1,d1);
Print(test);
}
As it was mentioned above, the value of a character constant (or variable) is an index in the table of
characters. Index being an integer, it can be written in different ways.
void OnStart()
{
© 2000-2017, MetaQuotes Software Corp.
76 Language Basics
//---
int a=0xAE; // the code of ® corresponds to the '\xAE' literal
int b=0x24; // the code of $ corresponds to the '\x24' literal
int c=0xA9; // the code of © corresponds to the '\xA9' literal
int d=0x263A; // the code of ☺ corresponds to the '\x263A' literal
//--- show values
Print(a,b,c,d);
//--- add a character to the string
string test="";
StringSetCharacter(test,0,a);
Print(test);
//--- replace a character in a string
StringSetCharacter(test,0,b);
Print(test);
//--- replace a character in a string
StringSetCharacter(test,0,c);
Print(test);
//--- replace a character in a string
StringSetCharacter(test,0,d);
Print(test);
//--- codes of suits
int a1=0x2660;
int b1=0x2661;
int c1=0x2662;
int d1=0x2663;
//--- add a character of spades
StringSetCharacter(test,1,a1);
Print(test);
//--- add a character of hearts
StringSetCharacter(test,2,b1);
Print(test);
//--- add a character of diamonds
StringSetCharacter(test,3,c1);
Print(test);
//--- add a character of clubs
StringSetCharacter(test,4,d1);
Print(test);
//--- Example of character literals in a string
test="Queen\x2660Ace\x2662";
printf("%s",test);
}
The internal representation of a character literal is the ushort type. Character constants can accept
values from 0 to 65535.
See also
StringSetCharacter(), StringGetCharacter(), ShortToString(), ShortArrayToString(),
StringToShortArray()
© 2000-2017, MetaQuotes Software Corp.
77 Language Basics
Datetime Type
The datetime type is intended for storing the date and time as the number of seconds elapsed since
January 01, 1970. This type occupies 8 bytes of memory.
Constants of the date and time can be represented as a literal string, which consists of 6 parts
showing the numerical value of the year, month, day (or day, month, year), hours, minutes and
seconds. The constant is enclosed in single quotation marks and starts with the D character.
Values range from 1 January, 1970 to 31 December, 3000. Either date (year , month, day) or time
(hours, minutes, seconds), or all together can be omitted.
With literal date specification, it is desirable that you specify year, month and day. Otherwise the
compiler returns a warning about an incomplete entry.
Examples:
datetime NY=D'2015.01.01 00:00'; // Time of beginning of year 2015
datetime d1=D'1980.07.19 12:30:27'; // Year Month Day Hours Minutes Seconds
datetime d2=D'19.07.1980 12:30:27'; // Equal to D'1980.07.19 12:30:27';
datetime d3=D'19.07.1980 12'; // Equal to D'1980.07.19 12:00:00'
datetime d4=D'01.01.2004'; // Equal to D'01.01.2004 00:00:00'
datetime compilation_date=__DATE__; // Compilation date
datetime compilation_date_time=__DATETIME__; // Compilation date and time
datetime compilation_time=__DATETIME__-__DATE__;// Compilation time
//--- Examples of declarations after which compiler warnings will be returned
datetime warning1=D'12:30:27'; // Equal to D'[date of compilation] 12:30:27'
datetime warning2=D''; // Equal to __DATETIME__
See also
Structure of the Date Type, Date and Time, TimeToString, StringToTime
© 2000-2017, MetaQuotes Software Corp.
78 Language Basics
Color Type
The color type is intended for storing information about color and occupies 4 bytes in memory. The
first byte is ignored, the remaining 3 bytes contain the RGB-components.
Color constants can be represented in three ways: literally, by integers, or by name (for named Web-
colors only).
Literal representation consists of three parts representing numerical rate values of the three main
color components: red, green, blue. The constant starts with C and is enclosed in single quotes.
Numerical rate values of a color component lie in the range from 0 to 255.
Integer-valued representation is written in a form of hexadecimal or a decimal number. A hexadecimal
number looks like 0x00BBGGRR, where RR is the rate of the red color component, GG - of the green
one, and BB - of the blue one. Decimal constants are not directly reflected in the RGB. They represent
a decimal value of the hexadecimal integer representation.
Specific colors reflect the so-called Web-colors set.
Examples:
//--- Literals
C'128,128,128' // Gray
C'0x00,0x00,0xFF' // Blue
//color names
clrRed // Red
clrYellow // Yellow
clrBlack // Black
//--- Integral representations
0xFFFFFF // White
16777215 // White
0x008000 // Green
32768 // Green
See also
Web Colors, ColorToString, StringToColor, Typecasting
© 2000-2017, MetaQuotes Software Corp.
79 Language Basics
Bool Type
The bool type is intended to store the logical values of true or false, numeric representation of them is
1 or 0, respectively.
Examples:
bool a = true;
bool b = false;
bool c = 1;
The internal representation is a whole number 1 byte large. It should be noted that in logical
expressions you can use other integer or real types or expressions of these types - the compiler will
not generate any error. In this case, the zero value will be interpreted as false, and all other values -
as true.
Examples:
int i=5;
double d=-2.5;
if(i) Print("i = ",i," and is set to true");
else Print("i = ",i," and is set to false");
if(d) Print("d = ",d," and has the true value");
else Print("d = ",d," and has the false value");
i=0;
if(i) Print("i = ",i," and has the true value");
else Print("i = ",i," and has the false value");
d=0.0;
if(d) Print("d = ",d," and has the true value");
else Print("d = ",d," and has the false value");
//--- Execution results
// i= 5 and has the true value
// d= -2.5 and has the true value
// i= 0 and has the false value
// d= 0 and has the false value
See also
Boolean Operations, Precedence Rules
© 2000-2017, MetaQuotes Software Corp.
80 Language Basics
Enumerations
Data of the enum type belong to a certain limited set of data. Defining the enumeration type:
enum name of enumerable type
{
list of values
};
The list of values is a list of identifiers of named constants separated by commas.
Example:
enum months // enumeration of named constants
{
January,
February,
March,
April,
May,
June,
July,
August,
September,
October,
November,
December
};
After the enumeration is declared, a new integer-valued 4-byte data type appears. Declaration of the
new data type allows the compiler to strictly control types of passed parameters, because enumeration
introduces new named constants. In the above example, the January named constant has the value of
0, February - 1, December - 11.
Rule: If a certain value is not assigned to a named constant that is a member of the enumeration, its
new value will be formed automatically. If it is the first member of the enumeration, the 0 value will
be assigned to it. For all subsequent members, values will be calculated based on the value of the
previous members by adding one.
Example:
enum intervals // Enumeration of named constants
{
month=1, // Interval of one month
two_months, // Two months
quarter, // Three months - quarter
halfyear=6, // Half a year
year=12, // Year - 12 months
};
Notes
© 2000-2017, MetaQuotes Software Corp.
81 Language Basics
· Unlike C++, the size of the internal representation of the enumerated type in MQL5 is always equal
to 4 bytes. That is, sizeof (months) returns the value 4.
· Unlike C++, an anonymous enumeration can't be declared in MQL5. That is, a unique name must be
always specified after the enum keyword.
See also
Typecasting
© 2000-2017, MetaQuotes Software Corp.
82 Language Basics
Real Types (double, float)
Real types (or floating-point types) represent values with a fractional part. In the MQL5 language there
are two types for floating point numbers.The method of representation of real numbers in the
computer memory is defined by the IEEE 754 standard and is independent of platforms, operating
systems or programming languages.
Type Size in bytes Minimal Positive Maximum Value C++ Analog
Value
float 4 1.175494351e-38 3.402823466e+3 float
8
double 8 2.225073858507 1.797693134862 double
2014e-308 3158e+308
The double name means that the accuracy of these numbers is twice the accuracy of the float type
numbers. In most cases, the double type is the most convenient one. In many cases the limited
precision of float numbers is not enough. The reason why the float type is still used is saving the
memory (this is important for large arrays of real numbers).
Floating-point constants consist of an integer part, a point (.) and the fractional part. The integer and
fractional parts are sequences of decimal digits.
Examples:
double a=12.111;
double b=-956.1007;
float c =0.0001;
float d =16;
There is a scientific way of writing real constants, often this method of recording is more compact
than the traditional one.
Example:
double c1=1.12123515e-25;
double c2=0.000000000000000000000000112123515; // 24 zero after the decimal point
Print("1. c1 =",DoubleToString(c1,16));
// Result: 1. c1 = 0.0000000000000000
Print("2. c1 =",DoubleToString(c1,-16));
// Result: 2. c1 = 1.1212351499999999e-025
Print("3. c2 =",DoubleToString(c2,-16));
// Result: 3. c2 = 1.1212351499999999e-025
It should be remembered that real numbers are stored in memory with some limited accuracy in the
binary system, while generally the decimal notation is used. That's why many numbers that are
precisely represented in the decimal system can be written only as an infinite fraction in the binary
system.
© 2000-2017, MetaQuotes Software Corp.
83 Language Basics
For example, numbers 0.3 and 0.7 are represented in the computer as infinite fractions, while the
number of 0.25 is stored exactly, because it represents the power of two.
In this regard, it is strongly recommended not to compare two real numbers for equality, because such
a comparison is not correct.
Example:
void OnStart()
{
//---
double three=3.0;
double x,y,z;
x=1/three;
y=4/three;
z=5/three;
if(x+y==z) Print("1/3 + 4/3 == 5/3");
else Print("1/3 + 4/3 != 5/3");
// Result: 1/3 + 4/3 != 5/3
}
If you still need to compare the equality of two real numbers, then you can do this in two different
ways. The first way is to compare the difference between two numbers with some small quantity that
specifies the accuracy of comparison.
Example:
bool EqualDoubles(double d1,double d2,double epsilon)
{
if(epsilon<0) epsilon=-epsilon;
//---
if(d1-d2>epsilon) return false;
if(d1-d2<-epsilon) return false;
//---
return true;
}
void OnStart()
{
double d_val=0.7;
float f_val=0.7;
if(EqualDoubles(d_val,f_val,0.000000000000001)) Print(d_val," equals ",f_val);
else Print("Different: d_val = ",DoubleToString(d_val,16),
" f_val = ",DoubleToString(f_val,16));
// Result: Different: d_val= 0.7000000000000000 f_val= 0.6999999880790710
}
Note that the value of epsilon in the above example can not be less than the predefined constant
DBL_EPSILON. The value of this constant is 2.2204460492503131e-016. The constant corresponding to
the float type is FLT_EPSILON = 1.192092896e-07. The meaning of these values is the following: it is
the lowest value that satisfies the condition 1.0 + DBL_EPSILON! = 1.0 (for numbers of float type 1.0
+ FLT_EPSILON! = 1.0).
© 2000-2017, MetaQuotes Software Corp.
84 Language Basics
The second way offers comparing the normalized difference of two real numbers with zero. It's
meaningless to compare the difference of normalized numbers with a zero, because any mathematical
operation with normalized numbers gives a non-normalized result.
Example:
bool CompareDoubles(double number1,double number2)
{
if(NormalizeDouble(number1-number2,8)==0) return(true);
else return(false);
}
void OnStart()
{
double d_val=0.3;
float f_val=0.3;
if(CompareDoubles(d_val,f_val)) Print(d_val," equals ",f_val);
else Print("Different: d_val = ",DoubleToString(d_val,16),
" f_val = ",DoubleToString(f_val,16));
// Result: Different: d_val= 0.3000000000000000 f_val= 0.3000000119209290
}
Some operations of the mathematical co-processor can result in the invalid real number, which can't be
used in mathematical operations and operations of comparison, because the result of operations with
invalid real numbers is undefined. For example, when trying to calculate the arcsine of 2, the result is
the negative infinity.
Example:
double abnormal = MathArcsin(2.0);
Print("MathArcsin(2.0) =",abnormal);
// Result: MathArcsin(2.0) = -1.#IND
Besides the minus infinity there is the plus infinity and NaN (not a number). To determine that this
number is invalid, you can use MathIsValidNumber(). According to the IEEE standard, they have a
special machine representation. For example, plus infinity for the double type has the bit
representation of 0x7FF0 0000 0000 0000.
Examples:
struct str1
{
double d;
};
struct str2
{
long l;
};
//--- Start
str1 s1;
str2 s2;
© 2000-2017, MetaQuotes Software Corp.
85 Language Basics
//---
s1.d=MathArcsin(2.0); // Get the invalid number -1.#IND
s2=s1;
printf("1. %f %I64X",s1.d,s2.l);
//---
s2.l=0xFFFF000000000000; // invalid number -1.#QNAN
s1=s2;
printf("2. %f %I64X",s1.d,s2.l);
//---
s2.l=0x7FF7000000000000; // greatest non-number SNaN
s1=s2;
printf("3. %f %I64X",s1.d,s2.l);
//---
s2.l=0x7FF8000000000000; // smallest non-number QNaN
s1=s2;
printf("4. %f %I64X",s1.d,s2.l);
//---
s2.l=0x7FFF000000000000; // greatest non-number QNaN
s1=s2;
printf("5. %f %I64X",s1.d,s2.l);
//---
s2.l=0x7FF0000000000000; // Positive infinity 1.#INF and smallest non-number SNaN
s1=s2;
printf("6. %f %I64X",s1.d,s2.l);
//---
s2.l=0xFFF0000000000000; // Negative infinity -1.#INF
s1=s2;
printf("7. %f %I64X",s1.d,s2.l);
//---
s2.l=0x8000000000000000; // Negative zero -0.0
s1=s2;
printf("8. %f %I64X",s1.d,s2.l);
//---
s2.l=0x3FE0000000000000; // 0.5
s1=s2;
printf("9. %f %I64X",s1.d,s2.l);
//---
s2.l=0x3FF0000000000000; // 1.0
s1=s2;
printf("10. %f %I64X",s1.d,s2.l);
//---
s2.l=0x7FEFFFFFFFFFFFFF; // Greatest normalized number (MAX_DBL)
s1=s2;
printf("11. %.16e %I64X",s1.d,s2.l);
//---
s2.l=0x0010000000000000; // Smallest positive normalized (MIN_DBL)
s1=s2;
printf("12. %.16e %.16I64X",s1.d,s2.l);
//---
© 2000-2017, MetaQuotes Software Corp.
86 Language Basics
s1.d=0.7; // Show that the number of 0.7 - endless fraction
s2=s1;
printf("13. %.16e %.16I64X",s1.d,s2.l);
/*
1. -1.#IND00 FFF8000000000000
2. -1.#QNAN0 FFFF000000000000
3. 1.#SNAN0 7FF7000000000000
4. 1.#QNAN0 7FF8000000000000
5. 1.#QNAN0 7FFF000000000000
6. 1.#INF00 7FF0000000000000
7. -1.#INF00 FFF0000000000000
8. -0.000000 8000000000000000
9. 0.500000 3FE0000000000000
10. 1.000000 3FF0000000000000
11. 1.7976931348623157e+308 7FEFFFFFFFFFFFFF
12. 2.2250738585072014e-308 0010000000000000
13. 6.9999999999999996e-001 3FE6666666666666
*/
See also
DoubleToString, NormalizeDouble, Numeric Type Constants
© 2000-2017, MetaQuotes Software Corp.
87 Language Basics
String Type
The string type is used for storing text strings. A text string is a sequence of characters in the
Unicode format with the final zero at the end of it. A string constant can be assigned to a string
variable. A string constant is a sequence of Unicode characters enclosed in double quotes: "This is a
string constant".
If you need to include a double quote (") into a string, the backslash character (\) must be put before
it. Any special character constants can be written in a string, if the backslash character (\) is typed
before them.
Examples:
string svar="This is a character string";
string svar2=StringSubstr(svar,0,4);
Print("Copyright symbol\t\x00A9");
FileWrite(handle,"This string contains a new line symbols \n");
string MT5path="C:\\Program Files\\MetaTrader 5";
To make the source code readable, long constant strings can be split into parts without addition
operation. During compilation, these parts will be combined into one long string:
//--- Declare a long constant string
string HTML_head="<!DOCTYPE html PUBLIC \"-//W3C//DTD XHTML 1.0 Transitional//EN\""
" \"http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd\">\n"
"<html xmlns=\"http://www.w3.org/1999/xhtml\">\n"
"<head>\n"
"<meta http-equiv=\"Content-Type\" content=\"text/html; charset=utf-8\" />\n"
"<title>Trade Operations Report</title>\n"
"</head>";
//--- Output the constant string into log
Print(HTML_head);
}
See also
Conversion Functions, String Functions, FileOpen, FileReadString, FileWriteString
© 2000-2017, MetaQuotes Software Corp.
88 Language Basics
Structures, Classes and Interfaces
Structures
A structure is a set of elements of any type (except for the void type). Thus, the structure combines
logically related data of different types.
Structure Declaration
The structure data type is determined by the following description:
struct structure_name
{
elements_description
};
The structure name can't be used as an identifier (name of a variable or function). It should be noted
that in MQL5 structure elements follow one another directly, without alignment. In C++ such an order
is made to the compiler using the following instruction:
#pragma pack(1)
If you want to do another alignment in the structure, use auxiliary members, "fillers" to the right size.
Example:
struct trade_settings
{
uchar slippage; // value of the permissible slippage-size 1 byte
char reserved1; // skip 1 byte
short reserved2; // skip 2 bytes
int reserved4; // another 4 bytes are skipped. ensure alignment of the boundary 8 bytes
double take; // values of the price of profit fixing
double stop; // price value of the protective stop
};
Such a description of aligned structures is necessary only for transferring to imported dll-functions.
Attention: This example illustrates incorrectly designed data. It would be better first to declare the
take and stop large data of the double type, and then declare the slippage member of the uchar type.
In this case, the internal representation of data will always be the same regardless of the value
specified in #pragma pack().
If a structure contains variables of the string type and/or object of a dynamic array, the compiler
assigns an implicit constructor to such a structure. This constructor resets all the structure members
of string type and correctly initializes objects of the dynamic array.
Simple Structures
Structures that do not contain strings or objects of dynamic arrays are called simple structures;
variables of such structures can be freely copied to each other, even if they are different structures.
© 2000-2017, MetaQuotes Software Corp.
89 Language Basics
Variables of simple structures, as well as their array can be passed as parameters to functions
imported from DLL.
Access to Structure Members
The name of a structure becomes a new data type, so you can declare variables of this type. The
structure can be declared only once within a project. The structure members are accessed using the
point operation (.).
Example:
struct trade_settings
{
double take; // values of the profit fixing price
double stop; // value of the protective stop price
uchar slippage; // value of the acceptable slippage
};
//--- create up and initialize a variable of the trade_settings type
trade_settings my_set={0.0,0.0,5};
if (input_TP>0) my_set.take=input_TP;
Modifier 'final'
The use of the 'final' modifier during structure declaration prohibits further inheritance from this
structure. If a structure requires no further modifications, or modifications are not allowed for
security reasons, declare this structure with the 'final' modifier. In addition, all the members of the
structure will also be implicitly considered final.
struct settings final
{
//--- Structure body
};
struct trade_settings : public settings
{
//--- Structure body
};
If you try to inherit from a structure with the 'final' modifier as shown in the above example, the
compiler will return an error:
cannot inherit from 'settings' as it has been declared as 'final'
see declaration of 'settings'
Classes
Classes differ from structures in the following:
· the keyword class is used in declaration;
· by default, all class members have access specifier private, unless otherwise indicated. Data-
members of the structure have the default type of access as public, unless otherwise indicated;
· class objects always have a table of virtual functions, even if there are no virtual functions declared
in the class. Structures can't have virtual functions;
© 2000-2017, MetaQuotes Software Corp.
90 Language Basics
· the new operator can be applied to class objects; this operator cannot be applied to structures;
· classes can be inherited only from classes, structures can be inherited only from structures.
Classes and structures can have an explicit constructor and destructor. If your constructor is explicitly
defined, the initialization of a structure or class variable using the initializing sequence is impossible.
Example:
struct trade_settings
{
double take; // values of the profit fixing price
double stop; // value of the protective stop price
uchar slippage; // value of the acceptable slippage
//--- Constructor
trade_settings() { take=0.0; stop=0.0; slippage=5; }
//--- Destructor
~trade_settings() { Print("This is the end"); }
};
//--- Compiler will generate an error message that initialization is impossible
trade_settings my_set={0.0,0.0,5};
Constructors and Destructors
A constructor is a special function, which is called automatically when creating an object of a structure
or class and is usually used to initialize class members. Further we will talk only about classes, while
the same applies to structures, unless otherwise indicated. The name of a constructor must match the
class name. The constructor has no return type (you can specify the void type).
Defined class members – strings, dynamic arrays and objects that require initialization – will be in any
case initialized, regardless of whether there is a constructor.
Each class can have multiple constructors, differing by the number of parameters and the initialization
list. A constructor that requires specifying parameters is called a parametric constructor.
A constructor with no parameters is called a default constructor. If no constructors are declared in a
class, the compiler creates a default constructor during compilation.
//+------------------------------------------------------------------+
//| A class for working with a date |
//+------------------------------------------------------------------+
class MyDateClass
{
private:
int m_year; // Year
int m_month; // Month
int m_day; // Day of the month
int m_hour; // Hour in a day
int m_minute; // Minutes
int m_second; // Seconds
public:
//--- Default constructor
© 2000-2017, MetaQuotes Software Corp.
91 Language Basics
MyDateClass(void);
//--- Parametric constructor
MyDateClass(int h,int m,int s);
};
A constructor can be declared in the class description and then its body can be defined. For example,
two constructors of MyDateClass can be defined the following way:
//+------------------------------------------------------------------+
//| Default constructor |
//+------------------------------------------------------------------+
MyDateClass::MyDateClass(void)
{
//---
MqlDateTime mdt;
datetime t=TimeCurrent(mdt);
m_year=mdt.year;
m_month=mdt.mon;
m_day=mdt.day;
m_hour=mdt.hour;
m_minute=mdt.min;
m_second=mdt.sec;
Print(__FUNCTION__);
}
//+------------------------------------------------------------------+
//| Parametric constructor |
//+------------------------------------------------------------------+
MyDateClass::MyDateClass(int h,int m,int s)
{
MqlDateTime mdt;
datetime t=TimeCurrent(mdt);
m_year=mdt.year;
m_month=mdt.mon;
m_day=mdt.day;
m_hour=h;
m_minute=m;
m_second=s;
Print(__FUNCTION__);
}
In the default constructor, all members of the class are filled using the TimeCurrent() function. In the
parametric constructor only hour values are filled in. Other members of the class (m_year, m_month
and m_day) will be automatically initialized with the current date.
The default constructor has a special purpose when initializing an array of objects of its class. The
constructor, all parameters of which have default values, is not a default constructor. Here is an
example:
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
92 Language Basics
//| A class with a default constructor |
//+------------------------------------------------------------------+
class CFoo
{
datetime m_call_time; // Time of the last object call
public:
//--- Constructor with a parameter that has a default value is not a default constructor
CFoo(const datetime t=0){m_call_time=t;};
//--- Copy constructor
CFoo(const CFoo &foo){m_call_time=foo.m_call_time;};
string ToString(){return(TimeToString(m_call_time,TIME_DATE|TIME_SECONDS));};
};
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
// CFoo foo; // This variant cannot be used - a default constructor is not set
//--- Possible options to create the CFoo object
CFoo foo1(TimeCurrent()); // An explicit call of a parametric constructor
CFoo foo2(); // An explicit call of a parametric constructor with a default par
CFoo foo3=D'2009.09.09'; // An implicit call of a parametric constructor
CFoo foo40(foo1); // An explicit call of a copy constructor
CFoo foo41=foo1; // An implicit call of a copy constructor
CFoo foo5; // An explicit call of a default constructor (if there is no defau
// then a parametric constructor with a default value is called)
//--- Possible options to receive CFoo pointers
CFoo *pfoo6=new CFoo(); // Dynamic creation of an object and receiving of a pointer to it
CFoo *pfoo7=new CFoo(TimeCurrent());// Another option of dynamic object creation
CFoo *pfoo8=GetPointer(foo1); // Now pfoo8 points to object foo1
CFoo *pfoo9=pfoo7; // pfoo9 and pfoo7 point to one and the same object
// CFoo foo_array[3]; // This option cannot be used - a default constructor is not speci
//--- Show the value of m_call_time
Print("foo1.m_call_time=",foo1.ToString());
Print("foo2.m_call_time=",foo2.ToString());
Print("foo3.m_call_time=",foo3.ToString());
Print("foo4.m_call_time=",foo4.ToString());
Print("foo5.m_call_time=",foo5.ToString());
Print("pfoo6.m_call_time=",pfoo6.ToString());
Print("pfoo7.m_call_time=",pfoo7.ToString());
Print("pfoo8.m_call_time=",pfoo8.ToString());
Print("pfoo9.m_call_time=",pfoo9.ToString());
//--- Delete dynamically created arrays
delete pfoo6;
delete pfoo7;
//delete pfoo8; // You do not need to delete pfoo8 explicitly, since it points to the automatic
//delete pfoo9; // You do not need to delete pfoo9 explicitly. since it points to the same obje
}
© 2000-2017, MetaQuotes Software Corp.
93 Language Basics
If you uncomment these strings
//CFoo foo_array[3]; // This variant cannot be used - a default constructor is not set
or
//CFoo foo_dyn_array[]; // This variant cannot be used - a default constructor is not set
then the compiler will return an error for them "default constructor is not defined".
If a class has a user-defined constructor, the default constructor is not generated by the compiler. This
means that if a parametric constructor is declared in a class, but a default constructor is not declared,
you can not declare the arrays of objects of this class. The compiler will return an error for this script:
//+------------------------------------------------------------------+
//| A class without a default constructor |
//+------------------------------------------------------------------+
class CFoo
{
string m_name;
public:
CFoo(string name) { m_name=name;}
};
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- Get the "default constructor is not defined" error during compilation
CFoo badFoo[5];
}
In this example, the CFoo class has a declared parametric constructor - in such cases, the compiler
does not create a default constructor automatically during compilation. At the same time when you
declare an array of objects, it is assumed that all objects should be created and initialized
automatically. During auto-initialization of an object, it is necessary to call a default constructor, but
since the default constructor is not explicitly declared and not automatically generated by the compiler,
it is impossible to create such an object. For this reason, the compiler generates an error at the
compilation stage.
There is a special syntax to initialize an object using a constructor. Constructor initializers (special
constructions for initialization) for the members of a struct or class can be specified in the
initialization list.
An initialization list is a list of initializers separated by commas, which comes after the colon after the
list of parameters of a constructor and precedes the body (goes before an opening brace). There are
several requirements:
· Initialization lists can be used only in constructors;
· Parent members cannot be initialized in the initialization list;
· The initialization list must be followed by a definition (implementation) of a function.
© 2000-2017, MetaQuotes Software Corp.
94 Language Basics
Here is an example of several constructors for initializing class members.
//+------------------------------------------------------------------+
//| A class for storing the name of a character |
//+------------------------------------------------------------------+
class CPerson
{
string m_first_name; // First name
string m_second_name; // Second name
public:
//--- An empty default constructor
CPerson() {Print(__FUNCTION__);};
//--- A parametric constructor
CPerson(string full_name);
//--- A constructor with an initialization list
CPerson(string surname,string name): m_second_name(surname), m_first_name(name
void PrintName(){PrintFormat("Name=%s Surname=%s",m_first_name,m_second_name);};
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
CPerson::CPerson(string full_name)
{
int pos=StringFind(full_name," ");
if(pos>=0)
{
m_first_name=StringSubstr(full_name,0,pos);
m_second_name=StringSubstr(full_name,pos+1);
}
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- Get an error "default constructor is not defined"
CPerson people[5];
CPerson Tom="Tom Sawyer"; // Tom Sawyer
CPerson Huck("Huckleberry","Finn"); // Huckleberry Finn
CPerson *Pooh = new CPerson("Winnie","Pooh"); // Winnie the Pooh
//--- Output values
Tom.PrintName();
Huck.PrintName();
Pooh.PrintName();
//--- Delete a dynamically created object
delete Pooh;
}
© 2000-2017, MetaQuotes Software Corp.
95 Language Basics
In this case, the CPerson class has three constructors:
1. An explicit default constructor, which allows creating an array of objects of this class;
2. A constructor with one parameter, which gets a full name as a parameter and divides it to the
name and second name according to the found space;
3. A constructor with two parameters that contains an initialization list. Initializers -
m_second_name(surname) and m_first_name(name).
Note that the initialization using a list has replaced an assignment. Individual members must be
initialized as:
class_member (a list of expressions)
In the initialization list, members can go in any order, but all members of the class will be initialized
according to the order of their announcement. This means that in the third constructor, first the
m_first_name member will be initialized, as it is announced first, and only after it m_second_name is
initialized. This should be taken into account in cases where the initialization of some members of the
class depends on the values in other class members.
If a default constructor is not declared in the base class, and at the same time one or more
constructors with parameters are declared, you should always call one of the base class constructors in
the initialization list. It goes through the comma as ordinary members of the list and will be called first
during object initialization, no matter where in the initialization list it is located.
//+------------------------------------------------------------------+
//| Base class |
//+------------------------------------------------------------------+
class CFoo
{
string m_name;
public:
//--- A constructor with an initialization list
CFoo(string name) : m_name(name) { Print(m_name);}
};
//+------------------------------------------------------------------+
//| Class derived from CFoo |
//+------------------------------------------------------------------+
class CBar : CFoo
{
CFoo m_member; // A class member is an object of the parent
public:
//--- A default constructor in the initialization list calls the constructor of a parent
CBar(): m_member(_Symbol), CFoo("CBAR") {Print(__FUNCTION__);}
};
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
CBar bar;
}
© 2000-2017, MetaQuotes Software Corp.
96 Language Basics
In this example, when creating the bar object, a default constructor CBar() will be called, in which first
a constructor for the parent CFoo is called, and then comes a constructor for the m_member class
member.
A destructor is a special function that is called automatically when a class object is destroyed. The
name of the destructor is written as a class name with a tilde (~). Strings, dynamic arrays and objects,
requiring deinitialization, will be de-initialized anyway, regardless of the destructor presence or
absence. If there is a destructor, these actions will be performed after calling the destructor.
Destructors are always virtual, regardless of whether they are declared with the virtual keyword or not.
Defining Class Methods
Class function-methods can be defined both inside the class and outside the class declaration. If the
method is defined within a class, then its body comes right after the method declaration.
Example:
class CTetrisShape
{
protected:
int m_type;
int m_xpos;
int m_ypos;
int m_xsize;
int m_ysize;
int m_prev_turn;
int m_turn;
int m_right_border;
public:
void CTetrisShape();
void SetRightBorder(int border) { m_right_border=border; }
void SetYPos(int ypos) { m_ypos=ypos; }
void SetXPos(int xpos) { m_xpos=xpos; }
int GetYPos() { return(m_ypos); }
int GetXPos() { return(m_xpos); }
int GetYSize() { return(m_ysize); }
int GetXSize() { return(m_xsize); }
int GetType() { return(m_type); }
void Left() { m_xpos-=SHAPE_SIZE; }
void Right() { m_xpos+=SHAPE_SIZE; }
void Rotate() { m_prev_turn=m_turn; if(++m_turn>3) m_turn=0; }
virtual void Draw() { return; }
virtual bool CheckDown(int& pad_array[]);
virtual bool CheckLeft(int& side_row[]);
virtual bool CheckRight(int& side_row[]);
};
Functions from SetRightBorder(int border) to Draw() are declared and defined directly inside the
CTetrisShape class.
© 2000-2017, MetaQuotes Software Corp.
97 Language Basics
The CTetrisShape() constructor and methods CheckDown(int& pad_array[]), CheckLeft(int&
side_row[]) and CheckRight(int& side_row[]) are only declared inside the class, but not defined yet.
Definitions of these functions will be further in the code. In order to define the method outside the
class, the scope resolution operator is used, the class name is used as the scope.
Example:
//+------------------------------------------------------------------+
//| Constructor of the basic class |
//+------------------------------------------------------------------+
void CTetrisShape::CTetrisShape()
{
m_type=0;
m_ypos=0;
m_xpos=0;
m_xsize=SHAPE_SIZE;
m_ysize=SHAPE_SIZE;
m_prev_turn=0;
m_turn=0;
m_right_border=0;
}
//+------------------------------------------------------------------+
//| Checking ability to move down (for the stick and cube) |
//+------------------------------------------------------------------+
bool CTetrisShape::CheckDown(int& pad_array[])
{
int i,xsize=m_xsize/SHAPE_SIZE;
//---
for(i=0; i<xsize; i++)
{
if(m_ypos+m_ysize>=pad_array[i]) return(false);
}
//---
return(true);
}
Public, Protected and Private Access Modifiers
When developing a new class, it is recommended to restrict access to the members from the outside.
For this purpose keywords private or protected are used. In this case, hidden data can be accessed
only from function-methods of the same class. If the protected keyword is used, hidden data can be
accessed also from methods of classes - inheritors of this class. The same method can be used to
restrict the access to functions-methods of a class.
If you need to completely open access to members and/or methods of a class, use the keyword public.
Example:
class CTetrisField
{
private:
© 2000-2017, MetaQuotes Software Corp.
98 Language Basics
int m_score; // Score
int m_ypos; // Current position of the figures
int m_field[FIELD_HEIGHT][FIELD_WIDTH]; // Matrix of the well
int m_rows[FIELD_HEIGHT]; // Numbering of the well rows
int m_last_row; // Last free row
CTetrisShape *m_shape; // Tetris figure
bool m_bover; // Game over
public:
void CTetrisField() { m_shape=NULL; m_bover=false; }
void Init();
void Deinit();
void Down();
void Left();
void Right();
void Rotate();
void Drop();
private:
void NewShape();
void CheckAndDeleteRows();
void LabelOver();
};
Any class members and methods declared after the specifier public: (and before the next access
specifier) are available in any reference to the class object by the program. In this example these are
the following members: functions CTetrisField(), Init(), Deinit(), Down(), Left(), Right(), Rotate() and
Drop().
Any members that are declared after the access specifier to the elements private: (and before the
next access specifier) are available only to members-functions of this class. Specifiers of access to
elements always end with a colon (:) and can appear in the class definition many times.
Access to the members of the basis class can be redefined during inheritance in derived classes.
Modifier 'final'
The use of the 'final' modifier during class declaration prohibits further inheritance from this class. If
the class interface requires no further modifications, or modifications are not allowed for security
reasons, declare this class with the 'final' modifier. In addition, all the members of the class will also
be implicitly considered final.
class CFoo final
{
//--- Class body
};
class CBar : public CFoo
{
//--- Class body
};
If you try to inherit form a class with the 'final' modifier as shown in the above example, the compiler
will return an error:
© 2000-2017, MetaQuotes Software Corp.
99 Language Basics
cannot inherit from 'CFoo' as it has been declared as 'final'
see declaration of 'CFoo'
Interfaces
An interface allows determining specific functionality, which a class can then implement. In fact, an
interface is a class that cannot contain any members, and may not have a constructor and/or a
destructor. All methods declared in an interface are purely virtual, even without an explicit definition.
An interface is defined using the "interface" keyword. Example:
//--- Basic interface for describing animals
interface IAnimal
{
//--- The methods of the interface have public access by default
void Sound(); // The sound produced by the animal
};
//+------------------------------------------------------------------+
//| The CCat class is inherited from the IAnimal interface |
//+------------------------------------------------------------------+
class CCat : public IAnimal
{
public:
CCat() { Print("Cat was born"); }
~CCat() { Print("Cat is dead"); }
//--- Implementing the Sound method of the IAnimal interface
void Sound(){ Print("meou"); }
};
//+------------------------------------------------------------------+
//| The CDog class is inherited from the IAnimal interface |
//+------------------------------------------------------------------+
class CDog : public IAnimal
{
public:
CDog() { Print("Dog was born"); }
~CDog() { Print("Dog is dead"); }
//--- Implementing the Sound method of the IAnimal interface
void Sound(){ Print("guaf"); }
};
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- An array of pointers to objects of the IAnimal type
IAnimal *animals[2];
//--- Creating child classes of IAnimal and saving pointers to them into an array
animals[0]=new CCat;
animals[1]=new CDog;
//--- Calling the Sound() method of the basic IAnimal interface for each child
© 2000-2017, MetaQuotes Software Corp.
100 Language Basics
for(int i=0;i<ArraySize(animals);++i)
animals[i].Sound();
//--- Deleting objects
for(int i=0;i<ArraySize(animals);++i)
delete animals[i];
//--- Execution result
/*
Cat was born
Dog was born
meou
guaf
Cat is dead
Dog is dead
*/
}
Like with abstract classes, an interface object cannot be created without inheritance. An interface can
only be inherited from other interfaces and can be a parent for a class. An interface is always publicly
visible.
An interface cannot be declared within a class or structure declaration, but a pointer to the interface
can be saved in a variable of type void *. Generally speaking, a pointer to an object of any class can be
saved into a variable of type void *. In order to convert a void * pointer to a pointer to an object of a
particular class, use the dynamic_cast operator. If conversion is not possible, the result of the
dynamic_cast operation will be NULL.
See also
Object-Oriented Programming
© 2000-2017, MetaQuotes Software Corp.
101 Language Basics
Dynamic Array Object
Dynamic Arrays
Maximum 4-dimension array can be declared. When declaring a dynamic array (an array of unspecified
value in the first pair of square brackets), the compiler automatically creates a variable of the above
structure (a dynamic array object) and provides a code for the correct initialization.
Dynamic arrays are automatically freed when going beyond the visibility area of the block they are
declared in.
Example:
double matrix[][10][20]; // 3-dimensional dynamic array
ArrayResize(matrix,5); // Set the size of the first dimension
Static Arrays
When all significant array dimensions are explicitly specified, the compiler pre-allocates the necessary
memory size. Such an array is called static. Nevertheless, the compiler allocates additional memory for
the object of a dynamic array, which (object) is associated with the pre-allocated static buffer
(memory part for storing the array).
Creating a dynamic array object is due to the possible need to pass this static array as a parameter to
some function.
Examples:
double stat_array[5]; // 1-dimensional static array
some_function(stat_array);
...
bool some_function(double& array[])
{
if(ArrayResize(array,100)<0) return(false);
...
return(true);
}
Arrays in Structures
When a static array is declared as a member of a structure, a dynamic array object is not created.
This is done to ensure compatibility of data structures used in the Windows API.
However, static arrays that are declared as members of structures can also be passed to MQL5
functions. In this case, when passing the parameter, a temporary object of a dynamic array will be
created. Such an object is linked with the static array - member of structure.
See also
Array Functions, Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and
Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
102 Language Basics
Typecasting
Casting Numeric Types
Often a necessity occurs to convert one numeric type into another. Not all numeric types can be
converted into another. Here is the scheme of allowed casting:
Solid lines with arrows indicate changes that are performed almost without any loss of information.
Instead of the char type, the bool type can be used (both take 1 byte of memory), instead of type int,
the color type can be used (4 bytes), instead of the long type, datetime can be used (take 8 bytes).
The four dashed grey lines, also arrowed, denote conversions, when the loss of precision can occur.
For example, the number of digits in an integer equal to 123456789 (int) is higher than the number of
digits that can be represented by float.
int n=123456789;
float f=n; // the content of f is equal to 1.234567892E8
Print("n = ",n," f = ",f);
// result n= 123456789 f= 123456792.00000
A number converted into float has the same order, but is less accurate. Conversions, contrary to black
arrows, can be performed with possible data loss. Conversions between char and uchar, short and
ushort, int and uint, long and ulong (conversions to both sides), may lead to the loss of data.
As a result of converting floating point values to integer type, the fractional part is always deleted. If
you want to round off a float to the nearest whole number (which in many cases is more useful), you
should use MathRound().
Example:
//--- Gravitational acceleration
double g=9.8;
double round_g=(int)g;
double math_round_g=MathRound(g);
Print("round_g = ",round_g);
Print("math_round_g = ",math_round_g);
/*
Result:
round_g = 9
math_round_g = 10
*/
© 2000-2017, MetaQuotes Software Corp.
103 Language Basics
If two values are combined by a binary operator, before the operation execution the operand of a
lower type is converted to the higher type in accordance with the priority given in the below scheme:
The data types char, uchar, short, and ushort unconditionally are converted to the int type.
Examples:
char c1=3;
//--- First example
double d2=c1/2+0.3;
Print("c1/2 + 0.3 = ",d2);
// Result: c1/2+0.3 = 1.3
//--- Second example
d2=c1/2.0+0.3;
Print("c1/2.0 + 0.3 = ",d2);
// Result: c1/2.0+0.3 = 1.8
The calculated expression consists of two operations. In the first example, the variable c1 of the char
type is converted to a temporary variable of the int type, because the second operand in the division
operation, the constant 2, is of the higher type int. As a result of the integer division 3/2 we get the
value 1, which is of the int type.
In the second operation of the first example, the second operand is the constant 0.3, which is of the
double type, so the result of the first operation is converted into a temporary variable of the double
type with a value of 1.0.
In the second example the variable of the char type c1 is converted to a temporary variable of the
double type, because the second operand in the division operation, the constant 2.0, is of the double
type; no further conversions are made.
Typecasting of Numeric Types
In the expressions of the MQL5 language both explicit and implicit typecasting can be used. The
explicit typecasting is written as follows:
var_1 = (type)var_2;
An expression or function execution result can be used as the var_2 variable. The function style
notation of the explicit typecasting is also possible:
var_1 = type(var_2);
Let's consider an explicit typecasting on the basis of the first example.
//--- Third example
double d2=(double)c1/2+0.3;
© 2000-2017, MetaQuotes Software Corp.
104 Language Basics
Print("(double)c1/2 + 0.3 = ",d2);
// Result: (double)c1/2+0.3 = 1.80000000
Before the division operation is performed, the c1 variable is explicitly cast to the double type. Now
the integer constant 2 is cast to the value 2.0 of the double type, because as a result of converting the
first operand has taken the double type. In fact, the explicit typecasting is a unary operation.
Besides, when trying to cast types, the result may go beyond the permissible range. In this case, the
truncation occurs. For example:
char c;
uchar u;
c=400;
u=400;
Print("c = ",c); // Result c=-112
Print("u = ",u); // Result u=144
Before operations (except for the assignment ones) are performed, the data are converted into the
maximum priority type. Before assignment operations are performed, the data are cast into the target
type.
Examples:
int i=1/2; // no types casting, the result is 0
Print("i = 1/2 ",i);
int k=1/2.0; // the expression is cast to the double type,
Print("k = 1/2 ",k); // then is to the target type of int, the result is 0
double d=1.0/2.0; // no types casting, the result is 0.5
Print("d = 1/2.0; ",d);
double e=1/2.0; // the expression is cast to the double type,
Print("e = 1/2.0; ",e);// that is the same as the target type, the result is 0.5
double x=1/2; // the expression of the int type is cast to the double target typr,
Print("x = 1/2; ",x); // the result is 0.0
When converting long/ulong type into double, precision may be lost in case the integer value is
greater than 9223372036854774784 or less than -9223372036854774784.
void OnStart()
{
long l_max=LONG_MAX;
long l_min=LONG_MIN+1;
//--- define the highest integer value, which does not lose accuracy when being cast to double
while(l_max!=long((double)l_max))
l_max--;
//--- define the lowest integer value, which does not lose accuracy when being cast to double
while(l_min!=long((double)l_min))
l_min++;
//--- derive the found interval for integer values
© 2000-2017, MetaQuotes Software Corp.
105 Language Basics
PrintFormat("When casting an integer value to double, it must be "
"within [%I64d, %I64d] interval",l_min,l_max);
//--- now, let's see what happens if the value falls out of this interval
PrintFormat("l_max+1=%I64d, double(l_max+1)=%.f, ulong(double(l_max+1))=%I64d",
l_max+1,double(l_max+1),long(double(l_max+1)));
PrintFormat("l_min-1=%I64d, double(l_min-1)=%.f, ulong(double(l_min-1))=%I64d",
l_min-1,double(l_min-1),long(double(l_min-1)));
//--- receive the following result
// When casting an integer value to double, it should be within [-9223372036854774784, 922337203685
// l_max+1=9223372036854774785, double(l_max+1)=9223372036854774800, ulong(double(l_max+1))=9223372
// l_min-1=-9223372036854774785, double(l_min-1)=-9223372036854774800, ulong(double(l_min-1))=-9223
}
Typecasting for the String Type
The string type has the highest priority among simple types. Therefore, if one of operands of an
operation is of the string type, the second operand will be cast to a string automatically. Note that for
a string, a single dyadic two-place operation of addition is possible. The explicit casting of string to
any numeric type is allowed.
Examples:
string s1=1.0/8; // the expression is cast to the double type,
Print("s1 = 1.0/8; ",s1); // then is to the target type of string,
// result is "0.12500000" (a string containing 10 characters)
string s2=NULL; // string deinitialization
Print("s2 = NULL; ",s2); // the result is an empty string
string s3="Ticket N"+12345; // the expression is cast to the string type
Print("s3 = \"Ticket N\"+12345",s3);
string str1="true";
string str2="0,255,0";
string str3="2009.06.01";
string str4="1.2345e2";
Print(bool(str1));
Print(color(str2));
Print(datetime(str3));
Print(double(str4));
Typecasting of Simple Structure Types
Data of the simple structures type can be assigned to each other only if all the members of both
structures are of numeric types. In this case both operands of the assignment operation (left and
right) must be of the structures type. The member-wise casting is not performed, a simple copying is
© 2000-2017, MetaQuotes Software Corp.
106 Language Basics
done. If the structures are of different sizes, the number of bytes of the smaller size is copied. Thus
the absence of union in MQL5 is compensated.
Examples:
struct str1
{
double d;
};
//---
struct str2
{
long l;
};
//---
struct str3
{
int low_part;
int high_part;
};
//---
struct str4
{
string s;
};
//+------------------------------------------------------------------+
void OnStart()
{
str1 s1;
str2 s2;
str3 s3;
str4 s4;
//---
s1.d=MathArcsin(2.0); // get the invalid number -1. # IND
s2=s1;
printf("1. %f %I64X",s1.d,s2.l);
//---
s3=s2;
printf("2. high part of long %.8X low part of long %.8X",
s3.high_part,s3.low_part);
//---
s4.s="some constant string";
s3=s4;
printf("3. buffer len is %d constant string address is 0x%.8X",
s3.low_part,s3.high_part);
}
Another example illustrates the method of organizing a custom function for receiving RGB (Red,
Green, Blue) representation from the color type. Create two structures of the same size but with
© 2000-2017, MetaQuotes Software Corp.
107 Language Basics
different contents. For convenience, let's add a function returning the RGB representation of a color as
a string.
#property script_show_inputs
input color testColor=clrBlue;// set color for testing
//--- structure for representing color as RGB
struct RGB
{
uchar blue; // blue component of color
uchar green; // green component of color
uchar red; // red component of color
uchar empty; // this byte is not used
string toString(); // function for receiving a string
};
//--- function for showing color as a string
string RGB::toString(void)
{
string out="("+(string)red+":"+(string)green+":"+(string)blue+")";
return out;
}
//--- structure for storing of the built-in color type
struct builtColor
{
color c;
};
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- a variable for storing in RGB
RGB colorRGB;
//--- variable for storing the color type
builtColor test;
test.c=testColor;
//--- casting two structures by copying contents
colorRGB=test;
Print("color ",test.c,"=",colorRGB.toString());
//---
}
Typecasting of Base Class Pointers to Pointers of Derivative Classes
Objects of the open generated class can also be viewed as objects of the corresponding base class.
This leads to some interesting consequences. For example, despite the fact that objects of different
classes, generated by a single base class, may differ significantly from each other, we can create a
© 2000-2017, MetaQuotes Software Corp.
108 Language Basics
linked list (List) of them, as we view them as objects of the base type. But the converse is not true:
the base class objects are not automatically objects of a derived class.
You can use the explicit casting to convert the base class pointers to the pointers of a derived class.
But you must be fully confident in the admissibility of such a transformation, because otherwise a
critical runtime error will occur and the mql5 program will be stopped.
Dynamic typecasting using dynamic_cast operator
Dynamic typecasting is performed using dynamic_cast operator that can be applied only to pointers to
classes. Type validation is performed at runtime. This means that the compiler does not check the
data type applied for typecasting when dynamic_cast operator is used. If a pointer is converted to a
data type which is not the actual type of an object, the result is NULL.
dynamic_cast <type-id> ( expression )
The type-id parameter in angle brackets should point to a previously defined class type. Unlike C++,
expression operand type can be of any value except for void.
Example:
class CBar { };
class CFoo : public CBar { };
void OnStart()
{
CBar bar;
//--- dynamic casting of *bar pointer type to *foo pointer is allowed
CFoo *foo = dynamic_cast<CFoo *>(&bar); // no critical error
Print(foo); // foo=NULL
//--- an attempt to explicitly cast a Bar type object reference to a Foo type object is forbidden
foo=(CFoo *)&bar; // critical runtime error
Print(foo); // this string is not executed
}
See also
Data Types
© 2000-2017, MetaQuotes Software Corp.
109 Language Basics
Void Type and NULL Constant
Syntactically the void type is a fundamental type along with types of char, uchar, bool, short, ushort,
int, uint, color, long, ulong, datetime, float, double and string. This type is used either to indicate
that the function does not return any value, or as a function parameter it denotes the absence of
parameters.
The predefined constant variable NULL is of the void type. It can be assigned to variables of any other
fundamental types without conversion. The comparison of fundamental type variables with the NULL
value is allowed.
Example:
//--- If the string is not initialized, then assign our predefined value to it
if(some_string==NULL) some_string="empty";
Also NULL can be compared to pointers to objects created with the new operator.
See also
Variables, Functions
© 2000-2017, MetaQuotes Software Corp.
110 Language Basics
User-defined types
The typedef keyword in C++ allows creating user-defined data types. To do this, simply specify a new
data type name for an already existing data type. The new data type is not created. A new name for
the existing type is defined instead. User-defined types make applications more flexible: sometimes,
it is enough to change typedef instructions using substitution macros (#define). User-defined types
also improve code readability since it is possible to apply custom names to standard data types using
typedef. The general format of the entry for creating a user-defined type:
typedef type new_name;
Here, type means any acceptable data type, while new_name is a new name of the type. A new name
is set only as an addition (not as a replacement) to an existing type name. MQL5 allows creating
pointers to functions using typedef.
Pointer to the function
A pointer to a function is generally defined in the following format
typedef function_result_type (*Function_name_type)(list_of_input_parameters_types);
where after typedef, the function signature (number and type of input parameters, as well as a type of
a result returned by the function) is set. Below is a simple example of creating and applying a pointer
to a function:
//--- declare a pointer to a function that accepts two int parameters
typedef int (*TFunc)(int,int);
//--- TFunc is a type, and it is possible to declare the variable pointer to the function
TFunc func_ptr; // pointer to the function
//--- declare the functions corresponding to the TFunc description
int sub(int x,int y) { return(x-y); } // subtract one number from another
int add(int x,int y) { return(x+y); } // addition of two numbers
int neg(int x) { return(~x); } // invert bits in the variable
//--- the func_ptr variable may store the function address to declare it later
func_ptr=sub;
Print(func_ptr(10,5));
func_ptr=add;
Print(func_ptr(10,5));
func_ptr=neg; // error: neg does not have int (int,int) type
Print(func_ptr(10)); // error: two parameters needed
In this example, the func_ptr variable may receive the sub and add functions since they have two
inputs each of int type as defined in the TFunc pointer to the function. On the contrary, the neg
function cannot be assigned to the func_ptr pointer since its signature is different.
Arranging event models in the user interface
Pointers to functions allow you to easily create processing of events when creating a user interface.
Let's use an example from the CButton section to show how to create buttons and add the functions for
handling pressing to them. First, define a pointer to the TAction function to be called by pressing the
button and create three functions according to the TAction description.
© 2000-2017, MetaQuotes Software Corp.
111 Language Basics
//--- create a custom function type
typedef int(*TAction)(string,int);
//+------------------------------------------------------------------+
//| Open the file |
//+------------------------------------------------------------------+
int Open(string name,int id)
{
PrintFormat("%s function called (name=%s id=%d)",__FUNCTION__,name,id);
return(1);
}
//+------------------------------------------------------------------+
//| Save the file |
//+------------------------------------------------------------------+
int Save(string name,int id)
{
PrintFormat("%s function called (name=%s id=%d)",__FUNCTION__,name,id);
return(2);
}
//+------------------------------------------------------------------+
//| Close the file |
//+------------------------------------------------------------------+
int Close(string name,int id)
{
PrintFormat("%s function called (name=%s id=%d)",__FUNCTION__,name,id);
return(3);
}
Then, create the MyButton class from CButton, where we should add the TAction pointer to the
function.
//+------------------------------------------------------------------+
//| Create the button class with the events processing function |
//+------------------------------------------------------------------+
class MyButton: public CButton
{
private:
TAction m_action; // chart events handler
public:
MyButton(void){}
~MyButton(void){}
//--- constructor specifying the button text and the pointer to the events handling function
MyButton(string text, TAction act)
{
Text(text);
m_action=act;
}
//--- set the custom function called from the OnEvent() events handler
void SetAction(TAction act){m_action=act;}
© 2000-2017, MetaQuotes Software Corp.
112 Language Basics
//--- standard chart events handler
virtual bool OnEvent(const int id,const long &lparam,const double &dparam,const string &spa
{
if(m_action!=NULL && lparam==Id())
{
//--- call the custom m_action() handler
m_action(sparam,(int)lparam);
return(true);
}
else
//--- return the result of calling the handler from the CButton parent class
return(CButton::OnEvent(id,lparam,dparam,sparam));
}
};
Create the CControlsDialog derivative class from CAppDialog, add the m_buttons array to it for storing
the buttons of the MyButton type, as well as the AddButton(MyButton &button) and CreateButtons()
methods.
//+------------------------------------------------------------------+
//| CControlsDialog class |
//| Objective: graphical panel for managing the application |
//+------------------------------------------------------------------+
class CControlsDialog : public CAppDialog
{
private:
CArrayObj m_buttons; // button array
public:
CControlsDialog(void){};
~CControlsDialog(void){};
//--- create
virtual bool Create(const long chart,const string name,const int subwin,const int x1,const
//--- add the button
bool AddButton(MyButton &button){return(m_buttons.Add(GetPointer(button)));m_button
protected:
//--- create the buttons
bool CreateButtons(void);
};
//+------------------------------------------------------------------+
//| Create the CControlsDialog object on the chart |
//+------------------------------------------------------------------+
bool CControlsDialog::Create(const long chart,const string name,const int subwin,const int x1,const
{
if(!CAppDialog::Create(chart,name,subwin,x1,y1,x2,y2))
return(false);
return(CreateButtons());
//---
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
113 Language Basics
//| defines |
//+------------------------------------------------------------------+
//--- indents and gaps
#define INDENT_LEFT (11) // indent from left (with allowance for borde
#define INDENT_TOP (11) // indent from top (with allowance for border
#define CONTROLS_GAP_X (5) // gap by X coordinate
#define CONTROLS_GAP_Y (5) // gap by Y coordinate
//--- for buttons
#define BUTTON_WIDTH (100) // size by X coordinate
#define BUTTON_HEIGHT (20) // size by Y coordinate
//--- for the indication area
#define EDIT_HEIGHT (20) // size by Y coordinate
//+------------------------------------------------------------------+
//| Create and add buttons to the CControlsDialog panel |
//+------------------------------------------------------------------+
bool CControlsDialog::CreateButtons(void)
{
//--- calculate buttons coordinates
int x1=INDENT_LEFT;
int y1=INDENT_TOP+(EDIT_HEIGHT+CONTROLS_GAP_Y);
int x2;
int y2=y1+BUTTON_HEIGHT;
//--- add buttons objects together with pointers to functions
AddButton(new MyButton("Open",Open));
AddButton(new MyButton("Save",Save));
AddButton(new MyButton("Close",Close));
//--- create the buttons graphically
for(int i=0;i<m_buttons.Total();i++)
{
MyButton *b=(MyButton*)m_buttons.At(i);
x1=INDENT_LEFT+i*(BUTTON_WIDTH+CONTROLS_GAP_X);
x2=x1+BUTTON_WIDTH;
if(!b.Create(m_chart_id,m_name+"bt"+b.Text(),m_subwin,x1,y1,x2,y2))
{
PrintFormat("Failed to create button %s %d",b.Text(),i);
return(false);
}
//--- add each button to the CControlsDialog container
if(!Add(b))
return(false);
}
//--- succeed
return(true);
}
Now, we can develop the program using the CControlsDialog control panel having 3 buttons: Open,
Save and Close. When clicking a button, the appropriate function in the form of the TAction pointer is
called.
© 2000-2017, MetaQuotes Software Corp.
114 Language Basics
//--- declare the object on the global level to automatically create it when launching the program
CControlsDialog MyDialog;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- now, create the object on the chart
if(!MyDialog.Create(0,"Controls",0,40,40,380,344))
return(INIT_FAILED);
//--- launch the application
MyDialog.Run();
//--- application successfully initialized
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- destroy dialog
MyDialog.Destroy(reason);
}
//+------------------------------------------------------------------+
//| Expert chart event function |
//+------------------------------------------------------------------+
void OnChartEvent(const int id, // event ID
const long& lparam, // event parameter of the long type
const double& dparam, // event parameter of the double type
const string& sparam) // event parameter of the string type
{
//--- call the handler from the parent class (here it is CAppDialog) for the chart events
MyDialog.ChartEvent(id,lparam,dparam,sparam);
}
The launched application's appearance and button clicking results are provided on the screenshot.
© 2000-2017, MetaQuotes Software Corp.
115 Language Basics
The full source code of the program
//+------------------------------------------------------------------+
//| Panel_Buttons.mq5 |
//| Copyright 2017, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2017, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The panel with several CButton buttons"
#include <Controls\Dialog.mqh>
#include <Controls\Button.mqh>
//+------------------------------------------------------------------+
//| defines |
//+------------------------------------------------------------------+
//--- indents and gaps
#define INDENT_LEFT (11) // indent from left (with allowance for borde
#define INDENT_TOP (11) // indent from top (with allowance for border
#define CONTROLS_GAP_X (5) // gap by X coordinate
#define CONTROLS_GAP_Y (5) // gap by Y coordinate
© 2000-2017, MetaQuotes Software Corp.
116 Language Basics
//--- for buttons
#define BUTTON_WIDTH (100) // size by X coordinate
#define BUTTON_HEIGHT (20) // size by Y coordinate
//--- for the indication area
#define EDIT_HEIGHT (20) // size by Y coordinate
//--- create the custom function type
typedef int(*TAction)(string,int);
//+------------------------------------------------------------------+
//| Open the file |
//+------------------------------------------------------------------+
int Open(string name,int id)
{
PrintFormat("%s function called (name=%s id=%d)",__FUNCTION__,name,id);
return(1);
}
//+------------------------------------------------------------------+
//| Save the file |
//+------------------------------------------------------------------+
int Save(string name,int id)
{
PrintFormat("%s function called (name=%s id=%d)",__FUNCTION__,name,id);
return(2);
}
//+------------------------------------------------------------------+
//| Close the file |
//+------------------------------------------------------------------+
int Close(string name,int id)
{
PrintFormat("%s function called (name=%s id=%d)",__FUNCTION__,name,id);
return(3);
}
//+------------------------------------------------------------------+
//| Create the button class with the events processing function |
//+------------------------------------------------------------------+
class MyButton: public CButton
{
private:
TAction m_action; // chart events handler
public:
MyButton(void){}
~MyButton(void){}
//--- constructor specifying the button text and the pointer to the events handling function
MyButton(string text,TAction act)
{
Text(text);
m_action=act;
}
//--- set the custom function called from the OnEvent() events handler
© 2000-2017, MetaQuotes Software Corp.
117 Language Basics
void SetAction(TAction act){m_action=act;}
//--- standard chart events handler
virtual bool OnEvent(const int id,const long &lparam,const double &dparam,const string &spa
{
if(m_action!=NULL && lparam==Id())
{
//--- call the custom handler
m_action(sparam,(int)lparam);
return(true);
}
else
//--- return the result of calling the handler from the CButton parent class
return(CButton::OnEvent(id,lparam,dparam,sparam));
}
};
//+------------------------------------------------------------------+
//| CControlsDialog class |
//| Objective: graphical panel for managing the application |
//+------------------------------------------------------------------+
class CControlsDialog : public CAppDialog
{
private:
CArrayObj m_buttons; // button array
public:
CControlsDialog(void){};
~CControlsDialog(void){};
//--- create
virtual bool Create(const long chart,const string name,const int subwin,const int x1,const
//--- add the button
bool AddButton(MyButton &button){return(m_buttons.Add(GetPointer(button)));m_button
protected:
//--- create the buttons
bool CreateButtons(void);
};
//+------------------------------------------------------------------+
//| Create the CControlsDialog object on the chart |
//+------------------------------------------------------------------+
bool CControlsDialog::Create(const long chart,const string name,const int subwin,const int x1,const
{
if(!CAppDialog::Create(chart,name,subwin,x1,y1,x2,y2))
return(false);
return(CreateButtons());
//---
}
//+------------------------------------------------------------------+
//| Create and add buttons to the CControlsDialog panel |
//+------------------------------------------------------------------+
bool CControlsDialog::CreateButtons(void)
{
© 2000-2017, MetaQuotes Software Corp.
118 Language Basics
//--- calculate buttons coordinates
int x1=INDENT_LEFT;
int y1=INDENT_TOP+(EDIT_HEIGHT+CONTROLS_GAP_Y);
int x2;
int y2=y1+BUTTON_HEIGHT;
//--- add buttons objects together with pointers to functions
AddButton(new MyButton("Open",Open));
AddButton(new MyButton("Save",Save));
AddButton(new MyButton("Close",Close));
//--- create the buttons graphically
for(int i=0;i<m_buttons.Total();i++)
{
MyButton *b=(MyButton*)m_buttons.At(i);
x1=INDENT_LEFT+i*(BUTTON_WIDTH+CONTROLS_GAP_X);
x2=x1+BUTTON_WIDTH;
if(!b.Create(m_chart_id,m_name+"bt"+b.Text(),m_subwin,x1,y1,x2,y2))
{
PrintFormat("Failed to create button %s %d",b.Text(),i);
return(false);
}
//--- add each button to the CControlsDialog container
if(!Add(b))
return(false);
}
//--- succeed
return(true);
}
//--- declare the object on the global level to automatically create it when launching the program
CControlsDialog MyDialog;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- now, create the object on the chart
if(!MyDialog.Create(0,"Controls",0,40,40,380,344))
return(INIT_FAILED);
//--- launch the application
MyDialog.Run();
//--- application successfully initialized
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- destroy dialog
MyDialog.Destroy(reason);
© 2000-2017, MetaQuotes Software Corp.
119 Language Basics
}
//+------------------------------------------------------------------+
//| Expert chart event function |
//+------------------------------------------------------------------+
void OnChartEvent(const int id, // event ID
const long& lparam, // event parameter of the long type
const double& dparam, // event parameter of the double type
const string& sparam) // event parameter of the string type
{
//--- call the handler from the parent class (here it is CAppDialog) for the chart events
MyDialog.ChartEvent(id,lparam,dparam,sparam);
}
See also
Variables, Functions
© 2000-2017, MetaQuotes Software Corp.
120 Language Basics
Object Pointers
In MQL5, there is a possibility to dynamically create objects of complex type. This is done by the new
operator, which returns a descriptor of the created object. Descriptor is 8 bytes large. Syntactically,
object descriptors in MQL5 are similar to pointers in C++.
Examples:
MyObject* hobject= new MyObject();
In contrast to C++, the hobject variable from example above is not a pointer to memory, but rather an
object descriptor. Furthermore, in MQL5 all objects in function parameters must be passed by
reference. Below are examples of passing objects as function parameters:
class Foo
{
public:
string m_name;
int m_id;
static int s_counter;
//--- constructors and desctructors
Foo(void){Setup("noname");};
Foo(string name){Setup(name);};
~Foo(void){};
//--- initializes object of type Foo
void Setup(string name)
{
m_name=name;
s_counter++;
m_id=s_counter;
}
};
int Foo::s_counter=0;
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare an object as variable with its automatic creation
Foo foo1;
//--- variant of passing an object by reference
PrintObject(foo1);
//--- declare a pointer to an object and create it using the 'new' operator
Foo *foo2=new Foo("foo2");
//--- variant of passing a pointer to an object by reference
PrintObject(foo2); // pointer to an object is converted automatically by compiler
//--- declare an array of objects of type Foo
Foo foo_objects[5];
© 2000-2017, MetaQuotes Software Corp.
121 Language Basics
//--- variant of passing an array of objects
PrintObjectsArray(foo_objects); // separate function for passing an array of objects
//--- declare an array of pointers to objects of type Foo
Foo *foo_pointers[5];
for(int i=0;i<5;i++)
{
foo_pointers[i]=new Foo("foo_pointer");
}
//--- variant of passing an array of pointers
PrintPointersArray(foo_pointers); // separate function for passing an array of pointers
//--- it is obligatory to delete objects created as pointers before termination
delete(foo2);
//--- delete array of pointers
int size=ArraySize(foo_pointers);
for(int i=0;i<5;i++)
delete(foo_pointers[i]);
//---
}
//+------------------------------------------------------------------+
//| Objects are always passed by reference |
//+------------------------------------------------------------------+
void PrintObject(Foo &object)
{
Print(__FUNCTION__,": ",object.m_id," Object name=",object.m_name);
}
//+------------------------------------------------------------------+
//| Passing an array of objects |
//+------------------------------------------------------------------+
void PrintObjectsArray(Foo &objects[])
{
int size=ArraySize(objects);
for(int i=0;i<size;i++)
{
PrintObject(objects[i]);
}
}
//+------------------------------------------------------------------+
//| Passing an array of pointers to object |
//+------------------------------------------------------------------+
void PrintPointersArray(Foo* &objects[])
{
int size=ArraySize(objects);
for(int i=0;i<size;i++)
{
PrintObject(objects[i]);
}
}
© 2000-2017, MetaQuotes Software Corp.
122 Language Basics
//+------------------------------------------------------------------+
See also
Variables, Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and
Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
123 Language Basics
References: Modifier & and Keyword this
Passing Parameters by Reference
In MQL5 parameters of simple types can be passed both by value and by reference, while parameters
of compound types are always passed by reference. To inform the compiler that a parameter must be
passed by reference, the ampersand character & is added before the parameter name.
Passing a parameter by reference means passing the address of the variable, that's why all changes in
the parameter that is passed by reference will be immediately reflected in the source variable. Using
parameter passing by reference, you can implement return of several results of a function at the same
time. In order to prevent changing of a parameter passed by reference, use the const modifier.
Thus, if the input parameter of a function is an array, a structure or class object, symbol '&' is placed
in the function header after the variable type and before its name.
Example
class CDemoClass
{
private:
double m_array[];
public:
void setArray(double &array[]);
};
//+------------------------------------------------------------------+
//| filling the array |
//+------------------------------------------------------------------+
void CDemoClass::setArray(double &array[])
{
if(ArraySize(array)>0)
{
ArrayResize(m_array,ArraySize(array));
ArrayCopy(m_array, array);
}
}
In the above example class CDemoClass is declared, which contains the private member - array
m_array[] of double type. Function setArray() is declared, to which array[] is passed by reference. If
the function header doesn't contain the indication about passing by reference, i.e. doesn't contain the
ampersand character, an error message will be generated at the attempt to compile such a code.
Despite the fact that the array is passed by reference, we can't assign one array to another. We need
to perform the element-wise copying of contents of the source array to the recipient array. The
presence of & in the function description is the obligatory condition for arrays and structures when
passed as the function parameter.
Keyword this
© 2000-2017, MetaQuotes Software Corp.
124 Language Basics
A variable of class type (object) can be passed both by reference and by pointer. As well as reference,
the pointer allows having access to an object. After the object pointer is declared, the new operator
should be applied to it to create and initialize it.
The reserved word this is intended for obtaining the reference of the object to itself, which is
available inside class or structure methods. this always references to the object, in the method of
which it is used, and the expression GetPointer(this) gives the pointer of the object, whose member is
the function, in which call of GetPointer() is performed. In MQL5 functions can't return objects, but
they can return the object pointer.
Thus, if we need a function to return an object, we can return the pointer of this object in the form of
GetPointer(this). Let's add function getDemoClass() that returns pointer of the object of this class,
into the description of CDemoClass.
class CDemoClass
{
private:
double m_array[];
public:
void setArray(double &array[]);
CDemoClass *getDemoClass();
};
//+------------------------------------------------------------------+
//| filling the array |
//+------------------------------------------------------------------+
void CDemoClass::setArray(double &array[])
{
if(ArraySize(array)>0)
{
ArrayResize(m_array,ArraySize(array));
ArrayCopy(m_array,array);
}
}
//+------------------------------------------------------------------+
//| returns its own pointer |
//+------------------------------------------------------------------+
CDemoClass *CDemoClass::getDemoClass(void)
{
return(GetPointer(this));
}
Structures don't have pointers, operators new and delete can't be applied to them, GetPointer(this)
can't be used.
See also
Object Pointers, Creating and Deleting Objects, Visibility Scope and Lifetime of Variables
© 2000-2017, MetaQuotes Software Corp.
125 Language Basics
Operations and Expressions
Some characters and character sequences are of a special importance. These are so-called operation
symbols, for example:
+ - * / % Symbols of arithmetic operations
&& || Symbols of logical operations
= += *= Characters assignment operators
Operation symbols are used in expressions and have sense when appropriate operands are given to
them. Punctuation marks are emphasized, as well. These are parentheses, braces, comma, colon, and
semicolon.
Operation symbols, punctuation marks, and spaces are used to separate language elements from each
other.
This section contains the description of the following topics:
· Expressions
· Arithmetic Operations
· Assignment Operations
· Operations of Relation
· Boolean Operations
· Bitwise Operations
· Other Operations
· Priorities and Operations Order
© 2000-2017, MetaQuotes Software Corp.
126 Language Basics
Expressions
An expression consists of one or more operands and operation symbols. An expression can be written
in several lines.
Examples:
a++; b = 10; // several expressions are located in one line
//--- one expression is divided into several lines
x = (y * z) /
(w + 2) + 127;
An expression that ends with a semicolon (;) is an operator.
See also
Precedence Rules
© 2000-2017, MetaQuotes Software Corp.
127 Language Basics
Arithmetic Operations
Arithmetic operations include additive and multiplicative operations:
Sum of variables i = j + 2;
Difference of variables i = j - 3;
Changing the sign x = - x;
Product of variables z = 3 * x;
Division quotient i = j / 5;
Remainder of division minutes = time % 60;
Adding 1 to the variable value i++;
Adding 1 to the variable value ++i;
Subtracting 1 from the variable value k--;
Subtracting 1 from the variable value --k;
Increment and decrement operations are applied only to variables, they can't be applied to constants.
The prefix increment (++i) and decrement (--k) are applied to the variable right before this variable is
used in an expression.
Post-increment (i++) and post-decrement (k--) are applied to the variable right after this variable is
used in an expression.
Important Notice
int i=5;
int k = i++ + ++i;
Computational problems may occur while moving the above expression from one programming
environment to another one (for example, from Borland C++ to MQL5). In general, the order of
computations depends on the compiler implementation. In practice, there are two ways to implement
the post-decrement (post-increment):
1. The post-decrement (post-increment) is applied to the variable after calculating the whole
expression.
2. The post-decrement (post-increment) is applied to the variable immediately at the operation.
Currently the first way of post-decrement (post-increment) calculation is implemented in MQL5. But
even knowing this peculiarity, it is not recommended to experiment with its use.
Examples:
int a=3;
a++; // valid expression
int b=(a++)*3; // invalid expression
See also
Precedence Rules
© 2000-2017, MetaQuotes Software Corp.
128 Language Basics
Assignment Operations
The value of the expression that includes the given operation is the value of the left operand after
assignment:
Assigning the value of x to the y variable y = x;
The following operations unite arithmetic or bitwise operations with operation of assignment:
Adding x to the y variable y += x;
Subtracting x from the y variable y -= x;
Multiplying the y variable by x y *= x;
Dividing the y variable by x y /= x;
Reminder of division of the y variable by x y %= x;
Shift of the binary representation of y to the right by x bits y >>= x;
Shift of the binary representation of y to the left by x bits y <<= x;
AND bitwise operation of binary representations of y and x y &= x;
OR bitwise operation of binary representations of y and x y |= x;
Excluding OR bitwise operation of binary representations of y and x y ^= x;
Bitwise operations can be applied to integers only. When performing the operation of the logical shift
of the y representation to the right/left by x bits, the 5 smallest binary digits of the x value are used,
the highest ones are dropped, i.e. the shift is made to 0-31 bits.
By %= operation (y value by module of x), the result sign is equal to the sign of divided number.
The assignment operator can be used several times in an expression . In this case the processing of
the expression is performed from left to right:
y=x=3;
First, the variable x will be assigned the value 3, then the y variable will be assigned the value of x,
i.e. also 3.
See also
Precedence Rules
© 2000-2017, MetaQuotes Software Corp.
129 Language Basics
Operations of Relation
Boolean FALSE is represented with an integer zero value, while the boolean TRUE is represented by any
non-zero value.
The value of expressions containing operations of relation or logical operations is FALSE (0) or TRUE
(1).
True if a is equal to b a == b;
True if a is not equal to b a != b;
True if a is less than b a < b;
True if a is greater than b a > b;
True if a is less than or equal to b a <= b;
True if a is greater than or equal to b a >= b;
The equality of two real numbers can't be compared. In most cases, two seemingly identical numbers
can be unequal because of different values in the 15th decimal place. In order to correctly compare two
real numbers, compare the normalized difference of these numbers with zero.
Example:
bool CompareDoubles(double number1,double number2)
{
if(NormalizeDouble(number1-number2,8)==0) return(true);
else return(false);
}
void OnStart()
{
double first=0.3;
double second=3.0;
double third=second-2.7;
if(first!=third)
{
if(CompareDoubles(first,third))
printf("%.16f and %.16f are equal",first,third);
}
}
// Result: 0.3000000000000000 0.2999999999999998 are equal
See also
Precedence Rules
© 2000-2017, MetaQuotes Software Corp.
130 Language Basics
Boolean Operations
Logical Negation NOT (!)
Operand of the logical negation (!) must be of arithmetic type. The result is TRUE (1), if the operand
value is FALSE (0); and it is equal to FALSE (0), if the operand differs from FALSE (0).
if(!a) Print("not 'a'");
Logical Operation OR (||)
Logical OR operation (||) of x and y values. The expression value is TRUE (1), if x or y value is true
(not null). Otherwise - FALSE (0).
if(x<0 || x>=max_bars) Print("out of range");
Logical Operation AND (&&)
Logical operation AND (&&) of x and y values. The expression value is TRUE (1), if the values of x and
y are true (not null). Otherwise - FALSE (0).
Brief Estimate of Boolean Operations
The scheme of the so called "brief estimate" is applied to boolean operations, i.e. the calculation of
the expression is terminated when the result of the expression can be precisely estimated.
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- the first example of the brief estimate
if(func_false() && func_true())
{
Print("Operation &&: You will never see this expression");
}
else
{
Print("Operation &&: Result of the first expression is false, so the second wasn't calculated
}
//--- the second example of the brief estimate
if(!func_false() || !func_true())
{
Print("Operation ||: Result of the first expression is true, so the second wasn't calculated"
}
else
{
Print("Operation ||: You will never see this expression");
}
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
131 Language Basics
//| the function always returns false |
//+------------------------------------------------------------------+
bool func_false()
{
Print("Function func_false()");
return(false);
}
//+------------------------------------------------------------------+
//| the function always returns true |
//+------------------------------------------------------------------+
bool func_true()
{
Print("Function func_true()");
return(true);
}
See also
Precedence Rules
© 2000-2017, MetaQuotes Software Corp.
132 Language Basics
Bitwise Operations
Complement to One
Complement of the variable value up to one. The value of the expression contains 1 in all digits where
the variable value contains 0, and 0 in all digits where the variable contains 1.
b = ~n;
Example:
char a='a',b;
b=~a;
Print("a = ",a, " b = ",b);
// The result will be:
// a = 97 b = -98
Right Shift
The binary representation of x is shifted to the right by y digits. If the value to shift is of the unsigned
type, the logical right shift is made, i.e. the freed left-side bits will be filled with zeroes.
If the value to shift is of a sign type, the arithmetic right shift is made, i.e. the freed left-side digits
will be filled with the value of a sign bit (if the number is positive, the value of the sign bit is 0; if the
number is negative, the value of the sign bit is 1).
x = x >> y;
Example:
char a='a',b='b';
Print("Before: a = ",a, " b = ",b);
//--- shift to the right
b=a>>1;
Print("After: a = ",a, " b = ",b);
// The result will be:
// Before: a = 97 b = 98
// After: a = 97 b = 48
Left Shift
The binary representation of x is shifted to the left by y digits, the freed right-side digits are filled
with zeros.
x = x << y;
Example:
char a='a',b='b';
Print("Before: a = ",a, " b = ",b);
//--- shift to the left
b=a<<1;
Print("After: a = ",a, " b = ",b);
© 2000-2017, MetaQuotes Software Corp.
133 Language Basics
// The result will be:
// Before: a = 97 b = 98
// After: a = 97 b = -62
It is not recommended to shift by the number of bits larger or equal to the length of the variable
shifted, because the result of such an operation is undefined.
Bitwise AND Operation
The bitwise AND operation of binary-coded x and y representations. The value of the expression
contains a 1 (TRUE) in all digits where both x and y contain non-zero, and it contains 0 (FALSE) in all
other digits.
b = ((x & y) != 0);
Example:
char a='a',b='b';
//--- AND operation
char c=a&b;
Print("a = ",a," b = ",b);
Print("a & b = ",c);
// The result will be:
// a = 97 b = 98
// a & b = 96
Bitwise OR Operation
The bitwise OR operation of binary representations of x and y. The value of the expression contains 1
in all digits where x or y does not contain 0, and it contains 0 in all other digits.
b = x | y;
Example:
char a='a',b='b';
//--- OR operation
char c=a|b;
Print("a = ",a," b = ",b);
Print("a | b = ",c);
// The result will be:
// a = 97 b = 98
// a | b = 99
Bitwise Exclusive Operation OR
The bitwise exclusive OR (eXclusive OR) operation of binary representations of x and y. The value of
the expression contains a 1 in all digits where x and y have different binary values, and it contains 0 in
all other digits.
b = x ^ y;
Example:
© 2000-2017, MetaQuotes Software Corp.
134 Language Basics
char a='a', b='b';
//--- Excluding OR operation
char c=a^b;
Print("a = ",a," b = ",b);
Print("a ^ b = ",c);
// The result will be:
// a = 97 b = 98
// a ^ b = 3
Bitwise operations are performed with integers only.
See also
Precedence Rules
© 2000-2017, MetaQuotes Software Corp.
135 Language Basics
Other operations
Indexing ( [] )
When addressing the i-th element of the array, the expression value is the value of a variable with the
serial number i.
Example:
array[i] = 3; // Assign the value of 3 to i-th element of the array.
Only an integer can be index of an array. Four-dimensional and below arrays are allowed. Each
dimension is indexed from 0 to dimension size-1. In particular case, for a one-dimensional array
consisting of 50 elements, the reference to the first element will look like array [0], that to the last
element will be array [49].
When addressing beyond the array, the executing subsystem will generate a critical error, and the
program will be stopped.
Calling Function with x1, x2 ,..., xn Arguments
Each argument can represent a constant, variable, or expression of the corresponding type. The
arguments passed are separated by commas and must be inside of parentheses, the opening
parenthesis must follow the name of the called function.
The expression value is the value returned by the function. If the return value is of void type, such
function call cannot be placed to the right in the assignment operation. Note that the expressions
x1,..., xn are executed exactly in this order.
Example:
int length=1000000;
string a="a",b="b",c;
//---Other Operations
int start=GetTickCount(),stop;
long i;
for(i=0;i<length;i++)
{
c=a+b;
}
stop=GetTickCount();
Print("time for 'c = a + b' = ",(stop-start)," milliseconds, i = ",i);
Comma Operation ( , )
Expressions separated by commas are executed from left to right. All side effects of the left
expression calculation can appear before the right expression is calculated. The result type and value
coincide with those of the right expression. The list of parameters to be passed (see above) can be
considered as an example.
Example:
© 2000-2017, MetaQuotes Software Corp.
136 Language Basics
for(i=0,j=99; i<100; i++,j--) Print(array[i][j]);
Dot Operator ( . )
For the direct access to the public members of structures and classes the dot operation is used.
Syntax:
Variable_name_of_structure_type.Member_name
Example:
struct SessionTime
{
string sessionName;
int startHour;
int startMinutes;
int endHour;
int endMinutes;
} st;
st.sessionName="Asian";
st.startHour=0;
st.startMinutes=0;
st.endHour=9;
st.endMinutes=0;
Scope Resolution Operation ( :: )
Each function in a mql5 program has its own execution scope. For example, the Print() system function
is performed in a global scope. Imported functions are called in the scope of the corresponding import.
Method functions of classes have the scope of the corresponding class. The syntax of the scope
resolution operation is as follows:
[Scope_name]::Function_name(parameters)
If there is no scope name, this is the explicit direction to use the global scope. If there is no scope
resolution operation, the function is sought in the nearest scope. If there is no function in the local
scope, the search is conducted in the global scope.
The scope resolution operation is also used to define function-class member.
type Class_name::Function_name(parameters_description)
{
// function body
}
Use of several functions of the same name from different execution contexts in a program may cause
ambiguity. The priority order of function calls without explicit scope specification is the following:
1. Class methods. If no function with the specified name is set in the class, move to the next level.
2. MQL5 functions. If the language does not have such a function, move to the next level.
3. User defined global functions. If no function with the specified name is found, move to the next
level.
© 2000-2017, MetaQuotes Software Corp.
137 Language Basics
4. Imported functions. If no function with the specified name is found, the compiler returns an error.
To avoid the ambiguity of function calls, always explicitly specify the function scope using the scope
resolution operation.
Example:
#property script_show_inputs
#import "kernel32.dll"
int GetLastError(void);
#import
class CCheckContext
{
int m_id;
public:
CCheckContext() { m_id=1234; }
protected:
int GetLastError() { return(m_id); }
};
class CCheckContext2 : public CCheckContext
{
int m_id2;
public:
CCheckContext2() { m_id2=5678; }
void Print();
protected:
int GetLastError() { return(m_id2); }
};
void CCheckContext2::Print()
{
::Print("Terminal GetLastError",::GetLastError());
::Print("kernel32 GetLastError",kernel32::GetLastError());
::Print("parent GetLastError",CCheckContext::GetLastError());
::Print("our GetLastError",GetLastError());
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//---
CCheckContext2 test;
test.Print();
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
138 Language Basics
Operation of Obtaining Data Type Size or Size of Any Data Type
Object ( sizeof )
Using the sizeof operation, the memory size corresponding to an identifier or type can be defined. The
sizeof operation is of the following format:
Example:
sizeof(expression)
Any identifier, or type name enclosed in brackets can be used as an expression. Note that the void
type name can't be used, and the identifier cannot belong to the field of bits, or be a function name.
If the expression is the name of a static array (i.e. the first dimension is given), then the result is the
size of the whole array (i.e. the product of the number of elements and the length of the type). If the
expression is the name of a dynamic array (the first dimension is not specified), the result will be the
size of the object of the dynamic array.
When sizeof is applied to the name of structure or class type, or to the identifier of the structure or
class type, the result is the actual size of the structure or class.
Example:
struct myStruct
{
char h;
int b;
double f;
} str;
Print("sizeof(str) = ",sizeof(str));
Print("sizeof(myStruct) = ",sizeof(myStruct));
The size is calculated at the compilation stage.
See also
Precedence Rules
© 2000-2017, MetaQuotes Software Corp.
139 Language Basics
Precedence Rules
Each group of operations in the table has the same priority. The higher the priority of operations is,
the higher it is position of the group in the table. The precedence rules determine the grouping of
operations and operands.
Attention: Precedence of operations in the MQL5 language corresponds to the priority adopted in C++,
and differs from the priority given in the MQL4 language.
Operation Desciption Execution Order
() Function Call From left to right
[] Referencing to an array
. element
Referencing to a structure
element
! Logical negation Right to left
~ Bitwise negation (complement)
– Sign changing
++ Increment by one
-- Decrement by one
(type) Typecasting
sizeof Determining size in bytes
* Multiplication From left to right
/ Division
% Module division
+ Addition From left to right
– Subtraction
<< Left shift From left to right
>> Right shift
< Less than From left to right
<= Less than or equal
> Greater than
>= Greater than or equal
== Equal From left to right
!= Not equal
& Bitwise AND operation From left to right
^ Bitwise exclusive OR From left to right
| Bitwise OR operation From left to right
&& Logical AND operation From left to right
|| Logical OR operation From left to right
?: Conditional Operator Right to left
= Assignment Right to left
© 2000-2017, MetaQuotes Software Corp.
140 Language Basics
*= Multiplication with assignment
/= Division with assignment
%= Module with assignment
+= Addition with assignment
-= Subtraction with assignment
<<= Left shift with assignment
>>= Right shift with assignment
&= Bitwise AND with assignment
^= Exclusive OR with assignment
|= Bitwise OR with assignment
, Comma From left to right
To change the operation execution order, parenthesis that are of higher priority are used.
© 2000-2017, MetaQuotes Software Corp.
141 Language Basics
Operators
Language operators describe some algorithmic operations that must be executed to accomplish a task.
The program body is a sequence of such operators. Operators following one by one are separated by
semicolons.
Operator Description
Compound operator {} One or more operators of any type, enclosed in
curly braces {}
Expression operator (;) Any expression that ends with a semicolon (;)
return operator Terminates the current function and returns
control to the calling program
if-else conditional operator Is used when it's necessary to make a choice
?: conditional operator A simple analog of the if-else conditional
operator
switch selection operator Passes control to the operator, which
corresponds to the expression value
while loop operator Performs an operator until the expression
checked becomes false. The expression is
checked before each iteration
for loop operator Performs an operator until the expression
checked becomes false. The expression is
checked before each iteration
do-while loop operator Performs an operator until the expression
checked becomes false. The end condition is
checked, after each loop. The loop body is
always executed at least once.
break operator Terminates the execution of the nearest
attached external operator switch, while, do-
while or for
continue operator Passes control to the beginning of the nearest
external loop operator while, do-while or for
new operator Creates an object of the appropriate size and
returns a descriptor of the created object.
delete operator Deletes the object created by the new operator
One operator can occupy one or more lines. Two or more operators can be located in the same line.
Operators that control over the execution order (if, if-else, switch, while and for), can be nested into
each other.
Example:
if(Month() == 12)
© 2000-2017, MetaQuotes Software Corp.
142 Language Basics
if(Day() == 31) Print("Happy New Year!");
See also
Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
143 Language Basics
Compound Operator
A compound operator (a block) consists of one or more operators of any type, enclosed in braces {}.
The closing brace must not be followed by a semicolon (;).
Example:
if(x==0)
{
Print("invalid position x = ",x);
return;
}
See also
Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
144 Language Basics
Expression Operator
Any expression followed by a semicolon (;) is the operator. Here are some examples of expression
operators.
Assignment Operator
Identifier = expression;
x=3;
y=x=3;
bool equal=(x==y);
Assignment operator can be used many times in an expression. In this case, the expression is
processed from right to left.
Function Calling Operator
Function_name (argument1,..., argumentN);
FileClose(file);
Empty Operator
Consists only of a semicolon (;) and is used to denote an empty body of a control operator.
See also
Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
145 Language Basics
Return Operator
The return operator terminates the current function execution and returns control to the calling
program. The expression calculation result is returned to the calling function. The expression can
contain an assignment operator.
Example:
int CalcSum(int x, int y)
{
return(x+y);
}
In functions with the void return type, the return operator without expression must be used:
void SomeFunction()
{
Print("Hello!");
return; // this operator can be removed
}
The right brace of the function means implicit execution of the return operator without expression.
What can be returned: simple types, simple structures, object pointers. With the return operator you
can't return any arrays, class objects, variables of compound structure type.
See also
Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
146 Language Basics
If-Else Conditional Operator
The IF - ELSE operator is used when a choice must be made. Formally, the syntax is as follows:
if (expression)
operator1
else
operator2
If the expression is true, operator1 is executed and control is given to the operator that follows
operator2 (operator2 is not executed). If the expression is false, operator2 is executed.
The else part of the if operator can be omitted. Thus, a divergence may appear in nested if operators
with omitted else part. In this case, else addresses to the nearest previous if operator in the same
block that has no else part.
Examples:
//--- The else part refers to the second if operator:
if(x>1)
if(y==2) z=5;
else z=6;
//--- The else part refers to the first if operator:
if(x>l)
{
if(y==2) z=5;
}
else z=6;
//--- Nested operators
if(x=='a')
{
y=1;
}
else if(x=='b')
{
y=2;
z=3;
}
else if(x=='c')
{
y=4;
}
else Print("ERROR");
See also
Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
147 Language Basics
Ternary Operator ?:
The general form of the ternary operator is as follows:
expression1 ? expression2 : expression3
For the first operand - "expression1" - any expression that results in a bool type value can be used. If
the result is true, then the operator set by the second operand, i.e. "expression2" is executed.
If the first operand is false, the third operand - "expression3" is performed. The second and third
operands, i.e. "expression2" and "expression3" should return values of one type and should not be of
void type. The result of the conditional operator execution is the result of expression2 or result of the
expression3, depending on the result of expression1.
//--- normalize difference between open and close prices for a day range
double true_range = (High==Low)?0:(Close-Open)/(High-Low);
This entry is equivalent to the following:
double true_range;
if(High==Low)true_range=0; // if High and Low are equal
else true_range=(Close-Open)/(High-Low); // if the range is not null
Operator Use Restrictions
Based on the value of "expression1", the operator must return one of the two values - either
"expression2" or "expression3". There are several limitations to these expressions:
1. Do not mix user-defined type with simple type or enumeration. NULL can be used for the pointer.
2. If types of values are simple, the operator will be of the maximum type (see Type casting).
3. If one of the values is an enumeration and the second one is of a numeric type, the enumeration is
replaced by int and the second rule is applied.
4. If both values are enumerations, their types must be identical, and the operator will be of type
enumeration.
Restrictions for the user-defined types (classes or structures):
a) Types must be identical or one should be derived from the other one.
b) If types are not identical (inheritance), then the child is implicitly cast to the parent, i.e. the
operator will be of the parent type.
c) Do not mix object and the pointer – both expressions must be either objects or pointers. NULL can
be used for the pointer.
Note
Be careful when using the conditional operator as an argument of an overloaded function, because the
type of the result of a conditional operator is defined at the time of program compilation. And this
type is determined as the larger of the types "expression2" and "expression3".
Example:
© 2000-2017, MetaQuotes Software Corp.
148 Language Basics
void func(double d) { Print("double argument: ",d); }
void func(string s) { Print("string argument: ",s); }
bool Expression1=true;
double Expression2=M_PI;
string Expression3="3.1415926";
void OnStart()
{
func(Expression2);
func(Expression3);
func(Expression1?Expression2:Expression3); // warning on implicit casting to string
func(!Expression1?Expression2:Expression3); // warning on implicit casting to string
}
// Result:
// double argument: 3.141592653589793
// string argument: 3.1415926
// string argument: 3.141592653589793
// string argument: 3.1415926
See also
Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
149 Language Basics
Switch Operator
Compares the expression value with constants in all the case variants and passes control to the
operator that corresponds to the expression value. Each variant of case can be marked with an integer
constant, a literal constant or a constant expression. The constant expression can't contain variables
or function calls. Expression of the switch operator must be of integer type – int or uint.
switch(expression)
{
case constant: operators
case constant: operators
...
default: operators
}
Operators marked by the default label are executed if none of the constants in case operators is equal
to the expression value. The default variant should not be necessarily declared and should not be
necessarily the last one. If none of the constants corresponds to the expression value and the default
variant is not available, no actions are executed.
The case keyword with a constant are just labels, and if operators are executed for some case variant,
the program will further execute the operators of all subsequent variants until the break operator
occurs. It allows to bind a sequence of operators with several variants.
A constant expression is calculated during compilation. No two constants in one switch operator can
have the same value.
Examples:
//--- First example
switch(x)
{
case 'A':
Print("CASE A");
break;
case 'B':
case 'C':
Print("CASE B or C");
break;
default:
Print("NOT A, B or C");
break;
}
//--- Second example
string res="";
int i=0;
switch(i)
{
case 1:
res=i;break;
© 2000-2017, MetaQuotes Software Corp.
150 Language Basics
default:
res="default";break;
case 2:
res=i;break;
case 3:
res=i;break;
}
Print(res);
/*
Result
default
*/
See also
Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
151 Language Basics
While Loop Operator
The while operator consists of a checked expression and the operator, which must be fulfilled:
while(expression)
operator;
If the expression is true, the operator is executed until the expression becomes false. If the
expression is false, the control is passed to the next operator. The expression value is defined before
the operator is executed. Therefore, if the expression is false from the very beginning, the operator
will not be executed at all.
Note
If it is expected that a large number of iterations will be handled in a loop, it is advisable that you
check the fact of forced program termination using the IsStopped() function.
Example:
while(k<n && !IsStopped())
{
y=y*x;
k++;
}
See also
Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
152 Language Basics
For Loop Operator
The for operator consists of three expressions and an executable operator:
for(expression1; expression2; expression3)
operator;
Expression1 describes the loop initialization. Expression2 checks the conditions of the loop
termination. If it is true, the loop body for is executed. The loop repeats expression2 until it becomes
false. If it is false, the loop is terminated, and control is given to the next operator. Expression3 is
calculated after each iteration.
The for operator is equivalent to the following succession of operators:
expression1;
while(expression2)
{
operator;
expression3;
};
Any of the three or all three expressions can be absent in the for operator, but the semicolons (;) that
separate them must not be omitted. If expression2 is omitted, it is considered constantly true. The
for(;;) operator is a continuous loop, equivalent to the while(1) operator. Each expression 1 or 3 can
consist of several expressions combined by a comma operator ','.
Note
If it is expected that a large number of iterations will be handled in a loop, it is advisable that you
check the fact of forced program termination using the IsStopped() function.
Examples:
for(x=1;x<=7000; x++)
{
if(IsStopped())
break;
Print(MathPower(x,2));
}
//--- Another example
for(;!IsStopped();)
{
Print(MathPower(x,2));
x++;
if(x>10) break;
}
//--- Third example
for(i=0,j=n-l;i<n && !IsStopped();i++,j--) a[i]=a[j];
See also
Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
153 Language Basics
Loop Operator do while
The for and while loops check the termination at the beginning, not at the end of a loop. The third
loop operator do - while checks the condition of termination at the end, after each loop iteration. The
loop body is always executed at least once.
do
operator;
while(expression);
First the operator is executed, then the expression is calculated. If it is true, then the operator is
executed again, and so on. If the expression becomes false, the loop terminates.
Note
If it is expected that a large number of iterations will be handled in a loop, it is advisable that you
check the fact of forced program termination using the IsStopped() function.
Example:
//--- Calculate the Fibonacci series
int counterFibonacci=15;
int i=0,first=0,second=1;
int currentFibonacciNumber;
do
{
currentFibonacciNumber=first+second;
Print("i = ",i," currentFibonacciNumber = ",currentFibonacciNumber);
first=second;
second=currentFibonacciNumber;
i++; // without this operator an infinite loop will appear!
}
while(i<counterFibonacci && !IsStopped());
See also
Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
154 Language Basics
Break Operator
The break operator terminates the execution of the nearest nested outward switch, while, do-while or
for operator. The control is passed to the operator that follows the terminated one. One of the
purposes of this operator is to finish the looping execution when a certain value is assigned to a
variable.
Example:
//--- searching for the first zero element
for(i=0;i<array_size;i++)
if(array[i]==0)
break;
See also
Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
155 Language Basics
Continue Operator
The continue operator passes control to the beginning of the nearest outward loop while, do-while or
for operator, the next iteration being called. The purpose of this operator is opposite to that of break
operator.
Example:
//--- Sum of all nonzero elements
int func(int array[])
{
int array_size=ArraySize(array);
int sum=0;
for(int i=0;i<array_size; i++)
{
if(a[i]==0) continue;
sum+=a[i];
}
return(sum);
}
See also
Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
156 Language Basics
Object Create Operator new
The new operator automatically creates an object of a corresponding size, calls the object constructor
and returns a descriptor of created object. In case of failure, the operator returns a null descriptor
that can be compared with the NULL constant.
The new operator can be applied only to class objects. It can't be applied to structures.
The operator shall not be used to create arrays of objects. To do this, use the ArrayResize() function.
Example:
//+------------------------------------------------------------------+
//| Figure creation |
//+------------------------------------------------------------------+
void CTetrisField::NewShape()
{
m_ypos=HORZ_BORDER;
//--- randomly create one of the 7 possible shapes
int nshape=rand()%7;
switch(nshape)
{
case 0: m_shape=new CTetrisShape1; break;
case 1: m_shape=new CTetrisShape2; break;
case 2: m_shape=new CTetrisShape3; break;
case 3: m_shape=new CTetrisShape4; break;
case 4: m_shape=new CTetrisShape5; break;
case 5: m_shape=new CTetrisShape6; break;
case 6: m_shape=new CTetrisShape7; break;
}
//--- draw
if(m_shape!=NULL)
{
//--- pre-settings
m_shape.SetRightBorder(WIDTH_IN_PIXELS+VERT_BORDER);
m_shape.SetYPos(m_ypos);
m_shape.SetXPos(VERT_BORDER+SHAPE_SIZE*8);
//--- draw
m_shape.Draw();
}
//---
}
It should be noted that object descriptor is not a pointer to memory address.
An object created with the new operator must be explicitly removed using the delete operator.
See also
Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
157 Language Basics
Object Delete Operator delete
The delete operator deletes an object created by the new operator, calls the corresponding class
destructor and frees up memory occupied by the object. A real descriptor of an existing object is used
as an operand. After the delete operation is executed, the object descriptor becomes invalid.
Example:
//--- delete figure
delete m_shape;
m_shape=NULL;
//--- create a new figure
NewShape();
See also
Initialization of Variables, Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
158 Language Basics
Functions
Every task can be divided into subtasks, each of which can either be directly represented in the form
of a code, or divided into smaller sub-tasks. This method is called stepwise refinement. Functions are
used for writing the code of sub-tasks to be solved. The code that describes what a function does is
called function definition:
function_header
{
instructions
}
All that is before the first brace is the header of the function definition, and what is between braces is
the body of the function definition. The function header includes a description of the return value
type, name (identifier) and formal parameters. The number of parameters passed to the function is
limited and cannot exceed 64.
The function can be called from other parts of the program as many times as necessary. In fact, the
return type, function identifier and parameter types constitute the function prototype.
Function prototype is the function declaration, but not its definition. Due to the explicit declaration of
the return type and a list of argument types, the strict type checking and implicit typecasting are
possible during function calls. Very often function declarations are used in classes to improve the code
readability.
The function definition must exactly match its declaration. Each declared function must be defined.
Example:
double // return value type
linfunc (double a, double b) // function name and parameter list
{
// composite operator
return (a + b); // return value
}
The return operator can return the value of an expression located in this operator. If necessary, the
expression value is converted to the function result type. What can be returned: simple types, simple
structures, object pointers. With the return operator you can't return any arrays, class objects,
variables of compound structure type.
A function that returns no value should be described as that of void type.
Example:
void errmesg(string s)
{
Print("error: "+s);
}
© 2000-2017, MetaQuotes Software Corp.
159 Language Basics
Parameters passed to the function can have default values, which are defined by constants of that
type.
Example:
int somefunc(double a,
double d=0.0001,
int n=5,
bool b=true,
string s="passed string")
{
Print("Required parameter a = ",a);
Print("Pass the following parameters: d = ",d," n = ",n," b = ",b," s = ",s);
return(0);
}
If any of parameters has a default value, all subsequent parameters must also have default values.
Example of incorrect declaration:
int somefunc(double a,
double d=0.0001, // default value 0.0001 declared
int n, // default value is not specified !
bool b, // default value is not specified !
string s="passed string")
{
}
See also
Overload, Virtual Functions, Polymorphism
© 2000-2017, MetaQuotes Software Corp.
160 Language Basics
Function Call
If a name that has not been described before, appears in the expression and is followed by the left
parenthesis, it is contextually considered as the name of a function.
function_name (x1, x2,..., xn)
Arguments (formal parameters) are passed by value, i.e. each expression x1,..., xn is calculated, and
the value is passed to the function. The order of expressions calculation and the order of values
loading are not guaranteed. During the execution, the system checks the number and type of
arguments passed to the function. Such way of addressing to the function is called a value call.
Function call is an expression, the value of which is the value returned by the function. The function
type described above must correspond with the type of the return value. The function can be declared
or described in any part of the program on the global scope, i.e., outside other functions. The function
cannot be declared or described inside of another function.
Examples:
int start()
{
double some_array[4]={0.3, 1.4, 2.5, 3.6};
double a=linfunc(some_array, 10.5, 8);
//...
}
double linfunc(double x[], double a, double b)
{
return (a*x[0] + b);
}
At calling of a function with default parameters, the list of parameters to be passed can be limited,
but not before the first default parameter.
Examples:
void somefunc(double init,
double sec=0.0001, //set default values
int level=10);
//...
somefunc(); // Wrong call. The first parameter must be presented.
somefunc(3.14); // Correct call
somefunc(3.14,0.0002); // Correct call
somefunc(3.14,0.0002,10); // Correct call
When calling a function, one may not skip parameters, even those having default values:
somefunc(3.14, , 10); // Wrong call -> the second parameter was skipped.
See also
Overload, Virtual Functions, Polymorphism
© 2000-2017, MetaQuotes Software Corp.
161 Language Basics
Passing Parameters
There are two methods, by which the machine language can pass arguments to a subprogram
(function). The first method is to send a parameter by value. This method copies the argument value
into a formal function parameter. Therefore, any changes in this parameter within the function have
no influence on the corresponding call argument.
//+------------------------------------------------------------------+
//| Passing parameters by value |
//+------------------------------------------------------------------+
double FirstMethod(int i,int j)
{
double res;
//---
i*=2;
j/=2;
res=i+j;
//---
return(res);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//---
int a=14,b=8;
Print("a and b before call:",a," ",b);
double d=FirstMethod(a,b);
Print("a and b after call:",a," ",b);
}
//--- Result of script execution
// a and b before call: 14 8
// a and b after call: 14 8
The second method is to pass by reference. In this case, reference to a parameter (not its value) is
passed to a function parameter. Inside the function, it is used to refer to the actual parameter
specified in the call. This means that the parameter changes will affect the argument used to call the
function.
//+------------------------------------------------------------------+
//| Passing parameters by reference |
//+------------------------------------------------------------------+
double SecondMethod(int &i,int &j)
{
double res;
//---
i*=2;
j/=2;
res=i+j;
© 2000-2017, MetaQuotes Software Corp.
162 Language Basics
//---
return(res);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//---
int a=14,b=8;
Print("a and b before call:",a," ",b);
double d=SecondMethod(a,b);
Print("a and b after call:",a," ",b);
}
//+------------------------------------------------------------------+
//--- result of script execution
// a and b before call: 14 8
// a and b after call: 28 4
MQL5 uses both methods, with one exception: arrays, structure type variables and class objects are
always passed by reference. In order to avoid changes in actual parameters (arguments passed at
function call) use the access specifier const. When trying to change the contents of a variable declared
with the const specifier, the compiler will generate an error.
Note
It should be noted that parameters are passed to a function in reversed order, i.e., first the last
parameter is calculated and passed, and then the last but one, etc. The last calculated and passed
parameter is the one that stands first after opening parenthesis.
Example:
void OnStart()
{
//---
int a[]={0,1,2};
int i=0;
func(a[i],a[i++],"First call (i = "+string(i)+")");
func(a[i++],a[i],"Second call (i = "+string(i)+")");
// Result:
// First call (i = 0) : par1 = 1 par2 = 0
// Second call (i = 1) : par1 = 1 par2 = 1
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void func(int par1,int par2,string comment)
{
© 2000-2017, MetaQuotes Software Corp.
163 Language Basics
Print(comment,": par1 = ",par1," par2 = ",par2);
}
In first call (see example above) the i variable is first used in strings concatenation:
"First call (i = "+string(i)+")"
Here its value doesn't change. Then the i variable is used in calculation of the a[i++] array element,
i.e. when array element with index i is accessed, the i variable is incremented. And only after that the
first parameter with changed value of i variable is calculated.
In the second call the same value of i (calculated on the first phase of function calling) is used when
calculating all three parameters. Only after the first parameters is calculated the i variable is changed
again.
See also
Visibility Scope and Lifetime of Variables, Overload, Virtual Functions, Polymorphism
© 2000-2017, MetaQuotes Software Corp.
164 Language Basics
Function Overloading
Usually the function name tends to reflect its main purpose. As a rule, readable programs contain
various well selected identifiers. Sometimes different functions are used for the same purposes. Let's
consider, for example, a function that calculates the average value of an array of double precision
numbers and the same function, but operating with an array of integers. Both are convenient to be
called AverageFromArray:
//+------------------------------------------------------------------+
//| The calculation of average for an array of double type |
//+------------------------------------------------------------------+
double AverageFromArray(const double & array[],int size)
{
if(size<=0) return 0.0;
double sum=0.0;
double aver;
//---
for(int i=0;i<size;i++)
{
sum+=array[i]; // Summation for the double
}
aver=sum/size; // Just divide the sum by the number
//---
Print("Calculation of the average for an array of double type");
return aver;
}
//+------------------------------------------------------------------+
//| The calculation of average for an array of int type |
//+------------------------------------------------------------------+
double AverageFromArray(const int & array[],int size)
{
if(size<=0) return 0.0;
double aver=0.0;
int sum=0;
//---
for(int i=0;i<size;i++)
{
sum+=array[i]; // Summation for the int
}
aver=(double)sum/size;// Give the amount of type double, and divide
//---
Print("Calculation of the average for an array of int type");
return aver;
}
Each function contains the message output via the Print() function;
Print("Calculation of the average for an array of int type");
© 2000-2017, MetaQuotes Software Corp.
165 Language Basics
The compiler selects a necessary function in accordance with the types of arguments and their
quantity. The rule, according to which the choice is made, is called the signature matching algorithm.
A signature is a list of types used in the function declaration.
Example:
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//---
int a[5]={1,2,3,4,5};
double b[5]={1.1,2.2,3.3,4.4,5.5};
double int_aver=AverageFromArray(a,5);
double double_aver=AverageFromArray(b,5);
Print("int_aver = ",int_aver," double_aver = ",double_aver);
}
//--- Result of the script
// Calculate the average for an array of int type
// Calculate the average for an array of double type
// int_aver= 3.00000000 double_aver= 3.30000000
Function overloading is a process of creating several functions with the same name, but different
parameters. This means that in overloaded variants of a function, the number of arguments and/or
their type must be different. A specific function variant is selected based on the correspondence of
the list of arguments when calling the function, to the list of parameters in the function declaration.
When an overloaded function is called, the compiler must have an algorithm to select the appropriate
function. The algorithm that performs this choice depends on castings of what types are present. The
best correspondence must be unique. An overloaded function must be the best match among all the
other variants for at least one argument. At the same time it must match for all other arguments not
worse than other variants.
Below is a matching algorithm for each argument.
Algorithm of Choosing an Overloaded Function
1. Use strict matching (if possible).
2. Try standard type increase.
3. Try standard typecasting.
The standard type increase is better than other standard conversions. Increase is the conversion of
float to double, of bool, char, short or enum to int. Typecasting of arrays of similar integer types also
belongs to typecasting. Similar types are: bool, char, uchar, since all the three types are single-byte
integers; double-byte integers short and ushort; 4-byte integers int, uint, and color; long, ulong, and
datetime.
Of course, the strict matching is the best. To achieve such a consistency typecasting can be used. The
compiler cannot cope with ambiguous situations. Therefore you should not rely on subtle differences of
types and implicit conversions that make the overloaded function unclear.
© 2000-2017, MetaQuotes Software Corp.
166 Language Basics
If you doubt, use explicit conversion to ensure strict compliance.
Examples of overloaded functions in MQL5 can be seen in the example of ArrayInitialize() functions.
Function overloading rules apply to overload of class methods.
Overloading of system functions is allowed, but it should be observed that the compiler is able to
accurately select the necessary function. For example, we can overload the system function MathMax()
in 4 different ways, but only two variants are correct.
Example:
// 1. overload is allowed - function differs from built-in MathMax() function in the number of para
double MathMax(double a,double b,double c);
// 2. overload is not allowed!
// number of parameters is different, but the last has a default value
// this leads to the concealment of the system function when calling, which is unacceptable
double MathMax(double a,double b,double c=DBL_MIN);
// 3. overload is allowed - normal overload by type of parameters a and b
double MathMax(int a,int b);
// 4. overload is not allowed!
// the number and types of parameters are the same as in original double MathMax(double a,double b)
int MathMax(double a,double b);
See also
Overload, Virtual Functions, Polymorphism
© 2000-2017, MetaQuotes Software Corp.
167 Language Basics
Operation Overloading
For ease of code reading and writing, overloading of some operations is allowed. Overloading operator
is written using the keyword operator. The following operators can be overloaded:
· binary +,-,/,*,%,<<,>>,==,!=,<,>,<=,>=,=,+=,-=,/=,*=,%=,&=,|=,^=,<<=,>>=,&&,||,&,|,^
· unary +,-,++,--,!,~
· assignment operator =
· indexing operator []
Operation overloading allows the use of the operating notation (written in the form of simple
expressions) for complex objects - structures and classes. Writing expressions using overloaded
operations simplifies the view of the source code, because a more complex implementation is hidden.
For example, consider complex numbers, which consist of real and imaginary parts. They are widely
used in mathematics. The MQL5 language has no data type to represent complex numbers, but it is
possible to create a new data type in the form of a structure or class. Declare the complex structure
and define four methods that implement four arithmetic operations:
//+------------------------------------------------------------------+
//| A structure for operations with complex numbers |
//+------------------------------------------------------------------+
struct complex
{
double re; // Real part
double im; // Imaginary part
//--- Constructors
complex():re(0.0),im(0.0) { }
complex(const double r):re(r),im(0.0) { }
complex(const double r,const double i):re(r),im(i) { }
complex(const complex &o):re(o.re),im(o.im) { }
//--- Arithmetic operations
complex Add(const complex &l,const complex &r) const; // Addition
complex Sub(const complex &l,const complex &r) const; // Subtraction
complex Mul(const complex &l,const complex &r) const; // Multiplication
complex Div(const complex &l,const complex &r) const; // Division
};
Now, in our code we can declare variables representing complex numbers, and work with them.
For example:
void OnStart()
{
//--- Declare and initialize variables of a complex type
complex a(2,4),b(-4,-2);
PrintFormat("a=%.2f+i*%.2f, b=%.2f+i*%.2f",a.re,a.im,b.re,b.im);
//--- Sum up two numbers
complex z;
© 2000-2017, MetaQuotes Software Corp.
168 Language Basics
z=a.Add(a,b);
PrintFormat("a+b=%.2f+i*%.2f",z.re,z.im);
//--- Multiply two numbers
z=a.Mul(a,b);
PrintFormat("a*b=%.2f+i*%.2f",z.re,z.im);
//--- Divide two numbers
z=a.Div(a,b);
PrintFormat("a/b=%.2f+i*%.2f",z.re,z.im);
//---
}
But it would be more convenient to use usual operators "+", "-", "*" and "/" for ordinary arithmetic
operations with complex numbers.
Keyword operator is used for defining a member function that performs type conversion. Unary and
binary operations for class object variables can be overloaded as non-static member functions. They
implicitly act on the class object.
Most binary operations can be overloaded like regular functions that take one or both arguments as a
class variable or a pointer to an object of this class. For our type complex, overloading in the
declaration will look like this:
//--- Operators
complex operator+(const complex &r) const { return(Add(this,r)); }
complex operator-(const complex &r) const { return(Sub(this,r)); }
complex operator*(const complex &r) const { return(Mul(this,r)); }
complex operator/(const complex &r) const { return(Div(this,r)); }
The full example of the script:
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- Declare and initialize variables of type complex
complex a(2,4),b(-4,-2);
PrintFormat("a=%.2f+i*%.2f, b=%.2f+i*%.2f",a.re,a.im,b.re,b.im);
//a.re=5;
//a.im=1;
//b.re=-1;
//b.im=-5;
//--- Sum up two numbers
complex z=a+b;
PrintFormat("a+b=%.2f+i*%.2f",z.re,z.im);
//--- Multiply two numbers
z=a*b;
PrintFormat("a*b=%.2f+i*%.2f",z.re,z.im);
//--- Divide two numbers
z=a/b;
© 2000-2017, MetaQuotes Software Corp.
169 Language Basics
PrintFormat("a/b=%.2f+i*%.2f",z.re,z.im);
//---
}
//+------------------------------------------------------------------+
//| A structure for operations with complex numbers |
//+------------------------------------------------------------------+
struct complex
{
double re; // Real part
double im; // Imaginary part
//--- Constructors
complex():re(0.0),im(0.0) { }
complex(const double r):re(r),im(0.0) { }
complex(const double r,const double i):re(r),im(i) { }
complex(const complex &o):re(o.re),im(o.im) { }
//--- Arithmetic operations
complex Add(const complex &l,const complex &r) const; // Addition
complex Sub(const complex &l,const complex &r) const; // Subtraction
complex Mul(const complex &l,const complex &r) const; // Multiplication
complex Div(const complex &l,const complex &r) const; // Division
//--- Binary operators
complex operator+(const complex &r) const { return(Add(this,r)); }
complex operator-(const complex &r) const { return(Sub(this,r)); }
complex operator*(const complex &r) const { return(Mul(this,r)); }
complex operator/(const complex &r) const { return(Div(this,r)); }
};
//+------------------------------------------------------------------+
//| Addition |
//+------------------------------------------------------------------+
complex complex::Add(const complex &l,const complex &r) const
{
complex res;
//---
res.re=l.re+r.re;
res.im=l.im+r.im;
//--- Result
return res;
}
//+------------------------------------------------------------------+
//| Subtraction |
//+------------------------------------------------------------------+
complex complex::Sub(const complex &l,const complex &r) const
{
complex res;
//---
res.re=l.re-r.re;
res.im=l.im-r.im;
//--- Result
return res;
© 2000-2017, MetaQuotes Software Corp.
170 Language Basics
}
//+------------------------------------------------------------------+
//| Multiplication |
//+------------------------------------------------------------------+
complex complex::Mul(const complex &l,const complex &r) const
{
complex res;
//---
res.re=l.re*r.re-l.im*r.im;
res.im=l.re*r.im+l.im*r.re;
//--- Result
return res;
}
//+------------------------------------------------------------------+
//| Division |
//+------------------------------------------------------------------+
complex complex::Div(const complex &l,const complex &r) const
{
//--- Empty complex number
complex res(EMPTY_VALUE,EMPTY_VALUE);
//--- Check for zero
if(r.re==0 && r.im==0)
{
Print(__FUNCTION__+": number is zero");
return(res);
}
//--- Auxiliary variables
double e;
double f;
//--- Selecting calculation variant
if(MathAbs(r.im)<MathAbs(r.re))
{
e = r.im/r.re;
f = r.re+r.im*e;
res.re=(l.re+l.im*e)/f;
res.im=(l.im-l.re*e)/f;
}
else
{
e = r.re/r.im;
f = r.im+r.re*e;
res.re=(l.im+l.re*e)/f;
res.im=(-l.re+l.im*e)/f;
}
//--- Result
return res;
}
© 2000-2017, MetaQuotes Software Corp.
171 Language Basics
Most unary operations for classes can be overloaded as ordinary functions that accept a single class
object argument or a pointer to it. Add overloading of unary operations "-" and "!".
//+------------------------------------------------------------------+
//| A structure for operations with complex numbers |
//+------------------------------------------------------------------+
struct complex
{
double re; // Real part
double im; // Imaginary part
...
//--- Unary operators
complex operator-() const; // Unary minus
bool operator!() const; // Negation
};
...
//+------------------------------------------------------------------+
//| Overloading the "unary minus" operator |
//+------------------------------------------------------------------+
complex complex::operator-() const
{
complex res;
//---
res.re=-re;
res.im=-im;
//--- Result
return res;
}
//+------------------------------------------------------------------+
//| Overloading the "logical negation" operator |
//+------------------------------------------------------------------+
bool complex::operator!() const
{
//--- Are the real and imaginary parts of the complex number equal to zero?
return (re!=0 && im!=0);
}
Now we can check the value of a complex number for zero and get a negative value:
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- Declare and initialize variables of type complex
complex a(2,4),b(-4,-2);
PrintFormat("a=%.2f+i*%.2f, b=%.2f+i*%.2f",a.re,a.im,b.re,b.im);
//--- Divide the two numbers
© 2000-2017, MetaQuotes Software Corp.
172 Language Basics
complex z=a/b;
PrintFormat("a/b=%.2f+i*%.2f",z.re,z.im);
//--- A complex number is equal to zero by default (in the default constructor re==0 and im==0)
complex zero;
Print("!zero=",!zero);
//--- Assign a negative value
zero=-z;
PrintFormat("z=%.2f+i*%.2f, zero=%.2f+i*%.2f",z.re,z.im, zero.re,zero.im);
PrintFormat("-zero=%.2f+i*%.2f",-zero.re,-zero.im);
//--- Check for zero once again
Print("!zero=",!zero);
//---
}
Note that we did not have to overload the assignment operator "=", as structures of simple types can
be directly copied one into each other. Thus, we can now write a code for calculations involving
complex numbers in the usual manner.
Overloading of the indexing operator allows to obtain the values of the arrays enclosed in an object, in
a simple and familiar way, and it also contributes to a better readability of the source code. For
example, we need to provide access to a symbol in the string at the specified position. A string in
MQL5 is a separate type string, which is not an array of symbols, but with the help of an overloaded
indexing operation we can provide a simple and transparent work in the generated CString class:
//+------------------------------------------------------------------+
//| Class to access symbols in string as in array of symbols |
//+------------------------------------------------------------------+
class CString
{
string m_string;
public:
CString(string str=NULL):m_string(str) { }
ushort operator[] (int x) { return(StringGetCharacter(m_string,x)); }
};
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- An array for receiving symbols from a string
int x[]={ 19,4,18,19,27,14,15,4,17,0,19,14,17,27,26,28,27,5,14,
17,27,2,11,0,18,18,27,29,30,19,17,8,13,6 };
CString str("abcdefghijklmnopqrstuvwxyz[ ]CS");
string res;
//--- Make up a phrase using symbols from the str variable
for(int i=0,n=ArraySize(x);i<n;i++)
{
res+=ShortToString(str[x[i]]);
}
© 2000-2017, MetaQuotes Software Corp.
173 Language Basics
//--- Show the result
Print(res);
}
Another example of overloading of the indexing operation is operations with matrices. The matrix
represents a two-dimensional dynamic array, the array size is not defined in advance. Therefore, you
cannot declare an array of form array[][] without specifying the size of the second dimension, and
then pass this array as a parameter. A possible solution is a special class CMatrix, which contains an
array of CRow class objects.
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- Operations of addition and multiplication of matrices
CMatrix A(3),B(3),C();
//--- Prepare an array for rows
double a1[3]={1,2,3}, a2[3]={2,3,1}, a3[3]={3,1,2};
double b1[3]={3,2,1}, b2[3]={1,3,2}, b3[3]={2,1,3};
//--- Fill the matrices
A[0]=a1; A[1]=a2; A[2]=a3;
B[0]=b1; B[1]=b2; B[2]=b3;
//--- Output the matrices in the Experts log
Print("---- Elements of matrix A");
Print(A.String());
Print("---- Elements of matrix B");
Print(B.String());
//--- Addition of matrices
Print("---- Addition of matrices A and B");
C=A+B;
//--- Output the formatted string representation
Print(C.String());
//--- Multiplication of matrices
Print("---- Multiplication of matrices A and B");
C=A*B;
Print(C.String());
//--- Now we show how to get values in the style of dynamic arrays matrix[i][j]
Print("Output the values of matrix C elementwise");
//--- Go through the matrix rows - CRow objects - in a loop
for(int i=0;i<3;i++)
{
string com="| ";
//--- Form rows from the matrix for the value
for(int j=0;j<3;j++)
{
© 2000-2017, MetaQuotes Software Corp.
174 Language Basics
//--- Get the matrix element by the number of the row and column
double element=C[i][j];// [i] - Access to CRow in the array m_rows[] ,
// [j] - Overloaded operator of indexing in CRow
com=com+StringFormat("a(%d,%d)=%G ; ",i,j,element);
}
com+="|";
//--- Output the values of the row
Print(com);
}
}
//+------------------------------------------------------------------+
//| Class "Row" |
//+------------------------------------------------------------------+
class CRow
{
private:
double m_array[];
public:
//--- Constructors and a destructor
CRow(void) { ArrayResize(m_array,0); }
CRow(const CRow &r) { this=r; }
CRow(const double &array[]);
~CRow(void){};
//--- Number of elements in the row
int Size(void) const { return(ArraySize(m_array));}
//--- Returns a string with values
string String(void) const;
//--- Indexing operator
double operator[](int i) const { return(m_array[i]); }
//--- Assignment operators
void operator=(const double &array[]); // An array
void operator=(const CRow & r); // Another CRow object
double operator*(const CRow &o); // CRow object for multiplication
};
//+------------------------------------------------------------------+
//| Constructor for initializing a row with an array |
//+------------------------------------------------------------------+
void CRow::CRow(const double &array[])
{
int size=ArraySize(array);
//--- If the array is not empty
if(size>0)
{
ArrayResize(m_array,size);
//--- Fill with values
for(int i=0;i<size;i++)
m_array[i]=array[i];
}
//---
© 2000-2017, MetaQuotes Software Corp.
175 Language Basics
}
//+------------------------------------------------------------------+
//| Assignment operation for the array |
//+------------------------------------------------------------------+
void CRow::operator=(const double &array[])
{
int size=ArraySize(array);
if(size==0) return;
//--- Fill the array with values
ArrayResize(m_array,size);
for(int i=0;i<size;i++) m_array[i]=array[i];
//---
}
//+------------------------------------------------------------------+
//| Assignment operation for CRow |
//+------------------------------------------------------------------+
void CRow::operator=(const CRow &r)
{
int size=r.Size();
if(size==0) return;
//--- Fill the array with values
ArrayResize(m_array,size);
for(int i=0;i<size;i++) m_array[i]=r[i];
//---
}
//+------------------------------------------------------------------+
//| Operator of multiplication by another row |
//+------------------------------------------------------------------+
double CRow::operator*(const CRow &o)
{
double res=0;
//--- Verifications
int size=Size();
if(size!=o.Size() || size==0)
{
Print(__FUNCSIG__,": Failed to multiply two matrices, their sizes are different");
return(res);
}
//--- Multiply arrays elementwise and add the products
for(int i=0;i<size;i++)
res+=m_array[i]*o[i];
//--- Result
return(res);
}
//+------------------------------------------------------------------+
//| Returns a formatted string representation |
//+------------------------------------------------------------------+
string CRow::String(void) const
{
© 2000-2017, MetaQuotes Software Corp.
176 Language Basics
string out="";
//--- If the size of the array is greater than zero
int size=ArraySize(m_array);
//--- We work only with a non-zero number of array elements
if(size>0)
{
out="{";
for(int i=0;i<size;i++)
{
//--- Collect the values to a string
out+=StringFormat(" %G;",m_array[i]);
}
out+=" }";
}
//--- Result
return(out);
}
//+------------------------------------------------------------------+
//| Class "Matrix" |
//+------------------------------------------------------------------+
class CMatrix
{
private:
CRow m_rows[];
public:
//--- Constructors and a destructor
CMatrix(void);
CMatrix(int rows) { ArrayResize(m_rows,rows); }
~CMatrix(void){};
//--- Get the matrix sizes
int Rows() const { return(ArraySize(m_rows)); }
int Cols() const { return(Rows()>0? m_rows[0].Size():0); }
//--- Returns the value of the column in the form of a CRow row
CRow GetColumnAsRow(const int col_index) const;
//--- Returns a string with the matrix values
string String(void) const;
//--- The indexing operator returns a string by its number
CRow *operator[](int i) const { return(GetPointer(m_rows[i])); }
//--- Addition operator
CMatrix operator+(const CMatrix &m);
//--- Multiplication operator
CMatrix operator*(const CMatrix &m);
//--- Assignment operator
CMatrix *operator=(const CMatrix &m);
};
//+------------------------------------------------------------------+
//| A default constructor, create an array of rows of zero size |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
177 Language Basics
CMatrix::CMatrix(void)
{
//--- The zero number of rows in the matrix
ArrayResize(m_rows,0);
//---
}
//+------------------------------------------------------------------+
//| Returns the column value in the form of CRow |
//+------------------------------------------------------------------+
CRow CMatrix::GetColumnAsRow(const int col_index) const
{
//--- A variable to get the values from the column
CRow row();
//--- The number of rows in the matrix
int rows=Rows();
//--- If the number of rows is greater than zero, execute the operation
if(rows>0)
{
//--- An array to receive the values of the column with index col_index
double array[];
ArrayResize(array,rows);
//--- Filling the array
for(int i=0;i<rows;i++)
{
//--- Check the number of the column for row i - it may exceed the boundaries of the array
if(col_index>=this[i].Size())
{
Print(__FUNCSIG__,": Error! Column number ",col_index,"> row size ",i);
break; // row will be uninitialized object
}
array[i]=this[i][col_index];
}
//--- Create a CRow row based on the array values
row=array;
}
//--- Result
return(row);
}
//+------------------------------------------------------------------+
//| Addition of two matrices |
//+------------------------------------------------------------------+
CMatrix CMatrix::operator+(const CMatrix &m)
{
//--- The number of rows and columns in the passed matrix
int cols=m.Cols();
int rows=m.Rows();
//--- The matrix to receive the addition results
CMatrix res(rows);
//--- The sizes of the matrix must match
© 2000-2017, MetaQuotes Software Corp.
178 Language Basics
if(cols!=Cols() || rows!=Rows())
{
//--- Addition impossible
Print(__FUNCSIG__,": Failed to add two matrices, their sizes are different");
return(res);
}
//--- Auxiliary array
double arr[];
ArrayResize(arr,cols);
//--- Go through rows to add
for(int i=0;i<rows;i++)
{
//--- Write the results of addition of matrix strings in the array
for(int k=0;k<cols;k++)
{
arr[k]=this[i][k]+m[i][k];
}
//--- Place the array to the matrix row
res[i]=arr;
}
//--- return the result of addition of matrices
return(res);
}
//+------------------------------------------------------------------+
//| Multiplication of two matrices |
//+------------------------------------------------------------------+
CMatrix CMatrix::operator*(const CMatrix &m)
{
//--- Number of columns of the first matrix, number of rows passed in the matrix
int cols1=Cols();
int rows2=m.Rows();
int rows1=Rows();
int cols2=m.Cols();
//--- Matrix to receive the addition result
CMatrix res(rows1);
//--- Matrices should be coordinated
if(cols1!=rows2)
{
//--- Multiplication impossible
Print(__FUNCSIG__,": Failed to multiply two matrices, format is not compatible "
"- number of columns in the first factor should be equal to the number of rows in the s
return(res);
}
//--- Auxiliary array
double arr[];
ArrayResize(arr,cols1);
//--- Fill the rows in the multiplication matrix
for(int i=0;i<rows1;i++)// Go through rows
{
© 2000-2017, MetaQuotes Software Corp.
179 Language Basics
//--- Reset the receiving array
ArrayInitialize(arr,0);
//--- Go through elements in the row
for(int k=0;k<cols1;k++)
{
//--- Take values of column k of the matrix m in the for of CRow
CRow column=m.GetColumnAsRow(k);
//--- Multiply two rows and write the result of scalar multiplication of vectors in the i-
arr[k]=this[i]*column;
}
//--- place array arr[] in the i-th row of the matrix
res[i]=arr;
}
//--- Return the product of two matrices
return(res);
}
//+------------------------------------------------------------------+
//| Assignment operation |
//+------------------------------------------------------------------+
CMatrix *CMatrix::operator=(const CMatrix &m)
{
//--- Find and set the number of rows
int rows=m.Rows();
ArrayResize(m_rows,rows);
//--- Fill our rows with the values of rows of the passed matrix
for(int i=0;i<rows;i++) this[i]=m[i];
//---
return(GetPointer(this));
}
//+------------------------------------------------------------------+
//| String representation of the matrix |
//+------------------------------------------------------------------+
string CMatrix::String(void) const
{
string out="";
int rows=Rows();
//--- Form string by string
for(int i=0;i<rows;i++)
{
out=out+this[i].String()+"\r\n";
}
//--- Result
return(out);
}
See also
Overloading, Arithmetic Operations, Function Overloading, Precedence Rules
© 2000-2017, MetaQuotes Software Corp.
180 Language Basics
Description of External Functions
External functions defined in another module must be explicitly described. The description includes
returned type, function name and series of input parameters with their types. The absence of such a
description can lead to errors when compiling, building, or executing a program. When describing an
external object, use the keyword #import indicating the module.
Examples:
#import "user32.dll"
int MessageBoxW(int hWnd ,string szText,string szCaption,int nType);
int SendMessageW(int hWnd,int Msg,int wParam,int lParam);
#import "lib.ex5"
double round(double value);
#import
With the help of import, it is easy to describe functions that are called from external DLL or compiled
EX5 libraries. EX5 libraries are compiled ex5 files, which have the library property. Only function
described with the export modifier can be imported from EX5 libraries.
Please keep in mind that DLL and EX5 libraries should have different names (regardless of the
directories they are located in) if they are imported together. All imported functions have the scope
resolution corresponding to the library's "file name".
Example:
#import "kernel32.dll"
int GetLastError();
#import "lib.ex5"
int GetLastError();
#import
class CFoo
{
public:
int GetLastError() { return(12345); }
void func()
{
Print(GetLastError()); // call of the class method
Print(::GetLastError()); // call of the MQL5 function
Print(kernel32::GetLastError()); // call of the DLL library function from kernel32.dll
Print(lib::GetLastError()); // call of the EX5 library function from lib.ex5
}
};
void OnStart()
{
CFoo foo;
foo.func();
}
© 2000-2017, MetaQuotes Software Corp.
181 Language Basics
See also
Overload, Virtual Functions, Polymorphism
© 2000-2017, MetaQuotes Software Corp.
182 Language Basics
Exporting Functions
A function declared in a mql5 program with the export postmodifier can be used in another mql5
program. Such a function is called exportable, and it can be called from other programs after
compilation.
int Function() export
{
}
This modifier orders the compiler to add the function into the table of EX5 functions exported by this
ex5 file. Only function with such a modifier are accessible ("visible") from other mql5 programs.
The library property tells the compiler that the EX5-file will be a library, and the compiler will show it in
the header of EX5.
All functions that are planned as exportable ones must be marked with the export modifier.
See also
Overload, Virtual Functions, Polymorphism
© 2000-2017, MetaQuotes Software Corp.
183 Language Basics
Event Handling Functions
The MQL5 language provides processing of some predefined events. Functions for handling these
events must be defined in a MQL5 program; function name, return type, composition of parameters (if
there are any) and their types must strictly conform to the description of the event handler function.
The event handler of the client terminal identifies functions, handling this or that event, by the type
of return value and type of parameters. If other parameters, not corresponding to below descriptions,
are specified for a corresponding function, or another return type is indicated for it, such a function
will not be used as an event handler.
OnStart
The OnStart() function is the Start event handler, which is automatically generated only for running
scripts. It must be of void type, with no parameters:
void OnStart();
For the OnStart() function, the int return type can be specified.
OnInit
The OnInit() function is the Init event handler. It must be of void or int type, with no parameters:
void OnInit();
The Init event is generated immediately after an Expert Advisor or an indicator is downloaded; this
event is not generated for scripts. The OnInit() function is used for initialization. If OnInit() has the
int type of the return value, the non-zero return code means unsuccessful initialization, and it
generates the Deinit event with the code of deinitialization reason REASON_INITFAILED.
To optimize input parameters of an Expert Advisor, it is recommended to use values of the
ENUM_INIT_RETCODE enumeration as the return code. These values are used for organizing the course
of optimization, including the selection of the most appropriate testing agents. During initialization of
an Expert Advisor before the start of testing you can request information about the configuration and
resources of an agent (the number of cores, amount of free memory, etc.) using the
TerminalInfoInteger() function. Based on the information obtained, you can either allow to use this
testing agent, or reject using it during the optimization of this Expert Advisor.
ENUM_INIT_RETCODE
Identifier Description
INIT_SUCCEEDED Successful initialization, testing of the Expert
Advisor can be continued.
This code means the same as a null value – the
Expert Advisor has been successfully initialized
in the tester.
INIT_FAILED Initialization failed; there is no point in
continuing testing because of fatal errors. For
example, failed to create an indicator that is
required for the work of the Expert Advisor.
© 2000-2017, MetaQuotes Software Corp.
184 Language Basics
This return value means the same as a value
other than zero - initialization of the Expert
Advisor in the tester failed.
INIT_PARAMETERS_INCORRECT This value means the incorrect set of input
parameters. The result string containing this
return code is highlighted in red in the general
optimization table.
Testing for the given set of parameters of the
Expert Advisor will not be executed, the agent is
free to receive a new task.
Upon receiving this value, the strategy tester
will reliably not pass this task to other agents
for retry.
INIT_AGENT_NOT_SUITABLE No errors during initialization, but for some
reason the agent is not suitable for testing. For
example, not enough memory, no OpenCL
support, etc.
After the return of this code, the agent will not
receive tasks until the end of this optimization.
The OnInit() function of the void type always denotes successful initialization.
OnDeinit
The OnDeinit() function is called during deinitialization and is the Deinit event handler. It must be
declared as the void type and should have one parameter of the const int type, which contains the
code of deinitialization reason. If a different type is declared, the compiler will generate a warning,
but the function will not be called. For scripts the Deinit event is not generated and therefore the
OnDeinit() function can't be used in scripts.
void OnDeinit(const int reason);
The Deinit event is generated for Expert Advisors and indicators in the following cases:
· before reinitialization due to the change of a symbol or chart period, to which the mql5 program is
attached;
· before reinitialization due to the change of input parameters;
· before unloading the mql5 program.
OnTick
The NewTick event is generated for Expert Advisors only when a new tick for a symbol is received, to
the chart of which the Expert Advisor is attached. It's useless to define the OnTick() function in a
custom indicator or script, because the NewTick event is not generated for them.
The Tick event is generated only for Expert Advisors, but this does not mean that Expert Advisors
required the OnTick() function, since not only NewTick events are generated for Expert Advisors, but
also events of Timer, BookEvent and ChartEvent are generated. It must be declared as the void type,
with no parameters:
void OnTick();
© 2000-2017, MetaQuotes Software Corp.
185 Language Basics
OnTimer
The OnTimer() function is called when the Timer event occurs, which is generated by the system timer
only for Expert Advisors and indicators - it can't be used in scripts. The frequency of the event
occurrence is set when subscribing to notifications about this event to be received by the
EventSetTimer() function.
You can unsubscribe from receiving timer events for a particular Expert Advisor using the
EventKillTimer() function. The function must be defined with the void type, with no parameters:
void OnTimer();
It is recommended to call the EventSetTimer() function once in the OnInit() function, and the
EventKillTimer() function should be called once in OnDeinit().
Every Expert Advisor, as well as every indicator works with its own timer and receives events only
from it. As soon as the mql5 program stops operating, the timer is destroyed forcibly, if it was created
but hasn't been disabled by the EventKillTimer() function.
OnTrade
The function is called when the Trade event occurs, which appears when you change the list of placed
orders and open positions, the history of orders and history of deals. When a trade activity is
performed (pending order opening, position opening/closing, stops setting, pending order triggering,
etc.) the history of orders and deals and/or list of positions and current orders is changed accordingly.
void OnTrade();
Users must independently implement in the code the verification of a trade account state when such
an event is received (if this is required by the trade strategy conditions). If the OrderSend() function
call has been completed successfully and returned a value of true, this means that the trading server
has put the order into the queue for execution and assigned a ticket number to it. As soon as the
server processes this order, the Trade event will be generated. And if a user remembers the ticket
value, he/she will be able to find out what happened to the order using this value during OnTrade()
event handling.
OnTradeTransaction
When performing some definite actions on a trade account, its state changes. Such actions include:
· Sending a trade request from any MQL5 application in the client terminal using OrderSend and
OrderSendAsync functions and its further execution;
· Sending a trade request via the terminal graphical interface and its further execution;
· Pending orders and stop orders activation on the server;
· Performing operations on a trade server side.
The following trade transactions are performed as a result of these actions:
· handling a trade request;
· changing open orders;
· changing orders history;
· changing deals history;
© 2000-2017, MetaQuotes Software Corp.
186 Language Basics
· changing positions.
For example, when sending a market buy order, it is handled, an appropriate buy order is created for
the account, the order is then executed and removed from the list of the open ones, then it is added
to the orders history, an appropriate deal is added to the history and a new position is created. All
these actions are trade transactions. Arrival of such a transaction at the terminal is a
TradeTransaction event. It calls OnTradeTransaction handler
void OnTradeTransaction(
const MqlTradeTransaction& trans, // trade transaction structure
const MqlTradeRequest& request, // request structure
const MqlTradeResult& result // result structure
);
The handler contains three parameters:
· trans - this parameter gets MqlTradeTransaction structure describing a trade transaction applied to
a trade account;
· request - this parameter gets MqlTradeRequest structure describing a trade request;
· result - this parameter gets MqlTradeResult structure describing a trade request execution result.
The last two request and result parameters are filled by values only for
TRADE_TRANSACTION_REQUEST type transaction, data on transaction can be received from type
parameter of trans variable. Note that in this case, request_id field in result variable contains ID of
request trade request, after the execution of which the trade transaction described in trans variable
has been performed. Request ID allows to associate the performed action (OrderSend or
OrderSendAsync functions call) with the result of this action sent to OnTradeTransaction().
One trade request manually sent from the terminal or via OrderSend()/OrderSendAsync() functions can
generate several consecutive transactions on the trade server. Priority of these transactions' arrival at
the terminal is not guaranteed. Thus, you should not expect that one group of transactions will arrive
after another one when developing your trading algorithm.
· All types of trade transactions are described in ENUM_TRADE_TRANSACTION_TYPE enumeration.
· MqlTradeTransaction structure describing a trade transaction is filled in different ways
depending on a transaction type. For example, only type field (trade transaction type) must be
analyzed for TRADE_TRANSACTION_REQUEST type transactions. The second and third
parameters of OnTradeTransaction function (request and result) must be analyzed for additional
data. For more information, see "Structure of a Trade Transaction".
· A trade transaction description does not deliver all available information concerning orders,
deals and positions (e.g., comments). OrderGet*, HistoryOrderGet*, HistoryDealGet* and
PositionGet* functions should be used to get extended information.
After applying trade transactions for a client account, they are consistently placed to the terminal
trade transactions queue, from which they consistently sent to OnTradeTransaction entry point in
order of arrival at the terminal.
When handling trade transactions by an Expert Advisor using OnTradeTransaction handler, the
terminal continues handling newly arrived trade transactions. Therefore, the state of a trade account
can change during OnTradeTransaction operation already. For example, while an MQL5 program
handles an event of adding a new order, it may be executed, deleted from the list of the open ones
and moved to the history. Further on, the application will be notified of these events.
© 2000-2017, MetaQuotes Software Corp.
187 Language Basics
Transactions queue length comprises 1024 elements. If OnTradeTransaction handles a new transaction
for too long, the old ones in the queue may be superseded by the newer ones.
· Generally, there is no accurate ratio of the number of OnTrade and OnTradeTransaction calls.
One OnTrade call corresponds to one or several OnTradeTransaction calls.
· OnTrade is called after appropriate OnTradeTransaction calls.
OnTester
The OnTester() function is the handler of the Tester event that is automatically generated after a
history testing of an Expert Advisor on the chosen interval is over. The function must be defined with
the double type, with no parameters:
double OnTester();
The function is called right before the call of OnDeinit() and has the same type of the return value -
double. OnTester() can be used only in the testing of Expert Advisors. Its main purpose is to calculate
a certain value that is used as the Custom max criterion in the genetic optimization of input
parameters.
In the genetic optimization descending sorting is applied to results within one generation. I.e. from
the point of view of the optimization criterion, the best results are those with largest values (for the
Custom max optimization criterion values returned by the OnTester function are taken into account).
In such a sorting, the worst values are positioned at the end and further thrown off and do not
participate in the forming of the next generation.
OnTesterInit
The OnTesterInit() function is the handler of the TesterInit event, which is automatically generated
before the start of Expert Advisor optimization in the strategy tester. The function must be defined
with the void type. It has no parameters:
void OnTesterInit();
With the start of optimization, an Expert Advisor with the OnTesterDeinit() or OnTesterPass() handler
is automatically loaded in a separate terminal chart with the symbol and period specified in the tester,
and receives the TesterInit event. The function is used for Expert Advisor initialization before the
start of optimization for further processing of optimization results.
OnTesterPass
The OnTesterPass() function is the handler of the TesterPass event, which is automatically generated
when a frame is received during Expert Advisor optimization in the strategy tester. The function must
be defined with the void type. It has no parameters:
void OnTesterPass();
An Expert Advisor with the OnTesterPass() handler is automatically loaded in a separate terminal chart
with the symbol/period specified for testing, and gets TesterPass events when a frame is received
during optimization. The function is used for dynamic handling of optimization results "on the spot"
without waiting for its completion. Frames are added using the FrameAdd() function, which can be
called after the end of a single pass in the OnTester() handler.
© 2000-2017, MetaQuotes Software Corp.
188 Language Basics
OnTesterDeinit
OnTesterDeinit() is the handler of the TesterDeinit event, which is automatically generated after the
end of Expert Advisor optimization in the strategy tester. The function must be defined with the void
type. It has no parameters:
void OnTesterDeinit();
An Expert Advisor with the TesterDeinit() handler is automatically loaded on a chart at the start of
optimization, and receives TesterDeinit after its completion. The function is used for final processing
of all optimization results.
OnBookEvent
The OnBookEvent() function is the BookEvent handler. BookEvent is generated for Expert Advisors and
indicators when Depth of Market changes. It must be of the void type and have one parameter of the
string type:
void OnBookEvent (const string& symbol);
To receive BookEvent events for any symbol, you just need to pre-subscribe to receive these events
for this symbol using the MarketBookAdd() function. In order to unsubscribe from receiving the
BookEvent events for a particular symbol, call MarketBookRelease().
Unlike other events, the BookEvent event is broadcast. This means that if one Expert Advisor
subscribes to receiving BookEvent events using MarketBookAdd, all the other Experts Advisors that
have the OnBookEvent() handler will receive this event. It is therefore necessary to analyze the name
of the symbol, which is passed to the handler as the const string& symbol parameter.
OnChartEvent
OnChartEvent() is the handler of a group of ChartEvent events:
· CHARTEVENT_KEYDOWN — event of a keystroke, when the chart window is focused;
· CHARTEVENT_MOUSE_MOVE — mouse move events and mouse click events (if
CHART_EVENT_MOUSE_MOVE=true is set for the chart);
· CHARTEVENT_OBJECT_CREATE — event of graphical object creation (if
CHART_EVENT_OBJECT_CREATE=true is set for the chart);
· CHARTEVENT_OBJECT_CHANGE — event of change of an object property via the properties dialog;
· CHARTEVENT_OBJECT_DELETE — event of graphical object deletion (if
CHART_EVENT_OBJECT_DELETE=true is set for the chart);
· CHARTEVENT_CLICK — event of a mouse click on the chart;
· CHARTEVENT_OBJECT_CLICK — event of a mouse click in a graphical object belonging to the chart;
· CHARTEVENT_OBJECT_DRAG — event of a graphical object move using the mouse;
· CHARTEVENT_OBJECT_ENDEDIT — event of the finished text editing in the entry box of the
LabelEdit graphical object;
· CHARTEVENT_CHART_CHANGE — event of chart changes;
· CHARTEVENT_CUSTOM+n — ID of the user event, where n is in the range from 0 to 65535.
© 2000-2017, MetaQuotes Software Corp.
189 Language Basics
· CHARTEVENT_CUSTOM_LAST — the last acceptable ID of a custom event (CHARTEVENT_CUSTOM
+65535).
The function can be called only in Expert Advisors and indicators. The function should be of void type
with 4 parameters:
void OnChartEvent(const int id, // Event ID
const long& lparam, // Parameter of type long event
const double& dparam, // Parameter of type double event
const string& sparam // Parameter of type string events
);
For each type of event, the input parameters of the OnChartEvent() function have definite values that
are required for the processing of this event. The events and values passed through these parameters
are listed in the table below.
Event Value of the id Value of the Value of the Value of the
parameter lparam dparam sparam
parameter parameter parameter
Event of a CHARTEVENT_KE code of a Repeat count The string value
keystroke YDOWN pressed key (the number of of a bit mask
times the describing the
keystroke is status of
repeated as a keyboard buttons
result of the user
holding down the
key)
Mouse events (if CHARTEVENT_MO the X coordinate the Y coordinate The string value
property USE_MOVE of a bit mask
CHART_EVENT_ describing the
MOUSE_MOVE=tr status of mouse
ue is set for the buttons
chart)
Event of CHARTEVENT_OB — — Name of the
graphical object JECT_CREATE created graphical
creation (if object
CHART_EVENT_O
BJECT_CREATE=t
rue is set for the
chart)
Event of change CHARTEVENT_OB — — Name of the
of an object JECT_CHANGE modified
property via the graphical object
properties dialog
Event of CHARTEVENT_OB — — Name of the
graphical object JECT_DELETE deleted graphical
deletion (if object
CHART_EVENT_O
© 2000-2017, MetaQuotes Software Corp.
190 Language Basics
BJECT_DELETE=t
rue is set for the
chart)
Event of a CHARTEVENT_C the X coordinate the Y coordinate —
mouse click on LICK
the chart
Event of a CHARTEVENT_OB the X coordinate the Y coordinate Name of the
mouse click in a JECT_CLICK graphical object,
graphical object on which the
belonging to the event occurred
chart
Event of a CHARTEVENT_OB — — Name of the
graphical object JECT_DRAG moved graphical
dragging using object
the mouse
Event of the CHARTEVENT_OB — — Name of the
finished text JECT_ENDEDIT LabelEdit
editing in the graphical object,
entry box of the in which text
LabelEdit editing has
graphical object completed
Event of chart CHARTEVENT_C — — —
Changes HART_CHANGE
ID of the user CHARTEVENT_CU Value set by the Value set by the Value set by the
event under the STOM+N EventChartCusto EventChartCusto EventChartCusto
N number m() function m() function m() function
OnCalculate
The OnCalculate() function is called only in custom indicators when it's necessary to calculate the
indicator values by the Calculate event. This usually happens when a new tick is received for the
symbol, for which the indicator is calculated. This indicator is not required to be attached to any price
chart of this symbol.
The OnCalculate() function must have a return type int. There are two possible definitions. Within one
indicator you cannot use both versions of the function.
The first form is intended for those indicators that can be calculated on a single data buffer. An
example of such an indicator is Custom Moving Average.
int OnCalculate (const int rates_total, // size of the price[] array
const int prev_calculated, // bars handled on a previous call
const int begin, // where the significant data start from
const double& price[] // array to calculate
);
© 2000-2017, MetaQuotes Software Corp.
191 Language Basics
As the price[] array, one of timeseries or a calculated buffer of some indicator can be passed. To
determine the direction of indexing in the price[] array, call ArrayGetAsSeries(). In order not to
depend on the default values, you must unconditionally call the ArraySetAsSeries() function for those
arrays, that are expected to work with.
Necessary time series or an indicator to be used as the price[] array can be selected by the user in the
"Parameters" tab when starting the indicator. To do this, you should specify the necessary item in the
drop-down list of "Apply to" field.
To receive values of a custom indicator from other mql5 programs, the iCustom() function is used,
which returns the indicator handle for subsequent operations. You can also specify the appropriate
price[] array or the handle of another indicator. This parameter should be transmitted last in the list
of input variables of the custom indicator.
Example:
void OnStart()
{
//---
string terminal_path=TerminalInfoString(STATUS_TERMINAL_PATH);
int handle_customMA=iCustom(Symbol(),PERIOD_CURRENT, "Custom Moving Average",13,0, MODE_EMA,PRIC
if(handle_customMA>0)
Print("handle_customMA = ",handle_customMA);
else
Print("Cannot open or not EX5 file '"+terminal_path+"\\MQL5\\Indicators\\"+"Custom Moving Ave
}
In this example, the last parameter passed is the PRICE_TYPICAL value (from the
ENUM_APPLIED_PRICE enumeration), which indicates that the custom indicator will be built on typical
prices obtained as (High+Low+Close)/3. If this parameter is not specified, the indicator is built based
on PRICE_CLOSE values, i.e. closing prices of each bar.
Another example that shows passing of the indicator handler as the last parameter to specify the
price[] array, is given in the description of the iCustom() function.
© 2000-2017, MetaQuotes Software Corp.
192 Language Basics
The second form is intended for all other indicators, in which more than one time series is used for
calculations.
int OnCalculate (const int rates_total, // size of input time series
const int prev_calculated, // bars handled in previous call
const datetime& time[], // Time
const double& open[], // Open
const double& high[], // High
const double& low[], // Low
const double& close[], // Close
const long& tick_volume[], // Tick Volume
const long& volume[], // Real Volume
const int& spread[] // Spread
);
Parameters of open[], high[], low[] and close[] contain arrays with open prices, high and low prices
and close prices of the current time frame. The time[] parameter contains an array with open time
values, the spread[] parameter has an array containing the history of spreads (if any spread is
provided for the traded security). The parameters of volume[] and tick_volume[] contain the history of
trade and tick volume, respectively.
To determine the indexing direction of time[], open[], high[], low[], close[], tick_volume[], volume[]
and spread[], call ArrayGetAsSeries(). In order not to depend on default values, you should
unconditionally call the ArraySetAsSeries() function for those arrays, which are expected to work with.
The first rates_total parameter contains the number of bars, available to the indicator for calculation,
and corresponds to the number of bars available in the chart.
We should note the connection between the return value of OnCalculate() and the second input
parameter prev_calculated. During the function call, the prev_calculated parameter contains a value
returned by OnCalculate() during previous call. This allows for economical algorithms for calculating
the custom indicator in order to avoid repeated calculations for those bars that haven't changed since
the previous run of this function.
For this, it is usually enough to return the value of the rates_total parameter, which contains the
number of bars in the current function call. If since the last call of OnCalculate() price data has
changed (a deeper history downloaded or history blanks filled), the value of the input parameter
prev_calculated will be set to zero by the terminal.
Note: if OnCalculate returns zero, then the indicator values are not shown in the DataWindow of the
client terminal.
To understand it better, it would be useful to start the indicator, which code is attached below.
Indicator Example:
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//---- plot Line
#property indicator_label1 "Line"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrDarkBlue
© 2000-2017, MetaQuotes Software Corp.
193 Language Basics
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- indicator buffers
double LineBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,LineBuffer,INDICATOR_DATA);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime& time[],
const double& open[],
const double& high[],
const double& low[],
const double& close[],
const long& tick_volume[],
const long& volume[],
const int& spread[])
{
//--- Get the number of bars available for the current symbol and chart period
int bars=Bars(Symbol(),0);
Print("Bars = ",bars,", rates_total = ",rates_total,", prev_calculated = ",prev_calculated);
Print("time[0] = ",time[0]," time[rates_total-1] = ",time[rates_total-1]);
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
See also
Running Programs, Client Terminal Events, Working with Events
© 2000-2017, MetaQuotes Software Corp.
194 Language Basics
Variables
Declaring Variables
Variables must be declared before they are used. Unique names are used to identify variables. To
declare a variable, you must specify its type and a unique name. Declaration of variable is not an
operator.
Simple types are:
· char, short, int, long, uchar, ushort, uint, ulong – integers;
· color – integer representing the RGB-color;
· datetime – the date and time, an unsigned integer containing the number of seconds since 0 hour
January 1, 1970;
· bool – boolean values true and false;
· double – double-precision floating point number;
· float – single-precision floating point number;
· string – character strings.
Examples:
string szInfoBox;
int nOrders;
double dSymbolPrice;
bool bLog;
datetime tBegin_Data = D'2004.01.01 00:00';
color cModify_Color = C'0x44,0xB9,0xE6';
Complex or compound types:
Structures are composite data types, constructed using other types.
struct MyTime
{
int hour; // 0-23
int minute; // 0-59
int second; // 0-59
};
...
MyTime strTime; // Variable of the previously declared structure MyTime
You can't declare variables of the structure type until you declare the structure.
Arrays
Array is the indexed sequence of identical-type data:
int a[50]; // One-dimensional array of 50 integers.
double m[7][50]; // Two-dimensional array of seven arrays,
// each of them consisting of 50 numbers.
MyTime t[100]; // Array containing elements such as MyTime
© 2000-2017, MetaQuotes Software Corp.
195 Language Basics
Only an integer can be an array index. No more than four-dimensional arrays are allowed. Numbering
of array elements starts with 0. The last element of a one-dimensional array has the number which is 1
less than the array size. This means that call for the last element of an array consisting of 50 integers
will appear as a[49]. The same concerns multidimensional arrays: A dimension is indexed from 0 to
the dimension size-1. The last element of a two-dimensional array from the example will appear as
m[6][49].
Static arrays can't be represented as timeseries, i.e., the ArraySetAsSeries() function, which sets
access to array elements from the end to beginning, can't be applied to them. If you want to provide
access to an array the same as in timeseries, use the dynamic array object.
If there is an attempt to access out of the array range, the executing subsystem will generate a critical
error and the program will be stopped.
Access Specifiers
Access specifiers define how the compiler can access variables, members of structures or classes.
The const specifier declares a variable as a constant, and does not allow to change this variable during
runtime. A single initialization of a variable is allowed when declaring it.
Example:
int OnCalculate (const int rates_total, // size of the price[] array
const int prev_calculated, // bars handled on a previous call
const int begin, // where the significant data start from
const double& price[] // array to calculate
);
To access members of structures and classes use the following qualifiers:
· public – allows unrestricted access to the variable or class method
· protected – allows access from methods of this class, as well as from methods of publicly inherited
classes. Other access is impossible;
· private – allows access to variables and class methods only from methods of the same class.
· virtual – applies only to class methods (but not to methods of structures) and tells the compiler that
this method should be placed in the table of virtual functions of the class.
Storage Classes
There are three storage classes: static, input and extern. These modifiers of a storage class explicitly
indicate to the compiler that corresponding variables are distributed in a pre-allocated area of
memory, which is called the global pool. Besides, these modifiers indicate the special processing of
variable data. If a variable declared on a local level is not a static one, memory for such a variable is
allocated automatically at a program stack. Freeing of memory allocated for a non-static array is also
performed automatically when going beyond the visibility area of the block, in which the array is
declared.
See also
Data Types, Encapsulation and Extensibility of Types,Initialization of Variables, Visibility Scope and
Lifetime of Variables, Creating and Deleting Objects, Static Members of a Class
© 2000-2017, MetaQuotes Software Corp.
196 Language Basics
Local Variables
A variable declared inside a function is local. The scope of a local variable is limited to the function
range inside which it is declared. Local variable can be initialized by outcome of any expression. Every
call of the function initializes a local variable. Local variables are stored in memory area of the
corresponding function.
Example:
int somefunc()
{
int ret_code=0;
...
return(ret_code);
}
Scope of a variable is a program part, in which a variable can be referred to. Variables declared inside
a block (at the internal level), have the block as their scope. The block scope start with the variable
declaration and ends with the final right brace.
Local variables declared in the beginning of a function also have the scope of block, as well as function
parameters that are local variables. Any block can contain variable declarations. If blocks are nested
and the identifier in the external block has the same name as the identifier in the internal block, the
external block identifier is hidden, until the operation of the internal block is over.
Example:
void OnStart()
{
//---
int i=5; // local variable of the function
{
int i=10; // function variable
Print("Inside block i = ",i); // result is i=10;
}
Print("Outside block i = ",i); // result is i=5;
}
This means that while the internal block is running, it sees values of its own local identifiers, not the
values of identifiers with identical names in the external block.
Example:
void OnStart()
{
//---
int i=5; // local variable of the function
for(int i=0;i<3;i++)
Print("Inside for i = ",i);
Print("Outside the block i = ",i);
}
/* Execution result
© 2000-2017, MetaQuotes Software Corp.
197 Language Basics
Inside for i = 0
Inside for i = 1
Inside for i = 2
Outside block i = 5
*/
Local variables declared as static have the scope of the block, despite the fact that they exist since
the program start.
Stack
In every MQL5 program, a special memory area called stack is allocated for storing local function
variables that are created automatically. One stack is allocated for all functions, its default size for
indicators is equal to 1Mb. In Expert Advisors and scripts, stack size can be managed using the
#property stacksize compiler directive (which sets the stack size in bytes), a memory of 8Mb is
allocated by default for the stack.
Static local variables are stored in the same place where other static and global variables are stored -
in a special memory area, which exists separately from the stack. Dynamically created variables also
use a memory area separate from the stack.
With each function call, a place on the stack is allocated for internal non-static variables. After exiting
the function, the memory is available for use again.
If from the first function the second one is called, then the second function occupies the required size
from the remaining stack memory for its variables. Thus, when using included functions, stack
memory will be sequentially occupied for each function. This may lead to a shortage of memory during
one of the function calls, such a situation is called stack overflow.
Therefore, for large local data you should better use dynamic memory - when entering a function,
allocate the memory, which is required for local needs, in the system (new, ArrayResize()), and when
exiting the function, release the memory (delete, ArrayFree()).
See also
Data Types, Encapsulation and Extensibility of Types,Initialization of Variables, Visibility Scope and
Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
198 Language Basics
Formal Parameters
Parameters passed to the function are local. The scope is the function block. Formal parameters must
have names differing from those of external variables and local variables defined within one function.
Some values can be assigned to formal parameters in the function block. If a formal parameter is
declared with the const modifier, its value can't be changed within the function.
Example:
void func(const int & x[], double y, bool z)
{
if(y>0.0 && !z)
Print(x[0]);
...
}
Formal parameters can be initialized by constants. In this case, the initializing value is considered as
the default value. Parameters, next to the initialized one, must also be initialized.
Example:
void func(int x, double y = 0.0, bool z = true)
{
...
}
When calling such a function, the initialized parameters can be omitted, the defaults being substituted
instead of them.
Example:
func(123, 0.5);
Parameters of simple types are passed by value, i.e., modifications of the corresponding local variable
of this type inside the called function will not be reflected in the calling function. Arrays of any type
and data of the structure type are always passed by reference. If it is necessary to prohibit modifying
the array or structure contents, the parameters of these types must be declared with the const
keyword.
There is an opportunity to pass parameters of simple types by reference. In this case, modification of
such parameters inside the calling function will affect the corresponding variables passed by reference.
In order to indicate that a parameter is passed by reference, put the & modifier after the data type.
Example:
void func(int& x, double& y, double & z[])
{
double calculated_tp;
...
for(int i=0; i<OrdersTotal(); i++)
{
if(i==ArraySize(z)) break;
if(OrderSelect(i)==false) break;
© 2000-2017, MetaQuotes Software Corp.
199 Language Basics
z[i]=OrderOpenPrice();
}
x=i;
y=calculated_tp;
}
Parameters passed by reference can't be initialized by default values.
Maximum 64 parameters can be passed into a function.
See also
Input Variables, Data Types, Encapsulation and Extensibility of Types,Initialization of Variables,
Visibility Scope and Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
200 Language Basics
Static Variables
The storage class of static defines a static variable. The static modifier is indicated before the data
type.
Example:
int somefunc()
{
static int flag=10;
...
return(flag);
}
A static variable can be initialized by a constant or constant expression corresponding to its type,
unlike a simple local variable, which can be initialized by any expression.
Static variables exist from the moment of program execution and are initialized only once before the
specialized functions OnInit() is called. If the initial values are not specified, variables of the static
storage class are taking zero initial values.
Local variables declared with the static keyword retain their values throughout the function lifetime.
With each next function call, such local variables contain the values that they had during the previous
call.
Any variables in a block, except formal parameters of a function, can be defined as static. If a
variable declared on a local level is not a static one, memory for such a variable is allocated
automatically at a program stack.
Example:
int Counter()
{
static int count;
count++;
if(count%100==0) Print("Function Counter has been called ",count," times");
return count;
}
void OnStart()
{
//---
int c=345;
for(int i=0;i<1000;i++)
{
int c=Counter();
}
Print("c =",c);
}
See also
© 2000-2017, MetaQuotes Software Corp.
201 Language Basics
Data Types, Encapsulation and Extensibility of Types, Initialization of Variables, Visibility Scope and
Lifetime of Variables, Creating and Deleting Objects, Static Class Members
© 2000-2017, MetaQuotes Software Corp.
202 Language Basics
Global Variables
Global variables are created by placing their declarations outside function descriptions. Global
variables are defined at the same level as functions, i.e., they are not local in any block.
Example:
int GlobalFlag=10; // Global variable
int OnStart()
{
...
}
The scope of global variables is the entire program. Global variables are accessible from all functions
defined in the program. They are initialized to zero unless another initial value is explicitly defined. A
global variable can be initialized only by a constant or constant expression that corresponds to its type.
Global variables are initialized only once after the program is loaded into the client terminal memory
and before the first handling of the Init event. For global variables representing class objects, during
their initialization the corresponding constructors are called. In scripts global variables are initialized
before handling the Start event.
Note: Variables declared at global level must not be mixed up with the client terminal global variables
that can be accessed using the GlobalVariable...() functions.
See also
Data Types, Encapsulation and Extensibility of Types,Initialization of Variables, Visibility Scope and
Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
203 Language Basics
Input Variables
The input storage class defines the external variable. The input modifier is indicated before the data
type. A variable with the input modifier can't be changed inside mql5-programs, such variables can be
accessed for reading only. Values of input variables can be changed only by a user from the program
properties window. External variables are always reinitialized immediately before the OnInit() is
called.
Example:
//--- input parameters
input int MA_Period=13;
input int MA_Shift=0;
input ENUM_MA_METHOD MA_Method=MODE_SMMA;
Input variables determine the input parameters of a program. They are available from the Properties
window of a program.
There is another way to set how your input parameter will look like in the Inputs tab. For this, place a
string comment after the description of an input parameter in the same line. In this way you can make
names of input parameters more understandable for users.
Example:
//--- input parameters
input int InpMAPeriod=13; // Smoothing period
input int InpMAShift=0; // Line horizontal shift
input ENUM_MA_METHOD InpMAMethod=MODE_SMMA; // Smoothing method
© 2000-2017, MetaQuotes Software Corp.
204 Language Basics
Note: Arrays and variables of complex types can't act as input variables.
Note: The length of a string comment for Input variables cannot exceed 63 characters.
Passing Parameters When Calling Custom Indicators from MQL5 Programs
Custom Indicators are called using the iCustom() function. After the name of the custom indicator,
parameters should go in a strict accordance with the declaration of input variables of this custom
indicator. If indicated parameters are less than input variables declared in the called custom indicator,
the missing parameters are filled with values specified during the declaration of variables.
If the custom indicator uses the OnCalculate function of the first type (i.e., the indicator is calculated
using the same array of data), then one of ENUM_APPLIED_PRICE values or handle of another indicator
should be used as the last parameter when calling such a custom indicator. All parameters
corresponding to input variables must be clearly indicated.
Enumerations as input Parameters
Not only built-in enumerations provided in MQL5, but also user defined variables can be used as input
variables (input parameters for mql5 programs). For example, we can create the dayOfWeek
enumeration, describing days of the week, and use the input variable to specify a particular day of the
week, not as a number, but in a more common way.
Example:
#property script_show_inputs
//--- day of week
enum dayOfWeek
{
S=0, // Sunday
M=1, // Monday
T=2, // Tuesday
W=3, // Wednesday
Th=4, // Thursday
© 2000-2017, MetaQuotes Software Corp.
205 Language Basics
Fr=5, // Friday,
St=6, // Saturday
};
//--- input parameters
input dayOfWeek swapday=W;
In order to enable a user to select a necessary value from the properties window during the script
startup, we use the preprocessor command #property script_show_inputs. We start the script and can
choose one of values of the dayOfWeek enumeration from the list. We start the EnumInInput script
and go to the Inputs tab. By default, the value of swapday (day of triple swap charge) is Wednesday (W
= 3), but we can specify any other value, and use this value to change the program operation.
Number of possible values of an enumeration is limited. In order to select an input value the drop-
down list is used. Mnemonic names of enumeration members are used for values displayed in the list.
If a comment is associated with a mnemonic name, as shown in this example, the comment content is
used instead of the mnemonic name.
Each value of the dayOfWeek enumeration has its value from 0 to 6, but in the list of parameters,
comments specified for each value will be shown. This provides additional flexibility for writing
programs with clear descriptions of input parameters.
Variables with sinput Modifier
Variables with input modifier allow not only setting external parameters values when launching
programs but are also necessary when optimizing trading strategies in the Strategy Tester. Each input
variable excluding the one of a string type can be used in optimization.
Sometimes, it is necessary to exclude some external program parameters from the area of all passes
in the tester. sinput memory modifier has been introduced for such cases. sinput stands for static
external variable declaration (sinput = static input). It means that the following declaration in an
Expert Advisor code
© 2000-2017, MetaQuotes Software Corp.
206 Language Basics
sinput int layers=6; // Number of layers
will be equivalent to the full declaration
static input int layers=6; // Number of layers
The variable declared with sinput modifier is an input parameter of MQL5 program. The value of this
parameter can be changed when launching the program. However, this variable is not used in the
optimization of input parameters. In other words, its values are not enumerated when searching for
the best set of parameters fitting a specified condition.
The Expert Advisor shown above has 5 external parameters. "Number of layers" is declared to be
sinput and equal to 6. This parameter cannot be changed during a trading strategy optimization. We
can specify the necessary value for it to be used further on. Start, Step and Stop fields are not
available for such a variable.
Therefore, users will not be able to optimize this parameter after we specify sinput modifier for the
variable. In other words, the terminal users will not be able to set initial and final values for it in the
Strategy Tester for automatic enumeration in the specified range during optimization.
However, there is one exception to this rule: sinput variables can be varied in optimization tasks
using ParameterSetRange() function. This function has been introduced specifically for the program
control of available values sets for any input variable including the ones declared as static input
(sinput). The ParameterGetRange() function allows to receive input variables values when
optimization is launched (in OnTesterInit() handler) and to reset a change step value and a range,
within which an optimized parameter values will be enumerated.
In this way, combining the sinput modifier and two functions that work with input parameters, allows
to create a flexible rules for setting optimization intervals of input parameters that depend on values
of another input parameters.
See also
iCustom, Enumerations, Properties of Programs
© 2000-2017, MetaQuotes Software Corp.
207 Language Basics
Extern Variables
The extern keyword is used for declaring variable identifiers as identifiers of the static storage class
with global lifetime. These variables exist from the start of the program and memory for them is
allocated and initialized immediately after the start of the program.
You can create programs that consist of multiple source files; in this case a directive to the
preprocessor #include is used. Variables declared as an extern with the same type and identifier can
exist in different source files of one project.
When compiling the whole project, all the extern variables with the same type and an identifier are
associated with one part of memory of the global variable pool. Extern variables are useful for
separate compilation of source files. Extern variables can be initialized, but only once - existence of
several initialized extern variables of the same type and with the same identifier is prohibited.
See also
Data Types, Encapsulation and Extensibility of Types,Initialization of Variables, Visibility Scope and
Lifetime of Variables, Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
208 Language Basics
Initialization of Variables
Any variable can be initialized during definition. If a variable is not initialized explicitly, the value
stored in this variable can be any. Implicit initialization is not used.
Global and static variables can be initialized only by a constant of the corresponding type or a constant
expression. Local variables can be initialized by any expression, not just a constant.
Initialization of global and static variables is performed only once. Initialization of local variables is
made every time you call the corresponding functions.
Examples:
int n = 1;
string s = "hello";
double f[] = { 0.0, 0.236, 0.382, 0.5, 0.618, 1.0 };
int a[4][4] = { {1, 1, 1, 1}, {2, 2, 2, 2}, {3, 3, 3, 3}, {4, 4, 4, 4 } };
//--- from tetris
int right[4]={WIDTH_IN_PIXELS+VERT_BORDER,WIDTH_IN_PIXELS+VERT_BORDER,
WIDTH_IN_PIXELS+VERT_BORDER,WIDTH_IN_PIXELS+VERT_BORDER};
//--- initialization of all fields of the structure with zero values
MqlTradeRequest request={0};
List of values of the array elements must be enclosed in curly brackets. Missed initializing sequences
are considered equal to 0. The initializing sequence must have at least one value: this value is
initialized to the first element of the corresponding structure or array, missing elements are
considered equal to zero.
If the size of the initialized array is not specified, it is determined by a compiler, based on the size of
the initialization sequence. Multi-dimensional arrays cannot be initialized by a one-dimensional
sequence (a sequence without additional curly brackets), except for the case, when only one
initializing element is specified (zero, as a rule).
Arrays (including those announced at the local level) can be initialized only by constants.
Examples:
struct str3
{
int low_part;
int high_part;
};
struct str10
{
str3 s3;
double d1[10];
int i3;
};
void OnStart()
{
str10 s10_1={{1,0},{1.0,2.1,3.2,4.4,5.3,6.1,7.8,8.7,9.2,10.0},100};
str10 s10_2={{1,0},{0},100};
© 2000-2017, MetaQuotes Software Corp.
209 Language Basics
str10 s10_3={{1,0},{1.0}};
//---
Print("1. s10_1.d1[5] = ",s10_1.d1[5]);
Print("2. s10_2.d1[5] = ",s10_2.d1[5]);
Print("3. s10_3.d1[5] = ",s10_3.d1[5]);
Print("4. s10_3.d1[0] = ",s10_3.d1[0]);
}
For structure type variable partial initialization is allowed, as well as for static arrays (with an
implicitly set size). You can initialize one or more first elements of a structure or array, the other
elements will be initialized with zeroes in this case.
See also
Data Types, Encapsulation and Extensibility of Types, Visibility Scope and Lifetime of Variables,
Creating and Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
210 Language Basics
Visibility Scope and Lifetime of Variables
There are two basic types of scope: local scope and global scope.
A variable declared outside all functions is located into the global scope. Access to such variables can
be done from anywhere in the program.These variables are located in the global pool of memory, so
their lifetime coincides with the lifetime of the program.
A variable declared inside a block (part of code enclosed in curly brackets) belongs to the local scope.
Such a variable is not visible (and therefore not available) outside the block, in which it is declared.
The most common case of local declaration is a variable declared within a function. A variable declared
locally, is located on the stack, and the lifetime of such a variable is equal to the lifetime of the
function.
Since the scope of a local variable is the block in which it is declared, it is possible to declare variables
with the same name, as those of variables declared in other blocks; as well as of those declared at
upper levels, up to the global level.
Example:
void CalculateLWMA(int rates_total,int prev_calculated,int begin,const double &price[])
{
int i,limit;
static int weightsum=0;
double sum=0;
//---
if(prev_calculated==0)
{
limit=MA_Period+begin;
//--- set empty value for first limit bars
for(i=0; i<limit; i++) LineBuffer[i]=0.0;
//--- calculate first visible value
double firstValue=0;
for(int i=begin; i<limit; i++)
{
int k=i-begin+1;
weightsum+=k;
firstValue+=k*price[i];
}
firstValue/=(double)weightsum;
LineBuffer[limit-1]=firstValue;
}
else
{
limit=prev_calculated-1;
}
for(i=limit;i<rates_total;i++)
{
sum=0;
© 2000-2017, MetaQuotes Software Corp.
211 Language Basics
for(int j=0; j<MA_Period; j++) sum+=(MA_Period-j)*price[i-j];
LineBuffer[i]=sum/weightsum;
}
//---
}
Pay attention to the variable i, declared in line
for(int i=begin; i<limit; i++)
{
int k=i-begin+1;
weightsum+=k;
firstValue+=k*price[i];
}
Its scope is only the for loop; outside of this loop there is another variable with the same name,
declared at the beginning of the function. In addition, the k variable is declared in the loop body, its
scope is the loop body.
Local variables can be declared with the access specifier static. In this case, the compiler has a
variable in the global pool of memory. Therefore, the lifetime of a static variable is equal to the
lifetime of the program. Here the scope of such a variable is limited to the block in which it is
declared.
See also
Data Types, Encapsulation and Extensibility of Types,Initialization of Variables, Creating and
Deleting Objects
© 2000-2017, MetaQuotes Software Corp.
212 Language Basics
Creating and Deleting Objects
After a MQL5 program is loaded for execution, memory is allocated to each variable according to its
type. According to the access level, all variables are divided into two types - global variables and local
variables. According to the memory class, they can be input parameters of a MQL5 program, static and
automatic. If necessary, each variable is initialized by a corresponding value. After being used a
variable is unintialized and memory used by it is returned to the MQL5 executable system.
Initialization and Deinitialization of Global Variables
Global variables are initialized automatically right after a MQL5 program is loaded and before any of
function is called. During initialization initial values are assigned to variables of simple types and a
constructor (if there is any) is called for objects. Input variables are always declared at a global level,
and are initialized by values set by a user in the dialog during the program start.
Despite the fact that static variables are usually declared at a local level, the memory for these
variables is pre-allocated, and initialization is performed right after a program is loaded, the same as
for global variables.
The initialization order corresponds to the variable declaration order in the program. Deinitialization is
performed in the reverse order. This rule is true only for the variables that were not created by the
new operator. Such variables are created and initialized automatically right after loading, and are
deinitialized before the program unloading.
Initialization and Deinitialization of Local Variables
If a variable declared on a local level is not a static one, memory is allocated automatically for such a
variable. Local variables, as well as global ones, are initialized automatically at the moment when the
program execution meets their declaration. Thus the initialization order corresponds to the order of
declaration.
Local variables are deinitialized at the end of the program block, in which they were declared, and in
the order opposite to their declaration. A program block is a compound operator that can be a part of
selection operator switch, loop operator (for, while, do-while), a function body or a part of the if-else
operator.
Local variables are initialized only at the moment when the program execution meets the variable
declaration. If during the program execution the block, in which the variable is declared, was not
executed, such a variable is not initialized.
Initialization and Deinitialization of Objects Placed
A special case is that with object pointers, because declaration of a pointer does not entail
initialization of a corresponding objects. Dynamically placed objects are initialized only at the moment
when the class sample is created by the new operator. Initialization of objects presupposes call of a
constructor of a corresponding class. If there is no corresponding constructor in the class, its members
of a simple type will not be automatically initialized; members of types string, dynamic array and
complex object will be automatically initialized.
Pointers can be declared on a local or global level; and they can be initialized by the empty value of
NULL or by the value of the pointer of the same or inherited type. If the new operator is called for a
© 2000-2017, MetaQuotes Software Corp.
213 Language Basics
pointer declared on a local level, the delete operator for this pointer must be performed before exiting
the level. Otherwise the pointer will be lost and the explicit deletion of the object will fail.
All objects created by the expression of object_pointer=new Class_name, must be then deleted by the
delete(object_pointer) operator. If for some reasons such a variable is not deleted by the delete
operator when the program is completed, the corresponding entry will appear in the "Experts" journal.
One can declare several variables and assign a pointer of one object to all of them.
If a dynamically created object has a constructor, this constructor will be called at the moment of the
new operator execution. If an object has a destructor, it will be called during the execution of the
delete operator.
Thus dynamically placed objects are created only at the moment when the corresponding new operator
is invoked, and are assuredly deleted either by the delete operator or automatically by the executing
system of MQL5 during the program unloading. The order of declaration of pointers of dynamically
created object doesn't influence the order of their initialization. The order of initialization and
deinitialization is fully controlled by the programmer.
Dynamic memory allocation in MQL5
When working with dynamic arrays, released memory is immediately returned back to the operating
system.
When working with dynamic class objects using the new operator, first memory is requested from the
class memory pool the memory manager is working with. If there is not enough memory in the pool,
memory is requested from the operating system. When deleting the dynamic object using the delete
operator, released memory is immediately returned back to the class memory pool.
Memory manager releases memory back to the operating system immediately after exiting the
following event handling functions: OnInit(), OnDeinit(), OnStart(), OnTick(), OnCalculate(),
OnTimer(), OnTrade(), OnTester(), OnTesterInit(), OnTesterPass(), OnTesterDeinit(),
OnChartEvent(), OnBookEvent().
Brief Characteristics of Variables
The main information about the order of creation, deletion, about calls of constructors and destructors
is given in the below table.
Global automatic Local automatic Dynamically created
variable variable object
Initialization right after a mql5 when the code line at the execution of
program is loaded where it is declared is the new operator
reached during
execution
Initialization order in the order of in the order of irrespective of the
declaration declaration order of declaration
Deinitialization before a mql5 program when execution exits when the delete
is unloaded the declaration block operator is executed
© 2000-2017, MetaQuotes Software Corp.
214 Language Basics
or before a mql5
program is unloaded
Deinitialization in the order opposite in the order opposite irrespective of the
order to the initialization to the initialization initialization order
order order
Constructor call at mql5 program at initialization at the execution of
loading the new operator
Destructor call at mql5 program when exiting the block at the execution of
unloading where the variable the delete operator
was initialized
Error logs log message in the log message in the log message in the
"Experts" journal "Experts" journal "Experts" journal
about the attempt to about the attempt to about undeleted
delete an delete an dynamically created
automatically created automatically created objects at the unload
object object of a mql5 program
See also
Data Types, Encapsulation and Extensibility of Types,Initialization of Variables, Visibility Scope and
Lifetime of Variables
© 2000-2017, MetaQuotes Software Corp.
215 Language Basics
Preprocessor
Preprocessor is a special subsystem of the MQL5 compiler that is intended for preparation of the
program source code immediately before the program is compiled.
Preprocessor allows enhancement of the source code readability. The code can be structured by
including of specific files containing source codes of mql5-programs. The possibility to assign
mnemonic names to specific constants contributes to enhancement of the code readability.
Preprocessor also allows determining specific parameters of mql5-programs:
· Declare constants
· Set program properties
· Include files in program text
· Import functions
· Conditional Compilation
If the # symbol is used as the first character in a line of the program, this line is considered as a
preprocessor directive. A preprocessor directive ends with a line feed character.
© 2000-2017, MetaQuotes Software Corp.
216 Language Basics
Macro substitution (#define)
The #define directive can be used to assign mnemonic names to constants. There are two forms:
#define identifier expression // parameter-free form
#define identifier(par1,... par8) expression // parametric form
The #define directive substitutes expression for all further found entries of identifier in the source
text. The identifier is replaced only if it is a separate token. The identifier is not replaced if it is part
of a comment, part of a string, or part of another longer identifier.
The constant identifier is governed by the same rules as variable names. The value can be of any type:
#define ABC 100
#define PI 3.14
#define COMPANY_NAME "MetaQuotes Software Corp."
...
void ShowCopyright()
{
Print("Copyright 2001-2009, ",COMPANY_NAME);
Print("https://www.metaquotes.net");
}
expression can consist of several tokens, such as keywords, constants, constant and non-constant
expressions. expression ends with the end of the line and can't be transferred to the next line.
Example:
#define TWO 2
#define THREE 3
#define INCOMPLETE TWO+THREE
#define COMPLETE (TWO+THREE)
void OnStart()
{
Print("2 + 3*2 = ",INCOMPLETE*2);
Print("(2 + 3)*2 = ",COMPLETE*2);
}
// Result
// 2 + 3*2 = 8
// (2 + 3)*2 = 10
Parametric Form #define
With the parametric form, all the subsequent found entries of identifier will be replaced by expression
taking into account the actual parameters. For example:
// example with two parameters a and b
#define A 2+3
#define B 5-1
#define MUL(a, b) ((a)*(b))
© 2000-2017, MetaQuotes Software Corp.
217 Language Basics
double c=MUL(A,B);
Print("c=",c);
/*
expression double c=MUL(A,B);
is equivalent to double c=((2+3)*(5-1));
*/
// Result
// c=20
Be sure to enclose parameters in parentheses when using the parameters in expression, as this will
help avoid non-obvious errors that are hard to find. If we rewrite the code without using the brackets,
the result will be different:
// example with two parameters a and b
#define A 2+3
#define B 5-1
#define MUL(a, b) a*b
double c=MUL(A,B);
Print("c=",c);
/*
expression double c=MUL(A,B);
is equivalent to double c=2+3*5-1;
*/
// Result
// c=16
When using the parametric form, maximum 8 parameters are allowed.
// correct parametric form
#define LOG(text) Print(__FILE__,"(",__LINE__,") :",text) // one parameter - 'text'
// incorrect parametric form
#define WRONG_DEF(p1, p2, p3, p4, p5, p6, p7, p8, p9) p1+p2+p3+p4 // more than 8 parameters from
The #undef directive
The #undef directive cancels declaration of the macro substitution, defined before.
Example:
#define MACRO
void func1()
{
#ifdef MACRO
Print("MACRO is defined in ",__FUNCTION__);
#else
© 2000-2017, MetaQuotes Software Corp.
218 Language Basics
Print("MACRO is not defined in ",__FUNCTION__);
#endif
}
#undef MACRO
void func2()
{
#ifdef MACRO
Print("MACRO is defined in ",__FUNCTION__);
#else
Print("MACRO is not defined in ",__FUNCTION__);
#endif
}
void OnStart()
{
func1();
func2();
}
/* Result:
MACRO is defined in func1
MACRO is not defined in func2
*/
See also
Identifiers, Character Constants
© 2000-2017, MetaQuotes Software Corp.
219 Language Basics
Program Properties (#property)
Every mql5-program allows to specify additional specific parameters named #property that help client
terminal in proper servicing for programs without the necessity to launch them explicitly. This
concerns external settings of indicators, first of all. Properties described in included files are
completely ignored. Properties must be specified in the main mq5-file.
#property identifier value
The compiler will write declared values in the configuration of the module executed.
Constant Type Description
icon string Path to the file of an image
that will be used as an icon of
the EX5 program. Path
specification rules are the
same as for resources. The
property must be specified in
the main module with the
MQL5 source code. The icon
file must be in the ICO format.
link string Link to the company website
copyright string The company name
version string Program version, maximum 31
characters
description string Brief text description of a
mql5-program. Several
description can be present,
each of them describes one
line of the text. The total
length of all description can
not exceed 511 characters
including line feed.
stacksize int MQL5 program stack size. The
stack of sufficient size is
necessary when executing
function recursive calls.
When launching a script or an
Expert Advisor on the chart,
the stack of at least 8 MB is
allocated. In case of
indicators, the stack size is
always fixed and equal to 1
MB.
When a program is launched in
the strategy tester, the stack
© 2000-2017, MetaQuotes Software Corp.
220 Language Basics
of 16 MB is always allocated
for it.
library A library; no start function is
assigned, functions with the
export modifier can be
imported in other mql5-
programs
indicator_applied_price int Specifies the default value for
the "Apply to" field. You can
specify one of the values of
ENUM_APPLIED_PRICE. If the
property is not specified, the
default value is PRICE_CLOSE
indicator_chart_window Show the indicator in the chart
window
indicator_separate_window Show the indicator in a
separate window
indicator_height int Fixed height of the indicator
subwindow in pixels (property
INDICATOR_HEIGHT)
indicator_buffers int Number of buffers for
indicator calculation
indicator_plots int Number of graphic series in
the indicator
indicator_minimum double The bottom scaling limit for a
separate indicator window
indicator_maximum double The top scaling limit for a
separate indicator window
indicator_labelN string Sets a label for the N-th
graphic series displayed in
DataWindow. For graphic
series requiring multiple
indicator buffers
(DRAW_CANDLES,
DRAW_FILLING and others),
the label names are defined
using the separator ';'.
indicator_colorN color The color for displaying line N,
where N is the number of
graphic series; numbering
starts from 1
indicator_widthN int Line thickness in graphic
series, where N is the number
© 2000-2017, MetaQuotes Software Corp.
221 Language Basics
of graphic series; numbering
starts from 1
indicator_styleN int Line style in graphic series,
specified by the values of
ENUM_LINE_STYLE. N is the
number of graphic series;
numbering starts from 1
indicator_typeN int Type of graphical plotting,
specified by the values of
ENUM_DRAW_TYPE. N is the
number of graphic series;
numbering starts from 1
indicator_levelN double Horizontal level of N in a
separate indicator window
indicator_levelcolor color Color of horizontal levels of
the indicator
indicator_levelwidth int Thickness of horizontal levels
of the indicator
indicator_levelstyle int Style of horizontal levels of the
indicator
script_show_confirm Display a confirmation window
before running the script
script_show_inputs Display a window with the
properties before running the
script and disable this
confirmation window
tester_indicator string Name of a custom indicator in
the format of
"indicator_name.ex5".
Indicators that require testing
are defined automatically from
the call of the iCustom()
function, if the corresponding
parameter is set through a
constant string. For all other
cases (use of the
IndicatorCreate() function or
use of a non-constant string in
the parameter that sets the
indicator name) this property
is required
tester_file string File name for a tester with the
indication of extension, in
double quotes (as a constant
© 2000-2017, MetaQuotes Software Corp.
222 Language Basics
string). The specified file will
be passed to tester. Input files
to be tested, if there are
necessary ones, must always
be specified.
tester_library string Library name with the
extension, in double quotes. A
library can have 'dll' or 'ex5' as
file extension. Libraries that
require testing are defined
automatically. However, if any
of libraries is used by a custom
indicator, this property is
required
Sample Task of Description and Version Number
#property version "3.70" // Current version of the Expert Advisor
#property description "ZigZag universal with Pesavento Patterns"
#property description "At the moment in the indicator several ZigZags with different algorithms are
#property description "It is possible to embed a large number of other indicators showing the highs
#property description "lows and automatically build from these highs and lows various graphical too
Examples of Specifying a Separate Label for Each Indicator Buffer ( "C open; C high; C low; C
close")
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_plots 1
#property indicator_type1 DRAW_CANDLES
#property indicator_width1 3
© 2000-2017, MetaQuotes Software Corp.
223 Language Basics
#property indicator_label1 "C open;C high;C low;C close"
© 2000-2017, MetaQuotes Software Corp.
224 Language Basics
Including Files (#include)
The #include command line can be placed anywhere in the program, but usually all inclusions are placed
at the beginning of the source code. Call format:
#include <file_name>
#include "file_name"
Examples:
#include <WinUser32.mqh>
#include "mylib.mqh"
The preprocessor replaces the line #include <file_name> with the content of the file WinUser32.mqh.
Angle brackets indicate that the WinUser32.mqh file will be taken from the standard directory (usually
it is terminal_installation_directory\MQL5\Include). The current directory is not included in the
search.
If the file name is enclosed in quotation marks, the search is made in the current directory (which
contains the main source file). The standard directory is not included in the search.
See also
Standard Library, Importing Functions
© 2000-2017, MetaQuotes Software Corp.
225 Language Basics
Importing Function (#import)
Functions are imported from compiled MQL5 modules (*.ex5 files) and from operating system modules
(*.dll files). The module name is specified in the #import directive. For compiler to be able to correctly
form the imported function call and organize proper transmission parameters, the full description of
functions is needed. Function descriptions immediately follow the #import "module name" directive.
New command #import (can be without parameters) completes the block of imported function
descriptions.
#import "file_name"
func1 define;
func2 define;
...
funcN define;
#import
Imported functions can have any names. Functions having the same names but from different modules
can be imported at the same time. Imported functions can have names that coincide with the names
of built-in functions. Operation of scope resolution defines which of the functions should be called.
The order of searching for a file specified after the #import keyword is described in Call of Imported
Functions.
Since the imported functions are outside the compiled module, the compiler can not verify the validity
of passed parameters. Therefore, to avoid run-time errors, one must accurately describe the
composition and order of parameters passed to imported functions. Parameters passed to imported
functions (both from EX5, and from the DLL-module) can have default values.
The following can't be used for parameters in imported functions:
· pointers (*);
· links to objects that contain dynamic arrays and/or pointers.
Classes, string arrays or complex objects that contain strings and/or dynamic arrays of any types
cannot be passed as a parameter to functions imported from DLL.
Examples:
#import "user32.dll"
int MessageBoxW(uint hWnd,string lpText,string lpCaption,uint uType);
#import "stdlib.ex5"
string ErrorDescription(int error_code);
int RGB(int red_value,int green_value,int blue_value);
bool CompareDoubles(double number1,double number2);
string DoubleToStrMorePrecision(double number,int precision);
string IntegerToHexString(int integer_number);
#import "ExpertSample.dll"
int GetIntValue(int);
double GetDoubleValue(double);
string GetStringValue(string);
double GetArrayItemValue(double &arr[],int,int);
bool SetArrayItemValue(double &arr[],int,int,double);
© 2000-2017, MetaQuotes Software Corp.
226 Language Basics
double GetRatesItemValue(double &rates[][6],int,int,int);
#import
To import functions during execution of a mql5 program, early binding is used. This means that the
library is loaded during the loading of a program using its ex5 program.
It's not recommended to use a fully qualified name of the loadable module of type Drive:
\Directory\FileName.Ext. MQL5 libraries are loaded from the terminal_dir\MQL5\Libraries folder.
See also
Including Files
© 2000-2017, MetaQuotes Software Corp.
227 Language Basics
Conditional Compilation (#ifdef, #ifndef, #else, #endif)
Preprocessor conditional compilation directives allow compiling or skipping a part of the program
depending on the fulfillment of a certain condition.
That condition can take one of the following forms.
#ifdef identifier
// the code located here is compiled if the identifier has already been defined for the preproce
#endif
#ifndef identifier
// the code located here is compiled if the identifier is not currently defined by #define prepr
#endif
Any of the conditional compilation directives can be followed by any number of lines possibly
containing #else directive and ending with #endif. If the verified condition is true, the lines between
#else and #endif are ignored. If the verified condition is not fulfilled, all lines between checking and
#else directive (or #endif directive if the former is absent) are ignored.
Example:
#ifndef TestMode
#define TestMode
#endif
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
#ifdef TestMode
Print("Test mode");
#else
Print("Normal mode");
#endif
}
Depending on the program type and compilation mode, the standard macros are defined the following
way:
__MQL5__ macro is defined when compiling *.mq5 file, __MQL4__ macro is defined when compiling
*.mq4 one.
_DEBUG macro is defined when compiling in debug mode.
_RELEASE macro is defined when compiling in release mode.
Example:
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
© 2000-2017, MetaQuotes Software Corp.
228 Language Basics
#ifdef __MQL5__
#ifdef _DEBUG
Print("Hello from MQL5 compiler [DEBUG]");
#else
#ifdef _RELEASE
Print("Hello from MQL5 compiler [RELEASE]");
#endif
#endif
#else
#ifdef __MQL4__
#ifdef _DEBUG
Print("Hello from MQL4 compiler [DEBUG]");
#else
#ifdef _RELEASE
Print("Hello from MQL4 compiler [RELEASE]");
#endif
#endif
#endif
#endif
}
© 2000-2017, MetaQuotes Software Corp.
229 Language Basics
Object-Oriented Programming
Object-oriented programming (OOP) is programming primarily focused on data, while data and
behavior are being inseparably linked. Data and behavior together constitute a class, while objects are
class instances.
The components of the object-oriented approach are:
· Encapsulation and type extensibility
· Inheritance
· Polymorphism
· Overloading
· Virtual functions
OOP considers computation as modeling of behavior. The modeled item is the object represented by
computational abstractions. Suppose we want to write a well known game "Tetris". To do this, we
must learn how to model the appearance of random shapes composed of four squares joined together
by edges. Also we need to regulate the falling speed of shapes, define operations of rotation and shift
of shapes. Moving of shapes on the screen is limited by the well's boundaries, this requirement must
also be modeled. Besides that, filled rows of cubes must be destroyed and achieved points must be
counted.
Thus, this easy-to-understand game requires the creation of several models - shape model, well
model, shape movement model and so on. All these models are abstractions, represented by
calculations in the computer. To describe these models, the concept of Abstract Data Type, ADT (or
complex data type) is used. Strictly speaking, the model of the "shapes" motion in the DOM is not a
data type, but it is a set of operations on the "shape" data type, using the restrictions of the "well"
data type.
Objects are class variables. Object-oriented programming allows you to easily create and use ADT.
Object-oriented programming uses the inheritance mechanism. The benefit of inheritance is in the
fact that it allows obtaining derivative types from data types already defined by a user.
For example, to create Tetris shapes, it's convenient to create a base class Shape first. The other
classes representing all seven possible shape types can be derived on its basis. Behavior of shapes is
defined in the base class, while implementation of behavior of each separate shape is defined in
derivative classes.
In OOP objects are responsible for their behavior. ADT developer should include a code to describe any
behavior that would normally be expected from the corresponding objects. The fact that the object
itself is responsible for its behavior, greatly simplifies the task of programming for the user of this
object.
If we want to draw a shape on the screen, we need to know where the center will be and how to draw
it. If a separate shape knows how to draw itself, the programmer should send a "draw" message when
using such a shape.
The MQL5 Language is a C++ like, and it also has the encapsulation mechanism for the implementation
of ADT. On the one hand encapsulation combines the internal details of the implementation of a
particular type, and on the other hand it combines externally accessible functions that can influence
objects of this type. Implementation details may be inaccessible for a program that uses this type.
© 2000-2017, MetaQuotes Software Corp.
230 Language Basics
The concept of OOP has a set of related concepts, including the following:
· Simulation of actions from the real world
· User-defined data types
· Hiding the implementation details
· Possibility of the code reuse through inheritance
· Interpretation of function calls during execution
Some of these concepts are rather vague, some are abstract, others are general.
© 2000-2017, MetaQuotes Software Corp.
231 Language Basics
Encapsulation and Extensibility of Types
OOP is a balanced approach to writing software. Data and behavior are packed together. This
encapsulation creates user-defined data types, extending the language data types and interacting with
them. Types extensibility is an opportunity to add to the language user-defined data types, which are
also easy to use, as well as basic types.
An abstract data type, for example, a string, is a description of the ideal, well known behavior type.
The string user knows that the string operations, such as concatenation or print, have a certain
behavior. Concatenation and print operations are called methods.
A certain implementation of ADT may have some restrictions, for example, strings can be limited in
length. These limitations affect the behavior opened to all. At the same time, internal or private
implementation details do not affect directly the way the user sees the object. For example, the string
is often implemented as an array, while the internal base address of this array and its name are not
essential for the user.
Encapsulation is the ability to hide the implementation details when the open interfaces to user-
defined type is provided. In MQL5, as well as in C++, class and structure definitions (class and struct)
are used for the encapsulation provisions in combination with access keywords private, protected and
public.
The public keyword shows that access to the members that stand behind it is open without
restrictions. Without this keyword, class members are locked by default. Private members are
accessible only by member functions only of its class.
Protected class functions are available to class functions not only in its class, but also in its inheritor
classes. Public class functions are available for any function within the scope of the class declaration.
The protection makes possible to hide part of the class implementation, thus preventing unexpected
changes in the structure of data. Access restriction or data hiding is a feature of the object-oriented
programming.
Usually, class functions are protected and declared with the protected modifier, the reading and
writing of the values are performed by using special so-called set-and get-methods that are defined by
the public access modifier.
Example:
class CPerson
{
protected:
string m_name; // name
public:
void SetName(string n){m_name=n;}// sets name
string GetName(){return (m_name);} // returns name
};
© 2000-2017, MetaQuotes Software Corp.
232 Language Basics
This approach offers several advantages. First, by function name we can understand what it does -
sets or gets the value of a class member. Secondly, perhaps in the future we will need to change the
type of the m_name variable in the CPerson class or in any of its derivative classes.
In this case, we'll need just to change the implementation of functions SetName() and GetName(),
while objects of the CPerson class will be available for using in a program without any code changes
because the user will not even know that the data type of m_name has changed.
Example:
struct Name
{
string first_name; // name
string last_name; // last name
};
class CPerson
{
protected:
Name m_name; // name
public:
void SetName(string n);
string GetName(){return(m_name.first_name+" "+m_name.last_name);}
private:
string GetFirstName(string full_name);
string GetLastName(string full_name);
};
void CPerson::SetName(string n)
{
m_name.first_name=GetFirstName(n);
m_name.last_name=GetLastName(n);
}
string CPerson::GetFirstName(string full_name)
{
int pos=StringFind(full_name," ");
if(pos>0) StringSetCharacter(full_name,pos,0);
return(full_name);
}
string CPerson::GetLastName(string full_name)
{
string ret_string;
int pos=StringFind(full_name," ");
if(pos>0) ret_string=StringSubstr(full_name,pos+1);
else ret_string=full_name;
return(ret_string);
}
© 2000-2017, MetaQuotes Software Corp.
233 Language Basics
See also
Data Types
© 2000-2017, MetaQuotes Software Corp.
234 Language Basics
Inheritance
The characteristic feature of OOP is the encouragement of code reuse through inheritance. A new
class is made from the existing, which is called the base class. The derived class uses the members of
the base class, but can also modify and supplement them.
Many types are variations of the existing types. It is often tedious to develop a new code for each of
them. In addition, the new code implies new errors. The derived class inherits the description of the
base class, thus any re-development and re-testing of code is unnecessary. The inheritance
relationships are hierarchical.
Hierarchy is a method that allows to copy the elements in all their diversity and complexity. It
introduces the objects classification. For example, the periodic table of elements has gases. They
possess to properties inherent to all periodic elements.
Inert gases constitute the next important subclass. The hierarchy is that the inert gas, such as argon
is a gas, and gas, in its turn, is part of the system. Such a hierarchy allows to interpret behaviour of
inert gases easily. We know that their atoms contain protons and electrons, that is true for all other
elements.
We know that they are in a gaseous state at room temperature, like all the gases. We know that no
gas from inert gas subclass enters usual chemical reaction with other elements, and it is a property of
all inert gases.
Consider an example of the inheritance of geometric shapes. To describe the whole variety of simple
shapes (circle, triangle, rectangle, square etc.), the best way is to create a base class (ADT), which is
the ancestor of all the derived classes.
Let's create a base class CShape, which contains just the most common members describing the
shape. These members describe properties that are characteristic of any shape - the type of the shape
and main anchor point coordinates.
Example:
//--- The base class Shape
class CShape
{
protected:
int m_type; // Shape type
int m_xpos; // X - coordinate of the base point
int m_ypos; // Y - coordinate of the base point
public:
CShape(){m_type=0; m_xpos=0; m_ypos=0;} // constructor
void SetXPos(int x){m_xpos=x;} // set X
void SetYPos(int y){m_ypos=y;} // set Y
};
Next, create new classes derived from the base class, in which we will add necessary fields, each
specifying a certain class. For the Circle shape it is necessary to add a member that contains the
radius value. The Square shape is characterized by the side value. Therefore, derived classes,
inherited from the base class CShape will be declared as follows:
© 2000-2017, MetaQuotes Software Corp.
235 Language Basics
//--- The derived class circle
class CCircle : public CShape // After a colon we define the base class
{ // from which inheritance is made
private:
int m_radius; // circle radius
public:
CCircle(){m_type=1;}// constructor, type 1
};
For the Square shape class declaration is similar:
//--- the derived class Square
class CSquare : public CShape // After a colon we define the base class
{ // from which inheritance is made
private:
int m_square_side; // square side
public:
CSquare(){m_type=2;} // constructor, type 2
};
It should be noted that while object is created the base class constructor is called first, and then the
constructor of the derived class is called. When an object is destroyed first the destructor of the
derived class is called, and then a base class destructor is called.
Thus, by declaring the most general members in the base class, we can add an additional members in
derived classes, which specify a particular class. Inheritance allows creating powerful code libraries
that can be reused many times.
The syntax for creating a derived class from an already existing one is as follows:
class class_name :
(public | protected | private) opt base_class_name
{
class members declaration
};
One of aspects of the derived class is the visibility (openness) of its members successors (heirs). The
public, protected and private keywords are used to indicate the extent, to which members of the base
class will be available for the derived one. The public keyword after a colon in the header of a derived
class indicates that the protected and public members of the base class CShape should be inherited as
protected and public members of the derived class CCircle.
The private class members of the base class are not available for the derived class. The public
inheritance also means that derived classes (CCircle and CSquare) are CShapes. That is, the Square
(CSquare) is a shape (CShape), but the shape does not necessarily have to be a square.
© 2000-2017, MetaQuotes Software Corp.
236 Language Basics
The derived class is a modification of the base class, it inherits the protected and public members of
the base class. The constructors and destructors of the base class cannot be inherited. In addition to
members of the base class, new members are added in a derivative class.
The derived class may include the implementation of member functions, different from the base class.
It has nothing common with an overload, when the meaning of the same function name may be
different for different signatures.
In protected inheritance, public and protected members of base class become protected members of
derived class. In private inheritance, the public and protected members of base class become private
members of the derived class.
In protected and private inheritance, the relation that "the object of a derivative class is object of a
base class" is not true. The protected and private inheritance types are rare, and each of them needs
to be used carefully.
It should be understood that the type of inheritance (public, protected or private) does not affect the
ways of accessing the members of base classes in the hierarchy of inheritance from a derived
class. With any type of inheritance, only base class members declared with public and protected access
specifiers will be available out of the derived classes. Let's consider it in the following example:
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//+------------------------------------------------------------------+
//| Example class with a few access types |
//+------------------------------------------------------------------+
class CBaseClass
{
private: //--- The private member is not available from derived classes
int m_member;
protected: //--- The protected method is available from the base class and its derived cl
int Member(){return(m_member);}
public: //--- Class constructor is available to all members of classes
CBaseClass(){m_member=5;return;};
private: //--- A private method for assigning a value to m_member
void Member(int value) { m_member=value;};
};
//+------------------------------------------------------------------+
//| Derived class with errors |
//+------------------------------------------------------------------+
class CDerived: public CBaseClass // specification of public inheritance can be omitted, since it i
{
public:
void Func() // In the derived class, define a function with calls to base class members
{
//--- An attempt to modify a private member of the base class
m_member=0; // Error, the private member of the base class is not available
Member(0); // Error, the private method of the base class is not available in derived
© 2000-2017, MetaQuotes Software Corp.
237 Language Basics
//--- Reading the member of the base class
Print(m_member); // Error, the private member of the base class is not available
Print(Member()); // No error, protected method is available from the base class and its der
}
};
In the above example, CBaseClass has only a public method – the constructor. Constructors are called
automatically when creating a class object. Therefore, the private member m_member and the
protected methods Member() cannot be called from the outside. But in case of public inheritance, the
Member() method of the base class will be available from the derived classes.
In case of protected inheritance, all the members of the base class with public and protected access
become protected. It means that if public data members and methods of the base class were
accessible from the outside, with protected inheritance they are available only from the classes of the
derived class and its further derivatives.
//+------------------------------------------------------------------+
//| Example class with a few access types |
//+------------------------------------------------------------------+
class CBaseMathClass
{
private: //--- The private member is not available from derived classes
double m_Pi;
public: //--- Getting and setting a value for m_Pi
void SetPI(double v){m_Pi=v;return;};
double GetPI(){return m_Pi;};
public: // The class constructor is available to all members
CBaseMathClass() {SetPI(3.14); PrintFormat("%s",__FUNCTION__);};
};
//+------------------------------------------------------------------+
//| Derived class, in which m_Pi cannot be modified |
//+------------------------------------------------------------------+
class CProtectedChildClass: protected CBaseMathClass // Protected inheritance
{
private:
double m_radius;
public: //--- Public methods in the derived class
void SetRadius(double r){m_radius=r; return;};
double GetCircleLength(){return GetPI()*m_radius;};
};
//+------------------------------------------------------------------+
//| Script starting function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- When creating a derived class, the constructor of the base class will be called automatically
CProtectedChildClass pt;
//--- Specify radius
pt.SetRadius(10);
PrintFormat("Length=%G",pt.GetCircleLength());
© 2000-2017, MetaQuotes Software Corp.
238 Language Basics
//--- If we uncomment the line below, we will get an error at the stage of compilation, since SetPI
// pt.SetPI(3);
//--- Now declare a variable of the base class and try to set the Pi constant equal to 10
CBaseMathClass bc;
bc.SetPI(10);
//--- Here is the result
PrintFormat("bc.GetPI()=%G",bc.GetPI());
}
The example shows that methods SetPI() and GetPi() in the base class CBaseMathClass are open and
available for calling from any place of the program. But at the same time, for CProtectedChildClass
which is derived from it these methods can be called only from the methods of the
CProtectedChildClass class or its derived classes.
In case of private inheritance, all the members of the basic class with the public and protected access
become private, and calling them becomes impossible in further inheritance.
MQL5 has no multiple inheritance.
See also
Structures and Classes
© 2000-2017, MetaQuotes Software Corp.
239 Language Basics
Polymorphism
Polymorphism is an opportunity for different classes of objects, related through inheritance, to
respond in various ways when calling the same function element. It helps to create a universal
mechanism describing the behavior of not only the base class, but also descendant classes.
Let's continue to develop a base class CShape, and define a member function GetArea(), designed to
calculate the area of a shape. In all the descendant classes, produced by inheritance from the base
class, we redefine this function in accordance with rules of calculating the area of a particular shape.
For a square (class CSquare), the area is calculated through its sides, for a circle (class CCircle), area
is expressed through its radius etc. We can create an array to store objects of CShape type, in which
both objects of a base class and those of all descendant classes can be stored. Further we can call the
same function for each element of the array.
Example:
//--- Base class
class CShape
{
protected:
int m_type; // Shape type
int m_xpos; // X - coordinate of the base point
int m_ypos; // Y - coordinate of the base point
public:
void CShape(){m_type=0;}; // constructor, type=0
int GetType(){return(m_type);};// returns type of the shape
virtual
double GetArea(){return (0); }// returns area of the shape
};
Now, all of the derived classes have a member function getArea(), which returns a zero value. The
implementation of this function in each descendant will vary.
//--- The derived class Circle
class CCircle : public CShape // After a colon we define the base class
{ // from which inheritance is made
private:
double m_radius; // circle radius
public:
void CCircle(){m_type=1;}; // constructor, type=1
void SetRadius(double r){m_radius=r;};
virtual double GetArea(){return (3.14*m_radius*m_radius);}// circle area
};
For the class Square the declaration is the same:
//--- The derived class Square
class CSquare : public CShape // After a colon we define the base class
{ // from which inheritance is made
© 2000-2017, MetaQuotes Software Corp.
240 Language Basics
private:
double m_square_side; // square side
public:
void CSquare(){m_type=2;}; // constructor, type=1
void SetSide(double s){m_square_side=s;};
virtual double GetArea(){return (m_square_side*m_square_side);}// square area
};
For calculating the area of the square and circle, we need the corresponding values of m_radius and
m_square_side, so we have added the functions SetRadius() and SetSide() in the declaration of the
corresponding class.
It is assumed that object of different types (CCircle and CSquare) derived from one base type CShape
are used in our program. Polymorphism allows creating an array of objects of the base CShape class,
but when declaring this array, these objects are yet unknown and their type is undefined.
The decision on what type of object will be contained in each element of the array will be taken
directly during program execution. This involves the dynamic creation of objects of the appropriate
classes, and hence the necessity to use object pointers instead of objects.
The new operator is used for dynamic creation of objects. Each such object must be individually and
explicitly deleted using the delete operator. Therefore we will declare an array of pointers of CShape
type, and create an object of a proper type for each element (new Class_Name), as shown in the
following script example:
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- Declare an array of object pointers of the base type
CShape *shapes[5]; // An array of pointers to CShape object
//--- Here fill in the array with derived objects
//--- Declare a pointer to the object of CCircle type
CCircle *circle=new CCircle();
//--- Set object properties at the circle pointer
circle.SetRadius(2.5);
//--- Place the pointer value in shapes[0]
shapes[0]=circle;
//--- Create another CCircle object and write down its pointer in shapes[1]
circle=new CCircle();
shapes[1]=circle;
circle.SetRadius(5);
//--- Here we intentionally "forget" to set a value for shapes[2]
//circle=new CCircle();
//circle.SetRadius(10);
//shapes[2]=circle;
© 2000-2017, MetaQuotes Software Corp.
241 Language Basics
//--- Set NULL for the element that is not used
shapes[2]=NULL;
//--- Create a CSquare object and write down its pointer to shapes[3]
CSquare *square=new CSquare();
square.SetSide(5);
shapes[3]=square;
//--- Create a CSquare object and write down its pointer to shapes[4]
square=new CSquare();
square.SetSide(10);
shapes[4]=square;
//--- We have an array of pointers, get its size
int total=ArraySize(shapes);
//--- Pass in a loop through all pointers in the array
for(int i=0; i<5;i++)
{
//--- If the pointer at the specified index is valid
if(CheckPointer(shapes[i])!=POINTER_INVALID)
{
//--- Log the type and square of the shape
PrintFormat("The object of type %d has the square %G",
shapes[i].GetType(),
shapes[i].GetArea());
}
//--- If the pointer has type POINTER_INVALID
else
{
//--- Notify of an error
PrintFormat("Object shapes[%d] has not been initialized! Its pointer is %s",
i,EnumToString(CheckPointer(shapes[i])));
}
}
//--- We must delete all created dynamic objects
for(int i=0;i<total;i++)
{
//--- We can delete only the objects with pointers of POINTER_DYNAMIC type
if(CheckPointer(shapes[i])==POINTER_DYNAMIC)
{
//--- Notify of deletion
PrintFormat("Deleting shapes[%d]",i);
//--- Delete an object by its pointer
delete shapes[i];
}
}
}
© 2000-2017, MetaQuotes Software Corp.
242 Language Basics
Please note that when deleting an object using the delete operator, the type of its pointer must be
checked. Only objects with the POINTER_DYNAMIC pointer can be deleted using delete. For pointers of
other type, an error will be returned.
But besides the redefining of functions during inheritance, polymorphism also includes the
implementation of one and the same functions with different sets of parameters within a class. This
means that the class may have several functions with the same name but with a different type and/or
set of parameters. In this case, polymorphism is implemented through the function overload.
See also
Standard Library
© 2000-2017, MetaQuotes Software Corp.
243 Language Basics
Overload
Within one class it is possible to define two or more methods that use the same name, but have
different numbers of parameters. When this occurs, methods are called overloaded and such a process
is referred to as method overloading.
Method overloading is one of ways of polymorphism realization. Overloading of methods is performed
according to the same rules as the function overloading.
If the called function has no exact match, the compiler searches for a suitable function on three levels
sequentially:
1. search within class methods.
2. search within the base class methods, consistently from the nearest ancestor to the very first.
3. search among other functions.
If there is no exact correspondence at all levels, but several suitable functions at different levels have
been found, the function found at the least level is used. Within one level, there can't be more than
one suitable function.
See also
Function Overloading
© 2000-2017, MetaQuotes Software Corp.
244 Language Basics
Virtual Functions
The virtual keyword is the function specifier, which provides a mechanism to select dynamically at
runtime an appropriate function-member among the functions of basic and derived classes. Structures
cannot have virtual functions. It can be used to change the declarations for function-members only.
The virtual function, like an ordinary function, must have an executable body. When called, its
semantic is the same as that of other functions.
A virtual function may be overridden in a derived class. The choice of what function definition should
be called for a virtual function is made dynamically (at runtime). A typical case is when a base class
contains a virtual function, and derived classes have their own versions of this function.
The pointer to the base class can indicate either a base class object or the object of a derived class.
The choice of the member-function to call will be performed at runtime and will depend on the type of
the object, not the type of the pointer. If there is no member of a derived type, the virtual function of
the base class is used by default.
Destructors are always virtual, regardless of whether they are declared with the virtual keyword or not.
Let's consider the use of virtual functions on the example of MT5_Tetris.mq5. The base class
CTetrisShape with the virtual function Draw is defined in the included file MT5_TetisShape.mqh.
//+------------------------------------------------------------------+
class CTetrisShape
{
protected:
int m_type;
int m_xpos;
int m_ypos;
int m_xsize;
int m_ysize;
int m_prev_turn;
int m_turn;
int m_right_border;
public:
void CTetrisShape();
void SetRightBorder(int border) { m_right_border=border; }
void SetYPos(int ypos) { m_ypos=ypos; }
void SetXPos(int xpos) { m_xpos=xpos; }
int GetYPos() { return(m_ypos); }
int GetXPos() { return(m_xpos); }
int GetYSize() { return(m_ysize); }
int GetXSize() { return(m_xsize); }
int GetType() { return(m_type); }
void Left() { m_xpos-=SHAPE_SIZE; }
void Right() { m_xpos+=SHAPE_SIZE; }
void Rotate() { m_prev_turn=m_turn; if(++m_turn>3) m_turn=0; }
virtual void Draw() { return; }
virtual bool CheckDown(int& pad_array[]);
virtual bool CheckLeft(int& side_row[]);
© 2000-2017, MetaQuotes Software Corp.
245 Language Basics
virtual bool CheckRight(int& side_row[]);
};
Further, for each derived class, this function is implemented in accordance with characteristics of a
descendant class. For example, the first shape CTetrisShape1 has its own implementation of the
Draw() function:
class CTetrisShape1 : public CTetrisShape
{
public:
//--- shape drawing
virtual void Draw()
{
int i;
string name;
//---
if(m_turn==0 || m_turn==2)
{
//--- horizontal
for(i=0; i<4; i++)
{
name=SHAPE_NAME+(string)i;
ObjectSetInteger(0,name,OBJPROP_XDISTANCE,m_xpos+i*SHAPE_SIZE);
ObjectSetInteger(0,name,OBJPROP_YDISTANCE,m_ypos);
}
}
else
{
//--- vertical
for(i=0; i<4; i++)
{
name=SHAPE_NAME+(string)i;
ObjectSetInteger(0,name,OBJPROP_XDISTANCE,m_xpos);
ObjectSetInteger(0,name,OBJPROP_YDISTANCE,m_ypos+i*SHAPE_SIZE);
}
}
}
}
The Square shape is described by class CTetrisShape6 and has its own implementation of the Draw()
method:
class CTetrisShape6 : public CTetrisShape
{
public:
//--- Shape drawing
virtual void Draw()
{
int i;
string name;
© 2000-2017, MetaQuotes Software Corp.
246 Language Basics
//---
for(i=0; i<2; i++)
{
name=SHAPE_NAME+(string)i;
ObjectSetInteger(0,name,OBJPROP_XDISTANCE,m_xpos+i*SHAPE_SIZE);
ObjectSetInteger(0,name,OBJPROP_YDISTANCE,m_ypos);
}
for(i=2; i<4; i++)
{
name=SHAPE_NAME+(string)i;
ObjectSetInteger(0,name,OBJPROP_XDISTANCE,m_xpos+(i-2)*SHAPE_SIZE);
ObjectSetInteger(0,name,OBJPROP_YDISTANCE,m_ypos+SHAPE_SIZE);
}
}
};
Depending on the class, to which the created object belongs, it calls the virtual function of this or that
derived class.
void CTetrisField::NewShape()
{
//--- creating one of the 7 possible shapes randomly
int nshape=rand()%7;
switch(nshape)
{
case 0: m_shape=new CTetrisShape1; break;
case 1: m_shape=new CTetrisShape2; break;
case 2: m_shape=new CTetrisShape3; break;
case 3: m_shape=new CTetrisShape4; break;
case 4: m_shape=new CTetrisShape5; break;
case 5: m_shape=new CTetrisShape6; break;
case 6: m_shape=new CTetrisShape7; break;
}
//--- draw
m_shape.Draw();
//---
}
Modifier 'override'
The 'override' modifier means that the declared function must override the method of a parent class.
Use of this method allows you to avoid overriding errors, for example it allows you to avoid accidental
modification of the method signature. Suppose, the 'func' method is defined in the base class. The
method accepts an int variable as an argument:
class CFoo
{
void virtual func(int x) const { }
};
Next, the method is overridden in the child class:
© 2000-2017, MetaQuotes Software Corp.
247 Language Basics
class CBar : public CFoo
{
void func(short x) { }
};
However, the argument type is mistakenly changed from int to short. In fact, this is not method
overriding, but it is method overloading. Acting in accordance with the overloaded function defining
algorithm, the compiler can in certain situations choose a method defined in the base class instead of
the overridden method.
In order to avoid such errors, you should explicitly add the 'override' modifier to the method you want
to override.
class CBar : public CFoo
{
void func(short x) override { }
};
If the method signature is changed during overriding, the compiler will not be able to find a method
with the same signature in the parent class, and it will return a compilation error:
'CBar::func' method is declared with 'override' specifier but does not override any base class meth
Modifier 'final'
The 'final' modifier does the opposite — it prohibits method overriding in child classes. If a method
implementation is sufficient and fully complete, declare this method with the 'final' modifier so as to
make sure that it will not be modified later.
class CFoo
{
void virtual func(int x) final { }
};
class CBar : public CFoo
{
void func(int) { }
};
If you try to override a method with the 'final' modifier as shown in the above example, the compiler
will return an error:
'CFoo::func' method declared as 'final' cannot be overridden by 'CBar::func'
see declaration of 'CFoo::func'
See also
Standard Library
© 2000-2017, MetaQuotes Software Corp.
248 Language Basics
Static members of a Class/Structure
Static Members
The members of a class can be declared using the storage class modifier static. These data members
are shared by all instances of this class and are stored in one place. Non-static data members are
created for each class object variable.
The inability to declare static members of a class would have led to the need to declare these data on
the the global level of the program. It would break the relationship between the data and their class,
and is not consistent with the basic paradigm of the OOP - joining data and methods for handling them
in a class. The static member allows class data that are not specific to a particular instance to exist in
the class scope.
Since a static class member does not depend on the particular instance, the reference to it is as
follows:
class_name::variable
where class_name is the name of the class, and variable is the name of the class member.
As you see, to access the static member of a class, context resolution operator :: is used. When you
access a static member within class methods, the context operator is optional.
Static member of a class has to be explicitly initialized with desired value. For this it must be declared
and initialized in global scope. The sequence of static members initialization will correspond to the
sequence of their declaration in global scope.
For example, we have a class CParser used for parsing the text, and we need to count the total
number of processed words and characters. We only need to declare the necessary class members as
static and initialize them at the global level. Then all instances of the class will use common counters
of words and characters.
//+------------------------------------------------------------------+
//| Class "Text analyzer" |
//+------------------------------------------------------------------+
class CParser
{
public:
static int s_words;
static int s_symbols;
//--- Constructor and destructor
CParser(void);
~CParser(void){};
};
...
//--- Initialization of static members of the Parser class at the global level
int CParser::s_words=0;
int CParser::s_symbols=0;
A static class member can be declared with the const keyword. Such static constants must be
initialized at the global level with the const keyword:
© 2000-2017, MetaQuotes Software Corp.
249 Language Basics
//+------------------------------------------------------------------+
//| Class "Stack" for storing processed data |
//+------------------------------------------------------------------+
class CStack
{
public:
CStack(void);
~CStack(void){};
...
private:
static const int s_max_length; // Maximum stack capacity
};
//--- Initialization of the static constant of the CStack class
const int CStack::s_max_length=1000;
Pointer this
The keyword this denotes an implicitly declared pointer to itself – to a specific instance of the class, in
the context of which the method is executed. It can be used only in non-static methods of the class.
Pointer this is an implicit non-static member of any class.
In static functions you can access only static members/methods of a class.
Static Methods
In MQL5 member functions of type static can be used. The static modifier must precede the return
type of a function in the declaration inside a class.
class CStack
{
public:
//--- Constructor and destructor
CStack(void){};
~CStack(void){};
//--- Maximum stack capacity
static int Capacity();
private:
int m_length; // The number of elements in the stack
static const int s_max_length; // Maximum stack capacity
};
//+------------------------------------------------------------------+
//| Returns the maximum number of elements to store in the stack |
//+------------------------------------------------------------------+
int CStack::Capacity(void)
{
return(s_max_length);
}
//--- Initialization of the static constant of the CStack class
const int CStack::s_max_length=1000;
© 2000-2017, MetaQuotes Software Corp.
250 Language Basics
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare CStack type variable
CStack stack;
//--- call the object's static method
Print("CStack.s_max_length=",stack.Capacity());
//--- it can also be called the following way, as the method is static and does not require the pre
Print("CStack.s_max_length=",CStack::Capacity());
}
A method with the const modifier is called constant and cannot modify implicit members of its class.
Declaration of constant functions of a class and constant parameters is called const-correctness
control. Through this control you can be sure that the compiler will ensure the consistency of values of
objects and will return an error during compilation if there is something wrong.
The const modifier is placed after the list of arguments inside a class declaration. Definition outside a
class should also include the const modifier:
//+------------------------------------------------------------------+
//| Class "Rectangle" |
//+------------------------------------------------------------------+
class CRectangle
{
private:
double m_width; // Width
double m_height; // Height
public:
//--- Constructors and destructor
CRectangle(void):m_width(0),m_height(0){};
CRectangle(const double w,const double h):m_width(w),m_height(h){};
~CRectangle(void){};
//--- Calculating the area
double Square(void) const;
static double Square(const double w,const double h);// { return(w*h); }
};
//+------------------------------------------------------------------+
//| Returns the area of the "Rectangle" object |
//+------------------------------------------------------------------+
double CRectangle::Square(void) const
{
return(Square(m_width,m_height));
}
//+------------------------------------------------------------------+
//| Returns the product of two variables |
//+------------------------------------------------------------------+
static double CRectangle::Square(const double w,const double h)
{
© 2000-2017, MetaQuotes Software Corp.
251 Language Basics
return(w*h);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- Create a rectangle rect with the sides equal to 5 and 6
CRectangle rect(5,6);
//--- Find the rectangle area using a constant method
PrintFormat("rect.Square()=%.2f",rect.Square());
//--- Find the product of numbers using the static method of class CRectangle
PrintFormat("CRectangle::Square(2.0,1.5)=%f",CRectangle::Square(2.0,1.5));
}
An additional argument in favor of using the constancy control is the fact that in this case, the
compiler generates a special optimization, for example, places a constant object in read-only memory.
A static function cannot be determined with the const modifier, because this modifier ensures the
constancy of the instance members when calling this function. But, as mentioned above, the static
function cannot access non-static class members.
See also
Static Variables, Variables, References. Modifier & and Keyword this
© 2000-2017, MetaQuotes Software Corp.
252 Language Basics
Function templates
Overloaded functions are commonly used to perform similar operations on various data types.
ArraySize() is a simple example of such function in MQL5. It returns size of any type of array. In fact,
this system function is overloaded and the entire implementation of such an overload is hidden from
MQL5 application developers:
int ArraySize(
void& array[] // checked array
);
It means that MQL5 language compiler inserts necessary implementation for each call of this function.
For example, that is how it can be done for integer type arrays:
int ArraySize(
int& array[] // array with int type elements
);
ArraySize() function can be displayed the following way for MqlRates type array for working with
quotations in historical data format:
int ArraySize(
MqlRates& array[] // array filled with MqlRates type values
);
Thus, it is very convenient to use the same function for working with different types. However, all
preliminary work should be carried out – the necessary function should be overloaded for all data types
it should correctly work with.
There is a convenient solution. If similar operations should be executed for each data type, it is
possible to use function templates. In this case, a programmer needs to write only one function
template description. When describing the template in such a way, we should specify only some formal
parameter instead of some definite data type the function should work with. The compiler will
automatically generate various functions for the appropriate handling of each type based on the types
of the arguments used when calling the function.
Function template definition starts with the template keyword followed by the list of formal
parameters in angle brackets. Each formal parameter is preceded by the typename keyword. Formal
parameter types are built-in or user-defined types. They are used:
· to specify the types of function arguments,
· to specify the types of function's return value,
· to declare the variables inside the function definition
Number of template parameters cannot exceed eight. Each formal parameter in the template
definition should appear in the list of function parameters at least once. Each name of the formal
parameter should be unique.
Below is an example of a function template for searching the highest value in the array of any numeric
type (integer and real numbers):
© 2000-2017, MetaQuotes Software Corp.
253 Language Basics
template<typename T>
T ArrayMax(T &arr[])
{
uint size=ArraySize(arr);
if(size==0) return(0);
T max=arr[0];
for(uint n=1;n<size;n++)
if(max<arr[n]) max=arr[n];
//---
return(max);
}
This template defines the function that finds the highest value in the passed array and returns this
value as a result. Keep in mind that the ArrayMaximum() function built in MQL5 returns only the
highest value index that can be used to find the value itself. For example:
//--- create an array
double array[];
int size=50;
ArrayResize(array,size);
//--- fill with random values
for(int i=0;i<size;i++)
{
array[i]=MathRand();
}
//--- find position of the highest value in the array
int max_position=ArrayMaximum(array);
//--- now, get the highest value itself in the array
double max=array[max_position];
//--- display the found value
Print("Max value = ",max);
Thus, we have performed two steps to get the highest value in the array. With ArrayMax() function
template, we can get the result of the necessary type just by passing the array of an appropriate type
into this function. It means that instead of two last lines
//--- find position of the highest value in the array
int max_position=ArrayMaximum(array);
//--- now, get the highest value itself in the array
double max=array[max_position];
we now can use only one line, in which the returned result has the same type as the array passed into
function:
//--- find the highest value
double max=ArrayMax(array);
In this case, the type of result returned by the ArrayMax() function will automatically match the type of
array.
© 2000-2017, MetaQuotes Software Corp.
254 Language Basics
Use the typename keyword to get the argument type as a string in order to create general purpose
methods of working with various data types. Let's consider a specific example of the function that
returns data type as a string:
#include <Trade\Trade.mqh>
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnStart()
{
//---
CTrade trade;
double d_value=M_PI;
int i_value=INT_MAX;
Print("d_value: type=",GetTypeName(d_value), ", value=", d_value);
Print("i_value: type=",GetTypeName(i_value), ", value=", i_value);
Print("trade: type=",GetTypeName(trade));
//---
}
//+------------------------------------------------------------------+
//| Type is returned as a line |
//+------------------------------------------------------------------+
template<typename T>
string GetTypeName(const T &t)
{
//--- return the type as a line
return(typename(T));
//---
}
Function templates can also be used for class methods, for example:
class CFile
{
...
public:
...
template<typename T>
uint WriteStruct(T &data);
};
template<typename T>
uint CFile::WriteStruct(T &data)
{
...
return(FileWriteStruct(m_handle,data));
}
© 2000-2017, MetaQuotes Software Corp.
255 Language Basics
Function templates should not be declared with export, virtual and #import keywords.
Template function overload
A template function overload may be necessary sometimes. For example, we have a template function
that writes the value of the second parameter to the first one using typecasting. MQL5 does not allow
typecasting string to bool. We can do that ourselves – let's create an overload of a template function.
For example:
//+------------------------------------------------------------------+
//| Template function |
//+------------------------------------------------------------------+
template<typename T1,typename T2>
string Assign(T1 &var1,T2 var2)
{
var1=(T1)var2;
return(__FUNCSIG__);
}
//+------------------------------------------------------------------+
//| Special overload for bool+string |
//+------------------------------------------------------------------+
string Assign(bool &var1,string var2)
{
var1=(StringCompare(var2,"true",false) || StringToInteger(var2)!=0);
return(__FUNCSIG__);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
int i;
bool b;
Print(Assign(i,"test"));
Print(Assign(b,"test"));
}
As a result of the code execution, we can see that the Assign() template function has been used for
the int+string pair, while the overloaded version has already been used for the bool+string pair during
the second call.
string Assign<int,string>(int&,string)
string Assign(bool&,string)
See also
Overload
© 2000-2017, MetaQuotes Software Corp.
256 Language Basics
Template advantages
Function templates are used when you need to perform similar operations on various data types, for
example, searching for a maximum element in the array. The main advantage of applying the
templates is that you do not have to code a separate overload for each type. Instead of declaring
multiple overloads of each type
double ArrayMax(double array[])
{
...
}
int ArrayMax(int array[])
{
...
}
uint ArrayMax(uint array[])
{
...
}
long ArrayMax(long array[])
{
...
}
datetime ArrayMax(datetime array[])
{
...
}
we need to write only one template function
template<typename T>
T ArrayMax(T array[])
{
if(ArraySize()==0)
return(0);
uint max_index=ArrayMaximum(array);
return(array[max_index]);
}
to use it in your code:
double high[];
datetime time[];
....
double max_high=ArrayMax(high);
datetime lasttime=ArrayMax(time);
Here, the T formal parameter specifying a type of used data is replaced with an actually applied type
during compilation, i.e. the compiler automatically generates a separate function for each type –
double, datetime, etc. MQL5 also allows you to develop class templates using all the advantages of the
approach.
© 2000-2017, MetaQuotes Software Corp.
257 Language Basics
Class templates
A class template is declared using the template keyword followed by angle brackets<> enumerating the
list of formal parameters with the typename keyword. This entry informs the compiler that it deals
with a generic class with the T formal parameter defining a real variable type when implementing a
class. For example, let's create a vector class for storing an array with T type elements:
#define TOSTR(x) #x+" " // macro for displaying an object name
//+------------------------------------------------------------------+
//| Vector class for storing T-type elements |
//+------------------------------------------------------------------+
template <typename T>
class TArray
{
protected:
T m_array[];
public:
//--- constructor creates an array for 10 elements by default
void TArray(void){ArrayResize(m_array,10);}
//--- constructor for creating a vector with a specified array size
void TArray(int size){ArrayResize(m_array,size);}
//--- return a type and amount of data stored in the TArray type object
string Type(void){return(typename(m_array[0])+":"+(string)ArraySize(m_array));};
};
Next, let's apply different methods to create three TArray objects in the program for working with
various types
void OnStart()
{
TArray<double> double_array; // vector has a default size of 10
TArray<int> int_array(15); // vector has a size of 15
TArray<string> *string_array; // pointer to TArray<string> vector
//--- create a dynamic object
string_array=new TArray<string>(20);
//--- display an object name, data type and vector size in the Journal
PrintFormat("%s (%s)",TOSTR(double_array),double_array.Type());
PrintFormat("%s (%s)",TOSTR(int_array),int_array.Type());
PrintFormat("%s (%s)",TOSTR(string_array),string_array.Type());
//--- remove a dynamic object before completing the program
delete(string_array);
}
Script execution results:
double_array (double:10)
int_array (int:15)
string_array (string:20)
Now, we have 3 vectors with different data types: double, int and string.
© 2000-2017, MetaQuotes Software Corp.
258 Language Basics
Class templates are well suited for developing containers – objects designed for encapsulating other
objects of any type. Container objects are collections already containing objects of one certain type.
Usually, working with stored data is instantly built into the container.
For example, you can create a class template that does not allow accessing an element outside the
array, thus avoiding the "out of range" critical error.
//+------------------------------------------------------------------+
//| Class for a free access to an array element |
//+------------------------------------------------------------------+
template<typename T>
class TSafeArray
{
protected:
T m_array[];
public:
//--- default constructor
void TSafeArray(void){}
//--- constructor for creating the array of a specified size
void TSafeArray(int size){ArrayResize(m_array,size);}
//--- array size
int Size(void){return(ArraySize(m_array));}
//--- change the array size
int Resize(int size,int reserve){return(ArrayResize(m_array,size,reserve));}
//--- release the array
void Erase(void){ZeroMemory(m_array);}
//--- operator for accessing the array element by index
T operator[](int index);
//--- assignment operator for receiving all elements from the array at once
void operator=(const T &array[]); // T type array
};
//+------------------------------------------------------------------+
//| Receiving an element by index |
//+------------------------------------------------------------------+
template<typename T>
T TSafeArray::operator[](int index)
{
static T invalid_value;
//---
int max=ArraySize(m_array)-1;
if(index<0 || index>=ArraySize(m_array))
{
PrintFormat("%s index %d is not in range (0-%d)!",__FUNCTION__,index,max);
return(invalid_value);
}
//---
return(m_array[index]);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
259 Language Basics
//| Assigning for the array |
//+------------------------------------------------------------------+
template<typename T>
void TSafeArray::operator=(const T &array[])
{
int size=ArraySize(array);
ArrayResize(m_array,size);
//--- T type should support the copying operator
for(int i=0;i<size;i++)
m_array[i]=array[i];
//---
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
int copied,size=15;
MqlRates rates[];
//--- copy the array of quotes
if((copied=CopyRates(_Symbol,_Period,0,size,rates))!=size)
{
PrintFormat("CopyRates(%s,%s,0,%d) returned %d error code",
_Symbol,EnumToString(_Period),size,GetLastError());
return;
}
//--- create a container and insert the MqlRates value array to it
TSafeArray<MqlRates> safe_rates;
safe_rates=rates;
//--- index within the array
int index=3;
PrintFormat("Close[%d]=%G",index,safe_rates[index].close);
//--- index outside the array
index=size;
PrintFormat("Close[%d]=%G",index,safe_rates[index].close);
}
Please note that template declaration should also be used when describing methods outside the class
declaration:
template<typename T>
T TSafeArray::operator[](int index)
{
...
}
template<typename T>
void TSafeArray::operator=(const T &array[])
{
...
© 2000-2017, MetaQuotes Software Corp.
260 Language Basics
Class and function templates allow you to define multiple comma-separated formal parameters, for
example, Map collection for storing "key – value" pairs:
template<typename Key, template Value>
class TMap
{
...
}
See also
Function templates, Overload
© 2000-2017, MetaQuotes Software Corp.
261 Language Basics
Abstract Classes and Pure Virtual Functions
Abstract classes are used for creating generic entities, that you expect to use for creating more
specific derived classes. An abstract class can only be used as the base class for some other class, that
is why it is impossible to create an object of the abstract class type.
A class which contains at least one pure virtual function in it is abstract. Therefore, classes derived
from the abstract class must implement all its pure virtual functions, otherwise they will also be
abstract classes.
A virtual function is declared as "pure" by using the pure-specifier syntax. Consider the example of the
CAnimal class, which is only created to provide common functions – the objects of the CAnimal type
are too general for practical use. Thus, CAnimal is a good example for an abstract class:
class CAnimal
{
public:
CAnimal(); // Constructor
virtual void Sound() = 0; // A pure virtual function
private:
double m_legs_count; // The number of the animal's legs
};
Here Sound() is a pure virtual function, because it is declared with the specifier of the pure virtual
function PURE (=0).
Pure virtual functions are only the virtual functions for which the PURE specifier is set: (=NULL) or
(=0). Example of abstract class declaration and use:
class CAnimal
{
public:
virtual void Sound()=NULL; // PURE method, should be overridden in the derived class, CA
};
//--- Derived from an abstract class
class CCat : public CAnimal
{
public:
virtual void Sound() { Print("Myau"); } // PURE is overridden, CCat is not abstract and ca
};
//--- Examples of wrong use
new CAnimal; // Error of 'CAnimal' - the compiler returns the "cannot instantiate abstract
CAnimal some_animal; // Error of 'CAnimal' - the compiler returns the "cannot instantiate abstract
//--- Examples of proper use
new CCat; // No error - the CCat class is not abstract
CCat cat; // No error - the CCat class is not abstract
© 2000-2017, MetaQuotes Software Corp.
262 Language Basics
Restrictions on abstract classes
If the constructor for an abstract class calls a pure virtual function (either directly or indirectly), the
result is undefined.
//+------------------------------------------------------------------+
//| An abstract base class |
//+------------------------------------------------------------------+
class CAnimal
{
public:
//--- A pure virtual function
virtual void Sound(void)=NULL;
//--- Function
void CallSound(void) { Sound(); }
//--- Constructor
CAnimal()
{
//--- An explicit call of the virtual method
Sound();
//--- An implicit call (using a third function)
CallSound();
//--- A constructor and/or destructor always calls its own functions,
//--- even if they are virtual and overridden by a called function in a derived class
//--- If the called function is pure virtual,
//--- its call will cause a critical runtime error: "pure virtual function call"
}
};
However, constructors and destructors for abstract classes can call other member functions.
© 2000-2017, MetaQuotes Software Corp.
263 Standard Constants, Enumerations and Structures
Standard Constants, Enumerations and Structures
To simplify the program writing and to make program texts more convenient for perception, the MQL5
language provides predefined standard constants and enumerations. Besides that, service structures
are used for storing information.
Standard constants are similar to macros and are of int type.
The constants are grouped by their purposes:
· Chart constants are used when working with price charts: opening, navigation, setting parameters;
· Objects constants are intended for processing graphical objects that can be created and displayed in
charts;
· Indicators constants are used for working with standard and custom indicators;
· Environment state constants describe properties of a MQL5-program, show information about a
client terminal, financial instrument and current account;
· Trade constants allow to specify a variety of information in the course of trading;
· Named constants are constants of the MQL5 language;
· Data structures describe data storage formats used;
· Codes of errors and warnings describe compiler messages and trading server answers to trade
requests;
· In/out constants are designed for working with file functions and displaying messages on the screen
by the MessageBox() function.
© 2000-2017, MetaQuotes Software Corp.
264 Standard Constants, Enumerations and Structures
Chart Constants
Constants describing various properties of charts are divided into the following groups:
· Types of events – events that occur when working with charts;
· Chart timeframes – standard built-in periods;
· Properties of chart – identifiers that are used as parameters of chart functions;
· Positioning constants - value of a parameter of the ChartNavigate() function;
· Displaying charts - setting the chart appearance.
© 2000-2017, MetaQuotes Software Corp.
265 Standard Constants, Enumerations and Structures
Types of Chart Events
There are 9 types of events that can be processed using the predefined function OnChartEvent(). For
custom events 65535 identifiers are provided in the range of CHARTEVENT_CUSTOM to
CHARTEVENT_CUSTOM_LAST inclusive. To generate a custom event, the EventChartCustom() function
should be used.
ENUM_CHART_EVENT
ID Description
CHARTEVENT_KEYDOWN Keystrokes
CHARTEVENT_MOUSE_MOVE Mouse move, mouse clicks (if
CHART_EVENT_MOUSE_MOVE=true is set for the
chart)
CHARTEVENT_OBJECT_CREATE Graphical object created (if
CHART_EVENT_OBJECT_CREATE=true is set for
the chart)
CHARTEVENT_OBJECT_CHANGE Graphical object property changed via the
properties dialog
CHARTEVENT_OBJECT_DELETE Graphical object deleted (if
CHART_EVENT_OBJECT_DELETE=true is set for
the chart)
CHARTEVENT_CLICK Clicking on a chart
CHARTEVENT_OBJECT_CLICK Clicking on a graphical object
CHARTEVENT_OBJECT_DRAG Drag and drop of a graphical object
CHARTEVENT_OBJECT_ENDEDIT End of text editing in the graphical object Edit
CHARTEVENT_CHART_CHANGE Change of the chart size or modification of chart
properties through the Properties dialog
CHARTEVENT_CUSTOM Initial number of an event from a range of
custom events
CHARTEVENT_CUSTOM_LAST The final number of an event from a range of
custom events
For each type of event, the input parameters of the OnChartEvent() function have definite values that
are required for the processing of this event. The events and values passed through this parameters
are listed in the below table.
Event Value of the id Value of the Value of the Value of the
parameter lparam dparam sparam
parameter parameter parameter
Event of a CHARTEVENT_KE code of a Repeat count The string value
keystroke YDOWN pressed key (the number of of a bit mask
© 2000-2017, MetaQuotes Software Corp.
266 Standard Constants, Enumerations and Structures
times the describing the
keystroke is status of
repeated as a keyboard buttons
result of the user
holding down the
key)
Mouse events (if CHARTEVENT_MO the X coordinate the Y coordinate The string value
CHART_EVENT_ USE_MOVE of a bit mask
MOUSE_MOVE=tr describing the
ue is set for the status of mouse
chart) buttons
event of CHARTEVENT_OB — — Name of the
graphical object JECT_CREATE created graphical
creation (if object
CHART_EVENT_O
BJECT_CREATE=t
rue is set for the
chart)
Event of change CHARTEVENT_OB — — Name of the
of an object JECT_CHANGE modified
property via the graphical object
properties dialog
Event of CHARTEVENT_OB — — Name of the
graphical object JECT_DELETE deleted graphical
deletion (if object
CHART_EVENT_O
BJECT_DELETE=t
rue is set for the
chart)
Event of a CHARTEVENT_C the X coordinate the Y coordinate —
mouse click on LICK
the chart
Event of a CHARTEVENT_OB the X coordinate the Y coordinate Name of the
mouse click in a JECT_CLICK graphical object,
graphical object on which the
belonging to the event occurred
chart
Event of a CHARTEVENT_OB — — Name of the
graphical object JECT_DRAG moved graphical
dragging using object
the mouse
Event of the CHARTEVENT_OB — — Name of the
finished text JECT_ENDEDIT LabelEdit
editing in the graphical object,
entry box of the in which text
© 2000-2017, MetaQuotes Software Corp.
267 Standard Constants, Enumerations and Structures
LabelEdit editing has
graphical object completed
Event of change CHARTEVENT_C — — —
of the chart size HART_CHANGE
or modification
of chart
properties
through the
Properties dialog
ID of the user CHARTEVENT_CU Value set by the Value set by the Value set by the
event under the STOM+N EventChartCusto EventChartCusto EventChartCusto
N number m() function m() function m() function
Example:
#define KEY_NUMPAD_5 12
#define KEY_LEFT 37
#define KEY_UP 38
#define KEY_RIGHT 39
#define KEY_DOWN 40
#define KEY_NUMLOCK_DOWN 98
#define KEY_NUMLOCK_LEFT 100
#define KEY_NUMLOCK_5 101
#define KEY_NUMLOCK_RIGHT 102
#define KEY_NUMLOCK_UP 104
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//---
Print("The expert with name ",MQL5InfoString(MQL5_PROGRAM_NAME)," is running");
//--- enable object create events
ChartSetInteger(ChartID(),CHART_EVENT_OBJECT_CREATE,true);
//--- enable object delete events
ChartSetInteger(ChartID(),CHART_EVENT_OBJECT_DELETE,true);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| ChartEvent function |
//+------------------------------------------------------------------+
void OnChartEvent(const int id, // Event identifier
const long& lparam, // Event parameter of long type
const double& dparam, // Event parameter of double type
const string& sparam // Event parameter of string type
)
{
© 2000-2017, MetaQuotes Software Corp.
268 Standard Constants, Enumerations and Structures
//--- the left mouse button has been pressed on the chart
if(id==CHARTEVENT_CLICK)
{
Print("The coordinates of the mouse click on the chart are: x = ",lparam," y = ",dparam);
}
//--- the mouse has been clicked on the graphic object
if(id==CHARTEVENT_OBJECT_CLICK)
{
Print("The mouse has been clicked on the object with name '"+sparam+"'");
}
//--- the key has been pressed
if(id==CHARTEVENT_KEYDOWN)
{
switch(lparam)
{
case KEY_NUMLOCK_LEFT: Print("The KEY_NUMLOCK_LEFT has been pressed"); break;
case KEY_LEFT: Print("The KEY_LEFT has been pressed"); break;
case KEY_NUMLOCK_UP: Print("The KEY_NUMLOCK_UP has been pressed"); break;
case KEY_UP: Print("The KEY_UP has been pressed"); break;
case KEY_NUMLOCK_RIGHT: Print("The KEY_NUMLOCK_RIGHT has been pressed"); break;
case KEY_RIGHT: Print("The KEY_RIGHT has been pressed"); break;
case KEY_NUMLOCK_DOWN: Print("The KEY_NUMLOCK_DOWN has been pressed"); break;
case KEY_DOWN: Print("The KEY_DOWN has been pressed"); break;
case KEY_NUMPAD_5: Print("The KEY_NUMPAD_5 has been pressed"); break;
case KEY_NUMLOCK_5: Print("The KEY_NUMLOCK_5 has been pressed"); break;
default: Print("Some not listed key has been pressed");
}
ChartRedraw();
}
//--- the object has been deleted
if(id==CHARTEVENT_OBJECT_DELETE)
{
Print("The object with name ",sparam," has been deleted");
}
//--- the object has been created
if(id==CHARTEVENT_OBJECT_CREATE)
{
Print("The object with name ",sparam," has been created");
}
//--- the object has been moved or its anchor point coordinates has been changed
if(id==CHARTEVENT_OBJECT_DRAG)
{
Print("The anchor point coordinates of the object with name ",sparam," has been changed");
}
//--- the text in the Edit of object has been changed
if(id==CHARTEVENT_OBJECT_ENDEDIT)
{
Print("The text in the Edit field of the object with name ",sparam," has been changed");
}
© 2000-2017, MetaQuotes Software Corp.
269 Standard Constants, Enumerations and Structures
For CHARTEVENT_MOUSE_MOVE event the sparam string parameter contains information about state
of the keyboard and mouse buttons:
Bit Description
1 State of the left mouse button
2 State of the right mouse button
3 State of the SHIFT button
4 State of the CTRL button
5 State of the middle mouse button
6 State of the first extra mouse button
7 State of the second extra mouse button
Example:
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- enable CHART_EVENT_MOUSE_MOVE messages
ChartSetInteger(0,CHART_EVENT_MOUSE_MOVE,1);
}
//+------------------------------------------------------------------+
//| MouseState |
//+------------------------------------------------------------------+
string MouseState(uint state)
{
string res;
res+="\nML: " +(((state& 1)== 1)?"DN":"UP"); // mouse left
res+="\nMR: " +(((state& 2)== 2)?"DN":"UP"); // mouse right
res+="\nMM: " +(((state&16)==16)?"DN":"UP"); // mouse middle
res+="\nMX: " +(((state&32)==32)?"DN":"UP"); // mouse first X key
res+="\nMY: " +(((state&64)==64)?"DN":"UP"); // mouse second X key
res+="\nSHIFT: "+(((state& 4)== 4)?"DN":"UP"); // shift key
res+="\nCTRL: " +(((state& 8)== 8)?"DN":"UP"); // control key
return(res);
}
//+------------------------------------------------------------------+
//| ChartEvent function |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,const long &lparam,const double &dparam,const string &sparam)
{
if(id==CHARTEVENT_MOUSE_MOVE)
© 2000-2017, MetaQuotes Software Corp.
270 Standard Constants, Enumerations and Structures
Comment("POINT: ",(int)lparam,",",(int)dparam,"\n",MouseState((uint)sparam));
}
See also
Event Handling Functions, Working with events
© 2000-2017, MetaQuotes Software Corp.
271 Standard Constants, Enumerations and Structures
Chart Timeframes
All predefined timeframes of charts have unique identifiers. The PERIOD_CURRENT identifier means
the current period of a chart, at which a mql5-program is running.
ENUM_TIMEFRAMES
ID Description
PERIOD_CURRENT Current timeframe
PERIOD_M1 1 minute
PERIOD_M2 2 minutes
PERIOD_M3 3 minutes
PERIOD_M4 4 minutes
PERIOD_M5 5 minutes
PERIOD_M6 6 minutes
PERIOD_M10 10 minutes
PERIOD_M12 12 minutes
PERIOD_M15 15 minutes
PERIOD_M20 20 minutes
PERIOD_M30 30 minutes
PERIOD_H1 1 hour
PERIOD_H2 2 hours
PERIOD_H3 3 hours
PERIOD_H4 4 hours
PERIOD_H6 6 hours
PERIOD_H8 8 hours
PERIOD_H12 12 hours
PERIOD_D1 1 day
PERIOD_W1 1 week
PERIOD_MN1 1 month
Example:
string chart_name="test_Object_Chart";
Print("Let's try to create a Chart object with the name ",chart_name);
//--- If such an object does not exist - create it
if(ObjectFind(0,chart_name)<0)ObjectCreate(0,chart_name,OBJ_CHART,0,0,0,0,0);
© 2000-2017, MetaQuotes Software Corp.
272 Standard Constants, Enumerations and Structures
//--- Define symbol
ObjectSetString(0,chart_name,OBJPROP_SYMBOL,"EURUSD");
//--- Set X coordinate of the anchor point
ObjectSetInteger(0,chart_name,OBJPROP_XDISTANCE,100);
//--- Set Y coordinate of the anchor point
ObjectSetInteger(0,chart_name,OBJPROP_YDISTANCE,100);
//--- Set the width of chart
ObjectSetInteger(0,chart_name,OBJPROP_XSIZE,400);
//--- Set the height
ObjectSetInteger(0,chart_name,OBJPROP_YSIZE,300);
//--- Set the timeframe
ObjectSetInteger(0,chart_name,OBJPROP_PERIOD,PERIOD_D1);
//--- Set scale (from 0 to 5)
ObjectSetDouble(0,chart_name,OBJPROP_SCALE,4);
//--- Disable selection by a mouse
ObjectSetInteger(0,chart_name,OBJPROP_SELECTABLE,false);
See also
PeriodSeconds, Period, Date and Time, Visibility of objects
© 2000-2017, MetaQuotes Software Corp.
273 Standard Constants, Enumerations and Structures
Chart Properties
Identifiers of ENUM_CHART_PROPERTY enumerations are used as parameters of functions for working
with charts. The abbreviation of r/o in the "Property Type" column means that this property is read-
only and cannot be changed. The w/o abbreviation in the "Property Type" column means that this
property is write-only and it cannot be received. When accessing certain properties, it's necessary to
specify an additional parameter-modifier (modifier), which serves to indicate the number of chart
subwindows. 0 means the main window.
The functions defining the chart properties are actually used for sending change commands to the
chart. If these functions are executed successfully, the command is included in the common queue of
the chart events. The changes are implemented to the chart when handling the queue of the chart
events.
Thus, do not expect an immediate visual update of the chart after calling these functions. Generally,
the chart is updated automatically by the terminal following the change events - a new quote arrival,
resizing the chart window, etc. Use ChartRedraw() function to forcefully update the chart.
For functions ChartSetInteger() and ChartGetInteger()
ENUM_CHART_PROPERTY_INTEGER
ID Description Property Type
CHART_SHOW Price chart drawing. If false, bool
drawing any price chart
attributes is disabled and all
chart border indents are
eliminated, including time and
price scales, quick navigation
bar, Calendar event labels,
trade labels, indicator and bar
tooltips, indicator subwindows,
volume histograms, etc.
Disabling the drawing is a
perfect solution for creating a
custom program interface
using the graphical resources.
The graphical objects are
always drawn regardless of the
CHART_SHOW property value.
CHART_IS_OBJECT Identifying bool r/o
"Chart" (OBJ_CHART) object –
returns true for a graphical
object. Returns false for a real
chart
CHART_BRING_TO_TOP Show chart on top of other bool w/o
charts
© 2000-2017, MetaQuotes Software Corp.
274 Standard Constants, Enumerations and Structures
CHART_MOUSE_SCROLL Scrolling the chart horizontally bool
using the left mouse button.
Vertical scrolling is also
available if the value of any
following properties is set to
true: CHART_SCALEFIX,
CHART_SCALEFIX_11 or
CHART_SCALE_PT_PER_BAR
CHART_EVENT_MOUSE_MOVE Send notifications of mouse bool
move and mouse click events
(CHARTEVENT_MOUSE_MOVE)
to all mql5 programs on a chart
CHART_EVENT_OBJECT_CREAT Send a notification of an event bool
E of new object creation
(CHARTEVENT_OBJECT_CREAT
E) to all mql5-programs on a
chart
CHART_EVENT_OBJECT_DELET Send a notification of an event bool
E of object deletion
(CHARTEVENT_OBJECT_DELETE
) to all mql5-programs on a
chart
CHART_MODE Chart type (candlesticks, bars enum ENUM_CHART_MODE
or line)
CHART_FOREGROUND Price chart in the foreground bool
CHART_SHIFT Mode of price chart indent bool
from the right border
CHART_AUTOSCROLL Mode of automatic moving to bool
the right border of the chart
CHART_KEYBOARD_CONTROL Allow managing the chart using bool
a keyboard ("Home", "End",
"PageUp", "+", "-", "Up arrow",
etc.). Setting
CHART_KEYBOARD_CONTROL
to false disables chart scrolling
and scaling while leaving intact
the ability to receive the keys
pressing events in
OnChartEvent().
CHART_QUICK_NAVIGATION Allow the chart to intercept bool
Space and Enter key strokes to
activate the quick navigation
bar. The quick navigation bar
automatically appears at the
bottom of the chart after
© 2000-2017, MetaQuotes Software Corp.
275 Standard Constants, Enumerations and Structures
double-clicking the mouse or
pressing Space/Enter. It allows
you to quickly change a symbol,
timeframe and first visible bar
date.
CHART_SCALE Scale int from 0 to 5
CHART_SCALEFIX Fixed scale mode bool
CHART_SCALEFIX_11 Scale 1:1 mode bool
CHART_SCALE_PT_PER_BAR Scale to be specified in points bool
per bar
CHART_SHOW_OHLC Show OHLC values in the upper bool
left corner
CHART_SHOW_BID_LINE Display Bid values as a bool
horizontal line in a chart
CHART_SHOW_ASK_LINE Display Ask values as a bool
horizontal line in a chart
CHART_SHOW_LAST_LINE Display Last values as a bool
horizontal line in a chart
CHART_SHOW_PERIOD_SEP Display vertical separators bool
between adjacent periods
CHART_SHOW_GRID Display grid in the chart bool
CHART_SHOW_VOLUMES Display volume in the chart enum
ENUM_CHART_VOLUME_MODE
CHART_SHOW_OBJECT_DESCR Display textual descriptions of bool
objects (not available for all
objects)
CHART_VISIBLE_BARS The number of bars on the int r/o
chart that can be displayed
CHART_WINDOWS_TOTAL The total number of chart int r/o
windows, including indicator
subwindows
CHART_WINDOW_IS_VISIBLE Visibility of subwindows bool r/o modifier - subwindow
number
CHART_WINDOW_HANDLE Chart window handle (HWND) int r/o
CHART_WINDOW_YDISTANCE The distance between the int r/o modifier - subwindow
upper frame of the indicator number
subwindow and the upper
frame of the main chart
window, along the vertical Y
axis, in pixels. In case of a
© 2000-2017, MetaQuotes Software Corp.
276 Standard Constants, Enumerations and Structures
mouse event, the cursor
coordinates are passed in
terms of the coordinates of the
main chart window, while the
coordinates of graphical
objects in an indicator
subwindow are set relative to
the upper left corner of the
subwindow.
The value is required for
converting the absolute
coordinates of the main chart
to the local coordinates of a
subwindow for correct work
with the graphical objects,
whose coordinates are set
relative to the upper left
corner of the subwindow
frame.
CHART_FIRST_VISIBLE_BAR Number of the first visible bar int r/o
in the chart. Indexing of bars is
the same as for timeseries.
CHART_WIDTH_IN_BARS Chart width in bars int r/o
CHART_WIDTH_IN_PIXELS Chart width in pixels int r/o
CHART_HEIGHT_IN_PIXELS Chart height in pixels int modifier - subwindow
number
CHART_COLOR_BACKGROUND Chart background color color
CHART_COLOR_FOREGROUND Color of axes, scales and OHLC color
line
CHART_COLOR_GRID Grid color color
CHART_COLOR_VOLUME Color of volumes and position color
opening levels
CHART_COLOR_CHART_UP Color for the up bar, shadows color
and body borders of bull
candlesticks
CHART_COLOR_CHART_DOWN Color for the down bar, color
shadows and body borders of
bear candlesticks
CHART_COLOR_CHART_LINE Line chart color and color of color
"Doji" Japanese candlesticks
CHART_COLOR_CANDLE_BULL Body color of a bull candlestick color
CHART_COLOR_CANDLE_BEAR Body color of a bear candlestick color
© 2000-2017, MetaQuotes Software Corp.
277 Standard Constants, Enumerations and Structures
CHART_COLOR_BID Bid price level color color
CHART_COLOR_ASK Ask price level color color
CHART_COLOR_LAST Line color of the last executed color
deal price (Last)
CHART_COLOR_STOP_LEVEL Color of stop order levels (Stop color
Loss and Take Profit)
CHART_SHOW_TRADE_LEVELS Displaying trade levels in the bool
chart (levels of open positions,
Stop Loss, Take Profit and
pending orders)
CHART_DRAG_TRADE_LEVELS Permission to drag trading bool
levels on a chart with a mouse.
The drag mode is enabled by
default (true value)
CHART_SHOW_DATE_SCALE Showing the time scale on a bool
chart
CHART_SHOW_PRICE_SCALE Showing the price scale on a bool
chart
CHART_SHOW_ONE_CLICK Showing the "One click trading" bool
panel on a chart
CHART_IS_MAXIMIZED Chart window is maximized bool
CHART_IS_MINIMIZED Chart window is minimized bool
For functions ChartSetDouble() and ChartGetDouble()
ENUM_CHART_PROPERTY_DOUBLE
ID Description Property Type
CHART_SHIFT_SIZE The size of the zero bar indent double (from 10 to 50
from the right border in percents)
percents
CHART_FIXED_POSITION Chart fixed position from the double
left border in percent value.
Chart fixed position is marked
by a small gray triangle on the
horizontal time axis. It is
displayed only if the automatic
chart scrolling to the right on
tick incoming is disabled (see
CHART_AUTOSCROLL
property). The bar on a fixed
position remains in the same
place when zooming in and out.
© 2000-2017, MetaQuotes Software Corp.
278 Standard Constants, Enumerations and Structures
CHART_FIXED_MAX Fixed chart maximum double
CHART_FIXED_MIN Fixed chart minimum double
CHART_POINTS_PER_BAR Scale in points per bar double
CHART_PRICE_MIN Chart minimum double r/o modifier -
subwindow number
CHART_PRICE_MAX Chart maximum double r/o modifier -
subwindow number
For functions ChartSetString() and ChartGetString()
ENUM_CHART_PROPERTY_STRING
ID Description Property Type
CHART_COMMENT Text of a comment in a chart string
CHART_EXPERT_NAME The name of the Expert string
Advisor running on the chart
with the specified chart_id
CHART_SCRIPT_NAME The name of the script running string
on the chart with the specified
chart_id
Example:
int chartMode=ChartGetInteger(0,CHART_MODE);
switch(chartMode)
{
case(CHART_BARS): Print("CHART_BARS"); break;
case(CHART_CANDLES): Print("CHART_CANDLES");break;
default:Print("CHART_LINE");
}
bool shifted=ChartGetInteger(0,CHART_SHIFT);
if(shifted) Print("CHART_SHIFT = true");
else Print("CHART_SHIFT = false");
bool autoscroll=ChartGetInteger(0,CHART_AUTOSCROLL);
if(autoscroll) Print("CHART_AUTOSCROLL = true");
else Print("CHART_AUTOSCROLL = false");
int chartHandle=ChartGetInteger(0,CHART_WINDOW_HANDLE);
Print("CHART_WINDOW_HANDLE = ",chartHandle);
int windows=ChartGetInteger(0,CHART_WINDOWS_TOTAL);
Print("CHART_WINDOWS_TOTAL = ",windows);
if(windows>1)
{
for(int i=0;i<windows;i++)
{
int height=ChartGetInteger(0,CHART_HEIGHT_IN_PIXELS,i);
double priceMin=ChartGetDouble(0,CHART_PRICE_MIN,i);
© 2000-2017, MetaQuotes Software Corp.
279 Standard Constants, Enumerations and Structures
double priceMax=ChartGetDouble(0,CHART_PRICE_MAX,i);
Print(i+": CHART_HEIGHT_IN_PIXELS = ",height," pixels");
Print(i+": CHART_PRICE_MIN = ",priceMin);
Print(i+": CHART_PRICE_MAX = ",priceMax);
}
}
See also
Examples of Working with the Chart
© 2000-2017, MetaQuotes Software Corp.
280 Standard Constants, Enumerations and Structures
Positioning Constants
Three identifiers from the ENUM_CHART_POSITION list are the possible values of the position
parameter for the ChartNavigate() function.
ENUM_CHART_POSITION
ID Description
CHART_BEGIN Chart beginning (the oldest prices)
CHART_CURRENT_POS Current position
CHART_END Chart end (the latest prices)
Example:
long handle=ChartOpen("EURUSD",PERIOD_H12);
if(handle!=0)
{
ChartSetInteger(handle,CHART_AUTOSCROLL,false);
ChartSetInteger(handle,CHART_SHIFT,true);
ChartSetInteger(handle,CHART_MODE,CHART_LINE);
ResetLastError();
bool res=ChartNavigate(handle,CHART_END,150);
if(!res) Print("Navigate failed. Error = ",GetLastError());
ChartRedraw();
}
© 2000-2017, MetaQuotes Software Corp.
281 Standard Constants, Enumerations and Structures
Chart Representation
Price charts can be displayed in three ways:
· as bars;
· as candlesticks;
· as a line.
The specific way of displaying the price chart is set by the function
ChartSetInteger(chart_handle,CHART_MODE, chart_mode), where chart_mode is one of the values of
the ENUM_CHART_MODE enumeration.
ENUM_CHART_MODE
ID Description
CHART_BARS Display as a sequence of bars
CHART_CANDLES Display as Japanese candlesticks
CHART_LINE Display as a line drawn by Close prices
To specify the mode of displaying volumes in the price chart the function
ChartSetInteger(chart_handle, CHART_SHOW_VOLUMES, volume_mode) is used, where volume_mode
is one of values of the ENUM_CHART_VOLUME_MODE enumeration.
ENUM_CHART_VOLUME_MODE
ID Description
CHART_VOLUME_HIDE Volumes are not shown
CHART_VOLUME_TICK Tick volumes
CHART_VOLUME_REAL Trade volumes
Example:
//--- Get the handle of the current chart
long handle=ChartID();
if(handle>0) // If it succeeded, additionally customize
{
//--- Disable autoscroll
ChartSetInteger(handle,CHART_AUTOSCROLL,false);
//--- Set the indent of the right border of the chart
ChartSetInteger(handle,CHART_SHIFT,true);
//--- Display as candlesticks
ChartSetInteger(handle,CHART_MODE,CHART_CANDLES);
//--- Scroll by 100 bars from the beginning of history
ChartNavigate(handle,CHART_CURRENT_POS,100);
//--- Set the tick volume display mode
ChartSetInteger(handle,CHART_SHOW_VOLUMES,CHART_VOLUME_TICK);
© 2000-2017, MetaQuotes Software Corp.
282 Standard Constants, Enumerations and Structures
See also
ChartOpen, ChartID
© 2000-2017, MetaQuotes Software Corp.
283 Standard Constants, Enumerations and Structures
Examples of Working with the Chart
This section contains examples of working with chart properties. One or two complete functions are
displayed for each property. These functions allow setting/receiving the value of the property. These
functions can be used "as is" in custom mql5 applications.
The screenshot below demonstrates the graphic panel illustrating how changing of the chart property
changes its appearance. Clicking Next button allows setting the new value of the appropriate property
and view the changes in the chart window.
The panel's source code is located below.
Chart Properties and Sample Functions for Working with Them
· CHART_IS_OBJECT defines if an object is a real chart or a graphic object.
//+------------------------------------------------------------------+
//| Checks if an object is a chart. If it is a graphic object, |
//| the result is true. If it is a real chart, the result variable |
//| has the value of false. |
//+------------------------------------------------------------------+
bool ChartIsObject(bool &result,const long chart_ID=0)
{
© 2000-2017, MetaQuotes Software Corp.
284 Standard Constants, Enumerations and Structures
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- get the chart property
if(!ChartGetInteger(chart_ID,CHART_IS_OBJECT,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
//--- return false
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
· CHART_BRING_TO_TOP shows the chart on top of all others.
//+----------------------------------------------------------------------+
//| Sends command to the terminal to display the chart above all others |
//+----------------------------------------------------------------------+
bool ChartBringToTop(const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- show the chart on top of all others
if(!ChartSetInteger(chart_ID,CHART_BRING_TO_TOP,0,true))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_MOUSE_SCROLL is a property for scrolling the chart using left mouse button.
//+--------------------------------------------------------------------------+
//| Checks if scrolling of chart using left mouse button is enabled |
//+--------------------------------------------------------------------------+
bool ChartMouseScrollGet(bool &result,const long chart_ID=0)
{
© 2000-2017, MetaQuotes Software Corp.
285 Standard Constants, Enumerations and Structures
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_MOUSE_SCROLL,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+--------------------------------------------------------------------+
//| Enables/disables scrolling of chart using left mouse button |
//+--------------------------------------------------------------------+
bool ChartMouseScrollSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_MOUSE_SCROLL,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_EVENT_MOUSE_MOVE is a property of sending messages concerning move events and
mouse clicks to mql5 applications (CHARTEVENT_MOUSE_MOVE).
//+------------------------------------------------------------------+
//| Checks if messages concerning move events and mouse clicks |
//| are sent to all MQL5 applications on the chart |
//+------------------------------------------------------------------+
bool ChartEventMouseMoveGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
© 2000-2017, MetaQuotes Software Corp.
286 Standard Constants, Enumerations and Structures
if(!ChartGetInteger(chart_ID,CHART_EVENT_MOUSE_MOVE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------------------+
//| Enables/disables the mode of sending messages concerning move events and |
//| mouse clicks to MQL5 applications on the chart |
//+------------------------------------------------------------------------------+
bool ChartEventMouseMoveSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_EVENT_MOUSE_MOVE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_EVENT_OBJECT_CREATE is a property of sending messages concerning the event of a
graphic object creation to mql5 applications (CHARTEVENT_OBJECT_CREATE).
//+---------------------------------------------------------------------+
//| Checks if messages concerning the event of a graphic |
//| object creation are sent to all MQL5 applications on the chart |
//+---------------------------------------------------------------------+
bool ChartEventObjectCreateGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_EVENT_OBJECT_CREATE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
© 2000-2017, MetaQuotes Software Corp.
287 Standard Constants, Enumerations and Structures
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+--------------------------------------------------------------------------+
//| Enables/disables the mode of sending messages concerning the event of a |
//| graphic object creation to all mql5 applications on the chart |
//+--------------------------------------------------------------------------+
bool ChartEventObjectCreateSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_EVENT_OBJECT_CREATE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_EVENT_OBJECT_DELETE is a property of sending messages concerning the event of a
graphic object deletion to mql5 applications (CHARTEVENT_OBJECT_DELETE).
//+---------------------------------------------------------------------+
//| Checks if messages concerning the event of a graphic object |
//| deletion are sent to all mql5 applications on the chart |
//+---------------------------------------------------------------------+
bool ChartEventObjectDeleteGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_EVENT_OBJECT_DELETE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
© 2000-2017, MetaQuotes Software Corp.
288 Standard Constants, Enumerations and Structures
//--- successful execution
return(true);
}
//+--------------------------------------------------------------------------+
//| Enables/disables the mode of sending messages concerning the event of a |
//| graphic object deletion to all mql5 applications on the chart |
//+--------------------------------------------------------------------------+
bool ChartEventObjectDeleteSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_EVENT_OBJECT_DELETE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_MODE – type of the chart (candlesticks, bars or line).
//+------------------------------------------------------------------+
//| Gets chart display type (candlesticks, bars or line) |
//+------------------------------------------------------------------+
ENUM_CHART_MODE ChartModeGet(const long chart_ID=0)
{
//--- prepare the variable to get the property value
long result=WRONG_VALUE;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_MODE,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((ENUM_CHART_MODE)result);
}
//+------------------------------------------------------------------+
//| Sets chart display type (candlesticks, bars or line) |
//+------------------------------------------------------------------+
bool ChartModeSet(const long value,const long chart_ID=0)
{
//--- reset the error value
© 2000-2017, MetaQuotes Software Corp.
289 Standard Constants, Enumerations and Structures
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_MODE,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_FOREGROUND is a property of displaying a price chart in the foreground.
//+------------------------------------------------------------------+
//| Checks if a price chart is displayed in the foreground |
//+------------------------------------------------------------------+
bool ChartForegroundGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_FOREGROUND,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Enables/disables displaying of a price chart on the foreground |
//+------------------------------------------------------------------+
bool ChartForegroundSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_FOREGROUND,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
© 2000-2017, MetaQuotes Software Corp.
290 Standard Constants, Enumerations and Structures
}
//--- successful execution
return(true);
}
· CHART_SHIFT – mode of shift of the price chart from the right border.
//+-------------------------------------------------------------------+
//| Checks if shifting a price chart from the right border is enabled |
//+-------------------------------------------------------------------+
bool ChartShiftGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SHIFT,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+---------------------------------------------------------------------------------+
//| Enables/disables displaying of a price chart with a shift from the right border |
//+---------------------------------------------------------------------------------+
bool ChartShiftSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SHIFT,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
291 Standard Constants, Enumerations and Structures
· CHART_AUTOSCROLL – the mode of automatic shift to the right border of the chart.
//+------------------------------------------------------------------+
//| Checks if automatic scrolling of a chart to the right |
//| on new ticks arrival is enabled |
//+------------------------------------------------------------------+
bool ChartAutoscrollGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_AUTOSCROLL,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Enables/disables automatic scrolling of a chart to the right |
//| on new ticks arrival |
//+------------------------------------------------------------------+
bool ChartAutoscrollSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_AUTOSCROLL,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SCALE – chart scale property.
© 2000-2017, MetaQuotes Software Corp.
292 Standard Constants, Enumerations and Structures
//+------------------------------------------------------------------+
//| Gets chart scale (from 0 to 5) |
//+------------------------------------------------------------------+
int ChartScaleGet(const long chart_ID=0)
{
//--- prepare the variable to get the property value
long result=-1;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SCALE,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((int)result);
}
//+------------------------------------------------------------------+
//| Sets chart scale (from 0 to 5) |
//+------------------------------------------------------------------+
bool ChartScaleSet(const long value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SCALE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SCALEFIX – the mode of fixed chart scale.
//+------------------------------------------------------------------+
//| Checks if the fixed scale mode is enabled |
//+------------------------------------------------------------------+
bool ChartScaleFixGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
© 2000-2017, MetaQuotes Software Corp.
293 Standard Constants, Enumerations and Structures
if(!ChartGetInteger(chart_ID,CHART_SCALEFIX,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Enables/disables the fixed scale mode |
//+------------------------------------------------------------------+
bool ChartScaleFixSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SCALEFIX,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SCALEFIX_11 – 1:1 chart scale mode.
//+------------------------------------------------------------------+
//| Checks if the "1:1" scale is enabled |
//+------------------------------------------------------------------+
bool ChartScaleFix11Get(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SCALEFIX_11,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
© 2000-2017, MetaQuotes Software Corp.
294 Standard Constants, Enumerations and Structures
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Enables/disables the "1:1" scale mode |
//+------------------------------------------------------------------+
bool ChartScaleFix11Set(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SCALEFIX_11,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SCALE_PT_PER_BAR – the mode of specifying the chart scale in points per bar.
//+------------------------------------------------------------------+
//| Checks if the "points per bar" chart scaling mode is enabled |
//+------------------------------------------------------------------+
bool ChartScalePerBarGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SCALE_PT_PER_BAR,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Enables/disables the "points per bar" chart scaling mode |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
295 Standard Constants, Enumerations and Structures
bool ChartScalePerBarSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SCALE_PT_PER_BAR,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SHOW_OHLC – the property of displaying OHLC values in the upper left corner.
//+----------------------------------------------------------------------------------+
//| Checks if displaying of OHLC values in the upper left corner of chart is enabled |
//+----------------------------------------------------------------------------------+
bool ChartShowOHLCGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SHOW_OHLC,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------------------+
//| Enables/disables displaying of OHLC values in the upper left corner of chart |
//+------------------------------------------------------------------------------+
bool ChartShowOHLCSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SHOW_OHLC,0,value))
{
© 2000-2017, MetaQuotes Software Corp.
296 Standard Constants, Enumerations and Structures
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SHOW_BID_LINE – the property of displaying Bid value as a horizontal line on the chart.
//+------------------------------------------------------------------+
//| Checks if displaying of Bid line on chart is enabled |
//+------------------------------------------------------------------+
bool ChartShowBidLineGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SHOW_BID_LINE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Enables/disables displaying of Bid line on chart |
//+------------------------------------------------------------------+
bool ChartShowBidLineSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SHOW_BID_LINE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
297 Standard Constants, Enumerations and Structures
· CHART_SHOW_ASK_LINE – the property of displaying Ask value as a horizontal line on a chart.
//+------------------------------------------------------------------+
//| Checks if displaying of Ask line on chart is enabled |
//+------------------------------------------------------------------+
bool ChartShowAskLineGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SHOW_ASK_LINE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Enables/disables displaying of Ask line on chart |
//+------------------------------------------------------------------+
bool ChartShowAskLineSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SHOW_ASK_LINE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SHOW_LAST_LINE – the property of displaying Last value as a horizontal line on a chart.
//+-----------------------------------------------------------------------------+
//| Checks if displaying of line for the last performed deal's price is enabled |
//+-----------------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
298 Standard Constants, Enumerations and Structures
bool ChartShowLastLineGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SHOW_LAST_LINE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+-------------------------------------------------------------------------+
//| Enables/disables displaying of line for the last performed deal's price |
//+-------------------------------------------------------------------------+
bool ChartShowLastLineSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SHOW_LAST_LINE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SHOW_PERIOD_SEP – the property of displaying vertical separators between adjacent
periods.
//+---------------------------------------------------------------------------------+
//| Checks if displaying of vertical separators between adjacent periods is enabled |
//+---------------------------------------------------------------------------------+
bool ChartShowPeriodSeparatorGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
© 2000-2017, MetaQuotes Software Corp.
299 Standard Constants, Enumerations and Structures
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SHOW_PERIOD_SEP,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+-----------------------------------------------------------------------------+
//| Enables/disables displaying of vertical separators between adjacent periods |
//+-----------------------------------------------------------------------------+
bool ChartShowPeriodSepapatorSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SHOW_PERIOD_SEP,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SHOW_GRID – the property of displaying the chart grid.
//+------------------------------------------------------------------+
//| Checks if the chart grid is displayed |
//+------------------------------------------------------------------+
bool ChartShowGridGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SHOW_GRID,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
© 2000-2017, MetaQuotes Software Corp.
300 Standard Constants, Enumerations and Structures
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Enables/disables displaying of grid on chart |
//+------------------------------------------------------------------+
bool ChartShowGridSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set the property value
if(!ChartSetInteger(chart_ID,CHART_SHOW_GRID,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SHOW_VOLUMES – the property of displaying the volumes on a chart.
//+------------------------------------------------------------------+
//| Checks if volumes are displayed on a chart |
//| The flag indicates the volumes showing mode |
//+------------------------------------------------------------------+
ENUM_CHART_VOLUME_MODE ChartShowVolumesGet(const long chart_ID=0)
{
//--- prepare the variable to get the property value
long result=WRONG_VALUE;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SHOW_VOLUMES,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((ENUM_CHART_VOLUME_MODE)result);
}
//+------------------------------------------------------------------+
//| Sets mode of displaying volumes on chart |
//+------------------------------------------------------------------+
bool ChartShowVolumesSet(const long value,const long chart_ID=0)
© 2000-2017, MetaQuotes Software Corp.
301 Standard Constants, Enumerations and Structures
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SHOW_VOLUMES,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SHOW_OBJECT_DESCR – the property of graphical object pop-up descriptions.
//+-------------------------------------------------------------------+
//| Checks if pop-up descriptions of graphical objects are displayed |
//| when hovering mouse over them |
//+-------------------------------------------------------------------+
bool ChartShowObjectDescriptionGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SHOW_OBJECT_DESCR,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+-------------------------------------------------------------------------+
//| Enables/disables displaying of pop-up descriptions of graphical objects |
//| when hovering mouse over them |
//+-------------------------------------------------------------------------+
bool ChartShowObjectDescriptionSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
© 2000-2017, MetaQuotes Software Corp.
302 Standard Constants, Enumerations and Structures
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SHOW_OBJECT_DESCR,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_VISIBLE_BARS defines the number of bars on a chart that are available for display.
//+----------------------------------------------------------------------+
//| Gets the number of bars that are displayed (visible) in chart window |
//+----------------------------------------------------------------------+
int ChartVisibleBars(const long chart_ID=0)
{
//--- prepare the variable to get the property value
long result=-1;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_VISIBLE_BARS,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((int)result);
}
· CHART_WINDOWS_TOTAL defines the total number of chart windows including indicator
subwindows.
//+-----------------------------------------------------------------------+
//| Gets the total number of chart windows including indicator subwindows |
//+-----------------------------------------------------------------------+
int ChartWindowsTotal(const long chart_ID=0)
{
//--- prepare the variable to get the property value
long result=-1;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_WINDOWS_TOTAL,0,result))
{
© 2000-2017, MetaQuotes Software Corp.
303 Standard Constants, Enumerations and Structures
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((int)result);
}
· CHART_WINDOW_IS_VISIBLE defines the subwindow's visibility.
//+------------------------------------------------------------------+
//| Checks if the current chart window or subwindow is visible |
//+------------------------------------------------------------------+
bool ChartWindowsIsVisible(bool &result,const long chart_ID=0,const int sub_window=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_WINDOW_IS_VISIBLE,sub_window,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
· CHART_WINDOW_HANDLE returns the chart handle.
//+------------------------------------------------------------------+
//| Gets the chart handle |
//+------------------------------------------------------------------+
int ChartWindowsHandle(const long chart_ID=0)
{
//--- prepare the variable to get the property value
long result=-1;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_WINDOW_HANDLE,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
© 2000-2017, MetaQuotes Software Corp.
304 Standard Constants, Enumerations and Structures
}
//--- return the value of the chart property
return((int)result);
}
· CHART_WINDOW_YDISTANCE defines the distance in pixels between the upper frame of the
indicator subwindow and the upper frame of the chart's main window.
//+------------------------------------------------------------------+
//| Gets the distance in pixels between the upper border of |
//| subwindow and the upper border of chart's main window |
//+------------------------------------------------------------------+
int ChartWindowsYDistance(const long chart_ID=0,const int sub_window=0)
{
//--- prepare the variable to get the property value
long result=-1;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_WINDOW_YDISTANCE,sub_window,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((int)result);
}
· CHART_FIRST_VISIBLE_BAR returns the number of the first visible bar on the chart (bar indexing
corresponds to the time series).
//+------------------------------------------------------------------------------+
//| Gets the index of the first visible bar on chart. |
//| Indexing is performed like in timeseries: latest bars have smallest indices. |
//+------------------------------------------------------------------------------+
int ChartFirstVisibleBar(const long chart_ID=0)
{
//--- prepare the variable to get the property value
long result=-1;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_FIRST_VISIBLE_BAR,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
© 2000-2017, MetaQuotes Software Corp.
305 Standard Constants, Enumerations and Structures
//--- return the value of the chart property
return((int)result);
}
· CHART_WIDTH_IN_BARS returns the chart width in bars.
//+------------------------------------------------------------------+
//| Gets the width of chart (in bars) |
//+------------------------------------------------------------------+
int ChartWidthInBars(const long chart_ID=0)
{
//--- prepare the variable to get the property value
long result=-1;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_WIDTH_IN_BARS,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((int)result);
}
· CHART_WIDTH_IN_PIXELS returns the chart width in pixels.
//+------------------------------------------------------------------+
//| Gets the width of chart (in pixels) |
//+------------------------------------------------------------------+
int ChartWidthInPixels(const long chart_ID=0)
{
//--- prepare the variable to get the property value
long result=-1;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_WIDTH_IN_PIXELS,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((int)result);
}
© 2000-2017, MetaQuotes Software Corp.
306 Standard Constants, Enumerations and Structures
· CHART_HEIGHT_IN_PIXELS – chart height property in pixels.
//+------------------------------------------------------------------+
//| Gets the height of chart (in pixels) |
//+------------------------------------------------------------------+
int ChartHeightInPixelsGet(const long chart_ID=0,const int sub_window=0)
{
//--- prepare the variable to get the property value
long result=-1;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_HEIGHT_IN_PIXELS,sub_window,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((int)result);
}
//+------------------------------------------------------------------+
//| Sets the height of chart (in pixels) |
//+------------------------------------------------------------------+
bool ChartHeightInPixelsSet(const int value,const long chart_ID=0,const int sub_window=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_HEIGHT_IN_PIXELS,sub_window,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_COLOR_BACKGROUND - chart background color.
//+------------------------------------------------------------------+
//| Gets the background color of chart |
//+------------------------------------------------------------------+
color ChartBackColorGet(const long chart_ID=0)
{
//--- prepare the variable to receive the color
long result=clrNONE;
//--- reset the error value
© 2000-2017, MetaQuotes Software Corp.
307 Standard Constants, Enumerations and Structures
ResetLastError();
//--- receive chart background color
if(!ChartGetInteger(chart_ID,CHART_COLOR_BACKGROUND,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((color)result);
}
//+------------------------------------------------------------------+
//| Sets the background color of chart |
//+------------------------------------------------------------------+
bool ChartBackColorSet(const color clr,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set the chart background color
if(!ChartSetInteger(chart_ID,CHART_COLOR_BACKGROUND,clr))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_COLOR_FOREGROUND – color of axes, scale and OHLC line.
//+------------------------------------------------------------------+
//| Gets the color of axes, scale and OHLC line |
//+------------------------------------------------------------------+
color ChartForeColorGet(const long chart_ID=0)
{
//--- prepare the variable to receive the color
long result=clrNONE;
//--- reset the error value
ResetLastError();
//--- receive the color of axes, scale and OHLC line
if(!ChartGetInteger(chart_ID,CHART_COLOR_FOREGROUND,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((color)result);
}
© 2000-2017, MetaQuotes Software Corp.
308 Standard Constants, Enumerations and Structures
//+------------------------------------------------------------------+
//| Sets the color of axes, scale and OHLC line |
//+------------------------------------------------------------------+
bool ChartForeColorSet(const color clr,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set the color of axes, scale and OHLC line
if(!ChartSetInteger(chart_ID,CHART_COLOR_FOREGROUND,clr))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_COLOR_GRID – chart grid color.
//+------------------------------------------------------------------+
//| Gets the color of chart grid |
//+------------------------------------------------------------------+
color ChartGridColorGet(const long chart_ID=0)
{
//--- prepare the variable to receive the color
long result=clrNONE;
//--- reset the error value
ResetLastError();
//--- receive chart grid color
if(!ChartGetInteger(chart_ID,CHART_COLOR_GRID,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((color)result);
}
//+------------------------------------------------------------------+
//| Sets the color of chart grid |
//+------------------------------------------------------------------+
bool ChartGridColorSet(const color clr,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set chart grid color
if(!ChartSetInteger(chart_ID,CHART_COLOR_GRID,clr))
{
© 2000-2017, MetaQuotes Software Corp.
309 Standard Constants, Enumerations and Structures
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_COLOR_VOLUME - color of volumes and position opening levels.
//+------------------------------------------------------------------+
//| Gets the color of volumes and market entry levels |
//+------------------------------------------------------------------+
color ChartVolumeColorGet(const long chart_ID=0)
{
//--- prepare the variable to receive the color
long result=clrNONE;
//--- reset the error value
ResetLastError();
//--- receive color of volumes and market entry levels
if(!ChartGetInteger(chart_ID,CHART_COLOR_VOLUME,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((color)result);
}
//+------------------------------------------------------------------+
//| Sets the color of volumes and market entry levels |
//+------------------------------------------------------------------+
bool ChartVolumeColorSet(const color clr,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set color of volumes and market entry levels
if(!ChartSetInteger(chart_ID,CHART_COLOR_VOLUME,clr))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
310 Standard Constants, Enumerations and Structures
· CHART_COLOR_CHART_UP – color of up bar, its shadow and border of a bullish candlestick's body.
//+-----------------------------------------------------------------------------+
//| Gets the color of up bar, shadow and border of a bullish candlestick's body |
//+-----------------------------------------------------------------------------+
color ChartUpColorGet(const long chart_ID=0)
{
//--- prepare the variable to receive the color
long result=clrNONE;
//--- reset the error value
ResetLastError();
//--- receive the color of up bar, its shadow and border of bullish candlestick's body
if(!ChartGetInteger(chart_ID,CHART_COLOR_CHART_UP,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((color)result);
}
//+------------------------------------------------------------------+
//| Sets the color of up bar, shadow and border of a bullish candlestick's body |
//+------------------------------------------------------------------+
bool ChartUpColorSet(const color clr,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set the color of up bar, its shadow and border of body of a bullish candlestick
if(!ChartSetInteger(chart_ID,CHART_COLOR_CHART_UP,clr))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_COLOR_CHART_DOWN – color of down bar, its shadow and border of bearish candlestick's
body.
//+-------------------------------------------------------------------------------+
//| Gets the color of down bar, shadow and border of a bearish candlestick's body |
//+-------------------------------------------------------------------------------+
color ChartDownColorGet(const long chart_ID=0)
{
//--- prepare the variable to receive the color
long result=clrNONE;
© 2000-2017, MetaQuotes Software Corp.
311 Standard Constants, Enumerations and Structures
//--- reset the error value
ResetLastError();
//--- receive the color of down bar, its shadow and border of bearish candlestick's body
if(!ChartGetInteger(chart_ID,CHART_COLOR_CHART_DOWN,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((color)result);
}
//+-------------------------------------------------------------------------------+
//| Sets the color of down bar, shadow and border of a bearish candlestick's body |
//+-------------------------------------------------------------------------------+
bool ChartDownColorSet(const color clr,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set the color of down bar, its shadow and border of bearish candlestick's body
if(!ChartSetInteger(chart_ID,CHART_COLOR_CHART_DOWN,clr))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_COLOR_CHART_LINE – color of the chart line and Doji candlesticks.
//+------------------------------------------------------------------+
//| Gets the color of chart line and Doji candlesticks |
//+------------------------------------------------------------------+
color ChartLineColorGet(const long chart_ID=0)
{
//--- prepare the variable to receive the color
long result=clrNONE;
//--- reset the error value
ResetLastError();
//--- receive color of the chart line and Doji candlesticks
if(!ChartGetInteger(chart_ID,CHART_COLOR_CHART_LINE,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((color)result);
© 2000-2017, MetaQuotes Software Corp.
312 Standard Constants, Enumerations and Structures
}
//+------------------------------------------------------------------+
//| Sets the color of chart line and Doji candlesticks |
//+------------------------------------------------------------------+
bool ChartLineColorSet(const color clr,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set color of the chart line and Doji candlesticks
if(!ChartSetInteger(chart_ID,CHART_COLOR_CHART_LINE,clr))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_COLOR_CANDLE_BULL – color of bullish candlestick's body.
//+------------------------------------------------------------------+
//| Gets the color of bullish candlestick's body |
//+------------------------------------------------------------------+
color ChartBullColorGet(const long chart_ID=0)
{
//--- prepare the variable to receive the color
long result=clrNONE;
//--- reset the error value
ResetLastError();
//--- receive the color of bullish candlestick's body
if(!ChartGetInteger(chart_ID,CHART_COLOR_CANDLE_BULL,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((color)result);
}
//+------------------------------------------------------------------+
//| Sets the color of bullish candlestick's body |
//+------------------------------------------------------------------+
bool ChartBullColorSet(const color clr,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set the color of bullish candlestick's body
if(!ChartSetInteger(chart_ID,CHART_COLOR_CANDLE_BULL,clr))
© 2000-2017, MetaQuotes Software Corp.
313 Standard Constants, Enumerations and Structures
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_COLOR_CANDLE_BEAR – color of bearish candlestick's body.
//+------------------------------------------------------------------+
//| Gets the color of bearish candlestick's body |
//+------------------------------------------------------------------+
color ChartBearColorGet(const long chart_ID=0)
{
//--- prepare the variable to receive the color
long result=clrNONE;
//--- reset the error value
ResetLastError();
//--- receive the color of bearish candlestick's body
if(!ChartGetInteger(chart_ID,CHART_COLOR_CANDLE_BEAR,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((color)result);
}
//+------------------------------------------------------------------+
//| Sets the color of bearish candlestick's body |
//+------------------------------------------------------------------+
bool ChartBearColorSet(const color clr,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set the color of bearish candlestick's body
if(!ChartSetInteger(chart_ID,CHART_COLOR_CANDLE_BEAR,clr))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
314 Standard Constants, Enumerations and Structures
· CHART_COLOR_BID – Bid price line color.
//+------------------------------------------------------------------+
//| Gets the color of Bid line |
//+------------------------------------------------------------------+
color ChartBidColorGet(const long chart_ID=0)
{
//--- prepare the variable to receive the color
long result=clrNONE;
//--- reset the error value
ResetLastError();
//--- receive the color of Bid price line
if(!ChartGetInteger(chart_ID,CHART_COLOR_BID,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((color)result);
}
//+------------------------------------------------------------------+
//| Sets the color of Bid line |
//+------------------------------------------------------------------+
bool ChartBidColorSet(const color clr,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set the color of Bid price line
if(!ChartSetInteger(chart_ID,CHART_COLOR_BID,clr))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_COLOR_ASK – Ask price line color.
//+------------------------------------------------------------------+
//| Gets the color of Ask line |
//+------------------------------------------------------------------+
color ChartAskColorGet(const long chart_ID=0)
{
//--- prepare the variable to receive the color
long result=clrNONE;
//--- reset the error value
© 2000-2017, MetaQuotes Software Corp.
315 Standard Constants, Enumerations and Structures
ResetLastError();
//--- receive the color of Ask price line
if(!ChartGetInteger(chart_ID,CHART_COLOR_ASK,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((color)result);
}
//+------------------------------------------------------------------+
//| Sets the color of Ask line |
//+------------------------------------------------------------------+
bool ChartAskColorSet(const color clr,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set the color of Ask price line
if(!ChartSetInteger(chart_ID,CHART_COLOR_ASK,clr))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_COLOR_LAST – color of the last performed deal's price line (Last).
//+------------------------------------------------------------------+
//| Gets the color of the last performed deal's price line |
//+------------------------------------------------------------------+
color ChartLastColorGet(const long chart_ID=0)
{
//--- prepare the variable to receive the color
long result=clrNONE;
//--- reset the error value
ResetLastError();
//--- receive color of the last performed deal's price line (Last)
if(!ChartGetInteger(chart_ID,CHART_COLOR_LAST,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((color)result);
}
© 2000-2017, MetaQuotes Software Corp.
316 Standard Constants, Enumerations and Structures
//+------------------------------------------------------------------+
//| Sets the color of the last performed deal's price line |
//+------------------------------------------------------------------+
bool ChartLastColorSet(const color clr,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set color of the last performed deal's price line (Last)
if(!ChartSetInteger(chart_ID,CHART_COLOR_LAST,clr))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_COLOR_STOP_LEVEL – stop order level color (Stop Loss and Take Profit).
//+------------------------------------------------------------------+
//| Gets the color of Stop Loss and Take Profit levels |
//+------------------------------------------------------------------+
color ChartStopLevelColorGet(const long chart_ID=0)
{
//--- prepare the variable to receive the color
long result=clrNONE;
//--- reset the error value
ResetLastError();
//--- receive the color of stop order levels (Stop Loss and Take Profit)
if(!ChartGetInteger(chart_ID,CHART_COLOR_STOP_LEVEL,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return((color)result);
}
//+------------------------------------------------------------------+
//| Sets the color of Stop Loss and Take Profit levels |
//+------------------------------------------------------------------+
bool ChartStopLevelColorSet(const color clr,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set the color of stop order levels (Stop Loss and Take Profit)
if(!ChartSetInteger(chart_ID,CHART_COLOR_STOP_LEVEL,clr))
{
© 2000-2017, MetaQuotes Software Corp.
317 Standard Constants, Enumerations and Structures
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SHOW_TRADE_LEVELS – property of displaying trade levels on the chart (levels of open
positions, Stop Loss, Take Profit and pending orders).
//+------------------------------------------------------------------+
//| Checks if trading levels are displayed on chart |
//+------------------------------------------------------------------+
bool ChartShowTradeLevelsGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SHOW_TRADE_LEVELS,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Enables/disables displaying of trading levels |
//+------------------------------------------------------------------+
bool ChartShowTradeLevelsSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SHOW_TRADE_LEVELS,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
© 2000-2017, MetaQuotes Software Corp.
318 Standard Constants, Enumerations and Structures
· CHART_DRAG_TRADE_LEVELS – property of enabling the ability to drag trading levels on a chart
using mouse.
//+----------------------------------------------------------------------+
//| Checks if dragging of trading levels on chart using mouse is allowed |
//+----------------------------------------------------------------------+
bool ChartDragTradeLevelsGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_DRAG_TRADE_LEVELS,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Enables/disables dragging of trading levels on chart using mouse |
//+------------------------------------------------------------------+
bool ChartDragTradeLevelsSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_DRAG_TRADE_LEVELS,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SHOW_DATE_SCALE – property of displaying the time scale on a chart.
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
319 Standard Constants, Enumerations and Structures
//| Checks if the time scale is displayed on chart |
//+------------------------------------------------------------------+
bool ChartShowDateScaleGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SHOW_DATE_SCALE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Enables/disables displaying of the time scale on chart |
//+------------------------------------------------------------------+
bool ChartShowDateScaleSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SHOW_DATE_SCALE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SHOW_PRICE_SCALE – property of displaying the price scale on a chart.
//+------------------------------------------------------------------+
//| Checks if the price scale is displayed on chart |
//+------------------------------------------------------------------+
bool ChartShowPriceScaleGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
© 2000-2017, MetaQuotes Software Corp.
320 Standard Constants, Enumerations and Structures
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SHOW_PRICE_SCALE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Enables/disables displaying of the price scale on chart |
//+------------------------------------------------------------------+
bool ChartShowPriceScaleSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SHOW_PRICE_SCALE,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SHOW_ONE_CLICK – property of displaying the "One click trading" panel on a chart.
//+------------------------------------------------------------------+
//| Checks if the "One click trading" panel is displayed on chart |
//+------------------------------------------------------------------+
bool ChartShowOneClickPanelGet(bool &result,const long chart_ID=0)
{
//--- prepare the variable to get the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_SHOW_ONE_CLICK,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
© 2000-2017, MetaQuotes Software Corp.
321 Standard Constants, Enumerations and Structures
}
//--- store the value of the chart property in memory
result=value;
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Enables/disables displaying of the "One click trading" panel |
//| on chart |
//+------------------------------------------------------------------+
bool ChartShowOneClickPanelSet(const bool value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetInteger(chart_ID,CHART_SHOW_ONE_CLICK,0,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_SHIFT_SIZE – shift size of the zero bar from the right border in percentage values.
//+-----------------------------------------------------------------+
//| Gets the size of shifting of the zero bar from the right border |
//| of the chart in percentage values (from 10% up to 50%) |
//+-----------------------------------------------------------------+
double ChartShiftSizeGet(const long chart_ID=0)
{
//--- prepare the variable to get the result
double result=EMPTY_VALUE;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetDouble(chart_ID,CHART_SHIFT_SIZE,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return(result);
}
//+-----------------------------------------------------------------------------+
//| Gets the size of shifting of the zero bar from the right border |
© 2000-2017, MetaQuotes Software Corp.
322 Standard Constants, Enumerations and Structures
//| of the chart in percentage values (from 10% up to 50%). |
//| To enable the shift mode, CHART_SHIFT property value should be set to true. |
//+-----------------------------------------------------------------------------+
bool ChartShiftSizeSet(const double value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetDouble(chart_ID,CHART_SHIFT_SIZE,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_FIXED_POSITION – chart fixed position from the left border in percentage value.
//+----------------------------------------------------------------------------------------+
//| Gets the location of chart's fixed position from the left border (in percentage value) |
//+----------------------------------------------------------------------------------------+
double ChartFixedPositionGet(const long chart_ID=0)
{
//--- prepare the variable to get the result
double result=EMPTY_VALUE;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetDouble(chart_ID,CHART_FIXED_POSITION,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return(result);
}
//+-----------------------------------------------------------------------------------------+
//| Gets the location of chart's fixed position from the left border (in percentage value). |
//| To view the location of chart's fixed position, the value of CHART_AUTOSCROLL property |
//| should be set to false. |
//+-----------------------------------------------------------------------------------------+
bool ChartFixedPositionSet(const double value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
© 2000-2017, MetaQuotes Software Corp.
323 Standard Constants, Enumerations and Structures
if(!ChartSetDouble(chart_ID,CHART_FIXED_POSITION,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_FIXED_MAX – property of the chart's fixed maximum.
//+------------------------------------------------------------------+
//| Gets the value of chart's fixed maximum |
//+------------------------------------------------------------------+
double ChartFixedMaxGet(const long chart_ID=0)
{
//--- prepare the variable to get the result
double result=EMPTY_VALUE;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetDouble(chart_ID,CHART_FIXED_MAX,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return(result);
}
//+------------------------------------------------------------------+
//| Sets the value of chart's fixed maximum. |
//| To change the value of the property, CHART_SCALEFIX property |
//| value should be preliminarily set to true. |
//+------------------------------------------------------------------+
bool ChartFixedMaxSet(const double value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetDouble(chart_ID,CHART_FIXED_MAX,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
© 2000-2017, MetaQuotes Software Corp.
324 Standard Constants, Enumerations and Structures
· CHART_FIXED_MIN – property of the chart's fixed minimum.
//+------------------------------------------------------------------+
//| Gets the value of chart's fixed minimum |
//+------------------------------------------------------------------+
double ChartFixedMinGet(const long chart_ID=0)
{
//--- prepare the variable to get the result
double result=EMPTY_VALUE;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetDouble(chart_ID,CHART_FIXED_MIN,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return(result);
}
//+------------------------------------------------------------------+
//| Sets the value of chart's fixed minimum. |
//| To change the value of the property, CHART_SCALEFIX property |
//| value should be preliminarily set to true. |
//+------------------------------------------------------------------+
bool ChartFixedMinSet(const double value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetDouble(chart_ID,CHART_FIXED_MIN,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_POINTS_PER_BAR – value of scale in points per bar.
//+------------------------------------------------------------------+
//| Gets the value of chart scale in points per bar |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
325 Standard Constants, Enumerations and Structures
double ChartPointsPerBarGet(const long chart_ID=0)
{
//--- prepare the variable to get the result
double result=EMPTY_VALUE;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetDouble(chart_ID,CHART_POINTS_PER_BAR,0,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return(result);
}
//+----------------------------------------------------------------------+
//| Sets the value of chart scale in points per bar. |
//| To view the result of this property's value change, the value of |
//| CHART_SCALE_PT_PER_BAR property should be preliminarily set to true. |
//+----------------------------------------------------------------------+
bool ChartPointsPerBarSet(const double value,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetDouble(chart_ID,CHART_POINTS_PER_BAR,value))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_PRICE_MIN returns the value of the chart minimum.
//+----------------------------------------------------------------------+
//| Gets the value of chart minimum in the main window or in a subwindow |
//+----------------------------------------------------------------------+
double ChartPriceMin(const long chart_ID=0,const int sub_window=0)
{
//--- prepare the variable to get the result
double result=EMPTY_VALUE;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetDouble(chart_ID,CHART_PRICE_MIN,sub_window,result))
© 2000-2017, MetaQuotes Software Corp.
326 Standard Constants, Enumerations and Structures
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return(result);
}
· CHART_PRICE_MAX returns the value of the chart maximum.
//+----------------------------------------------------------------------+
//| Gets the value of chart maximum in the main window or in a subwindow |
//+----------------------------------------------------------------------+
double ChartPriceMax(const long chart_ID=0,const int sub_window=0)
{
//--- prepare the variable to get the result
double result=EMPTY_VALUE;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetDouble(chart_ID,CHART_PRICE_MAX,sub_window,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
}
//--- return the value of the chart property
return(result);
}
· CHART_COMMENT – comment on the chart.
//+------------------------------------------------------------------+
//| Gets comment in the upper left corner of chart |
//+------------------------------------------------------------------+
bool ChartCommentGet(string &result,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetString(chart_ID,CHART_COMMENT,result))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
© 2000-2017, MetaQuotes Software Corp.
327 Standard Constants, Enumerations and Structures
}
//+------------------------------------------------------------------+
//| Gets comment in the upper left corner of chart |
//+------------------------------------------------------------------+
bool ChartCommentSet(const string str,const long chart_ID=0)
{
//--- reset the error value
ResetLastError();
//--- set property value
if(!ChartSetString(chart_ID,CHART_COMMENT,str))
{
//--- display the error message in Experts journal
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
· CHART_IS_MAXIMIZED - chart window is maximized.
//+------------------------------------------------------------------+
//| Defines if the current chart window is maximized |
//+------------------------------------------------------------------+
bool ChartWindowsIsMaximized(bool &result,const long chart_ID=0)
{
//--- prepare the variable for receiving the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_IS_MAXIMIZED))
{
//--- display an error message in the Experts log
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the chart property value in the variable
result=value;
//--- successful execution
return(true);
}
· CHART_IS_MINIMIZED – chart window is minimized.
© 2000-2017, MetaQuotes Software Corp.
328 Standard Constants, Enumerations and Structures
//+------------------------------------------------------------------+
//| Defines if the current chart window is minimized |
//+------------------------------------------------------------------+
bool ChartWindowsIsMinimized(bool &result,const long chart_ID=0)
{
//--- prepare the variable for receiving the property value
long value;
//--- reset the error value
ResetLastError();
//--- receive the property value
if(!ChartGetInteger(chart_ID,CHART_IS_MINIMIZED))
{
//--- display an error message in the Experts log
Print(__FUNCTION__+", Error Code = ",GetLastError());
return(false);
}
//--- store the chart property value in the variable
result=value;
//--- successful execution
return(true);
}
Panel for chart properties
//--- connect the library of control elements
#include <ChartObjects\ChartObjectsTxtControls.mqh>
//--- predefined constants
#define X_PROPERTY_NAME_1 10 // x coordinate of the property name in the first column
#define X_PROPERTY_VALUE_1 225 // x coordinate of the property value in the first column
#define X_PROPERTY_NAME_2 345 // x coordinate of the property name in the second and third colum
#define X_PROPERTY_VALUE_2 550 // x coordinate of the property value in the second and third colu
#define X_BUTTON_1 285 // x coordinate of the button in the first column
#define X_BUTTON_2 700 // x coordinate of the button in the second column
#define Y_PROPERTY_1 30 // y coordinate of the beginning of the first and second column
#define Y_PROPERTY_2 286 // y coordinate of the beginning of the third column
#define Y_DISTANCE 16 // y axial distance between the lines
#define LAST_PROPERTY_NUMBER 111 // number of the last graphical property
//--- input parameters
input color InpFirstColor=clrDodgerBlue; // Color of odd lines
input color InpSecondColor=clrGoldenrod; // Color of even lines
//--- variables and arrays
CChartObjectLabel ExtLabelsName[]; // labels for displaying property names
CChartObjectLabel ExtLabelsValue[]; // labels for displaying property values
CChartObjectButton ExtButtons[]; // buttons
int ExtNumbers[]; // property indices
string ExtNames[]; // property names
uchar ExtDataTypes[]; // property data types (integer, double, string)
uint ExtGroupTypes[]; // array that stores the data on belonging of properties to on
uchar ExtDrawTypes[]; // array that stores the data on the type of property display
double ExtMaxValue[]; // maximum property values that are possible when working with
double ExtMinValue[]; // minimum property values that are possible when working with
© 2000-2017, MetaQuotes Software Corp.
329 Standard Constants, Enumerations and Structures
double ExtStep[]; // steps for changing properties
int ExtCount; // total number of all properties
color ExtColors[2]; // array of colors for displaying lines
string ExtComments[2]; // array of comments (for CHART_COMMENT property)
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- display a comment on the chart
Comment("SomeComment");
//--- store colors in the array to be able to switch between them later
ExtColors[0]=InpFirstColor;
ExtColors[1]=InpSecondColor;
//--- store comments in the array to be able to switch between them later
ExtComments[0]="FirstComment";
ExtComments[1]="SecondComment";
//--- prepare and display the control panel for managing chart properties
if(!PrepareControls())
return(INIT_FAILED);
//--- successful execution
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Deinitialization function of the expert |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- remove the comment on the chart
Comment("");
}
//+------------------------------------------------------------------+
//| Handler of a chart event |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
const long &lparam,
const double &dparam,
const string &sparam)
{
//--- check the event of clicking the chart object
if(id==CHARTEVENT_OBJECT_CLICK)
{
//--- divide the object name by separator
string obj_name[];
StringSplit(sparam,'_',obj_name);
//--- check if the object is a button
if(obj_name[0]=="Button")
{
//--- receive button index
© 2000-2017, MetaQuotes Software Corp.
330 Standard Constants, Enumerations and Structures
int index=(int)StringToInteger(obj_name[1]);
//--- unpress the button
ExtButtons[index].State(false);
//--- set the new value of the property depending on its type
if(ExtDataTypes[index]=='I')
ChangeIntegerProperty(index);
if(ExtDataTypes[index]=='D')
ChangeDoubleProperty(index);
if(ExtDataTypes[index]=='S')
ChangeStringProperty(index);
}
}
//--- re-draw property values
RedrawProperties();
ChartRedraw();
}
//+------------------------------------------------------------------+
//| Changes an integer property of chart |
//+------------------------------------------------------------------+
void ChangeIntegerProperty(const int index)
{
//--- receive the current property value
long value=ChartGetInteger(0,(ENUM_CHART_PROPERTY_INTEGER)ExtNumbers[index]);
//--- define the following property value
switch(ExtDrawTypes[index])
{
case 'C':
value=GetNextColor((color)value);
break;
default:
value=(long)GetNextValue((double)value,index);
break;
}
//--- set the new property value
ChartSetInteger(0,(ENUM_CHART_PROPERTY_INTEGER)ExtNumbers[index],0,value);
}
//+------------------------------------------------------------------+
//| Changes a double property of chart |
//+------------------------------------------------------------------+
void ChangeDoubleProperty(const int index)
{
//--- receive the current property value
double value=ChartGetDouble(0,(ENUM_CHART_PROPERTY_DOUBLE)ExtNumbers[index]);
//--- define the following property value
value=GetNextValue(value,index);
//--- set the new property value
ChartSetDouble(0,(ENUM_CHART_PROPERTY_DOUBLE)ExtNumbers[index],value);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
331 Standard Constants, Enumerations and Structures
//| Changes a string property of chart |
//+------------------------------------------------------------------+
void ChangeStringProperty(const int index)
{
//--- static variable for switching inside ExtComments array
static uint comment_index=1;
//--- change index for receiving another comment
comment_index=1-comment_index;
//--- set the new property value
ChartSetString(0,(ENUM_CHART_PROPERTY_STRING)ExtNumbers[index],ExtComments[comment_index]);
}
//+------------------------------------------------------------------+
//| Gets the next property value |
//+------------------------------------------------------------------+
double GetNextValue(const double value,const int index)
{
if(value+ExtStep[index]<=ExtMaxValue[index])
return(value+ExtStep[index]);
else
return(ExtMinValue[index]);
}
//+------------------------------------------------------------------+
//| Gets the next color for color type property |
//+------------------------------------------------------------------+
color GetNextColor(const color clr)
{
//--- return the following color value
switch(clr)
{
case clrWhite: return(clrRed);
case clrRed: return(clrGreen);
case clrGreen: return(clrBlue);
case clrBlue: return(clrBlack);
default: return(clrWhite);
}
}
//+------------------------------------------------------------------+
//| Re-draws property values |
//+------------------------------------------------------------------+
void RedrawProperties(void)
{
//--- property value text
string text;
long value;
//--- loop of the number of properties
for(int i=0;i<ExtCount;i++)
{
text="";
switch(ExtDataTypes[i])
© 2000-2017, MetaQuotes Software Corp.
332 Standard Constants, Enumerations and Structures
{
case 'I':
//--- receive the current property value
if(!ChartGetInteger(0,(ENUM_CHART_PROPERTY_INTEGER)ExtNumbers[i],0,value))
break;
//--- integer property text
switch(ExtDrawTypes[i])
{
//--- color property
case 'C':
text=(string)((color)value);
break;
//--- boolean property
case 'B':
text=(string)((bool)value);
break;
//--- ENUM_CHART_MODE enumeration property
case 'M':
text=EnumToString((ENUM_CHART_MODE)value);
break;
//--- ENUM_CHART_VOLUME_MODE enumeration property
case 'V':
text=EnumToString((ENUM_CHART_VOLUME_MODE)value);
break;
//--- int type number
default:
text=IntegerToString(value);
break;
}
break;
case 'D':
//--- double property text
text=DoubleToString(ChartGetDouble(0,(ENUM_CHART_PROPERTY_DOUBLE)ExtNumbers[i]),4);
break;
case 'S':
//--- string property text
text=ChartGetString(0,(ENUM_CHART_PROPERTY_STRING)ExtNumbers[i]);
break;
}
//--- display property value
ExtLabelsValue[i].Description(text);
}
}
//+------------------------------------------------------------------+
//| Creates panel for managing chart properties |
//+------------------------------------------------------------------+
bool PrepareControls(void)
{
//--- allocate memory for arrays with a reserve
© 2000-2017, MetaQuotes Software Corp.
333 Standard Constants, Enumerations and Structures
MemoryAllocation(LAST_PROPERTY_NUMBER+1);
//--- variables
int i=0; // loop variable
int col_1=0; // number of properties in the first column
int col_2=0; // number of properties in the second column
int col_3=0; // number of properties in the third column
//--- current number of properties - 0
ExtCount=0;
//--- looking for properties in the loop
while(i<=LAST_PROPERTY_NUMBER)
{
//--- store the current number of the property
ExtNumbers[ExtCount]=i;
//--- increase the value of the loop variable
i++;
//--- check if there is a property with such a number
if(CheckNumber(ExtNumbers[ExtCount],ExtNames[ExtCount],ExtDataTypes[ExtCount],ExtGroupTypes[E
{
//--- create control elements for the property
switch(ExtGroupTypes[ExtCount])
{
case 1:
//--- create labels and a button for the property
if(!ShowProperty(ExtCount,0,X_PROPERTY_NAME_1,X_PROPERTY_VALUE_1,X_BUTTON_1,Y_PROPER
return(false);
//--- number of the elements in the first column has increased
col_1++;
break;
case 2:
//--- create labels and a button for the property
if(!ShowProperty(ExtCount,1,X_PROPERTY_NAME_2,X_PROPERTY_VALUE_2,X_BUTTON_2,Y_PROPER
return(false);
//--- number of the elements in the second column has increased
col_2++;
break;
case 3:
//--- create only labels for the property
if(!ShowProperty(ExtCount,2,X_PROPERTY_NAME_2,X_PROPERTY_VALUE_2,0,Y_PROPERTY_2+col_
return(false);
//--- number of the elements in the third column has increased
col_3++;
break;
}
//--- define maximum and minimum property value and step
GetMaxMinStep(ExtNumbers[ExtCount],ExtMaxValue[ExtCount],ExtMinValue[ExtCount],ExtStep[Ext
//--- increase the number of properties
ExtCount++;
}
}
© 2000-2017, MetaQuotes Software Corp.
334 Standard Constants, Enumerations and Structures
//--- free the memory not used by arrays
MemoryAllocation(ExtCount);
//--- re-draw property values
RedrawProperties();
ChartRedraw();
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Allocates memory for arrays |
//+------------------------------------------------------------------+
void MemoryAllocation(const int size)
{
ArrayResize(ExtLabelsName,size);
ArrayResize(ExtLabelsValue,size);
ArrayResize(ExtButtons,size);
ArrayResize(ExtNumbers,size);
ArrayResize(ExtNames,size);
ArrayResize(ExtDataTypes,size);
ArrayResize(ExtGroupTypes,size);
ArrayResize(ExtDrawTypes,size);
ArrayResize(ExtMaxValue,size);
ArrayResize(ExtMinValue,size);
ArrayResize(ExtStep,size);
}
//+------------------------------------------------------------------+
//| Checks if the property index belongs to the one of |
//| ENUM_CHART_PROPERTIES enumerations |
//+------------------------------------------------------------------+
bool CheckNumber(const int ind,string &name,uchar &data_type,uint &group_type,uchar &draw_type)
{
//--- check if the property is of integer type
ResetLastError();
name=EnumToString((ENUM_CHART_PROPERTY_INTEGER)ind);
if(_LastError==0)
{
data_type='I'; // property from ENUM_CHART_PROPERTY_INTEGER enumeration
GetTypes(ind,group_type,draw_type); // define property display parameters
return(true);
}
//--- check if the property is of double type
ResetLastError();
name=EnumToString((ENUM_CHART_PROPERTY_DOUBLE)ind);
if(_LastError==0)
{
data_type='D'; // property from ENUM_CHART_PROPERTY_DOUBLE enumeration
GetTypes(ind,group_type,draw_type); // define property display parameters
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
335 Standard Constants, Enumerations and Structures
//--- check if the property is of string type
ResetLastError();
name=EnumToString((ENUM_CHART_PROPERTY_STRING)ind);
if(_LastError==0)
{
data_type='S'; // property from ENUM_CHART_PROPERTY_STRING enumeration
GetTypes(ind,group_type,draw_type); // define property display parameters
return(true);
}
//--- property does not belong to any enumeration
return(false);
}
//+------------------------------------------------------------------+
//| Defines the group in which property should be stored, |
//| as well as its display type |
//+------------------------------------------------------------------+
void GetTypes(const int property_number,uint &group_type,uchar &draw_type)
{
//--- check if the property belongs to the third group
//--- third group properties are displayed in the second column starting from CHART_BRING_TO_TOP
if(CheckThirdGroup(property_number,group_type,draw_type))
return;
//--- check if the property belongs to the second group
//--- second group properties are displayed at the beginning of the second column
if(CheckSecondGroup(property_number,group_type,draw_type))
return;
//--- if you find yourself here, the property belongs to the first group (first column)
CheckFirstGroup(property_number,group_type,draw_type);
}
//+----------------------------------------------------------------------+
//| Checks if property belongs to the third group and |
//| defines its display type in case of a positive answer |
//+----------------------------------------------------------------------+
bool CheckThirdGroup(const int property_number,uint &group_type,uchar &draw_type)
{
//--- check if the property belongs to the third group
switch(property_number)
{
//--- boolean properties
case CHART_IS_OBJECT:
case CHART_WINDOW_IS_VISIBLE:
draw_type='B';
break;
//--- integer properties
case CHART_VISIBLE_BARS:
case CHART_WINDOWS_TOTAL:
case CHART_WINDOW_HANDLE:
case CHART_WINDOW_YDISTANCE:
case CHART_FIRST_VISIBLE_BAR:
© 2000-2017, MetaQuotes Software Corp.
336 Standard Constants, Enumerations and Structures
case CHART_WIDTH_IN_BARS:
case CHART_WIDTH_IN_PIXELS:
draw_type='I';
break;
//--- double properties
case CHART_PRICE_MIN:
case CHART_PRICE_MAX:
draw_type='D';
break;
//--- in fact, this property is a command of displaying the chart on top of all the others
//--- there is no need to apply this panel, as the window will always be
//--- on top of other ones before we use it
case CHART_BRING_TO_TOP:
draw_type=' ';
break;
//--- property does not belong to the third group
default:
return(false);
}
//--- property belongs to the third group
group_type=3;
return(true);
}
//+----------------------------------------------------------------------+
//| Checks if property belongs to the second group and |
//| defines its display type in case of a positive answer |
//+----------------------------------------------------------------------+
bool CheckSecondGroup(const int property_number,uint &group_type,uchar &draw_type)
{
//--- check if the property belongs to the second group
switch(property_number)
{
//--- ENUM_CHART_MODE type property
case CHART_MODE:
draw_type='M';
break;
//--- ENUM_CHART_VOLUME_MODE type property
case CHART_SHOW_VOLUMES:
draw_type='V';
break;
//--- string property
case CHART_COMMENT:
draw_type='S';
break;
//--- color property
case CHART_COLOR_BACKGROUND:
case CHART_COLOR_FOREGROUND:
case CHART_COLOR_GRID:
case CHART_COLOR_VOLUME:
© 2000-2017, MetaQuotes Software Corp.
337 Standard Constants, Enumerations and Structures
case CHART_COLOR_CHART_UP:
case CHART_COLOR_CHART_DOWN:
case CHART_COLOR_CHART_LINE:
case CHART_COLOR_CANDLE_BULL:
case CHART_COLOR_CANDLE_BEAR:
case CHART_COLOR_BID:
case CHART_COLOR_ASK:
case CHART_COLOR_LAST:
case CHART_COLOR_STOP_LEVEL:
draw_type='C';
break;
//--- property does not belong to the second group
default:
return(false);
}
//--- property belongs to the second group
group_type=2;
return(true);
}
//+-----------------------------------------------------------------------+
//| Called only if it is already known that property does not belong |
//| to the second and third property groups |
//+-----------------------------------------------------------------------+
void CheckFirstGroup(const int property_number,uint &group_type,uchar &draw_type)
{
//--- the property belongs to the first group
group_type=1;
//--- define property display type
switch(property_number)
{
//--- integer properties
case CHART_SCALE:
case CHART_HEIGHT_IN_PIXELS:
draw_type='I';
return;
//--- double properties
case CHART_SHIFT_SIZE:
case CHART_FIXED_POSITION:
case CHART_FIXED_MAX:
case CHART_FIXED_MIN:
case CHART_POINTS_PER_BAR:
draw_type='D';
return;
//--- only boolean properties have remained
default:
draw_type='B';
return;
}
}
© 2000-2017, MetaQuotes Software Corp.
338 Standard Constants, Enumerations and Structures
//+------------------------------------------------------------------+
//| Creates label and button for property |
//+------------------------------------------------------------------+
bool ShowProperty(const int ind,const int type,const int x1,const int x2,
const int xb,const int y,const bool btn)
{
//--- static array for switching inside ExtColors color array
static uint color_index[3]={1,1,1};
//--- change index for receiving another color
color_index[type]=1-color_index[type];
//--- display labels and a button (if btn=true) for the property
if(!LabelCreate(ExtLabelsName[ind],"name_"+(string)ind,ExtNames[ind],ExtColors[color_index[type]
return(false);
if(!LabelCreate(ExtLabelsValue[ind],"value_"+(string)ind,"",ExtColors[color_index[type]],x2,y))
return(false);
if(btn && !ButtonCreate(ExtButtons[ind],(string)ind,xb,y+1))
return(false);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Creates label |
//+------------------------------------------------------------------+
bool LabelCreate(CChartObjectLabel &lbl,const string name,const string text,
const color clr,const int x,const int y)
{
if(!lbl.Create(0,"Label_"+name,0,x,y)) return(false);
if(!lbl.Description(text)) return(false);
if(!lbl.FontSize(10)) return(false);
if(!lbl.Color(clr)) return(false);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Creates button |
//+------------------------------------------------------------------+
bool ButtonCreate(CChartObjectButton &btn,const string name,
const int x,const int y)
{
if(!btn.Create(0,"Button_"+name,0,x,y,50,15)) return(false);
if(!btn.Description("Next")) return(false);
if(!btn.FontSize(10)) return(false);
if(!btn.Color(clrBlack)) return(false);
if(!btn.BackColor(clrWhite)) return(false);
if(!btn.BorderColor(clrBlack)) return(false);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
339 Standard Constants, Enumerations and Structures
//| Defines maximum and minimum property value and step |
//+------------------------------------------------------------------+
void GetMaxMinStep(const int property_number,double &max,double &min,double &step)
{
double value;
//--- set values depending on the property type
switch(property_number)
{
case CHART_SCALE:
max=5;
min=0;
step=1;
break;
case CHART_MODE:
case CHART_SHOW_VOLUMES:
max=2;
min=0;
step=1;
break;
case CHART_SHIFT_SIZE:
max=50;
min=10;
step=2.5;
break;
case CHART_FIXED_POSITION:
max=90;
min=0;
step=15;
break;
case CHART_POINTS_PER_BAR:
max=19;
min=1;
step=3;
break;
case CHART_FIXED_MAX:
value=ChartGetDouble(0,CHART_FIXED_MAX);
max=value*1.25;
min=value;
step=value/32;
break;
case CHART_FIXED_MIN:
value=ChartGetDouble(0,CHART_FIXED_MIN);
max=value;
min=value*0.75;
step=value/32;
break;
case CHART_HEIGHT_IN_PIXELS:
max=700;
min=520;
© 2000-2017, MetaQuotes Software Corp.
340 Standard Constants, Enumerations and Structures
step=30;
break;
//--- default values
default:
max=1;
min=0;
step=1;
}
}
© 2000-2017, MetaQuotes Software Corp.
341 Standard Constants, Enumerations and Structures
Object Constants
There are 44 graphical objects that can be created and displayed in the price chart. All constants for
working with objects are divided into 9 groups:
· Object types – Identifiers of graphical objects;
· Object properties – setting and getting properties of graphical objects;
· Methods of object binding – constants of object positioning in the chart;
· Binding corner – setting the corner relative to which an object is positioned on chart;
· Visibility of objects – setting timeframes in which an object is visible;
· Levels of Elliott Waves – gradation of waves;
· Gann objects – trend constants for Gann fan and Gann grid;
· Web colors – constants of predefined web colors;
· Wingdings – codes of characters of the Wingdings font.
© 2000-2017, MetaQuotes Software Corp.
342 Standard Constants, Enumerations and Structures
Object Types
When a graphical object is created using the ObjectCreate() function, it's necessary to specify the type
of object being created, which can be one of the values of the ENUM_OBJECT enumeration. Further
specifications of object properties are possible using functions for working with graphical objects.
ENUM_OBJECT
ID Description
OBJ_VLINE Vertical Line
OBJ_HLINE Horizontal Line
OBJ_TREND Trend Line
OBJ_TRENDBYANGLE Trend Line By Angle
OBJ_CYCLES Cycle Lines
OBJ_ARROWED_LINE Arrowed Line
OBJ_CHANNEL Equidistant Channel
OBJ_STDDEVCHANNEL Standard Deviation Channel
OBJ_REGRESSION Linear Regression Channel
OBJ_PITCHFORK Andrews’ Pitchfork
OBJ_GANNLINE Gann Line
OBJ_GANNFAN Gann Fan
OBJ_GANNGRID Gann Grid
OBJ_FIBO Fibonacci Retracement
OBJ_FIBOTIMES Fibonacci Time Zones
OBJ_FIBOFAN Fibonacci Fan
OBJ_FIBOARC Fibonacci Arcs
OBJ_FIBOCHANNEL Fibonacci Channel
OBJ_EXPANSION Fibonacci Expansion
OBJ_ELLIOTWAVE5 Elliott Motive Wave
OBJ_ELLIOTWAVE3 Elliott Correction Wave
OBJ_RECTANGLE Rectangle
OBJ_TRIANGLE Triangle
OBJ_ELLIPSE Ellipse
OBJ_ARROW_THUMB_UP Thumbs Up
OBJ_ARROW_THUMB_DOWN Thumbs Down
© 2000-2017, MetaQuotes Software Corp.
343 Standard Constants, Enumerations and Structures
OBJ_ARROW_UP Arrow Up
OBJ_ARROW_DOWN Arrow Down
OBJ_ARROW_STOP Stop Sign
OBJ_ARROW_CHECK Check Sign
OBJ_ARROW_LEFT_PRICE Left Price Label
OBJ_ARROW_RIGHT_PRICE Right Price Label
OBJ_ARROW_BUY Buy Sign
OBJ_ARROW_SELL Sell Sign
OBJ_ARROW Arrow
OBJ_TEXT Text
OBJ_LABEL Label
OBJ_BUTTON Button
OBJ_CHART Chart
OBJ_BITMAP Bitmap
OBJ_BITMAP_LABEL Bitmap Label
OBJ_EDIT Edit
OBJ_EVENT The "Event" object
corresponding to an event in
the economic calendar
OBJ_RECTANGLE_LABEL The "Rectangle label" object
for creating and designing the
custom graphical interface.
© 2000-2017, MetaQuotes Software Corp.
344 Standard Constants, Enumerations and Structures
OBJ_VLINE
Vertical Line.
Note
When drawing a vertical line, it is possible to set the line display mode for all chart windows
(property OBJPROP_RAY).
Example
The following script creates and moves the vertical line on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Vertical Line\" graphical object."
#property description "Anchor point date is set in percentage of"
#property description "the chart window width in bars."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="VLine"; // Line name
input int InpDate=25; // Event date, %
input color InpColor=clrRed; // Line color
input ENUM_LINE_STYLE InpStyle=STYLE_DASH; // Line style
input int InpWidth=3; // Line width
input bool InpBack=false; // Background line
input bool InpSelection=true; // Highlight to move
input bool InpRay=true; // Line's continuation down
© 2000-2017, MetaQuotes Software Corp.
345 Standard Constants, Enumerations and Structures
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create the vertical line |
//+------------------------------------------------------------------+
bool VLineCreate(const long chart_ID=0, // chart's ID
const string name="VLine", // line name
const int sub_window=0, // subwindow index
datetime time=0, // line time
const color clr=clrRed, // line color
const ENUM_LINE_STYLE style=STYLE_SOLID, // line style
const int width=1, // line width
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool ray=true, // line's continuation down
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- if the line time is not set, draw it via the last bar
if(!time)
time=TimeCurrent();
//--- reset the error value
ResetLastError();
//--- create a vertical line
if(!ObjectCreate(chart_ID,name,OBJ_VLINE,sub_window,time,0))
{
Print(__FUNCTION__,
": failed to create a vertical line! Error code = ",GetLastError());
return(false);
}
//--- set line color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set line display style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set line width
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the line by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- enable (true) or disable (false) the mode of displaying the line in the chart subwindows
ObjectSetInteger(chart_ID,name,OBJPROP_RAY,ray);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
© 2000-2017, MetaQuotes Software Corp.
346 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the vertical line |
//+------------------------------------------------------------------+
bool VLineMove(const long chart_ID=0, // chart's ID
const string name="VLine", // line name
datetime time=0) // line time
{
//--- if line time is not set, move the line to the last bar
if(!time)
time=TimeCurrent();
//--- reset the error value
ResetLastError();
//--- move the vertical line
if(!ObjectMove(chart_ID,name,0,time,0))
{
Print(__FUNCTION__,
": failed to move the vertical line! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete the vertical line |
//+------------------------------------------------------------------+
bool VLineDelete(const long chart_ID=0, // chart's ID
const string name="VLine") // line name
{
//--- reset the error value
ResetLastError();
//--- delete the vertical line
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete the vertical line! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
© 2000-2017, MetaQuotes Software Corp.
347 Standard Constants, Enumerations and Structures
//--- check correctness of the input parameters
if(InpDate<0 || InpDate>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- array for storing the date values to be used
//--- for setting and changing line anchor point's coordinates
datetime date[];
//--- memory allocation
ArrayResize(date,bars);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- define points for drawing the line
int d=InpDate*(bars-1)/100;
//--- create a vertical line
if(!VLineCreate(0,InpName,0,date[d],InpColor,InpStyle,InpWidth,InpBack,
InpSelection,InpRay,InpHidden,InpZOrder))
return;
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the line
//--- loop counter
int h_steps=bars/2;
//--- move the line
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d<bars-1)
d+=1;
//--- move the point
if(!VLineMove(0,InpName,date[d]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.03 seconds of delay
Sleep(30);
}
© 2000-2017, MetaQuotes Software Corp.
348 Standard Constants, Enumerations and Structures
//--- 1 second of delay
Sleep(1000);
//--- delete the channel from the chart
VLineDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
349 Standard Constants, Enumerations and Structures
OBJ_HLINE
Horizontal Line.
Example
The following script creates and moves the horizontal line on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Horizontal Line\" graphical object."
#property description "Anchor point price is set in percentage of the height of"
#property description "the chart window."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="HLine"; // Line name
input int InpPrice=25; // Line price, %
input color InpColor=clrRed; // Line color
input ENUM_LINE_STYLE InpStyle=STYLE_DASH; // Line style
input int InpWidth=3; // Line width
input bool InpBack=false; // Background line
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create the horizontal line |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
350 Standard Constants, Enumerations and Structures
bool HLineCreate(const long chart_ID=0, // chart's ID
const string name="HLine", // line name
const int sub_window=0, // subwindow index
double price=0, // line price
const color clr=clrRed, // line color
const ENUM_LINE_STYLE style=STYLE_SOLID, // line style
const int width=1, // line width
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- if the price is not set, set it at the current Bid price level
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- create a horizontal line
if(!ObjectCreate(chart_ID,name,OBJ_HLINE,sub_window,0,price))
{
Print(__FUNCTION__,
": failed to create a horizontal line! Error code = ",GetLastError());
return(false);
}
//--- set line color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set line display style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set line width
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the line by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move horizontal line |
//+------------------------------------------------------------------+
bool HLineMove(const long chart_ID=0, // chart's ID
© 2000-2017, MetaQuotes Software Corp.
351 Standard Constants, Enumerations and Structures
const string name="HLine", // line name
double price=0) // line price
{
//--- if the line price is not set, move it to the current Bid price level
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move a horizontal line
if(!ObjectMove(chart_ID,name,0,0,price))
{
Print(__FUNCTION__,
": failed to move the horizontal line! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete a horizontal line |
//+------------------------------------------------------------------+
bool HLineDelete(const long chart_ID=0, // chart's ID
const string name="HLine") // line name
{
//--- reset the error value
ResetLastError();
//--- delete a horizontal line
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete a horizontal line! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpPrice<0 || InpPrice>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- price array size
int accuracy=1000;
© 2000-2017, MetaQuotes Software Corp.
352 Standard Constants, Enumerations and Structures
//--- array for storing the price values to be used
//--- for setting and changing line anchor point's coordinates
double price[];
//--- memory allocation
ArrayResize(price,accuracy);
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the line
int p=InpPrice*(accuracy-1)/100;
//--- create a horizontal line
if(!HLineCreate(0,InpName,0,price[p],InpColor,InpStyle,InpWidth,InpBack,
InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the line
//--- loop counter
int v_steps=accuracy/2;
//--- move the line
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p<accuracy-1)
p+=1;
//--- move the point
if(!HLineMove(0,InpName,price[p]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- delete from the chart
HLineDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
© 2000-2017, MetaQuotes Software Corp.
353 Standard Constants, Enumerations and Structures
//---
}
© 2000-2017, MetaQuotes Software Corp.
354 Standard Constants, Enumerations and Structures
OBJ_TREND
Trend Line.
Note
For Trend Line, it is possible to specify the mode of continuation of its display to the right and/or
left (OBJPROP_RAY_RIGHT and OBJPROP_RAY_LEFT properties accordingly).
Example
The following script creates and moves the trend line on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Trend Line\" graphical object."
#property description "Anchor point coordinates are set in percentage of"
#property description "the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Trend"; // Line name
input int InpDate1=35; // 1 st point's date, %
input int InpPrice1=60; // 1 st point's price, %
input int InpDate2=65; // 2 nd point's date, %
input int InpPrice2=40; // 2 nd point's price, %
input color InpColor=clrRed; // Line color
input ENUM_LINE_STYLE InpStyle=STYLE_DASH; // Line style
© 2000-2017, MetaQuotes Software Corp.
355 Standard Constants, Enumerations and Structures
input int InpWidth=2; // Line width
input bool InpBack=false; // Background line
input bool InpSelection=true; // Highlight to move
input bool InpRayLeft=false; // Line's continuation to the left
input bool InpRayRight=false; // Line's continuation to the right
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create a trend line by the given coordinates |
//+------------------------------------------------------------------+
bool TrendCreate(const long chart_ID=0, // chart's ID
const string name="TrendLine", // line name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
const color clr=clrRed, // line color
const ENUM_LINE_STYLE style=STYLE_SOLID, // line style
const int width=1, // line width
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool ray_left=false, // line's continuation to the left
const bool ray_right=false, // line's continuation to the right
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeTrendEmptyPoints(time1,price1,time2,price2);
//--- reset the error value
ResetLastError();
//--- create a trend line by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_TREND,sub_window,time1,price1,time2,price2))
{
Print(__FUNCTION__,
": failed to create a trend line! Error code = ",GetLastError());
return(false);
}
//--- set line color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set line display style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set line width
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the line by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
© 2000-2017, MetaQuotes Software Corp.
356 Standard Constants, Enumerations and Structures
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- enable (true) or disable (false) the mode of continuation of the line's display to the left
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_LEFT,ray_left);
//--- enable (true) or disable (false) the mode of continuation of the line's display to the right
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_RIGHT,ray_right);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move trend line anchor point |
//+------------------------------------------------------------------+
bool TrendPointChange(const long chart_ID=0, // chart's ID
const string name="TrendLine", // line name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move trend line's anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| The function deletes the trend line from the chart. |
//+------------------------------------------------------------------+
bool TrendDelete(const long chart_ID=0, // chart's ID
const string name="TrendLine") // line name
{
//--- reset the error value
ResetLastError();
//--- delete a trend line
© 2000-2017, MetaQuotes Software Corp.
357 Standard Constants, Enumerations and Structures
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete a trend line! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of trend line's anchor points and set default |
//| values for empty ones |
//+------------------------------------------------------------------+
void ChangeTrendEmptyPoints(datetime &time1,double &price1,
datetime &time2,double &price2)
{
//--- if the first point's time is not set, it will be on the current bar
if(!time1)
time1=TimeCurrent();
//--- if the first point's price is not set, it will have Bid value
if(!price1)
price1=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the second point's time is not set, it is located 9 bars left from the second one
if(!time2)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time1,10,temp);
//--- set the second point 9 bars left from the first one
time2=temp[0];
}
//--- if the second point's price is not set, it is equal to the first point's one
if(!price2)
price2=price1;
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
© 2000-2017, MetaQuotes Software Corp.
358 Standard Constants, Enumerations and Structures
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing line anchor points' coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the line
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
//--- create a trend line
if(!TrendCreate(0,InpName,0,date[d1],price[p1],date[d2],price[p2],InpColor,InpStyle,
InpWidth,InpBack,InpSelection,InpRayLeft,InpRayRight,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the line's anchor points
//--- loop counter
int v_steps=accuracy/5;
//--- move the first anchor point vertically
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p1>1)
p1-=1;
//--- move the point
if(!TrendPointChange(0,InpName,0,date[d1],price[p1]))
© 2000-2017, MetaQuotes Software Corp.
359 Standard Constants, Enumerations and Structures
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- move the second anchor point vertically
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p2<accuracy-1)
p2+=1;
//--- move the point
if(!TrendPointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- half a second of delay
Sleep(500);
//--- loop counter
int h_steps=bars/2;
//--- move both anchor points horizontally at the same time
for(int i=0;i<h_steps;i++)
{
//--- use the following values
if(d1<bars-1)
d1+=1;
if(d2>1)
d2-=1;
//--- shift the points
if(!TrendPointChange(0,InpName,0,date[d1],price[p1]))
return;
if(!TrendPointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.03 seconds of delay
Sleep(30);
}
//--- 1 second of delay
Sleep(1000);
© 2000-2017, MetaQuotes Software Corp.
360 Standard Constants, Enumerations and Structures
//--- delete a trend line
TrendDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
361 Standard Constants, Enumerations and Structures
OBJ_TRENDBYANGLE
Trend Line By Angle.
Note
For Trend Line By Angle, it is possible to specify the mode of continuation of its display to the right
and/or left (OBJPROP_RAY_RIGHT and OBJPROP_RAY_LEFT properties accordingly).
Both angle and the second anchor point's coordinates can be used to set the slope of the line.
Example
The following script creates and moves the trend line on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Trend Line By Angle\" graphical object."
#property description "Anchor point coordinates are set in percentage of the size of"
#property description "the chart window."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Trend"; // Line name
input int InpDate1=50; // 1 st point's date, %
input int InpPrice1=75; // 1 st point's price, %
input int InpAngle=0; // Line's slope angle
input color InpColor=clrRed; // Line color
input ENUM_LINE_STYLE InpStyle=STYLE_DASH; // Line style
© 2000-2017, MetaQuotes Software Corp.
362 Standard Constants, Enumerations and Structures
input int InpWidth=2; // Line width
input bool InpBack=false; // Background line
input bool InpSelection=true; // Highlight to move
input bool InpRayLeft=false; // Line's continuation to the left
input bool InpRayRight=true; // Line's continuation to the right
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create a trend line by angle |
//+------------------------------------------------------------------+
bool TrendByAngleCreate(const long chart_ID=0, // chart's ID
const string name="TrendLine", // line name
const int sub_window=0, // subwindow index
datetime time=0, // point time
double price=0, // point price
const double angle=45.0, // slope angle
const color clr=clrRed, // line color
const ENUM_LINE_STYLE style=STYLE_SOLID, // line style
const int width=1, // line width
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool ray_left=false, // line's continuation to the left
const bool ray_right=true, // line's continuation to the righ
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- create the second point to facilitate dragging the trend line by mouse
datetime time2=0;
double price2=0;
//--- set anchor points' coordinates if they are not set
ChangeTrendEmptyPoints(time,price,time2,price2);
//--- reset the error value
ResetLastError();
//--- create a trend line using 2 points
if(!ObjectCreate(chart_ID,name,OBJ_TRENDBYANGLE,sub_window,time,price,time2,price2))
{
Print(__FUNCTION__,
": failed to create a trend line! Error code = ",GetLastError());
return(false);
}
//--- change trend line's slope angle; when changing the angle, coordinates of the second
//--- point of the line are redefined automatically according to the angle's new value
ObjectSetDouble(chart_ID,name,OBJPROP_ANGLE,angle);
//--- set line color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set line width
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
© 2000-2017, MetaQuotes Software Corp.
363 Standard Constants, Enumerations and Structures
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the line by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- enable (true) or disable (false) the mode of continuation of the line's display to the left
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_LEFT,ray_left);
//--- enable (true) or disable (false) the mode of continuation of the line's display to the right
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_RIGHT,ray_right);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change trend line anchor point's coordinates |
//+------------------------------------------------------------------+
bool TrendPointChange(const long chart_ID=0, // chart's ID
const string name="TrendLine", // line name
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move trend line's anchor point
if(!ObjectMove(chart_ID,name,0,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change trend line's slope angle |
//+------------------------------------------------------------------+
bool TrendAngleChange(const long chart_ID=0, // chart's ID
const string name="TrendLine", // trend line name
© 2000-2017, MetaQuotes Software Corp.
364 Standard Constants, Enumerations and Structures
const double angle=45) // trend line's slope angle
{
//--- reset the error value
ResetLastError();
//--- change trend line's slope angle
if(!ObjectSetDouble(chart_ID,name,OBJPROP_ANGLE,angle))
{
Print(__FUNCTION__,
": failed to change the line's slope angle! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete the trend line |
//+------------------------------------------------------------------+
bool TrendDelete(const long chart_ID=0, // chart's ID
const string name="TrendLine") // line name
{
//--- reset the error value
ResetLastError();
//--- delete a trend line
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete a trend line! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of trend line's anchor points and set default |
//| values for empty ones |
//+------------------------------------------------------------------+
void ChangeTrendEmptyPoints(datetime &time1,double &price1,
datetime &time2,double &price2)
{
//--- if the first point's time is not set, it will be on the current bar
if(!time1)
time1=TimeCurrent();
//--- if the first point's price is not set, it will have Bid value
if(!price1)
price1=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- set coordinates of the second, auxiliary point
//--- the second point will be 9 bars left and have the same price
datetime second_point_time[10];
CopyTime(Symbol(),Period(),time1,10,second_point_time);
© 2000-2017, MetaQuotes Software Corp.
365 Standard Constants, Enumerations and Structures
time2=second_point_time[0];
price2=price1;
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing line anchor points' coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the line
int d1=InpDate1*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
//--- create a trend line
if(!TrendByAngleCreate(0,InpName,0,date[d1],price[p1],InpAngle,InpColor,InpStyle,
InpWidth,InpBack,InpSelection,InpRayLeft,InpRayRight,InpHidden,InpZOrder))
{
return;
}
© 2000-2017, MetaQuotes Software Corp.
366 Standard Constants, Enumerations and Structures
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move and rotate the line
//--- loop counter
int v_steps=accuracy/2;
//--- move the anchor point and change the line's slope angle
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p1>1)
p1-=1;
//--- move the point
if(!TrendPointChange(0,InpName,date[d1],price[p1]))
return;
if(!TrendAngleChange(0,InpName,18*(i+1)))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- delete from the chart
TrendDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
367 Standard Constants, Enumerations and Structures
OBJ_CYCLES
Cycle Lines.
Note
The distance between the lines is set by time coordinates of two anchor points of the object.
Example
The following script creates and moves cycle lines on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script creates cycle lines on the chart."
#property description "Anchor point coordinates are set in percentage"
#property description "percentage of the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Cycles"; // Object name
input int InpDate1=10; // 1 st point's date, %
input int InpPrice1=45; // 1 st point's price, %
input int InpDate2=20; // 2 nd point's date, %
input int InpPrice2=55; // 2 nd point's price, %
input color InpColor=clrRed; // Color of cycle lines
input ENUM_LINE_STYLE InpStyle=STYLE_DOT; // Style of cycle lines
input int InpWidth=1; // Width of cycle lines
© 2000-2017, MetaQuotes Software Corp.
368 Standard Constants, Enumerations and Structures
input bool InpBack=false; // Background object
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create cycle lines |
//+------------------------------------------------------------------+
bool CyclesCreate(const long chart_ID=0, // chart's ID
const string name="Cycles", // object name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
const color clr=clrRed, // color of cycle lines
const ENUM_LINE_STYLE style=STYLE_SOLID, // style of cycle lines
const int width=1, // width of cycle lines
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeCyclesEmptyPoints(time1,price1,time2,price2);
//--- reset the error value
ResetLastError();
//--- create cycle lines by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_CYCLES,sub_window,time1,price1,time2,price2))
{
Print(__FUNCTION__,
": failed to create cycle lines! Error code = ",GetLastError());
return(false);
}
//--- set color of the lines
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set display style of the lines
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set width of the lines
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the lines by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
© 2000-2017, MetaQuotes Software Corp.
369 Standard Constants, Enumerations and Structures
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the anchor point |
//+------------------------------------------------------------------+
bool CyclesPointChange(const long chart_ID=0, // chart's ID
const string name="Cycles", // object name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete the cycle lines |
//+------------------------------------------------------------------+
bool CyclesDelete(const long chart_ID=0, // chart's ID
const string name="Cycles") // object name
{
//--- reset the error value
ResetLastError();
//--- delete cycle lines
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete cycle lines! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
370 Standard Constants, Enumerations and Structures
//+------------------------------------------------------------------+
//| Check the values of cycle lines' anchor points and set default |
//| values for empty ones |
//+------------------------------------------------------------------+
void ChangeCyclesEmptyPoints(datetime &time1,double &price1,
datetime &time2,double &price2)
{
//--- if the first point's time is not set, it will be on the current bar
if(!time1)
time1=TimeCurrent();
//--- if the first point's price is not set, it will have Bid value
if(!price1)
price1=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the second point's time is not set, it is located 9 bars left from the second one
if(!time2)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time1,10,temp);
//--- set the second point 9 bars left from the first one
time2=temp[0];
}
//--- if the second point's price is not set, it is equal to the first point's one
if(!price2)
price2=price1;
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing the coordinates of cycle lines' anchor points
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
© 2000-2017, MetaQuotes Software Corp.
371 Standard Constants, Enumerations and Structures
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing cycle lines
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
//--- create a trend line
if(!CyclesCreate(0,InpName,0,date[d1],price[p1],date[d2],price[p2],InpColor,
InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor points
//--- loop counter
int h_steps=bars/5;
//--- move the second anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d2<bars-1)
d2+=1;
//--- move the point
if(!CyclesPointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
© 2000-2017, MetaQuotes Software Corp.
372 Standard Constants, Enumerations and Structures
//--- 1 second of delay
Sleep(1000);
//--- loop counter
h_steps=bars/4;
//--- move the first anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d1<bars-1)
d1+=1;
//--- move the point
if(!CyclesPointChange(0,InpName,0,date[d1],price[p1]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- delete the object from the chart
CyclesDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
373 Standard Constants, Enumerations and Structures
OBJ_ARROWED_LINE
Arrowed line.
Example
The following script creates and moves an arrow line on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Arrowed line\" graphical object."
#property description "Anchor point coordinates are set in percentage of"
#property description "the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="ArrowedLine"; // Line name
input int InpDate1=35; // 1 st point's date, %
input int InpPrice1=60; // 1 st point's price, %
input int InpDate2=65; // 2 nd point's date, %
input int InpPrice2=40; // 2 nd point's price, %
input color InpColor=clrRed; // Line color
input ENUM_LINE_STYLE InpStyle=STYLE_DASH; // Line style
input int InpWidth=2; // Line width
input bool InpBack=false; // Background line
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
© 2000-2017, MetaQuotes Software Corp.
374 Standard Constants, Enumerations and Structures
//+------------------------------------------------------------------+
//| Create an arrowed line by the given coordinates |
//+------------------------------------------------------------------+
bool ArrowedLineCreate(const long chart_ID=0, // chart's ID
const string name="ArrowedLine", // line name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
const color clr=clrRed, // line color
const ENUM_LINE_STYLE style=STYLE_SOLID, // line style
const int width=1, // line width
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeArrowedLineEmptyPoints(time1,price1,time2,price2);
//--- reset the error value
ResetLastError();
//--- create an arrowed line by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_ARROWED_LINE,sub_window,time1,price1,time2,price2))
{
Print(__FUNCTION__,
": failed to create an arrowed line! Error code = ",GetLastError());
return(false);
}
//--- set line color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set line display style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set line width
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the line by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
© 2000-2017, MetaQuotes Software Corp.
375 Standard Constants, Enumerations and Structures
}
//+------------------------------------------------------------------+
//| Move arrowed line's anchor point |
//+------------------------------------------------------------------+
bool ArrowedLinePointChange(const long chart_ID=0, // chart's ID
const string name="ArrowedLine", // line name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the line's anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| The function removes the arrowed line from the chart |
//+------------------------------------------------------------------+
bool ArrowedLineDelete(const long chart_ID=0, // chart's ID
const string name="ArrowedLine") // line name
{
//--- reset the error value
ResetLastError();
//--- delete an arrowed line
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to create an arrowed line! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check anchor points' values and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
376 Standard Constants, Enumerations and Structures
void ChangeArrowedLineEmptyPoints(datetime &time1,double &price1,
datetime &time2,double &price2)
{
//--- if the first point's time is not set, it will be on the current bar
if(!time1)
time1=TimeCurrent();
//--- if the first point's price is not set, it will have Bid value
if(!price1)
price1=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the second point's time is not set, it is located 9 bars left from the second one
if(!time2)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time1,10,temp);
//--- set the second point 9 bars left from the first one
time2=temp[0];
}
//--- if the second point's price is not set, it is equal to the first point's one
if(!price2)
price2=price1;
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing line anchor points' coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
© 2000-2017, MetaQuotes Software Corp.
377 Standard Constants, Enumerations and Structures
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the line
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
//--- create an arrowed line
if(!ArrowedLineCreate(0,InpName,0,date[d1],price[p1],date[d2],price[p2],
InpColor,InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the line's anchor points
//--- loop counter
int v_steps=accuracy/5;
//--- move the second anchor point vertically
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p2<accuracy-1)
p2+=1;
//--- move the point
if(!ArrowedLinePointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- move the first anchor point vertically
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p1>1)
p1-=1;
© 2000-2017, MetaQuotes Software Corp.
378 Standard Constants, Enumerations and Structures
//--- move the point
if(!ArrowedLinePointChange(0,InpName,0,date[d1],price[p1]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- half a second of delay
Sleep(500);
//--- loop counter
int h_steps=bars/2;
//--- move both anchor points horizontally at the same time
for(int i=0;i<h_steps;i++)
{
//--- use the following values
if(d1<bars-1)
d1+=1;
if(d2>1)
d2-=1;
//--- shift the points
if(!ArrowedLinePointChange(0,InpName,0,date[d1],price[p1]))
return;
if(!ArrowedLinePointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.03 seconds of delay
Sleep(30);
}
//--- 1 second of delay
Sleep(1000);
//--- delete an arrowed line
ArrowedLineDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
379 Standard Constants, Enumerations and Structures
OBJ_CHANNEL
Equidistant Channel
Note
For an equidistant channel, it is possible to specify the mode of its continuation to the right and/or
to the left (OBJPROP_RAY_RIGHT and OBJPROP_RAY_LEFT properties accordingly). The mode of
filling the channel with color can also be set.
Example
The following script creates and moves an equidistant channel on the chart. Special functions have
been developed to create and change graphical object's properties. You can use these functions "as
is" in your own applications.
//--- description
#property description "Script draws \"Equidistant Channel\" graphical object."
#property description "Anchor point coordinates are set in percentage of the size of"
#property description "the chart window."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Channel"; // Channel name
input int InpDate1=25; // 1 st point's date, %
input int InpPrice1=60; // 1 st point's price, %
input int InpDate2=65; // 2 nd point's date, %
input int InpPrice2=80; // 2 nd point's price, %
input int InpDate3=30; // 3 rd point's date, %
© 2000-2017, MetaQuotes Software Corp.
380 Standard Constants, Enumerations and Structures
input int InpPrice3=40; // 3 rd point's price, %
input color InpColor=clrRed; // Channel color
input ENUM_LINE_STYLE InpStyle=STYLE_DASH; // Style of channel lines
input int InpWidth=2; // Channel line width
input bool InpBack=false; // Background channel
input bool InpFill=false; // Filling the channel with color
input bool InpSelection=true; // Highlight to move
input bool InpRayLeft=false; // Channel's continuation to the left
input bool InpRayRight=false; // Channel's continuation to the right
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create an equidistant channel by the given coordinates |
//+------------------------------------------------------------------+
bool ChannelCreate(const long chart_ID=0, // chart's ID
const string name="Channel", // channel name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
datetime time3=0, // third point time
double price3=0, // third point price
const color clr=clrRed, // channel color
const ENUM_LINE_STYLE style=STYLE_SOLID, // style of channel lines
const int width=1, // width of channel lines
const bool fill=false, // filling the channel with color
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool ray_left=false, // channel's continuation to the left
const bool ray_right=false, // channel's continuation to the right
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeChannelEmptyPoints(time1,price1,time2,price2,time3,price3);
//--- reset the error value
ResetLastError();
//--- create a channel by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_CHANNEL,sub_window,time1,price1,time2,price2,time3,price3))
{
Print(__FUNCTION__,
": failed to create an equidistant channel! Error code = ",GetLastError());
return(false);
}
//--- set channel color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set style of the channel lines
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
© 2000-2017, MetaQuotes Software Corp.
381 Standard Constants, Enumerations and Structures
//--- set width of the channel lines
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- enable (true) or disable (false) the mode of filling the channel
ObjectSetInteger(chart_ID,name,OBJPROP_FILL,fill);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the channel for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- enable (true) or disable (false) the mode of continuation of the channel's display to the lef
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_LEFT,ray_left);
//--- enable (true) or disable (false) the mode of continuation of the channel's display to the rig
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_RIGHT,ray_right);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the channel's anchor point |
//+------------------------------------------------------------------+
bool ChannelPointChange(const long chart_ID=0, // chart's ID
const string name="Channel", // channel name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
382 Standard Constants, Enumerations and Structures
//+------------------------------------------------------------------+
//| Delete the channel |
//+------------------------------------------------------------------+
bool ChannelDelete(const long chart_ID=0, // chart's ID
const string name="Channel") // channel name
{
//--- reset the error value
ResetLastError();
//--- delete the channel
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete the channel! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+-------------------------------------------------------------------------+
//| Check the values of the channel's anchor points and set default values |
//| for empty ones |
//+-------------------------------------------------------------------------+
void ChangeChannelEmptyPoints(datetime &time1,double &price1,datetime &time2,
double &price2,datetime &time3,double &price3)
{
//--- if the second (right) point's time is not set, it will be on the current bar
if(!time2)
time2=TimeCurrent();
//--- if the second point's price is not set, it will have Bid value
if(!price2)
price2=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the first (left) point's time is not set, it is located 9 bars left from the second one
if(!time1)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time2,10,temp);
//--- set the first point 9 bars left from the second one
time1=temp[0];
}
//--- if the first point's price is not set, move it 300 points higher than the second one
if(!price1)
price1=price2+300*SymbolInfoDouble(Symbol(),SYMBOL_POINT);
//--- if the third point's time is not set, it coincides with the first point's one
if(!time3)
time3=time1;
//--- if the third point's price is not set, it is equal to the second point's one
if(!price3)
price3=price2;
© 2000-2017, MetaQuotes Software Corp.
383 Standard Constants, Enumerations and Structures
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100 ||
InpDate3<0 || InpDate3>100 || InpPrice3<0 || InpPrice3>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing channel anchor points' coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the channel
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int d3=InpDate3*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
int p3=InpPrice3*(accuracy-1)/100;
//--- create the equidistant channel
if(!ChannelCreate(0,InpName,0,date[d1],price[p1],date[d2],price[p2],date[d3],price[p3],InpColor,
© 2000-2017, MetaQuotes Software Corp.
384 Standard Constants, Enumerations and Structures
InpStyle,InpWidth,InpFill,InpBack,InpSelection,InpRayLeft,InpRayRight,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the channel's anchor points
//--- loop counter
int h_steps=bars/6;
//--- move the second anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d2<bars-1)
d2+=1;
//--- move the point
if(!ChannelPointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- move the first anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d1>1)
d1-=1;
//--- move the point
if(!ChannelPointChange(0,InpName,0,date[d1],price[p1]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
© 2000-2017, MetaQuotes Software Corp.
385 Standard Constants, Enumerations and Structures
int v_steps=accuracy/10;
//--- move the third anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p3>1)
p3-=1;
//--- move the point
if(!ChannelPointChange(0,InpName,2,date[d3],price[p3]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- delete the channel from the chart
ChannelDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
386 Standard Constants, Enumerations and Structures
OBJ_STDDEVCHANNEL
Standard Deviation Channel.
Note
For Standard Deviation Channel, it is possible to specify the mode of continuation of its display to
the right and/or left (OBJPROP_RAY_RIGHT and OBJPROP_RAY_LEFT properties accordingly). The
mode of filling the channel with color can also be set.
OBJPROP_DEVIATION property is used to change the value of the channel deviation.
Example
The following script creates and moves Standard Deviation Channel on the chart. Special functions
have been developed to create and change graphical object's properties. You can use these functions
"as is" in your own applications.
//--- description
#property description "Script draws \"Standard Deviation Channel\" graphical object."
#property description "Anchor point coordinates are set in percentage of the size of"
#property description "the chart window."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="StdDevChannel"; // Channel name
input int InpDate1=10; // 1 st point's date, %
input int InpDate2=40; // 2 nd point's date, %
input double InpDeviation=1.0; // Deviation
input color InpColor=clrRed; // Channel color
© 2000-2017, MetaQuotes Software Corp.
387 Standard Constants, Enumerations and Structures
input ENUM_LINE_STYLE InpStyle=STYLE_DASHDOTDOT; // Style of channel lines
input int InpWidth=2; // Width of channel lines
input bool InpFill=false; // Filling the channel with color
input bool InpBack=false; // Background channel
input bool InpSelection=true; // Highlight to move
input bool InpRayLeft=false; // Channel's continuation to the left
input bool InpRayRight=false; // Channel's continuation to the right
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create standard deviation channel by the given coordinates |
//+------------------------------------------------------------------+
bool StdDevChannelCreate(const long chart_ID=0, // chart's ID
const string name="Channel", // channel name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
datetime time2=0, // second point time
const double deviation=1.0, // deviation
const color clr=clrRed, // channel color
const ENUM_LINE_STYLE style=STYLE_SOLID, // style of channel lines
const int width=1, // width of channel lines
const bool fill=false, // filling the channel with color
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool ray_left=false, // channel's continuation to the
const bool ray_right=false, // channel's continuation to the
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeChannelEmptyPoints(time1,time2);
//--- reset the error value
ResetLastError();
//--- create a channel by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_STDDEVCHANNEL,sub_window,time1,0,time2,0))
{
Print(__FUNCTION__,
": failed to create standard deviation channel! Error code = ",GetLastError());
return(false);
}
//--- set deviation value affecting the channel width
ObjectSetDouble(chart_ID,name,OBJPROP_DEVIATION,deviation);
//--- set channel color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set style of the channel lines
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set width of the channel lines
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- enable (true) or disable (false) the mode of filling the channel
© 2000-2017, MetaQuotes Software Corp.
388 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_FILL,fill);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the channel for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- enable (true) or disable (false) the mode of continuation of the channel's display to the lef
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_LEFT,ray_left);
//--- enable (true) or disable (false) the mode of continuation of the channel's display to the rig
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_RIGHT,ray_right);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the channel's anchor point |
//+------------------------------------------------------------------+
bool StdDevChannelPointChange(const long chart_ID=0, // chart's ID
const string name="Channel", // channel name
const int point_index=0, // anchor point index
datetime time=0) // anchor point time coordinate
{
//--- if point time is not set, move the point to the current bar
if(!time)
time=TimeCurrent();
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,0))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change the channel's deviation |
//+------------------------------------------------------------------+
bool StdDevChannelDeviationChange(const long chart_ID=0, // chart's ID
const string name="Channel", // channel name
const double deviation=1.0) // deviation
© 2000-2017, MetaQuotes Software Corp.
389 Standard Constants, Enumerations and Structures
{
//--- reset the error value
ResetLastError();
//--- change trend line's slope angle
if(!ObjectSetDouble(chart_ID,name,OBJPROP_DEVIATION,deviation))
{
Print(__FUNCTION__,
": failed to change channel deviation! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete the channel |
//+------------------------------------------------------------------+
bool StdDevChannelDelete(const long chart_ID=0, // chart's ID
const string name="Channel") // channel name
{
//--- reset the error value
ResetLastError();
//--- delete the channel
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete the channel! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+-------------------------------------------------------------------------+
//| Check the values of the channel's anchor points and set default values |
//| for empty ones |
//+-------------------------------------------------------------------------+
void ChangeChannelEmptyPoints(datetime &time1,datetime &time2)
{
//--- if the second point's time is not set, it will be on the current bar
if(!time2)
time2=TimeCurrent();
//--- if the first point's time is not set, it is located 9 bars left from the second one
if(!time1)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time2,10,temp);
//--- set the first point 9 bars left from the second one
time1=temp[0];
}
© 2000-2017, MetaQuotes Software Corp.
390 Standard Constants, Enumerations and Structures
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 ||
InpDate2<0 || InpDate2>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing channel anchor points' coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the channel
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
//--- create standard deviation channel
if(!StdDevChannelCreate(0,InpName,0,date[d1],date[d2],InpDeviation,InpColor,InpStyle,
InpWidth,InpFill,InpBack,InpSelection,InpRayLeft,InpRayRight,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
© 2000-2017, MetaQuotes Software Corp.
391 Standard Constants, Enumerations and Structures
ChartRedraw();
Sleep(1000);
//--- now, move the channel horizontally to the right and expand it
//--- loop counter
int h_steps=bars/2;
//--- move the channel
for(int i=0;i<h_steps;i++)
{
//--- use the following values
if(d1<bars-1)
d1+=1;
if(d2<bars-1)
d2+=1;
//--- move the anchor points
if(!StdDevChannelPointChange(0,InpName,0,date[d1]))
return;
if(!StdDevChannelPointChange(0,InpName,1,date[d2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
double v_steps=InpDeviation*2;
//--- expand the channel
for(double i=InpDeviation;i<v_steps;i+=10.0/accuracy)
{
if(!StdDevChannelDeviationChange(0,InpName,i))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- delete the channel from the chart
StdDevChannelDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
© 2000-2017, MetaQuotes Software Corp.
392 Standard Constants, Enumerations and Structures
© 2000-2017, MetaQuotes Software Corp.
393 Standard Constants, Enumerations and Structures
OBJ_REGRESSION
Linear Regression Channel.
Note
For Linear Regression Channel, it is possible to specify the mode of continuation of its display to the
right and/or left (OBJPROP_RAY_RIGHT and OBJPROP_RAY_LEFT properties accordingly). The mode
of filling the channel with color can also be set.
Example
The following script creates and moves Linear Regression Channel on the chart. Special functions
have been developed to create and change graphical object's properties. You can use these functions
"as is" in your own applications.
//--- description
#property description "Script draws \"Linear Regression Channel\" graphical object."
#property description "Anchor point coordinates are set in percentage of the size of"
#property description "the chart window."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Regression"; // Channel name
input int InpDate1=10; // 1 st point's date, %
input int InpDate2=40; // 2 nd point's date, %
input color InpColor=clrRed; // Channel color
input ENUM_LINE_STYLE InpStyle=STYLE_DASH; // Style of channel lines
input int InpWidth=2; // Width of channel lines
© 2000-2017, MetaQuotes Software Corp.
394 Standard Constants, Enumerations and Structures
input bool InpFill=false; // Filling the channel with color
input bool InpBack=false; // Background channel
input bool InpSelection=true; // Highlight to move
input bool InpRayLeft=false; // Channel's continuation to the left
input bool InpRayRight=false; // Channel's continuation to the right
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Linear Regression Channel by the given coordinates |
//+------------------------------------------------------------------+
bool RegressionCreate(const long chart_ID=0, // chart's ID
const string name="Regression", // channel name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
datetime time2=0, // second point time
const color clr=clrRed, // channel color
const ENUM_LINE_STYLE style=STYLE_SOLID, // style of channel lines
const int width=1, // width of channel lines
const bool fill=false, // filling the channel with color
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool ray_left=false, // channel's continuation to the lef
const bool ray_right=false, // channel's continuation to the rig
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeRegressionEmptyPoints(time1,time2);
//--- reset the error value
ResetLastError();
//--- create a channel by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_REGRESSION,sub_window,time1,0,time2,0))
{
Print(__FUNCTION__,
": failed to create linear regression channel! Error code = ",GetLastError());
return(false);
}
//--- set channel color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set style of the channel lines
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set width of the channel lines
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- enable (true) or disable (false) the mode of filling the channel
ObjectSetInteger(chart_ID,name,OBJPROP_FILL,fill);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the channel for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
© 2000-2017, MetaQuotes Software Corp.
395 Standard Constants, Enumerations and Structures
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- enable (true) or disable (false) the mode of continuation of the channel's display to the lef
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_LEFT,ray_left);
//--- enable (true) or disable (false) the mode of continuation of the channel's display to the rig
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_RIGHT,ray_right);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the channel's anchor point |
//+------------------------------------------------------------------+
bool RegressionPointChange(const long chart_ID=0, // chart's ID
const string name="Channel", // channel name
const int point_index=0, // anchor point index
datetime time=0) // anchor point time coordinate
{
//--- if point time is not set, move the point to the current bar
if(!time)
time=TimeCurrent();
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,0))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete the channel |
//+------------------------------------------------------------------+
bool RegressionDelete(const long chart_ID=0, // chart's ID
const string name="Channel") // channel name
{
//--- reset the error value
ResetLastError();
//--- delete the channel
if(!ObjectDelete(chart_ID,name))
{
© 2000-2017, MetaQuotes Software Corp.
396 Standard Constants, Enumerations and Structures
Print(__FUNCTION__,
": failed to delete the channel! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+-------------------------------------------------------------------------+
//| Check the values of the channel's anchor points and set default values |
//| for empty ones |
//+-------------------------------------------------------------------------+
void ChangeRegressionEmptyPoints(datetime &time1,datetime &time2)
{
//--- if the second point's time is not set, it will be on the current bar
if(!time2)
time2=TimeCurrent();
//--- if the first point's time is not set, it is located 9 bars left from the second one
if(!time1)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time2,10,temp);
//--- set the first point 9 bars left from the second one
time1=temp[0];
}
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 ||
InpDate2<0 || InpDate2>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing channel anchor points' coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
© 2000-2017, MetaQuotes Software Corp.
397 Standard Constants, Enumerations and Structures
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the channel
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
//--- create linear regression channel
if(!RegressionCreate(0,InpName,0,date[d1],date[d2],InpColor,InpStyle,InpWidth,
InpFill,InpBack,InpSelection,InpRayLeft,InpRayRight,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the channel horizontally to the right
//--- loop counter
int h_steps=bars/2;
//--- move the channel
for(int i=0;i<h_steps;i++)
{
//--- use the following values
if(d1<bars-1)
d1+=1;
if(d2<bars-1)
d2+=1;
//--- move the anchor points
if(!RegressionPointChange(0,InpName,0,date[d1]))
return;
if(!RegressionPointChange(0,InpName,1,date[d2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
© 2000-2017, MetaQuotes Software Corp.
398 Standard Constants, Enumerations and Structures
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- delete the channel from the chart
RegressionDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
399 Standard Constants, Enumerations and Structures
OBJ_PITCHFORK
Andrews’ Pitchfork.
Note
For Andrews’ Pitchfork, it is possible to specify the mode of continuation of its display to the right
and/or left (OBJPROP_RAY_RIGHT and OBJPROP_RAY_LEFT properties accordingly).
You can also specify the number of line-levels, their values and color.
Example
The following script creates and moves Andrews’ Pitchfork on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Andrews’ Pitchfork\" graphical object."
#property description "Anchor point coordinates are set in percentage of"
#property description "the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Pitchfork"; // Pitchfork name
input int InpDate1=14; // 1 st point's date, %
input int InpPrice1=40; // 1 st point's price, %
input int InpDate2=18; // 2 nd point's date, %
input int InpPrice2=50; // 2 nd point's price, %
input int InpDate3=18; // 3 rd point's date, %
input int InpPrice3=30; // 3 rd point's price, %
© 2000-2017, MetaQuotes Software Corp.
400 Standard Constants, Enumerations and Structures
input color InpColor=clrRed; // Pitchfork color
input ENUM_LINE_STYLE InpStyle=STYLE_SOLID; // Style of pitchfork lines
input int InpWidth=1; // Width of pitchfork lines
input bool InpBack=false; // Background pitchfork
input bool InpSelection=true; // Highlight to move
input bool InpRayLeft=false; // Pitchfork's continuation to the left
input bool InpRayRight=false; // Pitchfork's continuation to the right
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Andrews' Pitchfork by the given coordinates |
//+------------------------------------------------------------------+
bool PitchforkCreate(const long chart_ID=0, // chart's ID
const string name="Pitchfork", // pitchfork name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
datetime time3=0, // third point time
double price3=0, // third point price
const color clr=clrRed, // color of pitchfork lines
const ENUM_LINE_STYLE style=STYLE_SOLID, // style of pitchfork lines
const int width=1, // width of pitchfork lines
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool ray_left=false, // pitchfork's continuation to the le
const bool ray_right=false, // pitchfork's continuation to the ri
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeChannelEmptyPoints(time1,price1,time2,price2,time3,price3);
//--- reset the error value
ResetLastError();
//--- create Andrews' Pitchfork by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_PITCHFORK,sub_window,time1,price1,time2,price2,time3,price3))
{
Print(__FUNCTION__,
": failed to create \"Andrews' Pitchfork\"! Error code = ",GetLastError());
return(false);
}
//--- set color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set width of the lines
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
© 2000-2017, MetaQuotes Software Corp.
401 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the pitchfork for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- enable (true) or disable (false) the mode of continuation of the pitchfork's display to the l
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_LEFT,ray_left);
//--- enable (true) or disable (false) the mode of continuation of the pitchfork's display to the r
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_RIGHT,ray_right);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Set number of Andrews' Pitchfork levels and their parameters |
//+------------------------------------------------------------------+
bool PitchforkLevelsSet(int levels, // number of level lines
double &values[], // values of level lines
color &colors[], // color of level lines
ENUM_LINE_STYLE &styles[], // style of level lines
int &widths[], // width of level lines
const long chart_ID=0, // chart's ID
const string name="Pitchfork") // pitchfork name
{
//--- check array sizes
if(levels!=ArraySize(colors) || levels!=ArraySize(styles) ||
levels!=ArraySize(widths) || levels!=ArraySize(widths))
{
Print(__FUNCTION__,": array length does not correspond to the number of levels, error!");
return(false);
}
//--- set the number of levels
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELS,levels);
//--- set the properties of levels in the loop
for(int i=0;i<levels;i++)
{
//--- level value
ObjectSetDouble(chart_ID,name,OBJPROP_LEVELVALUE,i,values[i]);
//--- level color
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELCOLOR,i,colors[i]);
//--- level style
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELSTYLE,i,styles[i]);
//--- level width
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELWIDTH,i,widths[i]);
© 2000-2017, MetaQuotes Software Corp.
402 Standard Constants, Enumerations and Structures
//--- level description
ObjectSetString(chart_ID,name,OBJPROP_LEVELTEXT,i,DoubleToString(100*values[i],1));
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move Andrews' Pitchfork anchor point |
//+------------------------------------------------------------------+
bool PitchforkPointChange(const long chart_ID=0, // chart's ID
const string name="Pitchfork", // channel name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Andrews’ Pitchfork |
//+------------------------------------------------------------------+
bool PitchforkDelete(const long chart_ID=0, // chart's ID
const string name="Pitchfork") // channel name
{
//--- reset the error value
ResetLastError();
//--- delete the channel
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Andrews' Pitchfork\"! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
© 2000-2017, MetaQuotes Software Corp.
403 Standard Constants, Enumerations and Structures
}
//+----------------------------------------------------------------------+
//| Check the values of Andrews' Pitchfork anchor points and set default |
//| values for empty ones |
//+----------------------------------------------------------------------+
void ChangeChannelEmptyPoints(datetime &time1,double &price1,datetime &time2,
double &price2,datetime &time3,double &price3)
{
//--- if the second (upper right) point's time is not set, it will be on the current bar
if(!time2)
time2=TimeCurrent();
//--- if the second point's price is not set, it will have Bid value
if(!price2)
price2=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the first (left) point's time is not set, it is located 9 bars left from the second one
if(!time1)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time2,10,temp);
//--- set the first point 9 bars left from the second one
time1=temp[0];
}
//--- if the first point's price is not set, move it 200 points below the second one
if(!price1)
price1=price2-200*SymbolInfoDouble(Symbol(),SYMBOL_POINT);
//--- if the third point's time is not set, it coincides with the second point's one
if(!time3)
time3=time2;
//--- if the third point's price is not set, move it 200 points lower than the first one
if(!price3)
price3=price1-200*SymbolInfoDouble(Symbol(),SYMBOL_POINT);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100 ||
InpDate3<0 || InpDate3>100 || InpPrice3<0 || InpPrice3>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
© 2000-2017, MetaQuotes Software Corp.
404 Standard Constants, Enumerations and Structures
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing the coordinates of Andrews' Pitchfork anchor points
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing Andrews' Pitchfork
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int d3=InpDate3*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
int p3=InpPrice3*(accuracy-1)/100;
//--- create the pitchfork
if(!PitchforkCreate(0,InpName,0,date[d1],price[p1],date[d2],price[p2],date[d3],price[p3],
InpColor,InpStyle,InpWidth,InpBack,InpSelection,InpRayLeft,InpRayRight,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the pitchfork's anchor points
//--- loop counter
int v_steps=accuracy/10;
//--- move the first anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p1>1)
p1-=1;
//--- move the point
© 2000-2017, MetaQuotes Software Corp.
405 Standard Constants, Enumerations and Structures
if(!PitchforkPointChange(0,InpName,0,date[d1],price[p1]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
int h_steps=bars/8;
//--- move the third anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d3<bars-1)
d3+=1;
//--- move the point
if(!PitchforkPointChange(0,InpName,2,date[d3],price[p3]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
v_steps=accuracy/10;
//--- move the second anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p2>1)
p2-=1;
//--- move the point
if(!PitchforkPointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
© 2000-2017, MetaQuotes Software Corp.
406 Standard Constants, Enumerations and Structures
}
//--- 1 second of delay
Sleep(1000);
//--- delete the pitchfork from the chart
PitchforkDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
407 Standard Constants, Enumerations and Structures
OBJ_GANNLINE
Gann Line.
Note
For Gann Line, it is possible to specify the mode of continuation of its display to the right and/or
left (OBJPROP_RAY_RIGHT and OBJPROP_RAY_LEFT properties accordingly).
Both Gann angle with a scale and coordinates of the second anchor point can be used to set the slope
of the line.
Example
The following script creates and moves Gann Line on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Gann Line\" graphical object."
#property description "Anchor point coordinates are set in percentage of"
#property description "the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="GannLine"; // Line name
input int InpDate1=20; // 1 st point's date, %
input int InpPrice1=75; // 1 st point's price, %
input int InpDate2=80; // 2 nd point's date, %
input double InpAngle=0.0; // Gann Angle
© 2000-2017, MetaQuotes Software Corp.
408 Standard Constants, Enumerations and Structures
input double InpScale=1.0; // Scale
input color InpColor=clrRed; // Line color
input ENUM_LINE_STYLE InpStyle=STYLE_DASHDOTDOT; // Line style
input int InpWidth=2; // Line width
input bool InpBack=false; // Background line
input bool InpSelection=true; // Highlight to move
input bool InpRayLeft=false; // Line's continuation to the left
input bool InpRayRight=true; // Line's continuation to the right
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Gann Line by the coordinates, angle and scale |
//+------------------------------------------------------------------+
bool GannLineCreate(const long chart_ID=0, // chart's ID
const string name="GannLine", // line name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
const double angle=1.0, // Gann angle
const double scale=1.0, // scale
const color clr=clrRed, // line color
const ENUM_LINE_STYLE style=STYLE_SOLID, // line style
const int width=1, // line width
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool ray_left=false, // line's continuation to the left
const bool ray_right=true, // line's continuation to the right
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeGannLineEmptyPoints(time1,price1,time2);
//--- reset the error value
ResetLastError();
//--- create Gann Line by the given coordinates
//--- correct coordinate of the second anchor point is redefined
//--- automatically after Gann angle and/or the scale changes,
if(!ObjectCreate(chart_ID,name,OBJ_GANNLINE,sub_window,time1,price1,time2,0))
{
Print(__FUNCTION__,
": failed to create \"Gann Line\"! Error code = ",GetLastError());
return(false);
}
//--- change Gann angle
ObjectSetDouble(chart_ID,name,OBJPROP_ANGLE,angle);
//--- change the scale (number of pips per bar)
ObjectSetDouble(chart_ID,name,OBJPROP_SCALE,scale);
//--- set line color
© 2000-2017, MetaQuotes Software Corp.
409 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set line display style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set line width
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the lines for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- enable (true) or disable (false) the mode of continuation of the line's display to the left
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_LEFT,ray_left);
//--- enable (true) or disable (false) the mode of continuation of the line's display to the right
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_RIGHT,ray_right);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move Gann Line anchor point |
//+------------------------------------------------------------------+
bool GannLinePointChange(const long chart_ID=0, // chart's ID
const string name="GannLine", // line name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the line's anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
© 2000-2017, MetaQuotes Software Corp.
410 Standard Constants, Enumerations and Structures
}
//+------------------------------------------------------------------+
//| Change Gann angle |
//+------------------------------------------------------------------+
bool GannLineAngleChange(const long chart_ID=0, // chart's ID
const string name="GannLine", // line name
const double angle=1.0) // Gann angle
{
//--- reset the error value
ResetLastError();
//--- change Gann angle
if(!ObjectSetDouble(chart_ID,name,OBJPROP_ANGLE,angle))
{
Print(__FUNCTION__,
": failed to change Gann angle! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change Gann Line's scale |
//+------------------------------------------------------------------+
bool GannLineScaleChange(const long chart_ID=0, // chart's ID
const string name="GannLine", // line name
const double scale=1.0) // scale
{
//--- reset the error value
ResetLastError();
//--- change the scale (number of pips per bar)
if(!ObjectSetDouble(chart_ID,name,OBJPROP_SCALE,scale))
{
Print(__FUNCTION__,
": failed to change the scale! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| The function removes Gann Line from the chart |
//+------------------------------------------------------------------+
bool GannLineDelete(const long chart_ID=0, // chart's ID
const string name="GannLine") // line name
{
//--- reset the error value
ResetLastError();
//--- delete Gann line
if(!ObjectDelete(chart_ID,name))
© 2000-2017, MetaQuotes Software Corp.
411 Standard Constants, Enumerations and Structures
{
Print(__FUNCTION__,
": failed to delete \"Gann Line\"! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of Gann Line anchor points and set default |
//| values for empty ones |
//+------------------------------------------------------------------+
void ChangeGannLineEmptyPoints(datetime &time1,double &price1,datetime &time2)
{
//--- if the second point's time is not set, it will be on the current bar
if(!time2)
time2=TimeCurrent();
//--- if the first point's time is not set, it is located 9 bars left from the second one
if(!time1)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time2,10,temp);
//--- set the first point 9 bars left from the second one
time1=temp[0];
}
//--- if the first point's price is not set, it will have Bid value
if(!price1)
price1=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing line anchor points' coordinates
datetime date[];
© 2000-2017, MetaQuotes Software Corp.
412 Standard Constants, Enumerations and Structures
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing Gann Line
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
//--- create Gann Line
if(!GannLineCreate(0,InpName,0,date[d1],price[p1],date[d2],InpAngle,InpScale,InpColor,
InpStyle,InpWidth,InpBack,InpSelection,InpRayLeft,InpRayRight,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the line's anchor point and change the angle
//--- loop counter
int v_steps=accuracy/2;
//--- move the first anchor point vertically
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p1>1)
p1-=1;
//--- move the point
if(!GannLinePointChange(0,InpName,0,date[d1],price[p1]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
© 2000-2017, MetaQuotes Software Corp.
413 Standard Constants, Enumerations and Structures
}
//--- half a second of delay
Sleep(500);
//--- define the current value of Gann angle (changed
//--- after moving the first anchor point)
double curr_angle;
if(!ObjectGetDouble(0,InpName,OBJPROP_ANGLE,0,curr_angle))
return;
//--- loop counter
v_steps=accuracy/8;
//--- change Gann angle
for(int i=0;i<v_steps;i++)
{
if(!GannLineAngleChange(0,InpName,curr_angle-0.05*i))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- delete the line from the chart
GannLineDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
414 Standard Constants, Enumerations and Structures
OBJ_GANNFAN
Gann Fan.
Note
For Gann Fan, it is possible to specify trend type from ENUM_GANN_DIRECTION enumeration. By
adjusting the scale value (OBJPROP_SCALE), it is possible to change slope angle of the fan lines.
Example
The following script creates and moves Gann Fan on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Gann Fan\" graphical object."
#property description "Anchor point coordinates are set in percentage of"
#property description "the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="GannFan"; // Fan name
input int InpDate1=15; // 1 st point's date, %
input int InpPrice1=25; // 1 st point's price, %
input int InpDate2=85; // 2 nd point's date, %
input double InpScale=2.0; // Scale
input bool InpDirection=false; // Trend direction
input color InpColor=clrRed; // Fan color
© 2000-2017, MetaQuotes Software Corp.
415 Standard Constants, Enumerations and Structures
input ENUM_LINE_STYLE InpStyle=STYLE_DASHDOTDOT; // Style of fan lines
input int InpWidth=1; // Width of fan lines
input bool InpBack=false; // Background fan
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Gann Fan |
//+------------------------------------------------------------------+
bool GannFanCreate(const long chart_ID=0, // chart's ID
const string name="GannFan", // fan name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
const double scale=1.0, // scale
const bool direction=true, // trend direction
const color clr=clrRed, // fan color
const ENUM_LINE_STYLE style=STYLE_SOLID, // style of fan lines
const int width=1, // width of fan lines
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeGannFanEmptyPoints(time1,price1,time2);
//--- reset the error value
ResetLastError();
//--- create Gann Fan by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_GANNFAN,sub_window,time1,price1,time2,0))
{
Print(__FUNCTION__,
": failed to create \"Gann Fan\"! Error code = ",GetLastError());
return(false);
}
//--- change the scale (number of pips per bar)
ObjectSetDouble(chart_ID,name,OBJPROP_SCALE,scale);
//--- change Gann Fan's trend direction (true - descending, false - ascending)
ObjectSetInteger(chart_ID,name,OBJPROP_DIRECTION,direction);
//--- set fan color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set display style of the fan lines
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set width of the fan lines
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the fan for moving
© 2000-2017, MetaQuotes Software Corp.
416 Standard Constants, Enumerations and Structures
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move Gann Fan anchor point |
//+------------------------------------------------------------------+
bool GannFanPointChange(const long chart_ID=0, // chart's ID
const string name="GannFan", // fan name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the fan's anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change Gann Fan's scale |
//+------------------------------------------------------------------+
bool GannFanScaleChange(const long chart_ID=0, // chart's ID
const string name="GannFan", // fan name
const double scale=1.0) // scale
{
//--- reset the error value
ResetLastError();
//--- change the scale (number of pips per bar)
if(!ObjectSetDouble(chart_ID,name,OBJPROP_SCALE,scale))
© 2000-2017, MetaQuotes Software Corp.
417 Standard Constants, Enumerations and Structures
{
Print(__FUNCTION__,
": failed to change the scale! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change Gann Fan's trend direction |
//+------------------------------------------------------------------+
bool GannFanDirectionChange(const long chart_ID=0, // chart's ID
const string name="GannFan", // fan name
const bool direction=true) // trend direction
{
//--- reset the error value
ResetLastError();
//--- change Gann Fan's trend direction
if(!ObjectSetInteger(chart_ID,name,OBJPROP_DIRECTION,direction))
{
Print(__FUNCTION__,
": failed to change trend direction! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| The function removes Gann Fan from the chart |
//+------------------------------------------------------------------+
bool GannFanDelete(const long chart_ID=0, // chart's ID
const string name="GannFan") // fan name
{
//--- reset the error value
ResetLastError();
//--- delete Gann Fan
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Gann Fan\"! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
// | Check the values of Gann Fan anchor points and set default |
//| values for empty ones |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
418 Standard Constants, Enumerations and Structures
void ChangeGannFanEmptyPoints(datetime &time1,double &price1,datetime &time2)
{
//--- if the second point's time is not set, it will be on the current bar
if(!time2)
time2=TimeCurrent();
//--- if the first point's time is not set, it is located 9 bars left from the second one
if(!time1)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time2,10,temp);
//--- set the first point 9 bars left from the second one
time1=temp[0];
}
//--- if the first point's price is not set, it will have Bid value
if(!price1)
price1=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing the coordinates of fan's anchor points
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
© 2000-2017, MetaQuotes Software Corp.
419 Standard Constants, Enumerations and Structures
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing Gann Fan
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
//--- create Gann Fan
if(!GannFanCreate(0,InpName,0,date[d1],price[p1],date[d2],InpScale,InpDirection,
InpColor,InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the fan's anchor point
//--- loop counter
int v_steps=accuracy/2;
//--- move the first anchor point vertically
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p1<accuracy-1)
p1+=1;
//--- move the point
if(!GannFanPointChange(0,InpName,0,date[d1],price[p1]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- change fan's trend direction to descending one
GannFanDirectionChange(0,InpName,true);
//--- redraw the chart
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//--- delete the fan from the chart
GannFanDelete(0,InpName);
ChartRedraw();
© 2000-2017, MetaQuotes Software Corp.
420 Standard Constants, Enumerations and Structures
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
421 Standard Constants, Enumerations and Structures
OBJ_GANNGRID
Gann Grid.
Note
For Gann Grid, it is possible to specify trend type from ENUM_GANN_DIRECTION. By adjusting the
scale value (OBJPROP_SCALE), it is possible to change slope angle of the grid lines.
Example
The following script creates and moves Gann Grid on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Gann Grid\" graphical object."
#property description "Anchor point coordinates of the grid are set in percentage of"
#property description "the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="GannGrid"; // Grid name
input int InpDate1=15; // 1 st point's date, %
input int InpPrice1=25; // 1 st point's price, %
input int InpDate2=35; // 2 nd point's date, %
input double InpScale=3.0; // Scale
input bool InpDirection=false; // Trend direction
input color InpColor=clrRed; // Grid color
© 2000-2017, MetaQuotes Software Corp.
422 Standard Constants, Enumerations and Structures
input ENUM_LINE_STYLE InpStyle=STYLE_DASHDOTDOT; // Style of grid lines
input int InpWidth=1; // Width of fan lines
input bool InpBack=false; // Background grid
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Gann Grid |
//+------------------------------------------------------------------+
bool GannGridCreate(const long chart_ID=0, // chart's ID
const string name="GannGrid", // grid name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
const double scale=1.0, // scale
const bool direction=true, // trend direction
const color clr=clrRed, // grid color
const ENUM_LINE_STYLE style=STYLE_SOLID, // style of grid lines
const int width=1, // width of grid lines
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeGannGridEmptyPoints(time1,price1,time2);
//--- reset the error value
ResetLastError();
//--- create Gann Grid by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_GANNGRID,sub_window,time1,price1,time2,0))
{
Print(__FUNCTION__,
": failed to create \"Gann Grid\"! Error code = ",GetLastError());
return(false);
}
//--- change the scale (number of pips per bar)
ObjectSetDouble(chart_ID,name,OBJPROP_SCALE,scale);
//--- change Gann Fan's trend direction (true - descending, false - ascending)
ObjectSetInteger(chart_ID,name,OBJPROP_DIRECTION,direction);
//--- set grid color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set display style of the grid lines
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set width of the grid lines
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the grid for moving
© 2000-2017, MetaQuotes Software Corp.
423 Standard Constants, Enumerations and Structures
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move Gann Grid anchor point |
//+------------------------------------------------------------------+
bool GannGridPointChange(const long chart_ID=0, // chart's ID
const string name="GannGrid", // grid name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the grid's anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change Gann Grid's scale |
//+------------------------------------------------------------------+
bool GannGridScaleChange(const long chart_ID=0, // chart's ID
const string name="GannGrid", // grids
const double scale=1.0) // scale
{
//--- reset the error value
ResetLastError();
//--- change the scale (number of pips per bar)
if(!ObjectSetDouble(chart_ID,name,OBJPROP_SCALE,scale))
© 2000-2017, MetaQuotes Software Corp.
424 Standard Constants, Enumerations and Structures
{
Print(__FUNCTION__,
": failed to change the scale! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change Gann Grid's trend direction |
//+------------------------------------------------------------------+
bool GannGridDirectionChange(const long chart_ID=0, // chart's ID
const string name="GannGrid", // grid name
const bool direction=true) // trend direction
{
//--- reset the error value
ResetLastError();
//--- change Gann Grid's trend direction
if(!ObjectSetInteger(chart_ID,name,OBJPROP_DIRECTION,direction))
{
Print(__FUNCTION__,
": failed to change trend direction! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| The function removes Gann Fan from the chart |
//+------------------------------------------------------------------+
bool GannGridDelete(const long chart_ID=0, // chart's ID
const string name="GannGrid") // grid name
{
//--- reset the error value
ResetLastError();
//--- delete Gann Grid
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Gann Grid\"! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of Gann Grid anchor points and set default |
//| values for empty ones |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
425 Standard Constants, Enumerations and Structures
void ChangeGannGridEmptyPoints(datetime &time1,double &price1,datetime &time2)
{
//--- if the second point's time is not set, it will be on the current bar
if(!time2)
time2=TimeCurrent();
//--- if the first point's time is not set, it is located 9 bars left from the second one
if(!time1)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time2,10,temp);
//--- set the first point 9 bars left from the second one
time1=temp[0];
}
//--- if the first point's price is not set, it will have Bid value
if(!price1)
price1=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing grid anchor points' coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
© 2000-2017, MetaQuotes Software Corp.
426 Standard Constants, Enumerations and Structures
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing Gann Grid
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
//--- create Gann Grid
if(!GannGridCreate(0,InpName,0,date[d1],price[p1],date[d2],InpScale,InpDirection,
InpColor,InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the grid's anchor points
//--- loop counter
int v_steps=accuracy/4;
//--- move the first anchor point vertically
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p1<accuracy-1)
p1+=1;
if(!GannGridPointChange(0,InpName,0,date[d1],price[p1]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
int h_steps=bars/4;
//--- move the second anchor point horizontally
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d2<bars-1)
d2+=1;
if(!GannGridPointChange(0,InpName,1,date[d2],0))
return;
© 2000-2017, MetaQuotes Software Corp.
427 Standard Constants, Enumerations and Structures
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- change grid's trend direction to descending one
GannGridDirectionChange(0,InpName,true);
//--- redraw the chart
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//--- delete the grid from the chart
GannGridDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
428 Standard Constants, Enumerations and Structures
OBJ_FIBO
Fibonacci Retracement.
Note
For Fibonacci Retracement, it is possible to specify the mode of continuation of its display to the
right and/or left (OBJPROP_RAY_RIGHT and OBJPROP_RAY_LEFT properties accordingly).
You can also specify the number of line-levels, their values and color.
Example
The following script creates and moves Fibonacci Retracement on the chart. Special functions have
been developed to create and change graphical object's properties. You can use these functions "as
is" in your own applications.
//--- description
#property description "Script draws \"Fibonacci Retracement\" graphical object."
#property description "Anchor point coordinates are set in percentage of"
#property description "the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="FiboLevels"; // Object name
input int InpDate1=10; // 1 st point's date, %
input int InpPrice1=65; // 1 st point's price, %
input int InpDate2=90; // 2 nd point's date, %
input int InpPrice2=85; // 2 nd point's price, %
input color InpColor=clrRed; // Object color
© 2000-2017, MetaQuotes Software Corp.
429 Standard Constants, Enumerations and Structures
input ENUM_LINE_STYLE InpStyle=STYLE_DASHDOTDOT; // Line style
input int InpWidth=2; // Line width
input bool InpBack=false; // Background object
input bool InpSelection=true; // Highlight to move
input bool InpRayLeft=false; // Object's continuation to the left
input bool InpRayRight=false; // Object's continuation to the right
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Fibonacci Retracement by the given coordinates |
//+------------------------------------------------------------------+
bool FiboLevelsCreate(const long chart_ID=0, // chart's ID
const string name="FiboLevels", // object name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
const color clr=clrRed, // object color
const ENUM_LINE_STYLE style=STYLE_SOLID, // object line style
const int width=1, // object line width
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool ray_left=false, // object's continuation to the left
const bool ray_right=false, // object's continuation to the righ
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeFiboLevelsEmptyPoints(time1,price1,time2,price2);
//--- reset the error value
ResetLastError();
//--- Create Fibonacci Retracement by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_FIBO,sub_window,time1,price1,time2,price2))
{
Print(__FUNCTION__,
": failed to create \"Fibonacci Retracement\"! Error code = ",GetLastError());
return(false);
}
//--- set color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set line width
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the channel for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
© 2000-2017, MetaQuotes Software Corp.
430 Standard Constants, Enumerations and Structures
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- enable (true) or disable (false) the mode of continuation of the object's display to the left
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_LEFT,ray_left);
//--- enable (true) or disable (false) the mode of continuation of the object's display to the righ
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_RIGHT,ray_right);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Set number of levels and their parameters |
//+------------------------------------------------------------------+
bool FiboLevelsSet(int levels, // number of level lines
double &values[], // values of level lines
color &colors[], // color of level lines
ENUM_LINE_STYLE &styles[], // style of level lines
int &widths[], // width of level lines
const long chart_ID=0, // chart's ID
const string name="FiboLevels") // object name
{
//--- check array sizes
if(levels!=ArraySize(colors) || levels!=ArraySize(styles) ||
levels!=ArraySize(widths) || levels!=ArraySize(widths))
{
Print(__FUNCTION__,": array length does not correspond to the number of levels, error!");
return(false);
}
//--- set the number of levels
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELS,levels);
//--- set the properties of levels in the loop
for(int i=0;i<levels;i++)
{
//--- level value
ObjectSetDouble(chart_ID,name,OBJPROP_LEVELVALUE,i,values[i]);
//--- level color
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELCOLOR,i,colors[i]);
//--- level style
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELSTYLE,i,styles[i]);
//--- level width
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELWIDTH,i,widths[i]);
//--- level description
ObjectSetString(chart_ID,name,OBJPROP_LEVELTEXT,i,DoubleToString(100*values[i],1));
}
© 2000-2017, MetaQuotes Software Corp.
431 Standard Constants, Enumerations and Structures
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move Fibonacci Retracement anchor point |
//+------------------------------------------------------------------+
bool FiboLevelsPointChange(const long chart_ID=0, // chart's ID
const string name="FiboLevels", // object name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Fibonacci Retracement |
//+------------------------------------------------------------------+
bool FiboLevelsDelete(const long chart_ID=0, // chart's ID
const string name="FiboLevels") // object name
{
//--- reset the error value
ResetLastError();
//--- delete the object
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Fibonacci Retracement\"! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of Fibonacci Retracement anchor points and set |
© 2000-2017, MetaQuotes Software Corp.
432 Standard Constants, Enumerations and Structures
//| default values for empty ones |
//+------------------------------------------------------------------+
void ChangeFiboLevelsEmptyPoints(datetime &time1,double &price1,
datetime &time2,double &price2)
{
//--- if the second point's time is not set, it will be on the current bar
if(!time2)
time2=TimeCurrent();
//--- if the second point's price is not set, it will have Bid value
if(!price2)
price2=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the first point's time is not set, it is located 9 bars left from the second one
if(!time1)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time2,10,temp);
//--- set the first point 9 bars left from the second one
time1=temp[0];
}
//--- if the first point's price is not set, move it 200 points below the second one
if(!price1)
price1=price2-200*SymbolInfoDouble(Symbol(),SYMBOL_POINT);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing the coordinates of Fibonacci Retracement anchor points
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
© 2000-2017, MetaQuotes Software Corp.
433 Standard Constants, Enumerations and Structures
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing Fibonacci Retracement
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
//--- create an object
if(!FiboLevelsCreate(0,InpName,0,date[d1],price[p1],date[d2],price[p2],InpColor,
InpStyle,InpWidth,InpBack,InpSelection,InpRayLeft,InpRayRight,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor points
//--- loop counter
int v_steps=accuracy*2/5;
//--- move the first anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p1>1)
p1-=1;
//--- move the point
if(!FiboLevelsPointChange(0,InpName,0,date[d1],price[p1]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
v_steps=accuracy*4/5;
© 2000-2017, MetaQuotes Software Corp.
434 Standard Constants, Enumerations and Structures
//--- move the second anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p2>1)
p2-=1;
//--- move the point
if(!FiboLevelsPointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- delete the object from the chart
FiboLevelsDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
435 Standard Constants, Enumerations and Structures
OBJ_FIBOTIMES
Fibonacci Time Zones.
Note
For "Fibonacci Time Zones", it is possible to specify the number of line-levels, their values and
color.
Example
The following script creates and moves Fibonacci Time Zones on the chart. Special functions have
been developed to create and change graphical object's properties. You can use these functions "as
is" in your own applications.
//--- description
#property description "Script draws \"Fibonacci Time Zones\" graphical object."
#property description "Anchor point coordinates are set in percentage of the size of"
#property description "the chart window."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="FiboTimes"; // Object name
input int InpDate1=10; // 1 st point's date, %
input int InpPrice1=45; // 1 st point's price, %
input int InpDate2=20; // 2 nd point's date, %
input int InpPrice2=55; // 2 nd point's price, %
input color InpColor=clrRed; // Object color
input ENUM_LINE_STYLE InpStyle=STYLE_DASHDOTDOT; // Line style
input int InpWidth=2; // Line width
© 2000-2017, MetaQuotes Software Corp.
436 Standard Constants, Enumerations and Structures
input bool InpBack=false; // Background object
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Fibonacci Time Zones by the given coordinates |
//+------------------------------------------------------------------+
bool FiboTimesCreate(const long chart_ID=0, // chart's ID
const string name="FiboTimes", // object name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
const color clr=clrRed, // object color
const ENUM_LINE_STYLE style=STYLE_SOLID, // object line style
const int width=1, // object line width
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeFiboTimesEmptyPoints(time1,price1,time2,price2);
//--- reset the error value
ResetLastError();
//--- create Fibonacci Time Zones by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_FIBOTIMES,sub_window,time1,price1,time2,price2))
{
Print(__FUNCTION__,
": failed to create \"Fibonacci Time Zones\"! Error code = ",GetLastError());
return(false);
}
//--- set color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set line width
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the channel for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
© 2000-2017, MetaQuotes Software Corp.
437 Standard Constants, Enumerations and Structures
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Set number of levels and their parameters |
//+------------------------------------------------------------------+
bool FiboTimesLevelsSet(int levels, // number of level lines
double &values[], // values of level lines
color &colors[], // color of level lines
ENUM_LINE_STYLE &styles[], // style of level lines
int &widths[], // width of level lines
const long chart_ID=0, // chart's ID
const string name="FiboTimes") // object name
{
//--- check array sizes
if(levels!=ArraySize(colors) || levels!=ArraySize(styles) ||
levels!=ArraySize(widths) || levels!=ArraySize(widths))
{
Print(__FUNCTION__,": array length does not correspond to the number of levels, error!");
return(false);
}
//--- set the number of levels
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELS,levels);
//--- set the properties of levels in the loop
for(int i=0;i<levels;i++)
{
//--- level value
ObjectSetDouble(chart_ID,name,OBJPROP_LEVELVALUE,i,values[i]);
//--- level color
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELCOLOR,i,colors[i]);
//--- level style
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELSTYLE,i,styles[i]);
//--- level width
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELWIDTH,i,widths[i]);
//--- level description
ObjectSetString(chart_ID,name,OBJPROP_LEVELTEXT,i,DoubleToString(values[i],1));
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move Fibonacci Time Zones anchor point |
//+------------------------------------------------------------------+
bool FiboTimesPointChange(const long chart_ID=0, // chart's ID
const string name="FiboTimes", // object name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
© 2000-2017, MetaQuotes Software Corp.
438 Standard Constants, Enumerations and Structures
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Fibonacci Time Zones |
//+------------------------------------------------------------------+
bool FiboTimesDelete(const long chart_ID=0, // chart's ID
const string name="FiboTimes") // object name
{
//--- reset the error value
ResetLastError();
//--- delete the object
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Fibonacci Time Zones\"! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of Fibonacci Time Zones and |
//| set default values for empty ones |
//+------------------------------------------------------------------+
void ChangeFiboTimesEmptyPoints(datetime &time1,double &price1,
datetime &time2,double &price2)
{
//--- if the first point's time is not set, it will be on the current bar
if(!time1)
time1=TimeCurrent();
//--- if the first point's price is not set, it will have Bid value
if(!price1)
© 2000-2017, MetaQuotes Software Corp.
439 Standard Constants, Enumerations and Structures
price1=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the second point's time is not set, it is located 2 bars left from the second one
if(!time2)
{
//--- array for receiving the open time of the last 3 bars
datetime temp[3];
CopyTime(Symbol(),Period(),time1,3,temp);
//--- set the first point 2 bars left from the second one
time2=temp[0];
}
//--- if the second point's price is not set, it is equal to the first point's one
if(!price2)
price2=price1;
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing the coordinates of Fibonacci Time Zones anchor points
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
© 2000-2017, MetaQuotes Software Corp.
440 Standard Constants, Enumerations and Structures
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing Fibonacci Time Zones
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
//--- create an object
if(!FiboTimesCreate(0,InpName,0,date[d1],price[p1],date[d2],price[p2],
InpColor,InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor points
//--- loop counter
int h_steps=bars*2/5;
//--- move the second anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d2<bars-1)
d2+=1;
//--- move the point
if(!FiboTimesPointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
h_steps=bars*3/5;
//--- move the first anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d1<bars-1)
d1+=1;
//--- move the point
if(!FiboTimesPointChange(0,InpName,0,date[d1],price[p1]))
© 2000-2017, MetaQuotes Software Corp.
441 Standard Constants, Enumerations and Structures
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- delete the object from the chart
FiboTimesDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
442 Standard Constants, Enumerations and Structures
OBJ_FIBOFAN
Fibonacci Fan.
Note
For "Fibonacci Fan", it is possible to specify the number of line-levels, their values and color.
Example
The following script creates and moves Fibonacci Fan on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Fibonacci Fan\" graphical object."
#property description "Anchor point coordinates are set in percentage of"
#property description "the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="FiboFan"; // Fan name
input int InpDate1=10; // 1 st point's date, %
input int InpPrice1=25; // 1 st point's price, %
input int InpDate2=30; // 2 nd point's date, %
input int InpPrice2=50; // 2 nd point's price, %
input color InpColor=clrRed; // Fan line color
input ENUM_LINE_STYLE InpStyle=STYLE_DASHDOTDOT; // Line style
input int InpWidth=2; // Line width
© 2000-2017, MetaQuotes Software Corp.
443 Standard Constants, Enumerations and Structures
input bool InpBack=false; // Background object
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Fibonacci Fan by the given coordinates |
//+------------------------------------------------------------------+
bool FiboFanCreate(const long chart_ID=0, // chart's ID
const string name="FiboFan", // fan name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
const color clr=clrRed, // fan line color
const ENUM_LINE_STYLE style=STYLE_SOLID, // fan line style
const int width=1, // fan line width
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeFiboFanEmptyPoints(time1,price1,time2,price2);
//--- reset the error value
ResetLastError();
//--- create Fibonacci Fan by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_FIBOFAN,sub_window,time1,price1,time2,price2))
{
Print(__FUNCTION__,
": failed to create \"Fibonacci Fan\"! Error code = ",GetLastError());
return(false);
}
//--- set color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set line width
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the fan for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
© 2000-2017, MetaQuotes Software Corp.
444 Standard Constants, Enumerations and Structures
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Set number of levels and their parameters |
//+------------------------------------------------------------------+
bool FiboFanLevelsSet(int levels, // number of level lines
double &values[], // values of level lines
color &colors[], // color of level lines
ENUM_LINE_STYLE &styles[], // style of level lines
int &widths[], // width of level lines
const long chart_ID=0, // chart's ID
const string name="FiboFan") // fan name
{
//--- check array sizes
if(levels!=ArraySize(colors) || levels!=ArraySize(styles) ||
levels!=ArraySize(widths) || levels!=ArraySize(widths))
{
Print(__FUNCTION__,": array length does not correspond to the number of levels, error!");
return(false);
}
//--- set the number of levels
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELS,levels);
//--- set the properties of levels in the loop
for(int i=0;i<levels;i++)
{
//--- level value
ObjectSetDouble(chart_ID,name,OBJPROP_LEVELVALUE,i,values[i]);
//--- level color
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELCOLOR,i,colors[i]);
//--- level style
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELSTYLE,i,styles[i]);
//--- level width
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELWIDTH,i,widths[i]);
//--- level description
ObjectSetString(chart_ID,name,OBJPROP_LEVELTEXT,i,DoubleToString(100*values[i],1));
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move Fibonacci Fan anchor point |
//+------------------------------------------------------------------+
bool FiboFanPointChange(const long chart_ID=0, // chart's ID
const string name="FiboFan", // fan name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
© 2000-2017, MetaQuotes Software Corp.
445 Standard Constants, Enumerations and Structures
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Fibonacci Fan |
//+------------------------------------------------------------------+
bool FiboFanDelete(const long chart_ID=0, // chart's ID
const string name="FiboFan") // fan name
{
//--- reset the error value
ResetLastError();
//--- delete the fan
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Fibonacci Fan\"! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of Fibonacci Fan anchor points and set |
//| default values for empty ones |
//+------------------------------------------------------------------+
void ChangeFiboFanEmptyPoints(datetime &time1,double &price1,
datetime &time2,double &price2)
{
//--- if the second point's time is not set, it will be on the current bar
if(!time2)
time2=TimeCurrent();
//--- if the second point's price is not set, it will have Bid value
if(!price2)
© 2000-2017, MetaQuotes Software Corp.
446 Standard Constants, Enumerations and Structures
price2=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the first point's time is not set, it is located 9 bars left from the second one
if(!time1)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time2,10,temp);
//--- set the first point 9 bars left from the second one
time1=temp[0];
}
//--- if the first point's price is not set, move it 200 points below the second one
if(!price1)
price1=price2-200*SymbolInfoDouble(Symbol(),SYMBOL_POINT);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing the coordinates of Fibonacci Fan anchor points
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
© 2000-2017, MetaQuotes Software Corp.
447 Standard Constants, Enumerations and Structures
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing Fibonacci Fan
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
//--- create an object
if(!FiboFanCreate(0,InpName,0,date[d1],price[p1],date[d2],price[p2],
InpColor,InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the fan's anchor points
//--- loop counter
int v_steps=accuracy/2;
//--- move the first anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p1<accuracy-1)
p1+=1;
//--- move the point
if(!FiboFanPointChange(0,InpName,0,date[d1],price[p1]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
int h_steps=bars/4;
//--- move the second anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d2<bars-1)
d2+=1;
//--- move the point
if(!FiboFanPointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
© 2000-2017, MetaQuotes Software Corp.
448 Standard Constants, Enumerations and Structures
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- delete the object from the chart
FiboFanDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
449 Standard Constants, Enumerations and Structures
OBJ_FIBOARC
Fibonacci Arcs.
Note
For "Fibonacci Arcs", it is possible to specify the display mode of the entire ellipse. Curvature radius
can be specified by changing the scale and coordinates of the anchor points.
You can also specify the number of line-levels, their values and color.
Example
The following script creates and moves Fibonacci Arcs on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Fibonacci Arcs\" graphical object."
#property description "Anchor point coordinates are set in percentage of"
#property description "the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="FiboArc"; // Object name
input int InpDate1=25; // 1 st point's date, %
input int InpPrice1=25; // 1 st point's price, %
input int InpDate2=35; // 2 nd point's date, %
input int InpPrice2=55; // 2 nd point's price, %
input double InpScale=3.0; // Scale
© 2000-2017, MetaQuotes Software Corp.
450 Standard Constants, Enumerations and Structures
input bool InpFullEllipse=true; // Shape of the arcs
input color InpColor=clrRed; // Line color
input ENUM_LINE_STYLE InpStyle=STYLE_DASHDOTDOT; // Line style
input int InpWidth=2; // Line width
input bool InpBack=false; // Background object
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Fibonacci Arcs by the given coordinates |
//+------------------------------------------------------------------+
bool FiboArcCreate(const long chart_ID=0, // chart's ID
const string name="FiboArc", // object name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
const double scale=1.0, // scale
const bool full_ellipse=false, // shape of the arcs
const color clr=clrRed, // line color
const ENUM_LINE_STYLE style=STYLE_SOLID, // line style
const int width=1, // line width
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeFiboArcEmptyPoints(time1,price1,time2,price2);
//--- reset the error value
ResetLastError();
//--- create Fibonacci Arcs by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_FIBOARC,sub_window,time1,price1,time2,price2))
{
Print(__FUNCTION__,
": failed to create \"Fibonacci Arcs\"! Error code = ",GetLastError());
return(false);
}
//--- set the scale
ObjectSetDouble(chart_ID,name,OBJPROP_SCALE,scale);
//--- set display of the arcs as a full ellipse (true) or a half of it (false)
ObjectSetInteger(chart_ID,name,OBJPROP_ELLIPSE,full_ellipse);
//--- set color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set line width
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
© 2000-2017, MetaQuotes Software Corp.
451 Standard Constants, Enumerations and Structures
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the arcs for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Set number of levels and their parameters |
//+------------------------------------------------------------------+
bool FiboArcLevelsSet(int levels, // number of level lines
double &values[], // values of level lines
color &colors[], // color of level lines
ENUM_LINE_STYLE &styles[], // style of level lines
int &widths[], // width of level lines
const long chart_ID=0, // chart's ID
const string name="FiboArc") // object name
{
//--- check array sizes
if(levels!=ArraySize(colors) || levels!=ArraySize(styles) ||
levels!=ArraySize(widths) || levels!=ArraySize(widths))
{
Print(__FUNCTION__,": array length does not correspond to the number of levels, error!");
return(false);
}
//--- set the number of levels
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELS,levels);
//--- set the properties of levels in the loop
for(int i=0;i<levels;i++)
{
//--- level value
ObjectSetDouble(chart_ID,name,OBJPROP_LEVELVALUE,i,values[i]);
//--- level color
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELCOLOR,i,colors[i]);
//--- level style
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELSTYLE,i,styles[i]);
//--- level width
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELWIDTH,i,widths[i]);
//--- level description
ObjectSetString(chart_ID,name,OBJPROP_LEVELTEXT,i,DoubleToString(100*values[i],1));
}
© 2000-2017, MetaQuotes Software Corp.
452 Standard Constants, Enumerations and Structures
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move Fibonacci Arcs anchor point |
//+------------------------------------------------------------------+
bool FiboArcPointChange(const long chart_ID=0, // chart's ID
const string name="FiboArc", // object name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Fibonacci Arcs |
//+------------------------------------------------------------------+
bool FiboArcDelete(const long chart_ID=0, // chart's ID
const string name="FiboArc") // object name
{
//--- reset the error value
ResetLastError();
//--- delete the object
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Fibonacci Arcs\"! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of Fibonacci Arcs anchor points and set default |
© 2000-2017, MetaQuotes Software Corp.
453 Standard Constants, Enumerations and Structures
//| values for empty ones |
//+------------------------------------------------------------------+
void ChangeFiboArcEmptyPoints(datetime &time1,double &price1,
datetime &time2,double &price2)
{
//--- if the second point's time is not set, it will be on the current bar
if(!time2)
time2=TimeCurrent();
//--- if the second point's price is not set, it will have Bid value
if(!price2)
price2=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the first point's time is not set, it is located 9 bars left from the second one
if(!time1)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time2,10,temp);
//--- set the first point 9 bars left from the second one
time1=temp[0];
}
//--- if the first point's price is not set, move it 300 points below the second one
if(!price1)
price1=price2-300*SymbolInfoDouble(Symbol(),SYMBOL_POINT);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing the coordinates of Fibonacci Arcs anchor points
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
© 2000-2017, MetaQuotes Software Corp.
454 Standard Constants, Enumerations and Structures
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing Fibonacci Arcs
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
//--- create an object
if(!FiboArcCreate(0,InpName,0,date[d1],price[p1],date[d2],price[p2],InpScale,
InpFullEllipse,InpColor,InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor points
//--- loop counter
int v_steps=accuracy/5;
//--- move the first anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p1<accuracy-1)
p1+=1;
//--- move the point
if(!FiboArcPointChange(0,InpName,0,date[d1],price[p1]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
int h_steps=bars/5;
© 2000-2017, MetaQuotes Software Corp.
455 Standard Constants, Enumerations and Structures
//--- move the second anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d2<bars-1)
d2+=1;
//--- move the point
if(!FiboArcPointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- delete the object from the chart
FiboArcDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
456 Standard Constants, Enumerations and Structures
OBJ_FIBOCHANNEL
Fibonacci Channel.
Note
For Fibonacci Channel, it is possible to specify the mode of continuation of its display to the right
and/or left (OBJPROP_RAY_RIGHT and OBJPROP_RAY_LEFT properties accordingly).
You can also specify the number of line-levels, their values and color.
Example
The following script creates and moves Fibonacci Channel on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Fibonacci Channel\" graphical object."
#property description "Anchor point coordinates are set in percentage of"
#property description "the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="FiboChannel"; // Channel name
input int InpDate1=20; // 1 st point's date, %
input int InpPrice1=10; // 1 st point's price, %
input int InpDate2=60; // 2 nd point's date, %
input int InpPrice2=30; // 2 nd point's price, %
input int InpDate3=20; // 3 rd point's date, %
© 2000-2017, MetaQuotes Software Corp.
457 Standard Constants, Enumerations and Structures
input int InpPrice3=25; // 3 rd point's price, %
input color InpColor=clrRed; // Channel color
input ENUM_LINE_STYLE InpStyle=STYLE_DASHDOTDOT; // Style of channel lines
input int InpWidth=2; // Width of channel lines
input bool InpBack=false; // Background channel
input bool InpSelection=true; // Highlight to move
input bool InpRayLeft=false; // Channel's continuation to the left
input bool InpRayRight=false; // Channel's continuation to the right
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Fibonacci Channel by the given coordinates |
//+------------------------------------------------------------------+
bool FiboChannelCreate(const long chart_ID=0, // chart's ID
const string name="FiboChannel", // channel name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
datetime time3=0, // third point time
double price3=0, // third point price
const color clr=clrRed, // channel color
const ENUM_LINE_STYLE style=STYLE_SOLID, // style of channel lines
const int width=1, // width of channel lines
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool ray_left=false, // channel's continuation to the l
const bool ray_right=false, // channel's continuation to the r
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeFiboChannelEmptyPoints(time1,price1,time2,price2,time3,price3);
//--- reset the error value
ResetLastError();
//--- create a channel by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_FIBOCHANNEL,sub_window,time1,price1,time2,price2,time3,price3
{
Print(__FUNCTION__,
": failed to create \"Fibonacci Channel\"! Error code = ",GetLastError());
return(false);
}
//--- set channel color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set style of the channel lines
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set width of the channel lines
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
© 2000-2017, MetaQuotes Software Corp.
458 Standard Constants, Enumerations and Structures
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the channel for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- enable (true) or disable (false) the mode of continuation of the channel's display to the lef
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_LEFT,ray_left);
//--- enable (true) or disable (false) the mode of continuation of the channel's display to the rig
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_RIGHT,ray_right);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Set number of levels and their parameters |
//+------------------------------------------------------------------+
bool FiboChannelLevelsSet(int levels, // number of level lines
double &values[], // values of level lines
color &colors[], // color of level lines
ENUM_LINE_STYLE &styles[], // style of level lines
int &widths[], // width of level lines
const long chart_ID=0, // chart's ID
const string name="FiboChannel") // object name
{
//--- check array sizes
if(levels!=ArraySize(colors) || levels!=ArraySize(styles) ||
levels!=ArraySize(widths) || levels!=ArraySize(widths))
{
Print(__FUNCTION__,": array length does not correspond to the number of levels, error!");
return(false);
}
//--- set the number of levels
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELS,levels);
//--- set the properties of levels in the loop
for(int i=0;i<levels;i++)
{
//--- level value
ObjectSetDouble(chart_ID,name,OBJPROP_LEVELVALUE,i,values[i]);
//--- level color
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELCOLOR,i,colors[i]);
//--- level style
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELSTYLE,i,styles[i]);
//--- level width
© 2000-2017, MetaQuotes Software Corp.
459 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELWIDTH,i,widths[i]);
//--- level description
ObjectSetString(chart_ID,name,OBJPROP_LEVELTEXT,i,DoubleToString(100*values[i],1));
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move Fibonacci Channel anchor point |
//+------------------------------------------------------------------+
bool FiboChannelPointChange(const long chart_ID=0, // chart's ID
const string name="FiboChannel", // channel name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete the channel |
//+------------------------------------------------------------------+
bool FiboChannelDelete(const long chart_ID=0, // chart's ID
const string name="FiboChannel") // channel name
{
//--- reset the error value
ResetLastError();
//--- delete the channel
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Fibonacci Channel\"! Error code = ",GetLastError());
return(false);
}
//--- successful execution
© 2000-2017, MetaQuotes Software Corp.
460 Standard Constants, Enumerations and Structures
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of Fibonacci Channel anchor points and set |
//| default values for empty ones |
//+------------------------------------------------------------------+
void ChangeFiboChannelEmptyPoints(datetime &time1,double &price1,datetime &time2,
double &price2,datetime &time3,double &price3)
{
//--- if the second (right) point's time is not set, it will be on the current bar
if(!time2)
time2=TimeCurrent();
//--- if the second point's price is not set, it will have Bid value
if(!price2)
price2=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the first (left) point's time is not set, it is located 9 bars left from the second one
if(!time1)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time2,10,temp);
//--- set the first point 9 bars left from the second one
time1=temp[0];
}
//--- if the first point's price is not set, move it 300 points higher than the second one
if(!price1)
price1=price2+300*SymbolInfoDouble(Symbol(),SYMBOL_POINT);
//--- if the third point's time is not set, it coincides with the first point's one
if(!time3)
time3=time1;
//--- if the third point's price is not set, it is equal to the second point's one
if(!price3)
price3=price2;
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100 ||
InpDate3<0 || InpDate3>100 || InpPrice3<0 || InpPrice3>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
© 2000-2017, MetaQuotes Software Corp.
461 Standard Constants, Enumerations and Structures
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing channel anchor points' coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the channel
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int d3=InpDate3*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
int p3=InpPrice3*(accuracy-1)/100;
//--- create Fibonacci Channel
if(!FiboChannelCreate(0,InpName,0,date[d1],price[p1],date[d2],price[p2],date[d3],price[p3],
InpColor,InpStyle,InpWidth,InpBack,InpSelection,InpRayLeft,InpRayRight,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the channel's anchor points
//--- loop counter
int h_steps=bars/10;
//--- move the first anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d1>1)
d1-=1;
© 2000-2017, MetaQuotes Software Corp.
462 Standard Constants, Enumerations and Structures
//--- move the point
if(!FiboChannelPointChange(0,InpName,0,date[d1],price[p1]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
int v_steps=accuracy/10;
//--- move the second anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p2>1)
p2-=1;
//--- move the point
if(!FiboChannelPointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
v_steps=accuracy/15;
//--- move the third anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p3<accuracy-1)
p3+=1;
//--- move the point
if(!FiboChannelPointChange(0,InpName,2,date[d3],price[p3]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
© 2000-2017, MetaQuotes Software Corp.
463 Standard Constants, Enumerations and Structures
//--- 1 second of delay
Sleep(1000);
//--- delete the channel from the chart
FiboChannelDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
464 Standard Constants, Enumerations and Structures
OBJ_EXPANSION
Fibonacci Expansion.
Note
For "Fibonacci Expansion", it is possible to specify the mode of continuation of its display to the
right and/or left (OBJPROP_RAY_RIGHT and OBJPROP_RAY_LEFT properties accordingly).
You can also specify the number of line-levels, their values and color.
Example
The following script creates and moves Fibonacci Expansion on the chart. Special functions have
been developed to create and change graphical object's properties. You can use these functions "as
is" in your own applications.
//--- description
#property description "Script draws \"Fibonacci Expansion\"graphical object."
#property description "Anchor point coordinates are set in percentage of"
#property description "the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="FiboExpansion"; // Object name
input int InpDate1=10; // 1 st point's date, %
input int InpPrice1=55; // 1 st point's price, %
input int InpDate2=30; // 2 nd point's date, %
input int InpPrice2=10; // 2 nd point's price, %
input int InpDate3=80; // 3 rd point's date, %
© 2000-2017, MetaQuotes Software Corp.
465 Standard Constants, Enumerations and Structures
input int InpPrice3=75; // 3 rd point's price, %
input color InpColor=clrRed; // Object color
input ENUM_LINE_STYLE InpStyle=STYLE_DASHDOTDOT; // Style of lines
input int InpWidth=2; // Width of the lines
input bool InpBack=false; // Background object
input bool InpSelection=true; // Highlight to move
input bool InpRayLeft=false; // Object's continuation to the left
input bool InpRayRight=false; // Object's continuation to the right
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Fibonacci Extension by the given coordinates |
//+------------------------------------------------------------------+
bool FiboExpansionCreate(const long chart_ID=0, // chart's ID
const string name="FiboExpansion", // channel name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
datetime time3=0, // third point time
double price3=0, // third point price
const color clr=clrRed, // object color
const ENUM_LINE_STYLE style=STYLE_SOLID, // style of the lines
const int width=1, // width of the lines
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool ray_left=false, // object's continuation to th
const bool ray_right=false, // object's continuation to th
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeFiboExpansionEmptyPoints(time1,price1,time2,price2,time3,price3);
//--- reset the error value
ResetLastError();
//--- Create Fibonacci Extension by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_EXPANSION,sub_window,time1,price1,time2,price2,time3,price3))
{
Print(__FUNCTION__,
": failed to create \"Fibonacci Extension\"! Error code = ",GetLastError());
return(false);
}
//--- set the object's color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set width of the lines
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
© 2000-2017, MetaQuotes Software Corp.
466 Standard Constants, Enumerations and Structures
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the channel for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- enable (true) or disable (false) the mode of continuation of the object's visualization to th
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_LEFT,ray_left);
//--- enable (true) or disable (false) the mode of continuation of the object's visualization to th
ObjectSetInteger(chart_ID,name,OBJPROP_RAY_RIGHT,ray_right);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Set number of levels and their parameters |
//+------------------------------------------------------------------+
bool FiboExpansionLevelsSet(int levels, // number of level lines
double &values[], // values of level lines
color &colors[], // color of level lines
ENUM_LINE_STYLE &styles[], // style of level lines
int &widths[], // width of level lines
const long chart_ID=0, // chart's ID
const string name="FiboExpansion") // object name
{
//--- check array sizes
if(levels!=ArraySize(colors) || levels!=ArraySize(styles) ||
levels!=ArraySize(widths) || levels!=ArraySize(widths))
{
Print(__FUNCTION__,": array length does not correspond to the number of levels, error!");
return(false);
}
//--- set the number of levels
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELS,levels);
//--- set the properties of levels in the loop
for(int i=0;i<levels;i++)
{
//--- level value
ObjectSetDouble(chart_ID,name,OBJPROP_LEVELVALUE,i,values[i]);
//--- level color
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELCOLOR,i,colors[i]);
//--- level style
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELSTYLE,i,styles[i]);
//--- level width
© 2000-2017, MetaQuotes Software Corp.
467 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_LEVELWIDTH,i,widths[i]);
//--- level description
ObjectSetString(chart_ID,name,OBJPROP_LEVELTEXT,i,"FE "+DoubleToString(100*values[i],1));
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move Fibonacci Expansion anchor point |
//+------------------------------------------------------------------+
bool FiboExpansionPointChange(const long chart_ID=0, // chart's ID
const string name="FiboExpansion", // object name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Fibonacci Expansion |
//+------------------------------------------------------------------+
bool FiboExpansionDelete(const long chart_ID=0, // chart's ID
const string name="FiboExpansion") // object name
{
//--- reset the error value
ResetLastError();
//--- delete the object
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Fibonacci Expansion\"! Error code = ",GetLastError());
return(false);
}
//--- successful execution
© 2000-2017, MetaQuotes Software Corp.
468 Standard Constants, Enumerations and Structures
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of Fibonacci Expansion anchor points and set |
//| default values for empty ones |
//+------------------------------------------------------------------+
void ChangeFiboExpansionEmptyPoints(datetime &time1,double &price1,datetime &time2,
double &price2,datetime &time3,double &price3)
{
//--- if the third (right) point's time is not set, it will be on the current bar
if(!time3)
time3=TimeCurrent();
//--- if the third point's price is not set, it will have Bid value
if(!price3)
price3=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the first (left) point's time is not set, it is located 9 bars left from the third one
//--- array for receiving the open time of the last 10 bars
datetime temp[];
ArrayResize(temp,10);
if(!time1)
{
CopyTime(Symbol(),Period(),time3,10,temp);
//--- set the first point 9 bars left from the second one
time1=temp[0];
}
//--- if the first point's price is not set, it is equal to the third point's one
if(!price1)
price1=price3;
//--- if the second point's time is not set, it is located 7 bars left from the third one
if(!time2)
time2=temp[2];
//--- if the second point's price is not set, move it 250 points lower than the first one
if(!price2)
price2=price1-250*SymbolInfoDouble(Symbol(),SYMBOL_POINT);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100 ||
InpDate3<0 || InpDate3>100 || InpPrice3<0 || InpPrice3>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
© 2000-2017, MetaQuotes Software Corp.
469 Standard Constants, Enumerations and Structures
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing object anchor points' coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing Fibonacci Expansion
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int d3=InpDate3*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
int p3=InpPrice3*(accuracy-1)/100;
//--- create Fibonacci Expansion
if(!FiboExpansionCreate(0,InpName,0,date[d1],price[p1],date[d2],price[p2],date[d3],price[p3],
InpColor,InpStyle,InpWidth,InpBack,InpSelection,InpRayLeft,InpRayRight,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor points
//--- loop counter
int v_steps=accuracy/10;
//--- move the first anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p1>1)
© 2000-2017, MetaQuotes Software Corp.
470 Standard Constants, Enumerations and Structures
p1-=1;
//--- move the point
if(!FiboExpansionPointChange(0,InpName,0,date[d1],price[p1]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
v_steps=accuracy/2;
//--- move the third anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p3>1)
p3-=1;
//--- move the point
if(!FiboExpansionPointChange(0,InpName,2,date[d3],price[p3]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
v_steps=accuracy*4/5;
//--- move the second anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p2<accuracy-1)
p2+=1;
//--- move the point
if(!FiboExpansionPointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
© 2000-2017, MetaQuotes Software Corp.
471 Standard Constants, Enumerations and Structures
Sleep(1000);
//--- delete the object from the chart
FiboExpansionDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
472 Standard Constants, Enumerations and Structures
OBJ_ELLIOTWAVE5
Elliott Motive Wave.
Note
For "Elliott Motive Wave", it is possible to enable/disable the mode of connecting points by lines
(OBJPROP_DRAWLINES property), as well as set the level of wave positioning (from
ENUM_ELLIOT_WAVE_DEGREE enumeration).
Example
The following script creates and moves Elliott motive wave on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Elliott Motive Wave\"."
#property description "Anchor point coordinates are set in percentage of the size of"
#property description "the chart window."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="ElliotWave5"; // Object name
input int InpDate1=10; // 1 st point's date, %
input int InpPrice1=90; // 1 st point's price, %
input int InpDate2=20; // 2 nd point's date, %
input int InpPrice2=40; // 2 nd point's price, %
input int InpDate3=30; // 3 rd point's date, %
© 2000-2017, MetaQuotes Software Corp.
473 Standard Constants, Enumerations and Structures
input int InpPrice3=60; // 3 rd point's price, %
input int InpDate4=40; // 4 th point's date, %
input int InpPrice4=10; // 4 th point's price, %
input int InpDate5=60; // 5 th point's date, %
input int InpPrice5=40; // 5 th point's price, %
input ENUM_ELLIOT_WAVE_DEGREE InpDegree=ELLIOTT_MINOR; // Level
input bool InpDrawLines=true; // Displaying the lines
input color InpColor=clrRed; // Color of the lines
input ENUM_LINE_STYLE InpStyle=STYLE_DASH; // Style of the lines
input int InpWidth=2; // Width of the lines
input bool InpBack=false; // Background object
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create "Elliott Motive Wave" by the given coordinates |
//+------------------------------------------------------------------+
bool ElliotWave5Create(const long chart_ID=0, // chart's ID
const string name="ElliotWave5", // wave name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
datetime time3=0, // third point time
double price3=0, // third point price
datetime time4=0, // fourth point time
double price4=0, // fourth point price
datetime time5=0, // fifth point time
double price5=0, // fifth point price
const ENUM_ELLIOT_WAVE_DEGREE degree=ELLIOTT_MINUETTE, // degree
const bool draw_lines=true, // displaying the lin
const color clr=clrRed, // object color
const ENUM_LINE_STYLE style=STYLE_SOLID, // style of the lines
const int width=1, // width of the lines
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the obje
const long z_order=0) // priority for mouse
{
//--- set anchor points' coordinates if they are not set
ChangeElliotWave5EmptyPoints(time1,price1,time2,price2,time3,price3,time4,price4,time5,price5);
//--- reset the error value
ResetLastError();
//--- Create "Elliott Motive Wave" by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_ELLIOTWAVE5,sub_window,time1,price1,time2,price2,time3,
price3,time4,price4,time5,price5))
{
Print(__FUNCTION__,
© 2000-2017, MetaQuotes Software Corp.
474 Standard Constants, Enumerations and Structures
": failed to create \"Elliott Motive Wave\"! Error code = ",GetLastError());
return(false);
}
//--- set degree (wave size)
ObjectSetInteger(chart_ID,name,OBJPROP_DEGREE,degree);
//--- enable (true) or disable (false) the mode of displaying the lines
ObjectSetInteger(chart_ID,name,OBJPROP_DRAWLINES,draw_lines);
//--- set the object's color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set width of the lines
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the channel for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move anchor point of Elliott Motive Wave |
//+------------------------------------------------------------------+
bool ElliotWave5PointChange(const long chart_ID=0, // chart's ID
const string name="ElliotWave5", // object name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
© 2000-2017, MetaQuotes Software Corp.
475 Standard Constants, Enumerations and Structures
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Elliott Motive Wave |
//+------------------------------------------------------------------+
bool ElliotWave5Delete(const long chart_ID=0, // chart's ID
const string name="ElliotWave5") // object name
{
//--- reset the error value
ResetLastError();
//--- delete the object
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Elliott Motive Wave\"! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of Elliott Motive Wave's anchor points and |
//| set default values for empty ones |
//+------------------------------------------------------------------+
void ChangeElliotWave5EmptyPoints(datetime &time1,double &price1,
datetime &time2,double &price2,
datetime &time3,double &price3,
datetime &time4,double &price4,
datetime &time5,double &price5)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[];
ArrayResize(temp,10);
//--- receive data
CopyTime(Symbol(),Period(),TimeCurrent(),10,temp);
//--- receive the value of one point on the current chart
double point=SymbolInfoDouble(Symbol(),SYMBOL_POINT);
//--- if the first point's time is not set, it will be 9 bars left from the last bar
if(!time1)
time1=temp[0];
//--- if the first point's price is not set, it will have Bid value
if(!price1)
price1=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the second point's time is not set, it will be 7 bars left from the last bar
if(!time2)
time2=temp[2];
© 2000-2017, MetaQuotes Software Corp.
476 Standard Constants, Enumerations and Structures
//--- if the second point's price is not set, move it 300 points lower than the first one
if(!price2)
price2=price1-300*point;
//--- if the third point's time is not set, it will be 5 bars left from the last bar
if(!time3)
time3=temp[4];
//--- if the third point's price is not set, move it 250 points lower than the first one
if(!price3)
price3=price1-250*point;
//--- if the fourth point's time is not set, it will be 3 bars left from the last bar
if(!time4)
time4=temp[6];
//--- if the fourth point's price is not set, move it 550 points lower than the first one
if(!price4)
price4=price1-550*point;
//--- if the fifth point's time is not set, it will be on the last bar
if(!time5)
time5=temp[9];
//--- if the fifth point's price is not set, move it 450 points lower than the first one
if(!price5)
price5=price1-450*point;
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100 ||
InpDate3<0 || InpDate3>100 || InpPrice3<0 || InpPrice3>100 ||
InpDate4<0 || InpDate4>100 || InpPrice4<0 || InpPrice4>100 ||
InpDate5<0 || InpDate5>100 || InpPrice5<0 || InpPrice5>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing object anchor points' coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
© 2000-2017, MetaQuotes Software Corp.
477 Standard Constants, Enumerations and Structures
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing Elliott Motive Wave
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int d3=InpDate3*(bars-1)/100;
int d4=InpDate4*(bars-1)/100;
int d5=InpDate5*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
int p3=InpPrice3*(accuracy-1)/100;
int p4=InpPrice4*(accuracy-1)/100;
int p5=InpPrice5*(accuracy-1)/100;
//--- Create Elliott Motive Wave
if(!ElliotWave5Create(0,InpName,0,date[d1],price[p1],date[d2],price[p2],date[d3],price[p3],
date[d4],price[p4],date[d5],price[p5],InpDegree,InpDrawLines,InpColor,InpStyle,InpWidth,
InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor points
//--- loop counter
int v_steps=accuracy/5;
//--- move the fifth anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p5<accuracy-1)
p5+=1;
//--- move the point
if(!ElliotWave5PointChange(0,InpName,4,date[d5],price[p5]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
© 2000-2017, MetaQuotes Software Corp.
478 Standard Constants, Enumerations and Structures
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
v_steps=accuracy/5;
//--- move the second and third anchor points
for(int i=0;i<v_steps;i++)
{
//--- use the following values
if(p2<accuracy-1)
p2+=1;
if(p3>1)
p3-=1;
//--- shift the points
if(!ElliotWave5PointChange(0,InpName,1,date[d2],price[p2]))
return;
if(!ElliotWave5PointChange(0,InpName,2,date[d3],price[p3]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
v_steps=accuracy*4/5;
//--- move the first and fourth anchor points
for(int i=0;i<v_steps;i++)
{
//--- use the following values
if(p1>1)
p1-=1;
if(p4<accuracy-1)
p4+=1;
//--- shift the points
if(!ElliotWave5PointChange(0,InpName,0,date[d1],price[p1]))
return;
if(!ElliotWave5PointChange(0,InpName,3,date[d4],price[p4]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
© 2000-2017, MetaQuotes Software Corp.
479 Standard Constants, Enumerations and Structures
}
//--- 1 second of delay
Sleep(1000);
//--- delete the object from the chart
ElliotWave5Delete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
480 Standard Constants, Enumerations and Structures
OBJ_ELLIOTWAVE3
Elliott Correction Wave.
Note
For "Elliott Correction Wave", it is possible to enable/disable the mode of connecting points by lines
(OBJPROP_DRAWLINES property), as well as set the level of wave positioning (from
ENUM_ELLIOT_WAVE_DEGREE enumeration).
Example
The following script creates and moves Elliott correction wave on the chart. Special functions have
been developed to create and change graphical object's properties. You can use these functions "as
is" in your own applications.
//--- description
#property description "Script draws \"Elliott Correction Wave\" graphical object."
#property description "Anchor point coordinates are set in percentage of the chart's window"
#property description "size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="ElliotWave3"; // Object name
input int InpDate1=10; // 1 st point's date, %
input int InpPrice1=90; // 1 st point's price, %
input int InpDate2=30; // 2 nd point's date, %
input int InpPrice2=10; // 2 nd point's price, %
input int InpDate3=50; // 3 rd point's date, %
© 2000-2017, MetaQuotes Software Corp.
481 Standard Constants, Enumerations and Structures
input int InpPrice3=40; // 3 rd point's price, %
input ENUM_ELLIOT_WAVE_DEGREE InpDegree=ELLIOTT_MINOR; // Level
input bool InpDrawLines=true; // Displaying the lines
input color InpColor=clrRed; // Color of the lines
input ENUM_LINE_STYLE InpStyle=STYLE_DASH; // Style of the lines
input int InpWidth=2; // Width of the lines
input bool InpBack=false; // Background object
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create "Elliott Correction Wave" by the given coordinates |
//+------------------------------------------------------------------+
bool ElliotWave3Create(const long chart_ID=0, // chart's ID
const string name="ElliotWave3", // wave name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
datetime time3=0, // third point time
double price3=0, // third point price
const ENUM_ELLIOT_WAVE_DEGREE degree=ELLIOTT_MINUETTE, // degree
const bool draw_lines=true, // displaying the lin
const color clr=clrRed, // object color
const ENUM_LINE_STYLE style=STYLE_SOLID, // style of the lines
const int width=1, // width of the lines
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the obje
const long z_order=0) // priority for mouse
{
//--- set anchor points' coordinates if they are not set
ChangeElliotWave3EmptyPoints(time1,price1,time2,price2,time3,price3);
//--- reset the error value
ResetLastError();
//--- Create "Elliott Correction Wave" by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_ELLIOTWAVE3,sub_window,time1,price1,time2,price2,time3,price3
{
Print(__FUNCTION__,
": failed to create \"Elliott Correction Wave\"! Error code = ",GetLastError());
return(false);
}
//--- set degree (wave size)
ObjectSetInteger(chart_ID,name,OBJPROP_DEGREE,degree);
//--- enable (true) or disable (false) the mode of displaying the lines
ObjectSetInteger(chart_ID,name,OBJPROP_DRAWLINES,draw_lines);
//--- set the object's color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
© 2000-2017, MetaQuotes Software Corp.
482 Standard Constants, Enumerations and Structures
//--- set the line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set width of the lines
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the channel for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move anchor point of Elliott Correction Wave |
//+------------------------------------------------------------------+
bool ElliotWave3PointChange(const long chart_ID=0, // chart's ID
const string name="ElliotWave3", // object name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Elliott Correction Wave |
//+------------------------------------------------------------------+
bool ElliotWave3Delete(const long chart_ID=0, // chart's ID
© 2000-2017, MetaQuotes Software Corp.
483 Standard Constants, Enumerations and Structures
const string name="ElliotWave3") // object name
{
//--- reset the error value
ResetLastError();
//--- delete the object
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Elliott Correction Wave\"! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of Elliott Correction Wave's anchor points |
//| and set default values for empty ones |
//+------------------------------------------------------------------+
void ChangeElliotWave3EmptyPoints(datetime &time1,double &price1,
datetime &time2,double &price2,
datetime &time3,double &price3)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[];
ArrayResize(temp,10);
//--- receive data
CopyTime(Symbol(),Period(),TimeCurrent(),10,temp);
//--- receive the value of one point on the current chart
double point=SymbolInfoDouble(Symbol(),SYMBOL_POINT);
//--- if the first point's time is not set, it will be 9 bars left from the last bar
if(!time1)
time1=temp[0];
//--- if the first point's price is not set, it will have Bid value
if(!price1)
price1=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the second point's time is not set, it will be 5 bars left from the last bar
if(!time2)
time2=temp[4];
//--- if the second point's price is not set, move it 300 points lower than the first one
if(!price2)
price2=price1-300*point;
//--- if the third point's time is not set, it will be 1 bar left from the last bar
if(!time3)
time3=temp[8];
//--- if the third point's price is not set, move it 200 points lower than the first one
if(!price3)
price3=price1-200*point;
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
484 Standard Constants, Enumerations and Structures
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100 ||
InpDate3<0 || InpDate3>100 || InpPrice3<0 || InpPrice3>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing object anchor points' coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing Elliott Correction Wave
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int d3=InpDate3*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
int p3=InpPrice3*(accuracy-1)/100;
//--- Create Elliott Correction Wave
if(!ElliotWave3Create(0,InpName,0,date[d1],price[p1],date[d2],price[p2],date[d3],price[p3],
InpDegree,InpDrawLines,InpColor,InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
© 2000-2017, MetaQuotes Software Corp.
485 Standard Constants, Enumerations and Structures
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor points
//--- loop counter
int v_steps=accuracy/5;
//--- move the third anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p3<accuracy-1)
p3+=1;
//--- move the point
if(!ElliotWave3PointChange(0,InpName,2,date[d3],price[p3]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
v_steps=accuracy*4/5;
//--- move the first and second anchor points
for(int i=0;i<v_steps;i++)
{
//--- use the following values
if(p1>1)
p1-=1;
if(p2<accuracy-1)
p2+=1;
//--- shift the points
if(!ElliotWave3PointChange(0,InpName,0,date[d1],price[p1]))
return;
if(!ElliotWave3PointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- delete the object from the chart
© 2000-2017, MetaQuotes Software Corp.
486 Standard Constants, Enumerations and Structures
ElliotWave3Delete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
487 Standard Constants, Enumerations and Structures
OBJ_RECTANGLE
Rectangle.
Note
For rectangle, the mode of filling with color can be set using OBJPROP_FILL property.
Example
The following script creates and moves the rectangle on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script creates rectangle on the chart."
#property description "Anchor point coordinates are set in"
#property description "percentage of the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Rectangle"; // Rectangle name
input int InpDate1=40; // 1 st point's date, %
input int InpPrice1=40; // 1 st point's price, %
input int InpDate2=60; // 2 nd point's date, %
input int InpPrice2=60; // 2 nd point's price, %
input color InpColor=clrRed; // Rectangle color
input ENUM_LINE_STYLE InpStyle=STYLE_DASH; // Style of rectangle lines
input int InpWidth=2; // Width of rectangle lines
© 2000-2017, MetaQuotes Software Corp.
488 Standard Constants, Enumerations and Structures
input bool InpFill=true; // Filling the rectangle with color
input bool InpBack=false; // Background rectangle
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create rectangle by the given coordinates |
//+------------------------------------------------------------------+
bool RectangleCreate(const long chart_ID=0, // chart's ID
const string name="Rectangle", // rectangle name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
const color clr=clrRed, // rectangle color
const ENUM_LINE_STYLE style=STYLE_SOLID, // style of rectangle lines
const int width=1, // width of rectangle lines
const bool fill=false, // filling rectangle with color
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeRectangleEmptyPoints(time1,price1,time2,price2);
//--- reset the error value
ResetLastError();
//--- create a rectangle by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_RECTANGLE,sub_window,time1,price1,time2,price2))
{
Print(__FUNCTION__,
": failed to create a rectangle! Error code = ",GetLastError());
return(false);
}
//--- set rectangle color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the style of rectangle lines
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set width of the rectangle lines
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- enable (true) or disable (false) the mode of filling the rectangle
ObjectSetInteger(chart_ID,name,OBJPROP_FILL,fill);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the rectangle for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
© 2000-2017, MetaQuotes Software Corp.
489 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the rectangle anchor point |
//+------------------------------------------------------------------+
bool RectanglePointChange(const long chart_ID=0, // chart's ID
const string name="Rectangle", // rectangle name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete the rectangle |
//+------------------------------------------------------------------+
bool RectangleDelete(const long chart_ID=0, // chart's ID
const string name="Rectangle") // rectangle name
{
//--- reset the error value
ResetLastError();
//--- delete rectangle
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete rectangle! Error code = ",GetLastError());
return(false);
© 2000-2017, MetaQuotes Software Corp.
490 Standard Constants, Enumerations and Structures
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of rectangle's anchor points and set default |
//| values for empty ones |
//+------------------------------------------------------------------+
void ChangeRectangleEmptyPoints(datetime &time1,double &price1,
datetime &time2,double &price2)
{
//--- if the first point's time is not set, it will be on the current bar
if(!time1)
time1=TimeCurrent();
//--- if the first point's price is not set, it will have Bid value
if(!price1)
price1=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the second point's time is not set, it is located 9 bars left from the second one
if(!time2)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time1,10,temp);
//--- set the second point 9 bars left from the first one
time2=temp[0];
}
//--- if the second point's price is not set, move it 300 points lower than the first one
if(!price2)
price2=price1-300*SymbolInfoDouble(Symbol(),SYMBOL_POINT);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing rectangle anchor points' coordinates
datetime date[];
© 2000-2017, MetaQuotes Software Corp.
491 Standard Constants, Enumerations and Structures
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the rectangle
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
//--- create a rectangle
if(!RectangleCreate(0,InpName,0,date[d1],price[p1],date[d2],price[p2],InpColor,
InpStyle,InpWidth,InpFill,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the rectangle's anchor points
//--- loop counter
int h_steps=bars/2;
//--- move the anchor points
for(int i=0;i<h_steps;i++)
{
//--- use the following values
if(d1<bars-1)
d1+=1;
if(d2>1)
d2-=1;
//--- shift the points
if(!RectanglePointChange(0,InpName,0,date[d1],price[p1]))
return;
if(!RectanglePointChange(0,InpName,1,date[d2],price[p2]))
return;
© 2000-2017, MetaQuotes Software Corp.
492 Standard Constants, Enumerations and Structures
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
int v_steps=accuracy/2;
//--- move the anchor points
for(int i=0;i<v_steps;i++)
{
//--- use the following values
if(p1<accuracy-1)
p1+=1;
if(p2>1)
p2-=1;
//--- shift the points
if(!RectanglePointChange(0,InpName,0,date[d1],price[p1]))
return;
if(!RectanglePointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- delete the rectangle from the chart
RectangleDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
493 Standard Constants, Enumerations and Structures
OBJ_TRIANGLE
Triangle.
Note
For triangle, the mode of filling with color can be set using OBJPROP_FILL property.
Example
The following script creates and moves the triangle on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script creates triangle on the chart."
#property description "Anchor point coordinates are set in"
#property description "percentage of the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Triangle"; // Triangle name
input int InpDate1=25; // 1 st point's date, %
input int InpPrice1=50; // 1 st point's price, %
input int InpDate2=70; // 2 nd point's date, %
input int InpPrice2=70; // 2 nd point's price, %
input int InpDate3=65; // 3 rd point's date, %
input int InpPrice3=20; // 3 rd point's price, %
input color InpColor=clrRed; // Triangle color
© 2000-2017, MetaQuotes Software Corp.
494 Standard Constants, Enumerations and Structures
input ENUM_LINE_STYLE InpStyle=STYLE_DASHDOTDOT; // Style of triangle lines
input int InpWidth=2; // Width of triangle lines
input bool InpFill=false; // Filling triangle with color
input bool InpBack=false; // Background triangle
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create triangle by the given coordinates |
//+------------------------------------------------------------------+
bool TriangleCreate(const long chart_ID=0, // chart's ID
const string name="Triangle", // triangle name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
datetime time3=0, // third point time
double price3=0, // third point price
const color clr=clrRed, // triangle color
const ENUM_LINE_STYLE style=STYLE_SOLID, // style of triangle lines
const int width=1, // width of triangle lines
const bool fill=false, // filling triangle with color
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeTriangleEmptyPoints(time1,price1,time2,price2,time3,price3);
//--- reset the error value
ResetLastError();
//--- create triangle by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_TRIANGLE,sub_window,time1,price1,time2,price2,time3,price3))
{
Print(__FUNCTION__,
": failed to create a triangle! Error code = ",GetLastError());
return(false);
}
//--- set triangle color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set style of triangle lines
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set width of triangle lines
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- enable (true) or disable (false) the mode of filling the triangle
ObjectSetInteger(chart_ID,name,OBJPROP_FILL,fill);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
© 2000-2017, MetaQuotes Software Corp.
495 Standard Constants, Enumerations and Structures
//--- enable (true) or disable (false) the mode of highlighting the triangle for moving
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the triangle anchor point |
//+------------------------------------------------------------------+
bool TrianglePointChange(const long chart_ID=0, // chart's ID
const string name="Triangle", // triangle name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete the triangle |
//+------------------------------------------------------------------+
bool TriangleDelete(const long chart_ID=0, // chart's ID
const string name="Triangle") // triangle name
{
//--- reset the error value
ResetLastError();
//--- delete the triangle
if(!ObjectDelete(chart_ID,name))
© 2000-2017, MetaQuotes Software Corp.
496 Standard Constants, Enumerations and Structures
{
Print(__FUNCTION__,
": failed to delete the ellipse! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of triangle's anchor points and set default |
//| values for empty ones |
//+------------------------------------------------------------------+
void ChangeTriangleEmptyPoints(datetime &time1,double &price1,
datetime &time2,double &price2,
datetime &time3,double &price3)
{
//--- if the first point's time is not set, it will be on the current bar
if(!time1)
time1=TimeCurrent();
//--- if the first point's price is not set, it will have Bid value
if(!price1)
price1=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the second point's time is not set, it is located 9 bars left from the second one
if(!time2)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time1,10,temp);
//--- set the second point 9 bars left from the first one
time2=temp[0];
}
//--- if the second point's price is not set, move it 300 points lower than the first one
if(!price2)
price2=price1-300*SymbolInfoDouble(Symbol(),SYMBOL_POINT);
//--- if the third point's time is not set, it coincides with the second point's date
if(!time3)
time3=time2;
//--- if the third point's price is not set, it is equal to the first point's one
if(!price3)
price3=price1;
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100 ||
© 2000-2017, MetaQuotes Software Corp.
497 Standard Constants, Enumerations and Structures
InpDate3<0 || InpDate3>100 || InpPrice3<0 || InpPrice3>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing triangle anchor points' coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the triangle
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int d3=InpDate3*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
int p3=InpPrice3*(accuracy-1)/100;
//--- create a triangle
if(!TriangleCreate(0,InpName,0,date[d1],price[p1],date[d2],price[p2],date[d3],price[p3],
InpColor,InpStyle,InpWidth,InpFill,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the triangle anchor points
//--- loop counter
© 2000-2017, MetaQuotes Software Corp.
498 Standard Constants, Enumerations and Structures
int v_steps=accuracy*3/10;
//--- move the first anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p1>1)
p1-=1;
//--- move the point
if(!TrianglePointChange(0,InpName,0,date[d1],price[p1]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
int h_steps=bars*9/20-1;
//--- move the second anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d2>1)
d2-=1;
//--- move the point
if(!TrianglePointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
v_steps=accuracy/4;
//--- move the third anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p3<accuracy-1)
p3+=1;
//--- move the point
if(!TrianglePointChange(0,InpName,2,date[d3],price[p3]))
© 2000-2017, MetaQuotes Software Corp.
499 Standard Constants, Enumerations and Structures
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- delete triangle from the chart
TriangleDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
500 Standard Constants, Enumerations and Structures
OBJ_ELLIPSE
Ellipse.
Note
For ellipse, the mode of filling with color can be set using OBJPROP_FILL property.
Example
The following script creates and moves the ellipse on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script creates ellipse on the chart."
#property description "Anchor point coordinates are set"
#property description "in percentage of the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Ellipse"; // Ellipse name
input int InpDate1=30; // 1 st point's date, %
input int InpPrice1=20; // 1 st point's price, %
input int InpDate2=70; // 2 nd point's date, %
input int InpPrice2=80; // 2 nd point's price, %
input int InpDate3=50; // 3 rd point's date, %
input int InpPrice3=60; // 3 rd point's price, %
input color InpColor=clrRed; // Ellipse color
input ENUM_LINE_STYLE InpStyle=STYLE_DASHDOTDOT; // Style of ellipse lines
© 2000-2017, MetaQuotes Software Corp.
501 Standard Constants, Enumerations and Structures
input int InpWidth=2; // Width of ellipse lines
input bool InpFill=false; // Filling ellipse with color
input bool InpBack=false; // Background ellipse
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create an ellipse by the given coordinates |
//+------------------------------------------------------------------+
bool EllipseCreate(const long chart_ID=0, // chart's ID
const string name="Ellipse", // ellipse name
const int sub_window=0, // subwindow index
datetime time1=0, // first point time
double price1=0, // first point price
datetime time2=0, // second point time
double price2=0, // second point price
datetime time3=0, // third point time
double price3=0, // third point price
const color clr=clrRed, // ellipse color
const ENUM_LINE_STYLE style=STYLE_SOLID, // style of ellipse lines
const int width=1, // width of ellipse lines
const bool fill=false, // filling ellipse with color
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor points' coordinates if they are not set
ChangeEllipseEmptyPoints(time1,price1,time2,price2,time3,price3);
//--- reset the error value
ResetLastError();
//--- create an ellipse by the given coordinates
if(!ObjectCreate(chart_ID,name,OBJ_ELLIPSE,sub_window,time1,price1,time2,price2,time3,price3))
{
Print(__FUNCTION__,
": failed to create an ellipse! Error code = ",GetLastError());
return(false);
}
//--- set an ellipse color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set style of ellipse lines
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set width of ellipse lines
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- enable (true) or disable (false) the mode of filling the ellipse
ObjectSetInteger(chart_ID,name,OBJPROP_FILL,fill);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of highlighting the ellipse for moving
© 2000-2017, MetaQuotes Software Corp.
502 Standard Constants, Enumerations and Structures
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the ellipse anchor point |
//+------------------------------------------------------------------+
bool EllipsePointChange(const long chart_ID=0, // chart's ID
const string name="Ellipse", // ellipse name
const int point_index=0, // anchor point index
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,point_index,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete ellipse |
//+------------------------------------------------------------------+
bool EllipseDelete(const long chart_ID=0, // chart's ID
const string name="Ellipse") // ellipse name
{
//--- reset the error value
ResetLastError();
//--- delete an ellipse
if(!ObjectDelete(chart_ID,name))
{
© 2000-2017, MetaQuotes Software Corp.
503 Standard Constants, Enumerations and Structures
Print(__FUNCTION__,
": failed to delete an ellipse! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check the values of ellipse anchor points and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
void ChangeEllipseEmptyPoints(datetime &time1,double &price1,
datetime &time2,double &price2,
datetime &time3,double &price3)
{
//--- if the first point's time is not set, it will be on the current bar
if(!time1)
time1=TimeCurrent();
//--- if the first point's price is not set, it will have Bid value
if(!price1)
price1=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- if the second point's time is not set, it is located 9 bars left from the second one
if(!time2)
{
//--- array for receiving the open time of the last 10 bars
datetime temp[10];
CopyTime(Symbol(),Period(),time1,10,temp);
//--- set the second point 9 bars left from the first one
time2=temp[0];
}
//--- if the second point's price is not set, move it 300 points lower than the first one
if(!price2)
price2=price1-300*SymbolInfoDouble(Symbol(),SYMBOL_POINT);
//--- if the third point's time is not set, it coincides with the second point's date
if(!time3)
time3=time2;
//--- if the third point's price is not set, it is equal to the first point's one
if(!price3)
price3=price1;
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate1<0 || InpDate1>100 || InpPrice1<0 || InpPrice1>100 ||
InpDate2<0 || InpDate2>100 || InpPrice2<0 || InpPrice2>100 ||
InpDate3<0 || InpDate3>100 || InpPrice3<0 || InpPrice3>100)
© 2000-2017, MetaQuotes Software Corp.
504 Standard Constants, Enumerations and Structures
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing ellipse anchor points' coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the ellipse
int d1=InpDate1*(bars-1)/100;
int d2=InpDate2*(bars-1)/100;
int d3=InpDate3*(bars-1)/100;
int p1=InpPrice1*(accuracy-1)/100;
int p2=InpPrice2*(accuracy-1)/100;
int p3=InpPrice3*(accuracy-1)/100;
//--- create an ellipse
if(!EllipseCreate(0,InpName,0,date[d1],price[p1],date[d2],price[p2],date[d3],price[p3],
InpColor,InpStyle,InpWidth,InpFill,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the ellipse anchor points
//--- loop counter
int v_steps=accuracy/5;
© 2000-2017, MetaQuotes Software Corp.
505 Standard Constants, Enumerations and Structures
//--- move the first and second anchor points
for(int i=0;i<v_steps;i++)
{
//--- use the following values
if(p1<accuracy-1)
p1+=1;
if(p2>1)
p2-=1;
//--- shift the points
if(!EllipsePointChange(0,InpName,0,date[d1],price[p1]))
return;
if(!EllipsePointChange(0,InpName,1,date[d2],price[p2]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
int h_steps=bars/5;
//--- move the third anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d3>1)
d3-=1;
//--- move the point
if(!EllipsePointChange(0,InpName,2,date[d3],price[p3]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- delete ellipse from the chart
EllipseDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
506 Standard Constants, Enumerations and Structures
OBJ_ARROW_THUMB_UP
Thumbs Up sign.
Note
Anchor point position relative to the sign can be selected from ENUM_ARROW_ANCHOR
enumeration.
Large signs (more than 5) can only be created by setting the appropriate OBJPROP_WIDTH property
value when writing a code in MetaEditor.
Example
The following script creates and moves Thumbs Up sign on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Thumbs Up\" sign."
#property description "Anchor point coordinate is set in percentage of"
#property description "the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="ThumbUp"; // Sign name
input int InpDate=75; // Anchor point date in %
input int InpPrice=25; // Anchor point price in %
input ENUM_ARROW_ANCHOR InpAnchor=ANCHOR_TOP; // Anchor type
input color InpColor=clrRed; // Sign color
© 2000-2017, MetaQuotes Software Corp.
507 Standard Constants, Enumerations and Structures
input ENUM_LINE_STYLE InpStyle=STYLE_DOT; // Border line style
input int InpWidth=5; // Sign size
input bool InpBack=false; // Background sign
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Thumbs Up sign |
//+------------------------------------------------------------------+
bool ArrowThumbUpCreate(const long chart_ID=0, // chart's ID
const string name="ThumbUp", // sign name
const int sub_window=0, // subwindow index
datetime time=0, // anchor point time
double price=0, // anchor point price
const ENUM_ARROW_ANCHOR anchor=ANCHOR_BOTTOM, // anchor type
const color clr=clrRed, // sign color
const ENUM_LINE_STYLE style=STYLE_SOLID, // border line style
const int width=3, // sign size
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor point coordinates if they are not set
ChangeArrowEmptyPoint(time,price);
//--- reset the error value
ResetLastError();
//--- create the sign
if(!ObjectCreate(chart_ID,name,OBJ_ARROW_THUMB_UP,sub_window,time,price))
{
Print(__FUNCTION__,
": failed to create \"Thumbs Up\" sign! Error code = ",GetLastError());
return(false);
}
//--- set anchor type
ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor);
//--- set a sign color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the border line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set the sign size
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the sign by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
© 2000-2017, MetaQuotes Software Corp.
508 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the anchor point |
//+------------------------------------------------------------------+
bool ArrowThumbUpMove(const long chart_ID=0, // chart's ID
const string name="ThumbUp", // object name
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,0,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change Thumbs Up sign anchor type |
//+------------------------------------------------------------------+
bool ArrowThumbUpAnchorChange(const long chart_ID=0, // chart's ID
const string name="ThumbUp", // object name
const ENUM_ARROW_ANCHOR anchor=ANCHOR_TOP) // anchor type
{
//--- reset the error value
ResetLastError();
//--- change anchor type
if(!ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor))
{
Print(__FUNCTION__,
": failed to change anchor type! Error code = ",GetLastError());
return(false);
}
© 2000-2017, MetaQuotes Software Corp.
509 Standard Constants, Enumerations and Structures
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Thumbs Up sign |
//+------------------------------------------------------------------+
bool ArrowThumbUpDelete(const long chart_ID=0, // chart's ID
const string name="ThumbUp") // sign name
{
//--- reset the error value
ResetLastError();
//--- delete the sign
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Thumbs Up\" sign! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check anchor point values and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
void ChangeArrowEmptyPoint(datetime &time,double &price)
{
//--- if the point's time is not set, it will be on the current bar
if(!time)
time=TimeCurrent();
//--- if the point's price is not set, it will have Bid value
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate<0 || InpDate>100 || InpPrice<0 || InpPrice>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
© 2000-2017, MetaQuotes Software Corp.
510 Standard Constants, Enumerations and Structures
//--- arrays for storing the date and price values to be used
//--- for setting and changing sign anchor point coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the sign
int d=InpDate*(bars-1)/100;
int p=InpPrice*(accuracy-1)/100;
//--- create Thumbs Up sign on the chart
if(!ArrowThumbUpCreate(0,InpName,0,date[d],price[p],InpAnchor,InpColor,
InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor point and change its position relative to the sign
//--- loop counter
int h_steps=bars/4;
//--- move the anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d>1)
d-=1;
//--- move the point
if(!ArrowThumbUpMove(0,InpName,date[d],price[p]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
© 2000-2017, MetaQuotes Software Corp.
511 Standard Constants, Enumerations and Structures
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
int v_steps=accuracy/4;
//--- move the anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p<accuracy-1)
p+=1;
//--- move the point
if(!ArrowThumbUpMove(0,InpName,date[d],price[p]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- change anchor point location relative to the sign
ArrowThumbUpAnchorChange(0,InpName,ANCHOR_BOTTOM);
//--- redraw the chart
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//--- delete the sign from the chart
ArrowThumbUpDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
512 Standard Constants, Enumerations and Structures
OBJ_ARROW_THUMB_DOWN
Thumbs Down sign.
Note
Anchor point position relative to the sign can be selected from ENUM_ARROW_ANCHOR
enumeration.
Large signs (more than 5) can only be created by setting the appropriate OBJPROP_WIDTH property
value when writing a code in MetaEditor.
Example
The following script creates and moves Thumbs Down sign on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Thumbs Down\" sign."
#property description "Anchor point coordinate is set in percentage of"
#property description "the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="ThumbDown"; // Sign name
input int InpDate=25; // Anchor point date in %
input int InpPrice=75; // Anchor point price in %
input ENUM_ARROW_ANCHOR InpAnchor=ANCHOR_BOTTOM; // Anchor type
© 2000-2017, MetaQuotes Software Corp.
513 Standard Constants, Enumerations and Structures
input color InpColor=clrRed; // Sign color
input ENUM_LINE_STYLE InpStyle=STYLE_DOT; // Border line style
input int InpWidth=5; // Sign size
input bool InpBack=false; // Background sign
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Thumbs Down sign |
//+------------------------------------------------------------------+
bool ArrowThumbDownCreate(const long chart_ID=0, // chart's ID
const string name="ThumbDown", // sign name
const int sub_window=0, // subwindow index
datetime time=0, // anchor point time
double price=0, // anchor point price
const ENUM_ARROW_ANCHOR anchor=ANCHOR_BOTTOM, // anchor type
const color clr=clrRed, // sign color
const ENUM_LINE_STYLE style=STYLE_SOLID, // border line style
const int width=3, // sign size
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object lis
const long z_order=0) // priority for mouse click
{
//--- set anchor point coordinates if they are not set
ChangeArrowEmptyPoint(time,price);
//--- reset the error value
ResetLastError();
//--- create the sign
if(!ObjectCreate(chart_ID,name,OBJ_ARROW_THUMB_DOWN,sub_window,time,price))
{
Print(__FUNCTION__,
": failed to create \"Thumbs Down\" sign! Error code = ",GetLastError());
return(false);
}
//--- set anchor type
ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor);
//--- set a sign color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the border line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set the sign size
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the sign by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
© 2000-2017, MetaQuotes Software Corp.
514 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the anchor point |
//+------------------------------------------------------------------+
bool ArrowThumbDownMove(const long chart_ID=0, // chart's ID
const string name="ThumbDown", // object name
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,0,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change Thumbs Down sign anchor type |
//+------------------------------------------------------------------+
bool ArrowThumbDownAnchorChange(const long chart_ID=0, // chart's ID
const string name="ThumbDown", // object name
const ENUM_ARROW_ANCHOR anchor=ANCHOR_TOP) // anchor type
{
//--- reset the error value
ResetLastError();
//--- change anchor type
if(!ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor))
{
Print(__FUNCTION__,
": failed to change anchor type! Error code = ",GetLastError());
return(false);
© 2000-2017, MetaQuotes Software Corp.
515 Standard Constants, Enumerations and Structures
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Thumbs Down sign |
//+------------------------------------------------------------------+
bool ArrowThumbDownDelete(const long chart_ID=0, // chart's ID
const string name="ThumbDown") // sign name
{
//--- reset the error value
ResetLastError();
//--- delete the sign
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Thumbs Down\" sign! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check anchor point values and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
void ChangeArrowEmptyPoint(datetime &time,double &price)
{
//--- if the point's time is not set, it will be on the current bar
if(!time)
time=TimeCurrent();
//--- if the point's price is not set, it will have Bid value
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate<0 || InpDate>100 || InpPrice<0 || InpPrice>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
© 2000-2017, MetaQuotes Software Corp.
516 Standard Constants, Enumerations and Structures
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing sign anchor point coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the sign
int d=InpDate*(bars-1)/100;
int p=InpPrice*(accuracy-1)/100;
//--- create Thumbs Down sign on the chart
if(!ArrowThumbDownCreate(0,InpName,0,date[d],price[p],InpAnchor,InpColor,
InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor point and change its position relative to the sign
//--- loop counter
int h_steps=bars/4;
//--- move the anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d<bars-1)
d+=1;
//--- move the point
if(!ArrowThumbDownMove(0,InpName,date[d],price[p]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
© 2000-2017, MetaQuotes Software Corp.
517 Standard Constants, Enumerations and Structures
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- loop counter
int v_steps=accuracy/4;
//--- move the anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p>1)
p-=1;
//--- move the point
if(!ArrowThumbDownMove(0,InpName,date[d],price[p]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- change anchor point location relative to the sign
ArrowThumbDownAnchorChange(0,InpName,ANCHOR_TOP);
//--- redraw the chart
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//--- delete the sign from the chart
ArrowThumbDownDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
518 Standard Constants, Enumerations and Structures
OBJ_ARROW_UP
Arrow Up sign.
Note
Anchor point position relative to the sign can be selected from ENUM_ARROW_ANCHOR
enumeration.
Large signs (more than 5) can only be created by setting the appropriate OBJPROP_WIDTH property
value when writing a code in MetaEditor.
Example
The following script creates and moves Arrow Up sign on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Arrow Up\" sign."
#property description "Anchor point coordinate is set in"
#property description "percentage of the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="ArrowUp"; // Sign name
input int InpDate=25; // Anchor point date in %
input int InpPrice=25; // Anchor point price in %
input ENUM_ARROW_ANCHOR InpAnchor=ANCHOR_TOP; // Anchor type
input color InpColor=clrRed; // Sign color
© 2000-2017, MetaQuotes Software Corp.
519 Standard Constants, Enumerations and Structures
input ENUM_LINE_STYLE InpStyle=STYLE_DOT; // Border line style
input int InpWidth=5; // Sign size
input bool InpBack=false; // Background sign
input bool InpSelection=false; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Arrow Up sign |
//+------------------------------------------------------------------+
bool ArrowUpCreate(const long chart_ID=0, // chart's ID
const string name="ArrowUp", // sign name
const int sub_window=0, // subwindow index
datetime time=0, // anchor point time
double price=0, // anchor point price
const ENUM_ARROW_ANCHOR anchor=ANCHOR_BOTTOM, // anchor type
const color clr=clrRed, // sign color
const ENUM_LINE_STYLE style=STYLE_SOLID, // border line style
const int width=3, // sign size
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor point coordinates if they are not set
ChangeArrowEmptyPoint(time,price);
//--- reset the error value
ResetLastError();
//--- create the sign
if(!ObjectCreate(chart_ID,name,OBJ_ARROW_UP,sub_window,time,price))
{
Print(__FUNCTION__,
": failed to create \"Arrow Up\" sign! Error code = ",GetLastError());
return(false);
}
//--- set anchor type
ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor);
//--- set a sign color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the border line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set the sign size
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the sign by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
© 2000-2017, MetaQuotes Software Corp.
520 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the anchor point |
//+------------------------------------------------------------------+
bool ArrowUpMove(const long chart_ID=0, // chart's ID
const string name="ArrowUp", // object name
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,0,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change Arrow Down sign anchor type |
//+------------------------------------------------------------------+
bool ArrowUpAnchorChange(const long chart_ID=0, // chart's ID
const string name="ArrowUp", // object name
const ENUM_ARROW_ANCHOR anchor=ANCHOR_TOP) // anchor type
{
//--- reset the error value
ResetLastError();
//--- change anchor point location
if(!ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor))
{
Print(__FUNCTION__,
": failed to change anchor type! Error code = ",GetLastError());
return(false);
}
© 2000-2017, MetaQuotes Software Corp.
521 Standard Constants, Enumerations and Structures
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Arrow Up sign |
//+------------------------------------------------------------------+
bool ArrowUpDelete(const long chart_ID=0, // chart's ID
const string name="ArrowUp") // sign name
{
//--- reset the error value
ResetLastError();
//--- delete the sign
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Arrow Up\" sign! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check anchor point values and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
void ChangeArrowEmptyPoint(datetime &time,double &price)
{
//--- if the point's time is not set, it will be on the current bar
if(!time)
time=TimeCurrent();
//--- if the point's price is not set, it will have Bid value
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate<0 || InpDate>100 || InpPrice<0 || InpPrice>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
© 2000-2017, MetaQuotes Software Corp.
522 Standard Constants, Enumerations and Structures
//--- arrays for storing the date and price values to be used
//--- for setting and changing sign anchor point coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the sign
int d=InpDate*(bars-1)/100;
int p=InpPrice*(accuracy-1)/100;
//--- create Arrow Up sign on the chart
if(!ArrowUpCreate(0,InpName,0,date[d],price[p],InpAnchor,InpColor,
InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor point and change its position relative to the sign
//--- loop counter
int v_steps=accuracy/2;
//--- move the anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p<accuracy-1)
p+=1;
//--- move the point
if(!ArrowUpMove(0,InpName,date[d],price[p]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
© 2000-2017, MetaQuotes Software Corp.
523 Standard Constants, Enumerations and Structures
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- change anchor point location relative to the sign
ArrowUpAnchorChange(0,InpName,ANCHOR_BOTTOM);
//--- redraw the chart
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//--- delete the sign from the chart
ArrowUpDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
524 Standard Constants, Enumerations and Structures
OBJ_ARROW_DOWN
Arrow Down sign.
Note
Anchor point position relative to the sign can be selected from ENUM_ARROW_ANCHOR
enumeration.
Large signs (more than 5) can only be created by setting the appropriate OBJPROP_WIDTH property
value when writing a code in MetaEditor.
Example
The following script creates and moves Arrow Down sign on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Arrow Down\" sign."
#property description "Anchor point coordinate is set in"
#property description "percentage of the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="ArrowDown"; // Sign name
input int InpDate=75; // Anchor point date in %
input int InpPrice=75; // Anchor point price in %
input ENUM_ARROW_ANCHOR InpAnchor=ANCHOR_BOTTOM; // Anchor type
input color InpColor=clrRed; // Sign color
input ENUM_LINE_STYLE InpStyle=STYLE_DOT; // Border line style
© 2000-2017, MetaQuotes Software Corp.
525 Standard Constants, Enumerations and Structures
input int InpWidth=5; // Sign size
input bool InpBack=false; // Background sign
input bool InpSelection=false; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Arrow Down sign |
//+------------------------------------------------------------------+
bool ArrowDownCreate(const long chart_ID=0, // chart's ID
const string name="ArrowDown", // sign name
const int sub_window=0, // subwindow index
datetime time=0, // anchor point time
double price=0, // anchor point price
const ENUM_ARROW_ANCHOR anchor=ANCHOR_BOTTOM, // anchor type
const color clr=clrRed, // sign color
const ENUM_LINE_STYLE style=STYLE_SOLID, // border line style
const int width=3, // sign size
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor point coordinates if they are not set
ChangeArrowEmptyPoint(time,price);
//--- reset the error value
ResetLastError();
//--- create the sign
if(!ObjectCreate(chart_ID,name,OBJ_ARROW_DOWN,sub_window,time,price))
{
Print(__FUNCTION__,
": failed to create \"Arrow Down\" sign! Error code = ",GetLastError());
return(false);
}
//--- anchor type
ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor);
//--- set a sign color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the border line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set the sign size
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the sign by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
© 2000-2017, MetaQuotes Software Corp.
526 Standard Constants, Enumerations and Structures
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the anchor point |
//+------------------------------------------------------------------+
bool ArrowDownMove(const long chart_ID=0, // chart's ID
const string name="ArrowDown", // object name
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,0,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change Arrow Down sign anchor type |
//+------------------------------------------------------------------+
bool ArrowDownAnchorChange(const long chart_ID=0, // chart's ID
const string name="ArrowDown", // object name
const ENUM_ARROW_ANCHOR anchor=ANCHOR_TOP) // anchor type
{
//--- reset the error value
ResetLastError();
//--- change anchor point location
if(!ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor))
{
Print(__FUNCTION__,
": failed to change anchor type! Error code = ",GetLastError());
return(false);
}
//--- successful execution
© 2000-2017, MetaQuotes Software Corp.
527 Standard Constants, Enumerations and Structures
return(true);
}
//+------------------------------------------------------------------+
//| Delete Arrow Down sign |
//+------------------------------------------------------------------+
bool ArrowDownDelete(const long chart_ID=0, // chart's ID
const string name="ArrowDown") // sign name
{
//--- reset the error value
ResetLastError();
//--- delete the sign
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Arrow Down\" sign! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check anchor point values and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
void ChangeArrowEmptyPoint(datetime &time,double &price)
{
//--- if the point's time is not set, it will be on the current bar
if(!time)
time=TimeCurrent();
//--- if the point's price is not set, it will have Bid value
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate<0 || InpDate>100 || InpPrice<0 || InpPrice>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
© 2000-2017, MetaQuotes Software Corp.
528 Standard Constants, Enumerations and Structures
//--- for setting and changing sign anchor point coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the sign
int d=InpDate*(bars-1)/100;
int p=InpPrice*(accuracy-1)/100;
//--- create Arrow Down sign on the chart
if(!ArrowDownCreate(0,InpName,0,date[d],price[p],InpAnchor,InpColor,
InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor point and change its position relative to the sign
//--- loop counter
int v_steps=accuracy/2;
//--- move the anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p>1)
p-=1;
//--- move the point
if(!ArrowDownMove(0,InpName,date[d],price[p]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
© 2000-2017, MetaQuotes Software Corp.
529 Standard Constants, Enumerations and Structures
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- change anchor point location relative to the sign
ArrowDownAnchorChange(0,InpName,ANCHOR_TOP);
//--- redraw the chart
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//--- delete the sign from the chart
ArrowDownDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
530 Standard Constants, Enumerations and Structures
OBJ_ARROW_STOP
Stop sign.
Note
Anchor point position relative to the sign can be selected from ENUM_ARROW_ANCHOR
enumeration.
Large signs (more than 5) can only be created by setting the appropriate OBJPROP_WIDTH property
value when writing a code in MetaEditor.
Example
The following script creates and moves Stop sign on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Stop\" sign."
#property description "Anchor point coordinate is set in"
#property description "percentage of the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="ArrowStop"; // Sign name
input int InpDate=10; // Anchor point date in %
input int InpPrice=50; // Anchor point price in %
input ENUM_ARROW_ANCHOR InpAnchor=ANCHOR_BOTTOM; // Anchor type
input color InpColor=clrRed; // Sign color
© 2000-2017, MetaQuotes Software Corp.
531 Standard Constants, Enumerations and Structures
input ENUM_LINE_STYLE InpStyle=STYLE_DOT; // Border line style
input int InpWidth=5; // Sign size
input bool InpBack=false; // Background sign
input bool InpSelection=false; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Stop sign |
//+------------------------------------------------------------------+
bool ArrowStopCreate(const long chart_ID=0, // chart's ID
const string name="ArrowStop", // sign name
const int sub_window=0, // subwindow index
datetime time=0, // anchor point time
double price=0, // anchor point price
const ENUM_ARROW_ANCHOR anchor=ANCHOR_BOTTOM, // anchor type
const color clr=clrRed, // sign color
const ENUM_LINE_STYLE style=STYLE_SOLID, // border line style
const int width=3, // sign size
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor point coordinates if they are not set
ChangeArrowEmptyPoint(time,price);
//--- reset the error value
ResetLastError();
//--- create the sign
if(!ObjectCreate(chart_ID,name,OBJ_ARROW_STOP,sub_window,time,price))
{
Print(__FUNCTION__,
": failed to create \"Stop\" sign! Error code = ",GetLastError());
return(false);
}
//--- set anchor type
ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor);
//--- set a sign color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the border line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set the sign size
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the sign by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
© 2000-2017, MetaQuotes Software Corp.
532 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the anchor point |
//+------------------------------------------------------------------+
bool ArrowStopMove(const long chart_ID=0, // chart's ID
const string name="ArrowStop", // object name
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,0,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change Stop sign anchor type |
//+------------------------------------------------------------------+
bool ArrowStopAnchorChange(const long chart_ID=0, // chart's ID
const string name="ArrowStop", // object name
const ENUM_ARROW_ANCHOR anchor=ANCHOR_TOP) // anchor point position
{
//--- reset the error value
ResetLastError();
//--- change anchor type
if(!ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor))
{
Print(__FUNCTION__,
": failed to change anchor type! Error code = ",GetLastError());
return(false);
}
© 2000-2017, MetaQuotes Software Corp.
533 Standard Constants, Enumerations and Structures
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Stop sign |
//+------------------------------------------------------------------+
bool ArrowStopDelete(const long chart_ID=0, // chart's ID
const string name="ArrowStop") // label name
{
//--- reset the error value
ResetLastError();
//--- delete the sign
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Stop\" sign! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check anchor point values and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
void ChangeArrowEmptyPoint(datetime &time,double &price)
{
//--- if the point's time is not set, it will be on the current bar
if(!time)
time=TimeCurrent();
//--- if the point's price is not set, it will have Bid value
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate<0 || InpDate>100 || InpPrice<0 || InpPrice>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
© 2000-2017, MetaQuotes Software Corp.
534 Standard Constants, Enumerations and Structures
//--- arrays for storing the date and price values to be used
//--- for setting and changing sign anchor point coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the sign
int d=InpDate*(bars-1)/100;
int p=InpPrice*(accuracy-1)/100;
//--- create Stop sign on the chart
if(!ArrowStopCreate(0,InpName,0,date[d],price[p],InpAnchor,InpColor,
InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor point and change its position relative to the sign
//--- loop counter
int h_steps=bars*2/5;
//--- move the anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d<bars-1)
d+=1;
//--- move the point
if(!ArrowStopMove(0,InpName,date[d],price[p]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
© 2000-2017, MetaQuotes Software Corp.
535 Standard Constants, Enumerations and Structures
//--- redraw the chart
ChartRedraw();
// 0.025 seconds of delay
Sleep(25);
}
//--- change anchor point location relative to the sign
ArrowStopAnchorChange(0,InpName,ANCHOR_TOP);
//--- redraw the chart
ChartRedraw();
//--- loop counter
h_steps=bars*2/5;
//--- move the anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d<bars-1)
d+=1;
//--- move the point
if(!ArrowStopMove(0,InpName,date[d],price[p]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.025 seconds of delay
Sleep(25);
}
//--- 1 second of delay
Sleep(1000);
//--- delete the sign from the chart
ArrowStopDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
536 Standard Constants, Enumerations and Structures
OBJ_ARROW_CHECK
Check sign.
Note
Anchor point position relative to the sign can be selected from ENUM_ARROW_ANCHOR
enumeration.
Large signs (more than 5) can only be created by setting the appropriate OBJPROP_WIDTH property
value when writing a code in MetaEditor.
Example
The following script creates and moves Check sign on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Check\" sign."
#property description "Anchor point coordinate is set in"
#property description "percentage of the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="ArrowCheck"; // Sign name
input int InpDate=10; // Anchor point date in %
input int InpPrice=50; // Anchor point price in %
input ENUM_ARROW_ANCHOR InpAnchor=ANCHOR_TOP; // Anchor type
input color InpColor=clrRed; // Sign color
© 2000-2017, MetaQuotes Software Corp.
537 Standard Constants, Enumerations and Structures
input ENUM_LINE_STYLE InpStyle=STYLE_DOT; // Border line style
input int InpWidth=5; // Sign size
input bool InpBack=false; // Background sign
input bool InpSelection=false; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Check sign |
//+------------------------------------------------------------------+
bool ArrowCheckCreate(const long chart_ID=0, // chart's ID
const string name="ArrowCheck", // sign name
const int sub_window=0, // subwindow index
datetime time=0, // anchor point time
double price=0, // anchor point price
const ENUM_ARROW_ANCHOR anchor=ANCHOR_BOTTOM, // anchor type
const color clr=clrRed, // sign color
const ENUM_LINE_STYLE style=STYLE_SOLID, // border line style
const int width=3, // sign size
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor point coordinates if they are not set
ChangeArrowEmptyPoint(time,price);
//--- reset the error value
ResetLastError();
//--- create the sign
if(!ObjectCreate(chart_ID,name,OBJ_ARROW_CHECK,sub_window,time,price))
{
Print(__FUNCTION__,
": failed to create \"Check\" sign! Error code = ",GetLastError());
return(false);
}
//--- set anchor type
ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor);
//--- set a sign color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the border line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set the sign size
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the sign by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
© 2000-2017, MetaQuotes Software Corp.
538 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the anchor point |
//+------------------------------------------------------------------+
bool ArrowCheckMove(const long chart_ID=0, // chart's ID
const string name="ArrowCheck", // object name
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,0,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change Check anchor type |
//+------------------------------------------------------------------+
bool ArrowCheckAnchorChange(const long chart_ID=0, // chart's ID
const string name="ArrowCheck", // object name
const ENUM_ARROW_ANCHOR anchor=ANCHOR_TOP) // anchor type
{
//--- reset the error value
ResetLastError();
//--- change anchor type
if(!ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor))
{
Print(__FUNCTION__,
": failed to change anchor type! Error code = ",GetLastError());
return(false);
}
© 2000-2017, MetaQuotes Software Corp.
539 Standard Constants, Enumerations and Structures
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Check sign |
//+------------------------------------------------------------------+
bool ArrowCheckDelete(const long chart_ID=0, // chart's ID
const string name="ArrowCheck") // sign name
{
//--- reset the error value
ResetLastError();
//--- delete the sign
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Check\" sign! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check anchor point values and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
void ChangeArrowEmptyPoint(datetime &time,double &price)
{
//--- if the point's time is not set, it will be on the current bar
if(!time)
time=TimeCurrent();
//--- if the point's price is not set, it will have Bid value
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate<0 || InpDate>100 || InpPrice<0 || InpPrice>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
© 2000-2017, MetaQuotes Software Corp.
540 Standard Constants, Enumerations and Structures
//--- arrays for storing the date and price values to be used
//--- for setting and changing sign anchor point coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the sign
int d=InpDate*(bars-1)/100;
int p=InpPrice*(accuracy-1)/100;
//--- create Check sign on the chart
if(!ArrowCheckCreate(0,InpName,0,date[d],price[p],InpAnchor,InpColor,
InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor point and change its position relative to the sign
//--- loop counter
int h_steps=bars*2/5;
//--- move the anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d<bars-1)
d+=1;
//--- move the point
if(!ArrowCheckMove(0,InpName,date[d],price[p]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
© 2000-2017, MetaQuotes Software Corp.
541 Standard Constants, Enumerations and Structures
//--- redraw the chart
ChartRedraw();
// 0.025 seconds of delay
Sleep(25);
}
//--- change anchor point location relative to the sign
ArrowCheckAnchorChange(0,InpName,ANCHOR_BOTTOM);
//--- redraw the chart
ChartRedraw();
//--- loop counter
h_steps=bars*2/5;
//--- move the anchor point
for(int i=0;i<h_steps;i++)
{
//--- use the following value
if(d<bars-1)
d+=1;
//--- move the point
if(!ArrowCheckMove(0,InpName,date[d],price[p]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.025 seconds of delay
Sleep(25);
}
//--- 1 second of delay
Sleep(1000);
//--- delete the sign from the chart
ArrowCheckDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
542 Standard Constants, Enumerations and Structures
OBJ_ARROW_LEFT_PRICE
Left Price Label
Example
The following script creates and moves left price label on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script creates the left price label on the chart."
#property description "Anchor point coordinate is set in"
#property description "percentage of the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="LeftPrice"; // Price label name
input int InpDate=100; // Anchor point date in %
input int InpPrice=10; // Anchor point price in %
input color InpColor=clrRed; // Price label color
input ENUM_LINE_STYLE InpStyle=STYLE_SOLID; // Border line style
input int InpWidth=2; // Price label size
input bool InpBack=false; // Background label
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create the left price label |
© 2000-2017, MetaQuotes Software Corp.
543 Standard Constants, Enumerations and Structures
//+------------------------------------------------------------------+
bool ArrowLeftPriceCreate(const long chart_ID=0, // chart's ID
const string name="LeftPrice", // price label name
const int sub_window=0, // subwindow index
datetime time=0, // anchor point time
double price=0, // anchor point price
const color clr=clrRed, // price label color
const ENUM_LINE_STYLE style=STYLE_SOLID, // border line style
const int width=1, // price label size
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor point coordinates if they are not set
ChangeArrowEmptyPoint(time,price);
//--- reset the error value
ResetLastError();
//--- create a price label
if(!ObjectCreate(chart_ID,name,OBJ_ARROW_LEFT_PRICE,sub_window,time,price))
{
Print(__FUNCTION__,
": failed to create the left price label! Error code = ",GetLastError());
return(false);
}
//--- set the label color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the border line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set the label size
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the label by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the anchor point |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
544 Standard Constants, Enumerations and Structures
bool ArrowLeftPriceMove(const long chart_ID=0, // chart's ID
const string name="LeftPrice", // label name
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,0,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete the left price label from the chart |
//+------------------------------------------------------------------+
bool ArrowLeftPriceDelete(const long chart_ID=0, // chart's ID
const string name="LeftPrice") // label name
{
//--- reset the error value
ResetLastError();
//--- delete the label
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete the left price label! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check anchor point values and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
void ChangeArrowEmptyPoint(datetime &time,double &price)
{
//--- if the point's time is not set, it will be on the current bar
if(!time)
time=TimeCurrent();
© 2000-2017, MetaQuotes Software Corp.
545 Standard Constants, Enumerations and Structures
//--- if the point's price is not set, it will have Bid value
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate<0 || InpDate>100 || InpPrice<0 || InpPrice>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing label anchor point coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the label
int d=InpDate*(bars-1)/100;
int p=InpPrice*(accuracy-1)/100;
//--- create the left price label on the chart
if(!ArrowLeftPriceCreate(0,InpName,0,date[d],price[p],InpColor,
InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
© 2000-2017, MetaQuotes Software Corp.
546 Standard Constants, Enumerations and Structures
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor point
//--- loop counter
int v_steps=accuracy*4/5;
//--- move the anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p<accuracy-1)
p+=1;
//--- move the point
if(!ArrowLeftPriceMove(0,InpName,date[d],price[p]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- delete the label from the chart
ArrowLeftPriceDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
547 Standard Constants, Enumerations and Structures
OBJ_ARROW_RIGHT_PRICE
Right Price Label.
Example
The following script creates and moves right price label on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script creates the right price label on the chart."
#property description "Anchor point coordinate is set in"
#property description "percentage of the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="RightPrice"; // Price label name
input int InpDate=0; // Anchor point date in %
input int InpPrice=90; // Anchor point price in %
input color InpColor=clrRed; // Price label color
input ENUM_LINE_STYLE InpStyle=STYLE_SOLID; // Border line style
input int InpWidth=2; // Price label size
input bool InpBack=false; // Background label
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create the right price label |
© 2000-2017, MetaQuotes Software Corp.
548 Standard Constants, Enumerations and Structures
//+------------------------------------------------------------------+
bool ArrowRightPriceCreate(const long chart_ID=0, // chart's ID
const string name="RightPrice", // price label name
const int sub_window=0, // subwindow index
datetime time=0, // anchor point time
double price=0, // anchor point price
const color clr=clrRed, // price label color
const ENUM_LINE_STYLE style=STYLE_SOLID, // border line style
const int width=1, // price label size
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor point coordinates if they are not set
ChangeArrowEmptyPoint(time,price);
//--- reset the error value
ResetLastError();
//--- create a price label
if(!ObjectCreate(chart_ID,name,OBJ_ARROW_RIGHT_PRICE,sub_window,time,price))
{
Print(__FUNCTION__,
": failed to create the right price label! Error code = ",GetLastError());
return(false);
}
//--- set the label color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the border line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set the label size
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the label by mouse
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the anchor point |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
549 Standard Constants, Enumerations and Structures
bool ArrowRightPriceMove(const long chart_ID=0, // chart's ID
const string name="RightPrice", // label name
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,0,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete the right price label from the chart |
//+------------------------------------------------------------------+
bool ArrowRightPriceDelete(const long chart_ID=0, // chart's ID
const string name="RightPrice") // label name
{
//--- reset the error value
ResetLastError();
//--- delete the label
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete the right price label! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check anchor point values and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
void ChangeArrowEmptyPoint(datetime &time,double &price)
{
//--- if the point's time is not set, it will be on the current bar
if(!time)
time=TimeCurrent();
© 2000-2017, MetaQuotes Software Corp.
550 Standard Constants, Enumerations and Structures
//--- if the point's price is not set, it will have Bid value
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate<0 || InpDate>100 || InpPrice<0 || InpPrice>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing label anchor point coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the label
int d=InpDate*(bars-1)/100;
int p=InpPrice*(accuracy-1)/100;
//--- create the right price label on the chart
if(!ArrowRightPriceCreate(0,InpName,0,date[d],price[p],InpColor,
InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
© 2000-2017, MetaQuotes Software Corp.
551 Standard Constants, Enumerations and Structures
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the anchor point
//--- loop counter
int v_steps=accuracy*4/5;
//--- move the anchor point
for(int i=0;i<v_steps;i++)
{
//--- use the following value
if(p>1)
p-=1;
//--- move the point
if(!ArrowRightPriceMove(0,InpName,date[d],price[p]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
}
//--- 1 second of delay
Sleep(1000);
//--- delete the label from the chart
ArrowRightPriceDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
552 Standard Constants, Enumerations and Structures
OBJ_ARROW_BUY
Buy sign.
Example
The following script creates and moves Buy sign on the chart. Special functions have been developed
to create and change graphical object's properties. You can use these functions "as is" in your own
applications.
//--- description
#property description "Script draws \"Buy\" signs in the chart window."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input color InpColor=C'3,95,172'; // Color of signs
//+------------------------------------------------------------------+
//| Create Buy sign |
//+------------------------------------------------------------------+
bool ArrowBuyCreate(const long chart_ID=0, // chart's ID
const string name="ArrowBuy", // sign name
const int sub_window=0, // subwindow index
datetime time=0, // anchor point time
double price=0, // anchor point price
const color clr=C'3,95,172', // sign color
const ENUM_LINE_STYLE style=STYLE_SOLID, // line style (when highlighted)
const int width=1, // line size (when highlighted)
const bool back=false, // in the background
const bool selection=false, // highlight to move
© 2000-2017, MetaQuotes Software Corp.
553 Standard Constants, Enumerations and Structures
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor point coordinates if they are not set
ChangeArrowEmptyPoint(time,price);
//--- reset the error value
ResetLastError();
//--- create the sign
if(!ObjectCreate(chart_ID,name,OBJ_ARROW_BUY,sub_window,time,price))
{
Print(__FUNCTION__,
": failed to create \"Buy\" sign! Error code = ",GetLastError());
return(false);
}
//--- set a sign color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set a line style (when highlighted)
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set a line size (when highlighted)
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the sign by mouse
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the anchor point |
//+------------------------------------------------------------------+
bool ArrowBuyMove(const long chart_ID=0, // chart's ID
const string name="ArrowBuy", // object name
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,0,time,price))
© 2000-2017, MetaQuotes Software Corp.
554 Standard Constants, Enumerations and Structures
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Buy sign |
//+------------------------------------------------------------------+
bool ArrowBuyDelete(const long chart_ID=0, // chart's ID
const string name="ArrowBuy") // sign name
{
//--- reset the error value
ResetLastError();
//--- delete the sign
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Buy\" sign! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check anchor point values and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
void ChangeArrowEmptyPoint(datetime &time,double &price)
{
//--- if the point's time is not set, it will be on the current bar
if(!time)
time=TimeCurrent();
//--- if the point's price is not set, it will have Bid value
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
datetime date[]; // array for storing dates of visible bars
double low[]; // array for storing Low prices of visible bars
double high[]; // array for storing High prices of visible bars
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
© 2000-2017, MetaQuotes Software Corp.
555 Standard Constants, Enumerations and Structures
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(low,bars);
ArrayResize(high,bars);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of Low prices
if(CopyLow(Symbol(),Period(),0,bars,low)==-1)
{
Print("Failed to copy the values of Low prices! Error code = ",GetLastError());
return;
}
//--- fill the array of High prices
if(CopyHigh(Symbol(),Period(),0,bars,high)==-1)
{
Print("Failed to copy the values of High prices! Error code = ",GetLastError());
return;
}
//--- create Buy signs in Low point for each visible bar
for(int i=0;i<bars;i++)
{
if(!ArrowBuyCreate(0,"ArrowBuy_"+(string)i,0,date[i],low[i],InpColor))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- move Buy signs to High point for each visible bar
for(int i=0;i<bars;i++)
{
if(!ArrowBuyMove(0,"ArrowBuy_"+(string)i,date[i],high[i]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
© 2000-2017, MetaQuotes Software Corp.
556 Standard Constants, Enumerations and Structures
//--- delete Buy signs
for(int i=0;i<bars;i++)
{
if(!ArrowBuyDelete(0,"ArrowBuy_"+(string)i))
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//---
}
© 2000-2017, MetaQuotes Software Corp.
557 Standard Constants, Enumerations and Structures
OBJ_ARROW_SELL
Sell sign.
Example
The following script creates and moves Sell sign on the chart. Special functions have been developed
to create and change graphical object's properties. You can use these functions "as is" in your own
applications.
//--- description
#property description "Script draws \"Sell\" signs in the chart window."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input color InpColor=C'225,68,29'; // Color of signs
//+------------------------------------------------------------------+
//| Create Sell sign |
//+------------------------------------------------------------------+
bool ArrowSellCreate(const long chart_ID=0, // chart's ID
const string name="ArrowSell", // sign name
const int sub_window=0, // subwindow index
datetime time=0, // anchor point time
double price=0, // anchor point price
const color clr=C'225,68,29', // sign color
const ENUM_LINE_STYLE style=STYLE_SOLID, // line style (when highlighted)
const int width=1, // line size (when highlighted)
const bool back=false, // in the background
const bool selection=false, // highlight to move
© 2000-2017, MetaQuotes Software Corp.
558 Standard Constants, Enumerations and Structures
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor point coordinates if they are not set
ChangeArrowEmptyPoint(time,price);
//--- reset the error value
ResetLastError();
//--- create the sign
if(!ObjectCreate(chart_ID,name,OBJ_ARROW_SELL,sub_window,time,price))
{
Print(__FUNCTION__,
": failed to create \"Sell\" sign! Error code = ",GetLastError());
return(false);
}
//--- set a sign color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set a line style (when highlighted)
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set a line size (when highlighted)
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the sign by mouse
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the anchor point |
//+------------------------------------------------------------------+
bool ArrowSellMove(const long chart_ID=0, // chart's ID
const string name="ArrowSell", // object name
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,0,time,price))
© 2000-2017, MetaQuotes Software Corp.
559 Standard Constants, Enumerations and Structures
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Sell sign |
//+------------------------------------------------------------------+
bool ArrowSellDelete(const long chart_ID=0, // chart's ID
const string name="ArrowSell") // sign name
{
//--- reset the error value
ResetLastError();
//--- delete the sign
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Sell\" sign! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check anchor point values and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
void ChangeArrowEmptyPoint(datetime &time,double &price)
{
//--- if the point's time is not set, it will be on the current bar
if(!time)
time=TimeCurrent();
//--- if the point's price is not set, it will have Bid value
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
datetime date[]; // array for storing dates of visible bars
double low[]; // array for storing Low prices of visible bars
double high[]; // array for storing High prices of visible bars
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
© 2000-2017, MetaQuotes Software Corp.
560 Standard Constants, Enumerations and Structures
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(low,bars);
ArrayResize(high,bars);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of Low prices
if(CopyLow(Symbol(),Period(),0,bars,low)==-1)
{
Print("Failed to copy the values of Low prices! Error code = ",GetLastError());
return;
}
//--- fill the array of High prices
if(CopyHigh(Symbol(),Period(),0,bars,high)==-1)
{
Print("Failed to copy the values of High prices! Error code = ",GetLastError());
return;
}
//--- create Sell signs in High point for each visible bar
for(int i=0;i<bars;i++)
{
if(!ArrowSellCreate(0,"ArrowSell_"+(string)i,0,date[i],high[i],InpColor))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- move Sell signs to Low point for each visible bar
for(int i=0;i<bars;i++)
{
if(!ArrowSellMove(0,"ArrowSell_"+(string)i,date[i],low[i]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
© 2000-2017, MetaQuotes Software Corp.
561 Standard Constants, Enumerations and Structures
//--- delete Sell signs
for(int i=0;i<bars;i++)
{
if(!ArrowSellDelete(0,"ArrowSell_"+(string)i))
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//---
}
© 2000-2017, MetaQuotes Software Corp.
562 Standard Constants, Enumerations and Structures
OBJ_ARROW
Arrow object.
Note
Anchor point position relative to the object can be selected from ENUM_ARROW_ANCHOR.
Large arrows (more than 5) can only be created by setting the appropriate OBJPROP_WIDTH property
value when writing a code in MetaEditor.
The necessary arrow type can be selected by setting one of the Wingdings font's symbol codes.
Example
The following script creates Arrow object on the chart and changes its type. Special functions have
been developed to create and change graphical object's properties. You can use these functions "as
is" in your own applications.
//--- description
#property description "Script creates a random arrow in the chart window."
#property description "Anchor point coordinate is set in"
#property description "percentage of the chart window size."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Arrow"; // Arrow name
input int InpDate=50; // Anchor point date in %
input int InpPrice=50; // Anchor point price in %
input ENUM_ARROW_ANCHOR InpAnchor=ANCHOR_TOP; // Anchor type
© 2000-2017, MetaQuotes Software Corp.
563 Standard Constants, Enumerations and Structures
input color InpColor=clrDodgerBlue; // Arrow color
input ENUM_LINE_STYLE InpStyle=STYLE_SOLID; // Border line style
input int InpWidth=10; // Arrow size
input bool InpBack=false; // Background arrow
input bool InpSelection=false; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create the arrow |
//+------------------------------------------------------------------+
bool ArrowCreate(const long chart_ID=0, // chart's ID
const string name="Arrow", // arrow name
const int sub_window=0, // subwindow index
datetime time=0, // anchor point time
double price=0, // anchor point price
const uchar arrow_code=252, // arrow code
const ENUM_ARROW_ANCHOR anchor=ANCHOR_BOTTOM, // anchor point position
const color clr=clrRed, // arrow color
const ENUM_LINE_STYLE style=STYLE_SOLID, // border line style
const int width=3, // arrow size
const bool back=false, // in the background
const bool selection=true, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor point coordinates if they are not set
ChangeArrowEmptyPoint(time,price);
//--- reset the error value
ResetLastError();
//--- create an arrow
if(!ObjectCreate(chart_ID,name,OBJ_ARROW,sub_window,time,price))
{
Print(__FUNCTION__,
": failed to create an arrow! Error code = ",GetLastError());
return(false);
}
//--- set the arrow code
ObjectSetInteger(chart_ID,name,OBJPROP_ARROWCODE,arrow_code);
//--- set anchor type
ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor);
//--- set the arrow color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the border line style
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set the arrow's size
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the arrow by mouse
© 2000-2017, MetaQuotes Software Corp.
564 Standard Constants, Enumerations and Structures
//--- when creating a graphical object using ObjectCreate function, the object cannot be
//--- highlighted and moved by default. Inside this method, selection parameter
//--- is true by default making it possible to highlight and move the object
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the anchor point |
//+------------------------------------------------------------------+
bool ArrowMove(const long chart_ID=0, // chart's ID
const string name="Arrow", // object name
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,0,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change the arrow code |
//+------------------------------------------------------------------+
bool ArrowCodeChange(const long chart_ID=0, // chart's ID
const string name="Arrow", // object name
const uchar code=252) // arrow code
{
//--- reset the error value
ResetLastError();
//--- change the arrow code
if(!ObjectSetInteger(chart_ID,name,OBJPROP_ARROWCODE,code))
{
© 2000-2017, MetaQuotes Software Corp.
565 Standard Constants, Enumerations and Structures
Print(__FUNCTION__,
": failed to change the arrow code! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change anchor type |
//+------------------------------------------------------------------+
bool ArrowAnchorChange(const long chart_ID=0, // chart's ID
const string name="Arrow", // object name
const ENUM_ARROW_ANCHOR anchor=ANCHOR_TOP) // anchor type
{
//--- reset the error value
ResetLastError();
//--- change anchor type
if(!ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor))
{
Print(__FUNCTION__,
": failed to change anchor type! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete an arrow |
//+------------------------------------------------------------------+
bool ArrowDelete(const long chart_ID=0, // chart's ID
const string name="Arrow") // arrow name
{
//--- reset the error value
ResetLastError();
//--- delete an arrow
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete an arrow! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check anchor point values and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
void ChangeArrowEmptyPoint(datetime &time,double &price)
© 2000-2017, MetaQuotes Software Corp.
566 Standard Constants, Enumerations and Structures
{
//--- if the point's time is not set, it will be on the current bar
if(!time)
time=TimeCurrent();
//--- if the point's price is not set, it will have Bid value
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate<0 || InpDate>100 || InpPrice<0 || InpPrice>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- price array size
int accuracy=1000;
//--- arrays for storing the date and price values to be used
//--- for setting and changing sign anchor point coordinates
datetime date[];
double price[];
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(price,accuracy);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of prices
//--- find the highest and lowest values of the chart
double max_price=ChartGetDouble(0,CHART_PRICE_MAX);
double min_price=ChartGetDouble(0,CHART_PRICE_MIN);
//--- define a change step of a price and fill the array
double step=(max_price-min_price)/accuracy;
for(int i=0;i<accuracy;i++)
price[i]=min_price+i*step;
//--- define points for drawing the arrow
int d=InpDate*(bars-1)/100;
int p=InpPrice*(accuracy-1)/100;
//--- create an arrow on the chart
© 2000-2017, MetaQuotes Software Corp.
567 Standard Constants, Enumerations and Structures
if(!ArrowCreate(0,InpName,0,date[d],price[p],32,InpAnchor,InpColor,
InpStyle,InpWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart
ChartRedraw();
//--- consider all cases of creating arrows in the loop
for(int i=33;i<256;i++)
{
if(!ArrowCodeChange(0,InpName,(uchar)i))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// half a second of delay
Sleep(500);
}
//--- 1 second of delay
Sleep(1000);
//--- delete the arrow from the chart
ArrowDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
568 Standard Constants, Enumerations and Structures
OBJ_TEXT
Text object.
Note
Anchor point position relative to the text can be selected from ENUM_ANCHOR_POINT enumeration.
You can also change text slope angle using OBJPROP_ANGLE property.
Example
The following script creates several Text objects on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script creates \"Text\" graphical object."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpFont="Arial"; // Font
input int InpFontSize=10; // Font size
input color InpColor=clrRed; // Color
input double InpAngle=90.0; // Slope angle in degrees
input ENUM_ANCHOR_POINT InpAnchor=ANCHOR_BOTTOM; // Anchor type
input bool InpBack=false; // Background object
input bool InpSelection=false; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
© 2000-2017, MetaQuotes Software Corp.
569 Standard Constants, Enumerations and Structures
//+------------------------------------------------------------------+
//| Creating Text object |
//+------------------------------------------------------------------+
bool TextCreate(const long chart_ID=0, // chart's ID
const string name="Text", // object name
const int sub_window=0, // subwindow index
datetime time=0, // anchor point time
double price=0, // anchor point price
const string text="Text", // the text itself
const string font="Arial", // font
const int font_size=10, // font size
const color clr=clrRed, // color
const double angle=0.0, // text slope
const ENUM_ANCHOR_POINT anchor=ANCHOR_LEFT_UPPER, // anchor type
const bool back=false, // in the background
const bool selection=false, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor point coordinates if they are not set
ChangeTextEmptyPoint(time,price);
//--- reset the error value
ResetLastError();
//--- create Text object
if(!ObjectCreate(chart_ID,name,OBJ_TEXT,sub_window,time,price))
{
Print(__FUNCTION__,
": failed to create \"Text\" object! Error code = ",GetLastError());
return(false);
}
//--- set the text
ObjectSetString(chart_ID,name,OBJPROP_TEXT,text);
//--- set text font
ObjectSetString(chart_ID,name,OBJPROP_FONT,font);
//--- set font size
ObjectSetInteger(chart_ID,name,OBJPROP_FONTSIZE,font_size);
//--- set the slope angle of the text
ObjectSetDouble(chart_ID,name,OBJPROP_ANGLE,angle);
//--- set anchor type
ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor);
//--- set color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the object by mouse
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
© 2000-2017, MetaQuotes Software Corp.
570 Standard Constants, Enumerations and Structures
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the anchor point |
//+------------------------------------------------------------------+
bool TextMove(const long chart_ID=0, // chart's ID
const string name="Text", // object name
datetime time=0, // anchor point time coordinate
double price=0) // anchor point price coordinate
{
//--- if point position is not set, move it to the current bar having Bid price
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,0,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change the object text |
//+------------------------------------------------------------------+
bool TextChange(const long chart_ID=0, // chart's ID
const string name="Text", // object name
const string text="Text") // text
{
//--- reset the error value
ResetLastError();
//--- change object text
if(!ObjectSetString(chart_ID,name,OBJPROP_TEXT,text))
{
Print(__FUNCTION__,
": failed to change the text! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
571 Standard Constants, Enumerations and Structures
//+------------------------------------------------------------------+
//| Delete Text object |
//+------------------------------------------------------------------+
bool TextDelete(const long chart_ID=0, // chart's ID
const string name="Text") // object name
{
//--- reset the error value
ResetLastError();
//--- delete the object
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Text\" object! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check anchor point values and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
void ChangeTextEmptyPoint(datetime &time,double &price)
{
//--- if the point's time is not set, it will be on the current bar
if(!time)
time=TimeCurrent();
//--- if the point's price is not set, it will have Bid value
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
datetime date[]; // array for storing dates of visible bars
double low[]; // array for storing Low prices of visible bars
double high[]; // array for storing High prices of visible bars
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(low,bars);
ArrayResize(high,bars);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
© 2000-2017, MetaQuotes Software Corp.
572 Standard Constants, Enumerations and Structures
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of Low prices
if(CopyLow(Symbol(),Period(),0,bars,low)==-1)
{
Print("Failed to copy the values of Low prices! Error code = ",GetLastError());
return;
}
//--- fill the array of High prices
if(CopyHigh(Symbol(),Period(),0,bars,high)==-1)
{
Print("Failed to copy the values of High prices! Error code = ",GetLastError());
return;
}
//--- define how often texts are to be displayed
int scale=(int)ChartGetInteger(0,CHART_SCALE);
//--- define the step
int step=1;
switch(scale)
{
case 0:
step=12;
break;
case 1:
step=6;
break;
case 2:
step=4;
break;
case 3:
step=2;
break;
}
//--- create texts for High and Low bars' values (with gaps)
for(int i=0;i<bars;i+=step)
{
//--- create the texts
if(!TextCreate(0,"TextHigh_"+(string)i,0,date[i],high[i],DoubleToString(high[i],5),InpFont,In
InpColor,InpAngle,InpAnchor,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
if(!TextCreate(0,"TextLow_"+(string)i,0,date[i],low[i],DoubleToString(low[i],5),InpFont,InpFo
InpColor,-InpAngle,InpAnchor,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- check if the script's operation has been forcefully disabled
© 2000-2017, MetaQuotes Software Corp.
573 Standard Constants, Enumerations and Structures
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- half a second of delay
Sleep(500);
//--- delete the texts
for(int i=0;i<bars;i+=step)
{
if(!TextDelete(0,"TextHigh_"+(string)i))
return;
if(!TextDelete(0,"TextLow_"+(string)i))
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//---
}
© 2000-2017, MetaQuotes Software Corp.
574 Standard Constants, Enumerations and Structures
OBJ_LABEL
Label object.
Note
Anchor point position relative to the label can be selected from ENUM_ANCHOR_POINT enumeration.
Anchor point coordinates are set in pixels.
You can also select text label anchoring corner from ENUM_BASE_CORNER enumeration.
Example
The following script creates and moves Edit object on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script creates \"Label\" graphical object."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Label"; // Label name
input int InpX=150; // X-axis distance
input int InpY=150; // Y-axis distance
input string InpFont="Arial"; // Font
input int InpFontSize=14; // Font size
input color InpColor=clrRed; // Color
input double InpAngle=0.0; // Slope angle in degrees
input ENUM_ANCHOR_POINT InpAnchor=ANCHOR_CENTER; // Anchor type
© 2000-2017, MetaQuotes Software Corp.
575 Standard Constants, Enumerations and Structures
input bool InpBack=false; // Background object
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create a text label |
//+------------------------------------------------------------------+
bool LabelCreate(const long chart_ID=0, // chart's ID
const string name="Label", // label name
const int sub_window=0, // subwindow index
const int x=0, // X coordinate
const int y=0, // Y coordinate
const ENUM_BASE_CORNER corner=CORNER_LEFT_UPPER, // chart corner for anchoring
const string text="Label", // text
const string font="Arial", // font
const int font_size=10, // font size
const color clr=clrRed, // color
const double angle=0.0, // text slope
const ENUM_ANCHOR_POINT anchor=ANCHOR_LEFT_UPPER, // anchor type
const bool back=false, // in the background
const bool selection=false, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- reset the error value
ResetLastError();
//--- create a text label
if(!ObjectCreate(chart_ID,name,OBJ_LABEL,sub_window,0,0))
{
Print(__FUNCTION__,
": failed to create text label! Error code = ",GetLastError());
return(false);
}
//--- set label coordinates
ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x);
ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y);
//--- set the chart's corner, relative to which point coordinates are defined
ObjectSetInteger(chart_ID,name,OBJPROP_CORNER,corner);
//--- set the text
ObjectSetString(chart_ID,name,OBJPROP_TEXT,text);
//--- set text font
ObjectSetString(chart_ID,name,OBJPROP_FONT,font);
//--- set font size
ObjectSetInteger(chart_ID,name,OBJPROP_FONTSIZE,font_size);
//--- set the slope angle of the text
ObjectSetDouble(chart_ID,name,OBJPROP_ANGLE,angle);
//--- set anchor type
ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor);
//--- set color
© 2000-2017, MetaQuotes Software Corp.
576 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the label by mouse
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the text label |
//+------------------------------------------------------------------+
bool LabelMove(const long chart_ID=0, // chart's ID
const string name="Label", // label name
const int x=0, // X coordinate
const int y=0) // Y coordinate
{
//--- reset the error value
ResetLastError();
//--- move the text label
if(!ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x))
{
Print(__FUNCTION__,
": failed to move X coordinate of the label! Error code = ",GetLastError());
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y))
{
Print(__FUNCTION__,
": failed to move Y coordinate of the label! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change corner of the chart for binding the label |
//+------------------------------------------------------------------+
bool LabelChangeCorner(const long chart_ID=0, // chart's ID
const string name="Label", // label name
const ENUM_BASE_CORNER corner=CORNER_LEFT_UPPER) // chart corner for anchori
{
//--- reset the error value
ResetLastError();
//--- change anchor corner
© 2000-2017, MetaQuotes Software Corp.
577 Standard Constants, Enumerations and Structures
if(!ObjectSetInteger(chart_ID,name,OBJPROP_CORNER,corner))
{
Print(__FUNCTION__,
": failed to change the anchor corner! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change the label text |
//+------------------------------------------------------------------+
bool LabelTextChange(const long chart_ID=0, // chart's ID
const string name="Label", // object name
const string text="Text") // text
{
//--- reset the error value
ResetLastError();
//--- change object text
if(!ObjectSetString(chart_ID,name,OBJPROP_TEXT,text))
{
Print(__FUNCTION__,
": failed to change the text! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete a text label |
//+------------------------------------------------------------------+
bool LabelDelete(const long chart_ID=0, // chart's ID
const string name="Label") // label name
{
//--- reset the error value
ResetLastError();
//--- delete the label
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete a text label! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
578 Standard Constants, Enumerations and Structures
void OnStart()
{
//--- store the label's coordinates in the local variables
int x=InpX;
int y=InpY;
//--- chart window size
long x_distance;
long y_distance;
//--- set window size
if(!ChartGetInteger(0,CHART_WIDTH_IN_PIXELS,0,x_distance))
{
Print("Failed to get the chart width! Error code = ",GetLastError());
return;
}
if(!ChartGetInteger(0,CHART_HEIGHT_IN_PIXELS,0,y_distance))
{
Print("Failed to get the chart height! Error code = ",GetLastError());
return;
}
//--- check correctness of the input parameters
if(InpX<0 || InpX>x_distance-1 || InpY<0 || InpY>y_distance-1)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- prepare initial text for the label
string text;
StringConcatenate(text,"Upper left corner: ",x,",",y);
//--- create a text label on the chart
if(!LabelCreate(0,InpName,0,InpX,InpY,CORNER_LEFT_UPPER,text,InpFont,InpFontSize,
InpColor,InpAngle,InpAnchor,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for half a second
ChartRedraw();
Sleep(500);
//--- move the label and change its text simultaneously
//--- number of iterations by axes
int h_steps=(int)(x_distance/2-InpX);
int v_steps=(int)(y_distance/2-InpY);
//--- move the label down
for(int i=0;i<v_steps;i++)
{
//--- change the coordinate
y+=2;
//--- move the label and change its text
MoveAndTextChange(x,y,"Upper left corner: ");
}
© 2000-2017, MetaQuotes Software Corp.
579 Standard Constants, Enumerations and Structures
//--- half a second of delay
Sleep(500);
//--- move the label to the right
for(int i=0;i<h_steps;i++)
{
//--- change the coordinate
x+=2;
//--- move the label and change its text
MoveAndTextChange(x,y,"Upper left corner: ");
}
//--- half a second of delay
Sleep(500);
//--- move the label up
for(int i=0;i<v_steps;i++)
{
//--- change the coordinate
y-=2;
//--- move the label and change its text
MoveAndTextChange(x,y,"Upper left corner: ");
}
//--- half a second of delay
Sleep(500);
//--- move the label to the left
for(int i=0;i<h_steps;i++)
{
//--- change the coordinate
x-=2;
//--- move the label and change its text
MoveAndTextChange(x,y,"Upper left corner: ");
}
//--- half a second of delay
Sleep(500);
//--- now, move the point by changing the anchor corner
//--- move to the lower left corner
if(!LabelChangeCorner(0,InpName,CORNER_LEFT_LOWER))
return;
//--- change the label text
StringConcatenate(text,"Lower left corner: ",x,",",y);
if(!LabelTextChange(0,InpName,text))
return;
//--- redraw the chart and wait for two seconds
ChartRedraw();
Sleep(2000);
//--- move to the lower right corner
if(!LabelChangeCorner(0,InpName,CORNER_RIGHT_LOWER))
return;
//--- change the label text
StringConcatenate(text,"Lower right corner: ",x,",",y);
if(!LabelTextChange(0,InpName,text))
© 2000-2017, MetaQuotes Software Corp.
580 Standard Constants, Enumerations and Structures
return;
//--- redraw the chart and wait for two seconds
ChartRedraw();
Sleep(2000);
//--- move to the upper right corner
if(!LabelChangeCorner(0,InpName,CORNER_RIGHT_UPPER))
return;
//--- change the label text
StringConcatenate(text,"Upper right corner: ",x,",",y);
if(!LabelTextChange(0,InpName,text))
return;
//--- redraw the chart and wait for two seconds
ChartRedraw();
Sleep(2000);
//--- move to the upper left corner
if(!LabelChangeCorner(0,InpName,CORNER_LEFT_UPPER))
return;
//--- change the label text
StringConcatenate(text,"Upper left corner: ",x,",",y);
if(!LabelTextChange(0,InpName,text))
return;
//--- redraw the chart and wait for two seconds
ChartRedraw();
Sleep(2000);
//--- delete the label
LabelDelete(0,InpName);
//--- redraw the chart and wait for half a second
ChartRedraw();
Sleep(500);
//---
}
//+------------------------------------------------------------------+
//| The function moves the object and changes its text |
//+------------------------------------------------------------------+
bool MoveAndTextChange(const int x,const int y,string text)
{
//--- move the label
if(!LabelMove(0,InpName,x,y))
return(false);
//--- change the label text
StringConcatenate(text,text,x,",",y);
if(!LabelTextChange(0,InpName,text))
return(false);
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return(false);
//--- redraw the chart
ChartRedraw();
// 0.01 seconds of delay
© 2000-2017, MetaQuotes Software Corp.
581 Standard Constants, Enumerations and Structures
Sleep(10);
//--- exit the function
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
582 Standard Constants, Enumerations and Structures
OBJ_BUTTON
Button object.
Note
Anchor point coordinates are set in pixels. You can select button anchoring corner from
ENUM_BASE_CORNER.
Example
The following script creates and moves Button object on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script creates the button on the chart."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Button"; // Button name
input ENUM_BASE_CORNER InpCorner=CORNER_LEFT_UPPER; // Chart corner for anchoring
input string InpFont="Arial"; // Font
input int InpFontSize=14; // Font size
input color InpColor=clrBlack; // Text color
input color InpBackColor=C'236,233,216'; // Background color
input color InpBorderColor=clrNONE; // Border color
input bool InpState=false; // Pressed/Released
input bool InpBack=false; // Background object
input bool InpSelection=false; // Highlight to move
© 2000-2017, MetaQuotes Software Corp.
583 Standard Constants, Enumerations and Structures
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create the button |
//+------------------------------------------------------------------+
bool ButtonCreate(const long chart_ID=0, // chart's ID
const string name="Button", // button name
const int sub_window=0, // subwindow index
const int x=0, // X coordinate
const int y=0, // Y coordinate
const int width=50, // button width
const int height=18, // button height
const ENUM_BASE_CORNER corner=CORNER_LEFT_UPPER, // chart corner for anchoring
const string text="Button", // text
const string font="Arial", // font
const int font_size=10, // font size
const color clr=clrBlack, // text color
const color back_clr=C'236,233,216', // background color
const color border_clr=clrNONE, // border color
const bool state=false, // pressed/released
const bool back=false, // in the background
const bool selection=false, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- reset the error value
ResetLastError();
//--- create the button
if(!ObjectCreate(chart_ID,name,OBJ_BUTTON,sub_window,0,0))
{
Print(__FUNCTION__,
": failed to create the button! Error code = ",GetLastError());
return(false);
}
//--- set button coordinates
ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x);
ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y);
//--- set button size
ObjectSetInteger(chart_ID,name,OBJPROP_XSIZE,width);
ObjectSetInteger(chart_ID,name,OBJPROP_YSIZE,height);
//--- set the chart's corner, relative to which point coordinates are defined
ObjectSetInteger(chart_ID,name,OBJPROP_CORNER,corner);
//--- set the text
ObjectSetString(chart_ID,name,OBJPROP_TEXT,text);
//--- set text font
ObjectSetString(chart_ID,name,OBJPROP_FONT,font);
//--- set font size
ObjectSetInteger(chart_ID,name,OBJPROP_FONTSIZE,font_size);
//--- set text color
© 2000-2017, MetaQuotes Software Corp.
584 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set background color
ObjectSetInteger(chart_ID,name,OBJPROP_BGCOLOR,back_clr);
//--- set border color
ObjectSetInteger(chart_ID,name,OBJPROP_BORDER_COLOR,border_clr);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- set button state
ObjectSetInteger(chart_ID,name,OBJPROP_STATE,state);
//--- enable (true) or disable (false) the mode of moving the button by mouse
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move the button |
//+------------------------------------------------------------------+
bool ButtonMove(const long chart_ID=0, // chart's ID
const string name="Button", // button name
const int x=0, // X coordinate
const int y=0) // Y coordinate
{
//--- reset the error value
ResetLastError();
//--- move the button
if(!ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x))
{
Print(__FUNCTION__,
": failed to move X coordinate of the button! Error code = ",GetLastError());
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y))
{
Print(__FUNCTION__,
": failed to move Y coordinate of the button! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change button size |
//+------------------------------------------------------------------+
bool ButtonChangeSize(const long chart_ID=0, // chart's ID
© 2000-2017, MetaQuotes Software Corp.
585 Standard Constants, Enumerations and Structures
const string name="Button", // button name
const int width=50, // button width
const int height=18) // button height
{
//--- reset the error value
ResetLastError();
//--- change the button size
if(!ObjectSetInteger(chart_ID,name,OBJPROP_XSIZE,width))
{
Print(__FUNCTION__,
": failed to change the button width! Error code = ",GetLastError());
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_YSIZE,height))
{
Print(__FUNCTION__,
": failed to change the button height! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change corner of the chart for binding the button |
//+------------------------------------------------------------------+
bool ButtonChangeCorner(const long chart_ID=0, // chart's ID
const string name="Button", // button name
const ENUM_BASE_CORNER corner=CORNER_LEFT_UPPER) // chart corner for anchor
{
//--- reset the error value
ResetLastError();
//--- change anchor corner
if(!ObjectSetInteger(chart_ID,name,OBJPROP_CORNER,corner))
{
Print(__FUNCTION__,
": failed to change the anchor corner! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change button text |
//+------------------------------------------------------------------+
bool ButtonTextChange(const long chart_ID=0, // chart's ID
const string name="Button", // button name
const string text="Text") // text
{
//--- reset the error value
© 2000-2017, MetaQuotes Software Corp.
586 Standard Constants, Enumerations and Structures
ResetLastError();
//--- change object text
if(!ObjectSetString(chart_ID,name,OBJPROP_TEXT,text))
{
Print(__FUNCTION__,
": failed to change the text! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete the button |
//+------------------------------------------------------------------+
bool ButtonDelete(const long chart_ID=0, // chart's ID
const string name="Button") // button name
{
//--- reset the error value
ResetLastError();
//--- delete the button
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete the button! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- chart window size
long x_distance;
long y_distance;
//--- set window size
if(!ChartGetInteger(0,CHART_WIDTH_IN_PIXELS,0,x_distance))
{
Print("Failed to get the chart width! Error code = ",GetLastError());
return;
}
if(!ChartGetInteger(0,CHART_HEIGHT_IN_PIXELS,0,y_distance))
{
Print("Failed to get the chart height! Error code = ",GetLastError());
return;
}
//--- define the step for changing the button size
© 2000-2017, MetaQuotes Software Corp.
587 Standard Constants, Enumerations and Structures
int x_step=(int)x_distance/32;
int y_step=(int)y_distance/32;
//--- set the button coordinates and its size
int x=(int)x_distance/32;
int y=(int)y_distance/32;
int x_size=(int)x_distance*15/16;
int y_size=(int)y_distance*15/16;
//--- create the button
if(!ButtonCreate(0,InpName,0,x,y,x_size,y_size,InpCorner,"Press",InpFont,InpFontSize,
InpColor,InpBackColor,InpBorderColor,InpState,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart
ChartRedraw();
//--- reduce the button in the loop
int i=0;
while(i<13)
{
//--- half a second of delay
Sleep(500);
//--- switch the button to the pressed state
ObjectSetInteger(0,InpName,OBJPROP_STATE,true);
//--- redraw the chart and wait for 0.2 second
ChartRedraw();
Sleep(200);
//--- redefine coordinates and button size
x+=x_step;
y+=y_step;
x_size-=x_step*2;
y_size-=y_step*2;
//--- reduce the button
ButtonMove(0,InpName,x,y);
ButtonChangeSize(0,InpName,x_size,y_size);
//--- bring the button back to the released state
ObjectSetInteger(0,InpName,OBJPROP_STATE,false);
//--- redraw the chart
ChartRedraw();
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- increase the loop counter
i++;
}
//--- half a second of delay
Sleep(500);
//--- delete the button
ButtonDelete(0,InpName);
ChartRedraw();
© 2000-2017, MetaQuotes Software Corp.
588 Standard Constants, Enumerations and Structures
//--- wait for 1 second
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
589 Standard Constants, Enumerations and Structures
OBJ_CHART
Chart object.
Note
Anchor point coordinates are set in pixels. You can select anchoring corner from
ENUM_BASE_CORNER enumeration.
Symbol, period and scale can be selected for Chart object. Price scale and date display mode can
also be enabled/disabled.
Example
The following script creates and moves Chart object on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script creates \"Chart\" object."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Chart"; // Object name
input string InpSymbol="EURUSD"; // Symbol
input ENUM_TIMEFRAMES InpPeriod=PERIOD_H1; // Period
input ENUM_BASE_CORNER InpCorner=CORNER_LEFT_UPPER; // Anchoring corner
input int InpScale=2; // Scale
input bool InpDateScale=true; // Time scale display
input bool InpPriceScale=true; // Price scale display
© 2000-2017, MetaQuotes Software Corp.
590 Standard Constants, Enumerations and Structures
input color InpColor=clrRed; // Border color when highlighted
input ENUM_LINE_STYLE InpStyle=STYLE_DASHDOTDOT; // Line style when highlighted
input int InpPointWidth=1; // Point size to move
input bool InpBack=false; // Background object
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Creating Chart object |
//+------------------------------------------------------------------+
bool ObjectChartCreate(const long chart_ID=0, // chart's ID
const string name="Chart", // object name
const int sub_window=0, // subwindow index
const string symbol="EURUSD", // symbol
const ENUM_TIMEFRAMES period=PERIOD_H1, // period
const int x=0, // X coordinate
const int y=0, // Y coordinate
const int width=300, // width
const int height=200, // height
const ENUM_BASE_CORNER corner=CORNER_LEFT_UPPER, // anchoring corner
const int scale=2, // scale
const bool date_scale=true, // time scale display
const bool price_scale=true, // price scale display
const color clr=clrRed, // border color when highl
const ENUM_LINE_STYLE style=STYLE_SOLID, // line style when highlig
const int point_width=1, // move point size
const bool back=false, // in the background
const bool selection=false, // highlight to move
const bool hidden=true, // hidden in the object li
const long z_order=0) // priority for mouse clic
{
//--- reset the error value
ResetLastError();
//--- create Chart object
if(!ObjectCreate(chart_ID,name,OBJ_CHART,sub_window,0,0))
{
Print(__FUNCTION__,
": failed to create \"Chart\" object! Error code = ",GetLastError());
return(false);
}
//--- set object coordinates
ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x);
ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y);
//--- set object size
ObjectSetInteger(chart_ID,name,OBJPROP_XSIZE,width);
ObjectSetInteger(chart_ID,name,OBJPROP_YSIZE,height);
//--- set the chart's corner, relative to which point coordinates are defined
ObjectSetInteger(chart_ID,name,OBJPROP_CORNER,corner);
//--- set the symbol
© 2000-2017, MetaQuotes Software Corp.
591 Standard Constants, Enumerations and Structures
ObjectSetString(chart_ID,name,OBJPROP_SYMBOL,symbol);
//--- set the period
ObjectSetInteger(chart_ID,name,OBJPROP_PERIOD,period);
//--- set the scale
ObjectSetInteger(chart_ID,name,OBJPROP_CHART_SCALE,scale);
//--- display (true) or hide (false) the time scale
ObjectSetInteger(chart_ID,name,OBJPROP_DATE_SCALE,date_scale);
//--- display (true) or hide (false) the price scale
ObjectSetInteger(chart_ID,name,OBJPROP_PRICE_SCALE,price_scale);
//--- set the border color when object highlighting mode is enabled
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the border line style when object highlighting mode is enabled
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set a size of the anchor point for moving an object
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,point_width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the label by mouse
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Sets the symbol and time frame of the Chart object |
//+------------------------------------------------------------------+
bool ObjectChartSetSymbolAndPeriod(const long chart_ID=0, // chart's ID (not Chart
const string name="Chart", // object name
const string symbol="EURUSD", // symbol
const ENUM_TIMEFRAMES period=PERIOD_H1) // time frame
{
//--- reset the error value
ResetLastError();
//--- set Chart object's symbol and time frame
if(!ObjectSetString(chart_ID,name,OBJPROP_SYMBOL,symbol))
{
Print(__FUNCTION__,
": failed to set a symbol for \"Chart\" object! Error code = ",GetLastError());
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_PERIOD,period))
{
Print(__FUNCTION__,
": failed to set a period for \"Chart\" object! Error code = ",GetLastError());
return(false);
© 2000-2017, MetaQuotes Software Corp.
592 Standard Constants, Enumerations and Structures
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move Chart object |
//+------------------------------------------------------------------+
bool ObjectChartMove(const long chart_ID=0, // chart's ID (not Chart object's one)
const string name="Chart", // object name
const int x=0, // X coordinate
const int y=0) // Y coordinate
{
//--- reset the error value
ResetLastError();
//--- move the object
if(!ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x))
{
Print(__FUNCTION__,
": failed to move X coordinate of \"Chart\" object! Error code = ",GetLastError());
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y))
{
Print(__FUNCTION__,
": failed to move Y coordinate of \"Chart\" object! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change Chart object size |
//+------------------------------------------------------------------+
bool ObjectChartChangeSize(const long chart_ID=0, // chart's ID (not Chart object's one)
const string name="Chart", // object name
const int width=300, // width
const int height=200) // height
{
//--- reset the error value
ResetLastError();
//--- change the object size
if(!ObjectSetInteger(chart_ID,name,OBJPROP_XSIZE,width))
{
Print(__FUNCTION__,
": failed to change the width of \"Chart\" object! Error code = ",GetLastError());
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_YSIZE,height))
{
© 2000-2017, MetaQuotes Software Corp.
593 Standard Constants, Enumerations and Structures
Print(__FUNCTION__,
": failed to change the height of \"Chart\" object! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Return Chart object's ID |
//+------------------------------------------------------------------+
long ObjectChartGetID(const long chart_ID=0, // chart's ID (not Chart object's one)
const string name="Chart") // object name
{
//--- prepare the variable to get Chart object's ID
long id=-1;
//--- reset the error value
ResetLastError();
//--- get ID
if(!ObjectGetInteger(chart_ID,name,OBJPROP_CHART_ID,0,id))
{
Print(__FUNCTION__,
": failed to get \"Chart\" object's ID! Error code = ",GetLastError());
}
//--- return the result
return(id);
}
//+------------------------------------------------------------------+
//| Delete Chart object |
//+------------------------------------------------------------------+
bool ObjectChartDelete(const long chart_ID=0, // chart's ID (not Chart object's one)
const string name="Chart") // object name
{
//--- reset the error value
ResetLastError();
//--- delete the button
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Chart\" object! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
© 2000-2017, MetaQuotes Software Corp.
594 Standard Constants, Enumerations and Structures
//--- get the number of symbols in Market Watch
int symbols=SymbolsTotal(true);
//--- check if the symbol with a specified name is present in the symbol list
bool exist=false;
for(int i=0;i<symbols;i++)
if(InpSymbol==SymbolName(i,true))
{
exist=true;
break;
}
if(!exist)
{
Print("Error! ",InpSymbol," symbol is not present in \"Market Watch\"!");
return;
}
//--- check validity of input parameters
if(InpScale<0 || InpScale>5)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- chart window size
long x_distance;
long y_distance;
//--- set window size
if(!ChartGetInteger(0,CHART_WIDTH_IN_PIXELS,0,x_distance))
{
Print("Failed to get the chart width! Error code = ",GetLastError());
return;
}
if(!ChartGetInteger(0,CHART_HEIGHT_IN_PIXELS,0,y_distance))
{
Print("Failed to get the chart height! Error code = ",GetLastError());
return;
}
//--- set Chart object coordinates and its size
int x=(int)x_distance/16;
int y=(int)y_distance/16;
int x_size=(int)x_distance*7/16;
int y_size=(int)y_distance*7/16;
//--- create Chart object
if(!ObjectChartCreate(0,InpName,0,InpSymbol,InpPeriod,x,y,x_size,y_size,InpCorner,InpScale,InpDa
InpPriceScale,InpColor,InpStyle,InpPointWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
© 2000-2017, MetaQuotes Software Corp.
595 Standard Constants, Enumerations and Structures
Sleep(1000);
//--- stretch Chart object
int steps=(int)MathMin(x_distance*7/16,y_distance*7/16);
for(int i=0;i<steps;i++)
{
//--- resize
x_size+=1;
y_size+=1;
if(!ObjectChartChangeSize(0,InpName,x_size,y_size))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart and wait for 0.01 seconds
ChartRedraw();
Sleep(10);
}
//--- half a second of delay
Sleep(500);
//--- change chart's time frame
if(!ObjectChartSetSymbolAndPeriod(0,InpName,InpSymbol,PERIOD_M1))
return;
ChartRedraw();
//--- three seconds of delay
Sleep(3000);
//--- delete the object
ObjectChartDelete(0,InpName);
ChartRedraw();
//--- wait for 1 second
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
596 Standard Constants, Enumerations and Structures
OBJ_BITMAP
Bitmap object.
Note
For Bitmap object, you can select visibility scope of an image.
Example
The following script creates several bitmaps on the chart. Special functions have been developed to
create and change graphical object's properties. You can use these functions "as is" in your own
applications.
//--- description
#property description "Script creates a bitmap in the chart window."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpFile="\\Images\\dollar.bmp"; // Bitmap file name
input int InpWidth=24; // Visibility scope X coordinate
input int InpHeight=24; // Visibility scope Y coordinate
input int InpXOffset=4; // Visibility scope shift by X axis
input int InpYOffset=4; // Visibility scope shift by Y axis
input color InpColor=clrRed; // Border color when highlighted
input ENUM_LINE_STYLE InpStyle=STYLE_SOLID; // Line style when highlighted
input int InpPointWidth=1; // Point size to move
input bool InpBack=false; // Background object
input bool InpSelection=false; // Highlight to move
© 2000-2017, MetaQuotes Software Corp.
597 Standard Constants, Enumerations and Structures
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create a bitmap in the chart window |
//+------------------------------------------------------------------+
bool BitmapCreate(const long chart_ID=0, // chart's ID
const string name="Bitmap", // bitmap name
const int sub_window=0, // subwindow index
datetime time=0, // anchor point time
double price=0, // anchor point price
const string file="", // bitmap file name
const int width=10, // visibility scope X coordinate
const int height=10, // visibility scope Y coordinate
const int x_offset=0, // visibility scope shift by X axis
const int y_offset=0, // visibility scope shift by Y axis
const color clr=clrRed, // border color when highlighted
const ENUM_LINE_STYLE style=STYLE_SOLID, // line style when highlighted
const int point_width=1, // move point size
const bool back=false, // in the background
const bool selection=false, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- set anchor point coordinates if they are not set
ChangeBitmapEmptyPoint(time,price);
//--- reset the error value
ResetLastError();
//--- create a bitmap
if(!ObjectCreate(chart_ID,name,OBJ_BITMAP,sub_window,time,price))
{
Print(__FUNCTION__,
": failed to create a bitmap in the chart window! Error code = ",GetLastError());
return(false);
}
//--- set the path to the image file
if(!ObjectSetString(chart_ID,name,OBJPROP_BMPFILE,file))
{
Print(__FUNCTION__,
": failed to load the image! Error code = ",GetLastError());
return(false);
}
//--- set visibility scope for the image; if width or height values
//--- exceed the width and height (respectively) of a source image,
//--- it is not drawn; in the opposite case,
//--- only the part corresponding to these values is drawn
ObjectSetInteger(chart_ID,name,OBJPROP_XSIZE,width);
ObjectSetInteger(chart_ID,name,OBJPROP_YSIZE,height);
//--- set the part of an image that is to be displayed in the visibility scope
//--- the default part is the upper left area of an image; the values allow
© 2000-2017, MetaQuotes Software Corp.
598 Standard Constants, Enumerations and Structures
//--- performing a shift from this area displaying another part of the image
ObjectSetInteger(chart_ID,name,OBJPROP_XOFFSET,x_offset);
ObjectSetInteger(chart_ID,name,OBJPROP_YOFFSET,y_offset);
//--- set the border color when object highlighting mode is enabled
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the border line style when object highlighting mode is enabled
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set a size of the anchor point for moving an object
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,point_width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the label by mouse
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Set a new image for the bitmap |
//+------------------------------------------------------------------+
bool BitmapSetImage(const long chart_ID=0, // chart's ID
const string name="Bitmap", // bitmap name
const string file="") // path to the file
{
//--- reset the error value
ResetLastError();
//--- set the path to the image file
if(!ObjectSetString(chart_ID,name,OBJPROP_BMPFILE,file))
{
Print(__FUNCTION__,
": failed to load the image! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move a bitmap in the chart window |
//+------------------------------------------------------------------+
bool BitmapMove(const long chart_ID=0, // chart's ID
const string name="Bitmap", // bitmap name
datetime time=0, // anchor point time
double price=0) // anchor point price
{
//--- if point position is not set, move it to the current bar having Bid price
© 2000-2017, MetaQuotes Software Corp.
599 Standard Constants, Enumerations and Structures
if(!time)
time=TimeCurrent();
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
//--- reset the error value
ResetLastError();
//--- move the anchor point
if(!ObjectMove(chart_ID,name,0,time,price))
{
Print(__FUNCTION__,
": failed to move the anchor point! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change visibility scope (bitmap) size |
//+------------------------------------------------------------------+
bool BitmapChangeSize(const long chart_ID=0, // chart's ID
const string name="Bitmap", // bitmap name
const int width=0, // bitmap width
const int height=0) // bitmap height
{
//--- reset the error value
ResetLastError();
//--- change bitmap size
if(!ObjectSetInteger(chart_ID,name,OBJPROP_XSIZE,width))
{
Print(__FUNCTION__,
": failed to change the bitmap width! Error code = ",GetLastError());
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_YSIZE,height))
{
Print(__FUNCTION__,
": failed to change the bitmap height! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+--------------------------------------------------------------------+
//| Change coordinate of the upper left corner of the visibility scope |
//+--------------------------------------------------------------------+
bool BitmapMoveVisibleArea(const long chart_ID=0, // chart's ID
const string name="Bitmap", // bitmap name
const int x_offset=0, // visibility scope X coordinate
const int y_offset=0) // visibility scope Y coordinate
© 2000-2017, MetaQuotes Software Corp.
600 Standard Constants, Enumerations and Structures
{
//--- reset the error value
ResetLastError();
//--- change the bitmap's visibility scope coordinates
if(!ObjectSetInteger(chart_ID,name,OBJPROP_XOFFSET,x_offset))
{
Print(__FUNCTION__,
": failed to change X coordinate of the visibility scope! Error code = ",GetLastError()
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_YOFFSET,y_offset))
{
Print(__FUNCTION__,
": failed to change Y coordinate of the visibility scope! Error code = ",GetLastError()
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete a bitmap |
//+------------------------------------------------------------------+
bool BitmapDelete(const long chart_ID=0, // chart's ID
const string name="Bitmap") // bitmap name
{
//--- reset the error value
ResetLastError();
//--- delete the label
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete a bitmap! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Check anchor point values and set default values |
//| for empty ones |
//+------------------------------------------------------------------+
void ChangeBitmapEmptyPoint(datetime &time,double &price)
{
//--- if the point's time is not set, it will be on the current bar
if(!time)
time=TimeCurrent();
//--- if the point's price is not set, it will have Bid value
if(!price)
price=SymbolInfoDouble(Symbol(),SYMBOL_BID);
© 2000-2017, MetaQuotes Software Corp.
601 Standard Constants, Enumerations and Structures
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
datetime date[]; // array for storing dates of visible bars
double close[]; // array for storing Close prices
//--- bitmap file name
string file="\\Images\\dollar.bmp";
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- memory allocation
ArrayResize(date,bars);
ArrayResize(close,bars);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- fill the array of Close prices
if(CopyClose(Symbol(),Period(),0,bars,close)==-1)
{
Print("Failed to copy the values of Close prices! Error code = ",GetLastError());
return;
}
//--- define how often the images should be displayed
int scale=(int)ChartGetInteger(0,CHART_SCALE);
//--- define the step
int step=1;
switch(scale)
{
case 0:
step=27;
break;
case 1:
step=14;
break;
case 2:
step=7;
break;
case 3:
step=4;
break;
case 4:
step=2;
break;
© 2000-2017, MetaQuotes Software Corp.
602 Standard Constants, Enumerations and Structures
}
//--- create bitmaps for High and Low bars' values (with gaps)
for(int i=0;i<bars;i+=step)
{
//--- create the bitmaps
if(!BitmapCreate(0,"Bitmap_"+(string)i,0,date[i],close[i],InpFile,InpWidth,InpHeight,InpXOffs
InpYOffset,InpColor,InpStyle,InpPointWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- half a second of delay
Sleep(500);
//--- delete Sell signs
for(int i=0;i<bars;i+=step)
{
if(!BitmapDelete(0,"Bitmap_"+(string)i))
return;
if(!BitmapDelete(0,"Bitmap_"+(string)i))
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//---
}
© 2000-2017, MetaQuotes Software Corp.
603 Standard Constants, Enumerations and Structures
OBJ_BITMAP_LABEL
Bitmap Label object.
Note
Anchor point position relative to the label can be selected from ENUM_ANCHOR_POINT enumeration.
Anchor point coordinates are set in pixels.
You can also select bitmap anchoring corner from ENUM_BASE_CORNER enumeration.
For bitmap label, you can select visibility scope of an image.
Example
The following script creates several bitmaps on the chart. Special functions have been developed to
create and change graphical object's properties. You can use these functions "as is" in your own
applications.
//--- description
#property description "Script creates \"Bitmap Label\" object."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="BmpLabel"; // Label name
input string InpFileOn="\\Images\\dollar.bmp"; // File name for On mode
input string InpFileOff="\\Images\\euro.bmp"; // File name for Off mode
input bool InpState=false; // Label pressed/released
input ENUM_BASE_CORNER InpCorner=CORNER_LEFT_UPPER; // Chart corner for anchoring
input ENUM_ANCHOR_POINT InpAnchor=ANCHOR_CENTER; // Anchor type
input color InpColor=clrRed; // Border color when highlighted
© 2000-2017, MetaQuotes Software Corp.
604 Standard Constants, Enumerations and Structures
input ENUM_LINE_STYLE InpStyle=STYLE_SOLID; // Line style when highlighted
input int InpPointWidth=1; // Point size to move
input bool InpBack=false; // Background object
input bool InpSelection=false; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Bitmap Label object |
//+------------------------------------------------------------------+
bool BitmapLabelCreate(const long chart_ID=0, // chart's ID
const string name="BmpLabel", // label name
const int sub_window=0, // subwindow index
const int x=0, // X coordinate
const int y=0, // Y coordinate
const string file_on="", // image in On mode
const string file_off="", // image in Off mode
const int width=0, // visibility scope X coor
const int height=0, // visibility scope Y coor
const int x_offset=10, // visibility scope shift
const int y_offset=10, // visibility scope shift
const bool state=false, // pressed/released
const ENUM_BASE_CORNER corner=CORNER_LEFT_UPPER, // chart corner for anchor
const ENUM_ANCHOR_POINT anchor=ANCHOR_LEFT_UPPER, // anchor type
const color clr=clrRed, // border color when highl
const ENUM_LINE_STYLE style=STYLE_SOLID, // line style when highlig
const int point_width=1, // move point size
const bool back=false, // in the background
const bool selection=false, // highlight to move
const bool hidden=true, // hidden in the object li
const long z_order=0) // priority for mouse clic
{
//--- reset the error value
ResetLastError();
//--- create a bitmap label
if(!ObjectCreate(chart_ID,name,OBJ_BITMAP_LABEL,sub_window,0,0))
{
Print(__FUNCTION__,
": failed to create \"Bitmap Label\" object! Error code = ",GetLastError());
return(false);
}
//--- set the images for On and Off modes
if(!ObjectSetString(chart_ID,name,OBJPROP_BMPFILE,0,file_on))
{
Print(__FUNCTION__,
": failed to load the image for On mode! Error code = ",GetLastError());
return(false);
}
if(!ObjectSetString(chart_ID,name,OBJPROP_BMPFILE,1,file_off))
{
© 2000-2017, MetaQuotes Software Corp.
605 Standard Constants, Enumerations and Structures
Print(__FUNCTION__,
": failed to load the image for Off mode! Error code = ",GetLastError());
return(false);
}
//--- set label coordinates
ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x);
ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y);
//--- set visibility scope for the image; if width or height values
//--- exceed the width and height (respectively) of a source image,
//--- it is not drawn; in the opposite case,
//--- only the part corresponding to these values is drawn
ObjectSetInteger(chart_ID,name,OBJPROP_XSIZE,width);
ObjectSetInteger(chart_ID,name,OBJPROP_YSIZE,height);
//--- set the part of an image that is to be displayed in the visibility scope
//--- the default part is the upper left area of an image; the values allow
//--- performing a shift from this area displaying another part of the image
ObjectSetInteger(chart_ID,name,OBJPROP_XOFFSET,x_offset);
ObjectSetInteger(chart_ID,name,OBJPROP_YOFFSET,y_offset);
//--- define the label's status (pressed or released)
ObjectSetInteger(chart_ID,name,OBJPROP_STATE,state);
//--- set the chart's corner, relative to which point coordinates are defined
ObjectSetInteger(chart_ID,name,OBJPROP_CORNER,corner);
//--- set anchor type
ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor);
//--- set the border color when object highlighting mode is enabled
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set the border line style when object highlighting mode is enabled
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set a size of the anchor point for moving an object
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,point_width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the label by mouse
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Set a new image for Bitmap label object |
//+------------------------------------------------------------------+
bool BitmapLabelSetImage(const long chart_ID=0, // chart's ID
const string name="BmpLabel", // label name
const int on_off=0, // modifier (On or Off)
const string file="") // path to the file
© 2000-2017, MetaQuotes Software Corp.
606 Standard Constants, Enumerations and Structures
{
//--- reset the error value
ResetLastError();
//--- set the path to the image file
if(!ObjectSetString(chart_ID,name,OBJPROP_BMPFILE,on_off,file))
{
Print(__FUNCTION__,
": failed to load the image! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move Bitmap Label object |
//+------------------------------------------------------------------+
bool BitmapLabelMove(const long chart_ID=0, // chart's ID
const string name="BmpLabel", // label name
const int x=0, // X coordinate
const int y=0) // Y coordinate
{
//--- reset the error value
ResetLastError();
//--- move the object
if(!ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x))
{
Print(__FUNCTION__,
": failed to move X coordinate of the object! Error code = ",GetLastError());
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y))
{
Print(__FUNCTION__,
": failed to move Y coordinate of the object! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change visibility scope (object) size |
//+------------------------------------------------------------------+
bool BitmapLabelChangeSize(const long chart_ID=0, // chart's ID
const string name="BmpLabel", // label name
const int width=0, // label width
const int height=0) // label height
{
//--- reset the error value
ResetLastError();
© 2000-2017, MetaQuotes Software Corp.
607 Standard Constants, Enumerations and Structures
//--- change the object size
if(!ObjectSetInteger(chart_ID,name,OBJPROP_XSIZE,width))
{
Print(__FUNCTION__,
": failed to change the object width! Error code = ",GetLastError());
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_YSIZE,height))
{
Print(__FUNCTION__,
": failed to change the object height! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+--------------------------------------------------------------------+
//| Change coordinate of the upper left corner of the visibility scope |
//+--------------------------------------------------------------------+
bool BitmapLabelMoveVisibleArea(const long chart_ID=0, // chart's ID
const string name="BmpLabel", // label name
const int x_offset=0, // visibility scope X coordinate
const int y_offset=0) // visibility scope Y coordinate
{
//--- reset the error value
ResetLastError();
//--- change the object's visibility scope coordinates
if(!ObjectSetInteger(chart_ID,name,OBJPROP_XOFFSET,x_offset))
{
Print(__FUNCTION__,
": failed to change X coordinate of the visibility scope! Error code = ",GetLastError()
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_YOFFSET,y_offset))
{
Print(__FUNCTION__,
": failed to change Y coordinate of the visibility scope! Error code = ",GetLastError()
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete "Bitmap label" object |
//+------------------------------------------------------------------+
bool BitmapLabelDelete(const long chart_ID=0, // chart's ID
const string name="BmpLabel") // label name
{
//--- reset the error value
© 2000-2017, MetaQuotes Software Corp.
608 Standard Constants, Enumerations and Structures
ResetLastError();
//--- delete the label
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Bitmap label\" object! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- chart window size
long x_distance;
long y_distance;
//--- set window size
if(!ChartGetInteger(0,CHART_WIDTH_IN_PIXELS,0,x_distance))
{
Print("Failed to get the chart width! Error code = ",GetLastError());
return;
}
if(!ChartGetInteger(0,CHART_HEIGHT_IN_PIXELS,0,y_distance))
{
Print("Failed to get the chart height! Error code = ",GetLastError());
return;
}
//--- define bitmap label coordinates
int x=(int)x_distance/2;
int y=(int)y_distance/2;
//--- set label size and visibility scope coordinates
int width=32;
int height=32;
int x_offset=0;
int y_offset=0;
//--- place bitmap label at the center of the window
if(!BitmapLabelCreate(0,InpName,0,x,y,InpFileOn,InpFileOff,width,height,x_offset,y_offset,InpSta
InpCorner,InpAnchor,InpColor,InpStyle,InpPointWidth,InpBack,InpSelection,InpHidden,InpZOrder)
{
return;
}
//--- redraw the chart and wait one second
ChartRedraw();
Sleep(1000);
//--- change label's visibility scope size in the loop
for(int i=0;i<6;i++)
© 2000-2017, MetaQuotes Software Corp.
609 Standard Constants, Enumerations and Structures
{
//--- change visibility scope size
width--;
height--;
if(!BitmapLabelChangeSize(0,InpName,width,height))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.3 seconds of delay
Sleep(300);
}
//--- 1 second of delay
Sleep(1000);
//--- change label's visibility scope coordinates in the loop
for(int i=0;i<2;i++)
{
//--- change visibility scope coordinates
x_offset++;
y_offset++;
if(!BitmapLabelMoveVisibleArea(0,InpName,x_offset,y_offset))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.3 seconds of delay
Sleep(300);
}
//--- 1 second of delay
Sleep(1000);
//--- delete the label
BitmapLabelDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
610 Standard Constants, Enumerations and Structures
OBJ_EDIT
Edit object.
Note
Anchor point coordinates are set in pixels. You can select Edit anchoring corner from
ENUM_BASE_CORNER enumeration.
You can also select one of the text alignment types inside Edit from ENUM_ALIGN_MODE
enumeration.
Example
The following script creates and moves Edit object on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script creates \"Edit\" object."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Edit"; // Object name
input string InpText="Text"; // Object text
input string InpFont="Arial"; // Font
input int InpFontSize=14; // Font size
input ENUM_ALIGN_MODE InpAlign=ALIGN_CENTER; // Text alignment type
input bool InpReadOnly=false; // Permission to edit
input ENUM_BASE_CORNER InpCorner=CORNER_LEFT_UPPER; // Chart corner for anchoring
input color InpColor=clrBlack; // Text color
© 2000-2017, MetaQuotes Software Corp.
611 Standard Constants, Enumerations and Structures
input color InpBackColor=clrWhite; // Background color
input color InpBorderColor=clrBlack; // Border color
input bool InpBack=false; // Background object
input bool InpSelection=false; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Edit object |
//+------------------------------------------------------------------+
bool EditCreate(const long chart_ID=0, // chart's ID
const string name="Edit", // object name
const int sub_window=0, // subwindow index
const int x=0, // X coordinate
const int y=0, // Y coordinate
const int width=50, // width
const int height=18, // height
const string text="Text", // text
const string font="Arial", // font
const int font_size=10, // font size
const ENUM_ALIGN_MODE align=ALIGN_CENTER, // alignment type
const bool read_only=false, // ability to edit
const ENUM_BASE_CORNER corner=CORNER_LEFT_UPPER, // chart corner for anchoring
const color clr=clrBlack, // text color
const color back_clr=clrWhite, // background color
const color border_clr=clrNONE, // border color
const bool back=false, // in the background
const bool selection=false, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- reset the error value
ResetLastError();
//--- create edit field
if(!ObjectCreate(chart_ID,name,OBJ_EDIT,sub_window,0,0))
{
Print(__FUNCTION__,
": failed to create \"Edit\" object! Error code = ",GetLastError());
return(false);
}
//--- set object coordinates
ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x);
ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y);
//--- set object size
ObjectSetInteger(chart_ID,name,OBJPROP_XSIZE,width);
ObjectSetInteger(chart_ID,name,OBJPROP_YSIZE,height);
//--- set the text
ObjectSetString(chart_ID,name,OBJPROP_TEXT,text);
//--- set text font
ObjectSetString(chart_ID,name,OBJPROP_FONT,font);
© 2000-2017, MetaQuotes Software Corp.
612 Standard Constants, Enumerations and Structures
//--- set font size
ObjectSetInteger(chart_ID,name,OBJPROP_FONTSIZE,font_size);
//--- set the type of text alignment in the object
ObjectSetInteger(chart_ID,name,OBJPROP_ALIGN,align);
//--- enable (true) or cancel (false) read-only mode
ObjectSetInteger(chart_ID,name,OBJPROP_READONLY,read_only);
//--- set the chart's corner, relative to which object coordinates are defined
ObjectSetInteger(chart_ID,name,OBJPROP_CORNER,corner);
//--- set text color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set background color
ObjectSetInteger(chart_ID,name,OBJPROP_BGCOLOR,back_clr);
//--- set border color
ObjectSetInteger(chart_ID,name,OBJPROP_BORDER_COLOR,border_clr);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the label by mouse
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move Edit object |
//+------------------------------------------------------------------+
bool EditMove(const long chart_ID=0, // chart's ID
const string name="Edit", // object name
const int x=0, // X coordinate
const int y=0) // Y coordinate
{
//--- reset the error value
ResetLastError();
//--- move the object
if(!ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x))
{
Print(__FUNCTION__,
": failed to move X coordinate of the object! Error code = ",GetLastError());
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y))
{
Print(__FUNCTION__,
": failed to move Y coordinate of the object! Error code = ",GetLastError());
return(false);
}
© 2000-2017, MetaQuotes Software Corp.
613 Standard Constants, Enumerations and Structures
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Resize Edit object |
//+------------------------------------------------------------------+
bool EditChangeSize(const long chart_ID=0, // chart's ID
const string name="Edit", // object name
const int width=0, // width
const int height=0) // height
{
//--- reset the error value
ResetLastError();
//--- change the object size
if(!ObjectSetInteger(chart_ID,name,OBJPROP_XSIZE,width))
{
Print(__FUNCTION__,
": failed to change the object width! Error code = ",GetLastError());
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_YSIZE,height))
{
Print(__FUNCTION__,
": failed to change the object height! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change Edit object's text |
//+------------------------------------------------------------------+
bool EditTextChange(const long chart_ID=0, // chart's ID
const string name="Edit", // object name
const string text="Text") // text
{
//--- reset the error value
ResetLastError();
//--- change object text
if(!ObjectSetString(chart_ID,name,OBJPROP_TEXT,text))
{
Print(__FUNCTION__,
": failed to change the text! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
614 Standard Constants, Enumerations and Structures
//| Return Edit object text |
//+------------------------------------------------------------------+
bool EditTextGet(string &text, // text
const long chart_ID=0, // chart's ID
const string name="Edit") // object name
{
//--- reset the error value
ResetLastError();
//--- get object text
if(!ObjectGetString(chart_ID,name,OBJPROP_TEXT,0,text))
{
Print(__FUNCTION__,
": failed to get the text! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Edit object |
//+------------------------------------------------------------------+
bool EditDelete(const long chart_ID=0, // chart's ID
const string name="Edit") // object name
{
//--- reset the error value
ResetLastError();
//--- delete the label
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
": failed to delete \"Edit\" object! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- chart window size
long x_distance;
long y_distance;
//--- set window size
if(!ChartGetInteger(0,CHART_WIDTH_IN_PIXELS,0,x_distance))
{
Print("Failed to get the chart width! Error code = ",GetLastError());
return;
© 2000-2017, MetaQuotes Software Corp.
615 Standard Constants, Enumerations and Structures
}
if(!ChartGetInteger(0,CHART_HEIGHT_IN_PIXELS,0,y_distance))
{
Print("Failed to get the chart height! Error code = ",GetLastError());
return;
}
//--- define the step for changing the edit field
int x_step=(int)x_distance/64;
//--- set edit field coordinates and its size
int x=(int)x_distance/8;
int y=(int)y_distance/2;
int x_size=(int)x_distance/8;
int y_size=InpFontSize*2;
//--- store the text in the local variable
string text=InpText;
//--- create edit field
if(!EditCreate(0,InpName,0,x,y,x_size,y_size,InpText,InpFont,InpFontSize,InpAlign,InpReadOnly,
InpCorner,InpColor,InpBackColor,InpBorderColor,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- stretch the edit field
while(x_size-x<x_distance*5/8)
{
//--- increase edit field's width
x_size+=x_step;
if(!EditChangeSize(0,InpName,x_size,y_size))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart and wait for 0.05 seconds
ChartRedraw();
Sleep(50);
}
//--- half a second of delay
Sleep(500);
//--- change the text
for(int i=0;i<20;i++)
{
//--- add "+" at the beginning and at the end
text="+"+text+"+";
if(!EditTextChange(0,InpName,text))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
© 2000-2017, MetaQuotes Software Corp.
616 Standard Constants, Enumerations and Structures
return;
//--- redraw the chart and wait for 0.1 seconds
ChartRedraw();
Sleep(100);
}
//--- half a second of delay
Sleep(500);
//--- delete edit field
EditDelete(0,InpName);
ChartRedraw();
//--- wait for 1 second
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
617 Standard Constants, Enumerations and Structures
OBJ_EVENT
Event object.
Note
When hovering mouse over the event, its text appears.
Example
The following script creates and moves Event object on the chart. Special functions have been
developed to create and change graphical object's properties. You can use these functions "as is" in
your own applications.
//--- description
#property description "Script draws \"Event\" graphical object."
#property description "Anchor point date is set in percentage of"
#property description "the chart window width in bars."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="Event"; // Event name
input int InpDate=25; // Event date, %
input string InpText="Text"; // Event text
input color InpColor=clrRed; // Event color
input int InpWidth=1; // Point size when highlighted
input bool InpBack=false; // Background event
input bool InpSelection=false; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
© 2000-2017, MetaQuotes Software Corp.
618 Standard Constants, Enumerations and Structures
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create Event object on the chart |
//+------------------------------------------------------------------+
bool EventCreate(const long chart_ID=0, // chart's ID
const string name="Event", // event name
const int sub_window=0, // subwindow index
const string text="Text", // event text
datetime time=0, // time
const color clr=clrRed, // color
const int width=1, // point width when highlighted
const bool back=false, // in the background
const bool selection=false, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- if time is not set, create the object on the last bar
if(!time)
time=TimeCurrent();
//--- reset the error value
ResetLastError();
//--- create Event object
if(!ObjectCreate(chart_ID,name,OBJ_EVENT,sub_window,time,0))
{
Print(__FUNCTION__,
": failed to create \"Event\" object! Error code = ",GetLastError());
return(false);
}
//--- set event text
ObjectSetString(chart_ID,name,OBJPROP_TEXT,text);
//--- set color
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set anchor point width if the object is highlighted
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving event by mouse
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change Event object text |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
619 Standard Constants, Enumerations and Structures
bool EventTextChange(const long chart_ID=0, // chart's ID
const string name="Event", // event name
const string text="Text") // text
{
//--- reset the error value
ResetLastError();
//--- change object text
if(!ObjectSetString(chart_ID,name,OBJPROP_TEXT,text))
{
Print(__FUNCTION__,
": failed to change the text! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move Event object |
//+------------------------------------------------------------------+
bool EventMove(const long chart_ID=0, // chart's ID
const string name="Event", // event name
datetime time=0) // time
{
//--- if time is not set, move event to the last bar
if(!time)
time=TimeCurrent();
//--- reset the error value
ResetLastError();
//--- move the object
if(!ObjectMove(chart_ID,name,0,time,0))
{
Print(__FUNCTION__,
": failed to move \"Event\" object! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete Event object |
//+------------------------------------------------------------------+
bool EventDelete(const long chart_ID=0, // chart's ID
const string name="Event") // event name
{
//--- reset the error value
ResetLastError();
//--- delete the object
if(!ObjectDelete(chart_ID,name))
{
© 2000-2017, MetaQuotes Software Corp.
620 Standard Constants, Enumerations and Structures
Print(__FUNCTION__,
": failed to delete \"Event\" object! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- check correctness of the input parameters
if(InpDate<0 || InpDate>100)
{
Print("Error! Incorrect values of input parameters!");
return;
}
//--- number of visible bars in the chart window
int bars=(int)ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- array for storing the date values to be used
//--- for setting and changing Event object anchor point's coordinates
datetime date[];
//--- memory allocation
ArrayResize(date,bars);
//--- fill the array of dates
ResetLastError();
if(CopyTime(Symbol(),Period(),0,bars,date)==-1)
{
Print("Failed to copy time values! Error code = ",GetLastError());
return;
}
//--- define the points to create an object
int d=InpDate*(bars-1)/100;
//--- create Event object
if(!EventCreate(0,InpName,0,InpText,date[d],InpColor,InpWidth,
InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- now, move the object
//--- loop counter
int h_steps=bars/2;
//--- move the object
for(int i=0;i<h_steps;i++)
{
© 2000-2017, MetaQuotes Software Corp.
621 Standard Constants, Enumerations and Structures
//--- use the following value
if(d<bars-1)
d+=1;
//--- move the point
if(!EventMove(0,InpName,date[d]))
return;
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart
ChartRedraw();
// 0.05 seconds of delay
Sleep(50);
}
//--- 1 second of delay
Sleep(1000);
//--- delete the channel from the chart
EventDelete(0,InpName);
ChartRedraw();
//--- 1 second of delay
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
622 Standard Constants, Enumerations and Structures
OBJ_RECTANGLE_LABEL
Rectangle Label object.
Note
Anchor point coordinates are set in pixels. You can select rectangle label's anchoring corner from
ENUM_BASE_CORNER enumeration. Rectangle label's border type can be selected from
ENUM_BORDER_TYPE enumeration.
The object is used to create and design the custom graphical interface.
Example
The following script creates and moves Rectangle Label object on the chart. Special functions have
been developed to create and change graphical object's properties. You can use these functions "as
is" in your own applications.
//--- description
#property description "Script creates \"Rectangle Label\" graphical object."
//--- display window of the input parameters during the script's launch
#property script_show_inputs
//--- input parameters of the script
input string InpName="RectLabel"; // Label name
input color InpBackColor=clrSkyBlue; // Background color
input ENUM_BORDER_TYPE InpBorder=BORDER_FLAT; // Border type
input ENUM_BASE_CORNER InpCorner=CORNER_LEFT_UPPER; // Chart corner for anchoring
input color InpColor=clrDarkBlue; // Flat border color (Flat)
input ENUM_LINE_STYLE InpStyle=STYLE_SOLID; // Flat border style (Flat)
input int InpLineWidth=3; // Flat border width (Flat)
© 2000-2017, MetaQuotes Software Corp.
623 Standard Constants, Enumerations and Structures
input bool InpBack=false; // Background object
input bool InpSelection=true; // Highlight to move
input bool InpHidden=true; // Hidden in the object list
input long InpZOrder=0; // Priority for mouse click
//+------------------------------------------------------------------+
//| Create rectangle label |
//+------------------------------------------------------------------+
bool RectLabelCreate(const long chart_ID=0, // chart's ID
const string name="RectLabel", // label name
const int sub_window=0, // subwindow index
const int x=0, // X coordinate
const int y=0, // Y coordinate
const int width=50, // width
const int height=18, // height
const color back_clr=C'236,233,216', // background color
const ENUM_BORDER_TYPE border=BORDER_SUNKEN, // border type
const ENUM_BASE_CORNER corner=CORNER_LEFT_UPPER, // chart corner for anchoring
const color clr=clrRed, // flat border color (Flat)
const ENUM_LINE_STYLE style=STYLE_SOLID, // flat border style
const int line_width=1, // flat border width
const bool back=false, // in the background
const bool selection=false, // highlight to move
const bool hidden=true, // hidden in the object list
const long z_order=0) // priority for mouse click
{
//--- reset the error value
ResetLastError();
//--- create a rectangle label
if(!ObjectCreate(chart_ID,name,OBJ_RECTANGLE_LABEL,sub_window,0,0))
{
Print(__FUNCTION__,
": failed to create a rectangle label! Error code = ",GetLastError());
return(false);
}
//--- set label coordinates
ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x);
ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y);
//--- set label size
ObjectSetInteger(chart_ID,name,OBJPROP_XSIZE,width);
ObjectSetInteger(chart_ID,name,OBJPROP_YSIZE,height);
//--- set background color
ObjectSetInteger(chart_ID,name,OBJPROP_BGCOLOR,back_clr);
//--- set border type
ObjectSetInteger(chart_ID,name,OBJPROP_BORDER_TYPE,border);
//--- set the chart's corner, relative to which point coordinates are defined
ObjectSetInteger(chart_ID,name,OBJPROP_CORNER,corner);
//--- set flat border color (in Flat mode)
ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set flat border line style
© 2000-2017, MetaQuotes Software Corp.
624 Standard Constants, Enumerations and Structures
ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set flat border width
ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,line_width);
//--- display in the foreground (false) or background (true)
ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);
//--- enable (true) or disable (false) the mode of moving the label by mouse
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);
ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);
//--- hide (true) or display (false) graphical object name in the object list
ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);
//--- set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Move rectangle label |
//+------------------------------------------------------------------+
bool RectLabelMove(const long chart_ID=0, // chart's ID
const string name="RectLabel", // label name
const int x=0, // X coordinate
const int y=0) // Y coordinate
{
//--- reset the error value
ResetLastError();
//--- move the rectangle label
if(!ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x))
{
Print(__FUNCTION__,
": failed to move X coordinate of the label! Error code = ",GetLastError());
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y))
{
Print(__FUNCTION__,
": failed to move Y coordinate of the label! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change the size of the rectangle label |
//+------------------------------------------------------------------+
bool RectLabelChangeSize(const long chart_ID=0, // chart's ID
const string name="RectLabel", // label name
const int width=50, // label width
const int height=18) // label height
{
© 2000-2017, MetaQuotes Software Corp.
625 Standard Constants, Enumerations and Structures
//--- reset the error value
ResetLastError();
//--- change label size
if(!ObjectSetInteger(chart_ID,name,OBJPROP_XSIZE,width))
{
Print(__FUNCTION__,
": failed to change the label's width! Error code = ",GetLastError());
return(false);
}
if(!ObjectSetInteger(chart_ID,name,OBJPROP_YSIZE,height))
{
Print(__FUNCTION__,
": failed to change the label's height! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Change rectangle label border type |
//+------------------------------------------------------------------+
bool RectLabelChangeBorderType(const long chart_ID=0, // chart's ID
const string name="RectLabel", // label name
const ENUM_BORDER_TYPE border=BORDER_SUNKEN) // border type
{
//--- reset the error value
ResetLastError();
//--- change border type
if(!ObjectSetInteger(chart_ID,name,OBJPROP_BORDER_TYPE,border))
{
Print(__FUNCTION__,
": failed to change the border type! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Delete the rectangle label |
//+------------------------------------------------------------------+
bool RectLabelDelete(const long chart_ID=0, // chart's ID
const string name="RectLabel") // label name
{
//--- reset the error value
ResetLastError();
//--- delete the label
if(!ObjectDelete(chart_ID,name))
{
Print(__FUNCTION__,
© 2000-2017, MetaQuotes Software Corp.
626 Standard Constants, Enumerations and Structures
": failed to delete a rectangle label! Error code = ",GetLastError());
return(false);
}
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- chart window size
long x_distance;
long y_distance;
//--- set window size
if(!ChartGetInteger(0,CHART_WIDTH_IN_PIXELS,0,x_distance))
{
Print("Failed to get the chart width! Error code = ",GetLastError());
return;
}
if(!ChartGetInteger(0,CHART_HEIGHT_IN_PIXELS,0,y_distance))
{
Print("Failed to get the chart height! Error code = ",GetLastError());
return;
}
//--- define rectangle label coordinates
int x=(int)x_distance/4;
int y=(int)y_distance/4;
//--- set label size
int width=(int)x_distance/4;
int height=(int)y_distance/4;
//--- create a rectangle label
if(!RectLabelCreate(0,InpName,0,x,y,width,height,InpBackColor,InpBorder,InpCorner,
InpColor,InpStyle,InpLineWidth,InpBack,InpSelection,InpHidden,InpZOrder))
{
return;
}
//--- redraw the chart and wait one second
ChartRedraw();
Sleep(1000);
//--- change the size of the rectangle label
int steps=(int)MathMin(x_distance/4,y_distance/4);
for(int i=0;i<steps;i++)
{
//--- resize
width+=1;
height+=1;
if(!RectLabelChangeSize(0,InpName,width,height))
return;
© 2000-2017, MetaQuotes Software Corp.
627 Standard Constants, Enumerations and Structures
//--- check if the script's operation has been forcefully disabled
if(IsStopped())
return;
//--- redraw the chart and wait for 0.01 seconds
ChartRedraw();
Sleep(10);
}
//--- 1 second of delay
Sleep(1000);
//--- change border type
if(!RectLabelChangeBorderType(0,InpName,BORDER_RAISED))
return;
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- change border type
if(!RectLabelChangeBorderType(0,InpName,BORDER_SUNKEN))
return;
//--- redraw the chart and wait for 1 second
ChartRedraw();
Sleep(1000);
//--- delete the label
RectLabelDelete(0,InpName);
ChartRedraw();
//--- wait for 1 second
Sleep(1000);
//---
}
© 2000-2017, MetaQuotes Software Corp.
628 Standard Constants, Enumerations and Structures
Object Properties
Graphical objects can have various properties depending on the object type. Values of object
properties are set up and received by corresponding functions for working with graphical objects.
All objects used in technical analysis are bound to the time and price coordinates: trendline, channels,
Fibonacci tools, etc. But there is a number of auxiliary objects intended to improve the user interface
that are bound to the always visible part of a chart (main chart windows or indicator subwindows):
Object ID X/Y Width/ Date/Pr OBJPR OBJPR OBJPR
Height ice OP_CO OP_AN OP_AN
RNER CHOR GLE
Text OBJ_TEXT — — Yes — Yes Yes
Label OBJ_LABE Yes Yes (read — Yes Yes Yes
L only)
Button OBJ_BUTT Yes Yes — Yes — —
ON
Bitmap OBJ_BITM — Yes (read Yes — Yes —
AP only)
Bitmap OBJ_BITM Yes Yes (read — Yes Yes —
Label AP_LABEL only)
Edit OBJ_EDIT Yes Yes — Yes — —
Rectangle OBJ_RECT Yes Yes — Yes — —
Label ANGLE_L
ABEL
The following designations are used in the table:
· X/Y – coordinates of anchor points specified in pixels relative to a chart corner;
· Width/Height – objects have width and height. For "read only", the width and height values are
calculated only once the object is rendered on chart;
· Date/Price – anchor point coordinates are specified using the date and price values;
· OBJPROP_CORNER – defines the chart corner relative to which the anchor point coordinates are
specified. Can be one of the 4 values of the ENUM_BASE_CORNER enumeration;
· OBJPROP_ANCHOR – defines the anchor point in object itself and can be one of the 9 values of the
ENUM_ANCHOR_POINT enumeration. Coordinates in pixels are specified from this very point to
selected chart corner;
· OBJPROP_ANGLE – defines the object rotation angle counterclockwise.
The functions defining the properties of graphical objects, as well as ObjectCreate() and ObjectMove()
operations for creating and moving objects along the chart are actually used for sending commands to
the chart. If these functions are executed successfully, the command is included in the common queue
of the chart events. Visual changes in the properties of graphical objects are implemented when
handling the queue of the chart events.
© 2000-2017, MetaQuotes Software Corp.
629 Standard Constants, Enumerations and Structures
Thus, do not expect an immediate visual update of graphical objects after calling these functions.
Generally, the graphical objects on the chart are updated automatically by the terminal following the
change events - a new quote arrival, resizing the chart window, etc. Use ChartRedraw() function to
forcefully update the graphical objects.
For functions ObjectSetInteger() and ObjectGetInteger()
ENUM_OBJECT_PROPERTY_INTEGER
Identifier Description Property Type
OBJPROP_COLOR Color color
OBJPROP_STYLE Style ENUM_LINE_STYLE
OBJPROP_WIDTH Line thickness int
OBJPROP_BACK Object in the background bool
OBJPROP_ZORDER Priority of a graphical object long
for receiving events of clicking
on a chart
(CHARTEVENT_CLICK). The
default zero value is set when
creating an object; the priority
can be increased if necessary.
When objects are placed one
atop another, only one of them
with the highest priority will
receive the
CHARTEVENT_CLICK event.
OBJPROP_FILL Fill an object with color (for bool
OBJ_RECTANGLE,
OBJ_TRIANGLE, OBJ_ELLIPSE,
OBJ_CHANNEL,
OBJ_STDDEVCHANNEL,
OBJ_REGRESSION)
OBJPROP_HIDDEN Prohibit showing of the name bool
of a graphical object in the list
of objects from the terminal
menu "Charts" - "Objects" -
"List of objects". The true
value allows to hide an object
from the list. By default, true
is set to the objects that
display calendar events,
trading history and to the
objects created from MQL5
programs. To see such
graphical objects and access
their properties, click on the
© 2000-2017, MetaQuotes Software Corp.
630 Standard Constants, Enumerations and Structures
"All" button in the "List of
objects" window.
OBJPROP_SELECTED Object is selected bool
OBJPROP_READONLY Ability to edit text in the Edit bool
object
OBJPROP_TYPE Object type ENUM_OBJECT r/o
OBJPROP_TIME Time coordinate datetime modifier=number of
anchor point
OBJPROP_SELECTABLE Object availability bool
OBJPROP_CREATETIME Time of object creation datetime r/o
OBJPROP_LEVELS Number of levels int
OBJPROP_LEVELCOLOR Color of the line-level color modifier=level number
OBJPROP_LEVELSTYLE Style of the line-level ENUM_LINE_STYLE
modifier=level number
OBJPROP_LEVELWIDTH Thickness of the line-level int modifier=level number
OBJPROP_ALIGN Horizontal text alignment in ENUM_ALIGN_MODE
the "Edit" object (OBJ_EDIT)
OBJPROP_FONTSIZE Font size int
OBJPROP_RAY_LEFT Ray goes to the left bool
OBJPROP_RAY_RIGHT Ray goes to the right bool
OBJPROP_RAY A vertical line goes through all bool
the windows of a chart
OBJPROP_ELLIPSE Showing the full ellipse of the bool
Fibonacci Arc object
(OBJ_FIBOARC)
OBJPROP_ARROWCODE Arrow code for the Arrow char
object
OBJPROP_TIMEFRAMES Visibility of an object at set of flags flags
timeframes
OBJPROP_ANCHOR Location of the anchor point of ENUM_ARROW_ANCHOR (for
a graphical object OBJ_ARROW),
ENUM_ANCHOR_POINT (for
OBJ_LABEL,
OBJ_BITMAP_LABEL and
OBJ_TEXT)
OBJPROP_XDISTANCE The distance in pixels along the int
X axis from the binding corner
(see note)
© 2000-2017, MetaQuotes Software Corp.
631 Standard Constants, Enumerations and Structures
OBJPROP_YDISTANCE The distance in pixels along the int
Y axis from the binding corner
(see note)
OBJPROP_DIRECTION Trend of the Gann object ENUM_GANN_DIRECTION
OBJPROP_DEGREE Level of the Elliott Wave ENUM_ELLIOT_WAVE_DEGREE
Marking
OBJPROP_DRAWLINES Displaying lines for marking the bool
Elliott Wave
OBJPROP_STATE Button state (pressed / bool
depressed)
OBJPROP_CHART_ID ID of the "Chart" object long r/o
(OBJ_CHART). It allows
working with the properties of
this object like with a normal
chart using the functions
described in Chart Operations,
but there some exceptions.
OBJPROP_XSIZE The object's width along the X int
axis in pixels. Specified for
OBJ_LABEL (read only),
OBJ_BUTTON, OBJ_CHART,
OBJ_BITMAP,
OBJ_BITMAP_LABEL, OBJ_EDIT,
OBJ_RECTANGLE_LABEL
objects.
OBJPROP_YSIZE The object's height along the Y int
axis in pixels. Specified for
OBJ_LABEL (read only),
OBJ_BUTTON, OBJ_CHART,
OBJ_BITMAP,
OBJ_BITMAP_LABEL, OBJ_EDIT,
OBJ_RECTANGLE_LABEL
objects.
OBJPROP_XOFFSET The X coordinate of the upper int
left corner of the rectangular
visible area in the graphical
objects "Bitmap Label" and
"Bitmap" (OBJ_BITMAP_LABEL
and OBJ_BITMAP). The value is
set in pixels relative to the
upper left corner of the original
image.
OBJPROP_YOFFSET The Y coordinate of the upper int
left corner of the rectangular
visible area in the graphical
© 2000-2017, MetaQuotes Software Corp.
632 Standard Constants, Enumerations and Structures
objects "Bitmap Label" and
"Bitmap" (OBJ_BITMAP_LABEL
and OBJ_BITMAP). The value is
set in pixels relative to the
upper left corner of the original
image.
OBJPROP_PERIOD Timeframe for the Chart ENUM_TIMEFRAMES
object
OBJPROP_DATE_SCALE Displaying the time scale for bool
the Chart object
OBJPROP_PRICE_SCALE Displaying the price scale for bool
the Chart object
OBJPROP_CHART_SCALE The scale for the Chart object int value in the range 0–5
OBJPROP_BGCOLOR The background color for color
OBJ_EDIT, OBJ_BUTTON,
OBJ_RECTANGLE_LABEL
OBJPROP_CORNER The corner of the chart to link ENUM_BASE_CORNER
a graphical object
OBJPROP_BORDER_TYPE Border type for the "Rectangle ENUM_BORDER_TYPE
label" object
OBJPROP_BORDER_COLOR Border color for the OBJ_EDIT color
and OBJ_BUTTON objects
When using chart operations for the "Chart" object (OBJ_CHART), the following limitations are
imposed:
· It cannot be closed using ChartClose();
· Symbol/period cannot be changed using the ChartSetSymbolPeriod() function;
· The following properties are ineffective CHART_SCALE, CHART_BRING_TO_TOP,
CHART_SHOW_DATE_SCALE and CHART_SHOW_PRICE_SCALE (ENUM_CHART_PROPERTY_INTEGER).
You can set a special mode of image display for OBJ_BITMAP_LABEL and OBJ_BITMAP objects. In this
mode, only part of an original image (at which a rectangular visible area is applied) is displayed, while
the rest of the image becomes invisible. The size of this area should be set using the properties
OBJPROP_XSIZE and OBJPROP_YSIZE. The visible area can be "moved" only within the original image
using the properties OBJPROP_XOFFSET and OBJPROP_YOFFSET.
For the fixed-sized objects: OBJ_BUTTON, OBJ_RECTANGLE_LABEL, OBJ_EDIT and OBJ_CHART,
properties OBJPROP_XDISTANCE and OBJPROP_YDISTANCE set the position of the top left point of the
object relative to the chart corner (OBJPROP_CORNER), from which the X and Y coordinates will be
counted in pixels.
© 2000-2017, MetaQuotes Software Corp.
633 Standard Constants, Enumerations and Structures
For functions ObjectSetDouble() and ObjectGetDouble()
ENUM_OBJECT_PROPERTY_DOUBLE
Identifier Description Property Type
OBJPROP_PRICE Price coordinate double modifier=number of
anchor point
OBJPROP_LEVELVALUE Level value double modifier=level number
OBJPROP_SCALE Scale (properties of Gann double
objects and Fibonacci Arcs)
OBJPROP_ANGLE Angle. For the objects with no double
angle specified, created from a
program, the value is equal to
EMPTY_VALUE
OBJPROP_DEVIATION Deviation for the Standard double
Deviation Channel
For functions ObjectSetString() and ObjectGetString()
ENUM_OBJECT_PROPERTY_STRING
Identifier Description Property Type
OBJPROP_NAME Object name string
OBJPROP_TEXT Description of the object (the string
text contained in the object)
OBJPROP_TOOLTIP The text of a tooltip. If the string
property is not set, then the
tooltip generated automatically
by the terminal is shown. A
tooltip can be disabled by
setting the "\n" (line feed)
value to it
OBJPROP_LEVELTEXT Level description string modifier=level number
OBJPROP_FONT Font string
OBJPROP_BMPFILE The name of BMP-file for string modifier: 0-state ON,
Bitmap Label. See also 1-state OFF
Resources
OBJPROP_SYMBOL Symbol for the Chart object string
For the OBJ_RECTANGLE_LABEL object ("Rectangle label") one of the three design modes can be set,
to which the following values of ENUM_BORDER_TYPE correspond.
© 2000-2017, MetaQuotes Software Corp.
634 Standard Constants, Enumerations and Structures
ENUM_BORDER_TYPE
Identifier Description
BORDER_FLAT Flat form
BORDER_RAISED Prominent form
BORDER_SUNKEN Concave form
For the OBJ_EDIT object ("Edit") and for the ChartScreenShot() function, you can specify the horizontal
alignment type using the values of the ENUM_ALIGN_MODE enumeration.
ENUM_ALIGN_MODE
Identifier Description
ALIGN_LEFT Left alignment
ALIGN_CENTER Centered (only for the Edit object)
ALIGN_RIGHT Right alignment
Example:
#define UP "\x0431"
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//---
string label_name="my_OBJ_LABEL_object";
if(ObjectFind(0,label_name)<0)
{
Print("Object ",label_name," not found. Error code = ",GetLastError());
//--- create Label object
ObjectCreate(0,label_name,OBJ_LABEL,0,0,0);
//--- set X coordinate
ObjectSetInteger(0,label_name,OBJPROP_XDISTANCE,200);
//--- set Y coordinate
ObjectSetInteger(0,label_name,OBJPROP_YDISTANCE,300);
//--- define text color
ObjectSetInteger(0,label_name,OBJPROP_COLOR,clrWhite);
//--- define text for object Label
ObjectSetString(0,label_name,OBJPROP_TEXT,UP);
//--- define font
ObjectSetString(0,label_name,OBJPROP_FONT,"Wingdings");
//--- define font size
ObjectSetInteger(0,label_name,OBJPROP_FONTSIZE,10);
//--- 45 degrees rotation clockwise
© 2000-2017, MetaQuotes Software Corp.
635 Standard Constants, Enumerations and Structures
ObjectSetDouble(0,label_name,OBJPROP_ANGLE,-45);
//--- disable for mouse selecting
ObjectSetInteger(0,label_name,OBJPROP_SELECTABLE,false);
//--- draw it on the chart
ChartRedraw(0);
}
}
© 2000-2017, MetaQuotes Software Corp.
636 Standard Constants, Enumerations and Structures
Methods of Object Binding
Graphical objects Text, Label, Bitmap and Bitmap Label (OBJ_TEXT, OBJ_LABEL, OBJ_BITMAP and
OBJ_BITMAP_LABEL) can have one of the 9 different ways of coordinate binding defined by the
OBJPROP_ANCHOR property.
Object ID X/Y Width/ Date/Pr OBJPR OBJPR OBJPR
Height ice OP_CO OP_AN OP_AN
RNER CHOR GLE
Text OBJ_TEXT — — Yes — Yes Yes
Label OBJ_LABE Yes Yes (read — Yes Yes Yes
L only)
Button OBJ_BUTT Yes Yes — Yes — —
ON
Bitmap OBJ_BITM — Yes (read Yes — Yes —
AP only)
Bitmap OBJ_BITM Yes Yes (read — Yes Yes —
Label AP_LABEL only)
Edit OBJ_EDIT Yes Yes — Yes — —
Rectangle OBJ_RECT Yes Yes — Yes — —
Label ANGLE_L
ABEL
The following designations are used in the table:
· X/Y – coordinates of anchor points specified in pixels relative to a chart corner;
· Width/Height – objects have width and height. For "read only", the width and height values are
calculated only once the object is rendered on chart;
· Date/Price – anchor point coordinates are specified using the date and price values;
· OBJPROP_CORNER – defines the chart corner relative to which the anchor point coordinates are
specified. Can be one of the 4 values of the ENUM_BASE_CORNER enumeration;
· OBJPROP_ANCHOR – defines the anchor point in object itself and can be one of the 9 values of the
ENUM_ANCHOR_POINT enumeration. Coordinates in pixels are specified from this very point to
selected chart corner;
· OBJPROP_ANGLE – defines the object rotation angle counterclockwise.
The necessary variant can be specified using the function ObjectSetInteger(chart_handle,
object_name, OBJPROP_ANCHOR, anchor_point_mode), where anchor_point_mode is one of the
values of ENUM_ANCHOR_POINT.
ENUM_ANCHOR_POINT
ID Description
ANCHOR_LEFT_UPPER Anchor point at the upper left corner
© 2000-2017, MetaQuotes Software Corp.
637 Standard Constants, Enumerations and Structures
ANCHOR_LEFT Anchor point to the left in the center
ANCHOR_LEFT_LOWER Anchor point at the lower left corner
ANCHOR_LOWER Anchor point below in the center
ANCHOR_RIGHT_LOWER Anchor point at the lower right corner
ANCHOR_RIGHT Anchor point to the right in the center
ANCHOR_RIGHT_UPPER Anchor point at the upper right corner
ANCHOR_UPPER Anchor point above in the center
ANCHOR_CENTER Anchor point strictly in the center of the object
The OBJ_BUTTON, OBJ_RECTANGLE_LABEL, OBJ_EDIT and OBJ_CHART objects have a fixed anchor
point in the upper left corner (ANCHOR_LEFT_UPPER).
Example:
string text_name="my_OBJ_TEXT_object";
if(ObjectFind(0,text_name)<0)
{
Print("Object ",text_name," not found. Error code = ",GetLastError());
//--- Get the maximal price of the chart
double chart_max_price=ChartGetDouble(0,CHART_PRICE_MAX,0);
//--- Create object Label
ObjectCreate(0,text_name,OBJ_TEXT,0,TimeCurrent(),chart_max_price);
//--- Set color of the text
ObjectSetInteger(0,text_name,OBJPROP_COLOR,clrWhite);
//--- Set background color
ObjectSetInteger(0,text_name,OBJPROP_BGCOLOR,clrGreen);
//--- Set text for the Label object
ObjectSetString(0,text_name,OBJPROP_TEXT,TimeToString(TimeCurrent()));
//--- Set text font
ObjectSetString(0,text_name,OBJPROP_FONT,"Trebuchet MS");
//--- Set font size
ObjectSetInteger(0,text_name,OBJPROP_FONTSIZE,10);
//--- Bind to the upper right corner
ObjectSetInteger(0,text_name,OBJPROP_ANCHOR,ANCHOR_RIGHT_UPPER);
//--- Rotate 90 degrees counter-clockwise
ObjectSetDouble(0,text_name,OBJPROP_ANGLE,90);
//--- Forbid the selection of the object by mouse
ObjectSetInteger(0,text_name,OBJPROP_SELECTABLE,false);
//--- redraw object
ChartRedraw(0);
}
Graphical objects Arrow (OBJ_ARROW) have only 2 ways of linking their coordinates. Identifiers are
listed in ENUM_ARROW_ANCHOR.
ENUM_ARROW_ANCHOR
© 2000-2017, MetaQuotes Software Corp.
638 Standard Constants, Enumerations and Structures
ID Description
ANCHOR_TOP Anchor on the top side
ANCHOR_BOTTOM Anchor on the bottom side
Example:
void OnStart()
{
//--- Auxiliary arrays
double Ups[],Downs[];
datetime Time[];
//--- Set the arrays as timeseries
ArraySetAsSeries(Ups,true);
ArraySetAsSeries(Downs,true);
ArraySetAsSeries(Time,true);
//--- Create handle of the Indicator Fractals
int FractalsHandle=iFractals(NULL,0);
Print("FractalsHandle = ",FractalsHandle);
//--- Set Last error value to Zero
ResetLastError();
//--- Try to copy the values of the indicator
int copied=CopyBuffer(FractalsHandle,0,0,1000,Ups);
if(copied<=0)
{
Print("Unable to copy the upper fractals. Error = ",GetLastError());
return;
}
ResetLastError();
//--- Try to copy the values of the indicator
copied=CopyBuffer(FractalsHandle,1,0,1000,Downs);
if(copied<=0)
{
Print("Unable to copy the bottom fractals. Error = ",GetLastError());
return;
}
ResetLastError();
//--- Copy timeseries containing the opening bars of the last 1000 ones
copied=CopyTime(NULL,0,0,1000,Time);
if(copied<=0)
{
Print("Unable to copy the Opening Time of the last 1000 bars");
return;
}
int upcounter=0,downcounter=0; // count there the number of arrows
bool created;// receive the result of attempts to create an object
© 2000-2017, MetaQuotes Software Corp.
639 Standard Constants, Enumerations and Structures
for(int i=2;i<copied;i++)// Run through the values of the indicator iFractals
{
if(Ups[i]!=EMPTY_VALUE)// Found the upper fractal
{
if(upcounter<10)// Create no more than 10 "Up" arrows
{
//--- Try to create an "Up" object
created=ObjectCreate(0,string(Time[i]),OBJ_ARROW_THUMB_UP,0,Time[i],Ups[i]);
if(created)// If set up - let's make tuning for it
{
//--- Point anchor is below in order not to cover bar
ObjectSetInteger(0,string(Time[i]),OBJPROP_ANCHOR,ANCHOR_BOTTOM);
//--- Final touch - painted
ObjectSetInteger(0,string(Time[i]),OBJPROP_COLOR,clrBlue);
upcounter++;
}
}
}
if(Downs[i]!=EMPTY_VALUE)// Found a lower fractal
{
if(downcounter<10)// Create no more than 10 arrows "Down"
{
//--- Try to create an object "Down"
created=ObjectCreate(0,string(Time[i]),OBJ_ARROW_THUMB_DOWN,0,Time[i],Downs[i]);
if(created)// If set up - let's make tuning for it
{
//--- Point anchor is above in order not to cover bar
ObjectSetInteger(0,string(Time[i]),OBJPROP_ANCHOR,ANCHOR_TOP);
//--- Final touch - painted
ObjectSetInteger(0,string(Time[i]),OBJPROP_COLOR,clrRed);
downcounter++;
}
}
}
}
}
After the script execution the chart will look like in this figure.
© 2000-2017, MetaQuotes Software Corp.
640 Standard Constants, Enumerations and Structures
© 2000-2017, MetaQuotes Software Corp.
641 Standard Constants, Enumerations and Structures
The Chart Corner to Which an Object Is Attached
There is a number of graphical objects for which you can set a chart corner, relative to which the
coordinates are specified in pixels. These are the following types of objects (in brackets object type
identifiers are specified):
· Label (OBJ_LABEL);
· Button (OBJ_BUTTON);
· Bitmap Label (OBJ_BITMAP_LABEL);
· Edit (OBJ_EDIT).
· Rectangle Label (OBJ_RECTANGLE_LABEL);
Object ID X/Y Width/ Date/Pr OBJPR OBJPR OBJPR
Height ice OP_CO OP_AN OP_AN
RNER CHOR GLE
Text OBJ_TEXT — — Yes — Yes Yes
Label OBJ_LABE Yes Yes (read — Yes Yes Yes
L only)
Button OBJ_BUTT Yes Yes — Yes — —
ON
Bitmap OBJ_BITM — Yes (read Yes — Yes —
AP only)
Bitmap OBJ_BITM Yes Yes (read — Yes Yes —
Label AP_LABEL only)
Edit OBJ_EDIT Yes Yes — Yes — —
Rectangle OBJ_RECT Yes Yes — Yes — —
Label ANGLE_L
ABEL
The following designations are used in the table:
· X/Y – coordinates of anchor points specified in pixels relative to a chart corner;
· Width/Height – objects have width and height. For "read only", the width and height values are
calculated only once the object is rendered on chart;
· Date/Price – anchor point coordinates are specified using the date and price values;
· OBJPROP_CORNER – defines the chart corner relative to which the anchor point coordinates are
specified. Can be one of the 4 values of the ENUM_BASE_CORNER enumeration;
· OBJPROP_ANCHOR – defines the anchor point in object itself and can be one of the 9 values of the
ENUM_ANCHOR_POINT enumeration. Coordinates in pixels are specified from this very point to
selected chart corner;
· OBJPROP_ANGLE – defines the object rotation angle counterclockwise.
In order to specify the chart corner, from which X and Y coordinates will be measured in pixels, use
ObjectSetInteger(chartID, name, OBJPROP_CORNER, chart_corner), where:
© 2000-2017, MetaQuotes Software Corp.
642 Standard Constants, Enumerations and Structures
· chartID - chart identifier;
· name – name of a graphical object;
· OBJPROP_CORNER – property ID to specify the corner for binding;
· chart_corner – the desired chart corner, can be one of the values of the ENUM_BASE_CORNER
enumeration.
ENUM_BASE_CORNER
ID Description
CORNER_LEFT_UPPER Center of coordinates is in the upper left corner
of the chart
CORNER_LEFT_LOWER Center of coordinates is in the lower left corner
of the chart
CORNER_RIGHT_LOWER Center of coordinates is in the lower right corner
of the chart
CORNER_RIGHT_UPPER Center of coordinates is in the upper right
corner of the chart
Example:
void CreateLabel(long chart_id,
string name,
int chart_corner,
int anchor_point,
string text_label,
int x_ord,
int y_ord)
{
//---
if(ObjectCreate(chart_id,name,OBJ_LABEL,0,0,0))
{
ObjectSetInteger(chart_id,name,OBJPROP_CORNER,chart_corner);
ObjectSetInteger(chart_id,name,OBJPROP_ANCHOR,anchor_point);
ObjectSetInteger(chart_id,name,OBJPROP_XDISTANCE,x_ord);
ObjectSetInteger(chart_id,name,OBJPROP_YDISTANCE,y_ord);
ObjectSetString(chart_id,name,OBJPROP_TEXT,text_label);
}
else
Print("Failed to create the object OBJ_LABEL ",name,", Error code = ", GetLastError());
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//---
int height=(int)ChartGetInteger(0,CHART_HEIGHT_IN_PIXELS,0);
© 2000-2017, MetaQuotes Software Corp.
643 Standard Constants, Enumerations and Structures
int width=(int)ChartGetInteger(0,CHART_WIDTH_IN_PIXELS,0);
string arrows[4]={"LEFT_UPPER","RIGHT_UPPER","RIGHT_LOWER","LEFT_LOWER"};
CreateLabel(0,arrows[0],CORNER_LEFT_UPPER,ANCHOR_LEFT_UPPER,arrows[0],50,50);
CreateLabel(0,arrows[1],CORNER_RIGHT_UPPER,ANCHOR_RIGHT_UPPER,arrows[1],50,50);
CreateLabel(0,arrows[2],CORNER_RIGHT_LOWER,ANCHOR_RIGHT_LOWER,arrows[2],50,50);
CreateLabel(0,arrows[3],CORNER_LEFT_LOWER,ANCHOR_LEFT_LOWER,arrows[3],50,50);
}
© 2000-2017, MetaQuotes Software Corp.
644 Standard Constants, Enumerations and Structures
Visibility of Objects
The combination of object visibility flags determines chart timeframes, where the object is visible. To
set/get the value of the OBJPROP_TIMEFRAMES property, you can use functions
ObjectSetInteger()/ObjectGetInteger().
ID Value Description
OBJ_NO_PERIODS 0 The object is not drawn in all
timeframes
OBJ_PERIOD_M1 0x00000001 The object is drawn in 1-
minute chart
OBJ_PERIOD_M2 0x00000002 The object is drawn in 2-
minute chart
OBJ_PERIOD_M3 0x00000004 The object is drawn in 3-
minute chart
OBJ_PERIOD_M4 0x00000008 The object is drawn in 4-
minute chart
OBJ_PERIOD_M5 0x00000010 The object is drawn in 5-
minute chart
OBJ_PERIOD_M6 0x00000020 The object is drawn in 6-
minute chart
OBJ_PERIOD_M10 0x00000040 The object is drawn in 10-
minute chart
OBJ_PERIOD_M12 0x00000080 The object is drawn in 12-
minute chart
OBJ_PERIOD_M15 0x00000100 The object is drawn in 15-
minute chart
OBJ_PERIOD_M20 0x00000200 The object is drawn in 20-
minute chart
OBJ_PERIOD_M30 0x00000400 The object is drawn in 30-
minute chart
OBJ_PERIOD_H1 0x00000800 The object is drawn in 1-hour
chart
OBJ_PERIOD_H2 0x00001000 The object is drawn in 2-hour
chart
OBJ_PERIOD_H3 0x00002000 The object is drawn in 3-hour
chart
OBJ_PERIOD_H4 0x00004000 The object is drawn in 4-hour
chart
© 2000-2017, MetaQuotes Software Corp.
645 Standard Constants, Enumerations and Structures
OBJ_PERIOD_H6 0x00008000 The object is drawn in 6-hour
chart
OBJ_PERIOD_H8 0x00010000 The object is drawn in 8-hour
chart
OBJ_PERIOD_H12 0x00020000 The object is drawn in 12-hour
chart
OBJ_PERIOD_D1 0x00040000 The object is drawn in day
charts
OBJ_PERIOD_W1 0x00080000 The object is drawn in week
charts
OBJ_PERIOD_MN1 0x00100000 The object is drawn in month
charts
OBJ_ALL_PERIODS 0x001fffff The object is drawn in all
timeframes
Visibility flags can be combined using the symbol "|", for example, the combination of flags
OBJ_PERIOD_M10|OBJ_PERIOD_H4 means that the object will be visible on the 10-minute and 4-hour
timeframes.
Example:
void OnStart()
{
//---
string highlevel="PreviousDayHigh";
string lowlevel="PreviousDayLow";
double prevHigh; // The previous day High
double prevLow; // The previous day Low
double highs[],lows[]; // Arrays for High and Low
//--- Reset the last error
ResetLastError();
//--- Get the last 2 High values on the daily timeframe
int highsgot=CopyHigh(Symbol(),PERIOD_D1,0,2,highs);
if(highsgot>0) // If copying was successful
{
Print("High prices for the last 2 days were obtained successfully");
prevHigh=highs[0]; // The previous day High
Print("prevHigh = ",prevHigh);
if(ObjectFind(0,highlevel)<0) // Object with the name highlevel not found
{
ObjectCreate(0,highlevel,OBJ_HLINE,0,0,0); // Create the Horizontal Line object
}
//--- Set value for the price level for the line highlevel
ObjectSetDouble(0,highlevel,OBJPROP_PRICE,0,prevHigh);
//--- Set the visibility only PERIOD_M10 and PERIOD_H4
© 2000-2017, MetaQuotes Software Corp.
646 Standard Constants, Enumerations and Structures
ObjectSetInteger(0,highlevel,OBJPROP_TIMEFRAMES,OBJ_PERIOD_M10|OBJ_PERIOD_H4);
}
else
{
Print("Could not get High prices over the past 2 days, Error = ",GetLastError());
}
//--- Reset the last error
ResetLastError();
//--- Get the 2 days values Low on the daily timeframe
int lowsgot=CopyLow(Symbol(),PERIOD_D1,0,2,lows);
if(lowsgot>0) // If copying was successful
{
Print("Low prices for the last 2 days were obtained successfully");
prevLow=lows[0]; // The previous day Low
Print("prevLow = ",prevLow);
if(ObjectFind(0,lowlevel)<0) // Object with the name lowlevel not found
{
ObjectCreate(0,lowlevel,OBJ_HLINE,0,0,0); // Create the Horizontal Line object
}
//--- Set value for the price level for the line lowlevel
ObjectSetDouble(0,lowlevel,OBJPROP_PRICE,0,prevLow);
//--- Set the visibility only PERIOD_M10 and PERIOD_H4
ObjectSetInteger(0,lowlevel,OBJPROP_TIMEFRAMES,OBJ_PERIOD_M10|OBJ_PERIOD_H4);
}
else Print("Could not get Low prices for the last 2 days, Error = ",GetLastError());
ChartRedraw(0); // redraw the chart forcibly
}
See also
PeriodSeconds, Period, Chart timeframes, Date and Time
© 2000-2017, MetaQuotes Software Corp.
647 Standard Constants, Enumerations and Structures
Levels of Elliott Wave
Elliott Waves are represented by two graphical objects of types OBJ_ELLIOTWAVE5 and
OBJ_ELLIOTWAVE3. To set the wave size (method of wave labeling), the OBJPROP_DEGREE property is
used, to which one of values of the ENUM_ELLIOT_WAVE_DEGREE enumeration can be assigned.
ENUM_ELLIOT_WAVE_DEGREE
ID Description
ELLIOTT_GRAND_SUPERCYCLE Grand Supercycle
ELLIOTT_SUPERCYCLE Supercycle
ELLIOTT_CYCLE Cycle
ELLIOTT_PRIMARY Primary
ELLIOTT_INTERMEDIATE Intermediate
ELLIOTT_MINOR Minor
ELLIOTT_MINUTE Minute
ELLIOTT_MINUETTE Minuette
ELLIOTT_SUBMINUETTE Subminuette
Example:
for(int i=0;i<ObjectsTotal(0);i++)
{
string currobj=ObjectName(0,i);
if((ObjectGetInteger(0,currobj,OBJPROP_TYPE)==OBJ_ELLIOTWAVE3) ||
((ObjectGetInteger(0,currobj,OBJPROP_TYPE)==OBJ_ELLIOTWAVE5)))
{
//--- set the marking level in INTERMEDIATE
ObjectSetInteger(0,currobj,OBJPROP_DEGREE,ELLIOTT_INTERMEDIATE);
//--- show lines between tops of waves
ObjectSetInteger(0,currobj,OBJPROP_DRAWLINES,true);
//--- set line color
ObjectSetInteger(0,currobj,OBJPROP_COLOR,clrBlue);
//--- set line width
ObjectSetInteger(0,currobj,OBJPROP_WIDTH,5);
//--- set description
ObjectSetString(0,currobj,OBJPROP_TEXT,"test script");
}
}
© 2000-2017, MetaQuotes Software Corp.
648 Standard Constants, Enumerations and Structures
Gann Objects
For Gann Fan (OBJ_GANNFAN) and Gann Grid (OBJ_GANNGRID) objects you can specify two values of
the ENUM_GANN_DIRECTION enumeration that sets the trend direction.
ENUM_GANN_DIRECTION
ID Description
GANN_UP_TREND Line corresponding to the uptrend line
GANN_DOWN_TREND Line corresponding to the downward trend
To set the scale of the main line as 1x1, use function ObjectSetDouble(chart_handle,
gann_object_name, OBJPROP_SCALE, scale), where:
· chart_handle – chart window where the object is located;
· gann_object_name – object name;
· OBJPROP_SCALE – identifier of the "Scale" property;
· scale – required scale in units of Pips/Bar.
Example of creating Gann Fan:
void OnStart()
{
//---
string my_gann="OBJ_GANNFAN object";
if(ObjectFind(0,my_gann)<0)// Object not found
{
//--- Inform about the failure
Print("Object ",my_gann," not found. Error code = ",GetLastError());
//--- Get the maximal price of the chart
double chart_max_price=ChartGetDouble(0,CHART_PRICE_MAX,0);
//--- Get the minimal price of the chart
double chart_min_price=ChartGetDouble(0,CHART_PRICE_MIN,0);
//--- How many bars are shown in the chart?
© 2000-2017, MetaQuotes Software Corp.
649 Standard Constants, Enumerations and Structures
int bars_on_chart=ChartGetInteger(0,CHART_VISIBLE_BARS);
//--- Create an array, to write the opening time of each bar to
datetime Time[];
//--- Arrange access to the array as that of timeseries
ArraySetAsSeries(Time,true);
//--- Now copy data of bars visible in the chart into this array
int times=CopyTime(NULL,0,0,bars_on_chart,Time);
if(times<=0)
{
Print("Could not copy the array with the open time!");
return;
}
//--- Preliminary preparations completed
//--- Index of the central bar in the chart
int center_bar=bars_on_chart/2;
//--- Chart equator - between the maximum and minimum
double mean=(chart_max_price+chart_min_price)/2.0;
//--- Set the coordinates of the first anchor point to the center
ObjectCreate(0,my_gann,OBJ_GANNFAN,0,Time[center_bar],mean,
//--- Second anchor point to the right
Time[center_bar/2],(mean+chart_min_price)/2.0);
Print("Time[center_bar] = "+(string)Time[center_bar]+" Time[center_bar/2] = "+(string)Time[c
//Print("Time[center_bar]/="+Time[center_bar]+" Time[center_bar/2]="+Time[center_bar/2]);
//--- Set the scale in units of Pips / Bar
ObjectSetDouble(0,my_gann,OBJPROP_SCALE,10);
//--- Set the line trend
ObjectSetInteger(0,my_gann,OBJPROP_DIRECTION,GANN_UP_TREND);
//--- Set the line width
ObjectSetInteger(0,my_gann,OBJPROP_WIDTH,1);
//--- Define the line style
ObjectSetInteger(0,my_gann,OBJPROP_STYLE,STYLE_DASHDOT);
//--- Set the line color
ObjectSetInteger(0,my_gann,OBJPROP_COLOR,clrYellowGreen);
//--- Allow the user to select an object
ObjectSetInteger(0,my_gann,OBJPROP_SELECTABLE,true);
//--- Select it yourself
ObjectSetInteger(0,my_gann,OBJPROP_SELECTED,true);
//--- Draw it on the chart
ChartRedraw(0);
}
}
© 2000-2017, MetaQuotes Software Corp.
650 Standard Constants, Enumerations and Structures
Web Colors
The following color constants are defined for the color type:
clrBlack clrDarkGre clrDarkSlat clrOlive clrGreen clrTeal clrNavy clrPurple
en eGray
clrM aroon clrIndigo clrM idnigh clrDarkBlu clrDarkOliv clrSaddleB clrForestG clrOliveDra
tBlue e eGreen rown reen b
clrSeaGre clrDarkGol clrDarkSlat clrSienna clrM edium clrBrown clrDarkTur clrDimGray
en denrod eBlue Blue quoise
clrLightSe clrDarkViol clrFireBric clrM edium clrM edium clrChocola clrCrimson clrSteelBlu
aGreen et k VioletRed SeaGreen te e
clrGoldenr clrM edium clrLawnGr clrCadetBl clrDarkOrc clrYellowG clrLimeGre clrOrange
od SpringGre een ue hid reen en Red
en
clrDarkOra clrOrange clrGold clrYellow clrChartre clrLime clrSpringG clrAqua
nge use reen
clrDeepSk clrBlue clrM agent clrRed clrGray clrSlateGra clrPeru clrBlueViol
yBlue a y et
clrLightSla clrDeepPin clrM edium clrDodgerB clrTurquoi clrRoyalBlu clrSlateBlu clrDarkKha
teGray k Turquoise lue se e e ki
clrIndianR clrM edium clrGreenY clrM edium clrDarkSea clrTomato clrRosyBro clrOrchid
ed Orchid ellow Aquamarin Green wn
e
clrM edium clrPaleViol clrCoral clrCornflo clrDarkGra clrSandyBr clrM edium clrTan
Purple etRed werBlue y own SlateBlue
clrDarkSal clrBurlyWo clrHotPink clrSalmon clrViolet clrLightCor clrSkyBlue clrLightSal
mon od al mon
clrPlum clrKhaki clrLightGr clrAquama clrSilver clrLightSky clrLightSte clrLightBlu
een rine Blue elBlue e
clrPaleGre clrThistle clrPowder clrPaleGol clrPaleTur clrLightGra clrWheat clrNavajoW
en Blue denrod quoise y hite
clrM occasi clrLightPin clrGainsbo clrPeachP clrPink clrBisque clrLightGol clrBlanche
n k ro uff denrod dAlmond
clrLemonC clrBeige clrAntique clrPapaya clrCornsilk clrLightYel clrLightCya clrLinen
hiffon White Whip low n
clrLavende clrM istyRo clrOldLace clrWhiteS clrSeashell clrIvory clrHoneyd clrAliceBlu
r se moke ew e
clrLavend clrM intCre clrSnow clrWhite
erBlush am
Color can be set to an object using the ObjectSetInteger() function. For setting color to custom
indicators the PlotIndexSetInteger() function is used. For getting color values there are similar
functions ObjectGetInteger() and PlotIndexGetInteger().
© 2000-2017, MetaQuotes Software Corp.
651 Standard Constants, Enumerations and Structures
Example:
//---- indicator settings
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots 3
#property indicator_type1 DRAW_LINE
#property indicator_type2 DRAW_LINE
#property indicator_type3 DRAW_LINE
#property indicator_color1 clrBlue
#property indicator_color2 clrRed
#property indicator_color3 clrLime
© 2000-2017, MetaQuotes Software Corp.
652 Standard Constants, Enumerations and Structures
Wingdings
Characters of Wingdings used with the OBJ_ARROW object:
A necessary character can be set using the ObjectSetInteger() function.
Example:
void OnStart()
{
//---
string up_arrow="up_arrow";
datetime time=TimeCurrent();
double lastClose[1];
int close=CopyClose(Symbol(),Period(),0,1,lastClose); // Get the Close price
//--- If the price was obtained
if(close>0)
{
ObjectCreate(0,up_arrow,OBJ_ARROW,0,0,0,0,0); // Create an arrow
ObjectSetInteger(0,up_arrow,OBJPROP_ARROWCODE,241); // Set the arrow code
ObjectSetInteger(0,up_arrow,OBJPROP_TIME,time); // Set time
ObjectSetDouble(0,up_arrow,OBJPROP_PRICE,lastClose[0]);// Set price
ChartRedraw(0); // Draw arrow now
}
else
Print("Unable to get the latest Close price!");
}
© 2000-2017, MetaQuotes Software Corp.
653 Standard Constants, Enumerations and Structures
Indicators Constants
There are 37 predefined technical indicators, which can be used in programs written in the MQL5
language. In addition, there is an opportunity to create custom indicators using the iCustom()
function. All constants required for that are divided into 5 groups:
· Price constants – for selecting the type of price or volume, on which an indicator is calculated;
· Smoothing methods – built-in smoothing methods used in indicators;
· Indicator lines – identifiers of indicator buffers when accessing indicator values using CopyBuffer();
· Drawing styles – for indicating one of 18 types of drawing and setting the line drawing style;
· Custom indicators properties are used in functions for working with custom indicators;
· Types of indicators are used for specifying the type of technical indicator when creating a handle
using IndicatorCreate();
· Identifiers of data types are used for specifying the type of data passed in an array of the MqlParam
type into the IndicatorCreate() function.
© 2000-2017, MetaQuotes Software Corp.
654 Standard Constants, Enumerations and Structures
Price Constants
Calculations of technical indicators require price values and/or values of volumes, on which
calculations will be performed. There are 7 predefined identifiers from the ENUM_APPLIED_PRICE
enumeration, used to specify the desired price base for calculations.
ENUM_APPLIED_PRICE
ID Description
PRICE_CLOSE Close price
PRICE_OPEN Open price
PRICE_HIGH The maximum price for the period
PRICE_LOW The minimum price for the period
PRICE_MEDIAN Median price, (high + low)/2
PRICE_TYPICAL Typical price, (high + low + close)/3
PRICE_WEIGHTED Average price, (high + low + close + close)/4
If the volume is used in calculations, it's necessary to specify one of the two values from the
ENUM_APPLIED_VOLUME enumeration.
ENUM_APPLIED_VOLUME
ID Description
VOLUME_TICK Tick volume
VOLUME_REAL Trade volume
The iStochastic() technical Indicator can be calculated in two ways using:
· either only Close prices;
· or High and Low prices.
To select a necessary variant for calculation, specify one of the values of the ENUM_STO_PRICE
enumeration.
ENUM_STO_PRICE
ID Description
STO_LOWHIGH Calculation is based on Low/High prices
STO_CLOSECLOSE Calculation is based on Close/Close prices
If a technical indicator uses for calculations price data, type of which is set by ENUM_APPLIED_PRICE,
then handle of any indicator (built in the terminal or written by a user) can be used as the input price
series. In this case, values of the zero buffer of the indicator will be used for calculations. This makes
it easy to build values of one indicator using values of another indicator. The handle of a custom
indicator is created by calling the iCustom() function.
© 2000-2017, MetaQuotes Software Corp.
655 Standard Constants, Enumerations and Structures
Example:
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 2
//--- input parameters
input int RSIperiod=14; // Period for calculating the RSI
input int Smooth=8; // Smoothing period RSI
input ENUM_MA_METHOD meth=MODE_SMMA; // Method of smoothing
//---- plot RSI
#property indicator_label1 "RSI"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//---- plot RSI_Smoothed
#property indicator_label2 "RSI_Smoothed"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrNavy
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//--- indicator buffers
double RSIBuffer[]; // Here we store the values of RSI
double RSI_SmoothedBuffer[]; // Here will be smoothed values of RSI
int RSIhandle; // Handle to the RSI indicator
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,RSIBuffer,INDICATOR_DATA);
SetIndexBuffer(1,RSI_SmoothedBuffer,INDICATOR_DATA);
IndicatorSetString(INDICATOR_SHORTNAME,"iRSI");
IndicatorSetInteger(INDICATOR_DIGITS,2);
//---
RSIhandle=iRSI(NULL,0,RSIperiod,PRICE_CLOSE);
//---
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const int begin,
const double &price[]
)
© 2000-2017, MetaQuotes Software Corp.
656 Standard Constants, Enumerations and Structures
//--- Reset the value of the last error
ResetLastError();
//--- Get RSI indicator data in an array RSIBuffer []
int copied=CopyBuffer(RSIhandle,0,0,rates_total,RSIBuffer);
if(copied<=0)
{
Print("Unable to copy the values of the indicator RSI. Error = ",
GetLastError(),", copied =",copied);
return(0);
}
//--- Create the indicator of average values using values of RSI
int RSI_MA_handle=iMA(NULL,0,Smooth,0,meth,RSIhandle);
copied=CopyBuffer(RSI_MA_handle,0,0,rates_total,RSI_SmoothedBuffer);
if(copied<=0)
{
Print("Unable to copy the smoothed indicator of RSI. Error = ",
GetLastError(),", copied =",copied);
return(0);
}
//--- return value of prev_calculated for next call
return(rates_total);
}
© 2000-2017, MetaQuotes Software Corp.
657 Standard Constants, Enumerations and Structures
Smoothing Methods
Many technical indicators are based on various methods of the price series smoothing. Some standard
technical indicators require specification of the smoothing type as an input parameter. For specifying
the desired type of smoothing, identifiers listed in the ENUM_MA_METHOD enumeration are used.
ENUM_MA_METHOD
ID Description
MODE_SMA Simple averaging
MODE_EMA Exponential averaging
MODE_SMMA Smoothed averaging
MODE_LWMA Linear-weighted averaging
Example:
double ExtJaws[];
double ExtTeeth[];
double ExtLips[];
//---- handles for moving averages
int ExtJawsHandle;
int ExtTeethHandle;
int ExtLipsHandle;
//--- get MA's handles
ExtJawsHandle=iMA(NULL,0,JawsPeriod,0,MODE_SMMA,PRICE_MEDIAN);
ExtTeethHandle=iMA(NULL,0,TeethPeriod,0,MODE_SMMA,PRICE_MEDIAN);
ExtLipsHandle=iMA(NULL,0,LipsPeriod,0,MODE_SMMA,PRICE_MEDIAN);
© 2000-2017, MetaQuotes Software Corp.
658 Standard Constants, Enumerations and Structures
Indicators Lines
Some technical indicators have several buffers drawn in the chart. Numbering of indicator buffers
starts with 0. When copying indicator values using the CopyBuffer() function into an array of the
double type, for some indicators one may indicate the identifier of a copied buffer instead of its
number.
Identifiers of indicator lines permissible when copying values of iMACD(), iRVI() and iStochastic().
Constant Value Description
MAIN_LINE 0 Main line
SIGNAL_LINE 1 Signal line
Identifiers of indicator lines permissible when copying values of ADX() and ADXW().
Constant Value Description
MAIN_LINE 0 Main line
PLUSDI_LINE 1 Line +DI
MINUSDI_LINE 2 Line –DI
Identifiers of indicator lines permissible when copying values of iBands().
Constant Value Description
BASE_LINE 0 Main line
UPPER_BAND 1 Upper limit
LOWER_BAND 2 Lower limit
Identifiers of indicator lines permissible when copying values of iEnvelopes() and iFractals().
Constant Value Description
UPPER_LINE 0 Upper line
LOWER_LINE 1 Bottom line
Identifiers of indicator lines permissible when copying values of iGator()
Constant Value Description
UPPER_HISTOGRAM 0 Upper histogram
LOWER_HISTOGRAM 2 Bottom histogram
Identifiers of indicator lines permissible when copying values of iAlligator().
Constant Value Description
© 2000-2017, MetaQuotes Software Corp.
659 Standard Constants, Enumerations and Structures
GATORJAW_LINE 0 Jaw line
GATORTEETH_LINE 1 Teeth line
GATORLIPS_LINE 2 Lips line
Identifiers of indicator lines permissible when copying values of iIchimoku().
Constant Value Description
TENKANSEN_LINE 0 Tenkan-sen line
KIJUNSEN_LINE 1 Kijun-sen line
SENKOUSPANA_LINE 2 Senkou Span A line
SENKOUSPANB_LINE 3 Senkou Span B line
CHIKOUSPAN_LINE 4 Chikou Span line
© 2000-2017, MetaQuotes Software Corp.
660 Standard Constants, Enumerations and Structures
Drawing Styles
When creating a custom indicator, you can specify one of 18 types of graphical plotting (as displayed
in the main chart window or a chart subwindow), whose values are specified in the ENUM_DRAW_TYPE
enumeration.
In one custom indicator, it is permissible to use any indicator building/drawing types. Each
construction type requires specification of one to five global arrays for storing data necessary for
drawing. These data arrays must be bound with indicator buffers using the SetIndexBuffer() function.
The type of data from ENUM_INDEXBUFFER_TYPE should be specified for each buffer.
Depending on the drawing style, you may need one to four value buffers (marked as
INDICATOR_DATA). If a style admits dynamic alternation of colors (all styles contain COLOR in their
names), then you'll need one more buffer of color (indicated type INDICATOR_COLOR_INDEX). The
color buffers are always bound after value buffers corresponding to the style.
ENUM_DRAW_TYPE
ID Description Data buffers Color buffers
DRAW_NONE Not drawn 1 0
DRAW_LINE Line 1 0
DRAW_SECTION Section 1 0
DRAW_HISTOGRAM Histogram from the 1 0
zero line
DRAW_HISTOGRAM2 Histogram of the two 2 0
indicator buffers
DRAW_ARROW Drawing arrows 1 0
DRAW_ZIGZAG Style Zigzag allows 2 0
vertical section on the
bar
DRAW_FILLING Color fill between the 2 0
two levels
DRAW_BARS Display as a sequence 4 0
of bars
DRAW_CANDLES Display as a sequence 4 0
of candlesticks
DRAW_COLOR_LINE Multicolored line 1 1
DRAW_COLOR_SECTIO Multicolored section 1 1
N
DRAW_COLOR_HISTO Multicolored histogram 1 1
GRAM from the zero line
DRAW_COLOR_HISTO Multicolored histogram 2 1
GRAM2 of the two indicator
© 2000-2017, MetaQuotes Software Corp.
661 Standard Constants, Enumerations and Structures
buffers
DRAW_COLOR_ARRO Drawing multicolored 1 1
W arrows
DRAW_COLOR_ZIGZAG Multicolored ZigZag 2 1
DRAW_COLOR_BARS Multicolored bars 4 1
DRAW_COLOR_CANDL Multicolored 4 1
ES candlesticks
To refine the display of the selected drawing type identifiers listed in ENUM_PLOT_PROPERTY are
used.
For functions PlotIndexSetInteger() and PlotIndexGetInteger()
ENUM_PLOT_PROPERTY_INTEGER
ID Description Property type
PLOT_ARROW Arrow code for style uchar
DRAW_ARROW
PLOT_ARROW_SHIFT Vertical shift of arrows for style int
DRAW_ARROW
PLOT_DRAW_BEGIN Number of initial bars without int
drawing and values in the
DataWindow
PLOT_DRAW_TYPE Type of graphical construction ENUM_DRAW_TYPE
PLOT_SHOW_DATA Sign of display of construction bool
values in the DataWindow
PLOT_SHIFT Shift of indicator plotting along int
the time axis in bars
PLOT_LINE_STYLE Drawing line style ENUM_LINE_STYLE
PLOT_LINE_WIDTH The thickness of the drawing int
line
PLOT_COLOR_INDEXES The number of colors int
PLOT_LINE_COLOR The index of a buffer color modifier = index
containing the drawing color number of colors
For the function PlotIndexSetDouble()
ENUM_PLOT_PROPERTY_DOUBLE
ID Description Property type
© 2000-2017, MetaQuotes Software Corp.
662 Standard Constants, Enumerations and Structures
PLOT_EMPTY_VALUE An empty value for plotting, for double
which there is no drawing
For the function PlotIndexSetString()
ENUM_PLOT_PROPERTY_STRING
ID Description Property type
PLOT_LABEL The name of the indicator string
graphical series to display in
the DataWindow. When
working with complex graphical
styles requiring several
indicator buffers for display,
the names for each buffer can
be specified using ";" as a
separator. Sample code is
shown in DRAW_CANDLES
5 styles can be used for drawing lines in custom indicators. They are valid only for the line thickness 0
or 1.
ENUM_LINE_STYLE
ID Description
STYLE_SOLID Solid line
STYLE_DASH Broken line
STYLE_DOT Dotted line
STYLE_DASHDOT Dash-dot line
STYLE_DASHDOTDOT Dash - two points
To set the line drawing style and the type of drawing, the PlotIndexSetInteger() function is used. For
the Fibonacci extensions the thickness and drawing style of levels can be indicated using the
ObjectSetInteger() function.
Example:
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- indicator buffers
double MABuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
© 2000-2017, MetaQuotes Software Corp.
663 Standard Constants, Enumerations and Structures
//--- Bind the Array to the indicator buffer with index 0
SetIndexBuffer(0,MABuffer,INDICATOR_DATA);
//--- Set the line drawing
PlotIndexSetInteger(0,PLOT_DRAW_TYPE,DRAW_LINE);
//--- Set the style line
PlotIndexSetInteger(0,PLOT_LINE_STYLE,STYLE_DOT);
//--- Set line color
PlotIndexSetInteger(0,PLOT_LINE_COLOR,clrRed);
//--- Set line thickness
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,1);
//--- Set labels for the line
PlotIndexSetString(0,PLOT_LABEL,"Moving Average");
//---
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//---
for(int i=prev_calculated;i<rates_total;i++)
{
MABuffer[i]=close[i];
}
//--- return value of prev_calculated for next call
return(rates_total);
}
© 2000-2017, MetaQuotes Software Corp.
664 Standard Constants, Enumerations and Structures
Custom Indicators Properties
The number of indicator buffers that can be used in a custom indicator is unlimited. But for each
array, which is designated as the indicator buffer using the SetIndexBuffer() function, it's necessary to
specify the data type that it will store. This may be one of the values of the ENUM_INDEXBUFFER_TYPE
enumeration.
ENUM_INDEXBUFFER_TYPE
ID Description
INDICATOR_DATA Data to draw
INDICATOR_COLOR_INDEX Color
INDICATOR_CALCULATIONS Auxiliary buffers for intermediate calculations
A custom indicator has a lot of settings to provide convenient displaying. These settings are made
through the assignment of corresponding indicator properties using functions IndicatorSetDouble(),
IndicatorSetInteger() and IndicatorSetString(). Identifiers of indicator properties are listed in the
ENUM_CUSTOMIND_PROPERTY enumeration.
ENUM_CUSTOMIND_PROPERTY_INTEGER
ID Description Property type
INDICATOR_DIGITS Accuracy of drawing of int
indicator values
INDICATOR_HEIGHT Fixed height of the indicator's int
window (the preprocessor
command #property
indicator_height)
INDICATOR_LEVELS Number of levels in the int
indicator window
INDICATOR_LEVELCOLOR Color of the level line color modifier =
level number
INDICATOR_LEVELSTYLE Style of the level line ENUM_LINE_STYLE modifier =
level number
INDICATOR_LEVELWIDTH Thickness of the level line int modifier =
level number
ENUM_CUSTOMIND_PROPERTY_DOUBLE
ID Description Property type
INDICATOR_MINIMUM Minimum of the indicator double
window
INDICATOR_MAXIMUM Maximum of the indicator double
window
© 2000-2017, MetaQuotes Software Corp.
665 Standard Constants, Enumerations and Structures
INDICATOR_LEVELVALUE Level value double modifier =
level number
ENUM_CUSTOMIND_PROPERTY_STRING
ID Description Property type
INDICATOR_SHORTNAME Short indicator name string
INDICATOR_LEVELTEXT Level description string modifier =
level number
Examples:
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_plots 2
#property indicator_type1 DRAW_LINE
#property indicator_type2 DRAW_LINE
#property indicator_color1 clrLightSeaGreen
#property indicator_color2 clrRed
//--- input parameters
extern int KPeriod=5;
extern int DPeriod=3;
extern int Slowing=3;
//--- indicator buffers
double MainBuffer[];
double SignalBuffer[];
double HighesBuffer[];
double LowesBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,MainBuffer,INDICATOR_DATA);
SetIndexBuffer(1,SignalBuffer,INDICATOR_DATA);
SetIndexBuffer(2,HighesBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(3,LowesBuffer,INDICATOR_CALCULATIONS);
//--- set accuracy
IndicatorSetInteger(INDICATOR_DIGITS,2);
//--- set levels
IndicatorSetInteger(INDICATOR_LEVELS,2);
IndicatorSetDouble(INDICATOR_LEVELVALUE,0,20);
IndicatorSetDouble(INDICATOR_LEVELVALUE,1,80);
//--- set maximum and minimum for subwindow
IndicatorSetDouble(INDICATOR_MINIMUM,0);
IndicatorSetDouble(INDICATOR_MAXIMUM,100);
© 2000-2017, MetaQuotes Software Corp.
666 Standard Constants, Enumerations and Structures
//--- sets first bar from which index will be drawn
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,KPeriod+Slowing-2);
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,KPeriod+Slowing+DPeriod);
//--- set style STYLE_DOT for second line
PlotIndexSetInteger(1,PLOT_LINE_STYLE,STYLE_DOT);
//--- name for DataWindow and indicator subwindow label
IndicatorSetString(INDICATOR_SHORTNAME,"Stoch("+KPeriod+","+DPeriod+","+Slowing+")");
PlotIndexSetString(0,PLOT_LABEL,"Main");
PlotIndexSetString(1,PLOT_LABEL,"Signal");
//--- sets drawing line to empty value
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);
//--- initialization done
}
© 2000-2017, MetaQuotes Software Corp.
667 Standard Constants, Enumerations and Structures
Types of Technical Indicators
There are two ways to create an indicator handle for further accessing to its values. The first way is to
directly specify a function name from the list of technical indicators. The second method using the
IndicatorCreate() is to uniformly create a handle of any indicator by assigning an identifier from the
ENUM_INDICATOR enumeration. Both ways of handle creation are equal, you can use the one that is
most convenient in a particular case when writing a program in MQL5.
When creating an indicator of type IND_CUSTOM, the type field of the first element of an array of
input parameters MqlParam must have the TYPE_STRING value of the enumeration ENUM_DATATYPE,
while the field string_value of the first element must contain the name of the custom indicator.
ENUM_INDICATOR
Identifier Indicator
IND_AC Accelerator Oscillator
IND_AD Accumulation/Distribution
IND_ADX Average Directional Index
IND_ADXW ADX by Welles Wilder
IND_ALLIGATOR Alligator
IND_AMA Adaptive Moving Average
IND_AO Awesome Oscillator
IND_ATR Average True Range
IND_BANDS Bollinger Bands®
IND_BEARS Bears Power
IND_BULLS Bulls Power
IND_BWMFI Market Facilitation Index
IND_CCI Commodity Channel Index
IND_CHAIKIN Chaikin Oscillator
IND_CUSTOM Custom indicator
IND_DEMA Double Exponential Moving Average
IND_DEMARKER DeMarker
IND_ENVELOPES Envelopes
IND_FORCE Force Index
IND_FRACTALS Fractals
IND_FRAMA Fractal Adaptive Moving Average
IND_GATOR Gator Oscillator
© 2000-2017, MetaQuotes Software Corp.
668 Standard Constants, Enumerations and Structures
IND_ICHIMOKU Ichimoku Kinko Hyo
IND_MA Moving Average
IND_MACD MACD
IND_MFI Money Flow Index
IND_MOMENTUM Momentum
IND_OBV On Balance Volume
IND_OSMA OsMA
IND_RSI Relative Strength Index
IND_RVI Relative Vigor Index
IND_SAR Parabolic SAR
IND_STDDEV Standard Deviation
IND_STOCHASTIC Stochastic Oscillator
IND_TEMA Triple Exponential Moving Average
IND_TRIX Triple Exponential Moving Averages Oscillator
IND_VIDYA Variable Index Dynamic Average
IND_VOLUMES Volumes
IND_WPR Williams' Percent Range
© 2000-2017, MetaQuotes Software Corp.
669 Standard Constants, Enumerations and Structures
Data Type Identifiers
When creating an indicator handle using the IndicatorCreate() function, an array of MqlParam type
must be specified as the last parameter. Accordingly, the MqlParam structure, describing indicator,
contains a special field type. This field contains information about the data type (real, integer or
string type) that are passed by a particular element of the array. The value of this field of the
MqlParam structure may be one of ENUM_DATATYPE values.
ENUM_DATATYPE
Identifier Data type
TYPE_BOOL bool
TYPE_CHAR char
TYPE_UCHAR uchar
TYPE_SHORT short
TYPE_USHORT ushort
TYPE_COLOR color
TYPE_INT int
TYPE_UINT uint
TYPE_DATETIME datetime
TYPE_LONG long
TYPE_ULONG ulong
TYPE_FLOAT float
TYPE_DOUBLE double
TYPE_STRING string
Each element of the array describes the corresponding input parameter of a created technical
indicator, so the type and order of elements in the array must be strictly maintained in accordance
with the description.
© 2000-2017, MetaQuotes Software Corp.
670 Standard Constants, Enumerations and Structures
Environment State
Constants describing the current runtime environment of an mql5-program are divided into groups:
· Client terminal properties – information about the client terminal;
· Executed MQL5-program properties – mql5 program properties, which help to control its execution;
· Symbol properties – obtaining information about a symbol;
· Account properties – information about the current account;
· Testing Statistics – results of Expert Advisor testing.
© 2000-2017, MetaQuotes Software Corp.
671 Standard Constants, Enumerations and Structures
Client Terminal Properties
Information about the client terminal can be obtained by two functions: TerminalInfoInteger() and
TerminalInfoString(). For parameters, these functions accept values from
ENUM_TERMINAL_INFO_INTEGER and ENUM_TERMINAL_INFO_STRING respectively.
ENUM_TERMINAL_INFO_INTEGER
Identifier Description Type
TERMINAL_BUILD The client terminal build int
number
TERMINAL_COMMUNITY_ACCO The flag indicates the presence bool
UNT of MQL5.community
authorization data in the
terminal
TERMINAL_COMMUNITY_CONNE Connection to bool
CTION MQL5.community
TERMINAL_CONNECTED Connection to a trade server bool
TERMINAL_DLLS_ALLOWED Permission to use DLL bool
TERMINAL_TRADE_ALLOWED Permission to trade bool
TERMINAL_EMAIL_ENABLED Permission to send e-mails bool
using SMTP-server and login,
specified in the terminal
settings
TERMINAL_FTP_ENABLED Permission to send reports bool
using FTP-server and login,
specified in the terminal
settings
TERMINAL_NOTIFICATIONS_EN Permission to send bool
ABLED notifications to smartphone
TERMINAL_MAXBARS The maximal bars count on the int
chart
TERMINAL_MQID The flag indicates the presence bool
of MetaQuotes ID data for Push
notifications
TERMINAL_CODEPAGE Number of the code page of the int
language installed in the client
terminal
TERMINAL_CPU_CORES The number of CPU cores in the int
system
TERMINAL_DISK_SPACE Free disk space for the int
MQL5\Files folder of the
© 2000-2017, MetaQuotes Software Corp.
672 Standard Constants, Enumerations and Structures
terminal (agent), MB
TERMINAL_MEMORY_PHYSICAL Physical memory in the system, int
MB
TERMINAL_MEMORY_TOTAL Memory available to the int
process of the terminal
(agent), MB
TERMINAL_MEMORY_AVAILABL Free memory of the terminal int
E (agent) process, MB
TERMINAL_MEMORY_USED Memory used by the terminal int
(agent), MB
TERMINAL_X64 Indication of the "64-bit bool
terminal"
TERMINAL_OPENCL_SUPPORT The version of the supported int
OpenCL in the format of
0x00010002 = 1.2. "0" means
that OpenCL is not supported
TERMINAL_SCREEN_DPI The resolution of information int
display on the screen is
measured as number of Dots in
a line per Inch (DPI).
Knowing the parameter value,
you can set the size of
graphical objects so that they
look the same on monitors with
different resolution
characteristics.
TERMINAL_PING_LAST The last known value of a ping int
to a trade server in
microseconds. One second
comprises of one million
microseconds
Key identifier Description
TERMINAL_KEYSTATE_LEFT State of the "Left arrow" key int
TERMINAL_KEYSTATE_UP State of the "Up arrow" key int
TERMINAL_KEYSTATE_RIGHT State of the "Right arrow" key int
TERMINAL_KEYSTATE_DOWN State of the "Down arrow" key int
TERMINAL_KEYSTATE_SHIFT State of the "Shift" key int
TERMINAL_KEYSTATE_CONTRO State of the "Ctrl" key int
L
TERMINAL_KEYSTATE_MENU State of the "Windows" key int
© 2000-2017, MetaQuotes Software Corp.
673 Standard Constants, Enumerations and Structures
TERMINAL_KEYSTATE_CAPSLO State of the "CapsLock" key int
CK
TERMINAL_KEYSTATE_NUMLOC State of the "NumLock" key int
K
TERMINAL_KEYSTATE_SCRLOC State of the "ScrollLock" key int
K
TERMINAL_KEYSTATE_ENTER State of the "Enter" key int
TERMINAL_KEYSTATE_INSERT State of the "Insert" key int
TERMINAL_KEYSTATE_DELETE State of the "Delete" key int
TERMINAL_KEYSTATE_HOME State of the "Home" key int
TERMINAL_KEYSTATE_END State of the "End" key int
TERMINAL_KEYSTATE_TAB State of the "Tab" key int
TERMINAL_KEYSTATE_PAGEUP State of the "PageUp" key int
TERMINAL_KEYSTATE_PAGEDO State of the "PageDown" key int
WN
TERMINAL_KEYSTATE_ESCAPE State of the "Escape" key int
Call to TerminalInfoInteger(TERMINAL_KEYSTATE_XXX) returns the same state code of a key as the
GetKeyState() function in MSDN.
Example of scaling factor calculation:
//--- Creating a 1.5 inch wide button on a screen
int screen_dpi = TerminalInfoInteger(TERMINAL_SCREEN_DPI); // Find DPI of the user monitor
int base_width = 144; // The basic width in the screen points
int width = (button_width * screen_dpi) / 96; // Calculate the button width for the us
...
//--- Calculating the scaling factor as a percentage
int scale_factor=(TerminalInfoInteger(TERMINAL_SCREEN_DPI) * 100) / 96;
//--- Use of the scaling factor
width=(base_width * scale_factor) / 100;
In the above example, the graphical resource looks the same on monitors with different resolution
characteristics. The size of control elements (buttons, dialog windows, etc.) corresponds to
personalization settings.
ENUM_TERMINAL_INFO_DOUBLE
Identifier Description Type
© 2000-2017, MetaQuotes Software Corp.
674 Standard Constants, Enumerations and Structures
TERMINAL_COMMUNITY_BALAN Balance in MQL5.community double
CE
File operations can be performed only in two directories; corresponding paths can be obtained using
the request for TERMINAL_DATA_PATH and TERMINAL_COMMONDATA_PATH properties.
ENUM_TERMINAL_INFO_STRING
Identifier Description Type
TERMINAL_LANGUAGE Language of the terminal string
TERMINAL_COMPANY Company name string
TERMINAL_NAME Terminal name string
TERMINAL_PATH Folder from which the terminal string
is started
TERMINAL_DATA_PATH Folder in which terminal data string
are stored
TERMINAL_COMMONDATA_PAT Common path for all of the string
H terminals installed on a
computer
For a better understanding of paths, stored in properties of TERMINAL_PATH, TERMINAL_DATA_PATH
and TERMINAL_COMMONDATA_PATH parameters, it is recommended to execute the script, which will
return these values for the current copy of the client terminal, installed on your computer
Example: Script returns information about the client terminal paths
//+------------------------------------------------------------------+
//| Check_TerminalPaths.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//---
Print("TERMINAL_PATH = ",TerminalInfoString(TERMINAL_PATH));
Print("TERMINAL_DATA_PATH = ",TerminalInfoString(TERMINAL_DATA_PATH));
Print("TERMINAL_COMMONDATA_PATH = ",TerminalInfoString(TERMINAL_COMMONDATA_PATH));
}
As result of the script execution in the Experts Journal you will see a messages, like the following:
© 2000-2017, MetaQuotes Software Corp.
675 Standard Constants, Enumerations and Structures
© 2000-2017, MetaQuotes Software Corp.
676 Standard Constants, Enumerations and Structures
Running MQL5 Program Properties
To obtain information about the currently running mql5 program, constants from
ENUM_MQL_INFO_INTEGER and ENUM_MQL_INFO_STRING are used.
For function MQLInfoInteger
ENUM_MQL_INFO_INTEGER
Identifier Description Type
MQL_MEMORY_LIMIT Maximum possible amount of int
dynamic memory for MQL5
program in MB
MQL_MEMORY_USED The memory size used by MQL5 int
program in MB
MQL_PROGRAM_TYPE Type of the mql5 program ENUM_PROGRAM_TYPE
MQL_DLLS_ALLOWED The permission to use DLL for bool
the given executed program
MQL_TRADE_ALLOWED The permission to trade for bool
the given executed program
MQL_SIGNALS_ALLOWED The permission to modify the bool
Signals for the given executed
program
MQL_DEBUG The flag, that indicates the bool
debug mode
MQL_PROFILER The flag, that indicates the bool
program operating in the code
profiling mode
MQL_TESTER The flag, that indicates the bool
tester process
MQL_OPTIMIZATION The flag, that indicates the bool
optimization process
MQL_VISUAL_MODE The flag, that indicates the bool
visual tester process
MQL_FRAME_MODE The flag, that indicates the bool
Expert Advisor operating in
gathering optimization result
frames mode
MQL_LICENSE_TYPE Type of license of the EX5 ENUM_LICENSE_TYPE
module. The license refers to
the EX5 module, from which a
request is made using
© 2000-2017, MetaQuotes Software Corp.
677 Standard Constants, Enumerations and Structures
MQLInfoInteger(MQL_LICENSE_
TYPE).
For function MQLInfoString
ENUM_MQL_INFO_STRING
Identifier Description Type
MQL_PROGRAM_NAME Name of the mql5-program string
executed
MQL5_PROGRAM_PATH Path for the given executed string
program
For information about the type of the running program, values of ENUM_PROGRAM_TYPE are used.
ENUM_PROGRAM_TYPE
Identifier Description
PROGRAM_SCRIPT Script
PROGRAM_EXPERT Expert
PROGRAM_INDICATOR Indicator
ENUM_LICENSE_TYPE
Identifier Description
LICENSE_FREE A free unlimited version
LICENSE_DEMO A trial version of a paid product from the
Market. It works only in the strategy tester
LICENSE_FULL A purchased licensed version allows at least 5
activations. The number of activations is
specified by seller. Seller may increase the
allowed number of activations
LICENSE_TIME A version with a limited term license
Example:
ENUM_PROGRAM_TYPE mql_program=(ENUM_PROGRAM_TYPE)MQLInfoInteger(MQL_PROGRAM_TYPE);
switch(mql_program)
{
case PROGRAM_SCRIPT:
{
Print(__FILE__+" is script");
break;
© 2000-2017, MetaQuotes Software Corp.
678 Standard Constants, Enumerations and Structures
}
case PROGRAM_EXPERT:
{
Print(__FILE__+" is Expert Advisor");
break;
}
case PROGRAM_INDICATOR:
{
Print(__FILE__+" is custom indicator");
break;
}
default:Print("MQL5 program type value is ",mql_program);
}
© 2000-2017, MetaQuotes Software Corp.
679 Standard Constants, Enumerations and Structures
Symbol Properties
To obtain the current market information there are several functions: SymbolInfoInteger(),
SymbolInfoDouble() and SymbolInfoString(). The first parameter is the symbol name, the values of the
second function parameter can be one of the identifiers of ENUM_SYMBOL_INFO_INTEGER,
ENUM_SYMBOL_INFO_DOUBLE and ENUM_SYMBOL_INFO_STRING.
For function SymbolInfoInteger()
ENUM_SYMBOL_INFO_INTEGER
Identifier Description Type
SYMBOL_SELECT Symbol is selected in Market bool
Watch
SYMBOL_SESSION_DEALS Number of deals in the current long
session
SYMBOL_SESSION_BUY_ORDERS Number of Buy orders at the long
moment
SYMBOL_SESSION_SELL_ORDER Number of Sell orders at the long
S moment
SYMBOL_VOLUME Volume of the last deal long
SYMBOL_VOLUMEHIGH Maximal day volume long
SYMBOL_VOLUMELOW Minimal day volume long
SYMBOL_TIME Time of the last quote datetime
SYMBOL_DIGITS Digits after a decimal point int
SYMBOL_SPREAD_FLOAT Indication of a floating spread bool
SYMBOL_SPREAD Spread value in points int
SYMBOL_TICKS_BOOKDEPTH Maximal number of requests int
shown in Depth of Market. For
symbols that have no queue of
requests, the value is equal to
zero.
SYMBOL_TRADE_CALC_MODE Contract price calculation mode ENUM_SYMBOL_CALC_MODE
SYMBOL_TRADE_MODE Order execution type ENUM_SYMBOL_TRADE_MODE
SYMBOL_START_TIME Date of the symbol trade datetime
beginning (usually used for
futures)
SYMBOL_EXPIRATION_TIME Date of the symbol trade end datetime
(usually used for futures)
SYMBOL_TRADE_STOPS_LEVEL Minimal indention in points int
from the current close price to
© 2000-2017, MetaQuotes Software Corp.
680 Standard Constants, Enumerations and Structures
place Stop orders
SYMBOL_TRADE_FREEZE_LEVEL Distance to freeze trade int
operations in points
SYMBOL_TRADE_EXEMODE Deal execution mode ENUM_SYMBOL_TRADE_EXECUT
ION
SYMBOL_SWAP_MODE Swap calculation model ENUM_SYMBOL_SWAP_MODE
SYMBOL_SWAP_ROLLOVER3DA Day of week to charge 3 days ENUM_DAY_OF_WEEK
YS swap rollover
SYMBOL_EXPIRATION_MODE Flags of allowed order int
expiration modes
SYMBOL_FILLING_MODE Flags of allowed order filling int
modes
SYMBOL_ORDER_MODE Flags of allowed order types int
SYMBOL_OPTION_MODE Option type ENUM_SYMBOL_OPTION_MODE
SYMBOL_OPTION_RIGHT Option right (Call/Put) ENUM_SYMBOL_OPTION_RIGH
T
For function SymbolInfoDouble()
ENUM_SYMBOL_INFO_DOUBLE
Identifier Description Type
SYMBOL_BID Bid - best sell offer double
SYMBOL_BIDHIGH Maximal Bid of the day double
SYMBOL_BIDLOW Minimal Bid of the day double
SYMBOL_ASK Ask - best buy offer double
SYMBOL_ASKHIGH Maximal Ask of the day double
SYMBOL_ASKLOW Minimal Ask of the day double
SYMBOL_LAST Price of the last deal double
SYMBOL_LASTHIGH Maximal Last of the day double
SYMBOL_LASTLOW Minimal Last of the day double
SYMBOL_OPTION_STRIKE The strike price of an option. double
The price at which an option
buyer can buy (in a Call option)
or sell (in a Put option) the
underlying asset, and the
option seller is obliged to sell
or buy the appropriate amount
of the underlying asset.
© 2000-2017, MetaQuotes Software Corp.
681 Standard Constants, Enumerations and Structures
SYMBOL_POINT Symbol point value double
SYMBOL_TRADE_TICK_VALUE Value of double
SYMBOL_TRADE_TICK_VALUE_P
ROFIT
SYMBOL_TRADE_TICK_VALUE_P Calculated tick price for a double
ROFIT profitable position
SYMBOL_TRADE_TICK_VALUE_L Calculated tick price for a double
OSS losing position
SYMBOL_TRADE_TICK_SIZE Minimal price change double
SYMBOL_TRADE_CONTRACT_SI Trade contract size double
ZE
SYMBOL_VOLUME_MIN Minimal volume for a deal double
SYMBOL_VOLUME_MAX Maximal volume for a deal double
SYMBOL_VOLUME_STEP Minimal volume change step double
for deal execution
SYMBOL_VOLUME_LIMIT Maximum allowed aggregate double
volume of an open position and
pending orders in one direction
(buy or sell) for the symbol. For
example, with the limitation of
5 lots, you can have an open
buy position with the volume of
5 lots and place a pending
order Sell Limit with the
volume of 5 lots. But in this
case you cannot place a Buy
Limit pending order (since the
total volume in one direction
will exceed the limitation) or
place Sell Limit with the
volume more than 5 lots.
SYMBOL_SWAP_LONG Long swap value double
SYMBOL_SWAP_SHORT Short swap value double
SYMBOL_MARGIN_INITIAL Initial margin means the double
amount in the margin currency
required for opening a position
with the volume of one lot. It is
used for checking a client's
assets when he or she enters
the market.
SYMBOL_MARGIN_MAINTENANC The maintenance margin. If it double
E is set, it sets the margin
amount in the margin currency
© 2000-2017, MetaQuotes Software Corp.
682 Standard Constants, Enumerations and Structures
of the symbol, charged from
one lot. It is used for checking
a client's assets when his/her
account state changes. If the
maintenance margin is equal to
0, the initial margin is used.
SYMBOL_SESSION_VOLUME Summary volume of current double
session deals
SYMBOL_SESSION_TURNOVER Summary turnover of the double
current session
SYMBOL_SESSION_INTEREST Summary open interest double
SYMBOL_SESSION_BUY_ORDERS Current volume of Buy orders double
_VOLUME
SYMBOL_SESSION_SELL_ORDER Current volume of Sell orders double
S_VOLUME
SYMBOL_SESSION_OPEN Open price of the current double
session
SYMBOL_SESSION_CLOSE Close price of the current double
session
SYMBOL_SESSION_AW Average weighted price of the double
current session
SYMBOL_SESSION_PRICE_SETT Settlement price of the current double
LEMENT session
SYMBOL_SESSION_PRICE_LIMIT Minimal price of the current double
_MIN session
SYMBOL_SESSION_PRICE_LIMIT Maximal price of the current double
_MAX session
SYMBOL_MARGIN_HEDGED Contract size or margin value double
per one lot of hedged positions
(oppositely directed positions
of one symbol). Two margin
calculation methods are
possible for hedged positions.
The calculation method is
defined by the broker.
Basic calculation:
· If the initial margin
(SYMBOL_MARGIN_INITIAL)
is specified for a symbol, the
hedged margin is specified
as an absolute value (in
monetary terms).
© 2000-2017, MetaQuotes Software Corp.
683 Standard Constants, Enumerations and Structures
· If the initial margin is not
specified (equal to 0),
SYMBOL_MARGIN_HEDGED is
equal to the size of the
contract, that will be used to
calculate the margin by the
appropriate formula in
accordance with the type of
the financial instrument
(SYMBOL_TRADE_CALC_MOD
E).
Calculation for the largest
position:
· The
SYMBOL_MARGIN_HEDGED
value is not taken into
account.
· The volume of all short and
all long positions of a symbol
is calculated.
· For each direction, a
weighted average open price
and a weighted average rate
of conversion to the deposit
currency is calculated.
· Next, using the appropriate
formula chosen in accordance
with the symbol type
(SYMBOL_TRADE_CALC_MOD
E) the margin is calculate for
the shot and the long part.
· The largest one of the values
is used as the margin.
For function SymbolInfoString()
ENUM_SYMBOL_INFO_STRING
Identifier Description Type
SYMBOL_BASIS The underlying asset of a string
derivative
SYMBOL_CURRENCY_BASE Basic currency of a symbol string
SYMBOL_CURRENCY_PROFIT Profit currency string
SYMBOL_CURRENCY_MARGIN Margin currency string
SYMBOL_BANK Feeder of the current quote string
SYMBOL_DESCRIPTION Symbol description string
© 2000-2017, MetaQuotes Software Corp.
684 Standard Constants, Enumerations and Structures
SYMBOL_ISIN The name of a symbol in the string
ISIN system (International
Securities Identification
Number). The International
Securities Identification
Number is a 12-digit
alphanumeric code that
uniquely identifies a security.
The presence of this symbol
property is determined on the
side of a trade server.
SYMBOL_PATH Path in the symbol tree string
For each symbol several expiration modes of pending orders can be specified. A flag is matched to
each mode. Flags can be combined using the operation of logical OR (|), for example,
SYMBOL_EXPIRATION_GTC|SYMBOL_EXPIRATION_SPECIFIED. In order to check whether a certain mode
is allowed for the symbol, the result of the logical AND (&) should be compared to the mode flag.
If flag SYMBOL_EXPIRATION_SPECIFIED is specified for a symbol, then while sending a pending order,
you may specify the moment this pending order is valid till.
Identifier Value Description
SYMBOL_EXPIRATION_GTC 1 The order is valid during the
unlimited time period, until it
is explicitly canceled
SYMBOL_EXPIRATION_DAY 2 The order is valid till the end of
the day
SYMBOL_EXPIRATION_SPECIFIE 4 The expiration time is
D specified in the order
SYMBOL_EXPIRATION_SPECIFIE 8 The expiration date is
D_DAY specified in the order
Example:
//+------------------------------------------------------------------+
//| Checks if the specified expiration mode is allowed |
//+------------------------------------------------------------------+
bool IsExpirationTypeAllowed(string symbol,int exp_type)
{
//--- Obtain the value of the property that describes allowed expiration modes
int expiration=(int)SymbolInfoInteger(symbol,SYMBOL_EXPIRATION_MODE);
//--- Return true, if mode exp_type is allowed
return((expiration&exp_type)==exp_type);
}
© 2000-2017, MetaQuotes Software Corp.
685 Standard Constants, Enumerations and Structures
When sending an order, you can specify the filling policy for the volume set in the order. Allowed order
filling modes for each symbol are specified in the table. You can set several modes for one symbol by
combining flags. The flags can be combined by the operation of the logical OR (|), for example,
SYMBOL_FILLING_FOK|SYMBOL_FILLING_IOC. In order to check whether a certain mode is allowed for
the symbol, the result of the logical AND (&) should be compared to the mode flag.
Fill Policy Identifier Value Description
Fill or Kill SYMBOL_FILLING_FOK 1 This policy means that
a deal can be executed
only with the specified
volume. If the
necessary amount of a
financial instrument is
currently unavailable in
the market, the order
will not be executed.
The required volume
can be filled using
several offers
available on the
market at the
moment.
Immediate or Cancel SYMBOL_FILLING_IOC 2 In this case a trader
agrees to execute a
deal with the volume
maximally available in
the market within that
indicated in the order.
In case the order
cannot be filled
completely, the
available volume of
the order will be filled,
and the remaining
volume will be
canceled. The
possibility of using IOC
orders is determined
at the trade server.
Return No identifier This policy is used only
for market orders (Buy
and Sell), limit and
stop limit orders and
only for the symbols
with Market or
Exchange execution. In
case of partial filling a
market or limit order
with remaining volume
© 2000-2017, MetaQuotes Software Corp.
686 Standard Constants, Enumerations and Structures
is not canceled but
processed further.
In the Request and Instant execution modes the Fill or Kill policy is always used for market orders, and
the Return policy is always used for limit orders. In this case, when sending orders using OrderSend or
OrderSendAsync, there is no need to specify a fill policy for them.
In the Market and Exchange execution modes the Return policy is always allowed for all the order
types. To find out whether the other policies are allowed, use the SYMBOL_FILLING_FOK and
SYMBOL_FILLING_IOC properties.
Example:
//+------------------------------------------------------------------+
//| Checks if the specified filling mode is allowed |
//+------------------------------------------------------------------+
bool IsFillingTypeAllowed(string symbol,int fill_type)
{
//--- Obtain the value of the property that describes allowed filling modes
int filling=(int)SymbolInfoInteger(symbol,SYMBOL_FILLING_MODE);
//--- Return true, if mode fill_type is allowed
return((filling & fill_type)==fill_type);
}
When sending a trade request using OrderSend() function, an order type from ENUM_ORDER_TYPE
enumeration should be specified for some operations. Not all types of orders may be allowed for a
specific symbol. SYMBOL_ORDER_MODE property describes the flags of the allowed order types.
Identifier Value Description
SYMBOL_ORDER_MARKET 1 Market orders are allowed (Buy
and Sell)
SYMBOL_ORDER_LIMIT 2 Limit orders are allowed (Buy
Limit and Sell Limit)
SYMBOL_ORDER_STOP 4 Stop orders are allowed (Buy
Stop and Sell Stop)
SYMBOL_ORDER_STOP_LIMIT 8 Stop-limit orders are allowed
(Buy Stop Limit and Sell Stop
Limit)
SYMBOL_ORDER_SL 16 Stop Loss is allowed
SYMBOL_ORDER_TP 32 Take Profit is allowed
Example:
//+------------------------------------------------------------------+
//| The function prints out order types allowed for a symbol |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
687 Standard Constants, Enumerations and Structures
void Check_SYMBOL_ORDER_MODE(string symbol)
{
//--- receive the value of the property describing allowed order types
int symbol_order_mode=(int)SymbolInfoInteger(symbol,SYMBOL_ORDER_MODE);
//--- check for market orders (Market Execution)
if((SYMBOL_ORDER_MARKET&symbol_order_mode)==SYMBOL_ORDER_MARKET)
Print(symbol+": Market orders are allowed (Buy and Sell)");
//--- check for Limit orders
if((SYMBOL_ORDER_LIMIT&symbol_order_mode)==SYMBOL_ORDER_LIMIT)
Print(symbol+": Buy Limit and Sell Limit orders are allowed");
//--- check for Stop orders
if((SYMBOL_ORDER_STOP&symbol_order_mode)==SYMBOL_ORDER_STOP)
Print(symbol+": Buy Stop and Sell Stop orders are allowed");
//--- check for Stop Limit orders
if((SYMBOL_ORDER_STOP_LIMIT&symbol_order_mode)==SYMBOL_ORDER_STOP_LIMIT)
Print(symbol+": Buy Stop Limit and Sell Stop Limit orders are allowed");
//--- check if placing a Stop Loss orders is allowed
if((SYMBOL_ORDER_SL&symbol_order_mode)==SYMBOL_ORDER_SL)
Print(symbol+": Stop Loss orders are allowed");
//--- check if placing a Take Profit orders is allowed
if((SYMBOL_ORDER_TP&symbol_order_mode)==SYMBOL_ORDER_TP)
Print(symbol+": Take Profit orders are allowed");
//---
}
The ENUM_SYMBOL_CALC_MODE enumeration is used for obtaining information about how the margin
requirements for a symbol are calculated.
ENUM_SYMBOL_CALC_MODE
Identifier Description Formula
SYMBOL_CALC_MODE_FOREX Forex mode - calculation of Margin:
profit and margin for Forex Lots*Contract_Size/Leverage
Profit: (close_price-
open_price)
*Contract_Size*Lots
SYMBOL_CALC_MODE_FUTURE Futures mode - calculation of Margin: Lots
S margin and profit for futures *InitialMargin*Percentage/100
Profit: (close_price-
open_price)
*TickPrice/TickSize*Lots
SYMBOL_CALC_MODE_CFD CFD mode - calculation of margin Margin: Lots
and profit for CFD *ContractSize*MarketPrice*Per
centage/100
Profit: (close_price-
open_price)
*Contract_Size*Lots
© 2000-2017, MetaQuotes Software Corp.
688 Standard Constants, Enumerations and Structures
SYMBOL_CALC_MODE_CFDIND CFD index mode - calculation of Margin:
EX margin and profit for CFD by (Lots*ContractSize*MarketPric
indexes e)*TickPrice/TickSize
Profit: (close_price-
open_price)
*Contract_Size*Lots
SYMBOL_CALC_MODE_CFDLEV CFD Leverage mode - calculation Margin:
ERAGE of margin and profit for CFD at (Lots*ContractSize*MarketPric
leverage trading e*Percentage)/Leverage
Profit: (close_price-
open_price)
*Contract_Size*Lots
SYMBOL_CALC_MODE_EXCH_S Exchange mode – calculation of Margin:
TOCKS margin and profit for trading Lots*ContractSize*OpenPrice
securities on a stock exchange Profit: (close_price-
open_price)
*Contract_Size*Lots
SYMBOL_CALC_MODE_EXCH_F Futures mode – calculation of Margin: Lots*InitialMargin or
UTURES margin and profit for trading Lots*MaintenanceMargin
futures contracts on a stock Profit: (close_price-
exchange open_price)
*Lots*TickPrice/TickSize
SYMBOL_CALC_MODE_EXCH_F FORTS Futures mode – Margin: Lots*InitialMargin or
UTURES_FORTS calculation of margin and profit Lots*MaintenanceMargin
for trading futures contracts on Profit: (close_price-
FORTS. The margin may be open_price)
reduced by the amount of *Lots*TickPrice/TickSize
MarginDiscount deviation
according to the following rules:
1. If the price of a long position
(buy order) is less than the
estimated price, MarginDiscount
= Lots*((PriceSettle-PriceOrder)
*TickPrice/TickSize)
2. If the price of a short position
(sell order) exceeds the
estimated price, MarginDiscount
= Lots*((PriceOrder-PriceSettle)
*TickPrice/TickSize)
where:
o PriceSettle – estimated
(clearing) price of the
previous session;
o PriceOrder – average
weighted position price or
open price set in the order
(request);
© 2000-2017, MetaQuotes Software Corp.
689 Standard Constants, Enumerations and Structures
o TickPrice – tick price (cost
of the price change by one
point)
o TickSize – tick size
(minimum price change
step)
SYMBOL_CALC_MODE_SERV_C Collateral mode - a symbol is Margin: no
OLLATERAL used as a non-tradable asset on Profit: no
a trading account. The market Market Value:
value of an open position is Lots*ContractSize*MarketPrice
calculated based on the volume, *LiqudityRate
current market price, contract
size and liquidity ratio. The
value is included into Assets,
which are added to Equity. Open
positions of such symbols
increase the Free Margin amount
and are used as additional
margin (collateral) for open
positions of tradable
instruments.
There are several symbol trading modes. Information about trading modes of a certain symbol is
reflected in the values of enumeration ENUM_SYMBOL_TRADE_MODE.
ENUM_SYMBOL_TRADE_MODE
Identifier Description
SYMBOL_TRADE_MODE_DISABLED Trade is disabled for the symbol
SYMBOL_TRADE_MODE_LONGONLY Allowed only long positions
SYMBOL_TRADE_MODE_SHORTONLY Allowed only short positions
SYMBOL_TRADE_MODE_CLOSEONLY Allowed only position close operations
SYMBOL_TRADE_MODE_FULL No trade restrictions
Possible deal execution modes for a certain symbol are defined in enumeration
ENUM_SYMBOL_TRADE_EXECUTION.
ENUM_SYMBOL_TRADE_EXECUTION
Identifier Description
SYMBOL_TRADE_EXECUTION_REQUEST Execution by request
SYMBOL_TRADE_EXECUTION_INSTANT Instant execution
© 2000-2017, MetaQuotes Software Corp.
690 Standard Constants, Enumerations and Structures
SYMBOL_TRADE_EXECUTION_MARKET Market execution
SYMBOL_TRADE_EXECUTION_EXCHANGE Exchange execution
Methods of swap calculation at position transfer are specified in enumeration
ENUM_SYMBOL_SWAP_MODE. The method of swap calculation determines the units of measure of the
SYMBOL_SWAP_LONG and SYMBOL_SWAP_SHORT parameters. For example, if swaps are charged in
the client deposit currency, then the values of those parameters are specified as an amount of money
in the client deposit currency.
ENUM_SYMBOL_SWAP_MODE
Identifier Description
SYMBOL_SWAP_MODE_DISABLED Swaps disabled (no swaps)
SYMBOL_SWAP_MODE_POINTS Swaps are charged in points
SYMBOL_SWAP_MODE_CURRENCY_SYMBOL Swaps are charged in money in base currency of
the symbol
SYMBOL_SWAP_MODE_CURRENCY_MARGIN Swaps are charged in money in margin currency
of the symbol
SYMBOL_SWAP_MODE_CURRENCY_DEPOSIT Swaps are charged in money, in client deposit
currency
SYMBOL_SWAP_MODE_INTEREST_CURRENT Swaps are charged as the specified annual
interest from the instrument price at calculation
of swap (standard bank year is 360 days)
SYMBOL_SWAP_MODE_INTEREST_OPEN Swaps are charged as the specified annual
interest from the open price of position
(standard bank year is 360 days)
SYMBOL_SWAP_MODE_REOPEN_CURRENT Swaps are charged by reopening positions. At
the end of a trading day the position is closed.
Next day it is reopened by the close price +/-
specified number of points (parameters
SYMBOL_SWAP_LONG and
SYMBOL_SWAP_SHORT)
SYMBOL_SWAP_MODE_REOPEN_BID Swaps are charged by reopening positions. At
the end of a trading day the position is closed.
Next day it is reopened by the current Bid price
+/- specified number of points (parameters
SYMBOL_SWAP_LONG and
SYMBOL_SWAP_SHORT)
Values of the ENUM_DAY_OF_WEEK enumeration are used for specifying days of week.
ENUM_DAY_OF_WEEK
© 2000-2017, MetaQuotes Software Corp.
691 Standard Constants, Enumerations and Structures
Identifier Description
SUNDAY Sunday
MONDAY Monday
TUESDAY Tuesday
WEDNESDAY Wednesday
THURSDAY Thursday
FRIDAY Friday
SATURDAY Saturday
An option is a contract, which gives the right, but not the obligation, to buy or sell an underlying asset
(goods, stocks, futures, etc.) at a specified price on or before a specific date. The following
enumerations describe option properties, including the option type and the right arising from it.
ENUM_SYMBOL_OPTION_RIGHT
Identifier Description
SYMBOL_OPTION_RIGHT_CALL A call option gives you the right to buy an asset
at a specified price
SYMBOL_OPTION_RIGHT_PUT A put option gives you the right to sell an asset
at a specified price
ENUM_SYMBOL_OPTION_MODE
Identifier Description
SYMBOL_OPTION_MODE_EUROPEAN European option may only be exercised on a
specified date (expiration, execution date,
delivery date)
SYMBOL_OPTION_MODE_AMERICAN American option may be exercised on any
trading day on or before expiry. The period
within which a buyer can exercise the option is
specified for it
© 2000-2017, MetaQuotes Software Corp.
692 Standard Constants, Enumerations and Structures
Account Properties
To obtain information about the current account there are several functions: AccountInfoInteger(),
AccountInfoDouble() and AccountInfoString(). The function parameter values can accept values from
the corresponding ENUM_ACCOUNT_INFO enumerations.
For the function AccountInfoInteger()
ENUM_ACCOUNT_INFO_INTEGER
Identifier Description Type
ACCOUNT_LOGIN Account number long
ACCOUNT_TRADE_MODE Account trade mode ENUM_ACCOUNT_TRADE_MODE
ACCOUNT_LEVERAGE Account leverage long
ACCOUNT_LIMIT_ORDERS Maximum allowed number of int
active pending orders
ACCOUNT_MARGIN_SO_MODE Mode for setting the minimal ENUM_ACCOUNT_STOPOUT_MO
allowed margin DE
ACCOUNT_TRADE_ALLOWED Allowed trade for the current bool
account
ACCOUNT_TRADE_EXPERT Allowed trade for an Expert bool
Advisor
ACCOUNT_MARGIN_MODE Margin calculation mode ENUM_ACCOUNT_MARGIN_MOD
E
For the function AccountInfoDouble()
ENUM_ACCOUNT_INFO_DOUBLE
Identifier Description Type
ACCOUNT_BALANCE Account balance in the deposit double
currency
ACCOUNT_CREDIT Account credit in the deposit double
currency
ACCOUNT_PROFIT Current profit of an account in double
the deposit currency
ACCOUNT_EQUITY Account equity in the deposit double
currency
ACCOUNT_MARGIN Account margin used in the double
deposit currency
ACCOUNT_MARGIN_FREE Free margin of an account in double
the deposit currency
© 2000-2017, MetaQuotes Software Corp.
693 Standard Constants, Enumerations and Structures
ACCOUNT_MARGIN_LEVEL Account margin level in double
percents
ACCOUNT_MARGIN_SO_CALL Margin call level. Depending on double
the set
ACCOUNT_MARGIN_SO_MODE
is expressed in percents or in
the deposit currency
ACCOUNT_MARGIN_SO_SO Margin stop out level. double
Depending on the set
ACCOUNT_MARGIN_SO_MODE
is expressed in percents or in
the deposit currency
ACCOUNT_MARGIN_INITIAL Initial margin. The amount double
reserved on an account to
cover the margin of all pending
orders
ACCOUNT_MARGIN_MAINTENA Maintenance margin. The double
NCE minimum equity reserved on an
account to cover the minimum
amount of all open positions
ACCOUNT_ASSETS The current assets of an double
account
ACCOUNT_LIABILITIES The current liabilities on an double
account
ACCOUNT_COMMISSION_BLOCK The current blocked double
ED commission amount on an
account
For function AccountInfoString()
ENUM_ACCOUNT_INFO_STRING
Identifier Description Type
ACCOUNT_NAME Client name string
ACCOUNT_SERVER Trade server name string
ACCOUNT_CURRENCY Account currency string
ACCOUNT_COMPANY Name of a company that serves string
the account
There are several types of accounts that can be opened on a trade server. The type of account on
which an MQL5 program is running can be found out using the ENUM_ACCOUNT_TRADE_MODE
enumeration.
ENUM_ACCOUNT_TRADE_MODE
© 2000-2017, MetaQuotes Software Corp.
694 Standard Constants, Enumerations and Structures
Identifier Description
ACCOUNT_TRADE_MODE_DEMO Demo account
ACCOUNT_TRADE_MODE_CONTEST Contest account
ACCOUNT_TRADE_MODE_REAL Real account
In case equity is not enough for maintaining open positions, the Stop Out situation, i.e. forced closing
occurs. The minimum margin level at which Stop Out occurs can be set in percentage or in monetary
terms. To find out the mode set for the account use the ENUM_ACCOUNT_STOPOUT_MODE
enumeration.
ENUM_ACCOUNT_STOPOUT_MODE
Identifier Description
ACCOUNT_STOPOUT_MODE_PERCENT Account stop out mode in percents
ACCOUNT_STOPOUT_MODE_MONEY Account stop out mode in money
ENUM_ACCOUNT_MARGIN_MODE
Identifier Description
ACCOUNT_MARGIN_MODE_RETAIL_NETTING Used for the OTC markets to interpret positions
in the "netting" mode (only one position can
exist for one symbol). The margin is calculated
based on the symbol type
(SYMBOL_TRADE_CALC_MODE).
ACCOUNT_MARGIN_MODE_EXCHANGE Used for the exchange markets. Margin is
calculated based on the discounts specified in
symbol settings. Discounts are set by the
broker, but not less than the values set by the
exchange.
ACCOUNT_MARGIN_MODE_RETAIL_HEDGING Used for the exchange markets where individual
positions are possible (hedging, multiple
positions can exist for one symbol). The margin
is calculated based on the symbol type
(SYMBOL_TRADE_CALC_MODE) taking into
account the hedged margin
(SYMBOL_MARGIN_HEDGED).
An example of the script that outputs a brief account information.
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- Name of the company
string company=AccountInfoString(ACCOUNT_COMPANY);
//--- Name of the client
© 2000-2017, MetaQuotes Software Corp.
695 Standard Constants, Enumerations and Structures
string name=AccountInfoString(ACCOUNT_NAME);
//--- Account number
long login=AccountInfoInteger(ACCOUNT_LOGIN);
//--- Name of the server
string server=AccountInfoString(ACCOUNT_SERVER);
//--- Account currency
string currency=AccountInfoString(ACCOUNT_CURRENCY);
//--- Demo, contest or real account
ENUM_ACCOUNT_TRADE_MODE account_type=(ENUM_ACCOUNT_TRADE_MODE)AccountInfoInteger(ACCOUNT_TRADE_M
//--- Now transform the value of the enumeration into an understandable form
string trade_mode;
switch(account_type)
{
case ACCOUNT_TRADE_MODE_DEMO:
trade_mode="demo";
break;
case ACCOUNT_TRADE_MODE_CONTEST:
trade_mode="contest";
break;
default:
trade_mode="real";
break;
}
//--- Stop Out is set in percentage or money
ENUM_ACCOUNT_STOPOUT_MODE stop_out_mode=(ENUM_ACCOUNT_STOPOUT_MODE)AccountInfoInteger(ACCOUNT_MA
//--- Get the value of the levels when Margin Call and Stop Out occur
double margin_call=AccountInfoDouble(ACCOUNT_MARGIN_SO_CALL);
double stop_out=AccountInfoDouble(ACCOUNT_MARGIN_SO_SO);
//--- Show brief account information
PrintFormat("The account of the client '%s' #%d %s opened in '%s' on the server '%s'",
name,login,trade_mode,company,server);
PrintFormat("Account currency - %s, MarginCall and StopOut levels are set in %s",
currency,(stop_out_mode==ACCOUNT_STOPOUT_MODE_PERCENT)?"percentage":" money");
PrintFormat("MarginCall=%G, StopOut=%G",margin_call,stop_out);
}
© 2000-2017, MetaQuotes Software Corp.
696 Standard Constants, Enumerations and Structures
Testing Statistics
After the testing is over, different parameters of the trading results statistics are calculated. The
values of the parameters can be obtained using the TesterStatistics() function, by specifying the
parameter ID from the ENUM_STATISTICS enumeration.
Although two types of parameters (int and double) are used for calculating statistics, the function
returns all values in the double form. All the statistic values of the double type are expressed in the
deposit currency by default, unless otherwise specified.
ENUM_STATISTICS
ID Description of a statistic Type
parameter
STAT_INITIAL_DEPOSIT The value of the initial deposit double
STAT_WITHDRAWAL Money withdrawn from an double
account
STAT_PROFIT Net profit after testing, the double
sum of STAT_GROSS_PROFIT
and STAT_GROSS_LOSS
(STAT_GROSS_LOSS is always
less than or equal to zero)
STAT_GROSS_PROFIT Total profit, the sum of all double
profitable (positive) trades.
The value is greater than or
equal to zero
STAT_GROSS_LOSS Total loss, the sum of all double
negative trades. The value is
less than or equal to zero
STAT_MAX_PROFITTRADE Maximum profit – the largest double
value of all profitable trades.
The value is greater than or
equal to zero
STAT_MAX_LOSSTRADE Maximum loss – the lowest double
value of all losing trades. The
value is less than or equal to
zero
STAT_CONPROFITMAX Maximum profit in a series of double
profitable trades. The value is
greater than or equal to zero
STAT_CONPROFITMAX_TRADES The number of trades that int
have formed
STAT_CONPROFITMAX
(maximum profit in a series of
profitable trades)
© 2000-2017, MetaQuotes Software Corp.
697 Standard Constants, Enumerations and Structures
STAT_MAX_CONWINS The total profit of the longest double
series of profitable trades
STAT_MAX_CONPROFIT_TRADE The number of trades in the int
S longest series of profitable
trades STAT_MAX_CONWINS
STAT_CONLOSSMAX Maximum loss in a series of double
losing trades. The value is less
than or equal to zero
STAT_CONLOSSMAX_TRADES The number of trades that int
have formed
STAT_CONLOSSMAX (maximum
loss in a series of losing
trades)
STAT_MAX_CONLOSSES The total loss of the longest double
series of losing trades
STAT_MAX_CONLOSS_TRADES The number of trades in the int
longest series of losing trades
STAT_MAX_CONLOSSES
STAT_BALANCEMIN Minimum balance value double
STAT_BALANCE_DD Maximum balance drawdown in double
monetary terms. In the process
of trading, a balance may have
numerous drawdowns; here the
largest value is taken
STAT_BALANCEDD_PERCENT Balance drawdown as a double
percentage that was recorded
at the moment of the
maximum balance drawdown in
monetary terms
(STAT_BALANCE_DD).
STAT_BALANCE_DDREL_PERCE Maximum balance drawdown as double
NT a percentage. In the process of
trading, a balance may have
numerous drawdowns, for each
of which the relative drawdown
value in percents is calculated.
The greatest value is returned
STAT_BALANCE_DD_RELATIVE Balance drawdown in monetary double
terms that was recorded at the
moment of the maximum
balance drawdown as a
percentage
(STAT_BALANCE_DDREL_PERCE
NT).
© 2000-2017, MetaQuotes Software Corp.
698 Standard Constants, Enumerations and Structures
STAT_EQUITYMIN Minimum equity value double
STAT_EQUITY_DD Maximum equity drawdown in double
monetary terms. In the process
of trading, numerous
drawdowns may appear on the
equity; here the largest value
is taken
STAT_EQUITYDD_PERCENT Drawdown in percent that was double
recorded at the moment of the
maximum equity drawdown in
monetary terms
(STAT_EQUITY_DD).
STAT_EQUITY_DDREL_PERCENT Maximum equity drawdown as double
a percentage. In the process of
trading, an equity may have
numerous drawdowns, for each
of which the relative drawdown
value in percents is calculated.
The greatest value is returned
STAT_EQUITY_DD_RELATIVE Equity drawdown in monetary double
terms that was recorded at the
moment of the maximum
equity drawdown in percent
(STAT_EQUITY_DDREL_PERCEN
T).
STAT_EXPECTED_PAYOFF Expected payoff double
STAT_PROFIT_FACTOR Profit factor, equal to the double
ratio of
STAT_GROSS_PROFIT/STAT_G
ROSS_LOSS. If
STAT_GROSS_LOSS=0, the
profit factor is equal to
DBL_MAX
STAT_RECOVERY_FACTOR Recovery factor, equal to the double
ratio of
STAT_PROFIT/STAT_BALANCE_
DD
STAT_SHARPE_RATIO Sharpe ratio double
STAT_MIN_MARGINLEVEL Minimum value of the margin double
level
STAT_CUSTOM_ONTESTER The value of the calculated double
custom optimization criterion
returned by the OnTester()
function
© 2000-2017, MetaQuotes Software Corp.
699 Standard Constants, Enumerations and Structures
STAT_DEALS The number of deals int
STAT_TRADES The number of trades int
STAT_PROFIT_TRADES Profitable trades int
STAT_LOSS_TRADES Losing trades int
STAT_SHORT_TRADES Short trades int
STAT_LONG_TRADES Long trades int
STAT_PROFIT_SHORTTRADES Profitable short trades int
STAT_PROFIT_LONGTRADES Profitable long trades int
STAT_PROFITTRADES_AVGCON Average length of a profitable int
series of trades
STAT_LOSSTRADES_AVGCON Average length of a losing int
series of trades
© 2000-2017, MetaQuotes Software Corp.
700 Standard Constants, Enumerations and Structures
Trade Constants
Various constants used for programming trading strategies are divided into the following groups:
· History Database Properties – receiving general information on a symbol;
· Order properties – obtaining information about trade orders;
· Position properties – obtaining information about current positions;
· Deal properties – obtaining information about deals;
· Trade operation types – description of trade operations available;
· Trade transaction types - description of possible trade transactions types;
· Trade orders in DOM – separation of orders according to the direction of a requested operation.
© 2000-2017, MetaQuotes Software Corp.
701 Standard Constants, Enumerations and Structures
History Database Properties
When accessing timeseries the SeriesInfoInteger() function is used for obtaining additional symbol
information. Identifier of a required property is passed as the function parameter. The identifier can
be one of values of ENUM_SERIES_INFO_INTEGER.
ENUM_SERIES_INFO_INTEGER
Identifier Description Type
SERIES_BARS_COUNT Bars count for the symbol- long
period for the current moment
SERIES_FIRSTDATE The very first date for the datetime
symbol-period for the current
moment
SERIES_LASTBAR_DATE Open time of the last bar of datetime
the symbol-period
SERIES_SERVER_FIRSTDATE The very first date in the datetime
history of the symbol on the
server regardless of the
timeframe
SERIES_TERMINAL_FIRSTDATE The very first date in the datetime
history of the symbol in the
client terminal, regardless of
the timeframe
SERIES_SYNCHRONIZED Symbol/period data bool
synchronization flag for the
current moment
© 2000-2017, MetaQuotes Software Corp.
702 Standard Constants, Enumerations and Structures
Order Properties
Requests to execute trade operations are formalized as orders. Each order has a variety of properties
for reading. Information on them can be obtained using functions OrderGet...() and
HistoryOrderGet...().
For functions OrderGetInteger() and HistoryOrderGetInteger()
ENUM_ORDER_PROPERTY_INTEGER
Identifier Description Type
ORDER_TICKET Order ticket. Unique number long
assigned to each order
ORDER_TIME_SETUP Order setup time datetime
ORDER_TYPE Order type ENUM_ORDER_TYPE
ORDER_STATE Order state ENUM_ORDER_STATE
ORDER_TIME_EXPIRATION Order expiration time datetime
ORDER_TIME_DONE Order execution or cancellation datetime
time
ORDER_TIME_SETUP_MSC The time of placing an order long
for execution in milliseconds
since 01.01.1970
ORDER_TIME_DONE_MSC Order execution/cancellation long
time in milliseconds since
01.01.1970
ORDER_TYPE_FILLING Order filling type ENUM_ORDER_TYPE_FILLING
ORDER_TYPE_TIME Order lifetime ENUM_ORDER_TYPE_TIME
ORDER_MAGIC ID of an Expert Advisor that long
has placed the order (designed
to ensure that each Expert
Advisor places its own unique
number)
ORDER_POSITION_ID Position identifier that is set to long
an order as soon as it is
executed. Each executed order
results in a deal that opens or
modifies an already existing
position. The identifier of
exactly this position is set to
the executed order at this
moment.
ORDER_POSITION_BY_ID Identifier of an opposite long
position used for closing by
© 2000-2017, MetaQuotes Software Corp.
703 Standard Constants, Enumerations and Structures
order ORDER_TYPE_CLOSE_BY
For functions OrderGetDouble() and HistoryOrderGetDouble()
ENUM_ORDER_PROPERTY_DOUBLE
Identifier Description Type
ORDER_VOLUME_INITIAL Order initial volume double
ORDER_VOLUME_CURRENT Order current volume double
ORDER_PRICE_OPEN Price specified in the order double
ORDER_SL Stop Loss value double
ORDER_TP Take Profit value double
ORDER_PRICE_CURRENT The current price of the order double
symbol
ORDER_PRICE_STOPLIMIT The Limit order price for the double
StopLimit order
For functions OrderGetString() and HistoryOrderGetString()
ENUM_ORDER_PROPERTY_STRING
Identifier Description Type
ORDER_SYMBOL Symbol of the order string
ORDER_COMMENT Order comment string
ORDER_EXTERNAL_ID Order identifier in an external string
trading system (on the
Exchange)
When sending a trade request using the OrderSend() function, some operations require the indication
of the order type. The order type is specified in the type field of the special structure
MqlTradeRequest, and can accept values of the ENUM_ORDER_TYPE enumeration.
ENUM_ORDER_TYPE
Identifier Description
ORDER_TYPE_BUY Market Buy order
ORDER_TYPE_SELL Market Sell order
ORDER_TYPE_BUY_LIMIT Buy Limit pending order
ORDER_TYPE_SELL_LIMIT Sell Limit pending order
ORDER_TYPE_BUY_STOP Buy Stop pending order
© 2000-2017, MetaQuotes Software Corp.
704 Standard Constants, Enumerations and Structures
ORDER_TYPE_SELL_STOP Sell Stop pending order
ORDER_TYPE_BUY_STOP_LIMIT Upon reaching the order price, a pending Buy
Limit order is placed at the StopLimit price
ORDER_TYPE_SELL_STOP_LIMIT Upon reaching the order price, a pending Sell
Limit order is placed at the StopLimit price
ORDER_TYPE_CLOSE_BY Order to close a position by an opposite one
Each order has a status that describes its state. To obtain information, use OrderGetInteger() or
HistoryOrderGetInteger() with the ORDER_STATE modifier. Allowed values are stored in the
ENUM_ORDER_STATE enumeration.
ENUM_ORDER_STATE
Identifier Description
ORDER_STATE_STARTED Order checked, but not yet accepted by broker
ORDER_STATE_PLACED Order accepted
ORDER_STATE_CANCELED Order canceled by client
ORDER_STATE_PARTIAL Order partially executed
ORDER_STATE_FILLED Order fully executed
ORDER_STATE_REJECTED Order rejected
ORDER_STATE_EXPIRED Order expired
ORDER_STATE_REQUEST_ADD Order is being registered (placing to the trading
system)
ORDER_STATE_REQUEST_MODIFY Order is being modified (changing its
parameters)
ORDER_STATE_REQUEST_CANCEL Order is being deleted (deleting from the trading
system)
When sending a trade request using the OrderSend() function, the filling policy can be set for an order
in the type_filling field of the special structure MqlTradeRequest. Values of the
ENUM_ORDER_TYPE_FILLING enumeration are allowed. To obtain the value of this property, use the
function OrderGetInteger() or HistoryOrderGetInteger() with the ORDER_TYPE_FILLING modifier.
ENUM_ORDER_TYPE_FILLING
Identifier Description
ORDER_FILLING_FOK This filling policy means that an order can be
filled only in the specified amount. If the
necessary amount of a financial instrument is
© 2000-2017, MetaQuotes Software Corp.
705 Standard Constants, Enumerations and Structures
currently unavailable in the market, the order
will not be executed. The required volume can
be filled using several offers available on the
market at the moment.
ORDER_FILLING_IOC This mode means that a trader agrees to
execute a deal with the volume maximally
available in the market within that indicated in
the order. In case the the entire volume of an
order cannot be filled, the available volume of it
will be filled, and the remaining volume will be
canceled.
ORDER_FILLING_RETURN This policy is used only for market orders
(ORDER_TYPE_BUY and ORDER_TYPE_SELL),
limit and stop limit orders
(ORDER_TYPE_BUY_LIMIT,
ORDER_TYPE_SELL_LIMIT,
ORDER_TYPE_BUY_STOP_LIMIT and
ORDER_TYPE_SELL_STOP_LIMIT ) and only for
the symbols with Market or Exchange execution.
In case of partial filling a market or limit order
with remaining volume is not canceled but
processed further.
For the activation of the
ORDER_TYPE_BUY_STOP_LIMIT and
ORDER_TYPE_SELL_STOP_LIMIT orders, a
corresponding limit order
ORDER_TYPE_BUY_LIMIT/ORDER_TYPE_SELL_LI
MIT with the ORDER_FILLING_RETURN execution
type is created.
The order validity period can be set in the type_time field of the special structure MqlTradeRequest
when sending a trade request using the OrderSend() function. Values of the ENUM_ORDER_TYPE_TIME
enumeration are allowed. To obtain the value of this property use the function OrderGetInteger() or
HistoryOrderGetInteger() with the ORDER_TYPE_TIME modifier.
ENUM_ORDER_TYPE_TIME
Identifier Description
ORDER_TIME_GTC Good till cancel order
ORDER_TIME_DAY Good till current trade day order
ORDER_TIME_SPECIFIED Good till expired order
ORDER_TIME_SPECIFIED_DAY The order will be effective till 23:59:59 of the
specified day. If this time is outside a trading
session, the order expires in the nearest trading
time.
© 2000-2017, MetaQuotes Software Corp.
706 Standard Constants, Enumerations and Structures
Position Properties
Execution of trade operations results in the opening of a position, changing of its volume and/or
direction, or its disappearance. Trade operations are conducted based on orders, sent by the
OrderSend() function in the form of trade requests. For each financial security (symbol) only one open
position is possible. A position has a set of properties available for reading by the PositionGet...()
functions.
For the function PositionGetInteger()
ENUM_POSITION_PROPERTY_INTEGER
Identifier Description Type
POSITION_TICKET Position ticket. Unique number long
assigned to each newly opened
position. It usually matches the
ticket of an order used to open
the position except when the
ticket is changed as a result of
service operations on the
server, for example, when
charging swaps with position
re-opening. To find an order
used to open a position, apply
the POSITION_IDENTIFIER
property.
POSITION_TICKET value
corresponds to
MqlTradeRequest::position.
POSITION_TIME Position open time datetime
POSITION_TIME_MSC Position opening time in long
milliseconds since 01.01.1970
POSITION_TIME_UPDATE Position changing time in long
seconds since 01.01.1970
POSITION_TIME_UPDATE_MSC Position changing time in long
milliseconds since 01.01.1970
POSITION_TYPE Position type ENUM_POSITION_TYPE
POSITION_MAGIC Position magic number (see long
ORDER_MAGIC)
POSITION_IDENTIFIER Position identifier is a unique long
number assigned to each re-
opened position. It does not
change throughout its life cycle
and corresponds to the ticket
© 2000-2017, MetaQuotes Software Corp.
707 Standard Constants, Enumerations and Structures
of an order used to open a
position.
Position identifier is specified
in each order
(ORDER_POSITION_ID) and deal
(DEAL_POSITION_ID) used to
open, modify, or close it. Use
this property to search for
orders and deals related to the
position.
When reversing a position in
netting mode (using a single
in/out trade),
POSITION_IDENTIFIER does not
change. However,
POSITION_TICKET is replaced
with the ticket of the order
that led to the reversal.
Position reversal is not
provided in hedging mode.
For the function PositionGetDouble()
ENUM_POSITION_PROPERTY_DOUBLE
Identifier Description Type
POSITION_VOLUME Position volume double
POSITION_PRICE_OPEN Position open price double
POSITION_SL Stop Loss level of opened double
position
POSITION_TP Take Profit level of opened double
position
POSITION_PRICE_CURRENT Current price of the position double
symbol
POSITION_SWAP Cumulative swap double
POSITION_PROFIT Current profit double
For the function PositionGetString()
ENUM_POSITION_PROPERTY_STRING
Identifier Description Type
POSITION_SYMBOL Symbol of the position string
POSITION_COMMENT Position comment string
© 2000-2017, MetaQuotes Software Corp.
708 Standard Constants, Enumerations and Structures
Direction of an open position (buy or sell) is defined by the value from the ENUM_POSITION_TYPE
enumeration. In order to obtain the type of an open position use the PositionGetInteger() function
with the POSITION_TYPE modifier.
ENUM_POSITION_TYPE
Identifier Description
POSITION_TYPE_BUY Buy
POSITION_TYPE_SELL Sell
© 2000-2017, MetaQuotes Software Corp.
709 Standard Constants, Enumerations and Structures
Deal Properties
A deal is the reflection of the fact of a trade operation execution based on an order that contains a
trade request. Each trade is described by properties that allow to obtain information about it. In order
to read values of properties, functions of the HistoryDealGet...() type are used, that return values
from corresponding enumerations.
For the function HistoryDealGetInteger()
ENUM_DEAL_PROPERTY_INTEGER
Identifier Description Type
DEAL_TICKET Deal ticket. Unique number long
assigned to each deal
DEAL_ORDER Deal order number long
DEAL_TIME Deal time datetime
DEAL_TIME_MSC The time of a deal execution in long
milliseconds since 01.01.1970
DEAL_TYPE Deal type ENUM_DEAL_TYPE
DEAL_ENTRY Deal entry - entry in, entry out, ENUM_DEAL_ENTRY
reverse
DEAL_MAGIC Deal magic number (see long
ORDER_MAGIC)
DEAL_POSITION_ID Identifier of a position, in the long
opening, modification or
closing of which this deal took
part. Each position has a
unique identifier that is
assigned to all deals executed
for the symbol during the
entire lifetime of the position.
For the function HistoryDealGetDouble()
ENUM_DEAL_PROPERTY_DOUBLE
Identifier Description Type
DEAL_VOLUME Deal volume double
DEAL_PRICE Deal price double
DEAL_COMMISSION Deal commission double
DEAL_SWAP Cumulative swap on close double
DEAL_PROFIT Deal profit double
For the function HistoryDealGetString()
© 2000-2017, MetaQuotes Software Corp.
710 Standard Constants, Enumerations and Structures
ENUM_DEAL_PROPERTY_STRING
Identifier Description Type
DEAL_SYMBOL Deal symbol string
DEAL_COMMENT Deal comment string
DEAL_EXTERNAL_ID Deal identifier in an external string
trading system (on the
Exchange)
Each deal is characterized by a type, allowed values are enumerated in ENUM_DEAL_TYPE. In order to
obtain information about the deal type, use the HistoryDealGetInteger() function with the DEAL_TYPE
modifier.
ENUM_DEAL_TYPE
Identifier Description
DEAL_TYPE_BUY Buy
DEAL_TYPE_SELL Sell
DEAL_TYPE_BALANCE Balance
DEAL_TYPE_CREDIT Credit
DEAL_TYPE_CHARGE Additional charge
DEAL_TYPE_CORRECTION Correction
DEAL_TYPE_BONUS Bonus
DEAL_TYPE_COMMISSION Additional commission
DEAL_TYPE_COMMISSION_DAILY Daily commission
DEAL_TYPE_COMMISSION_MONTHLY Monthly commission
DEAL_TYPE_COMMISSION_AGENT_DAILY Daily agent commission
DEAL_TYPE_COMMISSION_AGENT_MONTHLY Monthly agent commission
DEAL_TYPE_INTEREST Interest rate
DEAL_TYPE_BUY_CANCELED Canceled buy deal. There can be a situation
when a previously executed buy deal is canceled.
In this case, the type of the previously executed
deal (DEAL_TYPE_BUY) is changed to
DEAL_TYPE_BUY_CANCELED, and its profit/loss
is zeroized. Previously obtained profit/loss is
charged/withdrawn using a separated balance
operation
© 2000-2017, MetaQuotes Software Corp.
711 Standard Constants, Enumerations and Structures
DEAL_TYPE_SELL_CANCELED Canceled sell deal. There can be a situation
when a previously executed sell deal is canceled.
In this case, the type of the previously executed
deal (DEAL_TYPE_SELL) is changed to
DEAL_TYPE_SELL_CANCELED, and its profit/loss
is zeroized. Previously obtained profit/loss is
charged/withdrawn using a separated balance
operation
DEAL_DIVIDEND Dividend operations
DEAL_DIVIDEND_FRANKED Franked (non-taxable) dividend operations
DEAL_TAX Tax charges
Deals differ not only in their types set in ENUM_DEAL_TYPE, but also in the way they change positions.
This can be a simple position opening, or accumulation of a previously opened position (market
entering), position closing by an opposite deal of a corresponding volume (market exiting), or position
reversing, if the opposite-direction deal covers the volume of the previously opened position.
All these situations are described by values from the ENUM_DEAL_ENTRY enumeration. In order to
receive this information about a deal, use the HistoryDealGetInteger() function with the DEAL_ENTRY
modifier.
ENUM_DEAL_ENTRY
Identifier Description
DEAL_ENTRY_IN Entry in
DEAL_ENTRY_OUT Entry out
DEAL_ENTRY_INOUT Reverse
DEAL_ENTRY_OUT_BY Сlose a position by an opposite one
© 2000-2017, MetaQuotes Software Corp.
712 Standard Constants, Enumerations and Structures
Trade Operation Types
Trading is done by sending orders to open positions using the OrderSend() function, as well as to
place, modify or delete pending orders. Each trade order refers to the type of the requested operation.
Trading operations are described in the ENUM_TRADE_REQUEST_ACTIONS enumeration.
ENUM_TRADE_REQUEST_ACTIONS
Identifier Description
TRADE_ACTION_DEAL Place a trade order for an immediate execution
with the specified parameters (market order)
TRADE_ACTION_PENDING Place a trade order for the execution under
specified conditions (pending order)
TRADE_ACTION_SLTP Modify Stop Loss and Take Profit values of an
opened position
TRADE_ACTION_MODIFY Modify the parameters of the order placed
previously
TRADE_ACTION_REMOVE Delete the pending order placed previously
TRADE_ACTION_CLOSE_BY Close a position by an opposite one
Example of the TRADE_ACTION_DEAL trade operation for opening a Buy position:
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
//+------------------------------------------------------------------+
//| Opening Buy position |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request={0};
MqlTradeResult result={0};
//--- parameters of request
request.action =TRADE_ACTION_DEAL; // type of trade operation
request.symbol =Symbol(); // symbol
request.volume =0.1; // volume of 0.1 lot
request.type =ORDER_TYPE_BUY; // order type
request.price =SymbolInfoDouble(Symbol(),SYMBOL_ASK); // price for opening
request.deviation=5; // allowed deviation from the price
request.magic =EXPERT_MAGIC; // MagicNumber of the order
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, outpu
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order);
}
//+------------------------------------------------------------------+
Example of the TRADE_ACTION_DEAL trade operation for opening a Sell position:
© 2000-2017, MetaQuotes Software Corp.
713 Standard Constants, Enumerations and Structures
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
//+------------------------------------------------------------------+
//| Opening Sell position |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request={0};
MqlTradeResult result={0};
//--- parameters of request
request.action =TRADE_ACTION_DEAL; // type of trade operation
request.symbol =Symbol(); // symbol
request.volume =0.2; // volume of 0.2 lot
request.type =ORDER_TYPE_SELL; // order type
request.price =SymbolInfoDouble(Symbol(),SYMBOL_BID); // price for opening
request.deviation=5; // allowed deviation from the price
request.magic =EXPERT_MAGIC; // MagicNumber of the order
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, outpu
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order);
}
//+------------------------------------------------------------------+
Example of the TRADE_ACTION_DEAL trade operation for closing positions:
© 2000-2017, MetaQuotes Software Corp.
714 Standard Constants, Enumerations and Structures
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
//+------------------------------------------------------------------+
//| Closing all positions |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request;
MqlTradeResult result;
int total=PositionsTotal(); // number of open positions
//--- iterate over all open positions
for(int i=total-1; i>=0; i--)
{
//--- parameters of the order
ulong position_ticket=PositionGetTicket(i); // ticket o
string position_symbol=PositionGetString(POSITION_SYMBOL); // symbol
int digits=(int)SymbolInfoInteger(position_symbol,SYMBOL_DIGITS); // number o
ulong magic=PositionGetInteger(POSITION_MAGIC); // MagicNum
double volume=PositionGetDouble(POSITION_VOLUME); // volume o
ENUM_POSITION_TYPE type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); // type of
//--- output information about the position
PrintFormat("#%I64u %s %s %.2f %s [%I64d]",
position_ticket,
position_symbol,
EnumToString(type),
volume,
DoubleToString(PositionGetDouble(POSITION_PRICE_OPEN),digits),
magic);
//--- if the MagicNumber matches
if(magic==EXPERT_MAGIC)
{
//--- zeroing the request and result values
ZeroMemory(request);
ZeroMemory(result);
//--- setting the operation parameters
request.action =TRADE_ACTION_DEAL; // type of trade operation
request.position =position_ticket; // ticket of the position
request.symbol =position_symbol; // symbol
request.volume =volume; // volume of the position
request.deviation=5; // allowed deviation from the price
request.magic =EXPERT_MAGIC; // MagicNumber of the position
//--- set the price and order type depending on the position type
if(type==POSITION_TYPE_BUY)
{
request.price=SymbolInfoDouble(position_symbol,SYMBOL_BID);
request.type =ORDER_TYPE_SELL;
}
else
{
request.price=SymbolInfoDouble(position_symbol,SYMBOL_ASK);
request.type =ORDER_TYPE_BUY;
}
//--- output information about the closure
PrintFormat("Close #%I64d %s %s",position_ticket,position_symbol,EnumToString(type));
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, ou
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order)
//---
}
© 2000-2017, MetaQuotes Software Corp.
715 Standard Constants, Enumerations and Structures
}
}
//+------------------------------------------------------------------+
Example of the TRADE_ACTION_PENDING trade operation for placing a pending order:
© 2000-2017, MetaQuotes Software Corp.
716 Standard Constants, Enumerations and Structures
#property description "Example of placing pending orders"
#property script_show_inputs
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
input ENUM_ORDER_TYPE orderType=ORDER_TYPE_BUY_LIMIT; // order type
//+------------------------------------------------------------------+
//| Placing pending orders |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request={0};
MqlTradeResult result={0};
//--- parameters to place a pending order
request.action =TRADE_ACTION_PENDING; // type of trade operation
request.symbol =Symbol(); // symbol
request.volume =0.1; // volume of 0.1 lot
request.deviation=2; // allowed deviation from th
request.magic =EXPERT_MAGIC; // MagicNumber of the order
int offset = 50; // offset from the current p
double price; // order triggering price
double point=SymbolInfoDouble(_Symbol,SYMBOL_POINT); // value of point
int digits=SymbolInfoInteger(_Symbol,SYMBOL_DIGITS); // number of decimal places
//--- checking the type of operation
if(orderType==ORDER_TYPE_BUY_LIMIT)
{
request.type =ORDER_TYPE_BUY_LIMIT; // order type
price=SymbolInfoDouble(Symbol(),SYMBOL_ASK)-offset*point; // price for opening
request.price =NormalizeDouble(price,digits); // normalized opening price
}
else if(orderType==ORDER_TYPE_SELL_LIMIT)
{
request.type =ORDER_TYPE_SELL_LIMIT; // order type
price=SymbolInfoDouble(Symbol(),SYMBOL_ASK)+offset*point; // price for opening
request.price =NormalizeDouble(price,digits); // normalized opening price
}
else if(orderType==ORDER_TYPE_BUY_STOP)
{
request.type =ORDER_TYPE_BUY_STOP; // order type
price =SymbolInfoDouble(Symbol(),SYMBOL_ASK)+offset*point; // price for opening
request.price=NormalizeDouble(price,digits); // normalized opening price
}
else if(orderType==ORDER_TYPE_SELL_STOP)
{
request.type =ORDER_TYPE_SELL_STOP; // order type
price=SymbolInfoDouble(Symbol(),SYMBOL_ASK)-offset*point; // price for opening
request.price =NormalizeDouble(price,digits); // normalized opening price
}
else Alert("This example is only for placing pending orders"); // if not pending order is sele
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the re
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order);
}
//+------------------------------------------------------------------+
Example of the TRADE_ACTION_SLTP trade operation for modifying the Stop Loss and Take Profit
values of an open position:
© 2000-2017, MetaQuotes Software Corp.
717 Standard Constants, Enumerations and Structures
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
//+------------------------------------------------------------------+
//| Modification of Stop Loss and Take Profit of position |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request;
MqlTradeResult result;
int total=PositionsTotal(); // number of open positions
//--- iterate over all open positions
for(int i=0; i<total; i++)
{
//--- parameters of the order
ulong position_ticket=PositionGetTicket(i);// ticket of the position
string position_symbol=PositionGetString(POSITION_SYMBOL); // symbol
int digits=(int)SymbolInfoInteger(position_symbol,SYMBOL_DIGITS); // number of decimal pla
ulong magic=PositionGetInteger(POSITION_MAGIC); // MagicNumber of the position
double volume=PositionGetDouble(POSITION_VOLUME); // volume of the position
double sl=PositionGetDouble(POSITION_SL); // Stop Loss of the position
double tp=PositionGetDouble(POSITION_TP); // Take Profit of the position
ENUM_POSITION_TYPE type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); // type of th
//--- output information about the position
PrintFormat("#%I64u %s %s %.2f %s sl: %s tp: %s [%I64d]",
position_ticket,
position_symbol,
EnumToString(type),
volume,
DoubleToString(PositionGetDouble(POSITION_PRICE_OPEN),digits),
DoubleToString(sl,digits),
DoubleToString(tp,digits),
magic);
//--- if the MagicNumber matches, Stop Loss and Take Profit are not defined
if(magic==EXPERT_MAGIC && sl==0 && tp==0)
{
© 2000-2017, MetaQuotes Software Corp.
718 Standard Constants, Enumerations and Structures
//--- calculate the current price levels
double price=PositionGetDouble(POSITION_PRICE_OPEN);
double bid=SymbolInfoDouble(position_symbol,SYMBOL_BID);
double ask=SymbolInfoDouble(position_symbol,SYMBOL_ASK);
int stop_level=(int)SymbolInfoInteger(position_symbol,SYMBOL_TRADE_STOPS_LEVEL);
double price_level;
//--- if the minimum allowed offset distance in points from the current close price is not
if(stop_level<=0)
stop_level=150; // set the offset distance of 150 points from the current close price
else
stop_level+=50; // set the offset distance to (SYMBOL_TRADE_STOPS_LEVEL + 50) points fo
//--- calculation and rounding of the Stop Loss and Take Profit values
price_level=stop_level*SymbolInfoDouble(position_symbol,SYMBOL_POINT);
if(type==POSITION_TYPE_BUY)
{
sl=NormalizeDouble(bid-price_level,digits);
tp=NormalizeDouble(ask+price_level,digits);
}
else
{
sl=NormalizeDouble(ask+price_level,digits);
tp=NormalizeDouble(bid-price_level,digits);
}
//--- zeroing the request and result values
ZeroMemory(request);
ZeroMemory(result);
//--- setting the operation parameters
request.action =TRADE_ACTION_SLTP; // type of trade operation
request.position=position_ticket; // ticket of the position
request.symbol=position_symbol; // symbol
request.sl =sl; // Stop Loss of the position
request.tp =tp; // Take Profit of the position
request.magic=EXPERT_MAGIC; // MagicNumber of the position
//--- output information about the modification
PrintFormat("Modify #%I64d %s %s",position_ticket,position_symbol,EnumToString(type));
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, ou
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order)
}
}
}
//+------------------------------------------------------------------+
Example of the TRADE_ACTION_MODIFY trade operation for modifying the price levels of pending
orders:
© 2000-2017, MetaQuotes Software Corp.
719 Standard Constants, Enumerations and Structures
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
//+------------------------------------------------------------------+
//| Modification of pending orders |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request={0};
MqlTradeResult result={0};
int total=OrdersTotal(); // total number of placed pending orders
//--- iterate over all placed pending orders
for(int i=0; i<total; i++)
{
//--- parameters of the order
ulong order_ticket=OrderGetTicket(i); // order ticket
string order_symbol=Symbol(); // symbol
int digits=(int)SymbolInfoInteger(order_symbol,SYMBOL_DIGITS); // number of decimal place
ulong magic=OrderGetInteger(ORDER_MAGIC); // MagicNumber of the orde
double volume=OrderGetDouble(ORDER_VOLUME_CURRENT); // current volume of the o
double sl=OrderGetDouble(ORDER_SL); // current Stop Loss of th
double tp=OrderGetDouble(ORDER_TP); // current Take Profit of
ENUM_ORDER_TYPE type=(ENUM_ORDER_TYPE)OrderGetInteger(ORDER_TYPE); // type of the order
int offset = 50; // offset from the current
double price; // order triggering price
double point=SymbolInfoDouble(order_symbol,SYMBOL_POINT); // value of point
//--- output information about the order
PrintFormat("#%I64u %s %s %.2f %s sl: %s tp: %s [%I64d]",
order_ticket,
order_symbol,
EnumToString(type),
volume,
DoubleToString(PositionGetDouble(POSITION_PRICE_OPEN),digits),
DoubleToString(sl,digits),
DoubleToString(tp,digits),
magic);
//--- if the MagicNumber matches, Stop Loss and Take Profit are not defined
if(magic==EXPERT_MAGIC && sl==0 && tp==0)
{
request.action=TRADE_ACTION_MODIFY; // type of trade operation
request.order = OrderGetTicket(i); // order ticket
request.symbol =Symbol(); // symbol
request.deviation=5; // allowed deviation from th
//--- setting the price level, Take Profit and Stop Loss of the order depending on its type
if(type==ORDER_TYPE_BUY_LIMIT)
{
price = SymbolInfoDouble(Symbol(),SYMBOL_ASK)-offset*point;
request.tp = NormalizeDouble(price+offset*point,digits);
request.sl = NormalizeDouble(price-offset*point,digits);
request.price =NormalizeDouble(price,digits); // normalized opening p
}
else if(type==ORDER_TYPE_SELL_LIMIT)
{
price = SymbolInfoDouble(Symbol(),SYMBOL_BID)+offset*point;
request.tp = NormalizeDouble(price-offset*point,digits);
request.sl = NormalizeDouble(price+offset*point,digits);
request.price =NormalizeDouble(price,digits); // normalized opening
}
else if(type==ORDER_TYPE_BUY_STOP)
{
price = SymbolInfoDouble(Symbol(),SYMBOL_BID)+offset*point;
request.tp = NormalizeDouble(price+offset*point,digits);
© 2000-2017, MetaQuotes Software Corp.
720 Standard Constants, Enumerations and Structures
request.sl = NormalizeDouble(price-offset*point,digits);
request.price =NormalizeDouble(price,digits); // normalized opening
}
else if(type==ORDER_TYPE_SELL_STOP)
{
price = SymbolInfoDouble(Symbol(),SYMBOL_ASK)-offset*point;
request.tp = NormalizeDouble(price-offset*point,digits);
request.sl = NormalizeDouble(price+offset*point,digits);
request.price =NormalizeDouble(price,digits); // normalized opening
}
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, ou
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order)
//--- zeroing the request and result values
ZeroMemory(request);
ZeroMemory(result);
}
}
}
//+------------------------------------------------------------------+
Example of the TRADE_ACTION_REMOVE trade operation for deleting pending orders:
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
//+------------------------------------------------------------------+
//| Deleting pending orders |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request={0};
MqlTradeResult result={0};
int total=OrdersTotal(); // total number of placed pending orders
//--- iterate over all placed pending orders
for(int i=total-1; i>=0; i--)
{
ulong order_ticket=OrderGetTicket(i); // order ticket
ulong magic=OrderGetInteger(ORDER_MAGIC); // MagicNumber of the order
//--- if the MagicNumber matches
if(magic==EXPERT_MAGIC)
{
//--- zeroing the request and result values
ZeroMemory(request);
ZeroMemory(result);
//--- setting the operation parameters
request.action=TRADE_ACTION_REMOVE; // type of trade operation
request.order = order_ticket; // order ticket
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, ou
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order)
}
}
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
721 Standard Constants, Enumerations and Structures
Example of the TRADE_ACTION_CLOSE_BY trade operation for closing positions by opposite positions:
© 2000-2017, MetaQuotes Software Corp.
722 Standard Constants, Enumerations and Structures
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
//+------------------------------------------------------------------+
//| Close all positions by opposite positions |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request;
MqlTradeResult result;
int total=PositionsTotal(); // number of open positions
//--- iterate over all open positions
for(int i=total-1; i>=0; i--)
{
//--- parameters of the order
ulong position_ticket=PositionGetTicket(i); // ticket of
string position_symbol=PositionGetString(POSITION_SYMBOL); // symbol
int digits=(int)SymbolInfoInteger(position_symbol,SYMBOL_DIGITS); // ticket of
ulong magic=PositionGetInteger(POSITION_MAGIC); // MagicNumbe
double volume=PositionGetDouble(POSITION_VOLUME); // volume of
double sl=PositionGetDouble(POSITION_SL); // Stop Loss
double tp=PositionGetDouble(POSITION_TP); // Take Profi
ENUM_POSITION_TYPE type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); // type of th
//--- output information about the position
PrintFormat("#%I64u %s %s %.2f %s sl: %s tp: %s [%I64d]",
position_ticket,
position_symbol,
EnumToString(type),
volume,
DoubleToString(PositionGetDouble(POSITION_PRICE_OPEN),digits),
DoubleToString(sl,digits),
DoubleToString(tp,digits),
magic);
//--- if the MagicNumber matches
if(magic==EXPERT_MAGIC)
{
for(int j=0; j<i; j++)
{
string symbol=PositionGetSymbol(j); // symbol of the opposite position
//--- if the symbols of the opposite and initial positions match
if(symbol==position_symbol && PositionGetInteger(POSITION_MAGIC)==EXPERT_MAGIC)
{
//--- set the type of the opposite position
ENUM_POSITION_TYPE type_by=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
//--- leave, if the types of the initial and opposite positions match
if(type==type_by)
continue;
//--- zeroing the request and result values
ZeroMemory(request);
ZeroMemory(result);
//--- setting the operation parameters
request.action=TRADE_ACTION_CLOSE_BY; // type of trade opera
request.position=position_ticket; // ticket of the posit
request.position_by=PositionGetInteger(POSITION_TICKET); // ticket of the oppos
//request.symbol =position_symbol;
request.magic=EXPERT_MAGIC; // MagicNumber of the
//--- output information about the closure by opposite position
PrintFormat("Close #%I64d %s %s by #%I64d",position_ticket,position_symbol,EnumToStr
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the reques
© 2000-2017, MetaQuotes Software Corp.
723 Standard Constants, Enumerations and Structures
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.
}
}
}
}
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
724 Standard Constants, Enumerations and Structures
Trade Transaction Types
When performing some definite actions on a trade account, its state changes. Such actions include:
· Sending a trade request from any MQL5 application in the client terminal using OrderSend and
OrderSendAsync functions and its further execution;
· Sending a trade request via the terminal graphical interface and its further execution;
· Pending orders and stop orders activation on the server;
· Performing operations on a trade server side.
The following trade transactions are performed as a result of these actions:
· handling a trade request;
· changing open orders;
· changing orders history;
· changing deals history;
· changing positions.
For example, when sending a market buy order, it is handled, an appropriate buy order is created for
the account, the order is then executed and removed from the list of the open ones, then it is added
to the orders history, an appropriate deal is added to the history and a new position is created. All
these actions are trade transactions.
To let a programmer to track the actions performed in relation to a trade account,
OnTradeTransaction function has been provided. This handler allows to get trade transactions applied
to an account in MQL5 application. Trade transaction description is submitted in OnTradeTransaction
first parameter using MqlTradeTransaction structure.
Trade transaction type is submitted in the type parameter of MqlTradeTransaction structure. Possible
types of trade transactions are described by the following enumeration:
ENUM_TRADE_TRANSACTION_TYPE
Identifier Description
TRADE_TRANSACTION_ORDER_ADD Adding a new open order.
TRADE_TRANSACTION_ORDER_UPDATE Updating an open order. The updates include not
only evident changes from the client terminal or
a trade server sides but also changes of an order
state when setting it (for example, transition
from ORDER_STATE_STARTED to
ORDER_STATE_PLACED or from
ORDER_STATE_PLACED to
ORDER_STATE_PARTIAL, etc.).
TRADE_TRANSACTION_ORDER_DELETE Removing an order from the list of the open
ones. An order can be deleted from the open
ones as a result of setting an appropriate
request or execution (filling) and moving to the
history.
© 2000-2017, MetaQuotes Software Corp.
725 Standard Constants, Enumerations and Structures
TRADE_TRANSACTION_DEAL_ADD Adding a deal to the history. The action is
performed as a result of an order execution or
performing operations with an account balance.
TRADE_TRANSACTION_DEAL_UPDATE Updating a deal in the history. There may be
cases when a previously executed deal is
changed on a server. For example, a deal has
been changed in an external trading system
(exchange) where it was previously transferred
by a broker.
TRADE_TRANSACTION_DEAL_DELETE Deleting a deal from the history. There may be
cases when a previously executed deal is deleted
from a server. For example, a deal has been
deleted in an external trading system
(exchange) where it was previously transferred
by a broker.
TRADE_TRANSACTION_HISTORY_ADD Adding an order to the history as a result of
execution or cancellation.
TRADE_TRANSACTION_HISTORY_UPDATE Changing an order located in the orders history.
This type is provided for enhancing functionality
on a trade server side.
TRADE_TRANSACTION_HISTORY_DELETE Deleting an order from the orders history. This
type is provided for enhancing functionality on a
trade server side.
TRADE_TRANSACTION_POSITION Changing a position not related to a deal
execution. This type of transaction shows that a
position has been changed on a trade server
side. Position volume, open price, Stop Loss and
Take Profit levels can be changed. Data on
changes are submitted in MqlTradeTransaction
structure via OnTradeTransaction handler.
Position change (adding, changing or closing),
as a result of a deal execution, does not lead to
the occurrence of
TRADE_TRANSACTION_POSITION transaction.
TRADE_TRANSACTION_REQUEST Notification of the fact that a trade request has
been processed by a server and processing result
has been received. Only type field (trade
transaction type) must be analyzed for such
transactions in MqlTradeTransaction structure.
The second and third parameters of
OnTradeTransaction (request and result) must
be analyzed for additional data.
Depending on a trade transaction type, various parameters are filled in MqlTradeTransaction structure
describing it. A detailed description of submitted data is shown in "Structure of a Trade Transaction".
See also
© 2000-2017, MetaQuotes Software Corp.
726 Standard Constants, Enumerations and Structures
Structure of a Trade Transaction, OnTradeTransaction
© 2000-2017, MetaQuotes Software Corp.
727 Standard Constants, Enumerations and Structures
Trade Orders in Depth Of Market
For equity securities, the Depth of Market window is available, where you can see the current Buy and
Sell orders. Desired direction of a trade operation, required amount and requested price are specified
for each order.
To obtain information about the current state of the DOM by MQL5 means, the MarketBookGet()
function is used, which places the DOM "screen shot" into the MqlBookInfo array of structures. Each
element of the array in the type field contains information about the direction of the order - the value
of the ENUM_BOOK_TYPE enumeration.
ENUM_BOOK_TYPE
Identifier Description
BOOK_TYPE_SELL Sell order (Offer)
BOOK_TYPE_BUY Buy order (Bid)
BOOK_TYPE_SELL_MARKET Sell order by Market
BOOK_TYPE_BUY_MARKET Buy order by Market
See also
Structures and classes, Structure of the DOM, Trade operation types, Market Info
© 2000-2017, MetaQuotes Software Corp.
728 Standard Constants, Enumerations and Structures
Signal Properties
The following enumerations are used when working with trading signals and signal copy settings.
Enumeration of double type properties of the trading signal:
ENUM_SIGNAL_BASE_DOUBLE
ID Description
SIGNAL_BASE_BALANCE Account balance
SIGNAL_BASE_EQUITY Account equity
SIGNAL_BASE_GAIN Account gain
SIGNAL_BASE_MAX_DRAWDOWN Account maximum drawdown
SIGNAL_BASE_PRICE Signal subscription price
SIGNAL_BASE_ROI Return on Investment (%)
Enumeration of integer type properties of the trading signal:
ENUM_SIGNAL_BASE_INTEGER
ID Description
SIGNAL_BASE_DATE_PUBLISHED Publication date (date when it become available
for subscription)
SIGNAL_BASE_DATE_STARTED Monitoring starting date
SIGNAL_BASE_ID Signal ID
SIGNAL_BASE_LEVERAGE Account leverage
SIGNAL_BASE_PIPS Profit in pips
SIGNAL_BASE_RATING Position in rating
SIGNAL_BASE_SUBSCRIBERS Number of subscribers
SIGNAL_BASE_TRADES Number of trades
SIGNAL_BASE_TRADE_MODE Account type (0-real, 1-demo, 2-contest)
Enumeration of string type properties of the trading signal:
ENUM_SIGNAL_BASE_STRING
ID Description
SIGNAL_BASE_AUTHOR_LOGIN Author login
SIGNAL_BASE_BROKER Broker name (company)
SIGNAL_BASE_BROKER_SERVER Broker server
© 2000-2017, MetaQuotes Software Corp.
729 Standard Constants, Enumerations and Structures
SIGNAL_BASE_NAME Signal name
SIGNAL_BASE_CURRENCY Signal base currency
Enumeration of double type properties of the signal copy settings:
ENUM_SIGNAL_INFO_DOUBLE
ID Description
SIGNAL_INFO_EQUITY_LIMIT Equity limit
SIGNAL_INFO_SLIPPAGE Slippage (used when placing market orders in
synchronization of positions and copying of
trades)
SIGNAL_INFO_VOLUME_PERCENT Maximum percent of deposit used (%), r/o
Enumeration of integer type properties of the signal copy settings:
ENUM_SIGNAL_INFO_INTEGER
ID Description
SIGNAL_INFO_CONFIRMATIONS_DISABLED The flag enables synchronization without
confirmation dialog
SIGNAL_INFO_COPY_SLTP Copy Stop Loss and Take Profit flag
SIGNAL_INFO_DEPOSIT_PERCENT Deposit percent (%)
SIGNAL_INFO_ID Signal id, r/o
SIGNAL_INFO_SUBSCRIPTION_ENABLED "Copy trades by subscription" permission flag
SIGNAL_INFO_TERMS_AGREE "Agree to terms of use of Signals service" flag,
r/o
Enumeration of string type properties of the signal copy settings:
ENUM_SIGNAL_INFO_STRING
ID Description
SIGNAL_INFO_NAME Signal name, r/o
See also
Trade signals
© 2000-2017, MetaQuotes Software Corp.
730 Standard Constants, Enumerations and Structures
Named Constants
All constants used in MQL5 can be divided into the following groups:
· Predefined macro substitutions – values are substituted during compilation;
· Mathematical constants – values of some mathematical expressions;
· Numerical type constants – some of the simple type restrictions;
· Uninitialization reason codes – description of uninitialization reasons;
· Checking Object Pointer – enumeration of types of pointers returned by the CheckPointer() function;
· Other constants – all other constants.
© 2000-2017, MetaQuotes Software Corp.
731 Standard Constants, Enumerations and Structures
Predefined Macro Substitutions
To simplify the debugging process and obtain information about operation of a mql5-program, there
are special macro constant, values of which are set at the moment of compilation. The easiest way to
use these constants is outputting values by the Print() function, as it's shown in the example.
Constant Description
__DATE__ File compilation date without time (hours,
minutes and seconds are equal to 0)
__DATETIME__ File compilation date and time
__LINE__ Line number in the source code, in which the
macro is located
__FILE__ Name of the currently compiled file
__PATH__ An absolute path to the file that is currently
being compiled
__FUNCTION__ Name of the function, in whose body the macro
is located
__FUNCSIG__ Signature of the function in whose body the
macro is located. Logging of the full description
of functions can be useful in the identification
of overloaded functions
__MQLBUILD__,__MQL5BUILD__ Compiler build number
Example:
#property copyright "Copyright © 2009, MetaQuotes Software Corp."
#property link "https://www.metaquotes.net"
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- an example of information output at Expert Advisor initialization
Print(" __FUNCTION__ = ",__FUNCTION__," __LINE__ = ",__LINE__);
//--- set the interval between the timer events
EventSetTimer(5);
//---
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- an example of information output at Expert Advisor deinitialization
Print(" __FUNCTION__ = ",__FUNCTION__," __LINE__ = ",__LINE__);
© 2000-2017, MetaQuotes Software Corp.
732 Standard Constants, Enumerations and Structures
//---
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//--- information output at tick receipt
Print(" __MQLBUILD__ = ",__MQLBUILD__," __FILE__ = ",__FILE__);
Print(" __FUNCTION__ = ",__FUNCTION__," __LINE__ = ",__LINE__);
test1(__FUNCTION__);
test2();
//---
}
//+------------------------------------------------------------------+
//| test1 |
//+------------------------------------------------------------------+
void test1(string par)
{
//--- information output inside the function
Print(" __FUNCTION__ = ",__FUNCTION__," __LINE__ = ",__LINE__," par = ",par);
}
//+------------------------------------------------------------------+
//| test2 |
//+------------------------------------------------------------------+
void test2()
{
//--- information output inside the function
Print(" __FUNCTION__ = ",__FUNCTION__," __LINE__ = ",__LINE__);
}
//+------------------------------------------------------------------+
//| OnTimer event handler |
//+------------------------------------------------------------------+
void OnTimer()
{
//---
Print(" __FUNCTION__ = ",__FUNCTION__," __LINE__ = ",__LINE__);
test1(__FUNCTION__);
}
© 2000-2017, MetaQuotes Software Corp.
733 Standard Constants, Enumerations and Structures
Mathematical Constants
Special constants containing values are reserved for some mathematical expressions. These constants
can be used in any place of the program instead of calculating their values using mathematical
functions.
Constant Description Value
M_E e 2.71828182845904523536
M_LOG2E log2(e) 1.44269504088896340736
M_LOG10E log10(e) 0.434294481903251827651
M_LN2 ln(2) 0.693147180559945309417
M_LN10 ln(10) 2.30258509299404568402
M_PI pi 3.14159265358979323846
M_PI_2 pi/2 1.57079632679489661923
M_PI_4 pi/4 0.785398163397448309616
M_1_PI 1/pi 0.318309886183790671538
M_2_PI 2/pi 0.636619772367581343076
M_2_SQRTPI 2/sqrt(pi) 1.12837916709551257390
M_SQRT2 sqrt(2) 1.41421356237309504880
M_SQRT1_2 1/sqrt(2) 0.707106781186547524401
Example:
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- print the values of constants
Print("M_E = ",DoubleToString(M_E,16));
Print("M_LOG2E = ",DoubleToString(M_LOG2E,16));
Print("M_LOG10E = ",DoubleToString(M_LOG10E,16));
Print("M_LN2 = ",DoubleToString(M_LN2,16));
Print("M_LN10 = ",DoubleToString(M_LN10,16));
Print("M_PI = ",DoubleToString(M_PI,16));
Print("M_PI_2 = ",DoubleToString(M_PI_2,16));
Print("M_PI_4 = ",DoubleToString(M_PI_4,16));
Print("M_1_PI = ",DoubleToString(M_1_PI,16));
Print("M_2_PI = ",DoubleToString(M_2_PI,16));
Print("M_2_SQRTPI = ",DoubleToString(M_2_SQRTPI,16));
Print("M_SQRT2 = ",DoubleToString(M_SQRT2,16));
Print("M_SQRT1_2 = ",DoubleToString(M_SQRT1_2,16));
© 2000-2017, MetaQuotes Software Corp.
734 Standard Constants, Enumerations and Structures
© 2000-2017, MetaQuotes Software Corp.
735 Standard Constants, Enumerations and Structures
Numerical Type Constants
Each simple numerical type is intended for a certain type of tasks and allows optimizing the operation
of a mql5-program when used correctly. For a better code readability and correct handling of
calculation results, there are constants which allow to receive information about restrictions set to a
certain type of simple data.
Constant Description Value
CHAR_MIN Minimal value, which can be -128
represented by char type
CHAR_MAX Maximal value, which can be 127
represented by char type
UCHAR_MAX Maximal value, which can be 255
represented by uchar type
SHORT_MIN Minimal value, which can be -32768
represented by short type
SHORT_MAX Maximal value, which can be 32767
represented by short type
USHORT_MAX Maximal value, which can be 65535
represented by ushort type
INT_MIN Minimal value, which can be -2147483648
represented by int type
INT_MAX Maximal value, which can be 2147483647
represented by int type
UINT_MAX Maximal value, which can be 4294967295
represented by uint type
LONG_MIN Minimal value, which can be -9223372036854775808
represented by long type
LONG_MAX Maximal value, which can be 9223372036854775807
represented by long type
ULONG_MAX Maximal value, which can be 18446744073709551615
represented by ulong type
DBL_MIN Minimal positive value, which 2.2250738585072014e-308
can be represented by double
type
DBL_MAX Maximal value, which can be 1.7976931348623158e+308
represented by double type
DBL_EPSILON Minimal value, which satisfies 2.2204460492503131e-016
the condition:
1.0+DBL_EPSILON != 1.0 (for
double type)
© 2000-2017, MetaQuotes Software Corp.
736 Standard Constants, Enumerations and Structures
DBL_DIG Number of significant decimal 15
digits for double type
DBL_MANT_DIG Number of bits in a mantissa 53
for double type
DBL_MAX_10_EXP Maximal decimal value of 308
exponent degree for double
type
DBL_MAX_EXP Maximal binary value of 1024
exponent degree for double
type
DBL_MIN_10_EXP Minimal decimal value of (-307)
exponent degree for double
type
DBL_MIN_EXP Minimal binary value of (-1021)
exponent degree for double
type
FLT_MIN Minimal positive value, which 1.175494351e-38
can be represented by float
type
FLT_MAX Maximal value, which can be 3.402823466e+38
represented by float type
FLT_EPSILON Minimal value, which satisfies 1.192092896e–07
the condition:
1.0+DBL_EPSILON != 1.0 (for
float type)
FLT_DIG Number of significant decimal 6
digits for float type
FLT_MANT_DIG Number of bits in a mantissa 24
for float type
FLT_MAX_10_EXP Maximal decimal value of 38
exponent degree for float type
FLT_MAX_EXP Maximal binary value of 128
exponent degree for float type
FLT_MIN_10_EXP Minimal decimal value of -37
exponent degree for float type
FLT_MIN_EXP Minimal binary value of (-125)
exponent degree for float type
Example:
void OnStart()
{
//--- print the constant values
© 2000-2017, MetaQuotes Software Corp.
737 Standard Constants, Enumerations and Structures
printf("CHAR_MIN = %d",CHAR_MIN);
printf("CHAR_MAX = %d",CHAR_MAX);
printf("UCHAR_MAX = %d",UCHAR_MAX);
printf("SHORT_MIN = %d",SHORT_MIN);
printf("SHORT_MAX = %d",SHORT_MAX);
printf("USHORT_MAX = %d",USHORT_MAX);
printf("INT_MIN = %d",INT_MIN);
printf("INT_MAX = %d",INT_MAX);
printf("UINT_MAX = %u",UINT_MAX);
printf("LONG_MIN = %I64d",LONG_MIN);
printf("LONG_MAX = %I64d",LONG_MAX);
printf("ULONG_MAX = %I64u",ULONG_MAX);
printf("EMPTY_VALUE = %.16e",EMPTY_VALUE);
printf("DBL_MIN = %.16e",DBL_MIN);
printf("DBL_MAX = %.16e",DBL_MAX);
printf("DBL_EPSILON = %.16e",DBL_EPSILON);
printf("DBL_DIG = %d",DBL_DIG);
printf("DBL_MANT_DIG = %d",DBL_MANT_DIG);
printf("DBL_MAX_10_EXP = %d",DBL_MAX_10_EXP);
printf("DBL_MAX_EXP = %d",DBL_MAX_EXP);
printf("DBL_MIN_10_EXP = %d",DBL_MIN_10_EXP);
printf("DBL_MIN_EXP = %d",DBL_MIN_EXP);
printf("FLT_MIN = %.8e",FLT_MIN);
printf("FLT_MAX = %.8e",FLT_MAX);
printf("FLT_EPSILON = %.8e",FLT_EPSILON);
}
© 2000-2017, MetaQuotes Software Corp.
738 Standard Constants, Enumerations and Structures
Uninitialization Reason Codes
Uninitialization reason codes are returned by the UninitializeReason() function. The possible values are
the following:
Constant Value Description
REASON_PROGRAM 0 Expert Advisor terminated its
operation by calling the
ExpertRemove() function
REASON_REMOVE 1 Program has been deleted
from the chart
REASON_RECOMPILE 2 Program has been recompiled
REASON_CHARTCHANGE 3 Symbol or chart period has
been changed
REASON_CHARTCLOSE 4 Chart has been closed
REASON_PARAMETERS 5 Input parameters have been
changed by a user
REASON_ACCOUNT 6 Another account has been
activated or reconnection to
the trade server has occurred
due to changes in the account
settings
REASON_TEMPLATE 7 A new template has been
applied
REASON_INITFAILED 8 This value means that OnInit()
handler has returned a nonzero
value
REASON_CLOSE 9 Terminal has been closed
The uninitialization reason code is also passed as a parameter of the predetermined function
OnDeinit(const int reason).
Example:
//+------------------------------------------------------------------+
//| get text description |
//+------------------------------------------------------------------+
string getUninitReasonText(int reasonCode)
{
string text="";
//---
switch(reasonCode)
{
case REASON_ACCOUNT:
text="Account was changed";break;
© 2000-2017, MetaQuotes Software Corp.
739 Standard Constants, Enumerations and Structures
case REASON_CHARTCHANGE:
text="Symbol or timeframe was changed";break;
case REASON_CHARTCLOSE:
text="Chart was closed";break;
case REASON_PARAMETERS:
text="Input-parameter was changed";break;
case REASON_RECOMPILE:
text="Program "+__FILE__+" was recompiled";break;
case REASON_REMOVE:
text="Program "+__FILE__+" was removed from chart";break;
case REASON_TEMPLATE:
text="New template was applied to chart";break;
default:text="Another reason";
}
//---
return text;
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- The first way to get the uninitialization reason code
Print(__FUNCTION__,"_Uninitalization reason code = ",reason);
//--- The second way to get the uninitialization reason code
Print(__FUNCTION__,"_UninitReason = ",getUninitReasonText(_UninitReason));
}
© 2000-2017, MetaQuotes Software Corp.
740 Standard Constants, Enumerations and Structures
Checking Object Pointer
The CheckPointer() function is used for checking the type of the object pointer. The function returns a
value of the ENUM_POINTER_TYPE enumeration. If an incorrect pointer is used, the program execution
will be immediately terminated.
Objects created by the new() operator are of POINTER_DYNAMIC type. The delete() operator can and
should be used only for such pointers.
All other pointers are of POINTER_AUTOMATIC type, which means that this object has been created
automatically by the mql5 program environment. Such objects are deleted automatically after being
used.
ENUM_POINTER_TYPE
Constant Description
POINTER_INVALID Incorrect pointer
POINTER_DYNAMIC Pointer of the object created by the new()
operator
POINTER_AUTOMATIC Pointer of any objects created automatically
(not using new())
See also
Runtime errors, Object Delete Operator delete, CheckPointer
© 2000-2017, MetaQuotes Software Corp.
741 Standard Constants, Enumerations and Structures
Other Constants
The CLR_NONE constant is used to outline the absence of color, it means that the graphical object or
graphical series of an indicator will not be plotted. This constant was not included into the Web-color
constants list, but it can be applied everywhere where the color arguments are required.
The INVALID_HANDLE constant can be used for checking file handles (see FileOpen() and
FileFindFirst()).
Constant Description Value
CHARTS_MAX The maximum possible 100
number of simultaneously open
charts in the terminal
clrNONE Absence of color -1
EMPTY_VALUE Empty value in an indicator DBL_MAX
buffer
INVALID_HANDLE Incorrect handle -1
IS_DEBUG_MODE Flag that a mq5-program non zero in debug mode,
operates in debug mode otherwise zero
IS_PROFILE_MODE Flag that a mq5-program non zero in profiling mode,
operates in profiling mode otherwise zero
NULL Zero for any types 0
WHOLE_ARRAY Means the number of items -1
remaining until the end of the
array, i.e., the entire array
will be processed
WRONG_VALUE The constant can be implicitly -1
cast to any enumeration type
The EMPTY_VALUE constant usually corresponds to the values of indicators that are not shown in the
chart. For example, for built-in indicator Standard Deviation with a period of 20, the line for the first
19 bars in the history is not shown in the chart. If you create a handle of this indicator with the
iStdDev() function and copy it to an array of indicator values for these bars through CopyBuffer(), then
these values will be equal to EMPTY_VALUE.
You can choose to specify for a custom indicator your own empty value of the indicator, when the
indicator shouldn't be drawn in the chart. Use the PlotIndexSetDouble() function with the
PLOT_EMPTY_VALUE modifier.
The NULL constant can be assigned to a variable of any simple type or to an object structure or class
pointer. The NULL assignment for a string variable means the full deinitialization of this variable.
The WRONG_VALUE constant is intended for cases, when it is necessary to return value of an
enumeration, and this must be a wrong value. For example, when we need to inform that a return
value is a value from this enumeration. Let's consider as an example some function CheckLineStyle(),
which returns the line style for an object, specified by its name. If at style check by
© 2000-2017, MetaQuotes Software Corp.
742 Standard Constants, Enumerations and Structures
ObjectGetInteger() the result is true, a value from ENUM_LINE_STYLE is returned; otherwise
WRONG_VALUE is returned.
void OnStart()
{
if(CheckLineStyle("MyChartObject")==WRONG_VALUE)
printf("Error line style getting.");
}
//+------------------------------------------------------------------+
//| returns the line style for an object specified by its name |
//+------------------------------------------------------------------+
ENUM_LINE_STYLE CheckLineStyle(string name)
{
long style;
//---
if(ObjectGetInteger(0,name,OBJPROP_STYLE,0,style))
return((ENUM_LINE_STYLE)style);
else
return(WRONG_VALUE);
}
The WHOLE_ARRAY constant is intended for functions that require specifying the number of elements
in processed arrays:
· ArrayCopy();
· ArrayMinimum();
· ArrayMaximum();
· FileReadArray();
· FileWriteArray().
If you want to specify that all the array values from a specified position till the end must be processed,
you should specify just the WHOLE_ARRAY value.
IS_PROFILE_MODE constant allows changing a program operation for correct data collection in the
profiling mode. Profiling allows measuring the execution time of the individual program fragments
(usually comprising functions), as well as calculating the number of such calls. Sleep() function calls
can be disabled to determine the execution time in the profiling mode, like in this example:
//--- Sleep can greatly affect (change) profiling result
if(!IS_PROFILE_MODE) Sleep(100); // disabling Sleep() call in the profiling mode
IS_PROFILE_MODE constant value is set by the compiler during the compilation, while it is set to zero
in conventional mode. When launching a program in the profiling mode, a special compilation is
performed and IS_PROFILE_MODE is replaced with a non-zero value.
The IS_DEBUG_MODE constant can be useful when you need to slightly change the operation of a mql5
program in the debugging mode. For example, in debug mode you may need to display additional
debugging information in the terminal log or create additional graphical objects in a chart.
© 2000-2017, MetaQuotes Software Corp.
743 Standard Constants, Enumerations and Structures
The following example creates a Label object and sets its description and color depending on the script
running mode. In order to run a script in the debug mode from MetaEditor, press F5. If you run the
script from the browser window in the terminal, then the color and text of the object Label will be
different.
Example:
//+------------------------------------------------------------------+
//| Check_DEBUG_MODE.mq5 |
//| Copyright © 2009, MetaQuotes Software Corp. |
//| https://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, MetaQuotes Software Corp."
#property link "https://www.metaquotes.net"
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//---
string label_name="invisible_label";
if(ObjectFind(0,label_name)<0)
{
Print("Object",label_name,"not found. Error code = ",GetLastError());
//--- create Label
ObjectCreate(0,label_name,OBJ_LABEL,0,0,0);
//--- set X coordinate
ObjectSetInteger(0,label_name,OBJPROP_XDISTANCE,200);
//--- set Y coordinate
ObjectSetInteger(0,label_name,OBJPROP_YDISTANCE,300);
ResetLastError();
if(IS_DEBUG_MODE) // debug mode
{
//--- show message about the script execution mode
ObjectSetString(0,label_name,OBJPROP_TEXT,"DEBUG MODE");
//--- set text color to red
if(!ObjectSetInteger(0,label_name,OBJPROP_COLOR,clrRed))
Print("Unable to set the color. Error",GetLastError());
}
else // operation mode
{
ObjectSetString(0,label_name,OBJPROP_TEXT,"RELEASE MODE");
//--- set text color to invisible
if(!ObjectSetInteger(0,label_name,OBJPROP_COLOR,CLR_NONE))
Print("Unable to set the color. Error ",GetLastError());
}
ChartRedraw();
DebugBreak(); // here termination will occur, if we are in debug mode
}
© 2000-2017, MetaQuotes Software Corp.
744 Standard Constants, Enumerations and Structures
Crypt Methods
The ENUM_CRYPT_METHOD enumeration is used to specify the data transformation method, used in
CryptEncode() and CryptDecode() functions.
ENUM_CRYPT_METHOD
Constant Description
CRYPT_BASE64 BASE64
CRYPT_AES128 AES encryption with 128 bit key (16 bytes)
CRYPT_AES256 AES encryption with 256 bit key (32 bytes)
CRYPT_DES DES encryption with 56 bit key (7 bytes)
CRYPT_HASH_SHA1 SHA1 HASH calculation
CRYPT_HASH_SHA256 SHA256 HASH calculation
CRYPT_HASH_MD5 MD5 HASH calculation
CRYPT_ARCH_ZIP ZIP archives
See also
DebugBreak, Executed MQL5 program properties, CryptEncode(), CryptDecode()
© 2000-2017, MetaQuotes Software Corp.
745 Standard Constants, Enumerations and Structures
Data Structures
MQL5 Language offers 8 predefined structures:
· MqlDateTime is intended for working with date and time;
· MqlParam can send input parameters when creating a handle of the indicator using the
IndicatorCreate() function;
· MqlRates is intended for manipulating the historical data, it contains information about the price,
volume and spread;
· MqlBookInfo is intended for obtaining information about the Depth of Market;
· MqlTradeRequest is used for creating a trade request for trade operations;
· MqlTradeCheckResult is intended for checking the prepared trade request before sending it;
· MqlTradeResult contains a trade server reply to a trade request, sent by OrderSend() function;
· MqlTradeTransaction contains description of a trade transaction;
· MqlTick is designed for fast retrieval of the most requested information about current prices.
© 2000-2017, MetaQuotes Software Corp.
746 Standard Constants, Enumerations and Structures
MqlDateTime
The date type structure contains eight fields of the int type:
struct MqlDateTime
{
int year; // Year
int mon; // Month
int day; // Day
int hour; // Hour
int min; // Minutes
int sec; // Seconds
int day_of_week; // Day of week (0-Sunday, 1-Monday, ... ,6-Saturday)
int day_of_year; // Day number of the year (January 1st is assigned the number value of zero)
};
Note
The day number of the year day_of_year for the leap year, since March, will differ from a number of
the corresponding day for a non-leap year.
Example:
void OnStart()
{
//---
datetime date1=D'2008.03.01';
datetime date2=D'2009.03.01';
MqlDateTime str1,str2;
TimeToStruct(date1,str1);
TimeToStruct(date2,str2);
printf("%02d.%02d.%4d, day of year = %d",str1.day,str1.mon,
str1.year,str1.day_of_year);
printf("%02d.%02d.%4d, day of year = %d",str2.day,str2.mon,
str2.year,str2.day_of_year);
}
/* Result:
01.03.2008, day of year = 60
01.03.2009, day of year = 59
*/
See also
TimeToStruct, Structures and Classes
© 2000-2017, MetaQuotes Software Corp.
747 Standard Constants, Enumerations and Structures
The Structure of Input Parameters of Indicators (MqlParam)
The MqlParam structure has been specially designed to provide input parameters when creating the
handle of a technical indicator using the IndicatorCreate() function.
struct MqlParam
{
ENUM_DATATYPE type; // type of the input parameter, value of ENUM_DATATYP
long integer_value; // field to store an integer type
double double_value; // field to store a double type
string string_value; // field to store a string type
};
All input parameters of an indicator are transmitted in the form of an array of the MqlParam type, the
type field of each element of this array specifies the type of data transmitted by the element. The
indicator values must be first placed in the appropriate fields for each element (in integer_value, in
double_value or string_value) depending on what value of ENUM_DATATYPE enumeration is specified
in the type field.
If the IND_CUSTOM value is passed third as the indicator type to the IndicatorCreate() function, the
first element of the array of input parameters must have the type field with the value of TYPE_STRING
from the ENUM_DATATYPE enumeration, and the string_value field must contain the name of the
custom indicator.
© 2000-2017, MetaQuotes Software Corp.
748 Standard Constants, Enumerations and Structures
MqlRates
This structure stores information about the prices, volumes and spread.
struct MqlRates
{
datetime time; // Period start time
double open; // Open price
double high; // The highest price of the period
double low; // The lowest price of the period
double close; // Close price
long tick_volume; // Tick volume
int spread; // Spread
long real_volume; // Trade volume
};
Example:
void OnStart()
{
MqlRates rates[];
int copied=CopyRates(NULL,0,0,100,rates);
if(copied<=0)
Print("Error copying price data ",GetLastError());
else Print("Copied ",ArraySize(rates)," bars");
}
See also
CopyRates, Access to timeseries
© 2000-2017, MetaQuotes Software Corp.
749 Standard Constants, Enumerations and Structures
MqlBookInfo
It provides information about the market depth data.
struct MqlBookInfo
{
ENUM_BOOK_TYPE type; // Order type from ENUM_BOOK_TYPE enumeration
double price; // Price
long volume; // Volume
};
Note
The MqlBookInfo structure is predefined, thus it doesn't require any declaration and description. To
use the structure, just declare a variable of this type.
The DOM is available only for some symbols.
Example:
MqlBookInfo priceArray[];
bool getBook=MarketBookGet(NULL,priceArray);
if(getBook)
{
int size=ArraySize(priceArray);
Print("MarketBookInfo about ",Symbol());
}
else
{
Print("Failed to receive DOM for the symbol ",Symbol());
}
See also
MarketBookAdd, MarketBookRelease, MarketBookGet, Trade Orders in DOM, Data Types
© 2000-2017, MetaQuotes Software Corp.
750 Standard Constants, Enumerations and Structures
The Trade Request Structure (MqlTradeRequest)
Interaction between the client terminal and a trade server for executing the order placing operation is
performed by using trade requests. The trade request is represented by the special predefined
structure of MqlTradeRequest type, which contain all the fields necessary to perform trade deals. The
request processing result is represented by the structure of MqlTradeResult type.
struct MqlTradeRequest
{
ENUM_TRADE_REQUEST_ACTIONS action; // Trade operation type
ulong magic; // Expert Advisor ID (magic number)
ulong order; // Order ticket
string symbol; // Trade symbol
double volume; // Requested volume for a deal in lots
double price; // Price
double stoplimit; // StopLimit level of the order
double sl; // Stop Loss level of the order
double tp; // Take Profit level of the order
ulong deviation; // Maximal possible deviation from the requested
ENUM_ORDER_TYPE type; // Order type
ENUM_ORDER_TYPE_FILLING type_filling; // Order execution type
ENUM_ORDER_TYPE_TIME type_time; // Order expiration type
datetime expiration; // Order expiration time (for the orders of ORDE
string comment; // Order comment
ulong position; // Position ticket
ulong position_by; // The ticket of an opposite position
};
Fields description
Field Description
action Trade operation type. Can be one of the
ENUM_TRADE_REQUEST_ACTIONS enumeration
values.
magic Expert Advisor ID. It allows organizing analytical
processing of trade orders. Each Expert Advisor
can set its own unique ID when sending a trade
request.
order Order ticket. It is used for modifying pending
orders.
symbol Symbol of the order. It is not necessary for
order modification and position close
operations.
volume Requested order volume in lots. Note that the
real volume of a deal will depend on the order
execution type.
© 2000-2017, MetaQuotes Software Corp.
751 Standard Constants, Enumerations and Structures
price Price, reaching which the order must be
executed. Market orders of symbols, whose
execution type is "Market
Execution" (SYMBOL_TRADE_EXECUTION_MARK
ET), of TRADE_ACTION_DEAL type, do not
require specification of price.
stoplimit The price value, at which the Limit pending
order will be placed, when price reaches the
price value (this condition is obligatory). Until
then the pending order is not placed.
sl Stop Loss price in case of the unfavorable price
movement
tp Take Profit price in the case of the favorable
price movement
deviation The maximal price deviation, specified in
points
type Order type. Can be one of the
ENUM_ORDER_TYPE enumeration values.
type_filling Order execution type. Can be one of the
enumeration ENUM_ORDER_TYPE_FILLING
values.
type_time Order expiration type. Can be one of the
enumeration ENUM_ORDER_TYPE_TIME values.
expiration Order expiration time (for orders of
ORDER_TIME_SPECIFIED type)
comment Order comment
position Ticket of a position. Should be filled in when a
position is modified or closed to identify the
position. As a rule it is equal to the ticket of
the order, based on which the position was
opened.
position_by Ticket of an opposite position. Used when a
position is closed by an opposite one open for
the same symbol in the opposite direction.
When modifying or closing a position in the hedging system, make sure to specify its ticket
(MqlTradeRequest::position). The ticket can also be specified in the netting system, though a
position is identified by the symbol name.
For sending orders to perform trade operations it is necessary to use the OrderSend() function. For
each trade operation it is necessary to specify obligatory fields; optional fields also may be filled.
There are seven possible cases to send a trade order:
© 2000-2017, MetaQuotes Software Corp.
752 Standard Constants, Enumerations and Structures
Request Execution
This is a trade order to open a position in the Request Execution mode (trade upon requested
prices). It requires to specify the following 9 fields:
· action
· symbol
· volume
· price
· sl
· tp
· deviation
· type
· type_filling
Also it is possible to specify the "magic" and "comment" field values.
Instant Execution
This is a trade order to open a position in the Instant Execution mode (trade by current prices). It
requires specification of the following 9 fields:
· action
· symbol
· volume
· price
· sl
· tp
· deviation
· type
· type_filling
Also it is possible to specify the "magic" and "comment" field values.
Market Execution
This is a trade order to open a position in the Market Execution mode. It requires to specify the
following 5 fields:
· action
· symbol
· volume
· type
· type_filling
Also it is possible to specify the "magic" and "comment" field values.
Exchange Execution
This is a trade order to open a position in the Exchange Execution mode. It requires to specify the
following 5 fields:
· action
· symbol
· volume
© 2000-2017, MetaQuotes Software Corp.
753 Standard Constants, Enumerations and Structures
· type
· type_filling
Also it is possible to specify the "magic" and "comment" field values.
Example of the TRADE_ACTION_DEAL trade operation for opening a Buy position:
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
//+------------------------------------------------------------------+
//| Opening Buy position |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request={0};
MqlTradeResult result={0};
//--- parameters of request
request.action =TRADE_ACTION_DEAL; // type of trade operation
request.symbol =Symbol(); // symbol
request.volume =0.1; // volume of 0.1 lot
request.type =ORDER_TYPE_BUY; // order type
request.price =SymbolInfoDouble(Symbol(),SYMBOL_ASK); // price for opening
request.deviation=5; // allowed deviation from the price
request.magic =EXPERT_MAGIC; // MagicNumber of the order
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, outpu
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order);
}
//+------------------------------------------------------------------+
Example of the TRADE_ACTION_DEAL trade operation for opening a Sell position:
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
//+------------------------------------------------------------------+
//| Opening Sell position |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request={0};
MqlTradeResult result={0};
//--- parameters of request
request.action =TRADE_ACTION_DEAL; // type of trade operation
request.symbol =Symbol(); // symbol
request.volume =0.2; // volume of 0.2 lot
request.type =ORDER_TYPE_SELL; // order type
request.price =SymbolInfoDouble(Symbol(),SYMBOL_BID); // price for opening
request.deviation=5; // allowed deviation from the price
request.magic =EXPERT_MAGIC; // MagicNumber of the order
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, outpu
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
754 Standard Constants, Enumerations and Structures
Example of the TRADE_ACTION_DEAL trade operation for closing positions:
© 2000-2017, MetaQuotes Software Corp.
755 Standard Constants, Enumerations and Structures
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
//+------------------------------------------------------------------+
//| Closing all positions |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request;
MqlTradeResult result;
int total=PositionsTotal(); // number of open positions
//--- iterate over all open positions
for(int i=total-1; i>=0; i--)
{
//--- parameters of the order
ulong position_ticket=PositionGetTicket(i); // ticket o
string position_symbol=PositionGetString(POSITION_SYMBOL); // symbol
int digits=(int)SymbolInfoInteger(position_symbol,SYMBOL_DIGITS); // number o
ulong magic=PositionGetInteger(POSITION_MAGIC); // MagicNum
double volume=PositionGetDouble(POSITION_VOLUME); // volume o
ENUM_POSITION_TYPE type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); // type of
//--- output information about the position
PrintFormat("#%I64u %s %s %.2f %s [%I64d]",
position_ticket,
position_symbol,
EnumToString(type),
volume,
DoubleToString(PositionGetDouble(POSITION_PRICE_OPEN),digits),
magic);
//--- if the MagicNumber matches
if(magic==EXPERT_MAGIC)
{
//--- zeroing the request and result values
ZeroMemory(request);
ZeroMemory(result);
//--- setting the operation parameters
request.action =TRADE_ACTION_DEAL; // type of trade operation
request.position =position_ticket; // ticket of the position
request.symbol =position_symbol; // symbol
request.volume =volume; // volume of the position
request.deviation=5; // allowed deviation from the price
request.magic =EXPERT_MAGIC; // MagicNumber of the position
//--- set the price and order type depending on the position type
if(type==POSITION_TYPE_BUY)
{
request.price=SymbolInfoDouble(position_symbol,SYMBOL_BID);
request.type =ORDER_TYPE_SELL;
}
else
{
request.price=SymbolInfoDouble(position_symbol,SYMBOL_ASK);
request.type =ORDER_TYPE_BUY;
}
//--- output information about the closure
PrintFormat("Close #%I64d %s %s",position_ticket,position_symbol,EnumToString(type));
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, ou
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order)
//---
}
© 2000-2017, MetaQuotes Software Corp.
756 Standard Constants, Enumerations and Structures
}
}
//+------------------------------------------------------------------+
SL & TP Modification
Trade order to modify the StopLoss and/or TakeProfit price levels. It requires to specify the
following 4 fields:
· action
· symbol
· sl
· tp
· position
Example of the TRADE_ACTION_SLTP trade operation for modifying the Stop Loss and Take Profit
values of an open position:
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
//+------------------------------------------------------------------+
//| Modification of Stop Loss and Take Profit of position |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request;
MqlTradeResult result;
int total=PositionsTotal(); // number of open positions
//--- iterate over all open positions
for(int i=0; i<total; i++)
{
//--- parameters of the order
ulong position_ticket=PositionGetTicket(i);// ticket of the position
string position_symbol=PositionGetString(POSITION_SYMBOL); // symbol
int digits=(int)SymbolInfoInteger(position_symbol,SYMBOL_DIGITS); // number of decimal pla
ulong magic=PositionGetInteger(POSITION_MAGIC); // MagicNumber of the position
double volume=PositionGetDouble(POSITION_VOLUME); // volume of the position
double sl=PositionGetDouble(POSITION_SL); // Stop Loss of the position
double tp=PositionGetDouble(POSITION_TP); // Take Profit of the position
ENUM_POSITION_TYPE type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); // type of th
//--- output information about the position
PrintFormat("#%I64u %s %s %.2f %s sl: %s tp: %s [%I64d]",
position_ticket,
position_symbol,
EnumToString(type),
volume,
DoubleToString(PositionGetDouble(POSITION_PRICE_OPEN),digits),
DoubleToString(sl,digits),
DoubleToString(tp,digits),
magic);
//--- if the MagicNumber matches, Stop Loss and Take Profit are not defined
if(magic==EXPERT_MAGIC && sl==0 && tp==0)
{
© 2000-2017, MetaQuotes Software Corp.
757 Standard Constants, Enumerations and Structures
//--- calculate the current price levels
double price=PositionGetDouble(POSITION_PRICE_OPEN);
double bid=SymbolInfoDouble(position_symbol,SYMBOL_BID);
double ask=SymbolInfoDouble(position_symbol,SYMBOL_ASK);
int stop_level=(int)SymbolInfoInteger(position_symbol,SYMBOL_TRADE_STOPS_LEVEL);
double price_level;
//--- if the minimum allowed offset distance in points from the current close price is not
if(stop_level<=0)
stop_level=150; // set the offset distance of 150 points from the current close price
else
stop_level+=50; // set the offset distance to (SYMBOL_TRADE_STOPS_LEVEL + 50) points fo
//--- calculation and rounding of the Stop Loss and Take Profit values
price_level=stop_level*SymbolInfoDouble(position_symbol,SYMBOL_POINT);
if(type==POSITION_TYPE_BUY)
{
sl=NormalizeDouble(bid-price_level,digits);
tp=NormalizeDouble(ask+price_level,digits);
}
else
{
sl=NormalizeDouble(ask+price_level,digits);
tp=NormalizeDouble(bid-price_level,digits);
}
//--- zeroing the request and result values
ZeroMemory(request);
ZeroMemory(result);
//--- setting the operation parameters
request.action =TRADE_ACTION_SLTP; // type of trade operation
request.position=position_ticket; // ticket of the position
request.symbol=position_symbol; // symbol
request.sl =sl; // Stop Loss of the position
request.tp =tp; // Take Profit of the position
request.magic=EXPERT_MAGIC; // MagicNumber of the position
//--- output information about the modification
PrintFormat("Modify #%I64d %s %s",position_ticket,position_symbol,EnumToString(type));
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, ou
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order)
}
}
}
//+------------------------------------------------------------------+
Pending Order
Trade order to place a pending order. It requires to specify the following 11 fields:
· action
· symbol
· volume
· price
· stoplimit
· sl
· tp
· type
© 2000-2017, MetaQuotes Software Corp.
758 Standard Constants, Enumerations and Structures
· type_filling
· type_time
· expiration
Also it is possible to specify the "magic" and "comment" field values.
Example of the TRADE_ACTION_PENDING trade operation for placing a pending order:
© 2000-2017, MetaQuotes Software Corp.
759 Standard Constants, Enumerations and Structures
#property description "Example of placing pending orders"
#property script_show_inputs
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
input ENUM_ORDER_TYPE orderType=ORDER_TYPE_BUY_LIMIT; // order type
//+------------------------------------------------------------------+
//| Placing pending orders |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request={0};
MqlTradeResult result={0};
//--- parameters to place a pending order
request.action =TRADE_ACTION_PENDING; // type of trade operation
request.symbol =Symbol(); // symbol
request.volume =0.1; // volume of 0.1 lot
request.deviation=2; // allowed deviation from th
request.magic =EXPERT_MAGIC; // MagicNumber of the order
int offset = 50; // offset from the current p
double price; // order triggering price
double point=SymbolInfoDouble(_Symbol,SYMBOL_POINT); // value of point
int digits=SymbolInfoInteger(_Symbol,SYMBOL_DIGITS); // number of decimal places
//--- checking the type of operation
if(orderType==ORDER_TYPE_BUY_LIMIT)
{
request.type =ORDER_TYPE_BUY_LIMIT; // order type
price=SymbolInfoDouble(Symbol(),SYMBOL_ASK)-offset*point; // price for opening
request.price =NormalizeDouble(price,digits); // normalized opening price
}
else if(orderType==ORDER_TYPE_SELL_LIMIT)
{
request.type =ORDER_TYPE_SELL_LIMIT; // order type
price=SymbolInfoDouble(Symbol(),SYMBOL_ASK)+offset*point; // price for opening
request.price =NormalizeDouble(price,digits); // normalized opening price
}
else if(orderType==ORDER_TYPE_BUY_STOP)
{
request.type =ORDER_TYPE_BUY_STOP; // order type
price =SymbolInfoDouble(Symbol(),SYMBOL_ASK)+offset*point; // price for opening
request.price=NormalizeDouble(price,digits); // normalized opening price
}
else if(orderType==ORDER_TYPE_SELL_STOP)
{
request.type =ORDER_TYPE_SELL_STOP; // order type
price=SymbolInfoDouble(Symbol(),SYMBOL_ASK)-offset*point; // price for opening
request.price =NormalizeDouble(price,digits); // normalized opening price
}
else Alert("This example is only for placing pending orders"); // if not pending order is sele
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the re
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order);
}
//+------------------------------------------------------------------+
Modify Pending Order
Trade order to modify the prices of a pending order. It requires to specify the following 7 fields:
· action
© 2000-2017, MetaQuotes Software Corp.
760 Standard Constants, Enumerations and Structures
· order
· price
· sl
· tp
· type_time
· expiration
Example of the TRADE_ACTION_MODIFY trade operation for modifying the price levels of pending
orders:
© 2000-2017, MetaQuotes Software Corp.
761 Standard Constants, Enumerations and Structures
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
//+------------------------------------------------------------------+
//| Modification of pending orders |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request={0};
MqlTradeResult result={0};
int total=OrdersTotal(); // total number of placed pending orders
//--- iterate over all placed pending orders
for(int i=0; i<total; i++)
{
//--- parameters of the order
ulong order_ticket=OrderGetTicket(i); // order ticket
string order_symbol=Symbol(); // symbol
int digits=(int)SymbolInfoInteger(order_symbol,SYMBOL_DIGITS); // number of decimal place
ulong magic=OrderGetInteger(ORDER_MAGIC); // MagicNumber of the orde
double volume=OrderGetDouble(ORDER_VOLUME_CURRENT); // current volume of the o
double sl=OrderGetDouble(ORDER_SL); // current Stop Loss of th
double tp=OrderGetDouble(ORDER_TP); // current Take Profit of
ENUM_ORDER_TYPE type=(ENUM_ORDER_TYPE)OrderGetInteger(ORDER_TYPE); // type of the order
int offset = 50; // offset from the current
double price; // order triggering price
double point=SymbolInfoDouble(order_symbol,SYMBOL_POINT); // value of point
//--- output information about the order
PrintFormat("#%I64u %s %s %.2f %s sl: %s tp: %s [%I64d]",
order_ticket,
order_symbol,
EnumToString(type),
volume,
DoubleToString(PositionGetDouble(POSITION_PRICE_OPEN),digits),
DoubleToString(sl,digits),
DoubleToString(tp,digits),
magic);
//--- if the MagicNumber matches, Stop Loss and Take Profit are not defined
if(magic==EXPERT_MAGIC && sl==0 && tp==0)
{
request.action=TRADE_ACTION_MODIFY; // type of trade operation
request.order = OrderGetTicket(i); // order ticket
request.symbol =Symbol(); // symbol
request.deviation=5; // allowed deviation from th
//--- setting the price level, Take Profit and Stop Loss of the order depending on its type
if(type==ORDER_TYPE_BUY_LIMIT)
{
price = SymbolInfoDouble(Symbol(),SYMBOL_ASK)-offset*point;
request.tp = NormalizeDouble(price+offset*point,digits);
request.sl = NormalizeDouble(price-offset*point,digits);
request.price =NormalizeDouble(price,digits); // normalized opening p
}
else if(type==ORDER_TYPE_SELL_LIMIT)
{
price = SymbolInfoDouble(Symbol(),SYMBOL_BID)+offset*point;
request.tp = NormalizeDouble(price-offset*point,digits);
request.sl = NormalizeDouble(price+offset*point,digits);
request.price =NormalizeDouble(price,digits); // normalized opening
}
else if(type==ORDER_TYPE_BUY_STOP)
{
price = SymbolInfoDouble(Symbol(),SYMBOL_BID)+offset*point;
request.tp = NormalizeDouble(price+offset*point,digits);
© 2000-2017, MetaQuotes Software Corp.
762 Standard Constants, Enumerations and Structures
request.sl = NormalizeDouble(price-offset*point,digits);
request.price =NormalizeDouble(price,digits); // normalized opening
}
else if(type==ORDER_TYPE_SELL_STOP)
{
price = SymbolInfoDouble(Symbol(),SYMBOL_ASK)-offset*point;
request.tp = NormalizeDouble(price-offset*point,digits);
request.sl = NormalizeDouble(price+offset*point,digits);
request.price =NormalizeDouble(price,digits); // normalized opening
}
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, ou
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order)
//--- zeroing the request and result values
ZeroMemory(request);
ZeroMemory(result);
}
}
}
//+------------------------------------------------------------------+
Delete Pending Order
Trade order to delete a pending order. It requires to specify the following 2 fields:
· action
· order
Example of the TRADE_ACTION_REMOVE trade operation for deleting pending orders:
#define EXPERT_MAGIC 123456 // MagicNumber of the expert
© 2000-2017, MetaQuotes Software Corp.
763 Standard Constants, Enumerations and Structures
//+------------------------------------------------------------------+
//| Deleting pending orders |
//+------------------------------------------------------------------+
void OnStart()
{
//--- declare and initialize the trade request and result of trade request
MqlTradeRequest request={0};
MqlTradeResult result={0};
int total=OrdersTotal(); // total number of placed pending orders
//--- iterate over all placed pending orders
for(int i=total-1; i>=0; i--)
{
ulong order_ticket=OrderGetTicket(i); // order ticket
ulong magic=OrderGetInteger(ORDER_MAGIC); // MagicNumber of the order
//--- if the MagicNumber matches
if(magic==EXPERT_MAGIC)
{
//--- zeroing the request and result values
ZeroMemory(request);
ZeroMemory(result);
//--- setting the operation parameters
request.action=TRADE_ACTION_REMOVE; // type of trade operation
request.order = order_ticket; // order ticket
//--- send the request
if(!OrderSend(request,result))
PrintFormat("OrderSend error %d",GetLastError()); // if unable to send the request, ou
//--- information about the operation
PrintFormat("retcode=%u deal=%I64u order=%I64u",result.retcode,result.deal,result.order)
}
}
}
//+------------------------------------------------------------------+
See also
Structures and Classes, Trade Functions, Order Properties
© 2000-2017, MetaQuotes Software Corp.
764 Standard Constants, Enumerations and Structures
The Structure of Results of a Trade Request Check
(MqlTradeCheckResult)
Before sending a request for a trade operation to a trade server, it is recommended to check it. The
check is performed using the OrderCheck() function, to which the checked request and a variable of
the MqlTradeCheckResult structure type are passed. The check result will be written to this variable.
struct MqlTradeCheckResult
{
uint retcode; // Reply code
double balance; // Balance after the execution of the deal
double equity; // Equity after the execution of the deal
double profit; // Floating profit
double margin; // Margin requirements
double margin_free; // Free margin
double margin_level; // Margin level
string comment; // Comment to the reply code (description of the error)
};
Description of Fields
Field Description
retcode Return code
balance Balance value that will be after the execution of
the trade operation
equity Equity value that will be after the execution of
the trade operation
profit Value of the floating profit that will be after the
execution of the trade operation
margin Margin required for the trade operation
margin_free Free margin that will be left after the execution
of the trade operation
margin_level Margin level that will be set after the execution
of the trade operation
comment Comment to the reply code, error description
See also
Trade Request Structure, Structure for Current Prices, OrderSend, OrderCheck
© 2000-2017, MetaQuotes Software Corp.
765 Standard Constants, Enumerations and Structures
The Structure of a Trade Request Result (MqlTradeResult)
As result of a trade request, a trade server returns data about the trade request processing result as a
special predefined structure of MqlTradeResult type.
struct MqlTradeResult
{
uint retcode; // Operation return code
ulong deal; // Deal ticket, if it is performed
ulong order; // Order ticket, if it is placed
double volume; // Deal volume, confirmed by broker
double price; // Deal price, confirmed by broker
double bid; // Current Bid price
double ask; // Current Ask price
string comment; // Broker comment to operation (by default it is filled by descriptio
uint request_id; // Request ID set by the terminal during the dispatch
uint retcode_external; // Return code of an external trading system
};
Fields description
Field Description
retcode Return code of a trade server
deal Deal ticket, if a deal has been performed. It is
available for a trade operation of
TRADE_ACTION_DEAL type
order Order ticket, if a ticket has been placed. It is
available for a trade operation of
TRADE_ACTION_PENDING type
volume Deal volume, confirmed by broker. It depends
on the order filling type
price Deal price, confirmed by broker. It depends on
the deviation field of the trade request and/or
on the trade operation
bid The current market Bid price (requote price)
ask The current market Ask price (requote price)
comment The broker comment to operation (by default it
is filled by description of trade server return
code)
request_id Request ID set by the terminal when sending to
the trade server
retcode_external The code of the error returned by an external
trading system. The use and types of these
© 2000-2017, MetaQuotes Software Corp.
766 Standard Constants, Enumerations and Structures
errors depend on the broker and the external
trading system, to which trading operations are
sent.
The trade operation result is returned to a variable of the MqlTradeResult type, which is passed as the
second parameter to OrderSend() to perform trade operations.
The terminal fixes request ID in request_id field when sending it to the trade server using
OrdersSend() and OrderSendAsync() functions. The terminal receives messages about performed
transactions from the trade server and submits them for processing by OnTradeTransaction() function
containing the following components as parameters:
· description of the trade transaction in MqlTradeTransaction structure;
· description of the trade request sent from OrderSend() or OrdersSendAsync() function. Request ID is
sent by the terminal to the trade server, while the request itself and its request_id are stored in the
terminal memory;
· the trade request execution result as MqlTradeResult structure with request_id field containing ID of
this request.
OnTradeTransaction() function receives three input parameters but the last two should be analyzed
only for transactions having TRADE_TRANSACTION_REQUEST type. In all other cases, data on the trade
request and its execution result are not filled. Example of parameters analysis can be found at
Structure of a Trade Request.
Setting request_id by the terminal for the trade request when sending it to the server is mainly
introduced for working with OrderSendAsync() asynchronous function. This identifier allows to
associate the performed action (OrderSend or OrderSendAsync functions call) with the result of this
action sent to OnTradeTransaction().
Example:
//+------------------------------------------------------------------+
//| Sending a trade request with the result processing |
//+------------------------------------------------------------------+
bool MyOrderSend(MqlTradeRequest request,MqlTradeResult result)
{
//--- reset the last error code to zero
ResetLastError();
//--- send request
bool success=OrderSend(request,result);
//--- if the result fails - try to find out why
if(!success)
{
int answer=result.retcode;
Print("TradeLog: Trade request failed. Error = ",GetLastError());
switch(answer)
{
//--- requote
case 10004:
{
© 2000-2017, MetaQuotes Software Corp.
767 Standard Constants, Enumerations and Structures
Print("TRADE_RETCODE_REQUOTE");
Print("request.price = ",request.price," result.ask = ",
result.ask," result.bid = ",result.bid);
break;
}
//--- order is not accepted by the server
case 10006:
{
Print("TRADE_RETCODE_REJECT");
Print("request.price = ",request.price," result.ask = ",
result.ask," result.bid = ",result.bid);
break;
}
//--- invalid price
case 10015:
{
Print("TRADE_RETCODE_INVALID_PRICE");
Print("request.price = ",request.price," result.ask = ",
result.ask," result.bid = ",result.bid);
break;
}
//--- invalid SL and/or TP
case 10016:
{
Print("TRADE_RETCODE_INVALID_STOPS");
Print("request.sl = ",request.sl," request.tp = ",request.tp);
Print("result.ask = ",result.ask," result.bid = ",result.bid);
break;
}
//--- invalid volume
case 10014:
{
Print("TRADE_RETCODE_INVALID_VOLUME");
Print("request.volume = ",request.volume," result.volume = ",
result.volume);
break;
}
//--- not enough money for a trade operation
case 10019:
{
Print("TRADE_RETCODE_NO_MONEY");
Print("request.volume = ",request.volume," result.volume = ",
result.volume," result.comment = ",result.comment);
break;
}
//--- some other reason, output the server response code
default:
{
Print("Other answer = ",answer);
© 2000-2017, MetaQuotes Software Corp.
768 Standard Constants, Enumerations and Structures
}
}
//--- notify about the unsuccessful result of the trade request by returning false
return(false);
}
//--- OrderSend() returns true - repeat the answer
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
769 Standard Constants, Enumerations and Structures
Structure of a Trade Transaction (MqlTradeTransaction)
When performing some definite actions on a trade account, its state changes. Such actions include:
· Sending a trade request from any MQL5 application in the client terminal using OrderSend and
OrderSendAsync functions and its further execution;
· Sending a trade request via the terminal graphical interface and its further execution;
· Pending orders and stop orders activation on the server;
· Performing operations on a trade server side.
The following trade transactions are performed as a result of these actions:
· handling a trade request;
· changing open orders;
· changing orders history;
· changing deals history;
· changing positions.
For example, when sending a market buy order, it is handled, an appropriate buy order is created for
the account, the order is then executed and removed from the list of the open ones, then it is added
to the orders history, an appropriate deal is added to the history and a new position is created. All
these actions are trade transactions.
Special OnTradeTransaction() handler is provided in MQL5 to get trade transactions applied to an
account. The first parameter of the handler gets MqlTradeTransaction structure describing trade
transactions.
struct MqlTradeTransaction
{
ulong deal; // Deal ticket
ulong order; // Order ticket
string symbol; // Trade symbol name
ENUM_TRADE_TRANSACTION_TYPE type; // Trade transaction type
ENUM_ORDER_TYPE order_type; // Order type
ENUM_ORDER_STATE order_state; // Order state
ENUM_DEAL_TYPE deal_type; // Deal type
ENUM_ORDER_TYPE_TIME time_type; // Order type by action period
datetime time_expiration; // Order expiration time
double price; // Price
double price_trigger; // Stop limit order activation price
double price_sl; // Stop Loss level
double price_tp; // Take Profit level
double volume; // Volume in lots
ulong position; // Position ticket
ulong position_by; // Ticket of an opposite position
};
Fields Description
© 2000-2017, MetaQuotes Software Corp.
770 Standard Constants, Enumerations and Structures
Field Description
deal Deal ticket.
order Order ticket.
symbol The name of the trading symbol, for which
transaction is performed.
type Trade transaction type. The value can be one of
ENUM_TRADE_TRANSACTION_TYPE
enumeration values.
order_type Trade order type. The value can be one of
ENUM_ORDER_TYPE enumeration values.
order_state Trade order state. The value can be one of
ENUM_ORDER_STATE enumeration values.
deal_type Deal type. The value can be one of
ENUM_DEAL_TYPE enumeration values.
type_time Order type upon expiration. The value can be
one of ENUM_ORDER_TYPE_TIME values.
time_expiration Pending order expiration term (for orders of
ORDER_TIME_SPECIFIED and
ORDER_TIME_SPECIFIED_DAY types).
price Price. Depending on a trade transaction type, it
may be a price of an order, a deal or a position.
price_trigger Stop limit order stop (activation) price
(ORDER_TYPE_BUY_STOP_LIMIT and
ORDER_TYPE_SELL_STOP_LIMIT).
price_sl Stop Loss price. Depending on a trade
transaction type, it may relate to an order, a
deal or a position.
price_tp Take Profit price. Depending on a trade
transaction type, it may relate to an order, a
deal or a position.
volume Volume in lots. Depending on a trade
transaction type, it may indicate the current
volume of an order, a deal or a position.
position The ticket of the position affected by the
transaction.
position_by The ticket of the opposite position. Used when
closing a position by an opposite one, i.e. by a
position of the same symbol that was opened in
the opposite direction.
© 2000-2017, MetaQuotes Software Corp.
771 Standard Constants, Enumerations and Structures
The essential parameter for received transaction analysis is its type specified in type field. For
example, if a transaction is of TRADE_TRANSACTION_REQUEST type (a result of handling a trade
request by the server has been received), the structure has only only one field that is filled completely
- type. Other fields are not analyzed. In this case, we may analyze two additional request and result
parameters submitted to OnTradeTransaction() handler, as shown below.
Having data on a trading operation type, you can decide on the analysis of the current state of orders,
positions and deals on a trading account. Remember that one trade request sent to the server from
the terminal can generate several new transactions. The priority of their arrival at the terminal is not
guaranteed.
MqlTradeTransaction structure is filled in different ways depending on a trade transaction type
(ENUM_TRADE_TRANSACTION_TYPE):
TRADE_TRANSACTION_ORDER_* and TRADE_TRANSACTION_HISTORY_*
The following fields in MqlTradeTransaction structure are filled for trade transactions related to
open orders handling (TRADE_TRANSACTION_ORDER_ADD, TRADE_TRANSACTION_ORDER_UPDATE
and TRADE_TRANSACTION_ORDER_DELETE) and orders history
(TRADE_TRANSACTION_HISTORY_ADD, TRADE_TRANSACTION_HISTORY_UPDATE,
TRADE_TRANSACTION_HISTORY_DELETE):
· order - order ticket;
· symbol - order symbol name;
· type - trade transaction type;
· order_type - order type;
· orders_state - order current state;
· time_type - order expiration type;
· time_expiration - order expiration time (for orders having ORDER_TIME_SPECIFIED and
ORDER_TIME_SPECIFIED_DAY expiration types);
· price - order price specified by a client;
· price_trigger - stop limit order stop price (only for ORDER_TYPE_BUY_STOP_LIMIT and
ORDER_TYPE_SELL_STOP_LIMIT);
· price_sl - Stop Loss order price (filled, if specified in the order);
· price_tp - Take Profit order price (filled, if specified in the order);
· volume - order current volume (unfilled). Initial order volume can be found in the orders history
using HistoryOrders* function.
· position - the ticket of the position that was opened, modified or closed as a result of order
execution. It is only filled for market orders, not filled for TRADE_TRANSACTION_ORDER_ADD.
· position_by - the ticket of the opposite position. It is only filled for the close by orders (to close a
position by an opposite one).
TRADE_TRANSACTION_DEAL_*
The following fields in MqlTradeTransaction structure are filled for trade transactions related to
deals handling (TRADE_TRANSACTION_DEAL_ADD, TRADE_TRANSACTION_DEAL_UPDATE and
TRADE_TRANSACTION_DEAL_DELETE):
· deal - deal ticket;
· order - order ticket, based on which a deal has been performed;
· symbol - deal symbol name;
· type - trade transaction type;
© 2000-2017, MetaQuotes Software Corp.
772 Standard Constants, Enumerations and Structures
· deal_type - deal type;
· price - deal price;
· price_sl - Stop Loss price (filled, if specified in the order, based on which a deal has been
performed);
· price_tp - Take Profit price (filled, if specified in the order, based on which a deal has been
performed);
· volume - deal volume in lots.
· position - the ticket of the position that was opened, modified or closed as a result of deal
execution.
· position_by - the ticket of the opposite position. It is only filled for the out by deals (closing a
position by an opposite one).
TRADE_TRANSACTION_POSITION
The following fields in MqlTradeTransaction structure are filled for trade transactions related to
changing the positions not connected with deals execution (TRADE_TRANSACTION_POSITION):
· symbol - position symbol name;
· type - trade transaction type;
· deal_type - position type (DEAL_TYPE_BUY or DEAL_TYPE_SELL);
· price - weighted average position open price;
· price_sl - Stop Loss price;
· price_tp - Take Profit price;
· volume - position volume in lots, if it has been changed.
Position change (adding, changing or closing), as a result of a deal execution, does not lead to
the occurrence of TRADE_TRANSACTION_POSITION transaction.
TRADE_TRANSACTION_REQUEST
Only one field in MqlTradeTransaction structure is filled for trade transactions describing the fact
that a trade request has been processed by a server and processing result has been received
(TRADE_TRANSACTION_REQUEST):
· type - trade transaction type;
Only type field (trade transaction type) must be analyzed for such transactions. The second and
third parameters of OnTradeTransaction function (request and result) must be analyzed for
additional data.
Example:
input int MagicNumber=1234567;
//--- enable CTrade trading class and declare the variable of this class
#include <Trade\Trade.mqh>
CTrade trade;
//--- flags for installing and deleting the pending order
bool pending_done=false;
bool pending_deleted=false;
//--- pending order ticket will be stored here
ulong order_ticket;
© 2000-2017, MetaQuotes Software Corp.
773 Standard Constants, Enumerations and Structures
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- set MagicNumber to mark all our orders
trade.SetExpertMagicNumber(MagicNumber);
//--- trade requests will be sent in asynchronous mode using OrderSendAsync() function
trade.SetAsyncMode(true);
//--- initialize the variable by zero
order_ticket=0;
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//---installing a pending order
if(!pending_done)
{
double ask=SymbolInfoDouble(_Symbol,SYMBOL_ASK);
double buy_stop_price=NormalizeDouble(ask+1000*_Point,(int)SymbolInfoInteger(_Symbol,SYMBOL_D
bool res=trade.BuyStop(0.1,buy_stop_price,_Symbol);
//--- if BuyStop() function performed successfully
if(res)
{
pending_done=true;
//--- get a result of the request sending from ctrade
MqlTradeResult trade_result;
trade.Result(trade_result);
//--- get request_id for the sent request
uint request_id=trade_result.request_id;
Print("Request has been sent to set a pending order. Request_ID=",request_id);
//--- storing the order ticket (will be zero if using the asynchronous mode of sending to
order_ticket=trade_result.order;
//--- all is done, early exit from OnTick() handler
return;
}
}
//--- delete the pending order
if(!pending_deleted)
//--- additional check
if(pending_done && (order_ticket!=0))
{
//--- trying to delete the pending order
bool res=trade.OrderDelete(order_ticket);
Print("OrderDelete=",res);
© 2000-2017, MetaQuotes Software Corp.
774 Standard Constants, Enumerations and Structures
//--- when delete request is sent successfully
if(res)
{
pending_deleted=true;
//--- get the request execution result
MqlTradeResult trade_result;
trade.Result(trade_result);
//--- take request ID from the result
uint request_id=trade_result.request_id;
//--- display in Journal
Print("The request has been sent to delete a pending order #",order_ticket,
". Request_ID=",request_id,
"\r\n");
//--- fix the order ticket from the request result
order_ticket=trade_result.order;
}
}
//---
}
//+------------------------------------------------------------------+
//| TradeTransaction function |
//+------------------------------------------------------------------+
void OnTradeTransaction(const MqlTradeTransaction &trans,
const MqlTradeRequest &request,
const MqlTradeResult &result)
{
//--- get transaction type as enumeration value
ENUM_TRADE_TRANSACTION_TYPE type=(ENUM_TRADE_TRANSACTION_TYPE)trans.type;
//--- if the transaction is the request handling result, only its name is displayed
if(type==TRADE_TRANSACTION_REQUEST)
{
Print(EnumToString(type));
//--- display the handled request string name
Print("------------RequestDescription\r\n",RequestDescription(request));
//--- display request result description
Print("------------ResultDescription\r\n",TradeResultDescription(result));
//--- store the order ticket for its deletion at the next handling in OnTick()
if(result.order!=0)
{
//--- delete this order by its ticket at the next OnTick() call
order_ticket=result.order;
Print(" Pending order ticket ",order_ticket,"\r\n");
}
}
else // display the full description for transactions of another type
//--- display description of the received transaction in the Journal
Print("------------TransactionDescription\r\n",TransactionDescription(trans));
//---
© 2000-2017, MetaQuotes Software Corp.
775 Standard Constants, Enumerations and Structures
}
//+------------------------------------------------------------------+
//| Returns transaction textual description |
//+------------------------------------------------------------------+
string TransactionDescription(const MqlTradeTransaction &trans)
{
//---
string desc=EnumToString(trans.type)+"\r\n";
desc+="Symbol: "+trans.symbol+"\r\n";
desc+="Deal ticket: "+(string)trans.deal+"\r\n";
desc+="Deal type: "+EnumToString(trans.deal_type)+"\r\n";
desc+="Order ticket: "+(string)trans.order+"\r\n";
desc+="Order type: "+EnumToString(trans.order_type)+"\r\n";
desc+="Order state: "+EnumToString(trans.order_state)+"\r\n";
desc+="Order time type: "+EnumToString(trans.time_type)+"\r\n";
desc+="Order expiration: "+TimeToString(trans.time_expiration)+"\r\n";
desc+="Price: "+StringFormat("%G",trans.price)+"\r\n";
desc+="Price trigger: "+StringFormat("%G",trans.price_trigger)+"\r\n";
desc+="Stop Loss: "+StringFormat("%G",trans.price_sl)+"\r\n";
desc+="Take Profit: "+StringFormat("%G",trans.price_tp)+"\r\n";
desc+="Volume: "+StringFormat("%G",trans.volume)+"\r\n";
desc+="Position: "+(string)trans.position+"\r\n";
desc+="Position by: "+(string)trans.position_by+"\r\n";
//--- return the obtained string
return desc;
}
//+------------------------------------------------------------------+
//| Returns the trade request textual description |
//+------------------------------------------------------------------+
string RequestDescription(const MqlTradeRequest &request)
{
//---
string desc=EnumToString(request.action)+"\r\n";
desc+="Symbol: "+request.symbol+"\r\n";
desc+="Magic Number: "+StringFormat("%d",request.magic)+"\r\n";
desc+="Order ticket: "+(string)request.order+"\r\n";
desc+="Order type: "+EnumToString(request.type)+"\r\n";
desc+="Order filling: "+EnumToString(request.type_filling)+"\r\n";
desc+="Order time type: "+EnumToString(request.type_time)+"\r\n";
desc+="Order expiration: "+TimeToString(request.expiration)+"\r\n";
desc+="Price: "+StringFormat("%G",request.price)+"\r\n";
desc+="Deviation points: "+StringFormat("%G",request.deviation)+"\r\n";
desc+="Stop Loss: "+StringFormat("%G",request.sl)+"\r\n";
desc+="Take Profit: "+StringFormat("%G",request.tp)+"\r\n";
desc+="Stop Limit: "+StringFormat("%G",request.stoplimit)+"\r\n";
desc+="Volume: "+StringFormat("%G",request.volume)+"\r\n";
desc+="Comment: "+request.comment+"\r\n";
//--- return the obtained string
return desc;
© 2000-2017, MetaQuotes Software Corp.
776 Standard Constants, Enumerations and Structures
}
//+------------------------------------------------------------------+
//| Returns the textual description of the request handling result |
//+------------------------------------------------------------------+
string TradeResultDescription(const MqlTradeResult &result)
{
//---
string desc="Retcode "+(string)result.retcode+"\r\n";
desc+="Request ID: "+StringFormat("%d",result.request_id)+"\r\n";
desc+="Order ticket: "+(string)result.order+"\r\n";
desc+="Deal ticket: "+(string)result.deal+"\r\n";
desc+="Volume: "+StringFormat("%G",result.volume)+"\r\n";
desc+="Price: "+StringFormat("%G",result.price)+"\r\n";
desc+="Ask: "+StringFormat("%G",result.ask)+"\r\n";
desc+="Bid: "+StringFormat("%G",result.bid)+"\r\n";
desc+="Comment: "+result.comment+"\r\n";
//--- return the obtained string
return desc;
}
See also
Trade Transaction Types, OnTradeTransaction()
© 2000-2017, MetaQuotes Software Corp.
777 Standard Constants, Enumerations and Structures
The Structure for Returning Current Prices (MqlTick)
This is a structure for storing the latest prices of the symbol. It is designed for fast retrieval of the
most requested information about current prices.
struct MqlTick
{
datetime time; // Time of the last prices update
double bid; // Current Bid price
double ask; // Current Ask price
double last; // Price of the last deal (Last)
ulong volume; // Volume for the current Last price
long time_msc; // Time of a price last update in milliseconds
uint flags // Tick flags
};
The variable of the MqlTick type allows obtaining values of Ask, Bid, Last and Volume within a single
call of the SymbolInfoTick() function.
The parameters of each tick are filled in regardless of whether there are changes compared to the
previous tick. Thus, it is possible to find out a correct price for any moment in the past without the
need to search for previous values at the tick history. For example, even if only a Bid price changes
during a tick arrival, the structure still contains other parameters as well, including the previous Ask
price, volume, etc.
You can analyze the tick flags to find out what data have been changed exactly:
· TICK_FLAG_BID – tick has changed a Bid price
· TICK_FLAG_ASK – a tick has changed an Ask price
· TICK_FLAG_LAST – a tick has changed the last deal price
· TICK_FLAG_VOLUME – a tick has changed a volume
· TICK_FLAG_BUY – a tick is a result of a buy deal
· TICK_FLAG_SELL – a tick is a result of a sell deal
Example:
void OnTick()
{
MqlTick last_tick;
//---
if(SymbolInfoTick(Symbol(),last_tick))
{
Print(last_tick.time,": Bid = ",last_tick.bid,
" Ask = ",last_tick.ask," Volume = ",last_tick.volume);
}
else Print("SymbolInfoTick() failed, error = ",GetLastError());
//---
}
See also
Structures and Classes, CopyTicks(), SymbolInfoTick()
© 2000-2017, MetaQuotes Software Corp.
778 Standard Constants, Enumerations and Structures
Codes of Errors and Warnings
This section contains the following descriptions:
· Return codes of the trade server – analyzing results of the trade request sent by function
OrderSend();
· Compiler warnings – codes of warning messages that appear at compilation (not errors);
· Compilation errors – codes of error messages at an unsuccessful attempt to compile;
· Runtime errors – error codes in the execution of mql5-programs, which can be obtained using the
GetLastError() function.
© 2000-2017, MetaQuotes Software Corp.
779 Standard Constants, Enumerations and Structures
Return Codes of the Trade Server
All requests to execute trade operations are sent as a structure of a trade request MqlTradeRequest
using function OrderSend(). The function execution result is placed to structure MqlTradeResult, whose
retcode field contains the trade server return code.
Code Constant Description
10004 TRADE_RETCODE_REQUOTE Requote
10006 TRADE_RETCODE_REJECT Request rejected
10007 TRADE_RETCODE_CANCEL Request canceled by trader
10008 TRADE_RETCODE_PLACED Order placed
10009 TRADE_RETCODE_DONE Request completed
10010 TRADE_RETCODE_DONE_PARTI Only part of the request was
AL completed
10011 TRADE_RETCODE_ERROR Request processing error
10012 TRADE_RETCODE_TIMEOUT Request canceled by timeout
10013 TRADE_RETCODE_INVALID Invalid request
10014 TRADE_RETCODE_INVALID_VOL Invalid volume in the request
UME
10015 TRADE_RETCODE_INVALID_PRI Invalid price in the request
CE
10016 TRADE_RETCODE_INVALID_STO Invalid stops in the request
PS
10017 TRADE_RETCODE_TRADE_DISA Trade is disabled
BLED
10018 TRADE_RETCODE_MARKET_CL Market is closed
OSED
10019 TRADE_RETCODE_NO_MONEY There is not enough money to
complete the request
10020 TRADE_RETCODE_PRICE_CHAN Prices changed
GED
10021 TRADE_RETCODE_PRICE_OFF There are no quotes to process
the request
10022 TRADE_RETCODE_INVALID_EXPI Invalid order expiration date in
RATION the request
10023 TRADE_RETCODE_ORDER_CHA Order state changed
NGED
10024 TRADE_RETCODE_TOO_MANY_ Too frequent requests
REQUESTS
© 2000-2017, MetaQuotes Software Corp.
780 Standard Constants, Enumerations and Structures
10025 TRADE_RETCODE_NO_CHANGE No changes in request
S
10026 TRADE_RETCODE_SERVER_DISA Autotrading disabled by server
BLES_AT
10027 TRADE_RETCODE_CLIENT_DISA Autotrading disabled by client
BLES_AT terminal
10028 TRADE_RETCODE_LOCKED Request locked for processing
10029 TRADE_RETCODE_FROZEN Order or position frozen
10030 TRADE_RETCODE_INVALID_FILL Invalid order filling type
10031 TRADE_RETCODE_CONNECTION No connection with the trade
server
10032 TRADE_RETCODE_ONLY_REAL Operation is allowed only for
live accounts
10033 TRADE_RETCODE_LIMIT_ORDE The number of pending orders
RS has reached the limit
10034 TRADE_RETCODE_LIMIT_VOLU The volume of orders and
ME positions for the symbol has
reached the limit
10035 TRADE_RETCODE_INVALID_ORD Incorrect or prohibited order
ER type
10036 TRADE_RETCODE_POSITION_CL Position with the specified
OSED POSITION_IDENTIFIER has
already been closed
10038 TRADE_RETCODE_INVALID_CLO A close volume exceeds the
SE_VOLUME current position volume
10039 TRADE_RETCODE_CLOSE_ORDE A close order already exists for
R_EXIST a specified position. This may
happen when working in the
hedging system:
· when attempting to close a
position with an opposite
one, while close orders for
the position already exist
· when attempting to fully or
partially close a position if
the total volume of the
already present close orders
and the newly placed one
exceeds the current position
volume
10040 TRADE_RETCODE_LIMIT_POSIT The number of open positions
IONS simultaneously present on an
© 2000-2017, MetaQuotes Software Corp.
781 Standard Constants, Enumerations and Structures
account can be limited by the
server settings. After a limit is
reached, the server returns the
TRADE_RETCODE_LIMIT_POSIT
IONS error when attempting to
place an order. The limitation
operates differently depending
on the position accounting
type:
· Netting — number of open
positions is considered.
When a limit is reached, the
platform does not let placing
new orders whose execution
may increase the number of
open positions. In fact, the
platform allows placing
orders only for the symbols
that already have open
positions. The current
pending orders are not
considered since their
execution may lead to
changes in the current
positions but it cannot
increase their number.
· Hedging — pending orders
are considered together with
open positions, since a
pending order activation
always leads to opening a
new position. When a limit is
reached, the platform does
not allow placing both new
market orders for opening
positions and pending
orders.
© 2000-2017, MetaQuotes Software Corp.
782 Standard Constants, Enumerations and Structures
Compiler Warnings
Compiler warnings are shown for informational purposes only and are not error messages.
Code Description
21 Incomplete record of a date in the datetime
string
22 Wrong number in the datetime string for the
date. Requirements:
Year 1970 <= X <= 3000
Month 0 <X <= 12
Day 0 <X <= 31/30/28 (29 )....
23 Wrong number of datetime string for time.
Requirements:
Hour 0 <= X <24
Minute 0 <= X <60
24 Invalid color in RGB format: one of RGB
components is less than 0 or greater than 255
25 Unknown character of the escape sequences.
Known: \n \r \t \\ \" \' \X \x
26 Too large volume of local variables (> 512Kb) of
the function, reduce the number
29 Enumeration already defined (duplication) -
members will be added to the first definition
30 Overriding macro
31 The variable is declared but is not used
anywhere
32 Constructor must be of void type
33 Destructor must be of void type
34 Constant does not fit in the range of integers
(X> _UI64_MAX | | X <_I64_MIN) and will be
converted to the double type
35 Too long HEX - more than 16 significant
characters (senior nibbles are cut)
36 No nibbles in HEX string "0x"
37 No function - nothing to be performed
38 A non-initialized variable is used
41 Function has no body, and is not called
© 2000-2017, MetaQuotes Software Corp.
783 Standard Constants, Enumerations and Structures
43 Possible loss of data at typecasting. Example:
int x = (double) z;
44 Loss of accuracy (of data) when converting a
constant. Example: int x = M_PI
45 Difference between the signs of operands in the
operations of comparison. Example: (char) c1>
(uchar) c2
46 Problems with function importing - declaration
of #import is required or import of functions is
closed
47 Too large description - extra characters will not
be included in the executable file
48 The number of indicator buffers declared is less
than required
49 No color to plot a graphical series in the
indicator
50 No graphical series to draw the indicator
51 'OnStart' handler function not found in the script
52 'OnStart' handler function is defined with wrong
parameters
53 'OnStart' function can be defined only in a script
54 'OnInit' function is defined with wrong
parameters
55 'OnInit' function is not used in scripts
56 'OnDeinit' function is defined with wrong
parameters
57 'OnDeinit' function is not used in scripts
58 Two 'OnCalculate' functions are defined.
OnCalculate () at one price array will be used
59 Overfilling detected when calculating a complex
integer constant
60 Probably, the variable is not initialized.
61 This declaration makes it impossible to refer to
the local variable declared on the specified line
62 This declaration makes it impossible to refer to
the global variable declared on the specified
line
63 Cannot be used for static allocated array
© 2000-2017, MetaQuotes Software Corp.
784 Standard Constants, Enumerations and Structures
64 This variable declaration hides predefined
variable
65 The value of the expression is always true/false
66 Using a variable or bool type expression in
mathematical operations is unsafe
67 The result of applying the unary minus operator
to an unsigned ulong type is undefined
68 The version specified in the #property version
property is unacceptable for the Market section;
the correct format of #property version id
"XXX.YYY"
69 Empty controlled statement found
70 Invalid function return type or incorrect
parameters during declaration of the event
handler function
71 An implicit cast of structures to one type is
required
72 This declaration makes direct access to the
member of a class declared in the specified
string impossible. Access will be possible only
with the scope resolution operation ::
73 Binary constant is too big, high-order digits will
be truncated
74 Parameter in the method of the inherited class
has a different const modifier, the derived
function has overloaded the parent function
75 Negative or too large shift value in shift bitwise
operation, execution result is undefined
76 Function must return a value
77 void function returns a value
78 Not all control paths return a value
79 Expressions are not allowed on a global scope
80 Check operator precedence for possible error;
use parentheses to clarify precedence
81 Two OnCalCulate() are defined. OHLC version
will be used
82 Struct has no members, size assigned to 1 byte
83 Return value of the function should be checked
© 2000-2017, MetaQuotes Software Corp.
785 Standard Constants, Enumerations and Structures
84 Resource indicator is compiled for debugging.
That slows down the performance. Please
recompile the indicator to increase performance
85 Too great character code in the string, must be
in the range 0 to 65535
86 Unrecognized character in the string
87 No indicator window property (setting the
display in the main window or a subwindow) is
defined. Property #property
indicator_chart_window is applied
© 2000-2017, MetaQuotes Software Corp.
786 Standard Constants, Enumerations and Structures
Compilation Errors
MetaEdtior 5 shows error messages about the program errors detected by the built-in compiler during
compilation. The list of these errors is given below in table. To compile a source code into an
executable one, press F7. Programs that contain errors cannot be compiled until the errors identified
by the compiler are eliminated.
Code Description
100 File reading error
101 Error of opening an *. EX5 for writing
103 Not enough free memory to complete
compilation
104 Empty syntactic unit unrecognized by compiler
105 Incorrect file name in #include
106 Error accessing a file in #include (probably the
file does not exist)
108 Inappropriate name for #define
109 Unknown command of preprocessor (valid
#include, #define, #property, #import)
110 Symbol unknown to compiler
111 Function not implemented (description is
present, but no body)
112 Double quote (") omitted
113 Opening angle bracket (<) or double quote (")
omitted
114 Single quote (') omitted
115 Closing angle bracket ">" omitted
116 Type not specified in declaration
117 No return operator or return is found not in all
branches of the implementation
118 Opening bracket of call parameters was
expected
119 Error writing EX5
120 Invalid access to an array
121 The function is not of void type and the return
operator must return a value
122 Incorrect declaration of the destructor
© 2000-2017, MetaQuotes Software Corp.
787 Standard Constants, Enumerations and Structures
123 Colon ":" is missing
124 Variable is already declared
125 Variable with such identifier already declared
126 Variable name is too long (> 250 characters)
127 Structure with such identifier already defined
128 Structure is not defined
129 Structure member with the same name already
defined
130 No such structure member
131 Breached pairing of brackets
132 Opening parenthesis "(" expected
133 Unbalanced braces (no "}")
134 Difficult to compile (too much branching,
internal stack levels are overfilled)
135 Error of file opening for reading
136 Not enough memory to download the source file
into memory
137 Variable is expected
138 Reference cannot be initialized
140 Assignment expected (appears at declaration)
141 Opening brace "{" expected
142 Parameter can be a dynamic array only
143 Use of "void" type is unacceptable
144 No pair for ")" or "]", i.e. "(or" [ " is absent
145 No pair for "(or" [ ", i.e. ") "or"] " is absent
146 Incorrect array size
147 Too many parameters (> 64)
149 This token is not expected here
150 Invalid use of operation (invalid operands)
151 Expression of void type not allowed
152 Operator is expected
153 Misuse of break
154 Semicolon ";" expected
© 2000-2017, MetaQuotes Software Corp.
788 Standard Constants, Enumerations and Structures
155 Comma "," expected
156 Must be a class type, not struct
157 Expression is expected
158 "non HEX character" found in HEX or too long
number (number of digits> 511)
159 String-constant has more than 65534 characters
160 Function definition is unacceptable here
161 Unexpected end of program
162 Forward declaration is prohibited for structures
163 Function with this name is already defined and
has another return type
164 Function with this name is already defined and
has a different set of parameters
165 Function with this name is already defined and
implemented
166 Function overload for this call was not found
167 Function with a return value of void type cannot
return a value
168 Function is not defined
170 Value is expected
171 In case expression only integer constants are
valid
172 The value of case in this switch is already used
173 Integer is expected
174 In #import expression file name is expected
175 Expressions are not allowed on global level
176 Omitted parenthesis ")" before ";"
177 To the left of equality sign a variable is
expected
178 The result of expression is not used
179 Declaring of variables is not allowed in case
180 Implicit conversion from a string to a number
181 Implicit conversion of a number to a string
© 2000-2017, MetaQuotes Software Corp.
789 Standard Constants, Enumerations and Structures
182 Ambiguous call of an overloaded function
(several overloads fit)
183 Illegal else without proper if
184 Invalid case or default without a switch
185 Inappropriate use of ellipsis
186 The initializing sequence has more elements
than the initialized variable
187 A constant for case expected
188 A constant expression required
189 A constant variable cannot be changed
190 Closing bracket or a comma is expected
(declaring array member)
191 Enumerator identifier already defined
192 Enumeration cannot have access modifiers
(const, extern, static)
193 Enumeration member already declared with a
different value
194 There is a variable defined with the same name
195 There is a structure defined with the same
name
196 Name of enumeration member expected
197 Integer expression expected
198 Division by zero in constant expression
199 Wrong number of parameters in the function
200 Parameter by reference must be a variable
201 Variable of the same type to pass by reference
expected
202 A constant variable cannot be passed by a non-
constant reference
203 Requires a positive integer constant
204 Failed to access protected class member
205 Import already defined in another way
208 Executable file not created
209 'OnCalculate' entry point not found for the
indicator
© 2000-2017, MetaQuotes Software Corp.
790 Standard Constants, Enumerations and Structures
210 The continue operation can be used only inside
a loop
211 Error accessing private (closed) class member
213 Method of structure or class is not declared
214 Error accessing private (closed) class method
216 Copying of structures with objects is not
allowed
218 Index out of array range
219 Array initialization in structure or class
declaration not allowed
220 Class constructor cannot have parameters
221 Class destructor can not have parameters
222 Class method or structure with the same name
and parameters have already been declared
223 Operand expected
224 Class method or structure with the same name
exists, but with different parameters
(declaration!=implementation)
225 Imported function is not described
226 ZeroMemory() is not allowed for objects with
protected members or inheritance
227 Ambiguous call of the overloaded function
(exact match of parameters for several
overloads)
228 Variable name expected
229 A reference cannot be declared in this place
230 Already used as the enumeration name
232 Class or structure expected
235 Cannot call 'delete' operator to delete the array
236 Operator ' while' expected
237 Operator 'delete' must have a pointer
238 There is 'default' for this 'switch' already
239 Syntax error
240 Escape-sequence can occur only in strings
(starts with '\')
© 2000-2017, MetaQuotes Software Corp.
791 Standard Constants, Enumerations and Structures
241 Array required - square bracket '[' does not
apply to an array, or non arrays are passed as
array parameters
242 Can not be initialized through the initialization
sequence
243 Import is not defined
244 Optimizer error on the syntactic tree
245 Declared too many structures (try to simplify
the program)
246 Conversion of the parameter is not allowed
247 Incorrect use of the 'delete' operator
248 It's not allowed to declare a pointer to a
reference
249 It's not allowed to declare a reference to a
reference
250 It's not allowed to declare a pointer to a pointer
251 Structure declaration in the list of parameter is
not allowed
252 Invalid operation of typecasting
253 A pointer can be declared only for a class or
structure
256 Undeclared identifier
257 Executable code optimizer error
258 Executable code generation error
260 Invalid expression for the 'switch' operator
261 Pool of string constants overfilled, simplify
program
262 Cannot convert to enumeration
263 Do not use 'virtual' for data (members of a class
or structure)
264 Cannot call protected method of class
265 Overridden virtual functions return a different
type
266 Class cannot be inherited from a structure
267 Structure cannot be inherited from a class
© 2000-2017, MetaQuotes Software Corp.
792 Standard Constants, Enumerations and Structures
268 Constructor cannot be virtual (virtual specifier
is not allowed)
269 Method of structure cannot be virtual
270 Function must have a body
271 Overloading of system functions (terminal
functions) is prohibited
272 Const specifier is invalid for functions that are
not members of a class or structure
274 Not allowed to change class members in
constant method
276 Inappropriate initialization sequence
277 Missed default value for the parameter (specific
declaration of default parameters)
278 Overriding the default parameter (different
values in declaration and implementation)
279 Not allowed to call non-constant method for a
constant object
280 An object is necessary for accessing members
(a dot for a non class/structure is specified)
281 The name of an already declared structure
cannot be used in declaration
284 Unauthorized conversion (at closed inheritance)
285 Structures and arrays cannot be used as input
variables
286 Const specifier is not valid for
constructor/destructor
287 Incorrect string expression for a datetime
288 Unknown property (#property)
289 Incorrect value of a property
290 Invalid index for a property in #property
291 Call parameter omitted - <func (x,)>
293 Object must be passed by reference
294 Array must be passed by reference
295 Function was declared as exportable
296 Function was not declared as exportable
297 It is prohibited to export imported function
© 2000-2017, MetaQuotes Software Corp.
793 Standard Constants, Enumerations and Structures
298 Imported function cannot have this parameter
(prohibited to pass a pointer, class or structure
containing a dynamic array, pointer, class, etc.)
299 Must be a class
300 #import was not closed
302 Type mismatch
303 Extern variable is already initialized
304 No exported function or entry point found
305 Explicit constructor call is not allowed
306 Method was declared as constant
307 Method was not declared as constant
308 Incorrect size of the resource file
309 Incorrect resource name
310 Resource file opening error
311 Resource file reading error
312 Unknown resource type
313 Incorrect path to the resource file
314 The specified resource name is already used
315 Argument expected for the function-like macro
316 Unexpected symbol in macro definition
317 Error in formal parameters of the macro
318 Invalid number of parameters for a macro
319 Too many parameters for a macro
320 Too complex, simplify the macro
321 Parameter for EnumToString() can be only an
enumeration
322 The resource name is too long
323 Unsupported image format (only BMP with 24 or
32 bit color depth is supported)
324 An array cannot be declared in operator
325 The function can be declared only in the global
scope
326 The declaration is not allowed for the current
scope
© 2000-2017, MetaQuotes Software Corp.
794 Standard Constants, Enumerations and Structures
327 Initialization of static variables with the values
of local variables is not allowed
328 Illegal declaration of an array of objects that do
not have a default constructor
329 Initialization list allowed only for constructors
330 No function definition after initialization list
331 Initialization list is empty
332 Array initialization in a constructor is not
allowed
333 Initializing members of a parent class in the
initialization list is not allowed
334 Expression of the integer type expected
335 Memory required for the array exceeds the
maximum value
336 Memory required for the structure exceeds the
maximum value
337 Memory required for the variables declared on
the global level exceeds the maximum value
338 Memory required for local variables exceeds the
maximum value
339 Constructor not defined
340 Invalid name of the icon file
341 Could not open the icon file at the specified
path
342 The icon file is incorrect and is not of the ICO
format
343 Reinitialization of a member in a
class/structure constructor using the
initialization list
344 Initialization of static members in the
constructor initialization list is not allowed
345 Initialization of a non-static member of a
class/structure on a global level is not allowed
346 The name of the class/structure method
matches the name of an earlier declared
member
347 The name of the class/structure member
matches the name of an earlier declared
© 2000-2017, MetaQuotes Software Corp.
795 Standard Constants, Enumerations and Structures
method
348 Virtual function cannot be declared as static
349 The const modifier is not allowed for static
functions
350 Constructor or destructor cannot be static
351 Non-static member/method of a class or a
structure cannot be accessed from a static
function
352 An overload operation (+,-,[],++,-- etc.) is
expected after the operator keyword
353 Not all operations can be overloaded in MQL5
354 Definition does not match declaration
355 An invalid number of parameters is specified
for the operator
356 Event handling function not found
357 Method cannot be exported
358 A pointer to the constant object cannot be
normalized by a non-constant object
359 Class templates are not supported yet
360 Function template overload is not supported yet
361 Function template cannot be applied
362 Ambiguous parameter in function template
(several parameter types can be applied)
363 Unable to determine the parameter type, by
which the function template argument should be
normalized
364 Incorrect number of parameters in the function
template
365 Function template cannot be virtual
366 Function templates cannot be exported
367 Function templates cannot be imported
368 Structures containing the objects are not
allowed
369 String arrays and structures containing the
objects are not allowed
© 2000-2017, MetaQuotes Software Corp.
796 Standard Constants, Enumerations and Structures
370 A static class/structure member must be
explicitly initialized
371 Compiler limitation: the string cannot contain
more than 65 535 characters
372 Inconsistent #ifdef/#endif
373 Object of class cannot be returned, copy
constructor not found
374 Non-static members and methods cannot be
used
375 OnTesterInit() impossible to use without
OnTesterDeinit()
376 Redefinition of formal parameter '%s'
377 Macro __FUNCSIG__ and __FUNCTION__ cannot
appear outside of a function body
378 Invalid returned type. For example, this error
will be produced for functions imported from
DLL that return structure or pointer.
379 Template usage error
380 Not used
381 Illegal syntax when declaring pure virtual
function, only "=NULL" or "=0" are allowed
382 Only virtual functions can be declared with the
pure-specifier ("=NULL" or "=0")
383 Abstract class cannot be instantiated
384 A pointer to a user-defined type should be
applied as a target type for dynamic casting
using the dynamic_cast operator
385 "Pointer to function" type is expected
386 Pointers to methods are not supported
387 Error – cannot define the type of a pointer to
function
388 Type cast is not available due to private
inheritance
389 A variable with const modifier should be
initialized during declaration
393 Only methods with public access can be declared
in an interface
© 2000-2017, MetaQuotes Software Corp.
797 Standard Constants, Enumerations and Structures
394 Invalid nesting of an interface inside of another
interface
395 An interface can only be derived from another
interface
396 An interface is expected
397 Interfaces only support public inheritance
398 An interface cannot contain members
399 Interface objects cannot be created directly,
only use inheritance
© 2000-2017, MetaQuotes Software Corp.
798 Standard Constants, Enumerations and Structures
Runtime Errors
GetLastError() is the function that returns the last error code that is stored in the predefined variable
_LastError. This value can be reset to zero by the ResetLastError() function.
Constant Code Description
ERR_SUCCESS 0 The operation completed
successfully
ERR_INTERNAL_ERROR 4001 Unexpected internal error
ERR_WRONG_INTERNAL_PARA 4002 Wrong parameter in the inner
METER call of the client terminal
function
ERR_INVALID_PARAMETER 4003 Wrong parameter when calling
the system function
ERR_NOT_ENOUGH_MEMORY 4004 Not enough memory to
perform the system function
ERR_STRUCT_WITHOBJECTS_ 4005 The structure contains objects
ORCLASS of strings and/or dynamic
arrays and/or structure of
such objects and/or classes
ERR_INVALID_ARRAY 4006 Array of a wrong type, wrong
size, or a damaged object of a
dynamic array
ERR_ARRAY_RESIZE_ERROR 4007 Not enough memory for the
relocation of an array, or an
attempt to change the size of
a static array
ERR_STRING_RESIZE_ERROR 4008 Not enough memory for the
relocation of string
ERR_NOTINITIALIZED_STRING 4009 Not initialized string
ERR_INVALID_DATETIME 4010 Invalid date and/or time
ERR_ARRAY_BAD_SIZE 4011 Requested array size exceeds
2 GB
ERR_INVALID_POINTER 4012 Wrong pointer
ERR_INVALID_POINTER_TYPE 4013 Wrong type of pointer
ERR_FUNCTION_NOT_ALLOWE 4014 Function is not allowed for call
D
ERR_RESOURCE_NAME_DUPLIC 4015 The names of the dynamic and
ATED the static resource match
© 2000-2017, MetaQuotes Software Corp.
799 Standard Constants, Enumerations and Structures
ERR_RESOURCE_NOT_FOUND 4016 Resource with this name has
not been found in EX5
ERR_RESOURCE_UNSUPPOTED 4017 Unsupported resource type or
_TYPE its size exceeds 16 Mb
ERR_RESOURCE_NAME_IS_TO 4018 The resource name exceeds 63
O_LONG characters
Charts
ERR_CHART_WRONG_ID 4101 Wrong chart ID
ERR_CHART_NO_REPLY 4102 Chart does not respond
ERR_CHART_NOT_FOUND 4103 Chart not found
ERR_CHART_NO_EXPERT 4104 No Expert Advisor in the chart
that could handle the event
ERR_CHART_CANNOT_OPEN 4105 Chart opening error
ERR_CHART_CANNOT_CHANG 4106 Failed to change chart symbol
E and period
ERR_CHART_WRONG_PARAME 4107 Error value of the parameter
TER for the function of working
with charts
ERR_CHART_CANNOT_CREATE 4108 Failed to create timer
_TIMER
ERR_CHART_WRONG_PROPER 4109 Wrong chart property ID
TY
ERR_CHART_SCREENSHOT_FAI 4110 Error creating screenshots
LED
ERR_CHART_NAVIGATE_FAILE 4111 Error navigating through chart
D
ERR_CHART_TEMPLATE_FAILE 4112 Error applying template
D
ERR_CHART_WINDOW_NOT_F 4113 Subwindow containing the
OUND indicator was not found
ERR_CHART_INDICATOR_CANN 4114 Error adding an indicator to
OT_ADD chart
ERR_CHART_INDICATOR_CANN 4115 Error deleting an indicator
OT_DEL from the chart
ERR_CHART_INDICATOR_NOT_ 4116 Indicator not found on the
FOUND specified chart
Graphical Objects
© 2000-2017, MetaQuotes Software Corp.
800 Standard Constants, Enumerations and Structures
ERR_OBJECT_ERROR 4201 Error working with a graphical
object
ERR_OBJECT_NOT_FOUND 4202 Graphical object was not found
ERR_OBJECT_WRONG_PROPER 4203 Wrong ID of a graphical object
TY property
ERR_OBJECT_GETDATE_FAILE 4204 Unable to get date
D corresponding to the value
ERR_OBJECT_GETVALUE_FAIL 4205 Unable to get value
ED corresponding to the date
MarketInfo
ERR_MARKET_UNKNOWN_SYM 4301 Unknown symbol
BOL
ERR_MARKET_NOT_SELECTED 4302 Symbol is not selected in
MarketWatch
ERR_MARKET_WRONG_PROPE 4303 Wrong identifier of a symbol
RTY property
ERR_MARKET_LASTTIME_UNKN 4304 Time of the last tick is not
OWN known (no ticks)
ERR_MARKET_SELECT_ERROR 4305 Error adding or deleting a
symbol in MarketWatch
History Access
ERR_HISTORY_NOT_FOUND 4401 Requested history not found
ERR_HISTORY_WRONG_PROPE 4402 Wrong ID of the history
RTY property
ERR_HISTORY_TIMEOUT 4403 Exceeded history request
timeout
ERR_HISTORY_BARS_LIMIT 4404 Number of requested bars
limited by terminal settings
ERR_HISTORY_LOAD_ERRORS 4405 Multiple errors when loading
history
ERR_HISTORY_SMALL_BUFFER 4407 Receiving array is too small to
store all requested data
Global_Variables
ERR_GLOBALVARIABLE_NOT_F 4501 Global variable of the client
OUND terminal is not found
ERR_GLOBALVARIABLE_EXISTS 4502 Global variable of the client
terminal with the same name
already exists
© 2000-2017, MetaQuotes Software Corp.
801 Standard Constants, Enumerations and Structures
ERR_MAIL_SEND_FAILED 4510 Email sending failed
ERR_PLAY_SOUND_FAILED 4511 Sound playing failed
ERR_MQL5_WRONG_PROPERT 4512 Wrong identifier of the
Y program property
ERR_TERMINAL_WRONG_PROP 4513 Wrong identifier of the
ERTY terminal property
ERR_FTP_SEND_FAILED 4514 File sending via ftp failed
ERR_NOTIFICATION_SEND_FAI 4515 Failed to send a notification
LED
ERR_NOTIFICATION_WRONG_P 4516 Invalid parameter for sending
ARAMETER a notification – an empty
string or NULL has been
passed to the
SendNotification() function
ERR_NOTIFICATION_WRONG_S 4517 Wrong settings of
ETTINGS notifications in the terminal
(ID is not specified or
permission is not set)
ERR_NOTIFICATION_TOO_FRE 4518 Too frequent sending of
QUENT notifications
ERR_FTP_NOSERVER 4519 FTP server is not specified
ERR_FTP_NOLOGIN 4520 FTP login is not specified
ERR_FTP_FILE_ERROR 4521 File not found in the
MQL5\Files directory to send
on FTP server
ERR_FTP_CONNECT_FAILED 4522 FTP connection failed
ERR_FTP_CHANGEDIR 4523 FTP path not found on server
ERR_FTP_CLOSED 4524 FTP connection closed
Custom Indicator Buffers
ERR_BUFFERS_NO_MEMORY 4601 Not enough memory for the
distribution of indicator
buffers
ERR_BUFFERS_WRONG_INDEX 4602 Wrong indicator buffer index
Custom Indicator Properties
ERR_CUSTOM_WRONG_PROPE 4603 Wrong ID of the custom
RTY indicator property
Account
© 2000-2017, MetaQuotes Software Corp.
802 Standard Constants, Enumerations and Structures
ERR_ACCOUNT_WRONG_PROP 4701 Wrong account property ID
ERTY
ERR_TRADE_WRONG_PROPER 4751 Wrong trade property ID
TY
ERR_TRADE_DISABLED 4752 Trading by Expert Advisors
prohibited
ERR_TRADE_POSITION_NOT_F 4753 Position not found
OUND
ERR_TRADE_ORDER_NOT_FOU 4754 Order not found
ND
ERR_TRADE_DEAL_NOT_FOUN 4755 Deal not found
D
ERR_TRADE_SEND_FAILED 4756 Trade request sending failed
Indicators
ERR_INDICATOR_UNKNOWN_S 4801 Unknown symbol
YMBOL
ERR_INDICATOR_CANNOT_CRE 4802 Indicator cannot be created
ATE
ERR_INDICATOR_NO_MEMORY 4803 Not enough memory to add the
indicator
ERR_INDICATOR_CANNOT_APP 4804 The indicator cannot be
LY applied to another indicator
ERR_INDICATOR_CANNOT_ADD 4805 Error applying an indicator to
chart
ERR_INDICATOR_DATA_NOT_F 4806 Requested data not found
OUND
ERR_INDICATOR_WRONG_HAN 4807 Wrong indicator handle
DLE
ERR_INDICATOR_WRONG_PAR 4808 Wrong number of parameters
AMETERS when creating an indicator
ERR_INDICATOR_PARAMETERS 4809 No parameters when creating
_MISSING an indicator
ERR_INDICATOR_CUSTOM_NA 4810 The first parameter in the
ME array must be the name of the
custom indicator
ERR_INDICATOR_PARAMETER_ 4811 Invalid parameter type in the
TYPE array when creating an
indicator
© 2000-2017, MetaQuotes Software Corp.
803 Standard Constants, Enumerations and Structures
ERR_INDICATOR_WRONG_INDE 4812 Wrong index of the requested
X indicator buffer
Depth of Market
ERR_BOOKS_CANNOT_ADD 4901 Depth Of Market can not be
added
ERR_BOOKS_CANNOT_DELETE 4902 Depth Of Market can not be
removed
ERR_BOOKS_CANNOT_GET 4903 The data from Depth Of
Market can not be obtained
ERR_BOOKS_CANNOT_SUBSCRI 4904 Error in subscribing to receive
BE new data from Depth Of
Market
File Operations
ERR_TOO_MANY_FILES 5001 More than 64 files cannot be
opened at the same time
ERR_WRONG_FILENAME 5002 Invalid file name
ERR_TOO_LONG_FILENAME 5003 Too long file name
ERR_CANNOT_OPEN_FILE 5004 File opening error
ERR_FILE_CACHEBUFFER_ERR 5005 Not enough memory for cache
OR to read
ERR_CANNOT_DELETE_FILE 5006 File deleting error
ERR_INVALID_FILEHANDLE 5007 A file with this handle was
closed, or was not opening at
all
ERR_WRONG_FILEHANDLE 5008 Wrong file handle
ERR_FILE_NOTTOWRITE 5009 The file must be opened for
writing
ERR_FILE_NOTTOREAD 5010 The file must be opened for
reading
ERR_FILE_NOTBIN 5011 The file must be opened as a
binary one
ERR_FILE_NOTTXT 5012 The file must be opened as a
text
ERR_FILE_NOTTXTORCSV 5013 The file must be opened as a
text or CSV
ERR_FILE_NOTCSV 5014 The file must be opened as
CSV
ERR_FILE_READERROR 5015 File reading error
© 2000-2017, MetaQuotes Software Corp.
804 Standard Constants, Enumerations and Structures
ERR_FILE_BINSTRINGSIZE 5016 String size must be specified,
because the file is opened as
binary
ERR_INCOMPATIBLE_FILE 5017 A text file must be for string
arrays, for other arrays -
binary
ERR_FILE_IS_DIRECTORY 5018 This is not a file, this is a
directory
ERR_FILE_NOT_EXIST 5019 File does not exist
ERR_FILE_CANNOT_REWRITE 5020 File can not be rewritten
ERR_WRONG_DIRECTORYNAM 5021 Wrong directory name
E
ERR_DIRECTORY_NOT_EXIST 5022 Directory does not exist
ERR_FILE_ISNOT_DIRECTORY 5023 This is a file, not a directory
ERR_CANNOT_DELETE_DIRECT 5024 The directory cannot be
ORY removed
ERR_CANNOT_CLEAN_DIRECT 5025 Failed to clear the directory
ORY (probably one or more files are
blocked and removal operation
failed)
ERR_FILE_WRITEERROR 5026 Failed to write a resource to a
file
ERR_FILE_ENDOFFILE 5027 Unable to read the next piece
of data from a CSV file
(FileReadString,
FileReadNumber,
FileReadDatetime,
FileReadBool), since the end of
file is reached
String Casting
ERR_NO_STRING_DATE 5030 No date in the string
ERR_WRONG_STRING_DATE 5031 Wrong date in the string
ERR_WRONG_STRING_TIME 5032 Wrong time in the string
ERR_STRING_TIME_ERROR 5033 Error converting string to date
ERR_STRING_OUT_OF_MEMOR 5034 Not enough memory for the
Y string
ERR_STRING_SMALL_LEN 5035 The string length is less than
expected
© 2000-2017, MetaQuotes Software Corp.
805 Standard Constants, Enumerations and Structures
ERR_STRING_TOO_BIGNUMBER 5036 Too large number, more than
ULONG_MAX
ERR_WRONG_FORMATSTRING 5037 Invalid format string
ERR_TOO_MANY_FORMATTER 5038 Amount of format specifiers
S more than the parameters
ERR_TOO_MANY_PARAMETERS 5039 Amount of parameters more
than the format specifiers
ERR_WRONG_STRING_PARAME 5040 Damaged parameter of string
TER type
ERR_STRINGPOS_OUTOFRANG 5041 Position outside the string
E
ERR_STRING_ZEROADDED 5042 0 added to the string end, a
useless operation
ERR_STRING_UNKNOWNTYPE 5043 Unknown data type when
converting to a string
ERR_WRONG_STRING_OBJECT 5044 Damaged string object
Operations with Arrays
ERR_INCOMPATIBLE_ARRAYS 5050 Copying incompatible arrays.
String array can be copied only
to a string array, and a
numeric array - in numeric
array only
ERR_SMALL_ASSERIES_ARRAY 5051 The receiving array is declared
as AS_SERIES, and it is of
insufficient size
ERR_SMALL_ARRAY 5052 Too small array, the starting
position is outside the array
ERR_ZEROSIZE_ARRAY 5053 An array of zero length
ERR_NUMBER_ARRAYS_ONLY 5054 Must be a numeric array
ERR_ONEDIM_ARRAYS_ONLY 5055 Must be a one-dimensional
array
ERR_SERIES_ARRAY 5056 Timeseries cannot be used
ERR_DOUBLE_ARRAY_ONLY 5057 Must be an array of type
double
ERR_FLOAT_ARRAY_ONLY 5058 Must be an array of type float
ERR_LONG_ARRAY_ONLY 5059 Must be an array of type long
ERR_INT_ARRAY_ONLY 5060 Must be an array of type int
ERR_SHORT_ARRAY_ONLY 5061 Must be an array of type short
© 2000-2017, MetaQuotes Software Corp.
806 Standard Constants, Enumerations and Structures
ERR_CHAR_ARRAY_ONLY 5062 Must be an array of type char
Operations with OpenCL
ERR_OPENCL_NOT_SUPPORTE 5100 OpenCL functions are not
D supported on this computer
ERR_OPENCL_INTERNAL 5101 Internal error occurred when
running OpenCL
ERR_OPENCL_INVALID_HANDL 5102 Invalid OpenCL handle
E
ERR_OPENCL_CONTEXT_CREA 5103 Error creating the OpenCL
TE context
ERR_OPENCL_QUEUE_CREATE 5104 Failed to create a run queue in
OpenCL
ERR_OPENCL_PROGRAM_CREA 5105 Error occurred when compiling
TE an OpenCL program
ERR_OPENCL_TOO_LONG_KER 5106 Too long kernel name (OpenCL
NEL_NAME kernel)
ERR_OPENCL_KERNEL_CREATE 5107 Error creating an OpenCL
kernel
ERR_OPENCL_SET_KERNEL_PA 5108 Error occurred when setting
RAMETER parameters for the OpenCL
kernel
ERR_OPENCL_EXECUTE 5109 OpenCL program runtime error
ERR_OPENCL_WRONG_BUFFER 5110 Invalid size of the OpenCL
_SIZE buffer
ERR_OPENCL_WRONG_BUFFER 5111 Invalid offset in the OpenCL
_OFFSET buffer
ERR_OPENCL_BUFFER_CREATE 5112 Failed to create an OpenCL
buffer
Operations with WebRequest
ERR_WEBREQUEST_INVALID_A 5200 Invalid URL
DDRESS
ERR_WEBREQUEST_CONNECT_ 5201 Failed to connect to specified
FAILED URL
ERR_WEBREQUEST_TIMEOUT 5202 Timeout exceeded
ERR_WEBREQUEST_REQUEST_ 5203 HTTP request failed
FAILED
User-Defined Errors
© 2000-2017, MetaQuotes Software Corp.
807 Standard Constants, Enumerations and Structures
ERR_USER_ERROR_FIRST 65536 User defined errors start with
this code
See also
Trade Server Return Codes
© 2000-2017, MetaQuotes Software Corp.
808 Standard Constants, Enumerations and Structures
Input and Output Constants
Constants:
· File opening flags
· File properties
· Positioning inside a file
· Code page usage
· MessageBox
© 2000-2017, MetaQuotes Software Corp.
809 Standard Constants, Enumerations and Structures
File Opening Flags
File opening flag values specify the file access mode. Flags are defined as follows:
Identifier Value Description
FILE_READ 1 File is opened for reading. Flag
is used in FileOpen(). When
opening a file specification of
FILE_WRITE and/or FILE_READ
is required.
FILE_WRITE 2 File is opened for writing. Flag
is used in FileOpen(). When
opening a file specification of
FILE_WRITE and/or FILE_READ
is required.
FILE_BIN 4 Binary read/write mode
(without string to string
conversion). Flag is used in
FileOpen().
FILE_CSV 8 CSV file (all its elements are
converted to strings of the
appropriate type, Unicode or
ANSI, and separated by
separator). Flag is used in
FileOpen().
FILE_TXT 16 Simple text file (the same as
csv file, but without taking into
account the separators). Flag is
used in FileOpen().
FILE_ANSI 32 Strings of ANSI type (one byte
symbols). Flag is used in
FileOpen().
FILE_UNICODE 64 Strings of UNICODE type (two
byte symbols). Flag is used in
FileOpen().
FILE_SHARE_READ 128 Shared access for reading from
several programs. Flag is used
in FileOpen(), but it does not
replace the necessity to
indicate FILE_WRITE and/or
the FILE_READ flag when
opening a file.
FILE_SHARE_WRITE 256 Shared access for writing from
several programs. Flag is used
in FileOpen(), but it does not
© 2000-2017, MetaQuotes Software Corp.
810 Standard Constants, Enumerations and Structures
replace the necessity to
indicate FILE_WRITE and/or
the FILE_READ flag when
opening a file.
FILE_REWRITE 512 Possibility for the file rewrite
using functions FileCopy() and
FileMove(). The file should
exist or should be opened for
writing, otherwise the file will
not be opened.
FILE_COMMON 4096 The file path in the common
folder of all client terminals
\Terminal\Common\Files. Flag
is used in FileOpen(),
FileCopy(), FileMove() and in
FileIsExist() functions.
One or several flags can be specified when opening a file. This is a combination of flags. The
combination of flags is written using the sign of logical OR (|), which is positioned between
enumerated flags. For example, to open a file in CSV format for reading and writing at the same time,
specify the combination FILE_READ|FILE_WRITE|FILE_CSV.
Example:
int filehandle=FileOpen(filename,FILE_READ|FILE_WRITE|FILE_CSV);
There are some specific features of work when you specify read and write flags:
· If FILE_READ is specified, an attempt is made to open an existing file. If a file does not exist, file
opening fails, a new file is not created.
· FILE_READ|FILE_WRITE – a new file is created if the file with the specified name does not exist.
· FILE_WRITE – the file is created again with a zero size.
When opening a file, specification of FILE_WRITE and/or FILE_READ is required.
Flags that define the type of reading of an open file possess priority. The highest flag is FILE_CSV,
then goes FILE_BIN, and FILE_TXT is of lowest priority. Thus, if several flags are specified at the same
time, (FILE_TXT|FILE_CSV or FILE_TXT|FILE_BIN or FILE_BIN|FILE_CSV), the flag with the highest
priority will be used.
Flags that define the type of encoding also have priority. FILE_UNICODE is of a higher priority than
FILE_ANSI. So if you specify combination FILE_UNICODE|FILE_ANSI, flag FILE_UNICODE will be used.
If neither FILE_UNICODE nor FILE_ANSI is indicated, FILE_UNICODE is implied. If neither FILE_CSV, nor
FILE_BIN, nor FILE_TXT is specified, FILE_CSV is implied.
If a file is opened for reading as a text file (FILE_TXT or FILE_CSV), and at the file beginning a special
two-byte indication 0xff,0xfe is found, the encoding flag will be FILE_UNICODE, even if FILE_ANSI is
specified.
See also
File Functions
© 2000-2017, MetaQuotes Software Corp.
811 Standard Constants, Enumerations and Structures
File Properties
The FileGetInteger() function is used for obtaining file properties. The identifier of the required
property from the ENUM_FILE_PROPERTY_INTEGER enumeration is passed to it during call.
ENUM_FILE_PROPERTY_INTEGER
ID ID description
FILE_EXISTS Check the existence
FILE_CREATE_DATE Date of creation
FILE_MODIFY_DATE Date of the last modification
FILE_ACCESS_DATE Date of the last access to the file
FILE_SIZE File size in bytes
FILE_POSITION Position of a pointer in the file
FILE_END Get the end of file sign
FILE_LINE_END Get the end of line sign
FILE_IS_COMMON The file is opened in a shared folder of all
terminals (see FILE_COMMON)
FILE_IS_TEXT The file is opened as a text file (see FILE_TXT)
FILE_IS_BINARY The file is opened as a binary file (see
FILE_BIN)
FILE_IS_CSV The file is opened as CSV (see FILE_CSV)
FILE_IS_ANSI The file is opened as ANSI (see FILE_ANSI)
FILE_IS_READABLE The opened file is readable (see FILE_READ)
FILE_IS_WRITABLE The opened file is writable (see FILE_WRITE)
The FileGetInteger() function has two different options of call. In the first option, for getting
properties of a file, its handle is specified, which is obtained while opening the file using the
FileOpen() function. This option allows getting all properties of a file.
The second option of the FileGetInteger() function returns values of file properties by the file name.
Using this option, only the following general properties can be obtained:
· FILE_EXISTS – existence of a file with a specified name
· FILE_CREATE_DATE – date of creation of the file with the specified name
· FILE_MODIFY_DATE – date of modification of the file with the specified name
· FILE_ACCESS_DATE – date of the last access to the file with the specified name
· FILE_SIZE – size of the file with the specified name
When trying to get properties other than specified above, the second option of FileGetInteger() call
will return an error.
© 2000-2017, MetaQuotes Software Corp.
812 Standard Constants, Enumerations and Structures
Positioning Inside a File
Most of file functions are associated with data read/write operations. At the same time, using the
FileSeek() you can specify the position of a file pointer to a position inside the file, from which the
next read or write operation will be performed. The ENUM_FILE_POSITION enumeration contains valid
pointer positions, relative to which you can specify the shift in bytes for the next operation.
ENUM_FILE_POSITION
Identifier Description
SEEK_SET File beginning
SEEK_CUR Current position of a file pointer
SEEK_END File end
See also
FileIsEnding, FileIsLineEnding
© 2000-2017, MetaQuotes Software Corp.
813 Standard Constants, Enumerations and Structures
Using a Codepage in String Conversion Operations
When converting string variables into arrays of char type and back, the encoding that by default
corresponds to the current ANSI of Windows operating system (CP_ACP) is used in MQL5. If you want
to specify a different type of encoding, it can be set as additional parameter for the
CharArrayToString(), StringToCharArray() and FileOpen() functions.
The table lists the built-in constants for some of the most popular code pages. Not mentioned code
pages can be specified by a code corresponding to the page.
Built-in Constants of Codepages
Constant Value Description
CP_ACP 0 The current Windows ANSI
code page.
CP_OEMCP 1 The current system OEM code
page.
CP_MACCP 2 The current system Macintosh
code page.
Note: This value is mostly
used in earlier created
program codes and is of no
use now, since modern
Macintosh computers use
Unicode for encoding.
CP_THREAD_ACP 3 The Windows ANSI code page
for the current thread.
CP_SYMBOL 42 Symbol code page
CP_UTF7 65000 UTF-7 code page.
CP_UTF8 65001 UTF-8 code page.
See also
Client Terminal Properties
© 2000-2017, MetaQuotes Software Corp.
814 Standard Constants, Enumerations and Structures
Constants of the MessageBox Dialog Window
This section contains return codes of the MessageBox() function. If a message window has a Cancel
button, the function returns IDCANCEL, in case if the ESC key or the Cancel button is pressed. If there
is no Cancel button in the message window, the pressing of ESC does not give any effect.
Constant Value Description
IDOK 1 "OK" button has been pressed
IDCANCEL 2 "Cancel" button has been
pressed
IDABORT 3 "Abort" button has been
pressed
IDRETRY 4 "Retry" button has been
pressed
IDIGNORE 5 "Ignore" button has been
pressed
IDYES 6 "Yes" button has been pressed
IDNO 7 "No" button has been pressed
IDTRYAGAIN 10 "Try Again" button has been
pressed
IDCONTINUE 11 "Continue" button has been
pressed
The main flags of the MessageBox() function define contents and behavior of the dialog window. This
value can be a combination of the following flag groups:
Constant Value Description
MB_OK 0x00000000 Message window contains only
one button: OK. Default
MB_OKCANCEL 0x00000001 Message window contains two
buttons: OK and Cancel
MB_ABORTRETRYIGNORE 0x00000002 Message window contains
three buttons: Abort, Retry
and Ignore
MB_YESNOCANCEL 0x00000003 Message window contains
three buttons: Yes, No and
Cancel
MB_YESNO 0x00000004 Message window contains two
buttons: Yes and No
© 2000-2017, MetaQuotes Software Corp.
815 Standard Constants, Enumerations and Structures
MB_RETRYCANCEL 0x00000005 Message window contains two
buttons: Retry and Cancel
MB_CANCELTRYCONTINUE 0x00000006 Message window contains
three buttons: Cancel, Try
Again, Continue
To display an icon in the message window it is necessary to specify additional flags:
Constant Value Description
MB_ICONSTOP, 0x00000010 The STOP sign icon
MB_ICONERROR,
MB_ICONHAND
MB_ICONQUESTION 0x00000020 The question sign icon
MB_ICONEXCLAMATION, 0x00000030 The exclamation/warning sign
MB_ICONWARNING icon
MB_ICONINFORMATION, 0x00000040 The encircled i sign
MB_ICONASTERISK
Default buttons are defined by the following flags:
Constant Value Description
MB_DEFBUTTON1 0x00000000 The first button
MB_DEFBUTTON1 - is default,
if the other buttons
MB_DEFBUTTON2,
MB_DEFBUTTON3, or
MB_DEFBUTTON4 are not
specified
MB_DEFBUTTON2 0x00000100 The second button is default
MB_DEFBUTTON3 0x00000200 The third button is default
MB_DEFBUTTON4 0x00000300 The fourth button is default
© 2000-2017, MetaQuotes Software Corp.
816 MQL5 programs
MQL5 Programs
For the mql5-program to operate, it must be compiled (Compile button or F7 key). Compilation should
pass without errors (some warnings are possible; they should be analyzed). At this process, an
executable file with the same name and with EX5 extension must be created in the corresponding
directory, terminal_dir\MQL5\Experts, terminal_dir\MQL5\indicators or terminal_dir\MQL5\scripts.
This file can be run.
Operating features of MQL5 programs are described in the following sections:
· Program running – order of calling predefined event-handlers.
· Testing trading strategies – operating features of MQL5 programs in the Strategy Tester.
· Client terminal events – description of events, which can be processed in programs.
· Call of imported functions – description order, allowed parameters, search details and call agreement
for imported functions.
· Runtime errors – getting information about runtime and critical errors.
Expert Advisors, custom indicators and scripts are attached to one of opened charts by Drag'n'Drop
method from the Navigator window.
For an expert Advisor to stop operating, it should be removed from a chart. To do it select "Expert
list" in chart context menu, then select an Expert Advisor from list and click "Remove" button.
Operation of Expert Advisors is also affected by the state of the "AutoTrading" button.
In order to stop a custom indicator, it should be removed from a chart.
Custom indicators and Expert Advisors work until they are explicitly removed from a chart;
information about attached Expert Advisors and Indicators is saved between client terminal sessions.
Scripts are executed once and are deleted automatically upon operation completion or change of the
current chart state, or upon client terminal shutdown. After the restart of the client terminal scripts
are not started, because the information about them is not saved.
Maximum one Expert Advisor, one script and unlimited number of indicators can operate in one chart.
© 2000-2017, MetaQuotes Software Corp.
817 MQL5 programs
Program Running
Each script and each Expert Advisor runs in its own separate thread. All indicators calculated on one
symbol, even if they are attached to different charts, work in the same thread. Thus, all indicators on
one symbol share the resources of one thread.
All other actions associated with a symbol, like processing of ticks and history synchronization, are
also consistently performed in the same thread with indicators. This means that if an infinite action is
performed in an indicator, all other events associated with its symbol will never be performed.
When running an Expert Advisor, make sure that it has an actual trading environment and can access
the history of the required symbol and period, and synchronize data between the terminal and the
server. For all these procedures, the terminal provides a start delay of no more than 5 seconds, after
which the Expert Advisor will be started with available data. Therefore, in case there is no connection
to the server, this may lead to a delay in the start of an Expert Advisor.
The below table contains a brief summary of MQL5 programs:
Program Running Note
Script A separate thread, the number A looped script cannot break
of threads for scripts is equal running of other programs
to the number of scripts
Expert Advisor A separate thread, the number A looped Expert Advisor
of threads for Expert Advisors cannot break running of other
is equal to the number of programs
Expert Advisors
Indicator One thread for all indicators An infinite loop in one
on a symbol. The number of indicator will stop all other
threads is equal to the number indicators on this symbol
of symbols with indicators
Right after a program is attached to a chart, it is uploaded to the client terminal memory, as well as
global variable are initialized. If some global variable of the class type has a constructor, this
constructor will be called during initialization of global variables.
After that the program is waiting for an event from the client terminal. Each mql5-program should
have at least one event-handler, otherwise the loaded program will not be executed. Event handlers
have predefined names, parameters and return types.
Type Function name Parameters Application Comment
int OnInit none Expert Advisors Init event
and indicators handler. It allows
to use the void
return type.
void OnDeinit const int reason Expert Advisors Deinit event
and indicators handler.
© 2000-2017, MetaQuotes Software Corp.
818 MQL5 programs
void OnStart none scripts Start event
handler.
int OnCalculate const int indicators Calculate event
rates_total, handler for all
const int prices.
prev_calculated,
const datetime
&Time[],
const double
&Open[],
const double
&High[],
const double
&Low[],
const double
&Close[],
const long
&TickVolume[],
const long
&Volume[],
const int
&Spread[]
int OnCalculate const int indicators Calculate event
rates_total, handler on the
const int single data
prev_calculated, array.
const int begin, Indicator cannot
const double have two event
&price[] handlers
simultaneously.
In this case the
only one event
handler will work
on the data
array.
void OnTick none Expert Advisors NewTick event
handler. While
the event of a
new tick receipt
is being
processed, no
other events of
this type are
received.
void OnTimer none Expert Advisors Timer event
and indicators handler.
© 2000-2017, MetaQuotes Software Corp.
819 MQL5 programs
void OnTrade none Expert Advisors Trade event
handler.
double OnTester none Expert Advisors Tester event
handler.
void OnChartEvent const int id, Expert Advisors ChartEvent event
const long and indicators handler.
&lparam,
const double
&dparam,
const string
&sparam
void OnBookEvent const string Expert Advisors BookEvent event
&symbol_name and indicators handler.
A client terminal sends new events to the corresponding open charts. Events can also be generated by
charts (chart events) or mql5-programs (custom events). Generation of events of creation or deletion
of graphical objects on a chart can be enabled or disabled by setting CHART_EVENT_OBJECT_CREATE
and CHART_EVENT_OBJECT_DELETE chart properties. Each MQL5 program and each chart has its own
queue of events, where all new incoming events are added.
A program receives only events from the chart it runs on. All events are processed one after another in
the order they are received. If a queue already has a NewTick event, or this event is currently being
processed, then the new NewTick event is not placed in the queue of the MQL5 program. Similarly, if
ChartEvent is already enqueued, or this event is being processed, no new event of this kind is
enqueued. The timer events are handled the same way – if the Timer event is in the queue or being
handled, the new timer event is not enqueued.
Event queues have a limited but sufficient size, so that the queue overflow for well written programs
is unlikely. In case of queue overflow, new events are discarded without queuing.
It is not recommended to use infinite loops to handle events. The exception to this rule may be only
scripts that process only a single Start event.
Libraries do not handle any events.
Functions prohibited in Indicators and Expert Advisors
Indicators, scripts and Expert Advisors are executable programs written in MQL5. They are designed
for different types of tasks. Therefore there are some restrictions on the use of certain functions,
depending on the type of program. The following functions are prohibited in indicators:
· OrderCalcMargin();
· OrderCalcProfit();
· OrderCheck();
· OrderSend();
· SendFTP();
© 2000-2017, MetaQuotes Software Corp.
820 MQL5 programs
· Sleep();
· ExpertRemove();
· MessageBox().
All functions designed for indicators are prohibited in Expert Advisors and scripts:
· SetIndexBuffer();
· IndicatorSetDouble();
· IndicatorSetInteger();
· IndicatorSetString();
· PlotIndexSetDouble();
· PlotIndexSetInteger();
· PlotIndexSetString();
· PlotIndexGetInteger.
The library is not an independent program and is executed in the context of the MQL5 program that
has called it: script, indicator or Expert Advisor. Accordingly, the above restrictions apply to the called
library.
Loading and Unloading of Indicators
Indicators are loaded in the following cases:
· an indicator is attached to a chart;
· terminal start (if the indicator was attached to the chart prior to the shutdown of the terminal);
· loading of a template (if the indicator attached to a chart is specified in the template);
· change of a profile (if the indicator is attached to one of the profile charts);
· change of a symbol and/or timeframe of a chart, to which the indicator is attached;
· after the successful recompilation of an indicator (if the indicator was attached to a chart);
· change of input parameters of the indicator.
Indicators are unloaded in the following cases:
· when detaching an indicator from a chart;
· terminal shutdown (if the indicator was attached to a chart);
· loading of a template (if an indicator is attached to a chart);
· closing of a chart, to which the indicator was attached;
· change of a profile (if the indicator is attached to one of charts of the changed profile);
· change of a symbol and/or timeframe of a chart, to which the indicator is attached;
· change of input parameters of the indicator.
© 2000-2017, MetaQuotes Software Corp.
821 MQL5 programs
Loading and Unloading of Expert Advisors
Expert Advisors are loaded in the following cases:
· when attaching an Expert Advisor to a chart;
· terminal start (if the Expert Advisor was attached to the chart prior to the shutdown of the
terminal);
· loading of a template (if the Expert Advisor attached to the chart is specified in the template);
· change of a profile (if the Expert Advisor is attached to the one of the profile charts);
· connection to an account, even if the account number is the same (if the Expert Advisor was attached
to the chart before the authorization of the terminal on the server).
Expert Advisors are unloaded in the following cases:
· when detaching an Expert Advisor from a chart;
· if a new Expert Advisor is attached to a chart, if another Expert Advisor has been attached already,
this Expert Advisor is unloaded.
· terminal shutdown (if the Expert Advisor was attached to a chart);
· loading of a template (if an Expert Advisor is attached to the chart);
· close of a chart, to which the Expert Advisor is attached.
· change of a profile (if the Expert Advisor is attached to one of charts of the changed profile);
· change of the account to which the terminal is connected (if the Expert Advisor was attached to the
chart before the authorization of the terminal on the server);
· calling the ExpertRemove() function.
In case the symbol or timeframe of a chart, to which the Expert Advisor is attached, changes,
Expert Advisors are not loaded or unloaded. In this case client terminal subsequently calls OnDeinit()
handlers on the old symbol/timeframe and OnInit() on the new symbol/timeframe (if they are such),
values of global variables and static variables are not reset. All events, which have been received for
the Expert Advisor before the initialization is completed (OnInit() function) are skipped.
Loading and Unloading of Scripts
Scripts are loaded immediately after they are attached to a chart and unloaded immediately after they
complete their operation. OnInit() and OnDeinit() are not called for scripts.
When a program is unloaded (deleted from a chart) the client terminal performs deinitialization of
global variables and deletes the events queue. In this case deinitialization means reset of all the
string-type variables, deallocation of dynamical array objects and call of their destructors if they are
available.
For a better understanding of the Expert Advisor operation we recommend to compile the code of the
following Expert Advisor and perform actions of load/unload, template change, symbol change,
timeframe change etc:
Example:
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
822 MQL5 programs
//| TestExpert.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
class CTestClass
{
public:
CTestClass() { Print("CTestClass constructor"); }
~CTestClass() { Print("CTestClass destructor"); }
};
CTestClass global;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//---
Print("Initialization");
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
Print("Deinitialization with reason",reason);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//---
}
//+------------------------------------------------------------------+
See also
Client terminal events, Event handlers
© 2000-2017, MetaQuotes Software Corp.
823 MQL5 programs
Trade Permission
Trade Automation
MQL5 language provides a special group of trade functions designed for developing automated trading
systems. Programs developed for automated trading with no human intervention are called Expert
Advisors or trading robots. In order to create an Expert Advisor in MetaEditor, launch MQL5 Wizard
and select one of the two options:
· Expert Advisor (template) – allows you to create a template with ready-made event handling
functions that should be supplemented with all necessary functionality by means of programming.
· Expert Advisor (generate) – allows you to develop a full-fledged trading robot simply by selecting the
necessary modules: trading signals module, money management module and trailing stop module.
Trading functions can work only in Expert Advisors and scripts. Trading is not allowed for indicators.
Checking for Permission to Perform Automated Trading
In order to develop a reliable Expert Advisor capable of working without human intervention, it is
necessary to arrange a set of important checks. First, we should programmatically check if trading is
allowed at all. This is a basic check that is indispensable when developing any automated system.
Checking for permission to perform automated trading in the terminal
The terminal settings provide you with an ability to allow or forbid automated trading for all programs.
© 2000-2017, MetaQuotes Software Corp.
824 MQL5 programs
You can switch automated trading option right on the terminal's Standard panel:
· – automated trading enabled, trading functions in launched applications are allowed
for use.
· – automated trading disabled, running applications are unable to execute trading
functions.
Sample check:
if (!TerminalInfoInteger(TERMINAL_TRADE_ALLOWED))
Alert("Check if automated trading is allowed in the terminal settings!");
Checking if trading is allowed for a certain running Expert Advisor/script
You can allow or forbid automated trading for a certain program when launching it. To do this, use the
special check box in the program properties.
© 2000-2017, MetaQuotes Software Corp.
825 MQL5 programs
Sample check:
if(!TerminalInfoInteger(TERMINAL_TRADE_ALLOWED))
Alert("Check if automated trading is allowed in the terminal settings!");
else
{
if(!MQLInfoInteger(MQL_TRADE_ALLOWED))
Alert("Automated trading is forbidden in the program settings for ",__FILE__);
}
Checking if trading is allowed for any Expert Advisors/scripts for the current
account
Automated trading can be disabled at the trade server side. Sample check:
if(!AccountInfoInteger(ACCOUNT_TRADE_EXPERT))
Alert("Automated trading is forbidden for the account ",AccountInfoInteger(ACCOUNT_LOGIN),
" at the trade server side");
If automated trading is disabled for a trading account, trading operations of Expert Advisors/scripts
are not executed.
Checking if trading is allowed for the current account
In some cases, any trading operations are disabled for a certain trading account – neither manual nor
automated trading can be performed. Sample check when an investor password has been used to
connect to a trading account:
if(!AccountInfoInteger(ACCOUNT_TRADE_ALLOWED))
Comment("Trading is forbidden for the account ",AccountInfoInteger(ACCOUNT_LOGIN),
© 2000-2017, MetaQuotes Software Corp.
826 MQL5 programs
".\n Perhaps an investor password has been used to connect to the trading account.",
"\n Check the terminal journal for the following entry:",
"\n\'",AccountInfoInteger(ACCOUNT_LOGIN),"\': trading has been disabled - investor mode
AccountInfoInteger(ACCOUNT_TRADE_ALLOWED) may return false in the following cases:
· no connection to the trade server. That can be checked using
TerminalInfoInteger(TERMINAL_CONNECTED);
· trading account switched to read-only mode (sent to the archive);
· trading on the account is disabled at the trade server side;
· connection to a trading account has been performed in Investor mode.
See also
Client Terminal Properties, Account Properties, Properties of a Running MQL5 Program
© 2000-2017, MetaQuotes Software Corp.
827 MQL5 programs
Client Terminal Events
Init
Immediately after the client terminal loads a program (an Expert Advisor or custom indicator) and
starts the process of initialization of global variables, the Init event will be sent, which will be
processed by OnInit() event handler, if there is such. This event is also generated after a financial
instrument and/or chart timeframe is changed, after a program is recompiled in MetaEditor, after
input parameters are changed from the setup window of an Expert Advisor or a custom indicator. An
Expert Advisor is also initialized after the account is changed. The Init event is not generated for
scripts.
Deinit
Before global variables are deinitialized and the program (Expert Advisor or custom indicator) is
unloaded, the client terminal sends the Deinit event to the program. Deinit is also generated when the
client terminal is closed, when a chart is closed, right before the security and/or timeframe is
changed, at a successful program re-compilation, when input parameters are changed, and when
account is changed.
The deinitialization reason can be obtained from the parameter, passed to the OnDeinit() function.
The OnDeinit() function run is restricted to 2.5 seconds. If during this time the function hasn't been
completed, then it is forcibly terminated. The Deinit event is not generated for scripts.
Start
The Start event is a special event for script activation after it is loaded. This event is processed by
OnStart handler. The Start event is not sent to Expert Advisors or custom indicators.
NewTick
The NewTick event is generated if there are new quotes, it is processed by OnTick() of Expert
Advisors attached. In case when OnTick function for the previous quote is being processed when a new
quote is received, the new quote will be ignored by an Expert Advisor, because the corresponding
event will not enqueued.
All new quotes that are received while the program is running are ignored until the OnTick() is
completed. After that the function will run only after a new quote is received. The NewTick event is
generated irrespective of whether automated trade is allowed or not ("Allow/prohibit Auto trading"
button). The prohibition of automated trading denotes only that sending of trade requests from an
Expert Advisor is not allowed, while the Expert Advisor keeps working.
The prohibition of automated trading by pressing the appropriate button will not stop the current
execution of the OnTick() function.
Calculate
The Calculate event is generated only for indicators right after the Init event is sent and at any change
of price data. It is processed by the OnCalculate function.
© 2000-2017, MetaQuotes Software Corp.
828 MQL5 programs
Timer
The Timer event is periodically generated by the client terminal for the Expert Advisor that has
activated the timer by the EventSetTimer function. Usually, this function is called by OnInit. Timer
event processing is performed by the OnTimer function. After the operation of the Expert Advisor is
completed, it is necessary to destroy the timer using the EventKillTimer function, which is usually
called in the OnDeinit function.
Trade
The Trade event is generated when a trade operation is completed on a trade server. The Trade event
is handled by the OnTrade() function for the following trade operations:
· sending, modifying or removing of a pending order;
· cancellation of a pending order with not enough of money or expiration;
· activation of a pending order;
· opening, adding or closing a position (or part of the position);
· modifying of the open position (change stops – Stop Loss and/or Take Profit).
TradeTransaction
When performing some definite actions on a trade account, its state changes. Such actions include:
· Sending a trade request from any MQL5 application in the client terminal using OrderSend and
OrderSendAsync functions and its further execution;
· Sending a trade request via the terminal graphical interface and its further execution;
· Pending orders and stop orders activation on the server;
· Performing operations on a trade server side.
The following trade transactions are performed as a result of these actions:
· handling a trade request;
· changing open orders;
· changing orders history;
· changing deals history;
· changing positions.
For example, when sending a market buy order, it is handled, an appropriate buy order is created for
the account, the order is then executed and removed from the list of the open ones, then it is added
to the orders history, an appropriate deal is added to the history and a new position is created. All
these actions are trade transactions. Arrival of such a transaction at the terminal is a
TradeTransaction event. This event is handled by OnTradeTransaction function.
Tester
The Tester event is generated after testing of an Expert Advisor on history data is over. The event is
handled by the OnTester() function.
© 2000-2017, MetaQuotes Software Corp.
829 MQL5 programs
TesterInit
The TesterInit event is generated with the start of optimization in the strategy tester before the first
optimization pass. The TesterInit event is handled by the OnTesterInit() function.
TesterPass
The TesterPass event is generated when a new data frame is received. The TesterPass event is
handled by the OnTesterPass() function.
TesterDeinit
The TesterDeinit event is generated after the end of optimization of an Expert Advisor in the strategy
tester. The TesterDeinit event is handled by the OnTesterDeinit() function.
ChartEvent
The ChartEvent event is generated by the client terminal when a user is working with a chart:
· keystroke, when the chart window is in focus;
· graphical object created
· graphical object deleted
· mouse press on the graphical object of the chart
· move of the graphical object using the mouse
· end of text editing in LabelEdit.
Also there is a custom event ChartEvent, which can be sent to an Expert Advisor by any mql5 program
by using the EventChartCustom function. The event is processed by the OnChartEvent function.
BookEvent
The BookEvent event is generated by the client terminal after the Depth Of Market is changed; it is
processed by the OnBookEvent function. To start generation of BookEvent for the specified symbol, it
is necessary to subscribe the symbol to this event by using the MarketBookAdd function.
To unsubscribe from BookEvent for a specified symbol, it is necessary to call the MarketBookRelease
function. The BookEvent event is a broadcasting-type event - it means that it is sufficient to subscribe
just one Expert Advisor for this event, and all other Expert Advisors that have the OnBookEvent event
handler, will receive it. That's why it is necessary to analyze the symbol name, which is passed to a
handler as a parameter.
See also
Event handlers, Program running
© 2000-2017, MetaQuotes Software Corp.
830 MQL5 programs
Resources
Using graphics and sound in MQL5 programs
Programs in MQL5 allow working with sound and graphic files:
· PlaySound() plays a sound file;
· ObjectCreate()allows creating user interfaces using graphical objects OBJ_BITMAP and
OBJ_BITMAP_LABEL.
PlaySound()
Example of call of the PlaySound() function:
//+------------------------------------------------------------------+
//| Calls standard OrderSend() and plays a sound |
//+------------------------------------------------------------------+
void OrderSendWithAudio(MqlTradeRequest &request, MqlTradeResult &result)
{
//--- send a request to a server
OrderSend(request,result);
//--- if a request is accepted, play sound Ok.wav
if(result.retcode==TRADE_RETCODE_PLACED) PlaySound("Ok.wav");
//--- if fails, play alarm from file timeout.wav
else PlaySound("timeout.wav");
}
The example shows how to play sounds from files 'Ok.wav' and 'timeout.wav', which are included into
the standard terminal package. These files are located in the folder terminal_directory\Sounds. Here
terminal_directory is a folder, from which the MetaTrader 5 Client Terminal is started. The location
of the terminal directory can be found out from an mql5 program in the following way:
//--- Folder, in which terminal data are stored
string terminal_path=TerminalInfoString(TERMINAL_PATH);
You can use sound files not only from the folder terminal_directory\Sounds, but also from any
subfolder located in terminal_data_directory\MQL5. You can find out the location of the terminal
data directory from the terminal menu "File" -> "Open Data Folder" or using program method:
//--- Folder, in which terminal data are stored
string terminal_data_path=TerminalInfoString(TERMINAL_DATA_PATH);
For example, if the Demo.wav sound file is located in terminal_data_directory\MQL5\Files, then call of
PlaySound() should be written the following way:
//--- play Demo.wav from the folder terminal_directory_data\MQL5\Files\
PlaySound("\\Files\\Demo.wav");
Please note that in the comment the path to the file is written using backslash "\", and in the function
"\\" is used.
© 2000-2017, MetaQuotes Software Corp.
831 MQL5 programs
When specifying the path, always use only the double backslash as a separator, because a single
backslash is a control symbol for the compiler when dealing with constant strings and character
constants in the program source code.
Call PlaySound() function with NULL parameter to stop playback:
//--- call of PlaySound() with NULL parameter stops playback
PlaySound(NULL);
ObjectCreate()
Example of an Expert Advisor, which creates a graphical label (OBJ_BITMAP_LABEL) using the
ObjectCreate() function.
string label_name="currency_label"; // name of the OBJ_BITMAP_LABEL object
string euro ="\\Images\\euro.bmp"; // path to the file terminal_data_directory\MQL5\Images\
string dollar ="\\Images\\dollar.bmp"; // path to the file terminal_data_directory\MQL5\Images\
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- create a button OBJ_BITMAP_LABEL, if it hasn't been created yet
if(ObjectFind(0,label_name)<0)
{
//--- trying to create object OBJ_BITMAP_LABEL
bool created=ObjectCreate(0,label_name,OBJ_BITMAP_LABEL,0,0,0);
if(created)
{
//--- link the button to the left upper corner of the chart
ObjectSetInteger(0,label_name,OBJPROP_CORNER,CORNER_RIGHT_UPPER);
//--- now set up the object properties
ObjectSetInteger(0,label_name,OBJPROP_XDISTANCE,100);
ObjectSetInteger(0,label_name,OBJPROP_YDISTANCE,50);
//--- reset the code of the last error to 0
ResetLastError();
//--- download a picture to indicate the "Pressed" state of the button
bool set=ObjectSetString(0,label_name,OBJPROP_BMPFILE,0,euro);
//--- test the result
if(!set)
{
PrintFormat("Failed to download image from file %s. Error code %d",euro,GetLastError())
}
ResetLastError();
//--- download a picture to indicate the "Unpressed" state of the button
set=ObjectSetString(0,label_name,OBJPROP_BMPFILE,1,dollar);
if(!set)
© 2000-2017, MetaQuotes Software Corp.
832 MQL5 programs
{
PrintFormat("Failed to download image from file %s. Error code %d",dollar,GetLastError(
}
//--- send a command for a chart to refresh so that the button appears immediately without
ChartRedraw(0);
}
else
{
//--- failed to create an object, notify
PrintFormat("Failed to create object OBJ_BITMAP_LABEL. Error code %d",GetLastError());
}
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- delete an object from a chart
ObjectDelete(0,label_name);
}
Creation and setup of the graphical object named currency_label are carried out in the OnInit()
function. The paths to the graphical files are set in global variables euro and dollar, a double backlash
is used for a separator:
string euro ="\\Images\\euro.bmp"; // path to the file terminal_dara_directory\MQL5\Images\
string dollar ="\\Images\\dollar.bmp"; // path to the file terminal_dara_directory\MQL5\Images\
The files are located in the folder terminal_data_directory\MQL5\Images.
Object OBJ_BITMAP_LABEL is actually a button, which displays one of the two images, depending on
the button state (pressed or unpressed): euro.bmp or dollar.bmp.
© 2000-2017, MetaQuotes Software Corp.
833 MQL5 programs
The size of the button with a graphical interface is automatically adjusted to the size of the picture.
The image is changed by a left mouse button click on the OBJ_BITMAP_LABEL object ("Disable
selection" option must be checked in the properties). The OBJ_BITMAP object is created the same
way - it is used for creating the background with a necessary image.
The value of the OBJPROP_BMPFILE property, which is responsible for the appearance of the objects
OBJ_BITMAP and OBJ_BITMAP_LABEL, can be changed dynamically. This allows creating various
interactive user interfaces for mql5 programs.
Including resources to executable files during compilation of mql5
programs
An mql5 program may need a lot of different downloadable resources in the form of image and sound
files. In order to eliminate the need to transfer all these files when moving an executable file in MQL5,
the compiler's directive #resource should be used:
#resource path_to_resource_file
The #resource command tells the compiler that the resource at the specified path
path_to_resource_file should be included into the executable EX5 file. Thus all the necessary images
and sounds can be located directly in an EX5 file, so that there is no need to transfer separately the
files used in it, if you want to run the program on a different terminal. Any EX5 file can contain
resources, and any EX5 program can use resources from another EX5 program.
The files in format BMP and WAV are automatically compressed before including them to an EX5 file.
This denotes that in addition to the creation of complete programs in MQL5, using resources also
allows to reduce the total size of necessary files when using graphics and sounds, as compared to the
usual way of MQL5 program writing.
The resource file size must not exceed 128 Mb.
© 2000-2017, MetaQuotes Software Corp.
834 MQL5 programs
Search for specified resources by a compiler
A resource is inserted using the command #resource "<path to the resource file>"
#resource "<path_to_resource_file>"
The length of the constant string <path_to_resource_file> must not exceed 63 characters.
The compiler searches for a resource at the specified path in the following order:
· if the backslash "\" separator (written as "\\") is placed at the beginning of the path, it searches for
the resource relative to the directory terminal_data_directory\MQL5\,
· if there is no backslash, it searches for the resource relative to the location of the source file, in
which the resource is written.
The resource path cannot contain the substrings "..\\" and ":\\".
Examples of resource inclusion:
//--- correct specification of resources
#resource "\\Images\\euro.bmp" // euro.bmp is located in terminal_data_directory\MQL5\Images\
#resource "picture.bmp" // picture.bmp is located in the same directory as the source file
#resource "Resource\\map.bmp" // the resource is located in source_file_directory\Resource\map.bmp
//--- incorrect specification of resources
#resource ":picture_2.bmp" // must not contain ":"
#resource "..\\picture_3.bmp" // must not contain ".."
#resource "\\Files\\Images\\Folder_First\\My_panel\\Labels\\too_long_path.bmp" //more than 63 symbo
Use of Resources
Resource name
After a resource is declared using the #resource directive, it can be used in any part of a program. The
name of the resource is its path without a backslash at the beginning of the line, which sets the path
to the resource. To use your own resource in the code, the special sign "::" should be added before the
resource name.
Examples:
//--- examples of resource specification and their names in comments
#resource "\\Images\\euro.bmp" // resource name - Images\euro.bmp
#resource "picture.bmp" // resource name - picture.bmp
#resource "Resource\\map.bmp" // resource name - Resource\map.bmp
#resource "\\Files\\Pictures\\good.bmp" // resource name - Files\Pictures\good.bmp
#resource "\\Files\\Demo.wav"; // resource name - Files\Demo.wav"
#resource "\\Sounds\\thrill.wav"; // resource name - Sounds\thrill.wav"
...
//--- utilization of resources
© 2000-2017, MetaQuotes Software Corp.
835 MQL5 programs
ObjectSetString(0,bitmap_name,OBJPROP_BMPFILE,0,"::Images\\euro.bmp");
...
ObjectSetString(0,my_bitmap,OBJPROP_BMPFILE,0,"::picture.bmp");
...
set=ObjectSetString(0,bitmap_label,OBJPROP_BMPFILE,1,"::Files\\Pictures\\good.bmp");
...
PlaySound("::Files\\Demo.wav");
...
PlaySound("::Sounds\\thrill.wav");
It should be noted that when setting images from a resource to the OBJ_BITMAP and
OBJ_BITMAP_LABEL objects, the value of the OBJPROP_BMPFILE property cannot be modified
manually. For example, for creating OBJ_BITMAP_LABEL we use resources euro.bmp and dollar.bmp.
#resource "\\Images\\euro.bmp"; // euro.bmp is located in terminal_data_directory\MQL5\Images\
#resource "\\Images\\dollar.bmp"; // dollar.bmp is located in terminal_data_directory\MQL5\Images\
When viewing the properties of this object, we'll see that the properties BitMap File (On) and BitMap
File (Off) are dimmed and cannot be change manually:
Using the resources of other mql5 programs
There is another advantage of using resources – in any MQL5 program, resources of another EX5 file
can be used. Thus the resources from one EX5 file can be used in many other mql5 programs.
In order to use a resource name from another file, it should be specified as
<path_EX5_file_name>::<resource_name>. For example, suppose the Draw_Triangles_Script.mq5
script contains a resource to an image in the file triangle.bmp:
#resource "\\Files\\triangle.bmp"
Then its name, for using in the script itself, will look like "Files\triangle.bmp", and in order to use it,
"::" should be added to the resource name.
© 2000-2017, MetaQuotes Software Corp.
836 MQL5 programs
//--- using the resource in the script
ObjectSetString(0,my_bitmap_name,OBJPROP_BMPFILE,0,"::Files\\triangle.bmp");
In order to use the same resource from another program, e.g. from an Expert Advisor, we need to add
to the resource name the path to the EX5 file relative to terminal_data_directory\MQL5\ and the
name of the script's EX5 file - Draw_Triangles_Script.ex5. Suppose the script is located in the
standard folder terminal_data_directory\MQL5\Scripts\, then the call should be written the following
way:
//--- using a resource from a script in an EA
ObjectSetString(0,my_bitmap_name,OBJPROP_BMPFILE,0,"\\Scripts\\Draw_Triangles_Script.ex5::Files\\tr
If the path to the executable file is not specified when calling the resource from another EX5, the
executable file is searched for in the same folder that contains the program that calls the resource.
This means that if an Expert Advisor calls a resource from Draw_Triangles_Script.ex5 without
specification of the path, like this:
//--- call script resource in an EA without specifying the path
ObjectSetString(0,my_bitmap_name,OBJPROP_BMPFILE,0,"Draw_Triangles_Script.ex5::Files\\triangle.bmp"
then the file will be searched for in the folder terminal_data_directory\MQL5\Experts\, if the Expert
Advisor is located in terminal_data_directory\MQL5\Experts\.
Working with custom indicators included as resources
One or several custom indicators may be necessary for the operation of MQL5 applications. All of them
can be included into the code of an executable MQL5 program. Inclusion of indicators as resources
simplifies the distribution of applications.
Below is an example of including and using SampleIndicator.ex5 custom indicator located in
terminal_data_folder\MQL5\Indicators\ directory:
//+------------------------------------------------------------------+
//| SampleEA.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#resource "\\Indicators\\SampleIndicator.ex5"
int handle_ind;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//---
handle_ind=iCustom(_Symbol,_Period,"::Indicators\\SampleIndicator.ex5");
if(handle_ind==INVALID_HANDLE)
{
Print("Expert: iCustom call: Error code=",GetLastError());
return(INIT_FAILED);
© 2000-2017, MetaQuotes Software Corp.
837 MQL5 programs
}
//--- ...
return(INIT_SUCCEEDED);
}
The case when a custom indicator in OnInit() function creates one or more copies of itself requires
special consideration. Please keep in mind that the resource should be specified in the following way:
<path_EX5_file_name>::<resource_name>.
For example, if SampleIndicator.ex5 indicator is included to SampleEA.ex5 Expert Advisor as a
resource, the path to itself specified when calling iCustom() in the custom indicator's initialization
function looks the following way: "\\Experts\\SampleEA.ex5::Indicators\\SampleIndicator.ex5". When
this path is set explicitly, SampleIndicator.ex5 custom indicator is rigidly connected to SampleEA.ex5
Expert Advisor losing ability to work independently.
The path to itself can be received using GetRelativeProgramPath() function. The example of its usage
is provided below:
//+------------------------------------------------------------------+
//| SampleIndicator.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property indicator_separate_window
#property indicator_plots 0
int handle;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- the wrong way to provide a link to itself
//--- string path="\\Experts\\SampleEA.ex5::Indicators\\SampleIndicator.ex5";
//--- the right way to receive a link to itself
string path=GetRelativeProgramPath();
//--- indicator buffers mapping
handle=iCustom(_Symbol,_Period,path,0,0);
if(handle==INVALID_HANDLE)
{
Print("Indicator: iCustom call: Error code=",GetLastError());
return(INIT_FAILED);
}
else Print("Indicator handle=",handle);
//---
return(INIT_SUCCEEDED);
}
///....
//+------------------------------------------------------------------+
//| GetRelativeProgramPath |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
838 MQL5 programs
string GetRelativeProgramPath()
{
int pos2;
//--- get the absolute path to the application
string path=MQLInfoString(MQL_PROGRAM_PATH);
//--- find the position of "\MQL5\" substring
int pos =StringFind(path,"\\MQL5\\");
//--- substring not found - error
if(pos<0)
return(NULL);
//--- skip "\MQL5" directory
pos+=5;
//--- skip extra '\' symbols
while(StringGetCharacter(path,pos+1)=='\\')
pos++;
//--- if this is a resource, return the path relative to MQL5 directory
if(StringFind(path,"::",pos)>=0)
return(StringSubstr(path,pos));
//--- find a separator for the first MQL5 subdirectory (for example, MQL5\Indicators)
//--- if not found, return the path relative to MQL5 directory
if((pos2=StringFind(path,"\\",pos+1))<0)
return(StringSubstr(path,pos));
//--- return the path relative to the subdirectory (for example, MQL5\Indicators)
return(StringSubstr(path,pos2+1));
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const int begin,
const double& price[])
{
//--- return value of prev_calculated for next call
return(rates_total);
}
Resource variables
Resources can be declared using the resource variables and treated as if they are variables of the
appropriate type. Declaration format:
#resource path_to_the_resource_file as resource_variable_type resource_variable_name
Sample declarations:
#resource "data.bin" as int ExtData[] // declare the numeric array containing data from
© 2000-2017, MetaQuotes Software Corp.
839 MQL5 programs
#resource "data.bin" as MqlRates ExtData[] // declare the simple structures array containing
//--- strings
#resource "data.txt" as string ExtCode // declare the string containing the data.txt fil
//--- graphical resources
#resource "image.bmp" as bitmap ExtBitmap[] // declare the one-dimensional array containing a
#resource "image.bmp" as bitmap ExtBitmap2[][] // declare the two-dimensional array containing a
In case of such declaration, the resource data can be addressed only via the variable, auto addressing
via "::<rsource name>" does not work.
#resource "\\Images\\euro.bmp" as bitmap euro[][]
#resource "\\Images\\dollar.bmp"
//+------------------------------------------------------------------+
//| OBJ_BITMAP_LABEL object creation function using the resource |
//+------------------------------------------------------------------+
void Image(string name,string rc,int x,int y)
{
ObjectCreate(0,name,OBJ_BITMAP_LABEL,0,0,0);
ObjectSetInteger(0,name,OBJPROP_XDISTANCE,x);
ObjectSetInteger(0,name,OBJPROP_YDISTANCE,y);
ObjectSetString(0,name,OBJPROP_BMPFILE,rc);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- output the size of the image [width, height] stored in euro resource variable
Print(ArrayRange(euro,1),", ",ArrayRange(euro,0));
//--- change the image in euro - draw the red horizontal stripe in the middle
for(int x=0;x<ArrayRange(euro,1);x++)
euro[ArrayRange(euro,1)/2][x]=0xFFFF0000;
//--- create the graphical resource using the resource variable
ResourceCreate("euro_icon",euro,ArrayRange(euro,0),ArrayRange(euro,1),0,0,ArrayRange(euro,1),COL
//--- create the Euro graphical label object, to which the image from the euro_icon resource will b
Image("Euro","::euro_icon",10,40);
//--- another method of applying the resource, we cannot draw do it
Image("USD","::Images\\dollar.bmp",15+ArrayRange(euro,1),40);
//--- direct method of addressing the euro.bmp resource is unavailable since it has already been de
Image("E2","::Images\\euro.bmp",20+ArrayRange(euro,1)*2,40); // execution time error is to occur
}
Script execution result – only two OBJ_BITMAP_LABEL objects out of three ones are created. The
image of the first object has the red stripe in the middle.
© 2000-2017, MetaQuotes Software Corp.
840 MQL5 programs
An important advantage of applying the resources is that the resource files are automatically
compressed before they are included into an executable EX5 file prior to compilation. Thus, using the
resource variables allows you to put all necessary data directly into the executable EX5 file as well as
reduce the number and total size of the files compared to the conventional way of writing MQL5
programs.
Using the resource variables is particularly convenient for publishing products in the Market.
Features
· The special bitmap resource variable type informs the compiler that the resource is an image. Such
variables receive the uint type.
· The bitmap type array resource variable may have two dimensions. In this case, the array size is
defined as [image_height ][ image_width ]. If an array of one dimension is specified, the number of
elements is equal to image_height*image_width.
· When downloading a 24-bit image, the alpha channel component is set to 255 for all the image
pixels.
· When downloading a 32-bit image without the alpha channel, the alpha channel component is also
set to 255 for all the image pixels.
· When downloading a 32-bit image with the alpha channel, the pixels are not processed in any way.
· The resource file size cannot exceed 128 Mb.
· The automatic encoding detection by BOM (header) presence is performed for string files. If BOM is
absent, the encoding is defined by the file contents. The files in the ANSI, UTF-8 and UTF-16
encodings are supported. All strings are converted to Unicode when reading data from the files.
OpenCL programs
Using the resource string variables may greatly facilitate the development of some programs. For
example, you are able to write a code of an OpenCL program in a separate CL file and then include it
as a string into your MQL5 program resources.
© 2000-2017, MetaQuotes Software Corp.
841 MQL5 programs
#resource "seascape.cl" as string cl_program
...
int context;
if((cl_program=CLProgramCreate(context,cl_program)!=INVALID_HANDLE)
{
//--- perform further actions with an OpenCL program
}
In this example, you would have had to write the entire code as a single big string if no cl_program
resource variable had been used.
See also
ResourceCreate(), ResourceSave(), PlaySound(), ObjectSetInteger(), ChartApplyTemplate(), File
Functions
© 2000-2017, MetaQuotes Software Corp.
842 MQL5 programs
Call of Imported Functions
To import functions during the execution of a mql5-program, the client terminal uses early binding.
This means that if a program has call of an imported function, the corresponding module (ex5 or dll) is
loaded during the program load. MQL5 and DLL libraries are executed in the thread of a calling
module.
It is not recommended to use the fully specified name of the module to be loaded like Drive:
\Directory\FileName.Ext. The MQL5 libraries are loaded from the terminal_dir\MQL5\Libraries folder.
If the library hasn't been found, then the client terminal performs an attempt to load it from
terminal_dir\experts folder.
The system libraries (DLL) are loaded by the operating system rules. If the library is already loaded
(for example, another Expert Advisor, and even from another client terminal, running in parallel), then
it uses requests to the library already loaded. Otherwise, it performs a search in the following
sequence:
1. Directory, from which the module importing dll was started. The module here is an Expert Advisor,
a script, an indicator or EX5 library;
2. Directory terminal_data_directory\MQL5\Libraries (TERMINAL_DATA_PATH\MQL5\Libraries);
3. Directory, from which the MetaTrader 5 client terminal was started;
4. System directory;
5. Windows directory;
6. Current directory;
7. Directories listed in the PATH system variable.
If the DLL library uses another DLL in its work, the first one cannot be loaded in case when there is no
second DLL.
Before an Expert Advisor (script, indicator) is loaded, a common list of all EX5 library modules is
formed. It's going to be used both from a loaded Expert Advisor (script, indicator) and from libraries
of this list. Thus the one-time loading of many times used EX5 library modules is needed. Libraries use
predefined variables of the Expert Advisor (script, indicator) they were called by.
The imported library EX5 is searched for in the following sequence:
1. Directory, path to which is set relative to the directory of the Expert Advisor (script, indicator) that
imports EX5;
2. Directory terminal_directory\MQL5\Libraries;
3. Directory MQL5\Libraries in the common directory of all MetaTrader 5 client terminals
(Common\MQL5\Libraries).
Functions imported DLL into a mql5-program must ensure the Windows API calls agreement. To ensure
such an agreement, in the source text of programs written in C or C++, use the keyword __stdcall,
which is specific to the Microsoft(r) compilers. This agreement is characterized by the following:
· caller (in our case it is a mq5-program) should "see" a prototype of a function called (imported from
the DLL), in order to properly combine parameters to a stack;
· caller (in our case it is a mql5-program) puts parameters to the stack in a reverse order, from right
to left - in this order an imported function reads parameters passed to it;
· parameters are passed by value, except those explicitly passed by reference (in our case strings)
© 2000-2017, MetaQuotes Software Corp.
843 MQL5 programs
· an imported function cleans the stack independently by reading parameters passed to it.
When describing the prototype of an imported function, default parameters can be used.
If the corresponding library is unable to load, or there is a prohibition on the DLL use, or the imported
function is not found - the Expert Advisor stops its operation with the appropriate message "Expert
Advisor stopped" in the Journal (log file). In this case the Expert Advisor will not run until it is
reinitialized. An Expert Advisor can be reinitialized as a result of recompilation or after the table of its
properties is opened and OK is pressed.
Passing Parameters
All parameters of simple types are passed by values unless it is explicitly indicated that they are
passed by reference. When a string is passed, the address of the buffer of the copied string is passed;
if a string is passed by reference, the address of the buffer of this string without copying it is passed
to the function imported from DLL.
Structures that contain dynamic arrays, strings, classes, other complex structures, as well as static or
dynamic arrays of the enumerated objects, can't be passed as a parameter to an imported function.
When passing an array to DLL, the address of the beginning of the data buffer is always passed
(irrespective of the AS_SERIES flag). A function inside a DLL knows nothing about the AS_SERIES flag,
the passed array is a static array of an undefined length; an additional parameter should be used for
specifying the array size.
© 2000-2017, MetaQuotes Software Corp.
844 MQL5 programs
Runtime Errors
The executing subsystem of the client terminal has an opportunity to save the error code in case it
occurs during a MQL5 program run. There is a predefined variable _LastError for each executable
MQL5 program.
Before starting the OnInit function, the _LastError variable is reset. In case an erroneous situation
occurs during calculations or in the process of internal function calls, the _LastError variable accepts a
corresponding error code. The value stored in this variable can be obtained using the GetLastError()
function.
There are several critical errors in case of which a program is terminated immediately:
· division by zero
· going beyond array boundary
· using an incorrect object pointer
© 2000-2017, MetaQuotes Software Corp.
845 MQL5 programs
Testing Trading Strategies
The idea of automated trading is appealing by the fact that the trading robot can work non-stop for 24
hours a day, seven days a week. The robot does not get tired, doubtful or scared, it's is totally free
from any psychological problems. It is sufficient enough to clearly formalize the trading rules and
implement them in the algorithms, and the robot is ready to work tirelessly. But first, you must make
sure that the following two important conditions are met:
· The Expert Advisor performs trading operations in accordance with the rules of the trading system;
· The trading strategy, implemented in the EA, demonstrates a profit on the history.
To get answers to these questions, we turn to the Strategy Tester, included in the MetaTrader 5 client
terminal.
This section covers the features of program testing and optimization in the strategy tester:
· Function Limitations in the Strategy Tester
· Tick Generation Modes
· Simulation of spread
· Using real ticks during a test
· The Global Variables of the Client Terminal
· The Calculation of Indicators During Testing
· Loading History during Testing
· Multi-Currency Testing
· Simulation of Time in the Strategy Tester
· Graphical Objects in Testing
· The OnTimer() Function in the Strategy Tester
· The Sleep() Function in the Strategy Tester
· Using the Strategy Tester for Optimization Problems in Mathematical Calculations
· The Synchronization of Bars in the "Open prices only" mode
· The IndicatorRelease() function in the Tester
· Event Handling in the Tester
· Testing Agents
· The Data Exchange between the Terminal and the Agent
· Using the Shared Folder of All of the Client Terminals
· Using DLLs
Function Limitations in the Strategy Tester
There are operation limitations for some functions in the client terminal's Strategy Tester.
The Print() and PrintFormat() Functions
© 2000-2017, MetaQuotes Software Corp.
846 MQL5 programs
To increase performance, Print() and PrintFormat() functions are not executed when optimizing the
trading robot's parameters. The exception is the use of these functions inside the OnInit() handler.
This allows you to easily find the cause of errors when they occur.
The Alert(), MessageBox(), PlaySound(), SendFTP, SendMail(),
SendNotification(), WebRequest() Functions
The Alert(), MessageBox(), PlaySound(), SendFTP(), SendMail(), SendNotification() and WebRequest()
functions designed for interaction with the "outside world" are not executed in the Strategy Tester.
Tick Generation Modes
An Expert Advisor is a program, written in MQL5, that is run each time in response to some external
event. The EA has a corresponding function (event handler) for each pre-defined event.
The NewTick event (price change) is the main event for the EA and, therefore, we need to generate a
tick sequence to test the EA. There are 3 modes of tick generation implemented in the Strategy Tester
of MetaTrader 5 client terminal:
· Every tick
· 1 Minute OHLC (OHLC prices with minute bars)
· Open prices only
The basic and the most detailed is the "Every tick" mode, the other two modes are the simplifications
of the basic one, and will be described in comparison to the "Every tick" mode. Consider all three
modes in order to understand the differences between them.
"Every Tick"
The historical quotes data for financial instruments is transferred from the trading server to the
MetaTrader 5 client terminal in the form of packed minute bars. Detailed information on the
occurrence of requests and the construction of the required time-frames can be obtained from the
Organizing Data Access chapter of MQL5 Reference.
The minimal element of the price history is the minute bar, from which you can obtain information on
the four values of the price:
· Open - the price at which the minute bar was opened;
· High - the maximum that was achieved during this minute bar;
· Low - the minimum that was achieved during this minute bar;
· Close - the closing price of the bar.
The new minute bar is not opened at the moment when the new minute begins (number of seconds
becomes equal to 0), but when a tick occurs - a price change by at least one point. The figure shows
the first minute bar of the new trading week, which has the opening time of 2011.01.10 00:00. The
price gap between Friday and Monday, which we see on the chart, is common, since currency rates
fluctuates even on weekends in response to incoming news.
© 2000-2017, MetaQuotes Software Corp.
847 MQL5 programs
For this bar, we only know that the minute bar was opened on January 10th 2011 at 00 hours 00
minutes, but we know nothing about the seconds. It could have been opened at 00:00:12 or 00:00:36
(12 or 36 seconds after the start of a new day) or any other time within that minute. But we do know
that the Open price of EURUSD was at 1.28940 at the opening time of the new minute bar.
We also don't know (accurate within a second) when we received the tick corresponding to the closing
price of the considered minute bar. We known only one thing - the last Close price of the minute bar.
For this minute, the price was 1.28958. The time of the appearance of High and Low prices is also
unknown, but we know that the maximum and minimum prices were on the levels of 1.28958 and
1.28940, respectively.
To test the trading strategy, we need a sequence of ticks, on which the work of the Expert Advisor will
be simulated. Thus, for every minute bar, we know the 4 control points, where the price has
definitely been. If a bar has only 4 ticks, then this is enough information to perform a testing, but
usually the tick volume is greater than 4.
Hence, there is a need to generate additional control points for ticks, which occurred between the
Open, High, Low, and Close prices. The principle of the "Every tick" ticks generation mode is
described in the The Algorithm of Ticks’ Generation within the Strategy Tester of the MetaTrader 5
Terminal a figure from which is presented below.
© 2000-2017, MetaQuotes Software Corp.
848 MQL5 programs
When testing in the "Every tick" mode, the OnTick() function of the EA will be called at every control
point. Each control point is a tick from a generated sequence. The EA will receive the time and price
of the simulated tick, just as it would when working online.
Important: the "Every tick" testing mode is the most accurate, but at the same time, the most
time consuming. For an initial testing of the majority of trading strategies, it is usually sufficient
to use one of the other two testing modes.
"1 Minute OHLC"
The "Every tick" mode is the most accurate of the three modes, but at the same time, is the slowest.
The running of the OnTick() handler occurs at every tick, while tick volume can be quite large. For a
strategy, in which the tick sequence of price movement throughout the bar, does not matter, there is
a faster and rougher simulation mode - "1 minute OHLC".
In the "1 minute OHLC" mode, the tick sequence is constructed only by the OHLC prices of the minute
bars, the number of the generated control points is significantly reduced - hence, so is the testing
time. The launch of the OnTick () function is performed on all control points, which are constructed by
the prices of OHLC minute bars.
The refusal to generate additional intermediate ticks between the Open, High, Low, and Close prices,
leads to an appearance of rigid determinism in the development of prices, from the moment that the
Open price is determined. This makes it possible to create a "Testing Grail", which shows a nice
upward graph of the testing balance.
An example of such Grail is presented in the CodeBase - Grr-al.
© 2000-2017, MetaQuotes Software Corp.
849 MQL5 programs
The figure shows a very attractive graph of this EA testing. How was it obtained? We know 4 prices for
a minute bar, and we also know that the first is the Open price, and the last is the Close price. We
have the High and Low prices between them, and the sequence of their occurrence is unknown, but it
is known, that the High price is greater than or equal to the Open price (and the Low price is less than
or equal to the Open price).
It is sufficient enough to determine the moment of receiving the Open price, and then analyze the
next tick in order to determine what price we have at the moment - either the High or the Low. If the
price is below the Open price, then we have a Low price and buy at this tick, the next tick will
correspond to the High price, at which we will close the buy and open for sell. The next tick is the last
one, this is the Close price, and we close the sale on it.
If after the price, we receive a tick with a price greater than the opening price, then the sequence of
deals is reversed. Process a minute bar in this "cheat" mode, and wait for the next one.
When testing such EA on the history, everything goes smoothly, but once we launch it online, the truth
begins to get revealed - the balance line remains steady, but heads downwards. To expose this trick,
we simply need to run the EA in the "Every tick" mode.
Note: If the test results of the EA in the rough testing modes ("1 minute OHLC" and "Open Prices
only") seem too good, make sure to test it in the "Every tick" mode.
"Open Prices Only"
In this mode ticks are generated based on the OHLC prices of the timeframe selected for testing. The
OnTick() function of the Expert Advisor runs only at the beginning of the bar at the Open price. Due to
this feature, stop levels and pending may trigger at a price that differs from the specified one
(especially when testing on higher timeframes). Instead, we have an opportunity to quickly run an
evaluation test of the Expert Advisor.
W1 and MN1 periods are the exceptions in the "Open Price Only" ticks generation mode: for these
timeframes ticks are generated for the OHLC prices of each day, not OHLC prices of the week or
month.
Suppose we test an Expert Advisor on EURUSD H1 in the "Open Prices Only" mode. In this case the
total number of ticks (control points) will be no more than 4*number of one-hour bars within the tested
interval. But the OnTick() handler is called only at the opening of the one-hour bar. The checks
required for a correct testing occur on the rest of the ticks (that are "hidden" from the EA).
· The calculation of margin requirements;
© 2000-2017, MetaQuotes Software Corp.
850 MQL5 programs
· The triggering of Stop Loss and Take Profit levels;
· The triggering of pending orders;
· The removal of expired pending orders.
If there are no open positions or pending orders, we don't need to perform these checks on hidden
ticks, and the increase of speed may be quite substantial. This "Open prices only" mode is well suited
for testing strategies, which process deals only at the opening of the bar and do not use pending
orders, as well as StopLoss and TakeProfit orders. For the class of such strategies, the necessary
accuracy of testing is preserved.
Let's use the Moving Average Expert Advisor from the standard package as an example of an EA,
which can be tested in any mode. The logic of this EA is built in such a way that all of the decisions are
made at the opening of the bar, and deals are carried out immediately, without the use of pending
orders.
Run a testing of the EA on EURUSD H1 on an interval from 2010.09.01 to 2010.12.31, and compare the
graphs. The figure shows the balance graph from the test report for all of the three modes.
As you can see, the graphs on different testing modes are exactly the same for the Moving Average EA
from the standard package.
There are some limitations on the "Open Prices Only" mode:
· You cannot use the Random Delay execution mode.
· In the tested Expert Advisor, you cannot access data of the timeframe lower than that used for
testing/optimization. For example, if you run testing/optimization on the H1 period, you can access
data of H2, H3, H4 etc., but not M30, M20, M10 etc. In addition, the higher timeframes that are
accessed must be multiple of the testing timeframe. For example, if you run testing in M20, you
cannot access data of M30, but it is possible to access H1. These limitations are connected with the
impossibility to obtain data of lower or non-multiple timeframes out of the bars generated during
testing/optimization.
© 2000-2017, MetaQuotes Software Corp.
851 MQL5 programs
· Limitations on accessing data of other timeframes also apply to other symbols whose data are used
by the Expert Advisor. In this case the limitation for each symbol depends on the first timeframe
accessed during testing/optimization. Suppose, during testing on EURUSD H1, an Expert Advisor
accesses data of GBPUSD M20. In this case the Expert Advisor will be able to further use data of
EURUSD H1, H2, etc., as well as GBPUSD M20, H1, H2 etc.
Note: The "Open prices only" mode has the fastest testing time, but it is not suitable for all of the
trading strategies. Select the desired test mode based on the characteristics of the trading
system.
To conclude the section on the tick generation modes, let's consider a visual comparison of the
different tick generation modes for EURUSD, for two M15 bars on an interval from 2011.01.11
21:00:00 - 2011.01.11 21:30:00.
The ticks were saved into different files using the WriteTicksFromTester.mq5 EA and the ending of
these files names are specified in filenameEveryTick, filenameOHLC and filenameOpenPrice input-
parameters.
To obtain three files with three tick sequences (for each of the following modes "Every tick", "1 minute
OHLC" and "Open prices only), the EA was launched three times in the corresponding modes, in single
runs. Then, the data from these three files were displayed on the chart using the
TicksFromTester.mq5 indicator. The indicator code is attached to this article.
© 2000-2017, MetaQuotes Software Corp.
852 MQL5 programs
By default, all of the file operations in the MQL5 language are made within the "file sandbox", and
during testing the EA has access only to its own "file sandbox". In order for the indicator and the EA to
work with files from one folder during testing, we used the flag FILE_COMMON. An example of code
from the EA:
//--- open the file
file=FileOpen(filename,FILE_WRITE|FILE_CSV|FILE_COMMON,";");
//--- check file handle
if(file==INVALID_HANDLE)
{
PrintFormat("Error in opening of file %s for writing. Error code=%d",filename,GetLastError())
return;
}
else
{
PrintFormat("The file will be created in %s folder",TerminalInfoString(TERMINAL_COMMONDATA_PA
}
For reading the data in the indicator, we also used the flag FILE_COMMON. This allowed us to avoid
manually transferring the necessary files from one folder to another.
//--- open the file
int file=FileOpen(fname,FILE_READ|FILE_CSV|FILE_COMMON,";");
//--- check file handle
if(file==INVALID_HANDLE)
{
PrintFormat("Error in open of file %s for reading. Error code=%d",fname,GetLastError());
return;
}
else
{
© 2000-2017, MetaQuotes Software Corp.
853 MQL5 programs
PrintFormat("File will be opened from %s",TerminalInfoString(TERMINAL_COMMONDATA_PATH));
}
Simulation of spread
The price difference between the Bid and the Ask prices is called the spread. During testing, the
spread is not modeled but is taken from historical data. If the spread is less than or equal to zero in
the historical data, then the last known (at the moment of generation) spread is used by testing
agent.
In the Strategy Tester, the spread is always considered floating. That is, SymbolInfoInteger(symbol,
SYMBOL_SPREAD_FLOAT) always returns true.
In addition, the historical data contains tick values and trading volumes. For the storage and retrieval
of data we use a special MqlRates structure:
struct MqlRates
{
datetime time; // Period start time
double open; // Open price
double high; // The highest price of the period
double low; // The lowest price of the period
double close; // Close price
long tick_volume; // Tick volume
int spread; // Spread
long real_volume; // Trade volume
};
Using real ticks during a test
Testing and optimization on real ticks are as close to real conditions as possible. Instead of generated
ticks based on minute data, it is possible to use real ticks accumulated by a broker. These are ticks
from exchanges and liquidity providers.
To ensure the greatest test accuracy, minute bars are also used in the real ticks mode. The bars are
applied to check and correct tick data. This also allows you to avoid the divergence of charts in the
tester and the client terminal.
The tester compares the tick data to the minute bar parameters: a tick should not exceed the bar's
High/Low levels, also initial and final ticks should coincide with the bar's Open/Close prices. The
volume is compared as well. If a mismatch is detected, all ticks corresponding to this minute bar are
discarded. Generated ticks are used instead (like in the "Every tick" mode).
If a symbol history has a minute bar with no tick data for it, the tester generates ticks in the "Every
tick" mode. This allows plotting a correct chart in the tester in case a broker's tick data is insufficient.
If a symbol history has no minute bar but the appropriate tick data for the minute is present, the data
can be used in the tester. For example, exchange symbol pairs are formed using Last prices. If only
ticks with Bid/Ask prices without the Last price arrive from the server, the bar is not generated. The
tester uses these tick data since they do not contradict the minute ones.
© 2000-2017, MetaQuotes Software Corp.
854 MQL5 programs
Tick data may not coincide with minute bars for various reasons, for example because of connection
losses or other failures when transmitting data from a source to the client terminal. The minute data
is considered more reliable during tests.
Keep in mind the following features when testing on real ticks:
· When launching a test, the minute data on a symbol is synchronized along with the tick one.
· Ticks are stored in the symbol cache of the strategy tester. The cache size does not exceed 128 000
ticks. When new ticks arrive, the oldest data is removed from the cache. However, the CopyTicks
function allows receiving ticks outside the cache (only when testing on real ticks). In that case, the
data is requested from the tester tick database that is completely similar to the corresponding client
terminal database. No minute bar corrections are implemented to this base. Therefore, the ticks
there may differ from the ones stored in the cache.
The Global Variables of the Client Terminal
During testing, the global variables of the client terminal are also emulated, but they are not related to
the current global variables of the terminal, which can be seen in the terminal using the F3 button. It
means that all operations with the global variables of the terminal, during testing, take place outside
of the client terminal (in the testing agent).
The Calculation of Indicators During Testing
In the real-time mode, the indicator values are calculated at every tick. The Strategy Tester adopted
a cost-effective model for calculating indicators - indicators are recalculated only immediately before
the running of the EA. It means that the recalculation of the indicators is done before the call of the
OnTick(), OnTrade() and OnTimer() functions.
It does not matter whether or not there is a call for the indicator in a specific event handler. All
the indicators with handles created by the iCustom() or IndicatorCreate() functions will be
recalculated before calling the event handler.
Consequently, when testing in the "Every tick" mode, the calculation of the indicators takes place
before the call of OnTick() function.
If the timer is on in the EA, using the EventSetTimer() function, then the indicators will be
recalculated before each call of the OnTimer() handler. Therefore, the testing time can be greatly
increased with the use of an indicators, written in a non-optimal way.
Loading History during Testing
The history of a symbol to be tested is synchronized and loaded by the terminal from the trade server
before starting the testing process. During the first time, the terminal loads all available history of a
symbol in order not to request it later. Further only the new data are loaded.
A testing agent receives the history of a symbol to be tested from the client terminal right after the
start of testing. If data of other instruments are used in the process of testing (for example, it is a
multicurrency Expert Advisor), the testing agent requests the required history from the client terminal
during the first call to such data. If historical data are available in the terminal, they are immediately
© 2000-2017, MetaQuotes Software Corp.
855 MQL5 programs
passed to the testing agent. If data are not available, the terminal requests and downloads them from
the server, and then passes to the testing agent.
Data of additional instruments is also required for calculating cross-rates for trade operations. For
example, when testing a strategy on EURCHF with the deposit currency in USD, prior to processing the
first trading operation, the testing agent requests the history data of EURUSD and USDCHF from the
client terminal, though the strategy does not contain direct use call of these symbols.
Before testing a multi-currency strategy, it is recommended to download all the necessary historical
data to the client terminal. This will help to avoid delays in testing/optimization associated with
download of the required data. You can download history, for example, by opening the appropriate
charts and scrolling them to the history beginning. An example of forced loading of history into the
terminal is available in the Organizing Access to Data section of the MQL5 Reference.
Testing agents, in turn, receive history from the terminal in the packed form. During the next testing,
the tester does not load history from the terminal, because the required data is available since the
previous run of the tester.
· The terminal loads history from a trade server only once, the first time the agent requests the
history of a symbol to be tested from the terminal. The history is loaded in a packed form to
reduce the traffic.
· Ticks are not sent over the network, they are generated on testing agents.
Multi-Currency Testing
The Strategy Tester allows us to perform a testing of strategies, trading on multiple symbols. Such EAs
are conventionally referred to as multi-currency Expert Advisors, since originally, in the previous
platforms, testing was performed only for a single symbol. In the Strategy Tester of the MetaTrader 5
terminal, we can model trading for all of the available symbols.
The tester loads the history of the used symbols from the client terminal (not from the trade server!)
automatically during the first call of the symbol data.
The testing agent downloads only the missing history, with a small margin to provide the necessary
data on the history, for the calculation of the indicators at the starting time of testing. For the time-
frames D1 and less, the minimum volume of the downloaded history is one year.
Thus, if we run a testing on an interval 2010.11.01-2010.12.01 (testing for an interval of one month)
with a period of M15 (each bar is equal to 15 minutes), then the terminal will be requested the history
for the instrument for the entire year of 2010. For the weekly time-frame, we will request a history of
100 bars, which is about two years (a year has 52 weeks). For testing on a monthly time-frame the
agent will request the history of 8 years (12 months x 8 years = 96 months).
If there isn't necessary bars, the starting date of testing will be automatically shifted from past to
present to provide the necessary reserve of bars before the testing.
During testing, the "Market Watch" is emulated as well, from which one can obtain information on
symbols.
© 2000-2017, MetaQuotes Software Corp.
856 MQL5 programs
By default, at the beginning of testing, there is only one symbol in the "Market Watch" of the Strategy
Tester - the symbol that the testing is running on. All of the necessary symbols are connected to the
"Market Watch" of the Strategy Tester (not terminal!) automatically when referred to.
Prior to starting testing of a multi-currency Expert Advisor, it is necessary to select symbols
required for testing in the "Market Watch" of the terminal and load the required data. During the
first call of a "foreign" symbol, its history will be automatically synchronized between the testing
agent and the client terminal. A "foreign" symbol is the symbol other than that on which testing is
running.
Referral to the data of an "other" symbol occurs in the following cases:
· When using the technical indicators function and IndicatorCreate() on the symbol/timeframe;
· The request to the "Market Watch" data for the other symbol:
1. SeriesInfoInteger
2. Bars
3. SymbolSelect
4. SymbolIsSynchronized
5. SymbolInfoDouble
6. SymbolInfoInteger
7. SymbolInfoString
8. SymbolInfoTick
9. SymbolInfoSessionQuote
10.SymbolInfoSessionTrade
11.MarketBookAdd
12.MarketBookGet
· Request of the time-series for a symbol/timeframe by using the following functions:
1. CopyBuffer
2. CopyRates
3. CopyTime
4. CopyOpen
5. CopyHigh
6. CopyLow
7. CopyClose
8. CopyTickVolume
9. CopyRealVolume
10.CopySpread
At the moment of the first call to an "other" symbol, the testing process is stopped and the history is
downloaded for the symbol/timeframe, from the terminal to the testing agent. At the same time, the
generation of tick sequence for this symbol is made.
© 2000-2017, MetaQuotes Software Corp.
857 MQL5 programs
An individual tick sequence is generated for each symbol, according to the selected tick generation
mode. You can also request the history explicitly for the desired symbols by calling the SymbolSelect()
in the OnInit() handler - the downloading of the history will be made immediately prior to the testing
of the Expert Advisor.
Thus, it does not require any extra effort to perform multi-currency testing in the MetaTrader 5 client
terminal. Just open the charts of the appropriate symbols in the client terminal. The history will be
automatically uploaded from the trading server for all the required symbols, provided that it contains
this data.
Simulation of Time in the Strategy Tester
During testing, the local time TimeLocal() is always equal to the server time TimeTradeServer(). In
turn, the server time is always equal to the time corresponding to the GMT time - TimeGMT(). This
way, all of these functions display the same time during testing.
The lack of a difference between the GMT, the Local, and the server time in the Strategy Tester is
done deliberately in case there is no connection to the server. The test results should always be the
same, regardless of whether or not there is a connection. Information about the server time is not
stored locally, and is taken from the server.
Graphical Objects in Testing
During testing/optimization graphical objects are not plotted. Thus, when referring to the properties
of a created object during testing/optimization, an Expert Advisor will receive zero values.
This limitation does not apply to testing in visual mode.
The OnTimer() Function in the Strategy Tester
MQL5 provides the opportunity for handling timer events. The call of the OnTimer() handler is done
regardless of the test mode. This means that if a test is running in the "Opening prices only" mode for
the period H4, and the EA has a timer set to a call per second, then at the opening of each H4 bar, the
OnTick() handler will be called one time, and the OnTimer() handler will be called 14400 times (3600
seconds * 4 hours ). The amount by which the testing time of the EA will be increased depends on the
logic of the EA.
To check the dependence of the testing time from the given frequency of the timer, we have created a
simple EA without any trading operations.
//--- input parameters
input int timer=1; // timer value, sec
input bool timer_switch_on=true; // timer on
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- run the timer if timer_switch_on==true
if(timer_switch_on)
© 2000-2017, MetaQuotes Software Corp.
858 MQL5 programs
{
EventSetTimer(timer);
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- stop the timer
EventKillTimer();
}
//+------------------------------------------------------------------+
//| Timer function |
//+------------------------------------------------------------------+
void OnTimer()
{
//---
// take no actions, the body of the handler is empty
}
//+------------------------------------------------------------------+
Testing time measurements were taken at different values of the timer parameter (periodicity of the
Timer event). On the obtained data, we plot a testing time as function of Timer period.
It can be clearly seen that the smaller is the parameter timer, during the initialization of the
EventSetTimer(Timer) function, the smaller is the period (Period) between the calls of the OnTimer()
handler, and the larger is the testing time T, under the same other conditions.
The Sleep() Function in the Strategy Tester
© 2000-2017, MetaQuotes Software Corp.
859 MQL5 programs
The Sleep() function allows the EA or script to suspend the execution of the mql5-program for a while,
when working on the graph. This can be useful when requesting data, which is not ready at the time of
the request and you need to wait until it is ready. A detailed example of using the Sleep() function can
be found in the section Organizing Data Access.
The testing process is not lingered by the Sleep() calls.When you call the Sleep(), the generated ticks
are "played" within a specified delay, which may result in the triggering of pending orders, stops, etc.
After a Sleep() call, the simulated time in the Strategy Tester increases by an interval, specified in the
parameter of the Sleep function.
If as a result of the execution of the Sleep() function, the current time in the Strategy Tester went
over the testing period, then you will receive an error "Infinite Sleep loop detected while testing". If
you receive this error, the test results are not rejected, all of the computations are performed in their
full volume (the number of deals, subsidence, etc.), and the results of this testing are passed on to
the terminal.
The Sleep() function will not work in OnDeinit(), since after it is called, the testing time will be
guaranteed to surpass the range of the testing interval.
Using the Strategy Tester for Optimization Problems in
Mathematical Calculations
The tester in the MetaTrader 5 terminal can be used, not only to testing trading strategies, but also
for mathematical calculations. To use it, it's necessary to select the "Math calculations" mode:
© 2000-2017, MetaQuotes Software Corp.
860 MQL5 programs
In this case, only three functions will be called: OnInit(), OnTester(), OnDeinit(). In "Math calculations"
mode the Strategy Tester doesn't generate any ticks and download the history.
The Strategy Tester works in "Math calculations" mode also if you specify the starting date greater
than ending date.
When using the tester to solve mathematical problems, the uploading of the history and the
generation of ticks does not occur.
A typical mathematical problem for solving in the MetaTrader 5 Strategy Tester - searching for an
extremum of a function with many variables.
To solve it we need to:
· The calculation of function value should be located in OnTester() function;
· The function parameters must be defined as input-variables of the Expert Advisor;
Compile the EA, open the "Strategy Tester" window. In the "Input parameters" tab, select the required
input variables, and define the set of parameter values by specifying the start, stop and step values
for each of the function variables.
Select the optimization type - "Slow complete algorithm" (full search of parameters space) or "Fast
genetic based algorithm". For a simple search of the extremum of the function, it is better to choose a
fast optimization, but if you want to calculate the values for the entire set of variables, then it is best
to use the slow optimization.
Select "Math calculation" mode and using the "Start" button, run the optimization procedure. Note that
during the optimization the Strategy Tester will search for the maximum values of the OnTester
function. To find a local minimum, return the inverse of the computed function value from the
OnTester function:
return(1/function_value);
It is necessary to check that the function_value is not equal to zero, since otherwise we can obtain a
critical error of dividing by zero.
There is another way, it is more convenient and does not distort the results of optimization, it was
suggested by the readers of this article:
return(-function_value);
This option does not require the checking of the function_value for being equal to zero, and the
surface of the optimization results in a 3D-representation has the same shape. The only difference is
that it is mirrored comparing to the original.
© 2000-2017, MetaQuotes Software Corp.
861 MQL5 programs
As an example, we provide the sink() function:
The code of the EA for finding the extremum of this function is placed into the OnTester():
//+------------------------------------------------------------------+
//| Sink.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- input parameters
input double x=-3.0; // start=-3, step=0.05, stop=3
input double y=-3.0; // start=-3, step=0.05, stop=3
//+------------------------------------------------------------------+
//| Tester function |
//+------------------------------------------------------------------+
double OnTester()
{
//---
double sink=MathSin(x*x+y*y);
//---
return(sink);
}
//+------------------------------------------------------------------+
Perform an optimization and see the optimization results in the form of a 2D graph.
© 2000-2017, MetaQuotes Software Corp.
862 MQL5 programs
The better the value is for a given pair of parameters (x, y), the more saturated the color is. As was
expected from the view of the form of the sink() formula, its values forms concentric circles with a
center at (0,0). One can see in the 3D-graph, that the sink() function has no single global extremum:
The Synchronization of Bars in the "Open prices only" mode
The tester in the MetaTrader 5 client terminal allows us to check the so-called "multi-currency" EAs. A
multi-currency EA - is an EA that trades on two or more symbols.
The testing of strategies, that are trading on multiple symbols, imposes a few additional technical
requirements on the tester:
© 2000-2017, MetaQuotes Software Corp.
863 MQL5 programs
· The generation of ticks for these symbols;
· The calculation of indicator values for these symbols;
· The calculation of margin requirements for these symbols;
· Synchronization of generated tick sequences for all trading symbols.
The Strategy Tester generates and plays a tick sequence for each instrument in accordance with the
selected trading mode. At the same time, a new bar for each symbol is opened, regardless of how the
bar opened on another symbol. This means that when testing a multi-currency EA, a situation may
occur (and often does), when for one instrument a new bar has already opened, and for the other it
has not. Thus, in testing, everything happens just like in reality.
This authentic simulation of the history in the tester does not cause any problems as long as the
"Every tick" and "1 minute OHLC" testing modes are used. For these modes, enough ticks are
generated for one candlestick, to be able to wait until the synchronization of bars from different
symbols takes place. But how do we test multi-currency strategies in the "Open prices only" mode, if
the synchronization of bars on trading instruments is mandatory? In this mode, the EA is called only on
one tick, which corresponds to the time of the opening of the bars.
We'll illustrate it on an example: we are testing an EA on the EURUSD, and a new H1 candlestick has
been opened on EURUSD. We can easily recognize this fact - while testing in the "Open prices only"
mode, the NewTick event corresponds to the moment of a bar opening on the tested period. But there
is no guarantee that the new candlestick was opened on the USDJPY symbol, which is used in the EA.
Under normal circumstances, it is sufficient enough to complete the work of the OnTick() function and
to check for the emergence of a new bar on USDJPY at the next tick. But when testing in the "Open
prices only" mode, there will be no other tick, and so it may seem that this mode is not fit for testing
multi-currency EAs. But this is not so - do not forget that the tester in MetaTrader 5 behaves just as it
would in real life. You can wait until a new bar is opened on another symbols using the function
Sleep()!
The code of the EA Synchronize_Bars_Use_Sleep.mq5, which shows an example of the synchronization
of bars in the "Open prices only" mode:
//+------------------------------------------------------------------+
//| Synchronize_Bars_Use_Sleep.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- input parameters
input string other_symbol="USDJPY";
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- check symbol
if(_Symbol==other_symbol)
{
© 2000-2017, MetaQuotes Software Corp.
864 MQL5 programs
PrintFormat("You have to specify the other symbol in input parameters or select other symbol
//--- forced stop testing
return(INIT_PARAMETERS_INCORRECT);
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//--- static variable, used for storage of last bar time
static datetime last_bar_time=0;
//--- sync flag
static bool synchonized=false;
//--- if static variable isn't initialized
if(last_bar_time==0)
{
//--- it's first call, save bar time and exit
last_bar_time=(datetime)SeriesInfoInteger(_Symbol,Period(),SERIES_LASTBAR_DATE);
PrintFormat("The last_bar_time variable is initialized with value %s",TimeToString(last_bar_t
}
//--- get open time of the last bar of chart symbol
datetime curr_time=(datetime)SeriesInfoInteger(Symbol(),Period(),SERIES_LASTBAR_DATE);
//--- if times aren't equal
if(curr_time!=last_bar_time)
{
//--- save open bar time to the static variable
last_bar_time=curr_time;
//--- not synchronized
synchonized=false;
//--- print message
PrintFormat("A new bar has appeared on symbol %s at %s",_Symbol,TimeToString(TimeCurrent()));
}
//--- open time of the other symbol's bar
datetime other_time;
//--- loop until the open time of other symbol become equal to curr_time
while(!(curr_time==(other_time=(datetime)SeriesInfoInteger(other_symbol,Period(),SERIES_LASTBAR_
{
PrintFormat("Waiting 5 seconds..");
//--- wait 5 seconds and call SeriesInfoInteger(other_symbol,Period(),SERIES_LASTBAR_DATE)
Sleep(5000);
}
//--- bars are synchronized
synchonized=true;
PrintFormat("Open bar time of the chart symbol %s: is %s",_Symbol,TimeToString(last_bar_time));
PrintFormat("Open bar time of the symbol %s: is %s",other_symbol,TimeToString(other_time));
//--- TimeCurrent() is not useful, use TimeTradeServer()
© 2000-2017, MetaQuotes Software Corp.
865 MQL5 programs
Print("The bars are synchronized at ",TimeToString(TimeTradeServer(),TIME_SECONDS));
}
//+------------------------------------------------------------------+
Notice the last line in the EA, which displays the current time when the fact of synchronization was
established:
Print("The bars synchronized at ",TimeToString(TimeTradeServer(),TIME_SECONDS));
To display the current time we used the TimeTradeServer() function rather than TimeCurrent(). The
TimeCurrent() function returns the time of the last tick, which does not change after using Sleep().
Run the EA in the "Open prices only" mode, and you will see a message about the synchronization of
the bars.
Use the TimeTradeServer() function instead of the TimeCurrent(), if you need to obtain the current
server time, and not the time of the last tick arrival.
There is another way to synchronize bars - using a timer. An example of such an EA is
Synchronize_Bars_Use_OnTimer.mq5, which is attached to this article.
The IndicatorRelease() function in the Tester
After completing a single testing, a chart of the instrument is automatically opened, which displays the
completed deals and the indicators used in the EA. This helps to visually check the entry and exit
points, and compare them with the values of the indicators.
Note: indicators, displayed on the chart, which automatically opens after the completion of the
testing, are calculated anew after the completion of testing. Even if these indicators were used in
the tested EA.
But in some cases, the programmer may want to hide the information on which indicators were
involved in the trading algorithms. For example, the code of the EA is rented or sold as an executable
file, without the provision of the source code. For this purpose, the IndicatorRelease() function is
suitable.
If the terminal sets a template with the name tester.tpl in the directory/profiles/templates of the
client terminal, then it will be applied to the opened chart. In its absence, the default template is
applied. (default.tpl).
The IndicatorRelease() function is originally intended for releasing the calculating portion of the
indicator, if it is no longer needed. This allows you to save both the memory and the CPU resources,
because each tick calls for an indicator calculation. Its second purpose is to prohibit the showing of an
indicator on the testing chart, after a single test run.
© 2000-2017, MetaQuotes Software Corp.
866 MQL5 programs
To prohibit the showing of the indicator on the chart after testing, call the IndicatorRelease() with the
handle of the indicator in the handler OnDeinit(). The OnDeinit() function is always called after the
completion and before the showing of the testing chart.
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
bool hidden=IndicatorRelease(handle_ind);
if(hidden) Print("IndicatorRelease() successfully completed");
else Print("IndicatorRelease() returned false. Error code ",GetLastError());
}
In order to prohibit the showing of the indicator on the chart, after the completion of a single test, use
the function IndicatorRelease() in the handler OnDeinit().
Event Handling in the Tester
The presence of the OnTick() handler in the EA is not mandatory in order for it to be subjected to
testing on historical data in the MetaTrader 5 tester. It is sufficient enough for the EA ti contain at
least one of the following function-handlers:
· OnTick() - Event handler of a new tick arrival;
· OnTrade() - Trading event handler;
· OnTimer() - Event handler of a signal arrival from the timer;
· OnChartEvent() - a handler for client events.
When testing in an EA, we can handle custom events using the OnChartEvent() function, but in the
indicators, this function can not be called in the tester. Even if the indicator has the OnChartEvent()
event handler and this indicator is used in the tested EA, the indicator itself will not receive any
custom events.
During testing, an Indicator can generate custom events using the EventChartCustom() function, and
the EA can process this event in the OnChartEvent().
In addition to these events, special events associated with the process of testing and optimization are
generated in the strategy tester:
· Tester - this event is generated after completion of Expert Advisor testing on history data. The
Tester event is handled using the OnTester() function. This function can be used only when testing
Expert Advisor and is intended primarily for the calculation of a value that is used as a Custom max
criterion for genetic optimization of input parameters.
· TesterInit - this event is generated during the start of optimization in the strategy tester before the
very first pass. The TesterInit event is handled using the OnTesterInit() function. During the start of
optimization, an Expert Advisor with this handler is automatically loaded on a separate terminal
chart with the symbol and period specified in the tester, and receives the TesterInit event. The
function is used to initiate an Expert Advisor before start of optimization for further processing of
optimization results.
© 2000-2017, MetaQuotes Software Corp.
867 MQL5 programs
· TesterPass - this event is generated when a new data frame is received. The TesterPass event is
handled using the OnTesterPass() function. An Expert Advisor with this handler is automatically
loaded on a separate terminal chart with the symbol/period specified for testing, and receives the
TesterPass event when a frame is received during optimization. The function is used for dynamic
handling of optimization results "on the spot" without waiting for its completion. Frames are added
using the FrameAdd() function, which can be called after the end of a single pass in the OnTester()
handler.
· TesterDeinit - this event is generated after the end of Expert Advisor optimization in the strategy
tester. The TesterDeinit event is handles using the OnTesterDeinit() function. An Expert Advisor
with this handler is automatically loaded on a chart at the start of optimization, and receives
TesterDeinit after its completion. The function is used for final processing of all optimization
results.
Testing Agents
Testing in the MetaTrader 5 client terminal is carried out using test agents. Local agents are created
and enabled automatically. The default number of local agents corresponds to the number of cores in a
computer.
Each testing agent has its own copy of the global variables, which is not related to the client terminal.
The terminal itself is the dispatcher, which distributes the tasks to the local and remote agents. After
executing a task on the testing of an EA, with the given parameters, the agent returns the results to
the terminal. With a single test, only one agent is used.
The agent stores the history, received from the terminal, in separate folders, by the name of the
instrument, so the history for EURUSD is stored in a folder named EURUSD. In addition, the history of
the instruments is separated by their sources. The structure for storing the history looks the following
way:
tester_catalog\Agent-IPaddress-Port\bases\name_source\history\symbol_name
For example, the history for EURUSD from the server MetaQuotes-Demo can be stored in the folder
tester_catalog\Agent-127.0.0.1-3000\bases\MetaQuotes-Demo\EURUSD.
A local agent, after the completion of testing, goes into a standby mode, awaiting for the next task
for another 5 minutes, so as not to waste time on launching for the next call. Only after the waiting
period is over, the local agent shuts down and unloads from the CPU memory.
In case of an early completion of the testing, from the user's side (the "Cancel" button), as well as with
the closing of the client terminal, all local agents immediately stop their work and are unloaded from
the memory.
The Data Exchange between the Terminal and the Agent
When you run a test, the client terminal prepares to send an agent a number of parameter blocks:
· Input parameters for testing (simulation mode, the interval of testing, instruments, optimization
criterion, etc.)
· The list of the selected symbols in the "Market Watch"
· The specification of the testing symbol (the contract size, the allowable margins from the market
for setting a StopLoss and Takeprofit, etc)
© 2000-2017, MetaQuotes Software Corp.
868 MQL5 programs
· The Expert Advisor to be tested and the values of its input parameters
· Information about additional files (libraries, indicators, data files - # property tester_ ...)
tester_indicator string Name of a custom indicator in
the format of
"indicator_name.ex5".
Indicators that require testing
are defined automatically from
the call of the iCustom()
function, if the corresponding
parameter is set through a
constant string. For all other
cases (use of the
IndicatorCreate() function or
use of a non-constant string in
the parameter that sets the
indicator name) this property
is required
tester_file string File name for a tester with the
indication of extension, in
double quotes (as a constant
string). The specified file will
be passed to tester. Input files
to be tested, if there are
necessary ones, must always
be specified.
tester_library string Library name with the
extension, in double quotes. A
library can have extension dll
or ex5. Libraries that require
testing are defined
automatically. However, if any
of libraries is used by a
custom indicator, this property
is required
For each block of parameters, a digital fingerprint in the form of MD5-hash is created, which is sent to
the agent. MD5-hash is unique for each set, its volume is many more times smaller than the amount of
information on which it is calculated.
The agent receives a hash of blocks and compares them with those that it already has. If the
fingerprint of the given parameter block is not present in the agent, or the received hash is different
from the existing one, the agent requests this block of parameters. This reduces the traffic between
the terminal and the agent.
After the testing, the agent returns to the terminal all of the results of the run, which are shown in the
tabs "Test Results" and "Optimization Results": the received profit, the number of deals, the Sharpe
coefficient, the result of the OnTester() function, etc.
© 2000-2017, MetaQuotes Software Corp.
869 MQL5 programs
During optimizing, the terminal hands out testing tasks to the agents in small packages, each package
contains several tasks (each task means single testing with a set of input parameters). This reduces
the exchange time between the terminal and the agent.
The agents never record to the hard disk the EX5-files, obtained from the terminal (EA, indicators,
libraries, etc.) for security reasons, so that a computer with a running agent could not use the sent
data. All other files, including DLL, are recorded in the sandbox. In remote agents you can not test EAs
using DLL.
The testing results are added up by the terminal into a special cache of results (the result cache), for a
quick access to them when they are needed. For each set of parameters, the terminal searches the
result cache for already available results from the previous runs, in order to avoid re-runs. If the result
with such a set of parameters is not found, the agent is given the task to conduct the testing.
All traffic between the terminal and the agent is encrypted.
Ticks are not sent over the network, they are generated on testing agents.
Using the Shared Folder of All of the Client Terminals
All testing agents are isolated from each other and from the client terminal: each agent has its own
folder in which its logs are recorded. In addition, all file operations during the testing of the agent
occur in the folder agent_name/MQL5/Files. However, we can implement the interaction between the
local agents and the client terminal through a shared folder for all of the client terminals, if during the
file opening you specify the flag FILE_COMMON:
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- the shared folder for all of the client terminals
common_folder=TerminalInfoString(TERMINAL_COMMONDATA_PATH);
//--- draw out the name of this folder
PrintFormat("Open the file in the shared folder of the client terminals %s", common_folder);
//--- open a file in the shared folder (indicated by FILE_COMMON flag)
handle=FileOpen(filename,FILE_WRITE|FILE_READ|FILE_COMMON);
... further actions
//---
return(INIT_SUCCEEDED);
}
Using DLLs
To speed up the optimization we can use not only local, but also remote agents. In this case, there are
some limitations for remote agents. First of all, remote agents do not display in their logs the results
of the execution of the Print() function, messages about the opening and closing of positions. A
minimum of information is displayed in the log to prevent incorrectly written EAs from trashing up the
computer, on which the remote agent is working, with messages.
© 2000-2017, MetaQuotes Software Corp.
870 MQL5 programs
A second limitation - the prohibition on the use of DLL when testing EAs. DLL calls are absolutely
forbidden on remote agents for security reasons. On local agent, DLL calls in tested EAs are allowed
only with the appropriate permission "Allow import DLL".
Note: When using 3rd party EAs (scripts, indicators) that require allowed DLL calls, you should be
aware of the risks which you assume when allowing this option in the settings of the terminal.
Regardless of how the EA will be used - for testing or for running on a chart.
© 2000-2017, MetaQuotes Software Corp.
871 Predefined Variables
The predefined Variables
For each executable mql5-program a set of predefined variables is supported, which reflect the state
of the current price chart by the moment a mql5-program (Expert Advisor, script or custom indicator)
is started.
Values of predefined variables are set by the client terminal before a mql5-program is started.
Predefined variables are constant and cannot be changed from a mql5-program. As exception, there is
a special variable _LastError, which can be reset to 0 by the ResetLastError function.
Variable Value
_Digits Number of decimal places
_Point Size of the current symbol point in the quote
currency
_LastError The last error code
_Period Timeframe of the current chart
_RandomSeed Current status of the generator of pseudo-
random integers
_StopFlag Program stop flag
_Symbol Symbol name of the current chart
_UninitReason Uninitialization reason code
Predefined variables cannot be defined in a library. A library uses such variables that are defined in
program from which this library is called.
© 2000-2017, MetaQuotes Software Corp.
872 Predefined Variables
int _Digits
The _Digits variable stores number of digits after a decimal point, which defines the price accuracy of
the symbol of the current chart.
You may also use the Digits() function.
© 2000-2017, MetaQuotes Software Corp.
873 Predefined Variables
double _Point
The _Point variable contains the point size of the current symbol in the quote currency.
You may also use the Point() function.
© 2000-2017, MetaQuotes Software Corp.
874 Predefined Variables
int _LastError
The _LastError variable contains code of the last error, that occurred during the mql5-program run. Its
value can be reset to zero by ResetLastError().
To obtain the code of the last error, you may also use the GetLastError() function.
© 2000-2017, MetaQuotes Software Corp.
875 Predefined Variables
int _Period
The _Period variable contains the value of the timeframe of the current chart.
Also you may use the Period() function.
See also
PeriodSeconds, Chart timeframes, Date and Time, Visibility of objects
© 2000-2017, MetaQuotes Software Corp.
876 Predefined Variables
_RandomSeed
Variable for storing the current state when generating pseudo-random integers. _RandomSeed changes
its value when calling MathRand(). Use MathSrand() to set the required initial condition.
x random number received by MathRand() function is calculated in the following way at each call:
x=_RandomSeed*214013+2531011;
_RandomSeed=x;
x=(x>>16)&0x7FFF;
See also
MathRand(), MathSrand(), Integer types
© 2000-2017, MetaQuotes Software Corp.
877 Predefined Variables
bool _StopFlag
The _StopFlag variable contains the flag of the mql5-program stop. When the client terminal is trying
to stop the program, it sets the _StopFlag variable to true.
To check the state of the _StopFlag you may also use the IsStopped() function.
© 2000-2017, MetaQuotes Software Corp.
878 Predefined Variables
string _Symbol
The _Symbol variable contains the symbol name of the current chart.
You may also use the Symbol() function.
© 2000-2017, MetaQuotes Software Corp.
879 Predefined Variables
int _UninitReason
The _UninitReason variable contains the code of the program uninitialization reason.
Usually, this code is obtained by UninitializeReason()the function.
© 2000-2017, MetaQuotes Software Corp.
880 Common Functions
Common Functions
General-purpose functions not included into any specialized group are listed here.
Function Action
Alert Displays a message in a separate window
CheckPointer Returns the type of the object pointer
Comment Outputs a comment in the left top corner of the
chart
CryptEncode Transforms the data from array with the
specified method
CryptDecode Performs the inverse transformation of the
data from array
DebugBreak Program breakpoint in debugging
ExpertRemove Stops Expert Advisor and unloads it from the
chart
GetPointer Returns the object pointer
GetTickCount Returns the number of milliseconds that have
elapsed since the system was started
GetMicrosecondCount Returns the number of microseconds that have
elapsed since the start of MQL5 program
MessageBox Creates, displays a message box and manages
it
PeriodSeconds Returns the number of seconds in the period
PlaySound Plays a sound file
Print Displays a message in the log
PrintFormat Formats and prints the sets of symbols and
values in a log file in accordance with a preset
format
ResetLastError Sets the value of a predetermined variable
_LastError to zero
ResourceCreate Creates an image resource based on a data set
ResourceFree Deletes dynamically created resource (freeing
the memory allocated for it)
ResourceReadImage Reads data from the graphical resource created
by ResourceCreate() function or saved in EX5
file during compilation
ResourceSave Saves a resource into the specified file
© 2000-2017, MetaQuotes Software Corp.
881 Common Functions
SetUserError Sets the predefined variable _LastError into the
value equal to ERR_USER_ERROR_FIRST +
user_error
SendFTP Sends a file at the address specified in the
settings window of the "FTP" tab
SendMail Sends an email at the address specified in the
settings window of the "Email" tab
SendNotification Sends push notifications to mobile terminals,
whose MetaQuotes ID are specified in the
"Notifications" tab
Sleep Suspends execution of the current Expert
Advisor or script within a specified interval
TerminalClose Commands the terminal to complete operation
TesterStatistics It returns the value of a specified statistic
calculated based on testing results
TesterWithdrawal Emulates the operation of money withdrawal in
the process of testing
TranslateKey Returns a Unicode character by a virtual key
code
WebRequest Sends HTTP request to the specified server
ZeroMemory Resets a variable passed to it by reference. The
variable can be of any type, except for classes
and structures that have constructors.
© 2000-2017, MetaQuotes Software Corp.
882 Common Functions
Alert
Displays a message in a separate window.
void Alert(
argument, // first value
... // other values
);
Parameters
argument
[in] Any values separated by commas. To split the information output in several lines you can use
the line feed character "\n" or "\r\n". The number of parameters can not exceed 64.
Return Value
No return value.
Note
Arrays can't be passed to the Alert() function. Arrays should be output elementwise. Data of the
double type are output with 8 digits after the decimal point, data of the float type are displayed with
5 digits after the decimal point. To output the real numbers with a different precision or in a
scientific format, use the DoubleToString() function.
Data of the bool type is output as "true" or "false" strings. Dates are output as YYYY.MM.DD
HH:MI:SS. To display a date in another format use the TimeToString() function. Data of the color
type are output either as an R,G,B string or as a color name, if the color is present in a color set.
Alert() function does not work in the Strategy Tester.
© 2000-2017, MetaQuotes Software Corp.
883 Common Functions
CheckPointer
The function returns the type of the object pointer.
ENUM_POINTER_TYPE CheckPointer(
object* anyobject // object pointer
);
Parameters
anyobject
[in] Object pointer.
Return value
Returns a value from the ENUM_POINTER_TYPE enumeration.
Note
An attempt to call an incorrect pointer results in the critical termination of a program. That's why
it's necessary to call the CheckPointer function before using a pointer. A pointer can be incorrect in
the following cases:
· the pointer is equal to NULL;
· the object has been deleted using the delete operator.
This function can be used for checking pointer validity. A non-zero value warranties that the pointer
can be used for accessing.
Example:
//+------------------------------------------------------------------+
//| Deletes list by deleting its elements |
//+------------------------------------------------------------------+
void CMyList::Destroy()
{
//--- service pointer for working in the loop
CItem* item;
//--- go through loop and try to delete dynamic pointers
while(CheckPointer(m_items)!=POINTER_INVALID)
{
item=m_items;
m_items=m_items.Next();
if(CheckPointer(item)==POINTER_DYNAMIC)
{
Print("Dynamic object ",item.Identifier()," to be deleted");
delete (item);
}
else Print("Non-dynamic object ",item.Identifier()," cannot be deleted");
}
//---
}
© 2000-2017, MetaQuotes Software Corp.
884 Common Functions
See also
Object Pointers, Checking the Object Pointer, Object Delete Operator delete
© 2000-2017, MetaQuotes Software Corp.
885 Common Functions
Comment
This function outputs a comment defined by a user in the top left corner of a chart.
void Comment(
argument, // first value
... // next values
);
Parameters
...
[in] Any values, separated by commas. To delimit output information into several lines, a line
break symbol "\n" or "\r\n" is used. Number of parameters cannot exceed 64. Total length of the
input comment (including invisible symbols) cannot exceed 2045 characters (excess symbols will be
cut out during output).
Return Value
No return value
Note
Arrays can't be passed to the Comment() function. Arrays must be entered element-by-element.
Data of double type are output with the accuracy of up to 16 digits after a decimal point, and can be
output either in traditional or in scientific format, depending on what notation will be more
compact. Data of float type are output with 5 digits after a decimal point. To output real numbers
with another accuracy or in a predefined format, use the DoubleToString() function.
Data of bool type are output as "true" or "false" strings. Dates are shown as YYYY.MM.DD HH:MI:SS.
To show dates in another format, use the TimeToString() function. Data of color type are output
either as R,G,B string or as a color name, if this color is present in the color set.
Example:
void OnTick()
{
//---
double Ask,Bid;
int Spread;
Ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK);
Bid=SymbolInfoDouble(Symbol(),SYMBOL_BID);
Spread=SymbolInfoInteger(Symbol(),SYMBOL_SPREAD);
//--- Output values in three lines
Comment(StringFormat("Show prices\nAsk = %G\nBid = %G\nSpread = %d",Ask,Bid,Spread));
}
See also
ChartSetString, ChartGetString
© 2000-2017, MetaQuotes Software Corp.
886 Common Functions
CryptEncode
Transforms the data from array with the specified method.
int CryptEncode(
ENUM_CRYPT_METHOD method, // method
const uchar& data[], // source array
const uchar& key[], // key
uchar& result[] // destination array
);
Parameters
method
[in] Data transformation method. Can be one of the values of ENUM_CRYPT_METHOD
enumeration.
data[]
[in] Source array.
key[]
[in] Key array.
result[]
[out] Destination array.
Return Value
Amount of bytes in the destination array or 0 in case of error. To obtain information about the error
call the GetLastError() function.
Example:
//+------------------------------------------------------------------+
//| ArrayToHex |
//+------------------------------------------------------------------+
string ArrayToHex(uchar &arr[],int count=-1)
{
string res="";
//--- check
if(count<0 || count>ArraySize(arr))
count=ArraySize(arr);
//--- transform to HEX string
for(int i=0; i<count; i++)
res+=StringFormat("%.2X",arr[i]);
//---
return(res);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
© 2000-2017, MetaQuotes Software Corp.
887 Common Functions
{
string text="The quick brown fox jumps over the lazy dog";
string keystr="ABCDEFG";
uchar src[],dst[],key[];
//--- prepare key
StringToCharArray(keystr,key);
//--- copy text to source array src[]
StringToCharArray(text,src);
//--- print initial data
PrintFormat("Initial data: size=%d, string='%s'",ArraySize(src),CharArrayToString(src));
//--- encrypt src[] with DES 56-bit key in key[]
int res=CryptEncode(CRYPT_DES,src,key,dst);
//--- check error
if(res>0)
{
//--- print encrypted data
PrintFormat("Encoded data: size=%d %s",res,ArrayToHex(dst));
//--- decode dst[] to src[]
res=CryptDecode(CRYPT_DES,dst,key,src);
//--- check error
if(res>0)
{
//--- print decoded data
PrintFormat("Decoded data: size=%d, string='%s'",ArraySize(src),CharArrayToString(src));
}
else
Print("Error in CryptDecode. Error code=",GetLastError());
}
else
Print("Error in CryptEncode. Error code=",GetLastError());
}
See also
Array Functions, CryptDecode()
© 2000-2017, MetaQuotes Software Corp.
888 Common Functions
CryptDecode
Performs the inverse transformation of the data from array, tranformed by CryptEncode().
int CryptEncode(
ENUM_CRYPT_METHOD method, // method
const uchar& data[], // source array
const uchar& key[], // key
uchar& result[] // destination array
);
Parameters
method
[in] Data transformation method. Can be one of the values of ENUM_CRYPT_METHOD
enumeration.
data[]
[in] Source array.
key[]
[in] Key array.
result[]
[out] Destination array.
Return Value
Amount of bytes in the destination array or 0 in case of error. To obtain information about the error
call the GetLastError() function.
See also
Array Functions, CryptEncode()
© 2000-2017, MetaQuotes Software Corp.
889 Common Functions
DebugBreak
It is a program breakpoint in debugging.
void DebugBreak();
Return Value
No return value.
Note
Execution of an MQL5 program is interrupted only if a program is started in a debugging mode. The
function can be used for viewing values of variables and/or for further step-by-step execution.
© 2000-2017, MetaQuotes Software Corp.
890 Common Functions
ExpertRemove
The function stops an Expert Advisor and unloads it from a chart.
void ExpertRemove();
Return Value
No return value.
Note
The Expert Advisor is not stopped immediately as you call ExpertRemove(); just a flag to stop the
EA operation is set. That is, any next event won't be processed, OnDeinit() will be called and the
Expert Advisor will be unloaded and removed from the chart.
Example:
//+------------------------------------------------------------------+
//| Test_ExpertRemove.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
input int ticks_to_close=20;// number of ticks before EA unload
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
Print(TimeCurrent(),": " ,__FUNCTION__," reason code = ",reason);
//--- "clear" comment
Comment("");
//---
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
static int tick_counter=0;
//---
tick_counter++;
Comment("\nBefore unloading expert advisor ",__FILE__," left",
(ticks_to_close-tick_counter)," ticks");
//--- before
if(tick_counter>=ticks_to_close)
{
© 2000-2017, MetaQuotes Software Corp.
891 Common Functions
ExpertRemove();
Print(TimeCurrent(),": ",__FUNCTION__," expert advisor will be unloaded");
}
Print("tick_counter =",tick_counter);
//---
}
//+------------------------------------------------------------------+
See also
Program running, Client terminal events
© 2000-2017, MetaQuotes Software Corp.
892 Common Functions
GetPointer
The function returns the object pointer.
void* GetPointer(
any_class anyobject // object of any class
);
Parameters
anyobject
[in] Object of any class.
Return Value
The function returns the object pointer.
Note
Only class objects have pointers. Instances of structures and simple-type variables can't have
pointers. The class object not created using the new() operator, but, e.g., automatically created in
the array of objects, still has a pointer. But this pointer will be of the automatic type
POINTER_AUTOMATIC, therefore the delete() operator can't be applied to it. Aside from that, the
type pointer doesn't differ from dynamic pointers of the POINTER_AUTOMATIC type.
Since variables of structure types and simple types do not have pointers, it's prohibited to apply the
GetPointer() function to them. It's also prohibited to pass the pointer as a function argument. In all
these cases the compiler will notify an error.
An attempt to call an incorrect pointer causes the critical termination of a program. That's why the
CheckPointer() function should be called prior to using a pointer. A pointer can be incorrect in the
following cases:
· the pointer is equal to NULL;
· the object has been deleted using the delete operator.
This function can be used to check the validity of a pointer. A non-zero value guarantees, that the
pointer can be used for accessing.
Example:
//+------------------------------------------------------------------+
//| Check_GetPointer.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//+------------------------------------------------------------------+
//| Class implementing the list element |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
893 Common Functions
class CItem
{
int m_id;
string m_comment;
CItem* m_next;
public:
CItem() { m_id=0; m_comment=NULL; m_next=NULL; }
~CItem() { Print("Destructor of ",m_id,
(CheckPointer(GetPointer(this))==POINTER_DYNAMIC)?
"dynamic":"non-dynamic"); }
void Initialize(int id,string comm) { m_id=id; m_comment=comm; }
void PrintMe() { Print(__FUNCTION__,":",m_id,m_comment); }
int Identifier() { return(m_id); }
CItem* Next() {return(m_next); }
void Next(CItem *item) { m_next=item; }
};
//+------------------------------------------------------------------+
//| Simplest class of the list |
//+------------------------------------------------------------------+
class CMyList
{
CItem* m_items;
public:
CMyList() { m_items=NULL; }
~CMyList() { Destroy(); }
bool InsertToBegin(CItem* item);
void Destroy();
};
//+------------------------------------------------------------------+
//| Inserts list element at the beginning |
//+------------------------------------------------------------------+
bool CMyList::InsertToBegin(CItem* item)
{
if(CheckPointer(item)==POINTER_INVALID) return(false);
//---
item.Next(m_items);
m_items=item;
//---
return(true);
}
//+------------------------------------------------------------------+
//| Deleting the list by deleting elements |
//+------------------------------------------------------------------+
void CMyList::Destroy()
{
//--- service pointer to work in a loop
CItem* item;
//--- go through the loop and try to delete dynamic pointers
while(CheckPointer(m_items)!=POINTER_INVALID)
© 2000-2017, MetaQuotes Software Corp.
894 Common Functions
{
item=m_items;
m_items=m_items.Next();
if(CheckPointer(item)==POINTER_DYNAMIC)
{
Print("Dynamyc object ",item.Identifier()," to be deleted");
delete (item);
}
else Print("Non-dynamic object ",item.Identifier()," cannot be deleted");
}
//---
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
CMyList list;
CItem items[10];
CItem* item;
//--- create and add into the list a dynamic object pointer
item=new CItem;
if(item!=NULL)
{
item.Initialize(100,"dynamic");
item.PrintMe();
list.InsertToBegin(item);
}
//--- add automatic pointers into the list
for(int i=0; i<10; i++)
{
items[i].Initialize(i,"automatic");
items[i].PrintMe();
item=GetPointer(items[i]);
if(CheckPointer(item)!=POINTER_INVALID)
list.InsertToBegin(item);
}
//--- add one more dynamic object pointer at the list beginning
item=new CItem;
if(item!=NULL)
{
item.Initialize(200,"dynamic");
item.PrintMe();
list.InsertToBegin(item);
}
//--- delete all the list elements
list.Destroy();
//--- all the list elements will be deleted after the script is over
//--- see the Experts tab in the terminal
© 2000-2017, MetaQuotes Software Corp.
895 Common Functions
See also
Object Pointers, Checking the Object Pointer, Object Delete Operator delete
© 2000-2017, MetaQuotes Software Corp.
896 Common Functions
GetTickCount
The GetTickCount() function returns the number of milliseconds that elapsed since the system start.
uint GetTickCount();
Return Value
Value of uint type.
Note
Counter is limited by the restrictions of the system timer. Time is stored as an unsigned integer, so
it's overfilled every 49.7 days if a computer works uninterruptedly.
Example:
#define MAX_SIZE 40
//+------------------------------------------------------------------+
//| Script for measuring computation time of 40 Fibonacci numbers |
//+------------------------------------------------------------------+
void OnStart()
{
//--- Remember the initial value
uint start=GetTickCount();
//--- A variable for getting the next number in the Fibonacci series
long fib=0;
//--- In loop calculate the specified amount of numbers from Fibonacci series
for(int i=0;i<MAX_SIZE;i++) fib=TestFibo(i);
//--- Get the spent time in milliseconds
uint time=GetTickCount()-start;
//--- Output a message to the Experts journal
PrintFormat("Calculating %d first Fibonacci numbers took %d ms",MAX_SIZE,time);
//--- Script completed
return;
}
//+------------------------------------------------------------------+
//| Function for getting Fibonacci number by its serial number |
//+------------------------------------------------------------------+
long TestFibo(long n)
{
//--- The first member of the Fibonacci series
if(n<2) return(1);
//--- All other members are calculated by the following formula
return(TestFibo(n-2)+TestFibo(n-1));
}
See also
Date and Time
© 2000-2017, MetaQuotes Software Corp.
897 Common Functions
GetMicrosecondCount
The GetMicrosecondCount() function returns the number of microseconds that have elapsed since the
start of MQL5-program.
ulong GetMicrosecondCount();
Return Value
Value of ulong type.
Example:
//+------------------------------------------------------------------+
//| Test function |
//+------------------------------------------------------------------+
void Test()
{
int res_int=0;
double res_double=0;
//---
for(int i=0;i<10000;i++)
{
res_int+=i*i;
res_int++;
res_double+=i*i;
res_double++;
}
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
uint ui=0,ui_max=0,ui_min=INT_MAX;
ulong ul=0,ul_max=0,ul_min=INT_MAX;
//--- number of measurements
for(int count=0;count<1000;count++)
{
uint ui_res=0;
ulong ul_res=0;
//---
for(int n=0;n<2;n++)
{
//--- select measurement type
if(n==0) ui=GetTickCount();
else ul=GetMicrosecondCount();
//--- execute code
Test();
//--- add measurement result (depending on type)
© 2000-2017, MetaQuotes Software Corp.
898 Common Functions
if(n==0) ui_res+=GetTickCount()-ui;
else ul_res+=GetMicrosecondCount()-ul;
}
//--- calculate minimum and maximum time for both measurements
if(ui_min>ui_res) ui_min=ui_res;
if(ui_max<ui_res) ui_max=ui_res;
if(ul_min>ul_res) ul_min=ul_res;
if(ul_max<ul_res) ul_max=ul_res;
}
//---
Print("GetTickCount error(msec): ",ui_max-ui_min);
Print("GetMicrosecondCount error(msec): ",DoubleToString((ul_max-ul_min)/1000.0,2));
}
See also
Date and Time
© 2000-2017, MetaQuotes Software Corp.
899 Common Functions
MessageBox
It creates and shows a message box and manages it. A message box contains a message and header,
any combination of predefined signs and command buttons.
int MessageBox(
string text, // message text
string caption=NULL, // box header
int flags=0 // defines set of buttons in the box
);
Parameters
text
[in] Text, containing message to output.
caption=NULL
[in] Optional text to be displayed in the box header. If the parameter is empty, Expert Advisor
name is shown in the box header.
flags=0
[in] Optional flags defining appearance and behavior of a message box. Flags can be a
combination of a special group of flags.
Return Value
If the function is successfully performed, the returned value is one of values of MessageBox() return
codes.
Note
The function is not recommended for use in custom indicators, as the call to the MessageBox()
suspends the indicator's thread of execution for the whole time while waiting for the user's
response. And since all indicators for each symbol are executed in a single thread, all charts of all
timeframes for this symbol will be suspended.
MessageBox() function does not work in the Strategy Tester.
© 2000-2017, MetaQuotes Software Corp.
900 Common Functions
PeriodSeconds
This function returns number of seconds in a period.
int PeriodSeconds(
ENUM_TIMEFRAMES period=PERIOD_CURRENT // chart period
);
Parameters
period=PERIOD_CURRENT
[in] Value of a chart period from the enumeration ENUM_TIMEFRAMES. If the parameter isn't
specified, it returns the number of seconds of the current chart period, at which the program runs.
Return Value
Number of seconds in a selected period.
See also
_Period, Chart timeframes, Date and Time, Visibility of objects
© 2000-2017, MetaQuotes Software Corp.
901 Common Functions
PlaySound
It plays a sound file.
bool PlaySound(
string filename // file name
);
Parameters
filename
[in] Path to a sound file. If filename=NULL, the playback is stopped.
Return Value
true – if the file is found, otherwise - false.
Note
The file must be located in terminal_directory\Sounds or its sub-directory. Only WAV files are
played.
Call of PlaySound() with NULL parameter stops playback.
PlaySound() function does not work in the Strategy Tester.
See also
Resources
© 2000-2017, MetaQuotes Software Corp.
902 Common Functions
Print
It enters a message in the Expert Advisor log. Parameters can be of any type.
void Print(
argument, // first value
... // next values
);
Parameters
...
[in] Any values separated by commas. The number of parameters cannot exceed 64.
Note
Arrays cannot be passed to the Print() function. Arrays must be input element-by-element.
Data of double type are shown with the accuracy of up to 16 digits after a decimal point, and can be
output either in traditional or in scientific format, depending on what entry will be more compact.
Data of float type are output with 5 digits after a decimal point. To output real numbers with
another accuracy or in a predefined format, use the PrintFormat() function.
Data of bool type are output as "true" or "false" lines. Dates are shown as YYYY.MM.DD HH:MI:SS. To
show data in another format, use TimeToString(). Data of color type are returned either as R,G,B
line or as a color name, if this color is present in the color set.
Print() function does not work during optimization in the Strategy Tester.
Example:
void OnStart()
{
//--- Output DBL_MAX using Print(), this is equivalent to PrintFormat(%%.16G,DBL_MAX)
Print("---- how DBL_MAX looks like -----");
Print("Print(DBL_MAX)=",DBL_MAX);
//--- Now output a DBL_MAX number using PrintFormat()
PrintFormat("PrintFormat(%%.16G,DBL_MAX)=%.16G",DBL_MAX);
//--- Output to the Experts journal
// Print(DBL_MAX)=1.797693134862316e+308
// PrintFormat(%.16G,DBL_MAX)=1.797693134862316E+308
//--- See how float is output
float c=(float)M_PI; // We should explicitly cast to the target type
Print("c=",c, " Pi=",M_PI, " (float)M_PI=",(float)M_PI);
// c=3.14159 Pi=3.141592653589793 (float)M_PI=3.14159
//--- Show what can happen with arithmetic operations with real types
double a=7,b=200;
Print("---- Before arithmetic operations");
Print("a=",a," b=",b);
Print("Print(DoubleToString(b,16))=",DoubleToString(b,16));
//--- Divide a by b (7/200)
© 2000-2017, MetaQuotes Software Corp.
903 Common Functions
a=a/b;
//--- Now emulate restoring a value in the b variable
b=7.0/a; // It is expected that b=7.0/(7.0/200.0)=>7.0/7.0*200.0=200 - but it differs
//--- Output the newly calculated value of b
Print("----- After arithmetic operations");
Print("Print(b)=",b);
Print("Print(DoubleToString(b,16))=",DoubleToString(b,16));
//--- Output to the Experts journal
// Print(b)=200.0
// Print(DoubleToString(b,16))=199.9999999999999716 (see that b is no more equal to 200.0)
//--- Create a very small value epsilon=1E-013
double epsilon=1e-13;
Print("---- Create a very small value");
Print("epsilon=",epsilon); // Get epsilon=1E-013
//--- Now subtract epsilon from b and again output the value to the Experts journal
b=b-epsilon;
//--- Use two ways
Print("---- After subtracting epsilon from the b variable");
Print("Print(b)=",b);
Print("Print(DoubleToString(b,16))=",DoubleToString(b,16));
//--- Output to the Experts journal
// Print(b)=199.9999999999999 (now the value of b after subtracting epsilon cannot be rounded to 2
// Print(DoubleToString(b,16))=199.9999999999998578
// (now the value of b after subtracting epsilon cannot be rounded to 200)
}
See also
DoubleToString, StringFormat
© 2000-2017, MetaQuotes Software Corp.
904 Common Functions
PrintFormat
It formats and enters sets of symbols and values in the Expert Advisor log in accordance with a preset
format.
void PrintFormat(
string format_string, // format string
... // values of simple types
);
Parameters
format_string
[in] A format string consists of simple symbols, and if the format string is followed by arguments,
it also contains format specifications.
...
[in] Any values of simple types separated by commas. Total number of parameters can't exceed 64
including the format string.
Return Value
String.
Note
PrintFormat() function does not work during optimization in the Strategy Tester.
The number, order and type of parameters must exactly match the set of qualifiers, otherwise the
print result is undefined. Instead of PrintFormat() you can use printf().
If the format string is followed by parameters, this string must contain format specifications that
denote output format of these parameters. Specification of format always starts with the percent
sign (%).
A format string is read from left to right. When the first format specification is met (if there is
any), the value of the first parameter after the format string is transformed and output according to
the preset specification. The second format specification calls transformation and output of the
second parameter, and so on till the format string end.
The format specification has the following form:
%[flags][width][.precision][{h | l | ll | I32 | I64}]type
Each field of the format specification is either a simple symbol, or a number denoting a simple
format option. The simplest format specification contains only the percent sign (%) and a symbol
defining the type of the output parameter (for example, %s). If you need to output the percent sign
in the format string, use the format specification %%.
flags
Flag Description Default Behavior
© 2000-2017, MetaQuotes Software Corp.
905 Common Functions
– (minus) Left justification within the Right justification
set width
+ (plus) Output of the + or - sign for The sign is shown only if the
values of sign types value is negative
0 (zero) Zeroes are added before an Nothing is added
output value within the preset
width. If 0 flag is specified
with an integer format (i, u,
x, X, o, d) and accuracy
specification is set (for
example, %04.d), then 0 is
ignored.
space A space is shown before an Spaces aren't inserted
output value, if it is a sign
and positive value
# If used together with the Nothing is added
format o, x or X, then before
the output value 0, 0x or 0X is
added respectively.
If used together with the Decimal point is shown only if
format e, E, a or A, value is there is a non-zero fractional
always shown with a decimal part.
point.
If used together with the Decimal point is shown only if
format g or G, flag defines there is a non-zero fractional
presence of a decimal point in part. Leading zeroes are cut
the output value and prevents off.
the cutting off of leading
zeroes.
Flag # is ignored when used
together with formats c, d, i,
u, s.
width
A non-negative decimal number that sets the minimal number of output symbols of the formatted
value. If the number of output symbols is less than the specified width, the corresponding number of
spaces is added from the left or right depending on the alignment (flag –). If there is flag zero (0),
the corresponding number of zeroes is added before the output value. If the number of output
symbols is greater than the specified width, the output value is never cut off.
If an asterisk (*) is specified as width, value of int type must be indicated in the corresponding place
of the list of passed parameters. It will be used for specifying width of the output value.
precision
© 2000-2017, MetaQuotes Software Corp.
906 Common Functions
A non-negative decimal number that sets the output precision - number of digits after a decimal
point. As distinct from width specification, precision specification can cut off the part of fractional
type with or without rounding.
The use of precision specification is different for different format types.
Types Description Default Behavior
a, A Precision specification sets Default precision – 6.
the number of digits after a
decimal point.
c, C Not used
d, i, u, o, x, X Sets minimal number of Default precision – 1.
output digits. If number of
digits in a corresponding
parameter is less than this
precision, zeroes are added to
the left of the output value.
The output value isn't cut off,
if the number of output digits
is larger than the specified
precision.
e, E, f Sets number of output digits Default precision – 6. If set
after a decimal point. The precision is 0 or decimal part is
last digit is rounded off. absent, the decimal point is
not shown.
g, G Sets maximal number of 6 meaningful numbers are
meaningful numbers. output.
s, S Sets number of output The whole string is output.
symbols of a string. If the
string length exceeds the
precision, the string is cut
off.
h | l | ll | I32 | I64
Specification of data sizes, passed as a parameter.
Parameter Type Used Prefix Joint Specifier of Type
int l (lower case L) d, i, o, x, or X
uint l (lower case L) o, u, x, or X
long ll (two lower case L) d, i, o, x, or X
short h d, i, o, x, or X
ushort h o, u, x, or X
© 2000-2017, MetaQuotes Software Corp.
907 Common Functions
int I32 d, i, o, x, or X
uint I32 o, u, x, or X
long I64 d, i, o, x, or X
ulong I64 o, u, x, or X
type
Type specifier is the only obligatory field for formatted output.
Symbol Type Output Format
c int Symbol of short type
(Unicode)
C int Symbol of char type (ANSI)
d int Signed decimal integer
i int Signed decimal integer
o int Unsigned octal integer
u int Unsigned decimal integer
x int Unsigned hexadecimal
integer, using "abcdef"
X int Unsigned hexadecimal
integer, using "ABCDEF"
e double A real value in the format [-]
d.dddde[sign] ddd, where d -
one decimal digit, dddd - one
or more decimal digits, ddd -
a three-digit number that
determines the size of the
exponent, sign - plus or minus
E double Similar to the format of e,
except that the sign of
exponent is output by upper
case letter (E instead of e)
f double A real value in the format [-]
dddd.dddd, where dddd - one
or more decimal digits.
Number of displayed digits
before the decimal point
depends on the size of
number value. Number of
digits after the decimal point
© 2000-2017, MetaQuotes Software Corp.
908 Common Functions
depends on the required
accuracy.
g double A real value output in f or e
format depending on what
output is more compact.
G double A real value output in F or E
format depending on what
output is more compact.
a double A real number in format [−]
0xh.hhhh p±dd, where h.hhhh
– mantissa in the form of
hexadecimal digits, using
"abcdef", dd - One or more
digits of exponent. Number of
decimal places is determined
by the accuracy specification
A double A real number in format [−]
0xh.hhhh P±dd, where h.hhhh
– mantissa in the form of
hexadecimal digits, using
"ABCDEF", dd - One or more
digits of exponent. Number of
decimal places is determined
by the accuracy specification
s string String output
Instead of PrintFormat() you can use printf().
Example:
© 2000-2017, MetaQuotes Software Corp.
909 Common Functions
void OnStart()
{
//--- trade server name
string server=AccountInfoString(ACCOUNT_SERVER);
//--- account number
int login=(int)AccountInfoInteger(ACCOUNT_LOGIN);
//--- long value output
long leverage=AccountInfoInteger(ACCOUNT_LEVERAGE);
PrintFormat("%s %d: leverage = 1:%I64d",
server,login,leverage);
//--- account currency
string currency=AccountInfoString(ACCOUNT_CURRENCY);
//--- double value output with 2 digits after the decimal point
double equity=AccountInfoDouble(ACCOUNT_EQUITY);
PrintFormat("%s %d: account equity = %.2f %s",
server,login,equity,currency);
//--- double value output with mandatory output of the +/- sign
double profit=AccountInfoDouble(ACCOUNT_PROFIT);
PrintFormat("%s %d: current result for open positions = %+.2f %s",
server,login,profit,currency);
//--- double value output with variable number of digits after the decimal point
double point_value=SymbolInfoDouble(_Symbol,SYMBOL_POINT);
string format_string=StringFormat("%%s: point value = %%.%df",_Digits);
PrintFormat(format_string,_Symbol,point_value);
//--- int value output
int spread=(int)SymbolInfoInteger(_Symbol,SYMBOL_SPREAD);
PrintFormat("%s: current spread in points = %d ",
_Symbol,spread);
//--- double value output in the scientific (floating point) format with 17 meaningful digits after
PrintFormat("DBL_MAX = %.17e",DBL_MAX);
//--- double value output in the scientific (floating point) format with 17 meaningful digits after
PrintFormat("EMPTY_VALUE = %.17e",EMPTY_VALUE);
//--- output using PrintFormat() with default accuracy
PrintFormat("PrintFormat(EMPTY_VALUE) = %e",EMPTY_VALUE);
//--- simple output using Print()
Print("Print(EMPTY_VALUE) = ",EMPTY_VALUE);
/* execution result
MetaQuotes-Demo 1889998: leverage = 1:100
MetaQuotes-Demo 1889998: account equity = 22139.86 USD
MetaQuotes-Demo 1889998: current result for open positions = +174.00 USD
EURUSD: point value = 0.00001
EURUSD: current spread in points = 12
DBL_MAX = 1.79769313486231570e+308
EMPTY_VALUE = 1.79769313486231570e+308
PrintFormat(EMPTY_VALUE) = 1.797693e+308
Print(EMPTY_VALUE) = 1.797693134862316e+308
*/
}
See also
StringFormat, DoubleToString, Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
910 Common Functions
ResetLastError
Sets the value of the predefined variable _LastError into zero.
void ResetLastError();
Return Value
No return value.
Note
It should be noted that the GetLastError() function doesn't zero the _LastError variable. Usually the
ResetLastError() function is called before calling a function, after which an error appearance is
checked.
© 2000-2017, MetaQuotes Software Corp.
911 Common Functions
ResourceCreate
Creates an image resource based on a data set. There are two variants of the function:
Creating a resource based on a file
bool ResourceCreate(
const string resource_name, // Resource name
const string path // A relative path to the file
);
Creating a resource based on the array of pixels
bool ResourceCreate(
const string resource_name, // Resource name
const uint& data[], // Data set as an array
uint img_width, // The width of the image resource
uint img_height, // The height of the image resource
uint data_xoffset, // The horizontal rightward offset of the upper left corn
uint data_yoffset, // The vertical downward offset of the upper left corner
uint data_width, // The total width of the image based on the data set
ENUM_COLOR_FORMAT color_format // Color processing method
);
Parameters
resource_name
[in] Resource name.
data[][]
[in] A one-dimensional or two-dimensional array for creating a complete image.
img_width
[in] The width of the rectangular image area in pixels to be placed in the resource in the form of
an image. It cannot be greater than the data_width value.
img_height
[in] The height of the rectangular image area in pixels to be placed in the resource in the form of
an image.
data_xoffset
[in] The horizontal rightward offset of the rectangular area of the image.
data_yoffset
[in] The vertical downward offset of the rectangular area of the image.
data_width
[in] Required only for one-dimensional arrays. It denotes the full width of the image from the data
set. If data_width=0, it is assumed to be equal to img_width. For two-dimensional arrays the
parameter is ignored and is assumed to be equal to the second dimension of the data[] array.
color_format
[in] Color processing method, from a value from the ENUM_COLOR_FORMAT enumeration.
© 2000-2017, MetaQuotes Software Corp.
912 Common Functions
Return Value
Returns true if successful, otherwise false. To get information about the error call the
GetLastError() function. The following errors may occur:
· 4015 – ERR_RESOURCE_NAME_DUPLICATED (identical names of the dynamic and the static
resource)
· 4016 – ERR_RESOURCE_NOT_FOUND (the resource is not found)
· 4017 – ERR_RESOURCE_UNSUPPORTED_TYPE (this type of resource is not supported)
· 4018 – ERR_RESOURCE_NAME_IS_TOO_LONG (the name of the resource is too long)
Note
If the second version of the function is called for creating the same resource with different width,
height and shift parameters, it does not create a new resource, but simply updates the existing one.
The first version of the function is used for uploading images and sounds from files, and the second
version is used only for the dynamic creation of images.
Images must be in the BMP format with a color depth of 24 or 32 bits. Sounds can only be in the
WAV format. The size of the resource should not exceed 16 Mb.
ENUM_COLOR_FORMAT
Identifier Description
COLOR_FORMAT_XRGB_NOALPHA The component of the alpha channel is ignored
COLOR_FORMAT_ARGB_RAW Color components are not handled by the
terminal (must be correctly set by the user)
COLOR_FORMAT_ARGB_NORMALIZE Color components are handled by the terminal
See also
Resources, ObjectCreate(), ObjectSetString(), OBJPROP_BMPFILE
© 2000-2017, MetaQuotes Software Corp.
913 Common Functions
ResourceFree
The function deletes dynamically created resource (freeing the memory allocated for it).
bool ResourceFree(
const string resource_name // resource name
);
Parameters
resource_name
[in] Resource name should start with "::".
Return Value
True if successful, otherwise false. To get information about the error, call the GetLastError()
function.
Note
ResourceFree() allows mql5 application developers to manage memory consumption when actively
working with resources. Graphical objects bound to the resource being deleted from the memory will
be displayed correctly after its deletion. However, newly created graphical objects (OBJ_BITMAP and
OBJ_BITMAP_LABEL) will not be able to use the deleted resource.
The function deletes only dynamic resources created by the program.
See also
Resources, ObjectCreate(), PlaySound(), ObjectSetString(), OBJPROP_BMPFILE
© 2000-2017, MetaQuotes Software Corp.
914 Common Functions
ResourceReadImage
The function reads data from the graphical resource created by ResourceCreate() function or saved in
EX5 file during compilation.
bool ResourceReadImage(
const string resource_name, // graphical resource name for reading
uint& data[], // array for receiving data from the resource
uint& width, // for receiving the image width in the resource
uint& height, // for receiving the image height in the resource
);
Parameters
resource_name
[in] Name of the graphical resource containing an image. To gain access to its own resources, the
name is used in brief form "::resourcename". If we download a resource from a compiled EX5 file,
the full name should be used with the path relative to MQL5 directory, file and resource names –
"path\\filename.ex5::resourcename".
data[][]
[in] One- or two-dimensional array for receiving data from the graphical resource.
img_width
[out] Graphical resource image width in pixels.
img_height
[out] Graphical resource image height in pixels.
Return Value
true if successful, otherwise false. To get information about the error, call the GetLastError()
function.
Note
If data[] array is then to be used for creating a graphical resource,
COLOR_FORMAT_ARGB_NORMALIZE or COLOR_FORMAT_XRGB_NOALPHA color formats should be
used.
If data[] array is two-dimensional and its second dimension is less than X(width) graphical resource
size, ResourceReadImage() function returns false and reading is not performed. But if the resource
exists, actual image size is returned to width and height parameters. This will allow making another
attempt to receive data from the resource.
See also
Resource, ObjectCreate(), ObjectSetString(), OBJPROP_BMPFILE
© 2000-2017, MetaQuotes Software Corp.
915 Common Functions
ResourceSave
Saves a resource into the specified file.
bool ResourceSave(
const string resource_name // Resource name
const string file_name // File name
);
Parameters
resource_name
[in] The name of the resource, must start with "::".
file_name
[in] The name of the file relative to MQL5\Files.
Return Value
true – in case of success, otherwise false. For the error information call GetLastError().
Note
The function always overwrites a file and creates all the required intermediate directories in the file
name if necessary.
See also
Resources, ObjectCreate(), PlaySound(), ObjectSetString(), OBJPROP_BMPFILE
© 2000-2017, MetaQuotes Software Corp.
916 Common Functions
SetUserError
Sets the predefined variable _LastError into the value equal to ERR_USER_ERROR_FIRST + user_error
void SetUserError(
ushort user_error, // error number
);
Parameters
user_error
[in] Error number set by a user.
Return Value
No return value.
Note
After an error has been set using the SetUserError(user_error) function, GetLastError() returns value
equal to ERR_USER_ERROR_FIRST + user_error.
Example:
void OnStart()
{
//--- set error number 65537=(ERR_USER_ERROR_FIRST +1)
SetUserError(1);
//--- get last error code
Print("GetLastError = ",GetLastError());
/*
Result
GetLastError = 65537
*/
}
© 2000-2017, MetaQuotes Software Corp.
917 Common Functions
SendFTP
Sends a file at the address, specified in the setting window of the "FTP" tab.
bool SendFTP(
string filename, // file to be send by ftp
string ftp_path=NULL // ftp catalog
);
Parameters
filename
[in] Name of sent file.
ftp_path=NULL
[in] FTP catalog. If a directory is not specified, directory described in settings is used.
Return Value
In case of failure returns 'false'.
Note
Sent file must be located in the folder terminal_directory\MQL5\files or its subfolders. Sending isn't
performed if FTP address and/or access password are not specified in settings.
SendFTP() function does not work in the Strategy Tester.
© 2000-2017, MetaQuotes Software Corp.
918 Common Functions
SendNotification
Sends push notifications to the mobile terminals, whose MetaQuotes IDs are specified in the
"Notifications" tab.
bool SendNotification(
string text // Text of the notification
);
Parameters
text
[in] The text of the notification. The message length should not exceed 255 characters.
Return Value
true if a notification has been successfully sent from the terminal; in case of failure returns false.
When checking after a failed push of notification, GetLastError () may return one of the following
errors:
· 4515 – ERR_NOTIFICATION_SEND_FAILED,
· 4516 – ERR_NOTIFICATION_WRONG_PARAMETER,
· 4517 – ERR_NOTIFICATION_WRONG_SETTINGS,
· 4518 – ERR_NOTIFICATION_TOO_FREQUENT.
Note
Strict use restrictions are set for the SendNotification() function: no more than 2 calls per second
and not more than 10 calls per minute. Monitoring the frequency of use is dynamic. The function can
be disabled in case of the restriction violation.
SendNotification() function does not work in the Strategy Tester.
© 2000-2017, MetaQuotes Software Corp.
919 Common Functions
SendMail
Sends an email at the address specified in the settings window of the "Email" tab.
bool SendMail(
string subject, // header
string some_text // email text
);
Parameters
subject
[in] Email header.
some_text
[in] Email body.
Return Value
true – if an email is put into the send queue, otherwise - false.
Note
Sending can be prohibited in settings, email address can be omitted as well. For the error
information call GetLastError().
SendMail() function does not work in the Strategy Tester.
© 2000-2017, MetaQuotes Software Corp.
920 Common Functions
Sleep
The function suspends execution of the current Expert Advisor or script within a specified interval.
void Sleep(
int milliseconds // interval
);
Parameters
milliseconds
[in] Delay interval in milliseconds.
Return Value
No return value.
Note
The Sleep() function can't be called for custom indicators, because indicators are executed in the
interface thread and must not slow down it. The function has the built-in check of EA halt flag every
0.1 seconds.
© 2000-2017, MetaQuotes Software Corp.
921 Common Functions
TerminalClose
The function commands the terminal to complete operation.
bool TerminalClose(
int ret_code // closing code of the client terminal
);
Parameters
ret_code
[in] Return code, returned by the process of the client terminal at the operation completion.
Return Value
The function returns true on success, otherwise - false.
Note
The TerminalClose() function does not stop the terminal immediately, it just commands the terminal
to complete its operation.
The code of an Expert Advisor that called TerminalClose() must have all arrangements for the
immediate completion (e.g. all previously opened files must be closed in the normal mode). Call of
this function must be followed by the return operator.
The ret_code parameter allows indicating the necessary return code for analyzing reasons of the
program termination of the terminal operation when starting it from the command prompt.
Example:
//--- input parameters
input int tiks_before=500; // number of ticks till termination
input int pips_to_go=15; // distance in pips
input int seconds_st=50; // number of seconds given to the Expert Advisor
//--- globals
datetime launch_time;
int tick_counter=0;
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
Print(__FUNCTION__," reason code = ",reason);
Comment("");
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
static double first_bid=0.0;
© 2000-2017, MetaQuotes Software Corp.
922 Common Functions
MqlTick tick;
double distance;
//---
SymbolInfoTick(_Symbol,tick);
tick_counter++;
if(first_bid==0.0)
{
launch_time=tick.time;
first_bid=tick.bid;
Print("first_bid =",first_bid);
return;
}
//--- price distance in pips
distance=(tick.bid-first_bid)/_Point;
//--- show a notification to track the EA operation
string comm="From the moment of start:\r\n\x25CF elapsed seconds: "+
IntegerToString(tick.time-launch_time)+" ;"+
"\r\n\x25CF ticks received: "+(string)tick_counter+" ;"+
"\r\n\x25CF price went in points: "+StringFormat("%G",distance);
Comment(comm);
//--- section for checking condition to close the terminal
if(tick_counter>=tiks_before)
TerminalClose(0); // exit by tick counter
if(distance>pips_to_go)
TerminalClose(1); // go up by the number of pips equal to pips_to_go
if(distance<-pips_to_go)
TerminalClose(-1); // go down by the number of pips equal to pips_to_go
if(tick.time-launch_time>seconds_st)
TerminalClose(100); // termination by timeout
//---
}
See also
Program running, Execution errors, Reasons for deinitialization
© 2000-2017, MetaQuotes Software Corp.
923 Common Functions
TesterStatistics
The function returns the value of the specified statistical parameter calculated based on testing
results.
double TesterStatistics(
ENUM_STATISTICS statistic_id // ID
);
Parameters
statistic_id
[in] The ID of the statistical parameter from the ENUM_STATISTICS enumeration.
Return Value
The value of the statistical parameter from testing results.
Note
The function can be called inside OnTester() or OnDeinit() in the tester. In other cases the result is
undefined.
© 2000-2017, MetaQuotes Software Corp.
924 Common Functions
TesterWithdrawal
The special function to emulate the operation of money withdrawal in the process of testing. Can be
used in some asset management systems.
bool TesterWithdrawal(
double money // the sum to withdraw
);
Parameters
money
[in] The sum of money that we need to withdraw (in the deposit currency).
Return Value
If successful, returns true, otherwise - false.
© 2000-2017, MetaQuotes Software Corp.
925 Common Functions
TranslateKey
Returns a Unicode character by a virtual key code considering the current input language and the
status of control keys.
short TranslateKey(
int key_code // key code for receiving a Unicode character
);
Parameters
key_code
[in] Key code.
Return Value
Unicode character in case of a successful conversion. The function returns -1 in case of an error.
Note
The function uses ToUnicodeEx to convert keys pressed by a user into Unicode characters. An error
may occur in case ToUnicodeEx is not triggered – for example, when trying to receive the SHIFT key
character.
Example:
void OnChartEvent(const int id,const long& lparam,const double& dparam,const string& sparam)
{
if(id==CHARTEVENT_KEYDOWN)
{
short sym=TranslateKey((int)lparam);
//--- if the entered character is successfully converted to Unicode
if(sym>0)
Print(sym,"'",ShortToString(sym),"'");
else
Print("Error in TranslateKey for key=",lparam);
}
}
See also
Client terminal events, OnChartEvent
© 2000-2017, MetaQuotes Software Corp.
926 Common Functions
WebRequest
The function sends an HTTP request to a specified server. The function has two versions:
1. Sending simple requests of type "key=value" using the header Content-Type: application/x-www-
form-urlencoded.
int WebRequest(
const string method, // HTTP method
const string url, // URL
const string cookie, // cookie
const string referer, // referer
int timeout, // timeout
const char &data[], // the array of the HTTP message body
int data_size, // data[] array size in bytes
char &result[], // an array containing server response data
string &result_headers // headers of server response
);
2. Sending a request of any type specifying the custom set of headers for a more flexible interaction
with various Web services.
int WebRequest(
const string method, // HTTP method
const string url, // URL
const string headers, // headers
int timeout, // timeout
const char &data[], // the array of the HTTP message body
char &result[], // an array containing server response data
string &result_headers // headers of server response
);
Parameters
method
[in] HTTP method.
url
[in] URL.
headers
[in] Request headers of type "key: value", separated by a line break "\r\n".
cookie
[in] Cookie value.
referer
[in] Value of the Referer header of the HTTP request.
timeout
[in] Timeout in milliseconds.
© 2000-2017, MetaQuotes Software Corp.
927 Common Functions
data[]
[in] Data array of the HTTP message body.
data_size
[in] Size of the data[] array.
result[]
[out] An array containing server response data.
result_headers
[out] Server response headers.
Return Value
HTTP server response code or -1 for an error.
Note
To use the WebRequest() function, add the addresses of the required servers in the list of allowed
URLs in the "Expert Advisors" tab of the "Options" window. Server port is automatically selected on
the basis of the specified protocol - 80 for "http://" and 443 for "https://".
The WebRequest() function is synchronous, which means its breaks the program execution and waits
for the response from the requested server. Since the delays in receiving a response can be large,
the function is not available for calls from the indicators, because indicators run in a common thread
shared by all indicators and charts on one symbol. Indicator performance delay on one of the charts
of a symbol may stop updating of all charts of the same symbol.
The function can be called only from Expert Advisors and scripts, as they run in their own execution
threads. If you try to call the function from an indicator, GetLastError() will return error 4014 –
"Function is not allowed for call".
WebRequest() cannot be executed in the Strategy Tester.
An example of using the first version of the WebRequest () function:
void OnStart()
{
string cookie=NULL,headers;
char post[],result[];
int res;
//--- to enable access to the server, you should add URL "https://www.google.com/finance"
//--- in the list of allowed URLs (Main Menu->Tools->Options, tab "Expert Advisors"):
string google_url="https://www.google.com/finance";
//--- Reset the last error code
ResetLastError();
//--- Loading a html page from Google Finance
int timeout=5000; //--- Timeout below 1000 (1 sec.) is not enough for slow Internet connection
res=WebRequest("GET",google_url,cookie,NULL,timeout,post,0,result,headers);
//--- Checking errors
if(res==-1)
{
Print("Error in WebRequest. Error code =",GetLastError());
© 2000-2017, MetaQuotes Software Corp.
928 Common Functions
//--- Perhaps the URL is not listed, display a message about the necessity to add the address
MessageBox("Add the address '"+google_url+"' in the list of allowed URLs on tab 'Expert Advis
}
else
{
//--- Load successfully
PrintFormat("The file has been successfully loaded, File size =%d bytes.",ArraySize(result));
//--- Save the data to a file
int filehandle=FileOpen("GoogleFinance.htm",FILE_WRITE|FILE_BIN);
//--- Checking errors
if(filehandle!=INVALID_HANDLE)
{
//--- Save the contents of the result[] array to a file
FileWriteArray(filehandle,result,0,ArraySize(result));
//--- Close the file
FileClose(filehandle);
}
else Print("Error in FileOpen. Error code=",GetLastError());
}
}
An example of using the second version of the WebRequest() function:
#property link "https://www.mql5.com"
#property version "1.00"
#property strict
#property script_show_inputs
#property description "Sample script posting a user message "
#property description "on the wall on mql5.com"
input string InpLogin =""; //Your MQL5.com account
input string InpPassword=""; //Your account password
input string InpFileName="EURUSDM5.png"; //An image in folder MQL5/Files/
input string InpFileType="image/png"; //Correct mime type of the image
//+------------------------------------------------------------------+
//| Posting a message with an image on the wall at mql5.com |
//+------------------------------------------------------------------+
bool PostToNewsFeed(string login,string password,string text,string filename,string filetype)
{
int res; // To receive the operation execution result
char data[]; // Data array to send POST requests
char file[]; // Read the image here
string str="Login="+login+"&Password="+password;
string auth,sep="-------Jyecslin9mp8RdKV"; // multipart data separator
//--- A file is available, try to read it
if(filename!=NULL && filename!="")
{
res=FileOpen(filename,FILE_READ|FILE_BIN);
© 2000-2017, MetaQuotes Software Corp.
929 Common Functions
if(res<0)
{
Print("Error opening the file \""+filename+"\"");
return(false);
}
//--- Read file data
if(FileReadArray(res,file)!=FileSize(res))
{
FileClose(res);
Print("Error reading the file \""+filename+"\"");
return(false);
}
//---
FileClose(res);
}
//--- Create the body of the POST request for authorization
ArrayResize(data,StringToCharArray(str,data,0,WHOLE_ARRAY,CP_UTF8)-1);
//--- Resetting error code
ResetLastError();
//--- Authorization request
res=WebRequest("POST","https://www.mql5.com/en/auth_login",NULL,0,data,data,str);
//--- If authorization failed
if(res!=200)
{
Print("Authorization error #"+(string)res+", LastError="+(string)GetLastError());
return(false);
}
//--- Read the authorization cookie from the server response header
res=StringFind(str,"Set-Cookie: auth=");
//--- If cookie not found, return an error
if(res<0)
{
Print("Error, authorization data not found in the server response (check login/password)");
return(false);
}
//--- Remember the authorization data and form the header for further requests
auth=StringSubstr(str,res+12);
auth="Cookie: "+StringSubstr(auth,0,StringFind(auth,";")+1)+"\r\n";
//--- If there is a data file, send it to the server
if(ArraySize(file)!=0)
{
//--- Form the request body
str="--"+sep+"\r\n";
str+="Content-Disposition: form-data; name=\"attachedFile_imagesLoader\"; filename=\""+filena
str+="Content-Type: "+filetype+"\r\n\r\n";
res =StringToCharArray(str,data);
res+=ArrayCopy(data,file,res-1,0);
res+=StringToCharArray("\r\n--"+sep+"--\r\n",data,res-1);
ArrayResize(data,ArraySize(data)-1);
© 2000-2017, MetaQuotes Software Corp.
930 Common Functions
//--- Form the request header
str=auth+"Content-Type: multipart/form-data; boundary="+sep+"\r\n";
//--- Reset error code
ResetLastError();
//--- Request to send an image file to the server
res=WebRequest("POST","https://www.mql5.com/upload_file",str,0,data,data,str);
//--- check the request result
if(res!=200)
{
Print("Error sending a file to the server #"+(string)res+", LastError="+(string)GetLastErr
return(false);
}
//--- Receive a link to the image uploaded to the server
str=CharArrayToString(data);
if(StringFind(str,"{\"Url\":\"")==0)
{
res =StringFind(str,"\"",8);
filename=StringSubstr(str,8,res-8);
//--- If file uploading fails, an empty link will be returned
if(filename=="")
{
Print("File sending to server failed");
return(false);
}
}
}
//--- Create the body of a request to post an image on the server
str ="--"+sep+"\r\n";
str+="Content-Disposition: form-data; name=\"content\"\r\n\r\n";
str+=text+"\r\n";
//--- The languages in which the post will be available on mql5.com
str+="--"+sep+"\r\n";
str+="Content-Disposition: form-data; name=\"AllLanguages\"\r\n\r\n";
str+="on\r\n";
//--- If the picture has been uploaded on the server, pass its link
if(ArraySize(file)!=0)
{
str+="--"+sep+"\r\n";
str+="Content-Disposition: form-data; name=\"attachedImage_0\"\r\n\r\n";
str+=filename+"\r\n";
}
//--- The final string of the multipart request
str+="--"+sep+"--\r\n";
//--- Out the body of the POST request together in one string
StringToCharArray(str,data,0,WHOLE_ARRAY,CP_UTF8);
ArrayResize(data,ArraySize(data)-1);
//--- Prepare the request header
str=auth+"Content-Type: multipart/form-data; boundary="+sep+"\r\n";
//--- Request to post a message on the user wall at mql5.com
© 2000-2017, MetaQuotes Software Corp.
931 Common Functions
res=WebRequest("POST","https://www.mql5.com/ru/users/"+login+"/wall",str,0,data,data,str);
//--- Return true for successful execution
return(res==200);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- Post a message on mql5.com, including an image, the path to which is taken from the InpFileNa
PostToNewsFeed(InpLogin,InpPassword,"Checking the expanded version of WebRequest\r\n"
"(This message has been posted by the WebRequest.mq5 script)",InpFileName,InpFile
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
932 Common Functions
ZeroMemory
The function resets a variable passed to it by reference.
void ZeroMemory(
void & variable // reset variable
);
Parameters
variable
[in] [out] Variable passed by reference, you want to reset (initialize by zero values).
Return Value
No return value.
Note
If the function parameter is a string, the call will be equivalent to indicating NULL as its value.
For simple types and their arrays, as well as for structures/classes consisting of such types, this is a
simple reset.
For objects containing strings and dynamic arrays, ZeroMemory() is called for each element.
For any arrays not protected by the const modifier, this is the zeroing of all elements.
For arrays of complex objects, ZeroMemory() is called for each element.
ZeroMemory() can't be applied to classes with protected members or inheritance.
© 2000-2017, MetaQuotes Software Corp.
933 Array Functions
Group of Functions for Working with Arrays
Arrays are allowed to be maximum four-dimensional. Each dimension is indexed from 0 to
dimension_size-1. In a particular case of a one-dimensional array of 50 elements, calling of the first
element will appear as array[0], of the last one - as array[49].
Function Action
ArrayBsearch Returns index of the first found element in the
first array dimension
ArrayCopy Copies one array into another
ArrayCompare Returns the result of comparing two arrays of
simple types or custom structures without
complex objects
ArrayFree Frees up buffer of any dynamic array and sets
the size of the zero dimension in 0.
ArrayGetAsSeries Checks direction of array indexing
ArrayInitialize Sets all elements of a numeric array into a
single value
ArrayFill Fills an array with the specified value
ArrayIsSeries Checks whether an array is a timeseries
ArrayIsDynamic Checks whether an array is dynamic
ArrayMaximum Search for an element with the maximal value
ArrayMinimum Search for an element with the minimal value
ArrayPrint Prints an array of a simple type or a simple
structure into journal
ArrayRange Returns the number of elements in the
specified dimension of the array
ArrayResize Sets the new size in the first dimension of the
array
ArraySetAsSeries Sets the direction of array indexing
ArraySize Returns the number of elements in the array
ArraySort Sorting of numeric arrays by the first dimension
© 2000-2017, MetaQuotes Software Corp.
934 Array Functions
ArrayBsearch
Searches for a specified value in a multidimensional numeric array sorted ascending. Search is
performed through the elements of the first dimension.
For searching in an array of double type
int ArrayBsearch(
const double& array[], // array for search
double value // what is searched for
);
For searching in an array of float type
int ArrayBsearch(
const float& array[], // array for search
float value // what is searched for
);
For searching in an array of long type
int ArrayBsearch(
const long& array[], // array for search
long value // what is searched for
);
For searching in an array of int type
int ArrayBsearch(
const int& array[], // array for search
int value // what is searched for
);
For searching in an array of short type
int ArrayBsearch(
const short& array[], // array for search
short value // what is searched for
);
For searching in an array of char type
int ArrayBsearch(
const char& array[], // array for search
char value // what is searched for
);
Parameters
array[]
[in] Numeric array for search.
value
© 2000-2017, MetaQuotes Software Corp.
935 Array Functions
[in] Value for search.
Return Value
The function returns index of a found element. If the wanted value isn't found, the function returns
the index of an element nearest in value.
Note
Binary search processes only sorted arrays. To sort numeric arrays use the ArraySort() function.
Example:
#property description "Script based on RSI indicator data displays"
#property description "how often the market was in"
#property description "overbought and oversold areas in the specified time interval."
//--- display the window of input parameters when launching the script
#property script_show_inputs
//--- input parameters
input int InpMAPeriod=14; // Moving average period
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Price type
input double InpOversoldValue=30.0; // Oversold level
input double InpOverboughtValue=70.0; // Overbought level
input datetime InpDateStart=D'2012.01.01 00:00'; // Analysis start date
input datetime InpDateFinish=D'2013.01.01 00:00'; // Analysis finish date
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
double rsi_buff[]; // array of the indicator values
int size=0; // array size
//--- receive RSI indicator handle
ResetLastError();
int rsi_handle=iRSI(Symbol(),Period(),InpMAPeriod,InpAppliedPrice);
if(rsi_handle==INVALID_HANDLE)
{
//--- failed to receive the indicator handle
PrintFormat("Indicator handle receiving error. Error code = %d",GetLastError());
return;
}
//--- being in the loop, until the indicator calculates all its values
while(BarsCalculated(rsi_handle)==-1)
{
//--- exit if the indicator has forcedly completed the script's operation
if(IsStopped())
return;
//--- a pause to allow the indicator to calculate all its values
Sleep(10);
}
//--- copy the indicator values for a certain period of time
© 2000-2017, MetaQuotes Software Corp.
936 Array Functions
ResetLastError();
if(CopyBuffer(rsi_handle,0,InpDateStart,InpDateFinish,rsi_buff)==-1)
{
PrintFormat("Failed to copy the indicator values. Error code = %d",GetLastError());
return;
}
//--- receive the array size
size=ArraySize(rsi_buff);
//--- sort out the array
ArraySort(rsi_buff);
//--- find out the time (in percentage terms) the market was in the oversold area
double ovs=(double)ArrayBsearch(rsi_buff,InpOversoldValue)*100/(double)size;
//--- find out the time (in percentage terms) the market was in the overbought area
double ovb=(double)(size-ArrayBsearch(rsi_buff,InpOverboughtValue))*100/(double)size;
//--- form the strings for displaying the data
string str="From "+TimeToString(InpDateStart,TIME_DATE)+" to "
+TimeToString(InpDateFinish,TIME_DATE)+" the market was:";
string str_ovb="in overbought area "+DoubleToString(ovb,2)+"% of time";
string str_ovs="in oversold area "+DoubleToString(ovs,2)+"% of time";
//--- display the data on the chart
CreateLabel("top",5,60,str,clrDodgerBlue);
CreateLabel("overbought",5,35,str_ovb,clrDodgerBlue);
CreateLabel("oversold",5,10,str_ovs,clrDodgerBlue);
//--- redraw the chart
ChartRedraw(0);
//--- pause
Sleep(10000);
}
//+------------------------------------------------------------------+
//| Display comment in the bottom left corner of the chart |
//+------------------------------------------------------------------+
void CreateLabel(const string name,const int x,const int y,
const string str,const color clr)
{
//--- create the label
ObjectCreate(0,name,OBJ_LABEL,0,0,0);
//--- bind the label to the bottom left corner
ObjectSetInteger(0,name,OBJPROP_CORNER,CORNER_LEFT_LOWER);
//--- change position of the anchor point
ObjectSetInteger(0,name,OBJPROP_ANCHOR,ANCHOR_LEFT_LOWER);
//--- distance from the anchor point in X-direction
ObjectSetInteger(0,name,OBJPROP_XDISTANCE,x);
//--- distance from the anchor point in Y-direction
ObjectSetInteger(0,name,OBJPROP_YDISTANCE,y);
//--- label text
ObjectSetString(0,name,OBJPROP_TEXT,str);
//--- text color
ObjectSetInteger(0,name,OBJPROP_COLOR,clr);
//--- text size
© 2000-2017, MetaQuotes Software Corp.
937 Array Functions
ObjectSetInteger(0,name,OBJPROP_FONTSIZE,12);
}
© 2000-2017, MetaQuotes Software Corp.
938 Array Functions
ArrayCopy
It copies an array into another one.
int ArrayCopy(
void& dst_array[], // destination array
const void& src_array[], // source array
int dst_start=0, // index starting from which write into destination array
int src_start=0, // first index of a source array
int count=WHOLE_ARRAY // number of elements
);
Parameters
dst_array[]
[out] Destination array
src_array[]
[in] Source array
dst_start=0
[in] Starting index from the destination array. By default, start index is 0.
src_start=0
[in] Starting index for the source array. By default, start index is 0.
count=WHOLE_ARRAY
[in] Number of elements that should be copied. By default, the whole array is copied
(count=WHOLE_ARRAY).
Return Value
It returns the number of copied elements.
Note
If count<0 or count>src_size-src_start, all the remaining array part is copied. Arrays are copied from
left to right. For series arrays, the starting position is correctly defined adjusted for copying from
left to right. If an array is copied to itself, the result is undefined.
If arrays are of different types, during copying it tries to transform each element of a source array
into the type of the destination array. A string array can be copied into a string array only. Array of
classes and structures containing objects that require initialization aren't copied. An array of
structures can be copied into an array of the same type only.
For dynamic arrays with indexing as in timeseries, the size of a destination array is automatically
increased to the amount of copied data (if the latter exceeds the array size). The destination array
size is not decreased automatically.
Example:
#property description "The indicator highlights the candlesticks that are local"
#property description "highs and lows. Interval length for finding"
#property description "extreme values should be found using an input parameters."
© 2000-2017, MetaQuotes Software Corp.
939 Array Functions
//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_plots 1
//---- plot
#property indicator_label1 "Extremums"
#property indicator_type1 DRAW_COLOR_CANDLES
#property indicator_color1 clrLightSteelBlue,clrRed,clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- predefined constant
#define INDICATOR_EMPTY_VALUE 0.0
//--- input parameters
input int InpNum=4; // Half-interval length
//--- indicator buffers
double ExtOpen[];
double ExtHigh[];
double ExtLow[];
double ExtClose[];
double ExtColor[];
//--- global variables
int ExtStart=0; // index of the first candlestick that is not an extremum
int ExtCount=0; // number of non-extremums in the interval
//+------------------------------------------------------------------+
//| Filling out non-extremum candlesticks |
//+------------------------------------------------------------------+
void FillCandles(const double &open[],const double &high[],
const double &low[],const double &close[])
{
//--- fill out the candlesticks
ArrayCopy(ExtOpen,open,ExtStart,ExtStart,ExtCount);
ArrayCopy(ExtHigh,high,ExtStart,ExtStart,ExtCount);
ArrayCopy(ExtLow,low,ExtStart,ExtStart,ExtCount);
ArrayCopy(ExtClose,close,ExtStart,ExtStart,ExtCount);
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ExtOpen);
SetIndexBuffer(1,ExtHigh);
SetIndexBuffer(2,ExtLow);
SetIndexBuffer(3,ExtClose);
SetIndexBuffer(4,ExtColor,INDICATOR_COLOR_INDEX);
//--- specify the value, which is not displayed
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,INDICATOR_EMPTY_VALUE);
//--- specify the names of indicator buffers for displaying in the data window
© 2000-2017, MetaQuotes Software Corp.
940 Array Functions
PlotIndexSetString(0,PLOT_LABEL,"Open;High;Low;Close");
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- set straight indexing in time series
ArraySetAsSeries(open,false);
ArraySetAsSeries(high,false);
ArraySetAsSeries(low,false);
ArraySetAsSeries(close,false);
//--- variable of the bar calculation start
int start=prev_calculated;
//--- calculation is not performed for the first InpNum*2 bars
if(start==0)
{
start+=InpNum*2;
ExtStart=0;
ExtCount=0;
}
//--- if the bar has just formed, check the next potential extremum
if(rates_total-start==1)
start--;
//--- bar index to be checked for the extremum
int ext;
//--- indicator value calculation loop
for(int i=start;i<rates_total-1;i++)
{
//--- initially on i bar without drawing
ExtOpen[i]=0;
ExtHigh[i]=0;
ExtLow[i]=0;
ExtClose[i]=0;
//--- extremum index for check
ext=i-InpNum;
//--- check for the local maximum
if(IsMax(high,ext))
© 2000-2017, MetaQuotes Software Corp.
941 Array Functions
{
//--- highlight an extremum candlestick
ExtOpen[ext]=open[ext];
ExtHigh[ext]=high[ext];
ExtLow[ext]=low[ext];
ExtClose[ext]=close[ext];
ExtColor[ext]=1;
//--- highlight other candles up to the extremum with a neutral color
FillCandles(open,high,low,close);
//--- change the variable colors
ExtStart=ext+1;
ExtCount=0;
//--- pass to the next iteration
continue;
}
//--- check for the local minimum
if(IsMin(low,ext))
{
//--- highlight an extremum candlestick
ExtOpen[ext]=open[ext];
ExtHigh[ext]=high[ext];
ExtLow[ext]=low[ext];
ExtClose[ext]=close[ext];
ExtColor[ext]=2;
//--- highlight other candles up to the extremum with a neutral color
FillCandles(open,high,low,close);
//--- change variable values
ExtStart=ext+1;
ExtCount=0;
//--- pass to the next iteration
continue;
}
//--- increase the number of non-extremums at the interval
ExtCount++;
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Check if the current array element is a local high |
//+------------------------------------------------------------------+
bool IsMax(const double &price[],const int ind)
{
//--- interval start variable
int i=ind-InpNum;
//--- interval end period
int finish=ind+InpNum+1;
//--- check for the first half of the interval
for(;i<ind;i++)
© 2000-2017, MetaQuotes Software Corp.
942 Array Functions
{
if(price[ind]<=price[i])
return(false);
}
//--- check for the second half of the interval
for(i=ind+1;i<finish;i++)
{
if(price[ind]<=price[i])
return(false);
}
//--- this is an extremum
return(true);
}
//+------------------------------------------------------------------+
//| Check if the current array element is a local low |
//+------------------------------------------------------------------+
bool IsMin(const double &price[],const int ind)
{
//--- interval start variable
int i=ind-InpNum;
//--- interval end variable
int finish=ind+InpNum+1;
//--- check for the first half of the interval
for(;i<ind;i++)
{
if(price[ind]>=price[i])
return(false);
}
//--- check for the second half of the interval
for(i=ind+1;i<finish;i++)
{
if(price[ind]>=price[i])
return(false);
}
//--- this is an extremum
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
943 Array Functions
ArrayCompare
The function returns the result of comparing two arrays of the same type. It can be used to compare
arrays of simple types or custom structures without complex objects, that is the custom structures
that do not contain strings, dynamic arrays, classes and other structures with complex objects.
int ArrayCompare(
const void& array1[], // first array
const void& array2[], // second array
int start1=0, // initial offset in the first array
int start2=0, // initial offset in the second array
int count=WHOLE_ARRAY // number of elements for comparison
);
Parameters
array1[]
[in] First array.
array2[]
[in] Second array.
start1=0
[in] The element's initial index in the first array, from which comparison starts. The default start
index - 0.
start2=0
[in] The element's initial index in the second array, from which comparison starts. The default
start index - 0.
count=WHOLE_ARRAY
[in] Number of elements to be compared. All elements of both arrays participate in comparison by
default (count=WHOLE_ARRAY).
Return Value
· -1, if array1[] less than array2[]
· 0, if array1[] equal to array2[]
· 1, if array1[] more than array2[]
· -2, if an error occurs due to incompatibility of the types of compared arrays or if start1, start2 or
count values lead to falling outside the array.
Note
The function will not return 0 (the arrays will not be considered equal) if the arrays differ in size and
count=WHOLE_ARRAY for the case when one array is a faithful subset of another one. In this case,
the result of comparing the sizes of that arrays will be returned: -1, if the size of array1[] is less
than the size of array2[] , otherwise 1.
© 2000-2017, MetaQuotes Software Corp.
944 Array Functions
ArrayFree
It frees up a buffer of any dynamic array and sets the size of the zero dimension to 0.
void ArrayFree(
void& array[] // array
);
Parameters
array[]
[in] Dynamic array.
Return Value
No return value.
Note
The need for using ArrayFree() function may not appear too often considering that all used memory
is freed at once and main work with the arrays comprises the access to the indicator buffers. The
sizes of the buffers are automatically managed by the terminal's executive subsystem.
In case it is necessary to manually manage the memory in complex dynamic environment of the
application, ArrayFree() function allows users to free the memory occupied by the already
unnecessary dynamic array explicitly and immediately.
Example:
#include <Controls\Dialog.mqh>
#include <Controls\Button.mqh>
#include <Controls\Label.mqh>
#include <Controls\ComboBox.mqh>
//--- predefined constants
#define X_START 0
#define Y_START 0
#define X_SIZE 280
#define Y_SIZE 300
//+------------------------------------------------------------------+
//| Dialog class for working with memory |
//+------------------------------------------------------------------+
class CMemoryControl : public CAppDialog
{
private:
//--- array size
int m_arr_size;
//--- arrays
char m_arr_char[];
int m_arr_int[];
float m_arr_float[];
double m_arr_double[];
long m_arr_long[];
© 2000-2017, MetaQuotes Software Corp.
945 Array Functions
//--- labels
CLabel m_lbl_memory_physical;
CLabel m_lbl_memory_total;
CLabel m_lbl_memory_available;
CLabel m_lbl_memory_used;
CLabel m_lbl_array_size;
CLabel m_lbl_array_type;
CLabel m_lbl_error;
CLabel m_lbl_change_type;
CLabel m_lbl_add_size;
//--- buttons
CButton m_button_add;
CButton m_button_free;
//--- combo boxes
CComboBox m_combo_box_step;
CComboBox m_combo_box_type;
//--- current value of the array type from the combo box
int m_combo_box_type_value;
public:
CMemoryControl(void);
~CMemoryControl(void);
//--- class object creation method
virtual bool Create(const long chart,const string name,const int subwin,const int x1,const
//--- handler of chart events
virtual bool OnEvent(const int id,const long &lparam,const double &dparam,const string &spa
protected:
//--- create labels
bool CreateLabel(CLabel &lbl,const string name,const int x,const int y,const string
//--- create control elements
bool CreateButton(CButton &button,const string name,const int x,const int y,const s
bool CreateComboBoxStep(void);
bool CreateComboBoxType(void);
//--- event handlers
void OnClickButtonAdd(void);
void OnClickButtonFree(void);
void OnChangeComboBoxType(void);
//--- methods for working with the current array
void CurrentArrayFree(void);
bool CurrentArrayAdd(void);
};
//+------------------------------------------------------------------+
//| Free memory of the current array |
//+------------------------------------------------------------------+
void CMemoryControl::CurrentArrayFree(void)
{
//--- reset array size
m_arr_size=0;
© 2000-2017, MetaQuotes Software Corp.
946 Array Functions
//--- free the array
if(m_combo_box_type_value==0)
ArrayFree(m_arr_char);
if(m_combo_box_type_value==1)
ArrayFree(m_arr_int);
if(m_combo_box_type_value==2)
ArrayFree(m_arr_float);
if(m_combo_box_type_value==3)
ArrayFree(m_arr_double);
if(m_combo_box_type_value==4)
ArrayFree(m_arr_long);
}
//+------------------------------------------------------------------+
//| Attempt to add memory for the current array |
//+------------------------------------------------------------------+
bool CMemoryControl::CurrentArrayAdd(void)
{
//--- exit if the size of the used memory exceeds the size of the physical memory
if(TerminalInfoInteger(TERMINAL_MEMORY_PHYSICAL)/TerminalInfoInteger(TERMINAL_MEMORY_USED)<2)
return(false);
//--- attempt to allocate memory according to the current type
if(m_combo_box_type_value==0 && ArrayResize(m_arr_char,m_arr_size)==-1)
return(false);
if(m_combo_box_type_value==1 && ArrayResize(m_arr_int,m_arr_size)==-1)
return(false);
if(m_combo_box_type_value==2 && ArrayResize(m_arr_float,m_arr_size)==-1)
return(false);
if(m_combo_box_type_value==3 && ArrayResize(m_arr_double,m_arr_size)==-1)
return(false);
if(m_combo_box_type_value==4 && ArrayResize(m_arr_long,m_arr_size)==-1)
return(false);
//--- memory allocated
return(true);
}
//+------------------------------------------------------------------+
//| Handling events |
//+------------------------------------------------------------------+
EVENT_MAP_BEGIN(CMemoryControl)
ON_EVENT(ON_CLICK,m_button_add,OnClickButtonAdd)
ON_EVENT(ON_CLICK,m_button_free,OnClickButtonFree)
ON_EVENT(ON_CHANGE,m_combo_box_type,OnChangeComboBoxType)
EVENT_MAP_END(CAppDialog)
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CMemoryControl::CMemoryControl(void)
{
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
947 Array Functions
//| Destructor |
//+------------------------------------------------------------------+
CMemoryControl::~CMemoryControl(void)
{
}
//+------------------------------------------------------------------+
//| Class object creation method |
//+------------------------------------------------------------------+
bool CMemoryControl::Create(const long chart,const string name,const int subwin,
const int x1,const int y1,const int x2,const int y2)
{
//--- create base class object
if(!CAppDialog::Create(chart,name,subwin,x1,y1,x2,y2))
return(false);
//--- prepare strings for labels
string str_physical="Memory physical = "+(string)TerminalInfoInteger(TERMINAL_MEMORY_PHYSICAL)+"
string str_total="Memory total = "+(string)TerminalInfoInteger(TERMINAL_MEMORY_TOTAL)+" Mb";
string str_available="Memory available = "+(string)TerminalInfoInteger(TERMINAL_MEMORY_AVAILABLE
string str_used="Memory used = "+(string)TerminalInfoInteger(TERMINAL_MEMORY_USED)+" Mb";
//--- create labels
if(!CreateLabel(m_lbl_memory_physical,"physical_label",X_START+10,Y_START+5,str_physical,12,clrB
return(false);
if(!CreateLabel(m_lbl_memory_total,"total_label",X_START+10,Y_START+30,str_total,12,clrBlack))
return(false);
if(!CreateLabel(m_lbl_memory_available,"available_label",X_START+10,Y_START+55,str_available,12,
return(false);
if(!CreateLabel(m_lbl_memory_used,"used_label",X_START+10,Y_START+80,str_used,12,clrBlack))
return(false);
if(!CreateLabel(m_lbl_array_type,"type_label",X_START+10,Y_START+105,"Array type = double",12,cl
return(false);
if(!CreateLabel(m_lbl_array_size,"size_label",X_START+10,Y_START+130,"Array size = 0",12,clrBlac
return(false);
if(!CreateLabel(m_lbl_error,"error_label",X_START+10,Y_START+155,"",12,clrRed))
return(false);
if(!CreateLabel(m_lbl_change_type,"change_type_label",X_START+10,Y_START+185,"Change type",10,cl
return(false);
if(!CreateLabel(m_lbl_add_size,"add_size_label",X_START+10,Y_START+210,"Add to array",10,clrBlac
return(false);
//--- create control elements
if(!CreateButton(m_button_add,"add_button",X_START+15,Y_START+245,"Add",12,clrBlue))
return(false);
if(!CreateButton(m_button_free,"free_button",X_START+75,Y_START+245,"Free",12,clrBlue))
return(false);
if(!CreateComboBoxType())
return(false);
if(!CreateComboBoxStep())
return(false);
//--- initialize the variable
m_arr_size=0;
© 2000-2017, MetaQuotes Software Corp.
948 Array Functions
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Create the button |
//+------------------------------------------------------------------+
bool CMemoryControl::CreateButton(CButton &button,const string name,const int x,
const int y,const string str,const int font_size,
const int clr)
{
//--- create the button
if(!button.Create(m_chart_id,name,m_subwin,x,y,x+50,y+20))
return(false);
//--- text
if(!button.Text(str))
return(false);
//--- font size
if(!button.FontSize(font_size))
return(false);
//--- label color
if(!button.Color(clr))
return(false);
//--- add the button to the control elements
if(!Add(button))
return(false);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Create a combo box for the array size |
//+------------------------------------------------------------------+
bool CMemoryControl::CreateComboBoxStep(void)
{
//--- create the combo box
if(!m_combo_box_step.Create(m_chart_id,"step_combobox",m_subwin,X_START+100,Y_START+185,X_START+
return(false);
//--- add elements to the combo box
if(!m_combo_box_step.ItemAdd("100 000",100000))
return(false);
if(!m_combo_box_step.ItemAdd("1 000 000",1000000))
return(false);
if(!m_combo_box_step.ItemAdd("10 000 000",10000000))
return(false);
if(!m_combo_box_step.ItemAdd("100 000 000",100000000))
return(false);
//--- set the current combo box element
if(!m_combo_box_step.SelectByValue(1000000))
return(false);
//--- add the combo box to control elements
© 2000-2017, MetaQuotes Software Corp.
949 Array Functions
if(!Add(m_combo_box_step))
return(false);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Create a combo box for the array type |
//+------------------------------------------------------------------+
bool CMemoryControl::CreateComboBoxType(void)
{
//--- create the combo box
if(!m_combo_box_type.Create(m_chart_id,"type_combobox",m_subwin,X_START+100,Y_START+210,X_START+
return(false);
//--- add elements to the combo box
if(!m_combo_box_type.ItemAdd("char",0))
return(false);
if(!m_combo_box_type.ItemAdd("int",1))
return(false);
if(!m_combo_box_type.ItemAdd("float",2))
return(false);
if(!m_combo_box_type.ItemAdd("double",3))
return(false);
if(!m_combo_box_type.ItemAdd("long",4))
return(false);
//--- set the current combo box element
if(!m_combo_box_type.SelectByValue(3))
return(false);
//--- store the current combo box element
m_combo_box_type_value=3;
//--- add the combo box to control elements
if(!Add(m_combo_box_type))
return(false);
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Create a label |
//+------------------------------------------------------------------+
bool CMemoryControl::CreateLabel(CLabel &lbl,const string name,const int x,
const int y,const string str,const int font_size,
const int clr)
{
//--- create a label
if(!lbl.Create(m_chart_id,name,m_subwin,x,y,0,0))
return(false);
//--- text
if(!lbl.Text(str))
return(false);
//--- font size
© 2000-2017, MetaQuotes Software Corp.
950 Array Functions
if(!lbl.FontSize(font_size))
return(false);
//--- color
if(!lbl.Color(clr))
return(false);
//--- add the label to control elements
if(!Add(lbl))
return(false);
//--- succeed
return(true);
}
//+------------------------------------------------------------------+
//| Handler of clicking "Add" button event |
//+------------------------------------------------------------------+
void CMemoryControl::OnClickButtonAdd(void)
{
//--- increase the array size
m_arr_size+=(int)m_combo_box_step.Value();
//--- attempt to allocate memory for the current array
if(CurrentArrayAdd())
{
//--- memory allocated, display the current status on the screen
m_lbl_memory_available.Text("Memory available = "+(string)TerminalInfoInteger(TERMINAL_MEMORY
m_lbl_memory_used.Text("Memory used = "+(string)TerminalInfoInteger(TERMINAL_MEMORY_USED)+" M
m_lbl_array_size.Text("Array size = "+IntegerToString(m_arr_size));
m_lbl_error.Text("");
}
else
{
//--- failed to allocate memory, display the error message
m_lbl_error.Text("Array is too large, error!");
//--- return the previous array size
m_arr_size-=(int)m_combo_box_step.Value();
}
}
//+------------------------------------------------------------------+
//| Handler of clicking "Free" button event |
//+------------------------------------------------------------------+
void CMemoryControl::OnClickButtonFree(void)
{
//--- free the memory of the current array
CurrentArrayFree();
//--- display the current status on the screen
m_lbl_memory_available.Text("Memory available = "+(string)TerminalInfoInteger(TERMINAL_MEMORY_AV
m_lbl_memory_used.Text("Memory used = "+(string)TerminalInfoInteger(TERMINAL_MEMORY_USED)+" Mb")
m_lbl_array_size.Text("Array size = 0");
m_lbl_error.Text("");
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
951 Array Functions
//| Handler of the combo box change event |
//+------------------------------------------------------------------+
void CMemoryControl::OnChangeComboBoxType(void)
{
//--- check if the array's type has changed
if(m_combo_box_type.Value()!=m_combo_box_type_value)
{
//--- free the memory of the current array
OnClickButtonFree();
//--- work with another array type
m_combo_box_type_value=(int)m_combo_box_type.Value();
//--- display the new array type on the screen
if(m_combo_box_type_value==0)
m_lbl_array_type.Text("Array type = char");
if(m_combo_box_type_value==1)
m_lbl_array_type.Text("Array type = int");
if(m_combo_box_type_value==2)
m_lbl_array_type.Text("Array type = float");
if(m_combo_box_type_value==3)
m_lbl_array_type.Text("Array type = double");
if(m_combo_box_type_value==4)
m_lbl_array_type.Text("Array type = long");
}
}
//--- CMemoryControl class object
CMemoryControl ExtDialog;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- create the dialog
if(!ExtDialog.Create(0,"MemoryControl",0,X_START,Y_START,X_SIZE,Y_SIZE))
return(INIT_FAILED);
//--- launch
ExtDialog.Run();
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
ExtDialog.Destroy(reason);
}
//+------------------------------------------------------------------+
//| Expert chart event function |
© 2000-2017, MetaQuotes Software Corp.
952 Array Functions
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
const long &lparam,
const double &dparam,
const string &sparam)
{
ExtDialog.ChartEvent(id,lparam,dparam,sparam);
}
© 2000-2017, MetaQuotes Software Corp.
953 Array Functions
ArrayGetAsSeries
It checks direction of an array index.
bool ArrayGetAsSeries(
const void& array[] // array for checking
);
Parameters
array
[in] Checked array.
Return Value
Returns true, if the specified array has the AS_SERIES flag set, i.e. access to the array is performed
back to front as in timeseries. A timeseries differs from a usual array in that the indexing of
timeseries elements is performed from its end to beginning (from the newest data to old).
Note
To check whether an array belongs to timeseries, use the ArrayIsSeries() function. Arrays of price
data passed as input parameters into the OnCalculate() function do not obligatorily have the
indexing direction the same as in timeseries. The necessary indexing direction can be set using the
ArraySetAsSeries() function.
Example:
#property description "Indicator calculates absolute values of the difference between"
#property description "Open and Close or High and Low prices displaying them in a separate subwindo
#property description "as a histrogram."
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//---- plot
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_style1 STYLE_SOLID
#property indicator_width1 3
//--- input parameters
input bool InpAsSeries=true; // Indexing direction in the indicator buffer
input bool InpPrices=true; // Calculation prices (true - Open,Close; false - High,Low)
//--- indicator buffer
double ExtBuffer[];
//+------------------------------------------------------------------+
//| Calculating indicator values |
//+------------------------------------------------------------------+
void CandleSizeOnBuffer(const int rates_total,const int prev_calculated,
const double &first[],const double &second[],double &buffer[])
{
//--- start variable for calculation of bars
int start=prev_calculated;
© 2000-2017, MetaQuotes Software Corp.
954 Array Functions
//--- work at the last bar if the indicator values have already been calculated at the previous tic
if(prev_calculated>0)
start--;
//--- define indexing direction in arrays
bool as_series_first=ArrayGetAsSeries(first);
bool as_series_second=ArrayGetAsSeries(second);
bool as_series_buffer=ArrayGetAsSeries(buffer);
//--- replace indexing direction with direct one if necessary
if(as_series_first)
ArraySetAsSeries(first,false);
if(as_series_second)
ArraySetAsSeries(second,false);
if(as_series_buffer)
ArraySetAsSeries(buffer,false);
//--- calculate indicator values
for(int i=start;i<rates_total;i++)
buffer[i]=MathAbs(first[i]-second[i]);
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- bind indicator buffers
SetIndexBuffer(0,ExtBuffer);
//--- set indexing element in the indicator buffer
ArraySetAsSeries(ExtBuffer,InpAsSeries);
//--- check for what prices the indicator is calculated
if(InpPrices)
{
//--- Open and Close prices
PlotIndexSetString(0,PLOT_LABEL,"BodySize");
//--- set the indicator color
PlotIndexSetInteger(0,PLOT_LINE_COLOR,clrOrange);
}
else
{
//--- High and Low prices
PlotIndexSetString(0,PLOT_LABEL,"ShadowSize");
//--- set the indicator color
PlotIndexSetInteger(0,PLOT_LINE_COLOR,clrDodgerBlue);
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
© 2000-2017, MetaQuotes Software Corp.
955 Array Functions
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- calculate the indicator according to the flag value
if(InpPrices)
CandleSizeOnBuffer(rates_total,prev_calculated,open,close,ExtBuffer);
else
CandleSizeOnBuffer(rates_total,prev_calculated,high,low,ExtBuffer);
//--- return value of prev_calculated for next call
return(rates_total);
}
See also
Access to timeseries, ArraySetAsSeries
© 2000-2017, MetaQuotes Software Corp.
956 Array Functions
ArrayInitialize
The function initializes a numeric array by a preset value.
For initialization of an array of char type
int ArrayInitialize(
char array[], // initialized array
char value // value that will be set
);
For initialization of an array of short type
int ArrayInitialize(
short array[], // initialized array
short value // value that will be set
);
For initialization of an array of int type
int ArrayInitialize(
int array[], // initialized array
int value // value that will be set
);
For initialization of an array of long type
int ArrayInitialize(
long array[], // initialized array
long value // value that will be set
);
For initialization of an array of float type
int ArrayInitialize(
float array[], // initialized array
float value // value that will be set
);
For initialization of an array of double type
int ArrayInitialize(
double array[], // initialized array
double value // value that will be set
);
For initialization of an array of bool type
int ArrayInitialize(
bool array[], // initialized array
bool value // value that will be set
);
© 2000-2017, MetaQuotes Software Corp.
957 Array Functions
For initialization of an array of uint type
int ArrayInitialize(
uint array[], // initialized array
uint value // value that will be set
);
Parameters
array[]
[out] Numeric array that should be initialized.
value
[in] New value that should be set to all array elements.
Return Value
Number of initialized elements.
Note
The ArrayResize() function allows to set size of an array with a reserve for further expansion
without the physical relocation of memory. It is implemented for the better performance, because
the operations of memory relocation are reasonably slow.
Initialization of the array using ArrayInitialize(array, init_val) doesn't mean the initialization with
the same value of reserve elements allocated for this array. At further expanding of the array using
the ArrayResize() function, the elements will be added at the end of the array, their values will be
undefined and in most cases will not be equal to init_value.
Example:
void OnStart()
{
//--- dynamic array
double array[];
//--- let's set the array size for 100 elements and reserve a buffer for another 10 elements
ArrayResize(array,100,10);
//--- initialize the array elements with EMPTY_VALUE=DBL_MAX value
ArrayInitialize(array,EMPTY_VALUE);
Print("Values of 10 last elements after initialization");
for(int i=90;i<100;i++) printf("array[%d] = %G",i,array[i]);
//--- expand the array by 5 elements
ArrayResize(array,105);
Print("Values of 10 last elements after ArrayResize(array,105)");
//--- values of 5 last elements are obtained from reserve buffer
for(int i=95;i<105;i++) printf("array[%d] = %G",i,array[i]);
}
© 2000-2017, MetaQuotes Software Corp.
958 Array Functions
ArrayFill
The function fills an array with the specified value.
void ArrayFill(
void& array[], // array
int start, // starting index
int count, // number of elements to fill
void value // value
);
Parameters
array[]
[out] Array of simple type (char, uchar, short, ushort, int, uint, long, ulong, bool, color, datetime,
float, double).
start
[in] Starting index. In such a case, specified AS_SERIES flag is ignored.
count
[in] Number of elements to fill.
value
[in] Value to fill the array with.
Return Value
No return value.
Note
When ArrayFill() function is called, normal indexation direction (from left to right) is always implied.
It means that the change of the order of access to the array elements using ArraySetAsSeries()
function is ignored.
A multidimensional array is shown as one-dimensional when processed by ArrayFill() function. For
example, array[2][4] is processed as array[8]. Therefore, you may specify the initial element's index
to be equal to 5 when working with this array. Thus, the call of ArrayFill(array, 5, 2, 3.14) for
array[2][4] fills array[1][1] and array[1][2] elements with 3.14.
Example:
void OnStart()
{
//--- declare dynamic array
int a[];
//--- set size
ArrayResize(a,10);
//--- fill first 5 elements with 123
ArrayFill(a,0,5,123);
//--- fill next 5 elements with 456
ArrayFill(a,5,5,456);
© 2000-2017, MetaQuotes Software Corp.
959 Array Functions
//--- show values
for(int i=0;i<ArraySize(a);i++) printf("a[%d] = %d",i,a[i]);
}
© 2000-2017, MetaQuotes Software Corp.
960 Array Functions
ArrayIsDynamic
The function checks whether an array is dynamic.
bool ArrayIsDynamic(
const void& array[] // checked array
);
Parameters
array[]
[in] Checked array.
Return Value
It returns true if the selected array is dynamic, otherwise it returns false.
Example:
#property description "This indicator does not calculate values. It makes a single attempt to"
#property description "apply the call of ArrayFree() function to three arrays: dynamic one, static
#property description "an indicator buffer. Results are shown in Experts journal."
//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- global variables
double ExtDynamic[]; // dynamic array
double ExtStatic[100]; // static array
bool ExtFlag=true; // flag
double ExtBuff[]; // indicator buffer
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- allocate memory for the array
ArrayResize(ExtDynamic,100);
//--- indicator buffers mapping
SetIndexBuffer(0,ExtBuff);
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const int begin,
const double &price[])
© 2000-2017, MetaQuotes Software Corp.
961 Array Functions
{
//--- perform a single analysis
if(ExtFlag)
{
//--- attempt to free memory for arrays
//--- 1. Dynamic array
Print("+============================+");
Print("1. Check dynamic array:");
Print("Size before memory is freed = ",ArraySize(ExtDynamic));
Print("Is this a dynamic array = ",ArrayIsDynamic(ExtDynamic) ? "Yes" : "No");
//--- attempt to free array memory
ArrayFree(ExtDynamic);
Print("Size after memory is freed = ",ArraySize(ExtDynamic));
//--- 2. Static array
Print("2. Check static array:");
Print("Size before memory is freed = ",ArraySize(ExtStatic));
Print("Is this a dynamic array = ",ArrayIsDynamic(ExtStatic) ? "Yes" : "No");
//--- attempt to free array memory
ArrayFree(ExtStatic);
Print("Size after memory is freed = ",ArraySize(ExtStatic));
//--- 3. Indicator buffer
Print("3. Check indicator buffer:");
Print("Size before memory is freed = ",ArraySize(ExtBuff));
Print("Is this a dynamic array = ",ArrayIsDynamic(ExtBuff) ? "Yes" : "No");
//--- attempt to free array memory
ArrayFree(ExtBuff);
Print("Size after memory is freed = ",ArraySize(ExtBuff));
//--- change the flag value
ExtFlag=false;
}
//--- return value of prev_calculated for next call
return(rates_total);
}
See also
Access to timeseries and indicators
© 2000-2017, MetaQuotes Software Corp.
962 Array Functions
ArrayIsSeries
The function checks whether an array is a timeseries.
bool ArrayIsSeries(
const void& array[] // checked array
);
Parameters
array[]
[in] Checked array.
Return Value
It returns true, if a checked array is an array timeseries, otherwise it returns false. Arrays passed as
a parameter to the OnCalculate() function must be checked for the order of accessing the array
elements by ArrayGetAsSeries().
Example:
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//---- plot Label1
#property indicator_label1 "Label1"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- indicator buffers
double Label1Buffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,Label1Buffer,INDICATOR_DATA);
//---
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
© 2000-2017, MetaQuotes Software Corp.
963 Array Functions
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//---
if(ArrayIsSeries(open))
Print("open[] is timeseries");
else
Print("open[] is not timeseries!!!");
//--- return value of prev_calculated for next call
return(rates_total);
}
See also
Access to timeseries and indicators
© 2000-2017, MetaQuotes Software Corp.
964 Array Functions
ArrayMaximum
Searches for the largest element in the first dimension of a multidimensional numeric array.
int ArrayMaximum(
const void& array[], // array for search
int start=0, // index to start checking with
int count=WHOLE_ARRAY // number of checked elements
);
Parameters
array[]
[in] A numeric array, in which search is made.
start=0
[in] Index to start checking with.
count=WHOLE_ARRAY
[in] Number of elements for search. By default, searches in the entire array
(count=WHOLE_ARRAY).
Return Value
The function returns an index of a found element taking into account the array serial. In case of
failure it returns -1.
Note
The AS_SERIES flag value is taken into account while searching for a maximum.
Functions ArrayMaximum and ArrayMinimum accept any-dimensional arrays as a parameter.
However, searching is always applied to the first (zero) dimension.
Example:
#property description "The indicator displays larger timeframe's candlesticks on the current one."
//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 16
#property indicator_plots 8
//---- plot 1
#property indicator_label1 "BearBody"
#property indicator_color1 clrSeaGreen,clrSeaGreen
//---- plot 2
#property indicator_label2 "BearBodyEnd"
#property indicator_color2 clrSeaGreen,clrSeaGreen
//---- plot 3
#property indicator_label3 "BearShadow"
#property indicator_color3 clrSalmon,clrSalmon
//---- plot 4
#property indicator_label4 "BearShadowEnd"
#property indicator_color4 clrSalmon,clrSalmon
© 2000-2017, MetaQuotes Software Corp.
965 Array Functions
//---- plot 5
#property indicator_label5 "BullBody"
#property indicator_color5 clrOlive,clrOlive
//---- plot 6
#property indicator_label6 "BullBodyEnd"
#property indicator_color6 clrOlive,clrOlive
//---- plot 7
#property indicator_label7 "BullShadow"
#property indicator_color7 clrSkyBlue,clrSkyBlue
//---- plot 8
#property indicator_label8 "BullShadowEnd"
#property indicator_color8 clrSkyBlue,clrSkyBlue
//--- predefined constant
#define INDICATOR_EMPTY_VALUE 0.0
//--- input parameters
input ENUM_TIMEFRAMES InpPeriod=PERIOD_H4; // Time frame for the indicator calculation
input datetime InpDateStart=D'2013.01.01 00:00'; // Analysis start date
//--- indicator buffers for bearish candlesticks
double ExtBearBodyFirst[];
double ExtBearBodySecond[];
double ExtBearBodyEndFirst[];
double ExtBearBodyEndSecond[];
double ExtBearShadowFirst[];
double ExtBearShadowSecond[];
double ExtBearShadowEndFirst[];
double ExtBearShadowEndSecond[];
//--- indicator buffers for bullish candlesticks
double ExtBullBodyFirst[];
double ExtBullBodySecond[];
double ExtBullBodyEndFirst[];
double ExtBullBodyEndSecond[];
double ExtBullShadowFirst[];
double ExtBullShadowSecond[];
double ExtBullShadowEndFirst[];
double ExtBullShadowEndSecond[];
//--- global variables
datetime ExtTimeBuff[]; // larger time frame's time buffer
int ExtSize=0; // time buffer size
int ExtCount=0; // index inside time buffer
int ExtStartPos=0; // initial position for the indicator calculation
bool ExtStartFlag=true; // auxiliary flag for receiving the initial position
datetime ExtCurrentTime[1]; // last time of the larger time frame's bar generation
datetime ExtLastTime; // last time from the larger time frame, for which the calculation is
bool ExtBearFlag=true; // flag for defining the order of writing the data to bearish indicato
bool ExtBullFlag=true; // flag for defining the order of writing the data to bullish indicato
int ExtIndexMax=0; // index of the maximum element in the array
int ExtIndexMin=0; // index of the minimum element in the array
int ExtDirectionFlag=0; // price movement direction for the current candlestick
//--- shift between the candlestick's open and close price for correct drawing
© 2000-2017, MetaQuotes Software Corp.
966 Array Functions
const double ExtEmptyBodySize=0.2*SymbolInfoDouble(Symbol(),SYMBOL_POINT);
//+------------------------------------------------------------------+
//| Filling the basic part of the candlestick |
//+------------------------------------------------------------------+
void FillCandleMain(const double &open[],const double &close[],
const double &high[],const double &low[],
const int start,const int last,const int fill_index,
int &index_max,int &index_min)
{
//--- find the index of the maximum and minimum elements in the arrays
index_max=ArrayMaximum(high,ExtStartPos,last-start+1); // maximum in High
index_min=ArrayMinimum(low,ExtStartPos,last-start+1); // minimum in Low
//--- define how many bars from the current time frame are to be filled out
int count=fill_index-start+1;
//--- if the close price at the first bar exceeds the one at the last bar, the candlestick is beari
if(open[start]>close[last])
{
//--- if the candlestick has been bullish before that, clear the values of bullish indicator
if(ExtDirectionFlag!=-1)
ClearCandle(ExtBullBodyFirst,ExtBullBodySecond,ExtBullShadowFirst,ExtBullShadowSecond,star
//--- bearish candlestick
ExtDirectionFlag=-1;
//--- generate the candlestick
FormCandleMain(ExtBearBodyFirst,ExtBearBodySecond,ExtBearShadowFirst,ExtBearShadowSecond,open
close[last],high[index_max],low[index_min],start,count,ExtBearFlag);
//--- exit the function
return;
}
//--- if the close price at the first bar is less than the one at the last bar, the candlestick is
if(open[start]<close[last])
{
//--- if the candlestick has been bearish before that, clear the values of bearish indicator
if(ExtDirectionFlag!=1)
ClearCandle(ExtBearBodyFirst,ExtBearBodySecond,ExtBearShadowFirst,ExtBearShadowSecond,star
//--- bullish candlestick
ExtDirectionFlag=1;
//--- generate the candlestick
FormCandleMain(ExtBullBodyFirst,ExtBullBodySecond,ExtBullShadowFirst,ExtBullShadowSecond,clos
open[start],high[index_max],low[index_min],start,count,ExtBullFlag);
//--- exit the function
return;
}
//--- if you are in this part of the function, the open price at the first bar is equal to
//--- the close price at the last bar; such candlestick is considered bearish
//--- if the candlestick has been bullish before that, clear the values of bullish indicator buffer
if(ExtDirectionFlag!=-1)
ClearCandle(ExtBullBodyFirst,ExtBullBodySecond,ExtBullShadowFirst,ExtBullShadowSecond,start,c
//--- bearish candlestick
ExtDirectionFlag=-1;
© 2000-2017, MetaQuotes Software Corp.
967 Array Functions
//--- if close and open prices are equal, use the shift for correct display
if(high[index_max]!=low[index_min])
FormCandleMain(ExtBearBodyFirst,ExtBearBodySecond,ExtBearShadowFirst,ExtBearShadowSecond,open
open[start]-ExtEmptyBodySize,high[index_max],low[index_min],start,count,ExtBea
else
FormCandleMain(ExtBearBodyFirst,ExtBearBodySecond,ExtBearShadowFirst,ExtBearShadowSecond,
open[start],open[start]-ExtEmptyBodySize,high[index_max],
high[index_max]-ExtEmptyBodySize,start,count,ExtBearFlag);
}
//+------------------------------------------------------------------+
//| Fill out the end of the candlestick |
//+------------------------------------------------------------------+
void FillCandleEnd(const double &open[],const double &close[],
const double &high[],const double &low[],
const int start,const int last,const int fill_index,
const int index_max,const int index_min)
{
//--- do not draw in case of a single bar
if(last-start==0)
return;
//--- if the close price at the first bar exceeds the one at the last bar, the candlestick is beari
if(open[start]>close[last])
{
//--- generate the end of the candlestick
FormCandleEnd(ExtBearBodyEndFirst,ExtBearBodyEndSecond,ExtBearShadowEndFirst,ExtBearShadowEnd
open[start],close[last],high[index_max],low[index_min],fill_index,ExtBearFlag);
//--- exit the function
return;
}
//--- if the close price at the first bar is less than the one at the last bar, the candlestick is
if(open[start]<close[last])
{
//--- generate the end of the candlestick
FormCandleEnd(ExtBullBodyEndFirst,ExtBullBodyEndSecond,ExtBullShadowEndFirst,ExtBullShadowEnd
close[last],open[start],high[index_max],low[index_min],fill_index,ExtBullFlag);
//--- exit the function
return;
}
//--- if you are in this part of the function, the open price at the first bar is equal to
//--- the close price at the last bar; such candlestick is considered bearish
//--- generate the end of the candlestick
if(high[index_max]!=low[index_min])
FormCandleEnd(ExtBearBodyEndFirst,ExtBearBodyEndSecond,ExtBearShadowEndFirst,ExtBearShadowEnd
open[start]-ExtEmptyBodySize,high[index_max],low[index_min],fill_index,ExtBearF
else
FormCandleEnd(ExtBearBodyEndFirst,ExtBearBodyEndSecond,ExtBearShadowEndFirst,ExtBearShadowEnd
open[start]-ExtEmptyBodySize,high[index_max],high[index_max]-ExtEmptyBodySize,f
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
968 Array Functions
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- check the indicator period
if(!CheckPeriod((int)Period(),(int)InpPeriod))
return(INIT_PARAMETERS_INCORRECT);
//--- display price data in the foreground
ChartSetInteger(0,CHART_FOREGROUND,0,1);
//--- binding indicator buffers
SetIndexBuffer(0,ExtBearBodyFirst);
SetIndexBuffer(1,ExtBearBodySecond);
SetIndexBuffer(2,ExtBearBodyEndFirst);
SetIndexBuffer(3,ExtBearBodyEndSecond);
SetIndexBuffer(4,ExtBearShadowFirst);
SetIndexBuffer(5,ExtBearShadowSecond);
SetIndexBuffer(6,ExtBearShadowEndFirst);
SetIndexBuffer(7,ExtBearShadowEndSecond);
SetIndexBuffer(8,ExtBullBodyFirst);
SetIndexBuffer(9,ExtBullBodySecond);
SetIndexBuffer(10,ExtBullBodyEndFirst);
SetIndexBuffer(11,ExtBullBodyEndSecond);
SetIndexBuffer(12,ExtBullShadowFirst);
SetIndexBuffer(13,ExtBullShadowSecond);
SetIndexBuffer(14,ExtBullShadowEndFirst);
SetIndexBuffer(15,ExtBullShadowEndSecond);
//--- set some property values for creating the indicator
for(int i=0;i<8;i++)
{
PlotIndexSetInteger(i,PLOT_DRAW_TYPE,DRAW_FILLING); // graphical construction type
PlotIndexSetInteger(i,PLOT_LINE_STYLE,STYLE_SOLID); // drawing line style
PlotIndexSetInteger(i,PLOT_LINE_WIDTH,1); // drawing line width
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
© 2000-2017, MetaQuotes Software Corp.
969 Array Functions
{
//--- in case there are no calculated bars yet
if(prev_calculated==0)
{
//--- receive larger time frame's bars arrival time
if(!GetTimeData())
return(0);
}
//--- set direct indexing
ArraySetAsSeries(time,false);
ArraySetAsSeries(high,false);
ArraySetAsSeries(low,false);
ArraySetAsSeries(open,false);
ArraySetAsSeries(close,false);
//--- start variable for calculation of bars
int start=prev_calculated;
//--- if the bar is generated, recalculate the indicator value on it
if(start!=0 && start==rates_total)
start--;
//--- the loop for calculating the indicator values
for(int i=start;i<rates_total;i++)
{
//--- fill i elements of the indicator buffers by empty values
FillIndicatorBuffers(i);
//--- perform calculation for bars starting from InpDateStart date
if(time[i]>=InpDateStart)
{
//--- define position, from which the values are to be displayed, for the first time
if(ExtStartFlag)
{
//--- store the number of the initial bar
ExtStartPos=i;
//--- define the first date from the larger time frame exceeding time[i]
while(time[i]>=ExtTimeBuff[ExtCount])
if(ExtCount<ExtSize-1)
ExtCount++;
//--- change the value of the flag in order not to run into this block again
ExtStartFlag=false;
}
//--- check if there are still any elements in the array
if(ExtCount<ExtSize)
{
//--- wait for the current time frame's value to reach the larger time frame's one
if(time[i]>=ExtTimeBuff[ExtCount])
{
//--- draw the main part of the candlestick (without filling out the area between th
FillCandleMain(open,close,high,low,ExtStartPos,i-1,i-2,ExtIndexMax,ExtIndexMin);
//--- fill out the end of the candlestick (the area between the last and the penulti
FillCandleEnd(open,close,high,low,ExtStartPos,i-1,i-1,ExtIndexMax,ExtIndexMin);
© 2000-2017, MetaQuotes Software Corp.
970 Array Functions
//--- shift the initial position for drawing the next candlestick
ExtStartPos=i;
//--- increase the array counter
ExtCount++;
}
else
continue;
}
else
{
//--- reset the array values
ResetLastError();
//--- receive the last date from the larger time frame
if(CopyTime(Symbol(),InpPeriod,0,1,ExtCurrentTime)==-1)
{
Print("Data copy error, code = ",GetLastError());
return(0);
}
//--- if the new date is later, stop generating the candlestick
if(ExtCurrentTime[0]>ExtLastTime)
{
//--- clear the area between the last and penultimate bars in the main indicator buf
ClearEndOfBodyMain(i-1);
//--- fill out the area using auxiliary indicator buffers
FillCandleEnd(open,close,high,low,ExtStartPos,i-1,i-1,ExtIndexMax,ExtIndexMin);
//--- shift the initial position for drawing the next candlestick
ExtStartPos=i;
//--- reset price direction flag
ExtDirectionFlag=0;
//--- store the new last date
ExtLastTime=ExtCurrentTime[0];
}
else
{
//--- generate the candlestick
FillCandleMain(open,close,high,low,ExtStartPos,i,i,ExtIndexMax,ExtIndexMin);
}
}
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Check correctness of the specified indicator period |
//+------------------------------------------------------------------+
bool CheckPeriod(int current_period,int high_period)
{
//--- the indicator period should exceed the timeframe on which it is displayed
© 2000-2017, MetaQuotes Software Corp.
971 Array Functions
if(current_period>=high_period)
{
Print("Error! The value of the indicator period should exceed the value of the current time f
return(false);
}
//--- if the indicator period is one week or month, the period is correct
if(high_period>32768)
return(true);
//--- convert period values to minutes
if(high_period>30)
high_period=(high_period-16384)*60;
if(current_period>30)
current_period=(current_period-16384)*60;
//--- the indicator period should be multiple of the time frame it is displayed on
if(high_period%current_period!=0)
{
Print("Error! The value of the indicator period should be multiple of the value of the curren
return(false);
}
//--- the indicator period should exceed the time frame it is displayed on 3 or more times
if(high_period/current_period<3)
{
Print("Error! The indicator period should exceed the current time frame 3 or more times!");
return(false);
}
//--- the indicator period is correct for the current time frame
return(true);
}
//+------------------------------------------------------------------+
//| Receive time data from the larger time frame |
//+------------------------------------------------------------------+
bool GetTimeData(void)
{
//--- reset the error value
ResetLastError();
//--- copy all data for the current time
if(CopyTime(Symbol(),InpPeriod,InpDateStart,TimeCurrent(),ExtTimeBuff)==-1)
{
//--- receive the error code
int code=GetLastError();
//--- print out the error message
PrintFormat("Data copy error! %s",code==4401
? "History is still being uploaded!"
: "Code = "+IntegerToString(code));
//--- return false to make a repeated attempt to download data
return(false);
}
//--- receive the array size
ExtSize=ArraySize(ExtTimeBuff);
© 2000-2017, MetaQuotes Software Corp.
972 Array Functions
//--- set the loop index for the array to zero
ExtCount=0;
//--- set the current candlestick's position on the time frame to zero
ExtStartPos=0;
ExtStartFlag=true;
//--- store the last time value from the larger time frame
ExtLastTime=ExtTimeBuff[ExtSize-1];
//--- successful execution
return(true);
}
//+--------------------------------------------------------------------------+
//| Function forms the main part of the candlestick. Depending on the flag's |
//| value, the function defines what data and arrays are |
//| to be used for correct display. |
//+--------------------------------------------------------------------------+
void FormCandleMain(double &body_fst[],double &body_snd[],
double &shadow_fst[],double &shadow_snd[],
const double fst_value,const double snd_value,
const double fst_extremum,const double snd_extremum,
const int start,const int count,const bool flag)
{
//--- check the flag's value
if(flag)
{
//--- generate the candlestick's body
FormMain(body_fst,body_snd,fst_value,snd_value,start,count);
//--- generate the candlestick's shadow
FormMain(shadow_fst,shadow_snd,fst_extremum,snd_extremum,start,count);
}
else
{
//--- generate the candlestick's body
FormMain(body_fst,body_snd,snd_value,fst_value,start,count);
//--- generate the candlestick's shadow
FormMain(shadow_fst,shadow_snd,snd_extremum,fst_extremum,start,count);
}
}
//+-------------------------------------------------------------------------------+
//| The function forms the end of the candlestick. Depending on the flag's value, |
//| the function defines what data and arrays are |
//| to be used for correct display. |
//+-------------------------------------------------------------------------------+
void FormCandleEnd(double &body_fst[],double &body_snd[],
double &shadow_fst[],double &shadow_snd[],
const double fst_value,const double snd_value,
const double fst_extremum,const double snd_extremum,
const int end,bool &flag)
{
//--- check the flag's value
© 2000-2017, MetaQuotes Software Corp.
973 Array Functions
if(flag)
{
//--- generate the end of the candlestick's body
FormEnd(body_fst,body_snd,fst_value,snd_value,end);
//--- generate the end of the candlestick's shadow
FormEnd(shadow_fst,shadow_snd,fst_extremum,snd_extremum,end);
//--- change the flag's value to the opposite one
flag=false;
}
else
{
//--- generate the end of the candlestick's body
FormEnd(body_fst,body_snd,snd_value,fst_value,end);
//--- generate the end of the candlestick's shadow
FormEnd(shadow_fst,shadow_snd,snd_extremum,fst_extremum,end);
//--- change the flag's value to the opposite one
flag=true;
}
}
//+---------------------------------------------------------------------------------+
//| Clear the end of the candlestick (the area between the last and the penultimate |
//| bar) |
//+---------------------------------------------------------------------------------+
void ClearEndOfBodyMain(const int ind)
{
ClearCandle(ExtBearBodyFirst,ExtBearBodySecond,ExtBearShadowFirst,ExtBearShadowSecond,ind,1);
ClearCandle(ExtBullBodyFirst,ExtBullBodySecond,ExtBullShadowFirst,ExtBullShadowSecond,ind,1);
}
//+--------------------------------------------------------------------------+
//| Clear the candlestick |
//+--------------------------------------------------------------------------+
void ClearCandle(double &body_fst[],double &body_snd[],double &shadow_fst[],
double &shadow_snd[],const int start,const int count)
{
//--- check
if(count!=0)
{
//--- fill indicator buffers with empty values
ArrayFill(body_fst,start,count,INDICATOR_EMPTY_VALUE);
ArrayFill(body_snd,start,count,INDICATOR_EMPTY_VALUE);
ArrayFill(shadow_fst,start,count,INDICATOR_EMPTY_VALUE);
ArrayFill(shadow_snd,start,count,INDICATOR_EMPTY_VALUE);
}
}
//+--------------------------------------------------------------------------+
//| Generate the main part of the candlestick |
//+--------------------------------------------------------------------------+
void FormMain(double &fst[],double &snd[],const double fst_value,
const double snd_value,const int start,const int count)
© 2000-2017, MetaQuotes Software Corp.
974 Array Functions
{
//--- check
if(count!=0)
{
//--- fill indicator buffers with values
ArrayFill(fst,start,count,fst_value);
ArrayFill(snd,start,count,snd_value);
}
}
//+-----------------------------------------------------------------------------+
//| Generate the end of the candlestick |
//+-----------------------------------------------------------------------------+
void FormEnd(double &fst[],double &snd[],const double fst_value,
const double snd_value,const int last)
{
//--- fill indicator buffers with values
ArrayFill(fst,last-1,2,fst_value);
ArrayFill(snd,last-1,2,snd_value);
}
//+------------------------------------------------------------------+
//| Fill i element of the indicator buffers by empty values |
//+------------------------------------------------------------------+
void FillIndicatorBuffers(const int i)
{
//--- set an empty value in the cell of the indicator buffers
ExtBearBodyFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBearBodySecond[i]=INDICATOR_EMPTY_VALUE;
ExtBearShadowFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBearShadowSecond[i]=INDICATOR_EMPTY_VALUE;
ExtBearBodyEndFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBearBodyEndSecond[i]=INDICATOR_EMPTY_VALUE;
ExtBearShadowEndFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBearShadowEndSecond[i]=INDICATOR_EMPTY_VALUE;
ExtBullBodyFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBullBodySecond[i]=INDICATOR_EMPTY_VALUE;
ExtBullShadowFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBullShadowSecond[i]=INDICATOR_EMPTY_VALUE;
ExtBullBodyEndFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBullBodyEndSecond[i]=INDICATOR_EMPTY_VALUE;
ExtBullShadowEndFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBullShadowEndSecond[i]=INDICATOR_EMPTY_VALUE;
}
© 2000-2017, MetaQuotes Software Corp.
975 Array Functions
ArrayMinimum
Searches for the lowest element in the first dimension of a multidimensional numeric array.
int ArrayMinimum(
const void& array[], // array for search
int start=0, // index to start checking with
int count=WHOLE_ARRAY // number of checked elements
);
Parameters
array[]
[in] A numeric array, in which search is made.
start=0
[in] Index to start checking with.
count=WHOLE_ARRAY
[in] Number of elements for search. By default, searches in the entire array
(count=WHOLE_ARRAY).
Return Value
The function returns an index of a found element taking into account the array serial. In case of
failure it returns -1.
Note
The AS_SERIES flag value is taken into account while searching for a minimum.
Functions ArrayMaximum and ArrayMinimum accept any-dimensional arrays as a parameter.
However, searching is always applied to the first (zero) dimension.
Example:
#property description "The indicator displays larger timeframe's candlesticks on the current one."
//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 16
#property indicator_plots 8
//---- plot 1
#property indicator_label1 "BearBody"
#property indicator_color1 clrSeaGreen,clrSeaGreen
//---- plot 2
#property indicator_label2 "BearBodyEnd"
#property indicator_color2 clrSeaGreen,clrSeaGreen
//---- plot 3
#property indicator_label3 "BearShadow"
#property indicator_color3 clrSalmon,clrSalmon
//---- plot 4
#property indicator_label4 "BearShadowEnd"
#property indicator_color4 clrSalmon,clrSalmon
© 2000-2017, MetaQuotes Software Corp.
976 Array Functions
//---- plot 5
#property indicator_label5 "BullBody"
#property indicator_color5 clrOlive,clrOlive
//---- plot 6
#property indicator_label6 "BullBodyEnd"
#property indicator_color6 clrOlive,clrOlive
//---- plot 7
#property indicator_label7 "BullShadow"
#property indicator_color7 clrSkyBlue,clrSkyBlue
//---- plot 8
#property indicator_label8 "BullShadowEnd"
#property indicator_color8 clrSkyBlue,clrSkyBlue
//--- predefined constant
#define INDICATOR_EMPTY_VALUE 0.0
//--- input parameters
input ENUM_TIMEFRAMES InpPeriod=PERIOD_H4; // Time frame for the indicator calculation
input datetime InpDateStart=D'2013.01.01 00:00'; // Analysis start date
//--- indicator buffers for bearish candlesticks
double ExtBearBodyFirst[];
double ExtBearBodySecond[];
double ExtBearBodyEndFirst[];
double ExtBearBodyEndSecond[];
double ExtBearShadowFirst[];
double ExtBearShadowSecond[];
double ExtBearShadowEndFirst[];
double ExtBearShadowEndSecond[];
//--- indicator buffers for bullish candlesticks
double ExtBullBodyFirst[];
double ExtBullBodySecond[];
double ExtBullBodyEndFirst[];
double ExtBullBodyEndSecond[];
double ExtBullShadowFirst[];
double ExtBullShadowSecond[];
double ExtBullShadowEndFirst[];
double ExtBullShadowEndSecond[];
//--- global variables
datetime ExtTimeBuff[]; // larger time frame's time buffer
int ExtSize=0; // time buffer size
int ExtCount=0; // index inside time buffer
int ExtStartPos=0; // initial position for the indicator calculation
bool ExtStartFlag=true; // auxiliary flag for receiving the initial position
datetime ExtCurrentTime[1]; // last time of the larger time frame's bar generation
datetime ExtLastTime; // last time from the larger time frame, for which the calculation is
bool ExtBearFlag=true; // flag for defining the order of writing the data to bearish indicato
bool ExtBullFlag=true; // flag for defining the order of writing the data to bullish indicato
int ExtIndexMax=0; // index of the maximum element in the array
int ExtIndexMin=0; // index of the minimum element in the array
int ExtDirectionFlag=0; // price movement direction for the current candlestick
//--- shift between the candlestick's open and close price for correct drawing
© 2000-2017, MetaQuotes Software Corp.
977 Array Functions
const double ExtEmptyBodySize=0.2*SymbolInfoDouble(Symbol(),SYMBOL_POINT);
//+------------------------------------------------------------------+
//| Filling the basic part of the candlestick |
//+------------------------------------------------------------------+
void FillCandleMain(const double &open[],const double &close[],
const double &high[],const double &low[],
const int start,const int last,const int fill_index,
int &index_max,int &index_min)
{
//--- find the index of the maximum and minimum elements in the arrays
index_max=ArrayMaximum(high,ExtStartPos,last-start+1); // maximum in High
index_min=ArrayMinimum(low,ExtStartPos,last-start+1); // minimum in Low
//--- define how many bars from the current time frame are to be filled out
int count=fill_index-start+1;
//--- if the close price at the first bar exceeds the one at the last bar, the candlestick is beari
if(open[start]>close[last])
{
//--- if the candlestick has been bullish before that, clear the values of bullish indicator
if(ExtDirectionFlag!=-1)
ClearCandle(ExtBullBodyFirst,ExtBullBodySecond,ExtBullShadowFirst,ExtBullShadowSecond,star
//--- bearish candlestick
ExtDirectionFlag=-1;
//--- generate the candlestick
FormCandleMain(ExtBearBodyFirst,ExtBearBodySecond,ExtBearShadowFirst,ExtBearShadowSecond,open
close[last],high[index_max],low[index_min],start,count,ExtBearFlag);
//--- exit the function
return;
}
//--- if the close price at the first bar is less than the one at the last bar, the candlestick is
if(open[start]<close[last])
{
//--- if the candlestick has been bearish before that, clear the values of bearish indicator
if(ExtDirectionFlag!=1)
ClearCandle(ExtBearBodyFirst,ExtBearBodySecond,ExtBearShadowFirst,ExtBearShadowSecond,star
//--- bullish candlestick
ExtDirectionFlag=1;
//--- generate the candlestick
FormCandleMain(ExtBullBodyFirst,ExtBullBodySecond,ExtBullShadowFirst,ExtBullShadowSecond,clos
open[start],high[index_max],low[index_min],start,count,ExtBullFlag);
//--- exit the function
return;
}
//--- if you are in this part of the function, the open price at the first bar is equal to
//--- the close price at the last bar; such candlestick is considered bearish
//--- if the candlestick has been bullish before that, clear the values of bullish indicator buffer
if(ExtDirectionFlag!=-1)
ClearCandle(ExtBullBodyFirst,ExtBullBodySecond,ExtBullShadowFirst,ExtBullShadowSecond,start,c
//--- bearish candlestick
ExtDirectionFlag=-1;
© 2000-2017, MetaQuotes Software Corp.
978 Array Functions
//--- if close and open prices are equal, use the shift for correct display
if(high[index_max]!=low[index_min])
FormCandleMain(ExtBearBodyFirst,ExtBearBodySecond,ExtBearShadowFirst,ExtBearShadowSecond,open
open[start]-ExtEmptyBodySize,high[index_max],low[index_min],start,count,ExtBea
else
FormCandleMain(ExtBearBodyFirst,ExtBearBodySecond,ExtBearShadowFirst,ExtBearShadowSecond,
open[start],open[start]-ExtEmptyBodySize,high[index_max],
high[index_max]-ExtEmptyBodySize,start,count,ExtBearFlag);
}
//+------------------------------------------------------------------+
//| Fill out the end of the candlestick |
//+------------------------------------------------------------------+
void FillCandleEnd(const double &open[],const double &close[],
const double &high[],const double &low[],
const int start,const int last,const int fill_index,
const int index_max,const int index_min)
{
//--- do not draw in case of a single bar
if(last-start==0)
return;
//--- if the close price at the first bar exceeds the one at the last bar, the candlestick is beari
if(open[start]>close[last])
{
//--- generate the end of the candlestick
FormCandleEnd(ExtBearBodyEndFirst,ExtBearBodyEndSecond,ExtBearShadowEndFirst,ExtBearShadowEnd
open[start],close[last],high[index_max],low[index_min],fill_index,ExtBearFlag);
//--- exit the function
return;
}
//--- if the close price at the first bar is less than the one at the last bar, the candlestick is
if(open[start]<close[last])
{
//--- generate the end of the candlestick
FormCandleEnd(ExtBullBodyEndFirst,ExtBullBodyEndSecond,ExtBullShadowEndFirst,ExtBullShadowEnd
close[last],open[start],high[index_max],low[index_min],fill_index,ExtBullFlag);
//--- exit the function
return;
}
//--- if you are in this part of the function, the open price at the first bar is equal to
//--- the close price at the last bar; such candlestick is considered bearish
//--- generate the end of the candlestick
if(high[index_max]!=low[index_min])
FormCandleEnd(ExtBearBodyEndFirst,ExtBearBodyEndSecond,ExtBearShadowEndFirst,ExtBearShadowEnd
open[start]-ExtEmptyBodySize,high[index_max],low[index_min],fill_index,ExtBearF
else
FormCandleEnd(ExtBearBodyEndFirst,ExtBearBodyEndSecond,ExtBearShadowEndFirst,ExtBearShadowEnd
open[start]-ExtEmptyBodySize,high[index_max],high[index_max]-ExtEmptyBodySize,f
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
979 Array Functions
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- check the indicator period
if(!CheckPeriod((int)Period(),(int)InpPeriod))
return(INIT_PARAMETERS_INCORRECT);
//--- display price data in the foreground
ChartSetInteger(0,CHART_FOREGROUND,0,1);
//--- binding indicator buffers
SetIndexBuffer(0,ExtBearBodyFirst);
SetIndexBuffer(1,ExtBearBodySecond);
SetIndexBuffer(2,ExtBearBodyEndFirst);
SetIndexBuffer(3,ExtBearBodyEndSecond);
SetIndexBuffer(4,ExtBearShadowFirst);
SetIndexBuffer(5,ExtBearShadowSecond);
SetIndexBuffer(6,ExtBearShadowEndFirst);
SetIndexBuffer(7,ExtBearShadowEndSecond);
SetIndexBuffer(8,ExtBullBodyFirst);
SetIndexBuffer(9,ExtBullBodySecond);
SetIndexBuffer(10,ExtBullBodyEndFirst);
SetIndexBuffer(11,ExtBullBodyEndSecond);
SetIndexBuffer(12,ExtBullShadowFirst);
SetIndexBuffer(13,ExtBullShadowSecond);
SetIndexBuffer(14,ExtBullShadowEndFirst);
SetIndexBuffer(15,ExtBullShadowEndSecond);
//--- set some property values for creating the indicator
for(int i=0;i<8;i++)
{
PlotIndexSetInteger(i,PLOT_DRAW_TYPE,DRAW_FILLING); // graphical construction type
PlotIndexSetInteger(i,PLOT_LINE_STYLE,STYLE_SOLID); // drawing line style
PlotIndexSetInteger(i,PLOT_LINE_WIDTH,1); // drawing line width
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
© 2000-2017, MetaQuotes Software Corp.
980 Array Functions
{
//--- in case there are no calculated bars yet
if(prev_calculated==0)
{
//--- receive larger time frame's bars arrival time
if(!GetTimeData())
return(0);
}
//--- set direct indexing
ArraySetAsSeries(time,false);
ArraySetAsSeries(high,false);
ArraySetAsSeries(low,false);
ArraySetAsSeries(open,false);
ArraySetAsSeries(close,false);
//--- start variable for calculation of bars
int start=prev_calculated;
//--- if the bar is generated, recalculate the indicator value on it
if(start!=0 && start==rates_total)
start--;
//--- the loop for calculating the indicator values
for(int i=start;i<rates_total;i++)
{
//--- fill i elements of the indicator buffers by empty values
FillIndicatorBuffers(i);
//--- perform calculation for bars starting from InpDateStart date
if(time[i]>=InpDateStart)
{
//--- define position, from which the values are to be displayed, for the first time
if(ExtStartFlag)
{
//--- store the number of the initial bar
ExtStartPos=i;
//--- define the first date from the larger time frame exceeding time[i]
while(time[i]>=ExtTimeBuff[ExtCount])
if(ExtCount<ExtSize-1)
ExtCount++;
//--- change the value of the flag in order not to run into this block again
ExtStartFlag=false;
}
//--- check if there are still any elements in the array
if(ExtCount<ExtSize)
{
//--- wait for the current time frame's value to reach the larger time frame's one
if(time[i]>=ExtTimeBuff[ExtCount])
{
//--- draw the main part of the candlestick (without filling out the area between th
FillCandleMain(open,close,high,low,ExtStartPos,i-1,i-2,ExtIndexMax,ExtIndexMin);
//--- fill out the end of the candlestick (the area between the last and the penulti
FillCandleEnd(open,close,high,low,ExtStartPos,i-1,i-1,ExtIndexMax,ExtIndexMin);
© 2000-2017, MetaQuotes Software Corp.
981 Array Functions
//--- shift the initial position for drawing the next candlestick
ExtStartPos=i;
//--- increase the array counter
ExtCount++;
}
else
continue;
}
else
{
//--- reset the array values
ResetLastError();
//--- receive the last date from the larger time frame
if(CopyTime(Symbol(),InpPeriod,0,1,ExtCurrentTime)==-1)
{
Print("Data copy error, code = ",GetLastError());
return(0);
}
//--- if the new date is later, stop generating the candlestick
if(ExtCurrentTime[0]>ExtLastTime)
{
//--- clear the area between the last and penultimate bars in the main indicator buf
ClearEndOfBodyMain(i-1);
//--- fill out the area using auxiliary indicator buffers
FillCandleEnd(open,close,high,low,ExtStartPos,i-1,i-1,ExtIndexMax,ExtIndexMin);
//--- shift the initial position for drawing the next candlestick
ExtStartPos=i;
//--- reset price direction flag
ExtDirectionFlag=0;
//--- store the new last date
ExtLastTime=ExtCurrentTime[0];
}
else
{
//--- generate the candlestick
FillCandleMain(open,close,high,low,ExtStartPos,i,i,ExtIndexMax,ExtIndexMin);
}
}
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Check correctness of the specified indicator period |
//+------------------------------------------------------------------+
bool CheckPeriod(int current_period,int high_period)
{
//--- the indicator period should exceed the timeframe on which it is displayed
© 2000-2017, MetaQuotes Software Corp.
982 Array Functions
if(current_period>=high_period)
{
Print("Error! The value of the indicator period should exceed the value of the current time f
return(false);
}
//--- if the indicator period is one week or month, the period is correct
if(high_period>32768)
return(true);
//--- convert period values to minutes
if(high_period>30)
high_period=(high_period-16384)*60;
if(current_period>30)
current_period=(current_period-16384)*60;
//--- the indicator period should be multiple of the time frame it is displayed on
if(high_period%current_period!=0)
{
Print("Error! The value of the indicator period should be multiple of the value of the curren
return(false);
}
//--- the indicator period should exceed the time frame it is displayed on 3 or more times
if(high_period/current_period<3)
{
Print("Error! The indicator period should exceed the current time frame 3 or more times!");
return(false);
}
//--- the indicator period is correct for the current time frame
return(true);
}
//+------------------------------------------------------------------+
//| Receive time data from the larger time frame |
//+------------------------------------------------------------------+
bool GetTimeData(void)
{
//--- reset the error value
ResetLastError();
//--- copy all data for the current time
if(CopyTime(Symbol(),InpPeriod,InpDateStart,TimeCurrent(),ExtTimeBuff)==-1)
{
//--- receive the error code
int code=GetLastError();
//--- print out the error message
PrintFormat("Data copy error! %s",code==4401
? "History is still being uploaded!"
: "Code = "+IntegerToString(code));
//--- return false to make a repeated attempt to download data
return(false);
}
//--- receive the array size
ExtSize=ArraySize(ExtTimeBuff);
© 2000-2017, MetaQuotes Software Corp.
983 Array Functions
//--- set the loop index for the array to zero
ExtCount=0;
//--- set the current candlestick's position on the time frame to zero
ExtStartPos=0;
ExtStartFlag=true;
//--- store the last time value from the larger time frame
ExtLastTime=ExtTimeBuff[ExtSize-1];
//--- successful execution
return(true);
}
//+--------------------------------------------------------------------------+
//| Function forms the main part of the candlestick. Depending on the flag's |
//| value, the function defines what data and arrays are |
//| to be used for correct display. |
//+--------------------------------------------------------------------------+
void FormCandleMain(double &body_fst[],double &body_snd[],
double &shadow_fst[],double &shadow_snd[],
const double fst_value,const double snd_value,
const double fst_extremum,const double snd_extremum,
const int start,const int count,const bool flag)
{
//--- check the flag's value
if(flag)
{
//--- generate the candlestick's body
FormMain(body_fst,body_snd,fst_value,snd_value,start,count);
//--- generate the candlestick's shadow
FormMain(shadow_fst,shadow_snd,fst_extremum,snd_extremum,start,count);
}
else
{
//--- generate the candlestick's body
FormMain(body_fst,body_snd,snd_value,fst_value,start,count);
//--- generate the candlestick's shadow
FormMain(shadow_fst,shadow_snd,snd_extremum,fst_extremum,start,count);
}
}
//+--------------------------------------------------------------------------------+
//| The function forms the end of the candlestick. Depending on the flag's value, |
//| the function defines what data and arrays are |
//| to be used for correct display. |
//+--------------------------------------------------------------------------------+
void FormCandleEnd(double &body_fst[],double &body_snd[],
double &shadow_fst[],double &shadow_snd[],
const double fst_value,const double snd_value,
const double fst_extremum,const double snd_extremum,
const int end,bool &flag)
{
//--- check the flag's value
© 2000-2017, MetaQuotes Software Corp.
984 Array Functions
if(flag)
{
//--- generate the end of the candlestick's body
FormEnd(body_fst,body_snd,fst_value,snd_value,end);
//--- generate the end of the candlestick's shadow
FormEnd(shadow_fst,shadow_snd,fst_extremum,snd_extremum,end);
//--- change the flag's value to the opposite one
flag=false;
}
else
{
//--- generate the end of the candlestick's body
FormEnd(body_fst,body_snd,snd_value,fst_value,end);
//--- generate the end of the candlestick's shadow
FormEnd(shadow_fst,shadow_snd,snd_extremum,fst_extremum,end);
//--- change the flag's value to the opposite one
flag=true;
}
}
//+-------------------------------------------------------------------------------------+
//| Clear the end of the candlestick (the area between the last and the penultimate |
//| bar) |
//+-------------------------------------------------------------------------------------+
void ClearEndOfBodyMain(const int ind)
{
ClearCandle(ExtBearBodyFirst,ExtBearBodySecond,ExtBearShadowFirst,ExtBearShadowSecond,ind,1);
ClearCandle(ExtBullBodyFirst,ExtBullBodySecond,ExtBullShadowFirst,ExtBullShadowSecond,ind,1);
}
//+------------------------------------------------------------------+
//| Clear the candlestick |
//+------------------------------------------------------------------+
void ClearCandle(double &body_fst[],double &body_snd[],double &shadow_fst[],
double &shadow_snd[],const int start,const int count)
{
//--- check
if(count!=0)
{
//--- fill indicator buffers with empty values
ArrayFill(body_fst,start,count,INDICATOR_EMPTY_VALUE);
ArrayFill(body_snd,start,count,INDICATOR_EMPTY_VALUE);
ArrayFill(shadow_fst,start,count,INDICATOR_EMPTY_VALUE);
ArrayFill(shadow_snd,start,count,INDICATOR_EMPTY_VALUE);
}
}
//+------------------------------------------------------------------+
//| Generate the main part of the candlestick |
//+------------------------------------------------------------------+
void FormMain(double &fst[],double &snd[],const double fst_value,
const double snd_value,const int start,const int count)
© 2000-2017, MetaQuotes Software Corp.
985 Array Functions
{
//--- check
if(count!=0)
{
//--- fill indicator buffers with values
ArrayFill(fst,start,count,fst_value);
ArrayFill(snd,start,count,snd_value);
}
}
//+------------------------------------------------------------------+
//| Generate the end of the candlestick |
//+------------------------------------------------------------------+
void FormEnd(double &fst[],double &snd[],const double fst_value,
const double snd_value,const int last)
{
//--- fill indicator buffers with values
ArrayFill(fst,last-1,2,fst_value);
ArrayFill(snd,last-1,2,snd_value);
}
//+------------------------------------------------------------------+
//| Fill i element of the indicator buffers by empty values |
//+------------------------------------------------------------------+
void FillIndicatorBuffers(const int i)
{
//--- set an empty value in the cell of the indicator buffers
ExtBearBodyFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBearBodySecond[i]=INDICATOR_EMPTY_VALUE;
ExtBearShadowFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBearShadowSecond[i]=INDICATOR_EMPTY_VALUE;
ExtBearBodyEndFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBearBodyEndSecond[i]=INDICATOR_EMPTY_VALUE;
ExtBearShadowEndFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBearShadowEndSecond[i]=INDICATOR_EMPTY_VALUE;
ExtBullBodyFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBullBodySecond[i]=INDICATOR_EMPTY_VALUE;
ExtBullShadowFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBullShadowSecond[i]=INDICATOR_EMPTY_VALUE;
ExtBullBodyEndFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBullBodyEndSecond[i]=INDICATOR_EMPTY_VALUE;
ExtBullShadowEndFirst[i]=INDICATOR_EMPTY_VALUE;
ExtBullShadowEndSecond[i]=INDICATOR_EMPTY_VALUE;
}
© 2000-2017, MetaQuotes Software Corp.
986 Array Functions
ArrayPrint
Prints an array of a simple type or a simple structure into journal.
void ArrayPrint(
const void& array[], // printed array
uint digits=_Digits, // number of decimal places
const string separator=NULL, // separator of the structure field values
ulong start=0, // first printed element index
ulong count=WHOLE_ARRAY, // number of printed elements
ulong flags=ARRAYPRINT_HEADER|ARRAYPRINT_INDEX|ARRAYPRINT_LIMIT|ARRAYPRINT_ALIGN
);
Parameters
array[]
[in] Array of a simple type or a simple structure.
digits=_Digits
[in] The number of decimal places for real types. The default value is _Digits.
separator=NULL
[in] Separator of the structure element field values. The default value NULL means an empty line.
A space is used as a separator in that case.
start=0
[in] The index of the first printed array element. It is printed from the zero index by default.
count=WHOLE_ARRAY
[in] Number of the array elements to be printed. The entire array is displayed by default
(count=WHOLE_ARRAY).
flags=ARRAYPRINT_HEADER|ARRAYPRINT_INDEX|ARRAYPRINT_LIMIT|ARRAYPRINT_ALIGN
[in] Combination of flags setting the output mode. All flags are enabled by default:
o ARRAYPRINT_HEADER – print headers for the structure array
o ARRAYPRINT_INDEX – print index at the left side
o ARRAYPRINT_LIMIT – print only the first 100 and the last 100 array elements. Use if you want to
print only a part of a large array.
o ARRAYPRINT_ALIGN – enable alignment of the printed values – numbers are aligned to the right,
while lines to the left.
o ARRAYPRINT_DATE – when printing datetime, print the date in the dd.mm.yyyy format
o ARRAYPRINT_MINUTES – when printing datetime, print the time in the HH:MM format
o ARRAYPRINT_SECONDS – when printing datetime, print the time in the HH:MM:SS format
Return Value
No
Note
ArrayPrint() does not print all structure array fields into journal – array and object pointer fields are
skipped. These columns are simply not printed for more convenient presentation. If you need to
© 2000-2017, MetaQuotes Software Corp.
987 Array Functions
print all structure fields, you need to write your own mass print function with the desired
formatting.
Example:
//--- print the values of the last 10 bars
MqlRates rates[];
if(CopyRates(_Symbol,_Period,1,10,rates))
{
ArrayPrint(rates);
Print("Check\n[time]\t[open]\t[high]\t[low]\t[close]\t[tick_volume]\t[spread]\t[real_volume]"
for(int i=0;i<10;i++)
{
PrintFormat("[%d]\t%s\t%G\t%G\t%G\t%G\t%G\t%G\t%I64d\t",i,
TimeToString(rates[i].time,TIME_DATE|TIME_MINUTES|TIME_SECONDS),
rates[i].open,rates[i].high,rates[i].low,rates[i].close,
rates[i].tick_volume,rates[i].spread,rates[i].real_volume);
}
}
else
PrintFormat("CopyRates failed, error code=%d",GetLastError());
//--- example of printing
/*
[time] [open] [high] [low] [close] [tick_volume] [spread] [real_volume]
[0] 2016.11.09 04:00:00 1.11242 1.12314 1.11187 1.12295 18110 10 17300175000
[1] 2016.11.09 05:00:00 1.12296 1.12825 1.11930 1.12747 17829 9 15632176000
[2] 2016.11.09 06:00:00 1.12747 1.12991 1.12586 1.12744 13458 10 9593492000
[3] 2016.11.09 07:00:00 1.12743 1.12763 1.11988 1.12194 15362 9 12352245000
[4] 2016.11.09 08:00:00 1.12194 1.12262 1.11058 1.11172 16833 9 12961333000
[5] 2016.11.09 09:00:00 1.11173 1.11348 1.10803 1.11052 15933 8 10720384000
[6] 2016.11.09 10:00:00 1.11052 1.11065 1.10289 1.10528 11888 9 8084811000
[7] 2016.11.09 11:00:00 1.10512 1.11041 1.10472 1.10915 7284 10 5087113000
[8] 2016.11.09 12:00:00 1.10915 1.11079 1.10892 1.10904 8710 9 6769629000
[9] 2016.11.09 13:00:00 1.10904 1.10913 1.10223 1.10263 8956 7 7192138000
Check
[time] [open] [high] [low] [close] [tick_volume] [spread] [real_volume]
[0] 2016.11.09 04:00:00 1.11242 1.12314 1.11187 1.12295 18110 10 17300175000
[1] 2016.11.09 05:00:00 1.12296 1.12825 1.1193 1.12747 17829 9 15632176000
[2] 2016.11.09 06:00:00 1.12747 1.12991 1.12586 1.12744 13458 10 9593492000
[3] 2016.11.09 07:00:00 1.12743 1.12763 1.11988 1.12194 15362 9 12352245000
[4] 2016.11.09 08:00:00 1.12194 1.12262 1.11058 1.11172 16833 9 12961333000
[5] 2016.11.09 09:00:00 1.11173 1.11348 1.10803 1.11052 15933 8 10720384000
[6] 2016.11.09 10:00:00 1.11052 1.11065 1.10289 1.10528 11888 9 8084811000
[7] 2016.11.09 11:00:00 1.10512 1.11041 1.10472 1.10915 7284 10 5087113000
[8] 2016.11.09 12:00:00 1.10915 1.11079 1.10892 1.10904 8710 9 6769629000
[9] 2016.11.09 13:00:00 1.10904 1.10913 1.10223 1.10263 8956 7 7192138000
*/
See also
© 2000-2017, MetaQuotes Software Corp.
988 Array Functions
FileSave, FileLoad
© 2000-2017, MetaQuotes Software Corp.
989 Array Functions
ArrayRange
The function returns the number of elements in a selected array dimension.
int ArrayRange(
const void& array[], // array for check
int rank_index // index of dimension
);
Parameters
array[]
[in] Checked array.
rank_index
[in] Index of dimension.
Return Value
Number of elements in a selected array dimension.
Note
Since indexes start at zero, the number of the array dimensions is one greater than the index of the
last dimension.
Example:
void OnStart()
{
//--- create four-dimensional array
double array[][5][2][4];
//--- set the size of the zero dimension
ArrayResize(array,10,10);
//--- print dimensions
int temp;
for(int i=0;i<4;i++)
{
//--- receive the size of i dimension
temp=ArrayRange(array,i);
//--- print
PrintFormat("dim = %d, range = %d",i,temp);
}
//--- Result
// dim = 0, range = 10
// dim = 1, range = 5
// dim = 2, range = 2
// dim = 3, range = 4
}
© 2000-2017, MetaQuotes Software Corp.
990 Array Functions
ArrayResize
The function sets a new size for the first dimension
int ArrayResize(
void& array[], // array passed by reference
int new_size, // new array size
int reserve_size=0 // reserve size value (excess)
);
Parameters
array[]
[out] Array for changing sizes.
new_size
[in] New size for the first dimension.
reserve_size=0
[in] Distributed size to get reserve.
Return Value
If executed successfully, it returns count of all elements contained in the array after resizing,
otherwise, returns -1, and array is not resized.
Note
The function can be applied only to dynamic arrays. It should be noted that you cannot change the
size of dynamic arrays assigned as indicator buffers by the SetIndexBuffer() function. For indicator
buffers, all operations of resizing are performed by the runtime subsystem of the terminal.
Total amount of elements in the array cannot exceed 2147483647.
With the frequent memory allocation, it is recommended to use a third parameter that sets a
reserve to reduce the number of physical memory allocations. All the subsequent calls of ArrayResize
do not lead to physical reallocation of memory, but only change the size of the first array dimension
within the reserved memory. It should be remembered that the third parameter will be used only
during physical memory allocation. For example:
ArrayResize(arr,1000,1000);
for(int i=1;i<3000;i++)
ArrayResize(arr,i,1000);
In this case the memory will be reallocated twice, first before entering the 2000-element loop (the
array size will be set to 1000), and the second time with i equal to 2000. If we skip the third
parameter, there will be 2000 physical reallocations of memory, which will slow down the program.
Example:
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
© 2000-2017, MetaQuotes Software Corp.
991 Array Functions
{
//--- Counters
ulong start=GetTickCount();
ulong now;
int count=0;
//--- An array for demonstration of a quick version
double arr[];
ArrayResize(arr,100000,100000);
//--- Check how fast the variant with memory reservation works
Print("--- Test Fast: ArrayResize(arr,100000,100000)");
for(int i=1;i<=300000;i++)
{
//--- Set a new array size specifying the reserve of 100,000 elements!
ArrayResize(arr,i,100000);
//--- When reaching a round number, show the array size and the time spent
if(ArraySize(arr)%100000==0)
{
now=GetTickCount();
count++;
PrintFormat("%d. ArraySize(arr)=%d Time=%d ms",count,ArraySize(arr),(now-start));
start=now;
}
}
//--- Now show, how slow the version without memory reservation is
double slow[];
ArrayResize(slow,100000,100000);
//---
count=0;
start=GetTickCount();
Print("---- Test Slow: ArrayResize(slow,100000)");
//---
for(int i=1;i<=300000;i++)
{
//--- Set a new array size, but without the additional reserve
ArrayResize(slow,i);
//--- When reaching a round number, show the array size and the time spent
if(ArraySize(slow)%100000==0)
{
now=GetTickCount();
count++;
PrintFormat("%d. ArraySize(slow)=%d Time=%d ms",count,ArraySize(slow),(now-start));
start=now;
}
}
}
//--- A sample result of the script
/*
Test_ArrayResize (EURUSD,H1) --- Test Fast: ArrayResize(arr,100000,100000)
Test_ArrayResize (EURUSD,H1) 1. ArraySize(arr)=100000 Time=0 ms
© 2000-2017, MetaQuotes Software Corp.
992 Array Functions
Test_ArrayResize (EURUSD,H1) 2. ArraySize(arr)=200000 Time=0 ms
Test_ArrayResize (EURUSD,H1) 3. ArraySize(arr)=300000 Time=0 ms
Test_ArrayResize (EURUSD,H1) ---- Test Slow: ArrayResize(slow,100000)
Test_ArrayResize (EURUSD,H1) 1. ArraySize(slow)=100000 Time=0 ms
Test_ArrayResize (EURUSD,H1) 2. ArraySize(slow)=200000 Time=0 ms
Test_ArrayResize (EURUSD,H1) 3. ArraySize(slow)=300000 Time=228511 ms
*/
See also
ArrayInitialize
© 2000-2017, MetaQuotes Software Corp.
993 Array Functions
ArraySetAsSeries
The function sets the AS_SERIES flag to a selected object of a dynamic array, and elements will be
indexed like in timeseries.
bool ArraySetAsSeries(
const void& array[], // array by reference
bool flag // true denotes reverse order of indexing
);
Parameters
array[]
[in][out] Numeric array to set.
flag
[in] Array indexing direction.
Return Value
The function returns true on success, otherwise - false.
Note
The AS_SERIES flag can't be set for multi-dimensional arrays or static arrays (arrays, whose size in
square brackets is preset already on the compilation stage). Indexing in timeseries differs from a
common array in that the elements of timeseries are indexed from the end towards the beginning
(from the newest to oldest data).
Example: Indicator that shows bar number
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//---- plot Numeration
#property indicator_label1 "Numeration"
#property indicator_type1 DRAW_LINE
© 2000-2017, MetaQuotes Software Corp.
994 Array Functions
#property indicator_color1 CLR_NONE
//--- indicator buffers
double NumerationBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,NumerationBuffer,INDICATOR_DATA);
//--- set indexing for the buffer like in timeseries
ArraySetAsSeries(NumerationBuffer,true);
//--- set accuracy of showing in DataWindow
IndicatorSetInteger(INDICATOR_DIGITS,0);
//--- how the name of the indicator array is displayed in DataWindow
PlotIndexSetString(0,PLOT_LABEL,"Bar #");
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- we'll store the time of the current zero bar opening
static datetime currentBarTimeOpen=0;
//--- revert access to array time[] - do it like in timeseries
ArraySetAsSeries(time,true);
//--- If time of zero bar differs from the stored one
if(currentBarTimeOpen!=time[0])
{
//--- enumerate all bars from the current to the chart depth
for(int i=rates_total-1;i>=0;i--) NumerationBuffer[i]=i;
currentBarTimeOpen=time[0];
}
//--- return value of prev_calculated for next call
return(rates_total);
}
See also
© 2000-2017, MetaQuotes Software Corp.
995 Array Functions
Access to timeseries, ArrayGetAsSeries
© 2000-2017, MetaQuotes Software Corp.
996 Array Functions
ArraySize
The function returns the number of elements of a selected array.
int ArraySize(
const void& array[] // checked array
);
Parameters
array[]
[in] Array of any type.
Return Value
Value of int type.
Note
For a one-dimensional array, the value to be returned by the ArraySize is equal to that of
ArrayRange(array,0).
Example:
void OnStart()
{
//--- create arrays
double one_dim[];
double four_dim[][10][5][2];
//--- sizes
int one_dim_size=25;
int reserve=20;
int four_dim_size=5;
//--- auxiliary variable
int size;
//--- allocate memory without backup
ArrayResize(one_dim,one_dim_size);
ArrayResize(four_dim,four_dim_size);
//--- 1. one-dimensional array
Print("+==========================================================+");
Print("Array sizes:");
Print("1. One-dimensional array");
size=ArraySize(one_dim);
PrintFormat("Zero dimension size = %d, Array size = %d",one_dim_size,size);
//--- 2. multidimensional array
Print("2. Multidimensional array");
size=ArraySize(four_dim);
PrintFormat("Zero dimension size = %d, Array size = %d",four_dim_size,size);
//--- dimension sizes
int d_1=ArrayRange(four_dim,1);
int d_2=ArrayRange(four_dim,2);
int d_3=ArrayRange(four_dim,3);
© 2000-2017, MetaQuotes Software Corp.
997 Array Functions
Print("Check:");
Print("Zero dimension = Array size / (First dimension * Second dimension * Third dimension)");
PrintFormat("%d = %d / (%d * %d * %d)",size/(d_1*d_2*d_3),size,d_1,d_2,d_3);
//--- 3. one-dimensional array with memory backup
Print("3. One-dimensional array with memory backup");
//--- double the value
one_dim_size*=2;
//--- allocate memory with backup
ArrayResize(one_dim,one_dim_size,reserve);
//--- print out the size
size=ArraySize(one_dim);
PrintFormat("Size with backup = %d, Actual array size = %d",one_dim_size+reserve,size);
}
© 2000-2017, MetaQuotes Software Corp.
998 Array Functions
ArraySort
Sorts the values in the first dimension of a multidimensional numeric array in the ascending order.
bool ArraySort(
void& array[] // array for sorting
);
Parameters
array[]
[in][out] Numeric array for sorting.
Return Value
The function returns true on success, otherwise - false.
Note
An array is always sorted in the ascending order irrespective of the AS_SERIES flag value.
Functions ArraySort and ArrayBSearch accept any-dimensional arrays as a parameter. However,
searching and sorting are always applied to the first (zero) dimension.
Example:
#property description "The indicator analyzes data for the last month and draws all candlesticks wi
#property description "and large tick volumes. The tick volume array is sorted out"
#property description "to define such candlesticks. The candlesticks having the volumes comprising
#property description "per cent of the array are considered small. The candlesticks having the tick
#property description "the last InpBigVolume per cent of the array are considered large."
//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_plots 1
//--- plot
#property indicator_label1 "VolumeFactor"
#property indicator_type1 DRAW_COLOR_CANDLES
#property indicator_color1 clrDodgerBlue,clrOrange
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- predefined constant
#define INDICATOR_EMPTY_VALUE 0.0
//--- input parameters
input int InpSmallVolume=15; // Percentage value of small volumes (<50)
input int InpBigVolume=20; // Percentage value of large volumes (<50)
//--- analysis start time (will be shifted)
datetime ExtStartTime;
//--- indicator buffers
double ExtOpenBuff[];
double ExtHighBuff[];
double ExtLowBuff[];
© 2000-2017, MetaQuotes Software Corp.
999 Array Functions
double ExtCloseBuff[];
double ExtColorBuff[];
//--- volume boundary values for displaying the candlesticks
long ExtLeftBorder=0;
long ExtRightBorder=0;
//+------------------------------------------------------------------+
//| Receive border values for tick volumes |
//+------------------------------------------------------------------+
bool GetVolumeBorders(void)
{
//--- variables
datetime stop_time; // copy end time
long buff[]; // buffer for copying
//--- end time is the current one
stop_time=TimeCurrent();
//--- start time is one month earlier from the current one
ExtStartTime=GetStartTime(stop_time);
//--- receive the values of tick volumes
ResetLastError();
if(CopyTickVolume(Symbol(),Period(),ExtStartTime,stop_time,buff)==-1)
{
//--- failed to receive the data, return false to launch recalculation command
PrintFormat("Failed to receive tick volume values. Error code = %d",GetLastError());
return(false);
}
//--- calculate array size
int size=ArraySize(buff);
//--- sort out the array
ArraySort(buff);
//--- define the values of the left and right border for tick volumes
ExtLeftBorder=buff[size*InpSmallVolume/100];
ExtRightBorder=buff[(size-1)*(100-InpBigVolume)/100];
//--- successful execution
return(true);
}
//+------------------------------------------------------------------+
//| Receive the data that is one month less than the passed one |
//+------------------------------------------------------------------+
datetime GetStartTime(const datetime stop_time)
{
//--- convert end time into MqlDateTime type structure variable
MqlDateTime temp;
TimeToStruct(stop_time,temp);
//--- receive the data that is one month less
if(temp.mon>1)
temp.mon-=1; // the current month is not the first one in the year, therefore, the number of
else
{
temp.mon=12; // the current month is the first in the year, therefore, the number of the pre
© 2000-2017, MetaQuotes Software Corp.
1000 Array Functions
temp.year-=1; // while the year number is one less
}
//--- day number will not exceed 28
if(temp.day>28)
temp.day=28;
//--- return the obtained date
return(StructToTime(temp));
}
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- check if input parameters satisfy the conditions
if(InpSmallVolume<0 || InpSmallVolume>=50 || InpBigVolume<0 || InpBigVolume>=50)
{
Print("Incorrect input parameters");
return(INIT_PARAMETERS_INCORRECT);
}
//--- indicator buffers mapping
SetIndexBuffer(0,ExtOpenBuff);
SetIndexBuffer(1,ExtHighBuff);
SetIndexBuffer(2,ExtLowBuff);
SetIndexBuffer(3,ExtCloseBuff);
SetIndexBuffer(4,ExtColorBuff,INDICATOR_COLOR_INDEX);
//--- set the value that will not be displayed
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,INDICATOR_EMPTY_VALUE);
//--- set labels for indicator buffers
PlotIndexSetString(0,PLOT_LABEL,"Open;High;Low;Close");
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- check if unhandled bars are still present
if(prev_calculated<rates_total)
{
© 2000-2017, MetaQuotes Software Corp.
1001 Array Functions
//--- receive new values of the right and left borders for volumes
if(!GetVolumeBorders())
return(0);
}
//--- start variable for bar calculation
int start=prev_calculated;
//--- work at the last bar if the indicator values have already been calculated at the previous tic
if(start>0)
start--;
//--- set direct indexing in time series
ArraySetAsSeries(time,false);
ArraySetAsSeries(open,false);
ArraySetAsSeries(high,false);
ArraySetAsSeries(low,false);
ArraySetAsSeries(close,false);
ArraySetAsSeries(tick_volume,false);
//--- the loop of calculation of the indicator values
for(int i=start;i<rates_total;i++)
{
//--- fill out candlesticks starting from the initial date
if(ExtStartTime<=time[i])
{
//--- if the value is not less than the right border, fill out the candlestick
if(tick_volume[i]>=ExtRightBorder)
{
//--- receive data for drawing the candlestick
ExtOpenBuff[i]=open[i];
ExtHighBuff[i]=high[i];
ExtLowBuff[i]=low[i];
ExtCloseBuff[i]=close[i];
//--- DodgerBlue color
ExtColorBuff[i]=0;
//--- continue the loop
continue;
}
//--- fill out the candlestick if the value does not exceed the left border
if(tick_volume[i]<=ExtLeftBorder)
{
//--- receive data for drawing the candlestick
ExtOpenBuff[i]=open[i];
ExtHighBuff[i]=high[i];
ExtLowBuff[i]=low[i];
ExtCloseBuff[i]=close[i];
//--- Orange color
ExtColorBuff[i]=1;
//--- continue the loop
continue;
}
}
© 2000-2017, MetaQuotes Software Corp.
1002 Array Functions
//--- set empty values for bars that have not been included in the calculation
ExtOpenBuff[i]=INDICATOR_EMPTY_VALUE;
ExtHighBuff[i]=INDICATOR_EMPTY_VALUE;
ExtLowBuff[i]=INDICATOR_EMPTY_VALUE;
ExtCloseBuff[i]=INDICATOR_EMPTY_VALUE;
}
//--- return value of prev_calculated for next call
return(rates_total);
}
See also
ArrayBsearch
© 2000-2017, MetaQuotes Software Corp.
1003 Conversion Functions
Conversion Functions
This is a group of functions that provide conversion of data from one format into another.
The NormalizeDouble() function must be specially noted as it provides the necessary accuracy of the
price presentation. In trading operations, no unnormalized prices may be used if their accuracy even a
digit exceeds that required by the trade server.
Function Action
CharToString Converting a symbol code into a one-character
string
DoubleToString Converting a numeric value to a text line with a
specified accuracy
EnumToString Converting an enumeration value of any type to
string
NormalizeDouble Rounding of a floating point number to a
specified accuracy
StringToDouble Converting a string containing a symbol
representation of number into number of double
type
StringToInteger Converting a string containing a symbol
representation of number into number of int
type
StringToTime Converting a string containing time or date in
"yyyy.mm.dd [hh:mi]" format into datetime
type
TimeToString Converting a value containing time in seconds
elapsed since 01.01.1970 into a string of
"yyyy.mm.dd hh:mi" format
IntegerToString Converting int into a string of preset length
ShortToString Converting symbol code (unicode) into one-
symbol string
ShortArrayToString Copying array part into a string
StringToShortArray Symbol-wise copying a string to a selected part
of array of ushort type
CharArrayToString Converting symbol code (ansi) into one-symbol
array
StringToCharArray Symbol-wise copying a string converted from
Unicode to ANSI, to a selected place of array of
uchar type
© 2000-2017, MetaQuotes Software Corp.
1004 Conversion Functions
ColorToARGB Converting color type to uint type to receive
ARGB representation of the color.
ColorToString Converting color value into string as "R,G,B"
StringToColor Converting "R,G,B" string or string with color
name into color type value
StringFormat Converting number into string according to
preset format
See also
Use of a Codepage
© 2000-2017, MetaQuotes Software Corp.
1005 Conversion Functions
CharToString
Converting a symbol code into a one-character string.
string CharToString(
uchar char_code // numeric code of symbol
);
Parameters
char_code
[in] Code of ANSI symbol.
Return Value
String with a ANSI symbol.
© 2000-2017, MetaQuotes Software Corp.
1006 Conversion Functions
CharArrayToString
It copies and converts part of array of uchar type into a returned string.
string CharArrayToString(
uchar array[], // array
int start=0, // starting position in the array
int count=-1 // number of symbols
uint codepage=CP_ACP // code page
);
Parameters
array[]
[in] Array of uchar type.
start=0
[in] Position from which copying starts. by default 0 is used.
count=-1
[in] Number of array elements for copying. Defines the length of a resulting string. Default value
is -1, which means copying up to the array end, or till terminal 0.
codepage=CP_ACP
[in] The value of the code page. There is a number of built-in constants for the most used code
pages.
Return Value
String.
See also
Use of a Codepage
© 2000-2017, MetaQuotes Software Corp.
1007 Conversion Functions
ColorToARGB
The function converts color type into uint type to get ARGB representation of the color. ARGB color
format is used to generate a graphical resource, text display, as well as for CCanvas standard library
class.
uint ColorToARGB(
color clr, // converted color in color format
uchar alpha=255 // alpha channel managing color transparency
);
Parameters
clr
[in] Color value in color type variable.
alpha
[in] The value of the alpha channel used to receive the color in ARGB format. The value may be
set from 0 (a color of a foreground pixel does not change the display of an underlying one) up to
255 (a color of an underlying pixel is completely replaced by the foreground pixel's one). Color
transparency in percentage terms is calculated as (1-alpha/255)*100%. In other words, the lesser
value of the alpha channel leads to more transparent color.
Return Value
Presenting the color in ARGB format where Alfa, Red, Green, Blue (alpha channel, red, green, blue)
values are set in series in four uint type bytes.
Note
RGB is a basic and commonly used format for pixel color description on a screen in computer
graphics. Names of basic colors are used to set red, green and blue color components. Each
component is described by one byte specifying the color saturation in the range of 0 to 255 (0x00 to
0XFF in hexadecimal format). Since the white color contains all colors, it is described as 0xFFFFFF,
that is, each one of three components is presented by the maximum value of 0xFF.
However, some tasks require to specify the color transparency to describe the look of an image in
case it is covered by the color with some degree of transparency. The concept of alpha channel is
introduced for such cases. It is implemented as an additional component of RGB format. ARGB
format structure is shown below.
ARGB values are typically expressed using hexadecimal format with each pair of digits representing
the values of Alpha, Red, Green and Blue channels, respectively. For example, 80FFFF00 color
represents 50.2% opaque yellow. Initially, 0x80 sets 50.2% alpha value, as it is 50.2% of 0xFF value.
Then, the first FF pair defines the highest value of the red component; the next FF pair is like the
previous but for the green component; the final 00 pair represents the lowest value the blue
component can have (absence of blue). Combination of green and red colors yields yellow one. If the
© 2000-2017, MetaQuotes Software Corp.
1008 Conversion Functions
alpha channel is not used, the entry can be reduced down to 6 RRGGBB digits, this is why the alpha
channel values are stored in the top bits of uint integer type.
Depending on the context, hexadecimal digits can be written with '0x' or '#' prefix, for example,
80FFFF00, 0x80FFFF00 or #80FFFF00.
Example:
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- set transparency
uchar alfa=0x55; // 0x55 means 55/255=21.6 % of transparency
//--- derive conversion to ARGB for clrBlue color
PrintFormat("0x%.8X - clrBlue",clrBlue);
PrintFormat("0x%.8X - clrBlue ARGB with alfa=0x55 (transparency 21.6%%)",ColorToARGB(clrBlue,alf
//--- derive conversion to ARGB for clrGreen color
PrintFormat("0x%.8X - clrGreen",clrGreen);
PrintFormat("0x%.8X - clrGreen ARGB with alfa=0x55 (transparency 21.6%%)",ColorToARGB(clrGreen,a
//--- derive conversion to ARGB for clrRed color
PrintFormat("0x%.8X - clrRed",clrRed);
PrintFormat("0x%.8X - clrRed ARGB with alfa=0x55 (transparency 21.6%%)",ColorToARGB(clrRed,alfa)
}
See also
Resources, ResourceCreate(), TextOut(), color type, char, short, int and long types
© 2000-2017, MetaQuotes Software Corp.
1009 Conversion Functions
ColorToString
It converts color value into string of "R,G,B" form.
string ColorToString(
color color_value, // color value
bool color_name // show color name or not
);
Parameters
color_value
[in] Color value in color type variable.
color_name
[in] Return color name if it is identical to one of predefined color constants.
Return Value
String presentation of color as "R,G,B", where R, G and B are decimal constants from 0 to 255
converted into a string. If the color_name=true parameter is set, it will try to convert color value
into color name.
Example:
string clr=ColorToString(C'0,255,0'); // green color
Print(clr);
clr=ColorToString(C'0,255,0',true); // get color constant
Print(clr);
© 2000-2017, MetaQuotes Software Corp.
1010 Conversion Functions
DoubleToString
Converting numeric value into text string.
string DoubleToString(
double value, // number
int digits=8 // number of digits after decimal point
);
Parameters
value
[in] Value with a floating point.
digits
[in] Accuracy format. If the digits value is in the range between 0 and 16, a string presentation of
a number with the specified number of digits after the point will be obtained. If the digits value is
in the range between -1 and -16, a string representation of a number in the scientific format with
the specified number of digits after the decimal point will be obtained. In all other cases the string
value will contain 8 digits after the decimal point.
Return Value
String containing a symbol representation of a number with the specified accuracy.
Example:
Print("DoubleToString(120.0 + M_PI) : ",DoubleToString(120.0+M_PI));
Print("DoubleToString(120.0 + M_PI,16) : ",DoubleToString(120.0+M_PI,16));
Print("DoubleToString(120.0 + M_PI,-16) : ",DoubleToString(120.0+M_PI,-16));
Print("DoubleToString(120.0 + M_PI,-1) : ",DoubleToString(120.0+M_PI,-1));
Print("DoubleToString(120.0 + M_PI,-20) : ",DoubleToString(120.0+M_PI,-20));
See also
NormalizeDouble, StringToDouble
© 2000-2017, MetaQuotes Software Corp.
1011 Conversion Functions
EnumToString
Converting an enumeration value of any type to a text form.
string EnumToString(
any_enum value // any type enumeration value
);
Parameters
value
[in] Any type enumeration value.
Return Value
A string with a text representation of the enumeration. To get the error message call the
GetLastError() function.
Note
The function can set the following error values in the _LastError variable:
· ERR_INTERNAL_ERROR – error of the execution environment
· ERR_NOT_ENOUGH_MEMORY – not enough memory to complete the operation
· ERR_INVALID_PARAMETER – can't allow the name of the enumeration value
Example:
enum interval // enumeration of named constants
{
month=1, // one-month interval
two_months, // two months
quarter, // three months - a quarter
halfyear=6, // half a year
year=12, // a year - 12 months
};
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- set the time interval equal to one month
interval period=month;
Print(EnumToString(period)+"="+IntegerToString(period));
//--- set the time interval equal to a quarter (three months)
period=quarter;
Print(EnumToString(period)+"="+IntegerToString(period));
//--- set the time interval equal to one year (12 months)
period=year;
Print(EnumToString(period)+"="+IntegerToString(period));
//--- check how the order type is shown
© 2000-2017, MetaQuotes Software Corp.
1012 Conversion Functions
ENUM_ORDER_TYPE type=ORDER_TYPE_BUY;
Print(EnumToString(type)+"="+IntegerToString(type));
//--- check how incorrect values are shown
type=WRONG_VALUE;
Print(EnumToString(type)+"="+IntegerToString(type));
// Result:
// month=1
// quarter=3
// year=12
// ORDER_TYPE_BUY=0
// ENUM_ORDER_TYPE::-1=-1
}
See also
Enumerations, Input variables
© 2000-2017, MetaQuotes Software Corp.
1013 Conversion Functions
IntegerToString
This function converts value of integer type into a string of a specified length and returns the obtained
string.
string IntegerToString(
long number, // number
int str_len=0, // length of result string
ushort fill_symbol=' ' // filler
);
Parameters
number
[in] Number for conversion.
str_len=0
[in] String length. If the resulting string length is larger than the specified one, the string is not
cut off. If it is smaller, filler symbols will be added to the left.
fill_symbol=' '
[in] Filler symbol. By default it is a space.
Return Value
String.
© 2000-2017, MetaQuotes Software Corp.
1014 Conversion Functions
ShortToString
It converts the symbol code (unicode) into one-symbol string and returns resulting string.
string ShortToString(
ushort symbol_code // symbol
);
Parameters
symbol_code
[in] Symbol code. Instead of a symbol code you can use literal string containing a symbol or a
literal string with 2-byte hexadecimal code corresponding to the symbol from the Unicode table.
Return Value
String.
© 2000-2017, MetaQuotes Software Corp.
1015 Conversion Functions
ShortArrayToString
It copies part of array into a returned string.
string ShortArrayToString(
ushort array[], // array
int start=0, // starting position in the array
int count=-1 // number of symbols
);
Parameters
array[]
[in] Array of ushort type (analog of wchar_t type).
start=0
[in] Position, from which copying starts, Default - 0.
count=-1
[in] Number of array elements to copy. Defines the length of a resulting string. Default value is -
1, which means copying up to the array end, or till terminal 0.
Return Value
String.
© 2000-2017, MetaQuotes Software Corp.
1016 Conversion Functions
TimeToString
Converting a value containing time in seconds elapsed since 01.01.1970 into a string of "yyyy.mm.dd
hh:mi" format.
string TimeToString(
datetime value, // number
int mode=TIME_DATE|TIME_MINUTES // output format
);
Parameters
value
[in] Time in seconds from 00:00 1970/01/01.
mode=TIME_DATE|TIME_MINUTES
[in] Additional data input mode. Can be one or combined flag:
TIME_DATE gets result as "yyyy.mm.dd",
TIME_MINUTES gets result as "hh:mi",
TIME_SECONDS gets results as "hh:mi:ss".
Return Value
String.
© 2000-2017, MetaQuotes Software Corp.
1017 Conversion Functions
NormalizeDouble
Rounding floating point number to a specified accuracy.
double NormalizeDouble(
double value, // normalized number
int digits // number of digits after decimal point
);
Parameters
value
[in] Value with a floating point.
digits
[in] Accuracy format, number of digits after point (0-8).
Return Value
Value of double type with preset accuracy.
Note
Calculated values of StopLoss, TakeProfit, and values of open prices for pending orders must be
normalized with the accuracy, the value of which can be obtained by Digits().
Please note that when output to Journal using the Print() function, a normalized number may contain
a greater number of decimal places than you expect. For example, for:
double a=76.671; // A normalized number with three decimal places
Print("Print(76.671)=",a); // Output as is
Print("DoubleToString(a,8)=",DoubleToString(a,8)); // Output with a preset accuracy
you will have the following in the terminal:
DoubleToString(a,8)=76.67100000
Print(76.671)=76.67100000000001
Example:
double pi=M_PI;
Print("pi = ",DoubleToString(pi,16));
double pi_3=NormalizeDouble(M_PI,3);
Print("NormalizeDouble(pi,3) = ",DoubleToString(pi_3,16))
;
double pi_8=NormalizeDouble(M_PI,8);
Print("NormalizeDouble(pi,8) = ",DoubleToString(pi_8,16));
double pi_0=NormalizeDouble(M_PI,0);
Print("NormalizeDouble(pi,0) = ",DoubleToString(pi_0,16));
/*
Result:
© 2000-2017, MetaQuotes Software Corp.
1018 Conversion Functions
pi= 3.1415926535897931
NormalizeDouble(pi,3)= 3.1419999999999999
NormalizeDouble(pi,8)= 3.1415926499999998
NormalizeDouble(pi,0)= 3.0000000000000000
*/
See also
DoubleToString, Real types (double, float), Reduction of types,
© 2000-2017, MetaQuotes Software Corp.
1019 Conversion Functions
StringToCharArray
Symbol-wise copies a string converted from Unicode to ANSI, to a selected place of array of uchar
type. It returns the number of copied elements.
int StringToCharArray(
string text_string, // source string
uchar& array[], // array
int start=0, // starting position in the array
int count=-1 // number of symbols
uint codepage=CP_ACP // code page
);
Parameters
text_string
[in] String to copy.
array[]
[out] Array of uchar type.
start=0
[in] Position from which copying starts. Default - 0.
count=-1
[in] Number of array elements to copy. Defines length of a resulting string. Default value is -1,
which means copying up to the array end, or till terminal 0. Terminal 0 will also be copied to the
recipient array, in this case the size of a dynamic array can be increased if necessary to the size of
the string. If the size of the dynamic array exceeds the length of the string, the size of the array
will not be reduced.
codepage=CP_ACP
[in] The value of the code page. For the most-used code pages provide appropriate constants.
Return Value
Number of copied elements.
See also
Use of a Codepage
© 2000-2017, MetaQuotes Software Corp.
1020 Conversion Functions
StringToColor
Converting "R,G,B" string or string with color name into color type value.
color StringToColor(
string color_string // string representation of color
);
Parameters
color_string
[in] String representation of a color of "R,G,B" type or name of one of predefined Web-colors.
Return Value
Color value.
Example:
color str_color=StringToColor("0,127,0");
Print(str_color);
Print((string)str_color);
//--- change color a little
str_color=StringToColor("0,128,0");
Print(str_color);
Print((string)str_color);
© 2000-2017, MetaQuotes Software Corp.
1021 Conversion Functions
StringToDouble
The function converts string containing a symbol representation of number into number of double
type.
double StringToDouble(
string value // string
);
Parameters
value
[in] String containing a symbol representation of a number.
Return Value
Value of double type.
© 2000-2017, MetaQuotes Software Corp.
1022 Conversion Functions
StringToInteger
The function converts string containing a symbol representation of number into number of int
(integer) type.
long StringToInteger(
string value // string
);
Parameters
value
[in] String containing a number.
Return Value
Value of long type.
© 2000-2017, MetaQuotes Software Corp.
1023 Conversion Functions
StringToShortArray
The function symbol-wise copies a string into a specified place of an array of ushort type. It returns
the number of copied elements.
int StringToShortArray(
string text_string, // source string
ushort& array[], // array
int start=0, // starting position in the array
int count=-1 // number of symbols
);
Parameters
text_string
[in] String to copy
array[]
[out] Array of ushort type (analog of wchar_t type).
start=0
[in] Position, from which copying starts. Default - 0.
count=-1
[in] Number of array elements to copy. Defines length of a resulting string. Default value is -1,
which means copying up to the array end, or till terminal 0.Terminal 0 will also be copied to the
recipient array, in this case the size of a dynamic array can be increased if necessary to the size of
the string. If the size of the dynamic array exceeds the length of the string, the size of the array
will not be reduced.
Return Value
Number of copied elements.
© 2000-2017, MetaQuotes Software Corp.
1024 Conversion Functions
StringToTime
The function converts a string containing time or date in "yyyy.mm.dd [hh:mi]" format into datetime
type.
datetime StringToTime(
string value // date string
);
Parameters
value
[in] String in " yyyy.mm.dd hh:mi " format.
Return Value
Value of datetime type containing total number of seconds that elapsed since 01.01.1970.
© 2000-2017, MetaQuotes Software Corp.
1025 Conversion Functions
StringFormat
The function formats obtained parameters and returns a string.
string StringFormat(
string format, // string with format description
... ... // parameters
);
Parameters
format
[in] String containing method of formatting. Formatting rules are the same as for the PrintFormat
function.
...
[in] Parameters, separated by a comma.
Return Value
String.
Example:
© 2000-2017, MetaQuotes Software Corp.
1026 Conversion Functions
void OnStart()
{
//--- string variables
string output_string;
string temp_string;
string format_string;
//--- prepare the specification header
temp_string=StringFormat("Contract specification for %s:\n",_Symbol);
StringAdd(output_string,temp_string);
//--- int value output
int digits=(int)SymbolInfoInteger(_Symbol,SYMBOL_DIGITS);
temp_string=StringFormat(" SYMBOL_DIGITS = %d (number of digits after the decimal point)\n",
digits);
StringAdd(output_string,temp_string);
//--- double value output with variable number of digits after the decimal point
double point_value=SymbolInfoDouble(_Symbol,SYMBOL_POINT);
format_string=StringFormat(" SYMBOL_POINT = %%.%df (point value)\n",
digits);
temp_string=StringFormat(format_string,point_value);
StringAdd(output_string,temp_string);
//--- int value output
int spread=(int)SymbolInfoInteger(_Symbol,SYMBOL_SPREAD);
temp_string=StringFormat(" SYMBOL_SPREAD = %d (current spread in points)\n",
spread);
StringAdd(output_string,temp_string);
//--- int value output
int min_stop=(int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_STOPS_LEVEL);
temp_string=StringFormat(" SYMBOL_TRADE_STOPS_LEVEL = %d (minimal indention in points for Stop
min_stop);
StringAdd(output_string,temp_string);
//--- double value output without the fractional part
double contract_size=SymbolInfoDouble(_Symbol,SYMBOL_TRADE_CONTRACT_SIZE);
temp_string=StringFormat(" SYMBOL_TRADE_CONTRACT_SIZE = %.f (contract size)\n",
contract_size);
StringAdd(output_string,temp_string);
//--- double value output with default accuracy
double tick_size=SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_SIZE);
temp_string=StringFormat(" SYMBOL_TRADE_TICK_SIZE = %f (minimal price change)\n",
tick_size);
StringAdd(output_string,temp_string);
//--- determining the swap calculation mode
int swap_mode=(int)SymbolInfoInteger(_Symbol,SYMBOL_SWAP_MODE);
string str_swap_mode;
switch(swap_mode)
{
case SYMBOL_SWAP_MODE_DISABLED: str_swap_mode="SYMBOL_SWAP_MODE_DISABLED (no swaps)"; break;
case SYMBOL_SWAP_MODE_POINTS: str_swap_mode="SYMBOL_SWAP_MODE_POINTS (in points)"; break;
case SYMBOL_SWAP_MODE_CURRENCY_SYMBOL: str_swap_mode="SYMBOL_SWAP_MODE_CURRENCY_SYMBOL (in mo
case SYMBOL_SWAP_MODE_CURRENCY_MARGIN: str_swap_mode="SYMBOL_SWAP_MODE_CURRENCY_MARGIN (in mo
case SYMBOL_SWAP_MODE_CURRENCY_DEPOSIT: str_swap_mode="SYMBOL_SWAP_MODE_CURRENCY_DEPOSIT (in
case SYMBOL_SWAP_MODE_INTEREST_CURRENT: str_swap_mode="SYMBOL_SWAP_MODE_INTEREST_CURRENT (as
case SYMBOL_SWAP_MODE_INTEREST_OPEN: str_swap_mode="SYMBOL_SWAP_MODE_INTEREST_OPEN (as the sp
case SYMBOL_SWAP_MODE_REOPEN_CURRENT: str_swap_mode="SYMBOL_SWAP_MODE_REOPEN_CURRENT (by reop
case SYMBOL_SWAP_MODE_REOPEN_BID: str_swap_mode="SYMBOL_SWAP_MODE_REOPEN_BID (by reopening po
}
//--- string value output
temp_string=StringFormat(" SYMBOL_SWAP_MODE = %s\n",
str_swap_mode);
StringAdd(output_string,temp_string);
//--- double value output with default accuracy
double swap_long=SymbolInfoDouble(_Symbol,SYMBOL_SWAP_LONG);
© 2000-2017, MetaQuotes Software Corp.
1027 Conversion Functions
temp_string=StringFormat(" SYMBOL_SWAP_LONG = %f (long swap value)\n",
swap_long);
StringAdd(output_string,temp_string);
//--- double value output with default accuracy
double swap_short=SymbolInfoDouble(_Symbol,SYMBOL_SWAP_SHORT);
temp_string=StringFormat(" SYMBOL_SWAP_SHORT = %f (short swap value)\n",
swap_short);
StringAdd(output_string,temp_string);
//--- determining the trading mode
int trade_mode=(int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_MODE);
string str_trade_mode;
switch(trade_mode)
{
case SYMBOL_TRADE_MODE_DISABLED: str_trade_mode="SYMBOL_TRADE_MODE_DISABLED (trade is disable
case SYMBOL_TRADE_MODE_LONGONLY: str_trade_mode="SYMBOL_TRADE_MODE_LONGONLY (only long positi
case SYMBOL_TRADE_MODE_SHORTONLY: str_trade_mode="SYMBOL_TRADE_MODE_SHORTONLY (only short pos
case SYMBOL_TRADE_MODE_CLOSEONLY: str_trade_mode="SYMBOL_TRADE_MODE_CLOSEONLY (only position
case SYMBOL_TRADE_MODE_FULL: str_trade_mode="SYMBOL_TRADE_MODE_FULL (no trade restrictions)";
}
//--- string value output
temp_string=StringFormat(" SYMBOL_TRADE_MODE = %s\n",
str_trade_mode);
StringAdd(output_string,temp_string);
//--- double value output in a compact format
double volume_min=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN);
temp_string=StringFormat(" SYMBOL_VOLUME_MIN = %g (minimal volume for a deal)\n",volume_min);
StringAdd(output_string,temp_string);
//--- double value output in a compact format
double volume_step=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);
temp_string=StringFormat(" SYMBOL_VOLUME_STEP = %g (minimal volume change step)\n",volume_step
StringAdd(output_string,temp_string);
//--- double value output in a compact format
double volume_max=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX);
temp_string=StringFormat(" SYMBOL_VOLUME_MAX = %g (maximal volume for a deal)\n",volume_max);
StringAdd(output_string,temp_string);
//--- determining the contract price calculation mode
int calc_mode=(int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_CALC_MODE);
string str_calc_mode;
switch(calc_mode)
{
case SYMBOL_CALC_MODE_FOREX:str_calc_mode="SYMBOL_CALC_MODE_FOREX (Forex)";break;
case SYMBOL_CALC_MODE_FUTURES:str_calc_mode="SYMBOL_CALC_MODE_FUTURES (futures)";break;
case SYMBOL_CALC_MODE_CFD:str_calc_mode="SYMBOL_CALC_MODE_CFD (CFD)";break;
case SYMBOL_CALC_MODE_CFDINDEX:str_calc_mode="SYMBOL_CALC_MODE_CFDINDEX (CFD for indices)";br
case SYMBOL_CALC_MODE_CFDLEVERAGE:str_calc_mode="SYMBOL_CALC_MODE_CFDLEVERAGE (CFD at leverag
case SYMBOL_CALC_MODE_EXCH_STOCKS:str_calc_mode="SYMBOL_CALC_MODE_EXCH_STOCKS (trading securi
case SYMBOL_CALC_MODE_EXCH_FUTURES:str_calc_mode="SYMBOL_CALC_MODE_EXCH_FUTURES (trading futu
case SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS:str_calc_mode="SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS (
}
//--- string value output
temp_string=StringFormat(" SYMBOL_TRADE_CALC_MODE = %s\n",
str_calc_mode);
StringAdd(output_string,temp_string);
//--- double value output with 2 digits after the decimal point
double margin_initial=SymbolInfoDouble(_Symbol,SYMBOL_MARGIN_INITIAL);
temp_string=StringFormat(" SYMBOL_MARGIN_INITIAL = %.2f (initial margin)\n",
margin_initial);
StringAdd(output_string,temp_string);
//--- double value output with 2 digits after the decimal point
double margin_maintenance=SymbolInfoDouble(_Symbol,SYMBOL_MARGIN_MAINTENANCE);
temp_string=StringFormat(" SYMBOL_MARGIN_MAINTENANCE = %.2f (maintenance margin)\n",
© 2000-2017, MetaQuotes Software Corp.
1028 Conversion Functions
margin_maintenance);
StringAdd(output_string,temp_string);
//--- int value output
int freeze_level=(int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_FREEZE_LEVEL);
temp_string=StringFormat(" SYMBOL_TRADE_FREEZE_LEVEL = %d (order freeze level in points)",
freeze_level);
StringAdd(output_string,temp_string);
Print(output_string);
Comment(output_string);
/* execution result
Contract specification for EURUSD:
SYMBOL_DIGITS = 5 (number of digits after the decimal point)
SYMBOL_POINT = 0.00001 (point value)
SYMBOL_SPREAD = 10 (current spread in points)
SYMBOL_TRADE_STOPS_LEVEL = 18 (minimal indention in points for Stop orders)
SYMBOL_TRADE_CONTRACT_SIZE = 100000 (contract size)
SYMBOL_TRADE_TICK_SIZE = 0.000010 (minimal price change)
SYMBOL_SWAP_MODE = SYMBOL_SWAP_MODE_POINTS (in points)
SYMBOL_SWAP_LONG = -0.700000 (buy order swap value)
SYMBOL_SWAP_SHORT = -1.000000 (sell order swap value)
SYMBOL_TRADE_MODE = SYMBOL_TRADE_MODE_FULL (no trade restrictions)
SYMBOL_VOLUME_MIN = 0.01 (minimal volume for a deal)
SYMBOL_VOLUME_STEP = 0.01 (minimal volume change step)
SYMBOL_VOLUME_MAX = 500 (maximal volume for a deal)
SYMBOL_TRADE_CALC_MODE = SYMBOL_CALC_MODE_FOREX (Forex)
SYMBOL_MARGIN_INITIAL = 0.00 (initial margin)
SYMBOL_MARGIN_MAINTENANCE = 0.00 (maintenance margin)
SYMBOL_TRADE_FREEZE_LEVEL = 0 (order freeze level in points)
*/
}
See also
PrintFormat, DoubleToString,ColorToString, TimeToString
© 2000-2017, MetaQuotes Software Corp.
1029 Math Functions
Mathematical Functions
A set of mathematical and trigonometric functions.
Function Action
MathAbs Returns absolute value (modulus) of the
specified numeric value
MathArccos Returns the arc cosine of x in radians
MathArcsin Returns the arc sine of x in radians
MathArctan Returns the arc tangent of x in radians
MathCeil Returns integer numeric value closest from
above
MathCos Returns the cosine of a number
MathExp Returns exponent of a number
MathFloor Returns integer numeric value closest from
below
MathLog Returns natural logarithm
MathLog10 Returns the logarithm of a number by base 10
MathMax Returns the maximal value of the two numeric
values
MathMin Returns the minimal value of the two numeric
values
MathMod Returns the real remainder after the division of
two numbers
MathPow Raises the base to the specified power
MathRand Returns a pseudorandom value within the range
of 0 to 32767
MathRound Rounds of a value to the nearest integer
MathSin Returns the sine of a number
MathSqrt Returns a square root
MathSrand Sets the starting point for generating a series
of pseudorandom integers
MathTan Returns the tangent of a number
MathIsValidNumber Checks the correctness of a real number
MathExpm1 Returns the value of the expression
MathExp(x)-1
© 2000-2017, MetaQuotes Software Corp.
1030 Math Functions
MathLog1p Returns the value of the expression
MathLog(1+x)
MathArccosh Returns the hyperbolic arccosine
MathArcsinh Returns the hyperbolic arcsine
MathArctanh Returns the hyperbolic arctangent
MathCosh Returns the hyperbolic cosine
MathSinh Returns the hyperbolic sine
MathTanh Returns the hyperbolic tangent
© 2000-2017, MetaQuotes Software Corp.
1031 Math Functions
MathAbs
The function returns the absolute value (modulus) of the specified numeric value.
double MathAbs(
double value // numeric value
);
Parameters
value
[in] Numeric value.
Return Value
Value of double type more than or equal to zero.
Note
Instead the MathAbs() function you can use fabs().
© 2000-2017, MetaQuotes Software Corp.
1032 Math Functions
MathArccos
The function returns the arccosine of x within the range 0 to p in radians.
double MathArccos(
double val // -1<val<1
);
Parameters
val
[in] The val value between -1 and 1, the arc cosine of which is to be calculated.
Return Value
Arc cosine of a number in radians. If val is less than -1 or more than 1, the function returns NaN
(indeterminate value).
Note
Instead of the MathArccos() function you can use acos().
See also
Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
1033 Math Functions
MathArcsin
The function returns the arc sine of x within the range of -p /2 to p /2 radians.
double MathArcsin(
double val // -1<value<1
);
Parameters
val
[in] The val value between -1 and 1, the arc sine of which is to be calculated.
Return Value
Arc sine of the val number in radians within the range of -p /2 to p /2 radians. If val is less than -1
or more than 1, the function returns NaN (indeterminate value).
Note
Instead of the MathArcsin() function you can use asin().
See also
Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
1034 Math Functions
MathArctan
The function returns the arc tangent of x. If x is equal to 0, the function returns 0.
double MathArctan(
double value // tangent
);
Parameters
value
[in] A number representing a tangent.
Return Value
MathArctan returns a value within the range of -p /2 to p /2 radians.
Note
Instead of the MathArctan() function you can use atan().
© 2000-2017, MetaQuotes Software Corp.
1035 Math Functions
MathCeil
The function returns integer numeric value closest from above.
double MathCeil(
double val // number
);
Parameters
val
[in] Numeric value.
Return Value
Numeric value representing the smallest integer that exceeds or equals to val.
Note
Instead of the MathCeil() function you can use ceil().
© 2000-2017, MetaQuotes Software Corp.
1036 Math Functions
MathCos
The function returns the cosine of an angle.
double MathCos(
double value // number
);
Parameters
value
[in] Angle in radians.
Return Value
Value of double type within the range of -1 to 1.
Note
Instead of MathCos() you can use cos().
© 2000-2017, MetaQuotes Software Corp.
1037 Math Functions
MathExp
The function returns the value of e raised to the power of d.
double MathExp(
double value // power for the number e
);
Parameters
value
[in] A number specifying the power.
Return Value
A number of double type. In case of overflow the function returns INF (infinity), in case of underflow
MathExp returns 0.
Note
Instead of MathExp() you can use exp().
See also
Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
1038 Math Functions
MathFloor
The function returns integer numeric value closest from below.
double MathFloor(
double val // number
);
Parameters
val
[in] Numeric value.
Return Value
A numeric value representing the largest integer that is less than or equal to val.
Note
Instead of MathFloor() you can use floor().
© 2000-2017, MetaQuotes Software Corp.
1039 Math Functions
MathLog
The function returns a natural logarithm.
double MathLog(
double val // value to take the logarithm
);
Parameters
val
[in] Value logarithm of which is to be found.
Return Value
The natural logarithm of val in case of success. If val is negative, the function returns NaN
(undetermined value). If val is equal to 0, the function returns INF (infinity).
Note
Instead of MathLog() you can use log().
See also
Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
1040 Math Functions
MathLog
Returns the logarithm of a number by base 10.
double MathLog10(
double val // number to take logarithm
);
Parameters
val
[in] Numeric value the common logarithm of which is to be calculated.
Return Value
The common logarithm in case of success. If val is negative, the function returns NaN
(undetermined value). If val is equal to 0, the function returns INF (infinity).
Note
Instead of MathLog10() you can use log10().
See also
Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
1041 Math Functions
MathMax
The function returns the maximal value of two values.
double MathMax(
double value1, // first value
double value2 // second value
);
Parameters
value1
[in] First numeric value.
value2
[in] Second numeric value.
Return Value
The largest of the two values.
Note
Instead of MathMax() you can use fmax(). Functions fmax(), fmin(), MathMax(), MathMin() can
work with integer types without typecasting them to the type of double.
If parameters of different types are passed into a function, the parameter of the smaller type is
automatically cast to the larger type. The type of the return value corresponds to the larger type.
If data of the same type are passed, no casting is performed.
© 2000-2017, MetaQuotes Software Corp.
1042 Math Functions
MathMin
The function returns the minimal value of two values.
double MathMin(
double value1, // first value
double value2 // second value
);
Parameters
value1
[in] First numeric value.
value2
[in] Second numeric value.
Return Value
The smallest of the two values.
Note
Instead of MathMin() you can use fmin(). Functions fmax(), fmin(), MathMax(), MathMin() can work
with integer types without typecasting them to the type of double.
If parameters of different types are passed into a function, the parameter of the smaller type is
automatically cast to the larger type. The type of the return value corresponds to the larger type.
If data of the same type are passed, no casting is performed.
© 2000-2017, MetaQuotes Software Corp.
1043 Math Functions
MathMod
The function returns the real remainder of division of two numbers.
double MathMod(
double value, // dividend value
double value2 // divisor value
);
Parameters
value
[in] Dividend value.
value2
[in] Divisor value.
Return Value
The MathMod function calculates the real remainder f from expression val/y so that val = i * y + f ,
where i is an integer, f has the same sign as val, and the absolute value of f is less than the
absolute value of y.
Note
Instead of MathMod() you can use fmod().
© 2000-2017, MetaQuotes Software Corp.
1044 Math Functions
MathPow
The function raises a base to a specified power.
double MathPow(
double base, // base
double exponent // exponent value
);
Parameters
base
[in] Base.
exponent
[in] Exponent value.
Return Value
Value of base raised to the specified power.
Note
Instead of MathPow() you can use pow().
© 2000-2017, MetaQuotes Software Corp.
1045 Math Functions
MathRand
Returns a pseudorandom integer within the range of 0 to 32767.
int MathRand();
Return Value
Integer value within the range of 0 to 32767.
Note
Before the first call of the function, it's necessary to call MathSrand to set the generator of
pseudorandom numbers to the initial state.
Note
Instead of MathRand() you can use rand().
© 2000-2017, MetaQuotes Software Corp.
1046 Math Functions
MathRound
The function returns a value rounded off to the nearest integer of the specified numeric value.
double MathRound(
double value // value to be rounded
);
Parameters
value
[in] Numeric value before rounding.
Return Value
Value rounded till to the nearest integer.
Note
Instead of MathRound() you can use round().
© 2000-2017, MetaQuotes Software Corp.
1047 Math Functions
MathSin
Returns the sine of a specified angle.
double MathSin(
double value // argument in radians
);
Parameters
value
[in] Angle in radians.
Return Value
Sine of an angle measured in radians. Returns value within the range of -1 to 1.
Note
Instead of MathSin() you can use sin().
© 2000-2017, MetaQuotes Software Corp.
1048 Math Functions
MathSqrt
Returns the square root of a number.
double MathSqrt(
double value // positive number
);
Parameters
value
[in] Positive numeric value.
Return Value
Square root of value. If value is negative, MathSqrt returns NaN (indeterminate value).
Note
Instead of MathSqrt() you can use sqrt().
See also
Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
1049 Math Functions
MathSrand
Sets the starting point for generating a series of pseudorandom integers.
void MathSrand(
int seed // initializing number
);
Parameters
seed
[in] Starting number for the sequence of random numbers.
Return Value
No return value.
Note
The MathRand() function is used for generating a sequence of pseudorandom numbers. Call of
MathSrand() with a certain initializing number allows to always produces the same sequence of
pseudorandom numbers.
To ensure receipt of non-recurring sequence, use the call of MathSrand(GetTickCount()), since the
value of GetTickCount() increases from the moment of the start of the operating system and is not
repeated within 49 days, until the built-in counter of milliseconds overflows. Use of
MathSrand(TimeCurrent()) is not suitable, because the TimeCurrent() function returns the time of
the last tick, which can be unchanged for a long time, for example at the weekend.
Initialization of the random number generator using MathSrand() for indicators and Expert Advisors
is better performed in the OnInit() handler; it saves you from the following multiple restarts of the
generator in OnTick() and OnCalculate().
Instead of the MathSrand() function you can use the srand() function.
Example:
#property description "The indicator shows the central limit theorem, which states:"
#property description "The sum of a sufficiently large number of weakly dependent random variables,
#property description "having approximately equal magnitude (none of the summands dominates,"
#property description "or makes a determining contribution to the sum), has a distribution close to
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- Properties of the graphical construction
#property indicator_label1 "Label"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 clrRoyalBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 5
//--- An input variable
input int sample_number=10;
//--- An indicator buffer to for drawing the distribution
© 2000-2017, MetaQuotes Software Corp.
1050 Math Functions
double LabelBuffer[];
//--- A counter of ticks
double ticks_counter;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- Binding an array and an indicator buffer
SetIndexBuffer(0,LabelBuffer,INDICATOR_DATA);
//--- turn the indicator buffer around from the present to the past
ArraySetAsSeries(LabelBuffer,true);
//--- Initialize the generator of random numbers
MathSrand(GetTickCount());
//--- Initialize the counter of ticks
ticks_counter=0;
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- For a zero counter reset the indicator buffer
if(ticks_counter==0) ArrayInitialize(LabelBuffer,0);
//--- Increase the counter
ticks_counter++;
//--- We should periodically reset the counter ticks, to revive the distribution
if(ticks_counter>100)
{
Print("We've reset the indicator values, let's start filling the cells once again");
ticks_counter=0;
}
//--- Get a sample of random values as the sum of three numbers from 0 to 7
for(int i=0;i<sample_number;i++)
{
//--- Calculation of the index of the cell, where the random number falls as the sum of three
int rand_index=0;
//--- Get three random numbers from 0 to 7
for(int k=0;k<3;k++)
{
© 2000-2017, MetaQuotes Software Corp.
1051 Math Functions
//--- A remainder in the division by 7 will return a value from 0 to 6
rand_index+=MathRand()%7;
}
//--- Increase the value in the cell number rand_index by 1
LabelBuffer[rand_index]++;
}
//--- Exit the OnCalculate() handler
return(rates_total);
}
© 2000-2017, MetaQuotes Software Corp.
1052 Math Functions
MathTan
The function returns a tangent of a number.
double MathTan(
double rad // argument in radians
);
Parameters
rad
[in] Angle in radians.
Return Value
Tangent of rad. If rad is greater than or equal to 263, or less than or equal to -263, a loss of
significance in the result occurs, in which case the function returns an indefinite number.
Note
Instead of MathTan() you can use tan().
See also
Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
1053 Math Functions
MathIsValidNumber
It checks the correctness of a real number.
bool MathIsValidNumber(
double number // number to check
);
Parameters
number
[in] Checked numeric value.
Return Value
It returns true, if the checked value is an acceptable real number. If the checked value is a plus or
minus infinity, or "not a number" (NaN), the function returns false.
Example:
double abnormal=MathArcsin(2.0);
if(!MathIsValidNumber(abnormal)) Print("Attention! MathArcsin(2.0) = ",abnormal);
See also
Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
1054 Math Functions
MathExp1
Returns the value of the expression MathExp(x)-1.
double MathExp1(
double value // power for the number e
);
Parameters
value
[in] The number specifying the power.
Return Value
A value of the double type. In case of overflow the function returns INF (infinity), in case of
underflow MathExp returns 0.
Note
At values of x close to 0, the MathExp1(x) function generates much more accurate values than the
MathExp(x)-1 function.
Instead of the MathExp1() function you can use the expm1() function.
See also
Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
1055 Math Functions
MathLog1p
Returns the value of the expression MathLog(1+x).
double MathLog1p(
double value // value to take the logarithm
);
Parameters
value
[in] The value, the logarithm of which is to be calculated.
Return Value
The natural logarithm of the value (value + 1) if successful. If value is < -1, the function returns NaN
(undefined value). If value is equal to -1, the function returns INF (infinity).
Note
At values of x close to 0, the MathLog1p(x) function generates much more accurate values than the
MathLog(1+x) function.
Instead of the MathLog1p() function you can use the log1p() function.
See also
Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
1056 Math Functions
MathArccosh
Returns the hyperbolic arccosine.
double MathArccosh(
double value // 1 <= value < ∞
);
Parameters
value
[in] The value, the hyperbolic arccosine of which is to be calculated.
Return Value
The hyperbolic arccosine of the number. If value is less than +1, the function returns NaN (undefined
value).
Note
Instead of the MathArccosh() function you can use the acosh() function.
See also
Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
1057 Math Functions
MathArcsinh
Returns the hyperbolic arcsine.
double MathArcsinh(
double value // -∞ < value < +∞
);
Parameters
val
[in] The value, the hyperbolic arcsine of which is to be calculated.
Return Value
The hyperbolic arcsine of the number.
Note
Instead of the MathArcsinh() function you can use the asinh() function.
See also
Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
1058 Math Functions
MathArctanh
Returns the hyperbolic arctangent.
double MathArctanh(
double value // value in the range of -1 < value < 1
);
Parameters
value
[in] Number within the range of -1 < value < 1, which represents the tangent.
Return Value
The hyperbolic arctangent of the number.
Note
Instead of the MathArctanh() function you can use the atanh() function.
© 2000-2017, MetaQuotes Software Corp.
1059 Math Functions
MathCosh
Returns the hyperbolic cosine of the number.
double MathCosh(
double value // number
);
Parameters
value
[in] Value.
Return Value
The hyperbolic cosine of the number, value within the range of +1 to positive infinity.
Note
Instead of the MathCosh() function you can use the cosh() function.
© 2000-2017, MetaQuotes Software Corp.
1060 Math Functions
MathSinh
Returns the hyperbolic sine of the number.
double MathSinh(
double value // number
);
Parameters
value
[in] Value.
Return Value
The hyperbolic sine of the number.
Note
Instead of the MathSinh() function you can use the sinh() function.
© 2000-2017, MetaQuotes Software Corp.
1061 Math Functions
MathTanh
Returns the hyperbolic tangent of the number.
double MathTanh(
double value // number
);
Parameters
value
[in] Value.
Return Value
The hyperbolic tangent of the number, value within the range of -1 to +1.
Note
Instead of the MathTanh() function you can use the tanh() function.
See also
Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
1062 String Functions
String Functions
This is a group of functions intended for working with data of the string type.
Function Action
StringAdd Adds a string to the end of another string
StringBufferLen Returns the size of buffer allocated for the
string
StringCompare Compares two strings and returns 1 if the first
string is greater than the second; 0 - if the
strings are equal; -1 (minus 1) - if the first
string is less than the second one
StringConcatenate Forms a string of parameters passed
StringFill Fills out a specified string by selected symbols
StringFind Search for a substring in a string
StringGetCharacter Returns the value of a number located in the
specified string position
StringInit Initializes string by specified symbols and
provides the specified string length
StringLen Returns the number of symbols in a string
StringReplace Replaces all the found substrings of a string by a
set sequence of symbols
StringSetCharacter Returns a copy of a string with a changed value
of a symbol in a specified position
StringSplit Gets substrings by a specified separator from
the specified string, returns the number of
substrings obtained
StringSubstr Extracts a substring from a text string starting
from a specified position
StringToLower Transforms all symbols of a selected string to
lowercase
StringToUpper Transforms all symbols of a selected string into
capitals
StringTrimLeft Cuts line feed characters, spaces and tabs in
the left part of the string
StringTrimRight Cuts line feed characters, spaces and tabs in
the right part of the string
© 2000-2017, MetaQuotes Software Corp.
1063 String Functions
StringAdd
The function adds a substring to the end of a string.
bool StringAdd(
string& string_var, // string, to which we add
string add_substring // string, which is added
);
Parameters
string_var
[in][out] String, to which another one is added.
add_substring
[in] String that is added to the end of a source string.
Return Value
In case of success returns true, otherwise false. In order to get an error code, the GetLastError()
function should be called.
Example:
void OnStart()
{
long length=1000000;
string a="a",b="b",c;
//--- first method
uint start=GetTickCount(),stop;
long i;
for(i=0;i<length;i++)
{
c=a+b;
}
stop=GetTickCount();
Print("time for 'c = a + b' = ",(stop-start)," milliseconds, i = ",i);
//--- second method
start=GetTickCount();
for(i=0;i<length;i++)
{
StringAdd(a,b);
}
stop=GetTickCount();
Print("time for 'StringAdd(a,b)' = ",(stop-start)," milliseconds, i = ",i);
//--- third method
start=GetTickCount();
a="a"; // re-initialize variable a
for(i=0;i<length;i++)
© 2000-2017, MetaQuotes Software Corp.
1064 String Functions
{
StringConcatenate(c,a,b);
}
stop=GetTickCount();
Print("time for 'StringConcatenate(c,a,b)' = ",(stop-start)," milliseconds, i = ",i);
}
See also
StringConcatenate
© 2000-2017, MetaQuotes Software Corp.
1065 String Functions
StringBufferLen
The function returns the size of buffer allocated for the string.
int StringBufferLen(
string string_var // string
)
Parameters
string_var
[in] String.
Return Value
The value 0 means that the string is constant and buffer size can't be changed. -1 means that the
string belongs to the client terminal, and modification of the buffer contents can have
indeterminate results.
Note
Minimal buffer size is equal to 16.
Example:
void OnStart()
{
long length=1000;
string a="a",b="b";
//---
long i;
Print("before: StringBufferLen(a) = ",StringBufferLen(a),
" StringLen(a) = ",StringLen(a));
for(i=0;i<length;i++)
{
StringAdd(a,b);
}
Print("after: StringBufferLen(a) = ",StringBufferLen(a),
" StringLen(a) = ",StringLen(a));
}
See also
StringAdd, StringInit, StringLen, StringFill
© 2000-2017, MetaQuotes Software Corp.
1066 String Functions
StringCompare
The function compares two strings and returns the comparison result in form of an integer.
int StringCompare(
const string& string1, // the first string in the comparison
const string& string2, // the second string in the comparison
bool case_sensitive=true // case sensitivity mode selection for the comparison
);
Parameters
string1
[in] The first string.
string2
[in] The second string.
case_sensitive=true
[in] Case sensitivity mode selection. If it is true, then "A">"a". If it is false, then "A"="a". By
default the value is equal to true.
Return Value
· -1 (minus one), if string1<string2
· 0 (zero), if string1=string2
· 1 (one), if string1>string2
Note
The strings are compared symbol by symbol, the symbols are compared in the alphabetic order in
accordance with the current code page.
Example:
void OnStart()
{
//--- what is larger - apple or home?
string s1="Apple";
string s2="home";
//--- compare case sensitive
int result1=StringCompare(s1,s2);
if(result1>0) PrintFormat("Case sensitive comparison: %s > %s",s1,s2);
else
{
if(result1<0)PrintFormat("Case sensitive comparison: %s < %s",s1,s2);
else PrintFormat("Case sensitive comparison: %s = %s",s1,s2);
}
//--- compare case-insensitive
int result2=StringCompare(s1,s2,false);
if(result2>0) PrintFormat("Case insensitive comparison: %s > %s",s1,s2);
else
© 2000-2017, MetaQuotes Software Corp.
1067 String Functions
{
if(result2<0)PrintFormat("Case insensitive comparison: %s < %s",s1,s2);
else PrintFormat("Case insensitive comparison: %s = %s",s1,s2);
}
/* Result:
Case-sensitive comparison: Apple < home
Case insensitive comparison: Apple < home
*/
}
See also
String Type, CharToString(), ShortToString(), StringToCharArray(), StringToShortArray(),
StringGetCharacter(), Use of a Codepage
© 2000-2017, MetaQuotes Software Corp.
1068 String Functions
StringConcatenate
The function forms a string of passed parameters and returns the size of the formed string.
Parameters can be of any type. Number of parameters can't be less than 2 or more than 64.
int StringConcatenate(
string& string_var, // string to form
void argument1 // first parameter of any simple type
void argument2 // second parameter of any simple type
... // next parameter of any simple type
);
Parameters
string_var
[out] String that will be formed as a result of concatenation.
argumentN
[in] Any comma separated values. From 2 to 63 parameters of any simple type.
Return Value
Returns the string length, formed by concatenation of parameters transformed into string type.
Parameters are transformed into strings according to the same rules as in Print() and Comment().
See also
StringAdd
© 2000-2017, MetaQuotes Software Corp.
1069 String Functions
StringFill
It fills out a selected string by specified symbols.
bool StringFill(
string& string_var, // string to fill
ushort character // symbol that will fill the string
);
Parameters
string_var
[in][out] String, that will be filled out by the selected symbol.
character
[in] Symbol, by which the string will be filled out.
Return Value
In case of success returns true, otherwise - false. To get the error code call GetLastError().
Note
Filling out a string at place means that symbols are inserted directly to the string without
transitional operations of new string creation or copying. This allows to save the operation time.
Example:
void OnStart()
{
string str;
StringInit(str,20,'_');
Print("str = ",str);
StringFill(str,0);
Print("str = ",str,": StringBufferLen(str) = ", StringBufferLen(str));
}
// Result
// str = ____________________
// str = : StringBufferLen(str) = 20
//
See also
StringBufferLen, StringLen, StringInit
© 2000-2017, MetaQuotes Software Corp.
1070 String Functions
StringFind
Search for a substring in a string.
int StringFind(
string string_value, // string in which search is made
string match_substring, // what is searched
int start_pos=0 // from what position search starts
);
Parameters
string_value
[in] String, in which search is made.
match_substring
[in] Searched substring.
start_pos=0
[in] Position in the string from which search is started.
Return Value
Returns position number in a string, from which the searched substring starts, or -1, if the substring
is not found.
© 2000-2017, MetaQuotes Software Corp.
1071 String Functions
StringGetCharacter
Returns value of a symbol, located in the specified position of a string.
ushort StringGetCharacter(
string string_value, // string
int pos // symbol position in the string
);
Parameters
string_value
[in] String.
pos
[in] Position of a symbol in the string. Can be from 0 to StringLen(text) -1.
Return Value
Symbol code or 0 in case of an error. To get the error code call GetLastError().
© 2000-2017, MetaQuotes Software Corp.
1072 String Functions
StringInit
Initializes a string by specified symbols and provides the specified string size.
bool StringInit(
string& string_var, // string to initialize
int new_len=0, // required string length after initialization
ushort character=0 // symbol, by which the string will be filled
);
Parameters
string_var
[in][out] String that should be initialized and deinitialized.
new_len=0
[in] String length after initialization. If length=0, it deinitializes the string, i.e. the string buffer
is cleared and the buffer address is zeroed.
character=0
[in] Symbol to fill the string.
Return Value
In case of success returns true, otherwise - false. To get the error code call GetLastError().
Note
If character=0 and the length new_len>0, the buffer of the string of indicated length will be
distributed and filled by zeroes. The string length will be equal to zero, because the whole buffer is
filled out by string terminators.
Example:
void OnStart()
{
//---
string str;
StringInit(str,200,0);
Print("str = ",str,": StringBufferLen(str) = ",
StringBufferLen(str)," StringLen(str) = ",StringLen(str));
}
/* Result
str = : StringBufferLen(str) = 200 StringLen(str) = 0
*/
See also
StringBufferLen, StringLen
© 2000-2017, MetaQuotes Software Corp.
1073 String Functions
StringLen
Returns the number of symbols in a string.
int StringLen(
string string_value // string
);
Parameters
string_value
[in] String to calculate length.
Return Value
Number of symbols in a string without the ending zero.
© 2000-2017, MetaQuotes Software Corp.
1074 String Functions
StringReplace
It replaces all the found substrings of a string by a set sequence of symbols.
int StringReplace(
string& str, // the string in which substrings will be replaced
const string find, // the searched substring
const string replacement // the substring that will be inserted to the found positions
);
Parameters
str
[in][out] The string in which you are going to replace substrings.
find
[in] The desired substring to replace.
replacement
[in] The string that will be inserted instead of the found one.
Return Value
The function returns the number of replacements in case of success, otherwise -1. To get an error
code call the GetLastError() function.
Note
If the function has run successfully but no replacements have been made (the substring to replace
was not found), it returns 0.
The error can result from incorrect str or find parameters (empty or non-initialized string, see
StringInit() ). Besides, the error occurs if there is not enough memory to complete the replacement.
Example:
string text="The quick brown fox jumped over the lazy dog.";
int replaced=StringReplace(text,"quick","slow");
replaced+=StringReplace(text,"brown","black");
replaced+=StringReplace(text,"fox","bear");
Print("Replaced: ", replaced,". Result=",text);
// Result
// Replaced: 3. Result=The slow black bear jumped over the lazy dog.
//
See also
StringSetCharacter(), StringSubstr()
© 2000-2017, MetaQuotes Software Corp.
1075 String Functions
StringSetCharacter
Returns copy of a string with a changed character in a specified position.
bool StringSetCharacter(
string& string_var, // string
int pos, // position
ushort character // character
);
Parameters
string_var
[in][out] String.
pos
[in] Position of a character in a string. Can be from 0 to StringLen(text).
character
[in] Symbol code Unicode.
Note
If pos is less than string length and the symbol code value = 0, the string is cut off (but the buffer
size, distributed for the string remains unchanged). The string length becomes equal to pos.
If pos is equal to string length, the specified symbol is added at the string end, and the length is
enlarged by one.
Example:
void OnStart()
{
string str="0123456789";
Print("before: str = ",str,",StringBufferLen(str) = ",
StringBufferLen(str)," StringLen(str) = ",StringLen(str));
//--- add zero value in the middle
StringSetCharacter(str,6,0);
Print("after: str = ",str,",StringBufferLen(str) = ",
StringBufferLen(str)," StringLen(str) = ",StringLen(str));
//--- add symbol at the end
int size=StringLen(str);
StringSetCharacter(str,size,'+');
Print("addition: str = ",str,",StringBufferLen(str) = ",
StringBufferLen(str)," StringLen(str) = ",StringLen(str));
}
/* Result
before: str = 0123456789 ,StringBufferLen(str) = 0 StringLen(str) = 10
after: str = 012345 ,StringBufferLen(str) = 16 StringLen(str) = 6
addition: str = 012345+ ,StringBufferLen(str) = 16 StringLen(str) = 7
*/
© 2000-2017, MetaQuotes Software Corp.
1076 String Functions
See also
StringBufferLen, StringLen, StringFill, StringInit
© 2000-2017, MetaQuotes Software Corp.
1077 String Functions
StringSplit
Gets substrings by a specified separator from the specified string, returns the number of substrings
obtained.
int StringSplit(
const string string_value, // A string to search in
const ushort separator, // A separator using which substrings will be searched
string & result[] // An array passed by reference to get the found substrings
);
Parameters
string_value
[in] The string from which you need to get substrings. The string will not change.
pos
[in] The code of the separator character. To get the code, you can use the StringGetCharacter()
function.
result[]
[out] An array of strings where the obtained substrings are located.
Return Value
The number of substrings in the result[] array. If the separator is not found in the passed string,
only one source string will be placed in the array.
If string_value is empty or NULL, the function will return zero. In case of an error the function
returns -1. To get the error code, call the GetLastError() function.
Example:
string to_split="_life_is_good_"; // A string to split into substrings
string sep="_"; // A separator as a character
ushort u_sep; // The code of the separator character
string result[]; // An array to get strings
//--- Get the separator code
u_sep=StringGetCharacter(sep,0);
//--- Split the string to substrings
int k=StringSplit(to_split,u_sep,result);
//--- Show a comment
PrintFormat("Strings obtained: %d. Used separator '%s' with the code %d",k,sep,u_sep);
//--- Now output all obtained strings
if(k>0)
{
for(int i=0;i<k;i++)
{
PrintFormat("result[%d]=\"%s\"",i,result[i]);
}
}
© 2000-2017, MetaQuotes Software Corp.
1078 String Functions
See also
StringReplace(), StringSubstr(), StringConcatenate()
© 2000-2017, MetaQuotes Software Corp.
1079 String Functions
StringSubstr
Extracts a substring from a text string starting from the specified position.
string StringSubstr(
string string_value, // string
int start_pos, // position to start with
int length=-1 // length of extracted string
);
Parameters
string_value
[in] String to extract a substring from.
start_pos
[in] Initial position of a substring. Can be from 0 to StringLen(text) -1.
length=-1
[in] Length of an extracted substring. If the parameter value is equal to -1 or parameter isn't set,
the substring will be extracted from the indicated position till the string end.
Return Value
Copy of a extracted substring, if possible. Otherwise returns an empty string.
© 2000-2017, MetaQuotes Software Corp.
1080 String Functions
StringToLower
Transforms all symbols of a selected string into lowercase.
bool StringToLower(
string& string_var // string to process
);
Parameters
string_var
[in][out] String.
Return Value
In case of success returns true, otherwise - false. To get the error code call GetLastError().
© 2000-2017, MetaQuotes Software Corp.
1081 String Functions
StringToUpper
Transforms all symbols of a selected string into capitals.
bool StringToUpper(
string& string_var // string to process
);
Parameters
string_var
[in][out] String.
Return Value
In case of success returns true, otherwise - false. To get the error code call GetLastError().
© 2000-2017, MetaQuotes Software Corp.
1082 String Functions
StringTrimLeft
The function cuts line feed characters, spaces and tabs in the left part of the string till the first
meaningful symbol. The string is modified at place.
int StringTrimLeft(
string& string_var // string to cut
);
Parameters
string_var
[in][out] String that will be cut from the left.
Return Value
Returns the number of cut symbols.
© 2000-2017, MetaQuotes Software Corp.
1083 String Functions
StringTrimRight
The function cuts line feed characters, spaces and tabs in the right part of the string after the last
meaningful symbol. The string is modified at place.
int StringTrimRight(
string& string_var // string to cut
);
);
Parameters
string_var
[in][out] String that will be cut from the right.
Return Value
Returns the number of cut symbols.
© 2000-2017, MetaQuotes Software Corp.
1084 Date and Time
Date and Time
This is the group of functions for working with data of datetime type (an integer that represents the
number of seconds elapsed from 0 hours of January 1, 1970).
To arrange high-resolution counters and timers, use the GetTickCount() function, which produces
values in milliseconds.
Function Action
TimeCurrent Returns the last known server time (time of the
last quote receipt) in the datetime format
TimeTradeServer Returns the current calculation time of the
trade server
TimeLocal Returns the local computer time in datetime
format
TimeGMT Returns GMT in datetime format with the
Daylight Saving Time by local time of the
computer, where the client terminal is running
TimeDaylightSavings Returns the sign of Daylight Saving Time switch
TimeGMTOffset Returns the current difference between GMT
time and the local computer time in seconds,
taking into account DST switch
TimeToStruct Converts a datetime value into a variable of
MqlDateTime structure type
StructToTime Converts a variable of MqlDateTime structure
type into a datetime value
© 2000-2017, MetaQuotes Software Corp.
1085 Date and Time
TimeCurrent
Returns the last known server time, time of the last quote receipt for one of the symbols selected in
the "Market Watch" window. In the OnTick() handler, this function returns the time of the received
handled tick. In other cases (for example, call in handlers OnInit(), OnDeinit(), OnTimer() and so on)
this is the time of the last quote receipt for any symbol available in the "Market Watch" window, the
time shown in the title of this window. The time value is formed on a trade server and does not
depend on the time settings on your computer. There are 2 variants of the function.
Call without parameters
datetime TimeCurrent();
Call with MqlDateTime type parameter
datetime TimeCurrent(
MqlDateTime& dt_struct // structure type variable
);
Parameters
dt_struct
[out] MqlDateTime structure type variable.
Return Value
Value of datetime type
Note
If the MqlDateTime structure type variable has been passed as a parameter, it is filled accordingly.
To arrange high-resolution counters and timers, use the GetTickCount() function, which produces
values in milliseconds.
During testing in the strategy tester, TimeCurrent() is simulated according to historical data.
© 2000-2017, MetaQuotes Software Corp.
1086 Date and Time
TimeTradeServer
Returns the calculated current time of the trade server. Unlike TimeCurrent(), the calculation of the
time value is performed in the client terminal and depends on the time settings on your computer.
There are 2 variants of the function.
Call without parameters
datetime TimeTradeServer();
Call with MqlDateTime type parameter
datetime TimeTradeServer(
MqlDateTime& dt_struct // Variable of structure type
);
Parameters
dt_struct
[out] Variable of structure type MqlDateTime.
Return Value
Value of datetime type
Note
If the MqlDateTime structure type variable has been passed as a parameter, it is filled accordingly.
To arrange high-resolution counters and timers, use the GetTickCount() function, which produces
values in milliseconds.
During testing in the strategy tester, TimeTradeServer() is simulated according to historical data
and always equal to TimeCurrent().
© 2000-2017, MetaQuotes Software Corp.
1087 Date and Time
TimeLocal
Returns the local time of a computer, where the client terminal is running. There are 2 variants of the
function.
Call without parameters
datetime TimeLocal();
Call with MqlDateTime type parameter
datetime TimeLocal(
MqlDateTime& dt_struct // Variable of structure type
);
Parameters
dt_struct
[out] Variable of structure type MqlDateTime.
Return Value
Value of datetime type
Note
If the MqlDateTime structure type variable has been passed as a parameter, it is filled accordingly.
To arrange high-resolution counters and timers, use the GetTickCount() function, which produces
values in milliseconds.
During testing in the strategy tester, TimeLocal() is always equal to TimeCurrent() simulated server
time.
© 2000-2017, MetaQuotes Software Corp.
1088 Date and Time
TimeGMT
Returns the GMT, which is calculated taking into account the DST switch by the local time on the
computer where the client terminal is running. There are 2 variants of the function.
Call without parameters
datetime TimeGMT();
Call with MqlDateTime type parameter
datetime TimeGMT(
MqlDateTime& dt_struct // Variable of structure type
);
Parameters
dt_struct
[out] Variable of structure type MqlDateTime.
Return Value
Value of datetime type
Note
If the MqlDateTime structure type variable has been passed as a parameter, it is filled accordingly.
To arrange high-resolution counters and timers, use the GetTickCount() function, which produces
values in milliseconds.
During testing in the strategy tester, TimeGMT() is always equal to TimeTradeServer() simulated
server time.
© 2000-2017, MetaQuotes Software Corp.
1089 Date and Time
TimeDaylightSavings
Returns correction for daylight saving time in seconds, if the switch to summer time has been made.
It depends on the time settings of your computer.
int TimeDaylightSavings();
Return Value
If switch to winter (standard) time has been made, it returns 0.
© 2000-2017, MetaQuotes Software Corp.
1090 Date and Time
TimeGMTOffset
Returns the current difference between GMT time and the local computer time in seconds, taking into
account switch to winter or summer time. Depends on the time settings of your computer.
int TimeGMTOffset();
Return Value
The value of int type, representing the current difference between GMT time and the local time of
the computer TimeLocal in seconds.
TimeGMTOffset() = TimeGMT() - TimeLocal()
© 2000-2017, MetaQuotes Software Corp.
1091 Date and Time
TimeToStruct
Converts a value of datetime type (number of seconds since 01.01.1970) into a structure variable
MqlDateTime.
void TimeToStruct(
datetime dt, // date and time
MqlDateTime& dt_struct // structure for the adoption of values
);
Parameters
dt
[in] Date value to convert.
dt_struct
[out] Variable of structure type MqlDateTime.
Return Value
No return value.
© 2000-2017, MetaQuotes Software Corp.
1092 Date and Time
StructToTime
Converts a structure variable MqlDateTime into a value of datetime type and returns the resulting
value.
datetime StructToTime(
MqlDateTime$ dt_struct // structure of the date and time
);
Parameters
dt_struct
[in] Variable of structure type MqlDateTime.
Return Value
The value of datetime type containing the number of seconds since 01.01.1970.
© 2000-2017, MetaQuotes Software Corp.
1093 Account Information
Account Information
Functions that return parameters of the current account.
Function Action
AccountInfoDouble Returns a value of double type of the
corresponding account property
AccountInfoInteger Returns a value of integer type (bool, int or
long) of the corresponding account property
AccountInfoString Returns a value string type corresponding
account property
© 2000-2017, MetaQuotes Software Corp.
1094 Account Information
AccountInfoDouble
Returns the value of the corresponding account property.
double AccountInfoDouble(
int property_id // identifier of the property
);
Parameters
property_id
[in] Identifier of the property. The value can be one of the values of
ENUM_ACCOUNT_INFO_DOUBLE.
Return Value
Value of double type.
Example:
void OnStart()
{
//--- show all the information available from the function AccountInfoDouble()
printf("ACCOUNT_BALANCE = %G",AccountInfoDouble(ACCOUNT_BALANCE));
printf("ACCOUNT_CREDIT = %G",AccountInfoDouble(ACCOUNT_CREDIT));
printf("ACCOUNT_PROFIT = %G",AccountInfoDouble(ACCOUNT_PROFIT));
printf("ACCOUNT_EQUITY = %G",AccountInfoDouble(ACCOUNT_EQUITY));
printf("ACCOUNT_MARGIN = %G",AccountInfoDouble(ACCOUNT_MARGIN));
printf("ACCOUNT_FREEMARGIN = %G",AccountInfoDouble(ACCOUNT_FREEMARGIN));
printf("ACCOUNT_MARGIN_LEVEL = %G",AccountInfoDouble(ACCOUNT_MARGIN_LEVEL));
printf("ACCOUNT_MARGIN_SO_CALL = %G",AccountInfoDouble(ACCOUNT_MARGIN_SO_CALL));
printf("ACCOUNT_MARGIN_SO_SO = %G",AccountInfoDouble(ACCOUNT_MARGIN_SO_SO));
}
See also
SymbolInfoDouble, SymbolInfoString, SymbolInfoInteger, PrintFormat
© 2000-2017, MetaQuotes Software Corp.
1095 Account Information
AccountInfoInteger
Returns the value of the properties of the account.
long AccountInfoInteger(
int property_id // Identifier of the property
);
Parameters
property_id
[in] Identifier of the property. The value can be one of the values of
ENUM_ACCOUNT_INFO_INTEGER.
Return Value
Value of long type.
Note
The property must be one of the bool, int or long types.
Example:
void OnStart()
{
//--- show all the information available from the function AccountInfoInteger()
printf("ACCOUNT_LOGIN = %d",AccountInfoInteger(ACCOUNT_LOGIN));
printf("ACCOUNT_LEVERAGE = %d",AccountInfoInteger(ACCOUNT_LEVERAGE));
bool thisAccountTradeAllowed=AccountInfoInteger(ACCOUNT_TRADE_ALLOWED);
bool EATradeAllowed=AccountInfoInteger(ACCOUNT_TRADE_EXPERT);
ENUM_ACCOUNT_TRADE_MODE tradeMode=(ENUM_ACCOUNT_TRADE_MODE)AccountInfoInteger(ACCOUNT_TRADE_MODE
ENUM_ACCOUNT_STOPOUT_MODE stopOutMode=(ENUM_ACCOUNT_STOPOUT_MODE)AccountInfoInteger(ACCOUNT_MARG
//--- Inform about the possibility to perform a trade operation
if(thisAccountTradeAllowed)
Print("Trade for this account is permitted");
else
Print("Trade for this account is prohibited!");
//--- Find out if it is possible to trade on this account by Expert Advisors
if(EATradeAllowed)
Print("Trade by Expert Advisors is permitted for this account");
else
Print("Trade by Expert Advisors is prohibited for this account!");
//--- Find out the account type
switch(tradeMode)
{
case(ACCOUNT_TRADE_MODE_DEMO):
Print("This is a demo account");
break;
© 2000-2017, MetaQuotes Software Corp.
1096 Account Information
case(ACCOUNT_TRADE_MODE_CONTEST):
Print("This is a competition account");
break;
default:Print("This is a real account!");
}
//--- Find out the StopOut level setting mode
switch(stopOutMode)
{
case(ACCOUNT_STOPOUT_MODE_PERCENT):
Print("The StopOut level is specified percentage");
break;
default:Print("The StopOut level is specified in monetary terms");
}
}
See also
Account Information
© 2000-2017, MetaQuotes Software Corp.
1097 Account Information
AccountInfoString
Returns the value of the corresponding account property.
string AccountInfoString(
int property_id // Identifier of the property
);
Parameters
property_id
[in] Identifier of the property. The value can be one of the values of
ENUM_ACCOUNT_INFO_STRING.
Return Value
Value of string type.
Example:
void OnStart()
{
//--- Show all the information available from the function AccountInfoString()
Print("The name of the broker = ",AccountInfoString(ACCOUNT_COMPANY));
Print("Deposit currency = ",AccountInfoString(ACCOUNT_CURRENCY));
Print("Client name = ",AccountInfoString(ACCOUNT_NAME));
Print("The name of the trade server = ",AccountInfoString(ACCOUNT_SERVER));
}
See also
Account Information
© 2000-2017, MetaQuotes Software Corp.
1098 Checkup
State Checking
Functions that return parameters of the current state of the client terminal
Function Action
GetLastError Returns the last error
IsStopped Returns true, if an mql5 program has been
commanded to stop its operation
UninitializeReason Returns the code of the reason for
deinitialization
TerminalInfoInteger Returns an integer value of a corresponding
property of the mql5 program environment
TerminalInfoDouble Returns a double value of a corresponding
property of the mql5 program environment
TerminalInfoString Returns a string value of a corresponding
property of the mql5 program environment
MQLInfoInteger Returns an integer value of a corresponding
property of a running mql5 program
MQLInfoString Returns a string value of a corresponding
property of a running mql5 program
Symbol Returns the name of a symbol of the current
chart
Period Returns the current chart timeframe
Digits Returns the number of decimal digits
determining the accuracy of the price value of
the current chart symbol
Point Returns the point size of the current symbol in
the quote currency
© 2000-2017, MetaQuotes Software Corp.
1099 Checkup
GetLastError
Returns the contents of the system variable _LastError.
int GetLastError();
Return Value
Returns the value of the last error that occurred during the execution of an mql5 program.
Note
After the function call, the contents of _LastError are not reset. To reset this variable, you need to
call ResetLastError().
See also
Trade Server Return Codes
© 2000-2017, MetaQuotes Software Corp.
1100 Checkup
IsStopped
Checks the forced shutdown of an mql5 program.
bool IsStopped();
Return Value
Returns true, if the _StopFlag system variable contains a value other than 0. A nonzero value is
written into _StopFlag, if a mql5 program has been commanded to complete its operation. In this
case, you must immediately terminate the program, otherwise the program will be completed
forcibly from the outside after 3 seconds.
© 2000-2017, MetaQuotes Software Corp.
1101 Checkup
UninitializeReason
Returns the code of a reason for deinitialization.
int UninitializeReason();
Return Value
Returns the value of _UninitReason which is formed before OnDeinit() is called. Value depends on
the reasons that led to deinitialization.
© 2000-2017, MetaQuotes Software Corp.
1102 Checkup
TerminalInfoInteger
Returns the value of a corresponding property of the mql5 program environment.
int TerminalInfoInteger(
int property_id // identifier of a property
);
Parameters
property_id
[in] Identifier of a property. Can be one of the values of the ENUM_TERMINAL_INFO_INTEGER
enumeration.
Return Value
Value of int type.
© 2000-2017, MetaQuotes Software Corp.
1103 Checkup
TerminalInfoDouble
Returns the value of a corresponding property of the mql5 program environment.
double TerminalInfoDouble(
int property_id // identifier of a property
);
Parameters
property_id
[in] Identifier of a property. Can be one of the values of the ENUM_TERMINAL_INFO_DOUBLE
enumeration.
Return Value
Value of double type.
© 2000-2017, MetaQuotes Software Corp.
1104 Checkup
TerminalInfoString
Returns the value of a corresponding property of the mql5 program environment. The property must be
of string type.
string TerminalInfoString(
int property_id // identifier of a property
);
Parameters
property_id
[in] Identifier of a property. Can be one of the values of the ENUM_TERMINAL_INFO_STRING
enumeration.
Return Value
Value of string type.
© 2000-2017, MetaQuotes Software Corp.
1105 Checkup
MQLInfoInteger
Returns the value of a corresponding property of a running mql5 program.
int MQLInfoInteger(
int property_id // identifier of a property
);
Parameters
property_id
[in] Identifier of a property. Can be one of values of the ENUM_MQL_INFO_INTEGER enumeration.
Return Value
Value of int type.
© 2000-2017, MetaQuotes Software Corp.
1106 Checkup
MQLInfoString
Returns the value of a corresponding property of a running mql5 program.
string MQLInfoString(
int property_id // Identifier of a property
);
Parameters
property_id
[in] Identifier of a property. Can be one of the ENUM_MQL_INFO_STRING enumeration.
Return Value
Value of string type.
© 2000-2017, MetaQuotes Software Corp.
1107 Checkup
Symbol
Returns the name of a symbol of the current chart.
string Symbol();
Return Value
Value of the _Symbol system variable, which stores the name of the current chart symbol.
© 2000-2017, MetaQuotes Software Corp.
1108 Checkup
Period
Returns the current chart timeframe.
ENUM_TIMEFRAMES Period();
Return Value
The contents of the _Period variable that contains the value of the current chart timeframe. The
value can be one of the values of the ENUM_TIMEFRAMES enumeration.
See also
PeriodSeconds, Chart timeframes, Date and Time, Visibility of objects
© 2000-2017, MetaQuotes Software Corp.
1109 Checkup
Digits
Returns the number of decimal digits determining the accuracy of price of the current chart symbol.
int Digits();
Return Value
The value of the _Digits variable which stores the number of decimal digits determining the
accuracy of price of the current chart symbol.
© 2000-2017, MetaQuotes Software Corp.
1110 Checkup
Point
Returns the point size of the current symbol in the quote currency.
double Point();
Return Value
The value of the _Point variable which stores the point size of the current symbol in the quote
currency.
© 2000-2017, MetaQuotes Software Corp.
1111 Market Info
Getting Market Information
These are functions intended for receiving information about the market state.
Function Action
SymbolsTotal Returns the number of available (selected in
Market Watch or all) symbols
SymbolName Returns the name of a specified symbol
SymbolSelect Selects a symbol in the Market Watch window or
removes a symbol from the window
SymbolIsSynchronized Checks whether data of a selected symbol in the
terminal are synchronized with data on the
trade server
SymbolInfoDouble Returns the double value of the symbol for the
corresponding property
SymbolInfoInteger Returns a value of an integer type (long,
datetime, int or bool) of a specified symbol for
the corresponding property
SymbolInfoString Returns a value of the string type of a specified
symbol for the corresponding property
SymbolInfoMarginRate Returns the margin rates depending on the
order type and direction
SymbolInfoTick Returns the current prices for the specified
symbol in a variable of the MqlTick type
SymbolInfoSessionQuote Allows receiving time of beginning and end of
the specified quoting sessions for a specified
symbol and day of week.
SymbolInfoSessionTrade Allows receiving time of beginning and end of
the specified trading sessions for a specified
symbol and day of week.
MarketBookAdd Provides opening of Depth of Market for a
selected symbol, and subscribes for receiving
notifications of the DOM changes
MarketBookRelease Provides closing of Depth of Market for a
selected symbol, and cancels the subscription
for receiving notifications of the DOM changes
MarketBookGet Returns a structure array MqlBookInfo
containing records of the Depth of Market of a
specified symbol
© 2000-2017, MetaQuotes Software Corp.
1112 Market Info
SymbolsTotal
Returns the number of available (selected in Market Watch or all) symbols.
int SymbolsTotal(
bool selected // True - only symbols in MarketWatch
);
Parameters
selected
[in] Request mode. Can be true or false.
Return Value
If the 'selected' parameter is true, the function returns the number of symbols selected in
MarketWatch. If the value is false, it returns the total number of all symbols.
© 2000-2017, MetaQuotes Software Corp.
1113 Market Info
SymbolName
Returns the name of a symbol.
string SymbolName(
int pos, // number in the list
bool selected // true - only symbols in MarketWatch
);
Parameters
pos
[in] Order number of a symbol.
selected
[in] Request mode. If the value is true, the symbol is taken from the list of symbols selected in
MarketWatch. If the value is false, the symbol is taken from the general list.
Return Value
Value of string type with the symbol name.
© 2000-2017, MetaQuotes Software Corp.
1114 Market Info
SymbolSelect
Selects a symbol in the Market Watch window or removes a symbol from the window.
bool SymbolSelect(
string name, // symbol name
bool select // add or remove
);
Parameters
name
[in] Symbol name.
select
[in] Switch. If the value is false, a symbol should be removed from MarketWatch, otherwise a
symbol should be selected in this window. A symbol can't be removed if the symbol chart is open,
or there are open positions for this symbol.
Return Value
In case of failure returns false.
© 2000-2017, MetaQuotes Software Corp.
1115 Market Info
SymbolIsSynchronized
The function checks whether data of a selected symbol in the terminal are synchronized with data on
the trade server.
bool SymbolIsSynchronized(
string name, // symbol name
);
Parameters
name
[in] Symbol name.
Return value
If data are synchronized, returns 'true'; otherwise returns 'false'.
See also
SymbolInfoInteger, Organizing Data Access
© 2000-2017, MetaQuotes Software Corp.
1116 Market Info
SymbolInfoDouble
Returns the corresponding property of a specified symbol. There are 2 variants of the function.
1. Immediately returns the property value.
double SymbolInfoDouble(
string name, // symbol
ENUM_SYMBOL_INFO_DOUBLE prop_id // identifier of the property
);
2. Returns true or false depending on whether a function is successfully performed. In case of success,
the value of the property is placed into a recipient variable, passed by reference by the last
parameter.
bool SymbolInfoDouble(
string name, // symbol
ENUM_SYMBOL_INFO_DOUBLE prop_id, // identifier of the property
double& double_var // here we accept the property value
);
Parameters
name
[in] Symbol name.
prop_id
[in] Identifier of a symbol property. The value can be one of the values of the
ENUM_SYMBOL_INFO_DOUBLE enumeration.
double_var
[out] Variable of double type receiving the value of the requested property.
Return Value
The value of double type. In case of execution failure, information about the error can be obtained
using GetLastError() function:
· 5040 – invalid string parameter for specifying a symbol name,
· 4301 – unknown symbol (financial instrument),
· 4302 – symbol is not selected in "Market Watch" (not found in the list of available ones),
· 4303 – invalid identifier of a symbol property.
Note
It is recommended to use SymbolInfoTick() if the function is used for getting information about the
last tick. It may well be that not a single quote has appeared yet since the terminal is connected to a
trading account. In such a case, the requested value will be indefinite.
In most cases, it is enough to use SymbolInfoTick() function allowing a user to receive the values of
Ask, Bid, Last, Volume and the time of the last tick's arrival during a single call.
Example:
void OnTick()
© 2000-2017, MetaQuotes Software Corp.
1117 Market Info
{
//--- obtain spread from the symbol properties
bool spreadfloat=SymbolInfoInteger(Symbol(),SYMBOL_SPREAD_FLOAT);
string comm=StringFormat("Spread %s = %I64d points\r\n",
spreadfloat?"floating":"fixed",
SymbolInfoInteger(Symbol(),SYMBOL_SPREAD));
//--- now let's calculate the spread by ourselves
double ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK);
double bid=SymbolInfoDouble(Symbol(),SYMBOL_BID);
double spread=ask-bid;
int spread_points=(int)MathRound(spread/SymbolInfoDouble(Symbol(),SYMBOL_POINT));
comm=comm+"Calculated spread = "+(string)spread_points+" points";
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1118 Market Info
SymbolInfoInteger
Returns the corresponding property of a specified symbol. There are 2 variants of the function.
1. Immediately returns the property value.
long SymbolInfoInteger(
string name, // symbol
ENUM_SYMBOL_INFO_INTEGER prop_id // identifier of a property
);
2. Returns true or false depending on whether a function is successfully performed. In case of success,
the value of the property is placed into a recipient variable, passed by reference by the last
parameter.
bool SymbolInfoInteger(
string name, // symbol
ENUM_SYMBOL_INFO_INTEGER prop_id, // identifier of a property
long& long_var // here we accept the property value
);
Parameters
name
[in] Symbol name.
prop_id
[in] Identifier of a symbol property. The value can be one of the values of the
ENUM_SYMBOL_INFO_INTEGER enumeration.
long_var
[out] Variable of the long type receiving the value of the requested property.
Return Value
The value of long type. In case of execution failure, information about the error can be obtained
using GetLastError() function:
· 5040 – invalid string parameter for specifying a symbol name,
· 4301 – unknown symbol (financial instrument),
· 4302 – symbol is not selected in "Market Watch" (not found in the list of available ones),
· 4303 – invalid identifier of a symbol property.
Note
It is recommended to use SymbolInfoTick() if the function is used for getting information about the
last tick. It may well be that not a single quote has appeared yet since the terminal is connected to a
trading account. In such a case, the requested value will be indefinite.
In most cases, it is enough to use SymbolInfoTick() function allowing a user to receive the values of
Ask, Bid, Last, Volume and the time of the last tick's arrival during a single call.
Example:
© 2000-2017, MetaQuotes Software Corp.
1119 Market Info
void OnTick()
{
//--- obtain spread from the symbol properties
bool spreadfloat=SymbolInfoInteger(Symbol(),SYMBOL_SPREAD_FLOAT);
string comm=StringFormat("Spread %s = %I64d points\r\n",
spreadfloat?"floating":"fixed",
SymbolInfoInteger(Symbol(),SYMBOL_SPREAD));
//--- now let's calculate the spread by ourselves
double ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK);
double bid=SymbolInfoDouble(Symbol(),SYMBOL_BID);
double spread=ask-bid;
int spread_points=(int)MathRound(spread/SymbolInfoDouble(Symbol(),SYMBOL_POINT));
comm=comm+"Calculated spread = "+(string)spread_points+" points";
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1120 Market Info
SymbolInfoString
Returns the corresponding property of a specified symbol. There are 2 variants of the function.
1. Immediately returns the property value.
string SymbolInfoString(
string name, // Symbol
ENUM_SYMBOL_INFO_STRING prop_id // Property identifier
);
2. Returns true or false, depending on the success of a function. If successful, the value of the
property is placed in a placeholder variable passed by reference in the last parameter.
bool SymbolInfoString(
string name, // Symbol
ENUM_SYMBOL_INFO_STRING prop_id, // Property identifier
string& string_var // here we accept the property value
);
Parameters
name
[in] Symbol name.
prop_id
[in] Identifier of a symbol property. The value can be one of the values of the
ENUM_SYMBOL_INFO_STRING enumeration.
string_var
[out] Variable of the string type receiving the value of the requested property.
Return Value
The value of string type. In case of execution failure, information about the error can be obtained
using GetLastError() function:
· 5040 – invalid string parameter for specifying a symbol name,
· 4301 – unknown symbol (financial instrument),
· 4302 – symbol is not selected in "Market Watch" (not found in the list of available ones),
· 4303 – invalid identifier of a symbol property.
Note
It is recommended to use SymbolInfoTick() if the function is used for getting information about the
last tick. It may well be that not a single quote has appeared yet since the terminal is connected to a
trading account. In such a case, the requested value will be indefinite.
In most cases, it is enough to use SymbolInfoTick() function allowing a user to receive the values of
Ask, Bid, Last, Volume and the time of the last tick's arrival during a single call.
© 2000-2017, MetaQuotes Software Corp.
1121 Market Info
SymbolInfoMarginRate
Returns the margin rates depending on the order type and direction.
bool SymbolInfoMarginRate(
string name, // symbol name
ENUM_ORDER_TYPE order_type, // order type
double& initial_margin_rate, // initial margin rate
double& maintenance_margin_rate // maintenance margin rate
);
Parameters
name
[in] Symbol name.
order_type
[in] Order type.
initial_margin_rate
[in] A double type variable for receiving an initial margin rate. Initial margin is a security deposit
for 1 lot deal in the appropriate direction. Multiplying the rate by the initial margin, we receive the
amount of funds to be reserved on the account when placing an order of the specified type.
maintenance_margin_rate
[out] A double type variable for receiving a maintenance margin rate. Maintenance margin is a
minimum amount for maintaining an open position of 1 lot in the appropriate direction. Multiplying
the rate by the maintenance margin, we receive the amount of funds to be reserved on the
account after an order of the specified type is activated.
Return Value
Returns true if request for properties is successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
1122 Market Info
SymbolInfoTick
The function returns current prices of a specified symbol in a variable of the MqlTick type.
bool SymbolInfoTick(
string symbol, // symbol name
MqlTick& tick // reference to a structure
);
Parameters
symbol
[in] Symbol name.
tick
[out] Link to the structure of the MqlTick type, to which the current prices and time of the last
price update will be placed.
Return Value
The function returns true if successful, otherwise returns false.
© 2000-2017, MetaQuotes Software Corp.
1123 Market Info
SymbolInfoSessionQuote
Allows receiving time of beginning and end of the specified quoting sessions for a specified symbol
and day of week.
bool SymbolInfoSessionQuote(
string name, // symbol name
ENUM_DAY_OF_WEEK day_of_week, // day of the week
uint session_index, // session index
datetime& from, // time of the session beginning
datetime& to // time of the session end
);
Parameters
name
[in] Symbol name.
ENUM_DAY_OF_WEEK
[in] Day of the week, value of enumeration ENUM_DAY_OF_WEEK.
uint
[in] Ordinal number of a session, whose beginning and end time we want to receive. Indexing of
sessions starts with 0.
from
[out] Session beginning time in seconds from 00 hours 00 minutes, in the returned value date
should be ignored.
to
[out] Session end time in seconds from 00 hours 00 minutes, in the returned value date should be
ignored.
Return Value
If data for the specified session, symbol and day of the week are received, returns true, otherwise
returns false.
See also
Symbol Properties, TimeToStruct, Data Structures
© 2000-2017, MetaQuotes Software Corp.
1124 Market Info
SymbolInfoSessionTrade
Allows receiving time of beginning and end of the specified trading sessions for a specified symbol and
day of week.
bool SymbolInfoSessionTrade(
string name, // symbol name
ENUM_DAY_OF_WEEK day_of_week, // day of the week
uint session_index, // session index
datetime& from, // session beginning time
datetime& to // session end time
);
Parameters
name
[in] Symbol name.
ENUM_DAY_OF_WEEK
[in] Day of the week, value of enumeration ENUM_DAY_OF_WEEK.
uint
[in] Ordinal number of a session, whose beginning and end time we want to receive. Indexing of
sessions starts with 0.
from
[out] Session beginning time in seconds from 00 hours 00 minutes, in the returned value date
should be ignored.
to
[out] Session end time in seconds from 00 hours 00 minutes, in the returned value date should be
ignored.
Return value
If data for the specified session, symbol and day of the week are received, returns true, otherwise
returns false.
See also
Symbol Properties, TimeToStruct, Data Structures
© 2000-2017, MetaQuotes Software Corp.
1125 Market Info
MarketBookAdd
Provides opening of Depth of Market for a selected symbol, and subscribes for receiving notifications
of the DOM changes.
bool MarketBookAdd(
string symbol // symbol
);
Parameters
symbol
[in] The name of a symbol, whose Depth of Market is to be used in the Expert Advisor or script.
Return Value
The true value if opened successfully, otherwise false.
Note
Normally, this function must be called from the OnInit() function or in the class constructor. To
handle incoming alerts, in the Expert Advisor program must contain the function void
OnBookEvent(string& symbol).
See also
Structure of Depth of Market, Structures and Classes
© 2000-2017, MetaQuotes Software Corp.
1126 Market Info
MarketBookRelease
Provides closing of Depth of Market for a selected symbol, and cancels the subscription for receiving
notifications of the DOM changes.
bool MarketBookRelease(
string symbol // symbol
);
Parameters
symbol
[in] Symbol name.
Return Value
The true value if closed successfully, otherwise false.
Note
Normally, this function must be called from the OnDeinit() function, if the corresponding
MarketBookAdd() function has been called in the OnInit() function. Or it must be called from the
class destructor, if the corresponding MarketBookAdd() function has been called from the class
constructor.
See also
Structure of Depth of Market, Structures and Classes
© 2000-2017, MetaQuotes Software Corp.
1127 Market Info
MarketBookGet
Returns a structure array MqlBookInfo containing records of the Depth of Market of a specified symbol.
bool MarketBookGet(
string symbol, // symbol
MqlBookInfo& book[] // reference to an array
);
Parameters
symbol
[in] Symbol name.
book[]
[in] Reference to an array of Depth of Market records. The array can be pre-allocated for a
sufficient number of records. If a dynamic array hasn't been pre-allocated in the operating
memory, the client terminal will distribute the array itself.
Return Value
Returns true in case of success, otherwise false.
Note
The Depth of Market must be pre-opened by the MarketBookAdd() function.
Example:
MqlBookInfo priceArray[];
bool getBook=MarketBookGet(NULL,priceArray);
if(getBook)
{
int size=ArraySize(priceArray);
Print("MarketBookInfo for ",Symbol());
for(int i=0;i<size;i++)
{
Print(i+":",priceArray[i].price
+" Volume = "+priceArray[i].volume,
" type = ",priceArray[i].type);
}
}
else
{
Print("Could not get contents of the symbol DOM ",Symbol());
}
See also
Structure of Depth of Market, Structures and Classes
© 2000-2017, MetaQuotes Software Corp.
1128 Timeseries and Indicators Access
Access to Timeseries and Indicator Data
These are functions for working with timeseries and indicators. A timeseries differs from the usual
data array by its reverse ordering - elements of timeseries are indexed from the end of an array to its
begin (from the most recent data to the oldest ones). To copy the time-series values and indicator
data, it's recommended to use dynamic arrays only, because copying functions are designed to allocate
the necessary size of arrays that receive values.
There is an important exception to this rule: if timeseries and indicator values need to be copied
often, for example at each call of OnTick() in Expert Advisors or at each call of OnCalculate() in
indicators, in this case one should better use statically distributed arrays, because operations of
memory allocation for dynamic arrays require additional time, and this will have effect during
testing and optimization.
When using functions accessing timeseries and indicator values, indexing direction should be taken
into account. This is described in the Indexing Direction in Arrays, Buffers and Timeseries section.
Access to indicator and timeseries data is implemented irrespective of the fact whether the requested
data are ready (the so called asynchronous access). This is critically important for the calculation of
custom indicator, so if there are no data, functions of Copy...() type immediately return an error.
However, when accessing form Expert Advisors and scripts, several attempts to receive data are made
in a small pause, which is aimed at providing some time necessary to download required timeseries or
to calculate indicator values.
The Organizing Data Access section describes details of receiving, storing and requesting price data in
the MetaTrader 5 client terminal.
It is historically accepted that an access to the price data in an array is performed from the end of the
data. Physically, the new data are always written at the array end, but the index of the array is always
© 2000-2017, MetaQuotes Software Corp.
1129 Timeseries and Indicators Access
equal to zero. The 0 index in the timeseries array denotes data of the current bar, i.e. the bar that
corresponds to the unfinished time interval in this timeframe.
A timeframe is the time period, during which a single price bar is formed. There are 21 predefined
standard timeframes.
Function Action
SeriesInfoInteger Returns information about the state of
historical data
Bars Returns the number of bars count in the history
for a specified symbol and period
BarsCalculated Returns the number of calculated data in an
indicator buffer or -1 in the case of error (data
hasn't been calculated yet)
IndicatorCreate Returns the handle to the specified technical
indicator created by an array of MqlParam type
parameters
IndicatorParameters Based on the specified handle, returns the
number of input parameters of the indicator, as
well as the values and types of the parameters
IndicatorRelease Removes an indicator handle and releases the
calculation block of the indicator, if it's not
used by anyone else
CopyBuffer Gets data of a specified buffer from a specified
indicator into an array
CopyRates Gets history data of the Rates structure for a
specified symbol and period into an array
CopyTime Gets history data on bar opening time for a
specified symbol and period into an array
CopyOpen Gets history data on bar opening price for a
specified symbol and period into an array
CopyHigh Gets history data on maximal bar price for a
specified symbol and period into an array
CopyLow Gets history data on minimal bar price for a
specified symbol and period into an array
CopyClose Gets history data on bar closing price for a
specified symbol and period into an array
CopyTickVolume Gets history data on tick volumes for a
specified symbol and period into an array
CopyRealVolume Gets history data on trade volumes for a
specified symbol and period into an array
© 2000-2017, MetaQuotes Software Corp.
1130 Timeseries and Indicators Access
CopySpread Gets history data on spreads for a specified
symbol and period into an array
CopyTicks Gets ticks in the MqlTick format into
ticks_array
CopyTicksRange Gets ticks in the MqlTick format within the
specified date range to ticks_array
Despite the fact that by using the ArraySetAsSeries() function it is possible to set up in arrays access
to elements like that in timeseries, it should be remembered that the array elements are physically
stored in one and the same order - only indexing direction changes. To demonstrate this fact let's
perform an example:
datetime TimeAsSeries[];
//--- set access to the array like to a timeseries
ArraySetAsSeries(TimeAsSeries,true);
ResetLastError();
int copied=CopyTime(NULL,0,0,10,TimeAsSeries);
if(copied<=0)
{
Print("The copy operation of the open time values for last 10 bars has failed");
return;
}
Print("TimeCurrent =",TimeCurrent());
Print("ArraySize(Time) =",ArraySize(TimeAsSeries));
int size=ArraySize(TimeAsSeries);
for(int i=0;i<size;i++)
{
Print("TimeAsSeries["+i+"] =",TimeAsSeries[i]);
}
datetime ArrayNotSeries[];
ArraySetAsSeries(ArrayNotSeries,false);
ResetLastError();
copied=CopyTime(NULL,0,0,10,ArrayNotSeries);
if(copied<=0)
{
Print("The copy operation of the open time values for last 10 bars has failed");
return;
}
size=ArraySize(ArrayNotSeries);
for(int i=size-1;i>=0;i--)
{
Print("ArrayNotSeries["+i+"] =",ArrayNotSeries[i]);
}
As a result we will get the output like this:
TimeCurrent = 2009.06.11 14:16:23
© 2000-2017, MetaQuotes Software Corp.
1131 Timeseries and Indicators Access
ArraySize(Time) = 10
TimeAsSeries[0] = 2009.06.11 14:00:00
TimeAsSeries[1] = 2009.06.11 13:00:00
TimeAsSeries[2] = 2009.06.11 12:00:00
TimeAsSeries[3] = 2009.06.11 11:00:00
TimeAsSeries[4] = 2009.06.11 10:00:00
TimeAsSeries[5] = 2009.06.11 09:00:00
TimeAsSeries[6] = 2009.06.11 08:00:00
TimeAsSeries[7] = 2009.06.11 07:00:00
TimeAsSeries[8] = 2009.06.11 06:00:00
TimeAsSeries[9] = 2009.06.11 05:00:00
ArrayNotSeries[9] = 2009.06.11 14:00:00
ArrayNotSeries[8] = 2009.06.11 13:00:00
ArrayNotSeries[7] = 2009.06.11 12:00:00
ArrayNotSeries[6] = 2009.06.11 11:00:00
ArrayNotSeries[5] = 2009.06.11 10:00:00
ArrayNotSeries[4] = 2009.06.11 09:00:00
ArrayNotSeries[3] = 2009.06.11 08:00:00
ArrayNotSeries[2] = 2009.06.11 07:00:00
ArrayNotSeries[1] = 2009.06.11 06:00:00
ArrayNotSeries[0] = 2009.06.11 05:00:00
As we see from the output, as the index of TimeAsSeries array increases, the time value of the index
decreases, i.e. we move from the present to the past. For the common array ArrayNotSeries the result
is different - as index grows, we move from past to present.
See Also
ArrayIsDynamic, ArrayGetAsSeries, ArraySetAsSeries, ArrayIsSeries
© 2000-2017, MetaQuotes Software Corp.
1132 Timeseries and Indicators Access
Indexing Direction in Arrays, Buffers and Timeseries
The default indexing of all arrays and indicator buffers is left to right. The index of the first element
is always equal to zero. Thus, the very first element of an array or indicator buffer with index 0 is by
default on the extreme left position, while the last element is on the extreme right position.
An indicator buffer is a dynamic array of type double, whose size is managed by the client terminals,
so that it always corresponds to the number of bars the indicator is calculated on. A usual dynamic
array of type double is assigned as an indicator buffer using the SetIndexBuffer() function. Indicator
buffers do not require setting of their size using function ArrayResize() - this will be done by the
executing system of the terminal.
Timeseries are arrays with reverse indexing, i.e. the first element of a timeseries is in the extreme
right position, and the last element is in the extreme left position. Timeseries being used for storing
history price data and contain the time information, we can say that the newest data are placed in the
extreme right position of the timeseries, while the oldest data are in the extreme left position.
So the timeseries element with index 0 contains the information about the latest quote of a symbol. If
a timeseries contains data on a daily timeframe, data of the current yet uncompleted day are located
on the zero position, and the position with index 1 contains yesterday data.
Changing the Indexing Direction
Function ArraySetAsSeries() allows changing the method of accessing elements of a dynamic array; the
physical order of data storing in the computer memory is not changed at that. This function simply
changes the method of addressing array elements, so when copying one array to another using
function ArrayCopy(), the contents of the recipient array will not depend on the indexing direction in
the source array.
Direction of indexing cannot be changed for statically distributed arrays. Even if an array was passed
as a parameter to a function, attempts to change the indexing direction inside this function will bring
no effect.
For indicator buffers, like for usual arrays, indexing direction can also be set as backward (like in
timeseries), i.e. reference to the zero position in the indicator buffer will mean reference to the last
value on the corresponding indicator buffer and this will correspond to the value of the indicator on the
latest bar. Still, the physical location of indicator bars will be unchanged.
Receiving Price Data in Indicators
Each custom indicator must necessarily contain the OnCalculate() function, to which price data
required for calculating values in indicator buffers are passed. Indexing direction in these passed
arrays can be found out using function ArrayGetAsSeries().
Arrays passed to the function reflect price data, i.e. these arrays have the sign of a timeseries and
function ArrayIsSeries() will return true when checking these arrays. However, in any case indexing
direction should be checked only by function ArrayGetAsSeries().
In order not to be dependent on default values, ArraySetAsSeries() should be unconditionally called for
the arrays you are going to work with, and set the required direction.
Receiving Price Data and Indicator Values
© 2000-2017, MetaQuotes Software Corp.
1133 Timeseries and Indicators Access
Default indexing direction of all arrays in Expert Advisors, indicators and scripts is left-to-right. If
necessary, in any mql5 program you can request timeseries values on any symbol and timeframe, as
well as values of indicators calculated on any symbol and timeframe.
Use functions Copy...() for these purposes:
· CopyBuffer – copy values of an indicator buffer to an array of double type;
· CopyRates – copy price history to an array of structures MqlRates;
· CopyTime – copy Time values to an array of datetime type;
· CopyOpen – copy Open values to an array of double type;
· CopyHigh – copy High values to an array of double type;
· CopyLow – copy Low values to an array of double type;
· CopyClose – copy Close values to an array of double type;
· CopyTickVolume – copy tick volumes to an array of long type;
· CopyRealVolume – copy equity volumes to a long type array;
· CopySpread – copy the spread history to an array of int type;
All these functions work in a similar way. Let's consider the data obtaining mechanism on the example
of CopyBuffer(). It is implied that the indexing direction of requested data is that of timeseries, and
the position with index 0 (zero) stores data of the current yet uncompleted bar. In order to get access
to these data we need to copy the necessary volume of data into the recipient array, e.g. into array
buffer.
When copying we need to specify the starting position in the source array, starting from which data
will be copied to the recipient array. In case of success, the specified number of elements will be
copied to the recipient array from the source array (from the indicator buffer in this case).
Irrespective of the indexing value set in the recipient array, copying is always performed as is shown
in the above figure.
If it is expected that price data will be handled in a loop with a large number of iterations, it is
advisable that you check the fact of forced program termination using the IsStopped() function:
int copied=CopyBuffer(ma_handle,// Indicator handle
0, // The index of the indicator buffer
0, // Start position for copying
number, // Number of values to copy
Buffer // The array that receives the values
© 2000-2017, MetaQuotes Software Corp.
1134 Timeseries and Indicators Access
);
if(copied<0) return;
int k=0;
while(k<copied && !IsStopped())
{
//--- Get the value for the k index
double value=Buffer[k];
// ...
// work with value
k++;
}
Example:
input int per=10; // period of the exponent
int ma_handle; // indicator handle
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//---
ma_handle=iMA(_Symbol,0,per,0,MODE_EMA,PRICE_CLOSE);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//---
double ema[10];
int copied=CopyBuffer(ma_handle,// indicator handle
0, // index of the indicator buffer
0, // starting position to copy from
10, // number of values for copying
ema // value receiving array
);
if(copied<0) return;
// .... further code
}
See also
Organizing Data Access
© 2000-2017, MetaQuotes Software Corp.
1135 Timeseries and Indicators Access
Organizing Data Access
In this section questions connected with obtaining, storing and requesting price data (timeseries) are
considered.
Receiving Data from a Trade Server
Before price data become available in the MetaTrader 5 terminal, they must be received and
processed. To receive data, connection to the MetaTrader 5 trade server must be established. Data
are received in the form of packed blocks of minute bars from the server upon the request of a
terminal.
The mechanism of server reference for data doesn't depend on how the request has been initiated - by
a user when navigating in a chart or in a program way in the MQL5 language.
Storing Intermediate Data
Data received from a server are automatically unpacked and saved in the HCC intermediate format.
Data on each symbol are written into a separate folder:
terminal_directory\bases\server_name\history\symbol_name. For example, data on EURUSD received
from the MetaQuotes-Demo server will be stored in terminal_directory\bases\MetaQuotes-
Demo\history\EURUSD\.
Data are written into files with .hcc extension. Each file stores data of minute bars for one year. For
example, the file named 2009.hcc in the EURUSD folder contains minute bars of EURUSD for year 2009.
These files are used for preparing price data for all timeframes and are not intended for direct access.
Obtaining Data on a Necessary Timeframe out of Intermediate Data
Intermediate HCC files are used as the data source for building price data for requested timeframes in
the HC format. Data of HC format are timeseries that are maximally prepared for a quick access. They
are created upon a request of a chart or a MQL5 program. The volume of data should not exceed the
value of the "Max bars in charts" parameter. Data are stored for further using in files with hc
extension.
To save resources, data on a timeframe are stored and saved in RAM only if necessary. If not called
for a long time, they are released from RAM and saved into a file. For each timeframe, data are
prepared regardless of whether there are ready data for other timeframes or not. Rules of forming and
accessing data are the same for all timeframes. I.e., despite the fact that the unit data stored in HCC
is one minute (M1), the availability of HCC data doesn't mean the availability of data on M1 timeframe
as HC in the same volume.
Receipt of new data from a server calls automatic update of used price data in HC format of all
timeframes. It also leads to the recalculation of all indicators that implicitly use them as input data for
calculations.
Parameter "Max bars in chart"
The "Max bars in charts" parameter restricts number of bars in HC format available to charts,
indicators and mql5 programs. This is valid for all available timeframes and serves, first of all, to save
computer resources.
© 2000-2017, MetaQuotes Software Corp.
1136 Timeseries and Indicators Access
When setting a large value of this parameter, it should be remembered, that if deep history price data
for small timeframes are available, memory used for storing timeseries and indicator buffers can
become hundreds of megabytes and reach the RAM restriction for the client terminal program (2Gb for
32-bit applications of MS Windows).
Change of the "Max bars in charts" comes into effect after the client terminal is restarted. Change of
this parameter causes neither automatic referring to a server for additional data, nor forming of
additional bars of timeseries. Additional price data are requested from the server, and timeseries are
updated taking into account the new limitation, in case of either chart scroll to the area with no data,
or when data are requested by a mql5 program.
Volume of data requested from the server corresponds to the required number of bars of this
timeframe with the "Max bars in charts" parameter taken into account. The restriction set by this
parameter is not strict, and in some cases the number of available bars for a timeframe can be a little
more than the current parameter value.
Data Availability
Presence of data on HCC format or even in the prepared for using HC format does not always denote
the absolute availability of these data to be shown in a chart or to be used in MQL5 programs.
When accessing to price data or indicator values from a mql5 program it should be remembered that
their availability in a certain moment of time or starting from a certain moment of time is not
guaranteed. It is connected with the fact that with the purpose of saving resources, the full copy of
data necessary for a mql5 program isn't stored in MetaTrader 5; only direct access to the terminal
database is given.
The price history for all timeframes is built from common data of HCC format, and any update of data
from a server leads to the update of data for all timeframes and to the recalculation of indicators. Due
to this access to data can be closed, even if these data were available a moment ago.
Synchronization of the Terminal Data and Server Data
Since a mql5 program can call data from any symbol and timeframe, there is a possibility that data of
a necessary timeseries are not formed yet in the terminal or the necessary price data aren't
synchronized with the trade server. In this case it's hard to predict the latency time.
Algorithms using "do-nothing" loops are not the best solution. The only exception in this case are
scripts, because they do not have any alternative algorithm choice due to not having event handling.
For custom indicators such algorithms, as well as any other "do-nothing" loops are strongly not
recommended, because they lead to termination of calculation of all indicators and any other handling
of price data of the symbol.
For Expert Advisors and indicators, it is better to use the event model of handling. If during handling
of OnTick() or OnCalculate() event, data receipt for the required timeseries failed, you should exit the
event handler, relying on the access availability during the next call of the handler.
Example of a Script for Adding History
Let's consider the example of a script that executes a request to receive history for the selected
symbol from a trade server. The script is intended for running in a chart of a selected symbol;
© 2000-2017, MetaQuotes Software Corp.
1137 Timeseries and Indicators Access
timeframe doesn't matter, because, as it was mentioned above, price data are received from a trade
server as packed one minute data, from which any predefined timeseries is constructed then.
Write all actions concerning data receipt as a separate function CheckLoadHistory(symbol, timeframe,
start_date):
int CheckLoadHistory(string symbol,ENUM_TIMEFRAMES period,datetime start_date)
{
}
The CheckLoadHistory() function is designed as a universal function that can be called from any
program (Expert Advisor, script or indicator); and therefore it requires three input parameters: symbol
name, period and start date to indicate the beginning of price history you need.
Insert necessary checks into the function code before requesting the missing history. First of all, we
should make sure that the symbol name and period value are correct:
if(symbol==NULL || symbol=="") symbol=Symbol();
if(period==PERIOD_CURRENT) period=Period();
Then let's make sure that the symbol is available in the MarketWatch window, i.e., the history for the
symbol will be available when sending a request to a trade server. If there is no such a symbol in
MarketWatch, add it using the SymbolSelect() function.
if(!SymbolInfoInteger(symbol,SYMBOL_SELECT))
{f
if(GetLastError()==ERR_MARKET_UNKNOWN_SYMBOL) return(-1);
SymbolSelect(symbol,true);
}
Now we should receive the start date of the available history for the indicated symbol/period pair.
Perhaps, the value of the input parameter startdate, passed to CheckLoadHistory(), is within the
available history; then request to a trade server is not needed. In order to obtain the very first date
for the symbol-period as of the moment, the SeriesInfoInteger() function with the SERIES_FIRSTDATE
modifier is used.
SeriesInfoInteger(symbol,period,SERIES_FIRSTDATE,first_date);
if(first_date>0 && first_date<=start_date) return(1);
The next important check is checking the type of the program, from which the function is called. Note
that it is not desirable to send a request to update the timeseries from indicator with the same
period. The undesirability of requesting data on the same symbol-period as that of the indicator is
conditioned by the fact that update of history data is performed in the same thread where the
indicator operates. So the possibility of deadlock occurrence is high. To check this use the
MQL5InfoInteger() function with the MQL5_PROGRAM_TYPE modifier.
if(MQL5InfoInteger(MQL5_PROGRAM_TYPE)==PROGRAM_INDICATOR && Period()==period && Symbol()==symbol
return(-4);
If all the checks have been passed successfully, make the last attempt to do without referring to the
trade server. First let's find out the start date, for which minute data in HCC format are available.
Request this value using the SeriesInfoInteger() function with the SERIES_TERMINAL_FIRSTDATE
modifier and again compare it to the value of the start_date parameter.
© 2000-2017, MetaQuotes Software Corp.
1138 Timeseries and Indicators Access
if(SeriesInfoInteger(symbol,PERIOD_M1,SERIES_TERMINAL_FIRSTDATE,first_date))
{
//--- there is loaded data to build timeseries
if(first_date>0)
{
//--- force timeseries build
CopyTime(symbol,period,first_date+PeriodSeconds(period),1,times);
//--- check date
if(SeriesInfoInteger(symbol,period,SERIES_FIRSTDATE,first_date))
if(first_date>0 && first_date<=start_date) return(2);
}
}
If after all the checks the execution thread is still in the body of the CheckLoadHistory() function, it
means there is a necessity to request the missing price data from a trade server. First, return the
value of "Max bars in chart" using the TerminalInfoInteger() function:
int max_bars=TerminalInfoInteger(TERMINAL_MAXBARS);
We'll need it to prevent requesting extra data. Then find the very first date in the symbol history on
the trade server (regardless of the period) using already known function SeriesInfoInteger() with the
SERIES_SERVER_FIRSTDATE modifier.
datetime first_server_date=0;
while(!SeriesInfoInteger(symbol,PERIOD_M1,SERIES_SERVER_FIRSTDATE,first_server_date) && !IsStopp
Sleep(5);
Since the request is an asynchronous operation, the function is called in the loop with a small delay of
5 milliseconds until the first_server_date variable receives a value, or the loop execution is
terminated by a user (IsStopped() will return true in this case). Let's indicate a correct value of the
start date, starting from which we request price data from a trade server.
if(first_server_date>start_date) start_date=first_server_date;
if(first_date>0 && first_date<first_server_date)
Print("Warning: first server date ",first_server_date," for ",
symbol," does not match to first series date ",first_date);
If the start date first_server_date of the server is lower than the start date first_date of the symbol in
HCC format, the corresponding entry will be output in the journal.
Now we are ready to make a request to a trade server asking for missing price data. Make the request
in the form of a loop and start filling out its body:
while(!IsStopped())
{
//1. wait for synchronization between the re-built timeseries and intermediate history as HHC
//2. receive the current number of bars in this timeseries
// if bars is larger than Max_bars_in_chart, we can exit, work is over
//3. obtain the start date first_date in the re-built timeseries and compare it to start_date
// if first_date is lower than start_date, we can exit, work is over
//4. request from a server a new part of history - 100 bars starting from last available bar
}
© 2000-2017, MetaQuotes Software Corp.
1139 Timeseries and Indicators Access
The first three points are implemented by already known means.
while(!IsStopped())
{
//--- 1.wait till timeseries re-build process is over
while(!SeriesInfoInteger(symbol,period,SERIES_SYNCHRONIZED) && !IsStopped())
Sleep(5);
//--- 2.request how many bars we have
int bars=Bars(symbol,period);
if(bars>0)
{
//--- bars more than ones that can be drawn in the chart, exit
if(bars>=max_bars) return(-2);
//--- 3. return the current start date in the timeseries
if(SeriesInfoInteger(symbol,period,SERIES_FIRSTDATE,first_date))
// start date was earlier than that requested, task completed
if(first_date>0 && first_date<=start_date) return(0);
}
//4. Request from a server a new part of history - 100 bars starting from last available bar
}
The last fourth point is left - requesting history. We can't refer to a server directly, but any Copy-
function automatically initiates request sending to a server, if the history in HCC format is not
enough. Since the time of the very first start date in the first_date variable is the simple and natural
criterion to evaluate the request execution degree, then the easiest way is to use the CopyTime()
function.
When calling functions that copy any data from timeseries, it should be noted that the start parameter
(number of the bar, starting from which price data should be copied) must always be within the
available terminal history. If you have only 100 bars, it meaningless to try copying 300 bars starting
from the bar with the index 500. Such a request will be understood as an erroneous and won't be
handled, i.e. no additional history will be loaded from a trade server.
That's why we'll copy bars in groups of 100 starting from the bar with the bars index. This will provide
the smooth loading of missing history from a trade server. Actually a little more than the requested
100 bars will be loaded, while server sends oversized history.
int copied=CopyTime(symbol,period,bars,100,times);
After the copying operation, we should analyze the number of copied elements. If the attempt fails,
then value of the copied will be equal to null and the value of the fail_cnt counter will be increased by
1. After 100 failing attempts, the operation of the function will be stopped.
int fail_cnt=0;
...
int copied=CopyTime(symbol,period,bars,100,times);
if(copied>0)
{
//--- check data
if(times[0]<=start_date) return(0); // the copied value is smaller, ready
if(bars+copied>=max_bars) return(-2); // bars are more than can be drawn in the chart, ready
© 2000-2017, MetaQuotes Software Corp.
1140 Timeseries and Indicators Access
fail_cnt=0;
}
else
{
//--- no more than 100 failing attempts in succession
fail_cnt++;
if(fail_cnt>=100) return(-5);
Sleep(10);
}
So, not only correct handling of the current situation at each moment of execution is implemented in
the function, but also the termination code is returned, that can be handled after calling the
CheckLoadHistory() function for getting additional information. For example, this way:
int res=CheckLoadHistory(InpLoadedSymbol,InpLoadedPeriod,InpStartDate);
switch(res)
{
case -1 : Print("Unknown symbol ",InpLoadedSymbol); break;
case -2 : Print("More requested bars than can be drawn in the chart"); break;
case -3 : Print("Execution stopped by user"); break;
case -4 : Print("Indicator mustn't load its own data"); break;
case -5 : Print("Loading failed"); break;
case 0 : Print("All data loaded"); break;
case 1 : Print("Already available data in timeseries are enough"); break;
case 2 : Print("Timeseries is built from available terminal data"); break;
default : Print("Execution result undefined");
}
The full code of the function can be found in the example of a script that shows the correct
organization of access to any data with the handling of request's results.
Code:
//+------------------------------------------------------------------+
//| TestLoadHistory.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.02"
#property script_show_inputs
//--- input parameters
input string InpLoadedSymbol="NZDUSD"; // Symbol to be load
input ENUM_TIMEFRAMES InpLoadedPeriod=PERIOD_H1; // Period to be loaded
input datetime InpStartDate=D'2006.01.01'; // Start date
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
© 2000-2017, MetaQuotes Software Corp.
1141 Timeseries and Indicators Access
{
Print("Start load",InpLoadedSymbol+","+GetPeriodName(InpLoadedPeriod),"from",InpStartDate);
//---
int res=CheckLoadHistory(InpLoadedSymbol,InpLoadedPeriod,InpStartDate);
switch(res)
{
case -1 : Print("Unknown symbol ",InpLoadedSymbol); break;
case -2 : Print("Requested bars more than max bars in chart"); break;
case -3 : Print("Program was stopped"); break;
case -4 : Print("Indicator shouldn't load its own data"); break;
case -5 : Print("Load failed"); break;
case 0 : Print("Loaded OK"); break;
case 1 : Print("Loaded previously"); break;
case 2 : Print("Loaded previously and built"); break;
default : Print("Unknown result");
}
//---
datetime first_date;
SeriesInfoInteger(InpLoadedSymbol,InpLoadedPeriod,SERIES_FIRSTDATE,first_date);
int bars=Bars(InpLoadedSymbol,InpLoadedPeriod);
Print("First date ",first_date," - ",bars," bars");
//---
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int CheckLoadHistory(string symbol,ENUM_TIMEFRAMES period,datetime start_date)
{
datetime first_date=0;
datetime times[100];
//--- check symbol & period
if(symbol==NULL || symbol=="") symbol=Symbol();
if(period==PERIOD_CURRENT) period=Period();
//--- check if symbol is selected in the Market Watch
if(!SymbolInfoInteger(symbol,SYMBOL_SELECT))
{
if(GetLastError()==ERR_MARKET_UNKNOWN_SYMBOL) return(-1);
SymbolSelect(symbol,true);
}
//--- check if data is present
SeriesInfoInteger(symbol,period,SERIES_FIRSTDATE,first_date);
if(first_date>0 && first_date<=start_date) return(1);
//--- don't ask for load of its own data if it is an indicator
if(MQL5InfoInteger(MQL5_PROGRAM_TYPE)==PROGRAM_INDICATOR && Period()==period && Symbol()==symbol
return(-4);
//--- second attempt
if(SeriesInfoInteger(symbol,PERIOD_M1,SERIES_TERMINAL_FIRSTDATE,first_date))
{
//--- there is loaded data to build timeseries
© 2000-2017, MetaQuotes Software Corp.
1142 Timeseries and Indicators Access
if(first_date>0)
{
//--- force timeseries build
CopyTime(symbol,period,first_date+PeriodSeconds(period),1,times);
//--- check date
if(SeriesInfoInteger(symbol,period,SERIES_FIRSTDATE,first_date))
if(first_date>0 && first_date<=start_date) return(2);
}
}
//--- max bars in chart from terminal options
int max_bars=TerminalInfoInteger(TERMINAL_MAXBARS);
//--- load symbol history info
datetime first_server_date=0;
while(!SeriesInfoInteger(symbol,PERIOD_M1,SERIES_SERVER_FIRSTDATE,first_server_date) && !IsStopp
Sleep(5);
//--- fix start date for loading
if(first_server_date>start_date) start_date=first_server_date;
if(first_date>0 && first_date<first_server_date)
Print("Warning: first server date ",first_server_date," for ",symbol,
" does not match to first series date ",first_date);
//--- load data step by step
int fail_cnt=0;
while(!IsStopped())
{
//--- wait for timeseries build
while(!SeriesInfoInteger(symbol,period,SERIES_SYNCHRONIZED) && !IsStopped())
Sleep(5);
//--- ask for built bars
int bars=Bars(symbol,period);
if(bars>0)
{
if(bars>=max_bars) return(-2);
//--- ask for first date
if(SeriesInfoInteger(symbol,period,SERIES_FIRSTDATE,first_date))
if(first_date>0 && first_date<=start_date) return(0);
}
//--- copying of next part forces data loading
int copied=CopyTime(symbol,period,bars,100,times);
if(copied>0)
{
//--- check for data
if(times[0]<=start_date) return(0);
if(bars+copied>=max_bars) return(-2);
fail_cnt=0;
}
else
{
//--- no more than 100 failed attempts
fail_cnt++;
© 2000-2017, MetaQuotes Software Corp.
1143 Timeseries and Indicators Access
if(fail_cnt>=100) return(-5);
Sleep(10);
}
}
//--- stopped
return(-3);
}
//+------------------------------------------------------------------+
//| Returns string value of the period |
//+------------------------------------------------------------------+
string GetPeriodName(ENUM_TIMEFRAMES period)
{
if(period==PERIOD_CURRENT) period=Period();
//---
switch(period)
{
case PERIOD_M1: return("M1");
case PERIOD_M2: return("M2");
case PERIOD_M3: return("M3");
case PERIOD_M4: return("M4");
case PERIOD_M5: return("M5");
case PERIOD_M6: return("M6");
case PERIOD_M10: return("M10");
case PERIOD_M12: return("M12");
case PERIOD_M15: return("M15");
case PERIOD_M20: return("M20");
case PERIOD_M30: return("M30");
case PERIOD_H1: return("H1");
case PERIOD_H2: return("H2");
case PERIOD_H3: return("H3");
case PERIOD_H4: return("H4");
case PERIOD_H6: return("H6");
case PERIOD_H8: return("H8");
case PERIOD_H12: return("H12");
case PERIOD_D1: return("Daily");
case PERIOD_W1: return("Weekly");
case PERIOD_MN1: return("Monthly");
}
//---
return("unknown period");
}
© 2000-2017, MetaQuotes Software Corp.
1144 Timeseries and Indicators Access
SeriesInfoInteger
Returns information about the state of historical data. There are 2 variants of function calls.
Directly returns the property value.
long SeriesInfoInteger(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
ENUM_SERIES_INFO_INTEGER prop_id, // property identifier
);
Returns true or false depending on the success of the function run.
bool SeriesInfoInteger(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
ENUM_SERIES_INFO_INTEGER prop_id, // property ID
long& long_var // variable for getting info
);
Parameters
symbol_name
[in] Symbol name.
timeframe
[in] Period.
prop_id
[in] Identifier of the requested property, value of the ENUM_SERIES_INFO_INTEGER enumeration.
long_var
[out] Variable to which the value of the requested property is placed.
Return Value
In the first case, it returns value of the long type.
For the second case, it returns true, if the specified property is available and its value has been
placed into long_var variable, otherwise it returns false. For more details about an error, call
GetLastError().
Example:
void OnStart()
{
//---
Print("Total number of bars for the symbol-period at this moment = ",
SeriesInfoInteger(Symbol(),0,SERIES_BARS_COUNT));
Print("The first date for the symbol-period at this moment = ",
(datetime)SeriesInfoInteger(Symbol(),0,SERIES_FIRSTDATE));
© 2000-2017, MetaQuotes Software Corp.
1145 Timeseries and Indicators Access
Print("The first date in the history for the symbol-period on the server = ",
(datetime)SeriesInfoInteger(Symbol(),0,SERIES_SERVER_FIRSTDATE));
Print("Symbol data are synchronized = ",
(bool)SeriesInfoInteger(Symbol(),0,SERIES_SYNCHRONIZED));
}
© 2000-2017, MetaQuotes Software Corp.
1146 Timeseries and Indicators Access
Bars
Returns the number of bars count in the history for a specified symbol and period. There are 2
variants of functions calls.
Request all of the history bars
int Bars(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe // period
);
Request the history bars for the selected time interval
int Bars(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
datetime stop_time // end date and time
);
Parameters
symbol_name
[in] Symbol name.
timeframe
[in] Period.
start_time
[in] Bar time corresponding to the first element.
stop_time
[in] Bar time corresponding to the last element.
Return Value
If the start_time and stop_time parameters are defined, the function returns the number of bars in
the specified time interval, otherwise it returns the total number of bars.
Note
If data for the timeseries with specified parameters are not formed in the terminal by the time of
the Bars() function call, or data of the timeseries are not synchronized with a trade server by the
moment of the function call, the function returns a zero value.
When requesting the number of bars in a specified time interval, only bars with an open time falling
within the interval are considered. For example, if the current day of the week is Saturday and the
request is made for the number of W1 bars with start_time=last_tuesday and stop_time=last_friday,
the function will return 0 since the open time of a W1 timeframe is always Sunday and not a single
W1 bar falls within the specified interval.
Sample request for the number of all history bars:
© 2000-2017, MetaQuotes Software Corp.
1147 Timeseries and Indicators Access
int bars=Bars(_Symbol,_Period);
if(bars>0)
{
Print("Number of bars in the terminal history for the symbol-period at the moment = ",bars);
}
else //no available bars
{
//--- data on the symbol might be not synchronized with data on the server
bool synchronized=false;
//--- loop counter
int attempts=0;
// make 5 attempts to wait for synchronization
while(attempts<5)
{
if(SeriesInfoInteger(Symbol(),0,SERIES_SYNCHRONIZED))
{
//--- synchronization done, exit
synchronized=true;
break;
}
//--- increase the counter
attempts++;
//--- wait 10 milliseconds till the next iteration
Sleep(10);
}
//--- exit the loop after synchronization
if(synchronized)
{
Print("Number of bars in the terminal history for the symbol-period at the moment = ",bars
Print("The first date in the terminal history for the symbol-period at the moment = ",
(datetime)SeriesInfoInteger(Symbol(),0,SERIES_FIRSTDATE));
Print("The first date in the history for the symbol on the server = ",
(datetime)SeriesInfoInteger(Symbol(),0,SERIES_SERVER_FIRSTDATE));
}
//--- synchronization of data didn't happen
else
{
Print("Failed to get number of bars for ",_Symbol);
}
}
Sample request for the number of bars in the specified interval:
int n;
datetime date1 = D'2016.09.02 23:55'; // Friday
datetime date2 = D'2016.09.05 00:00'; // Monday
datetime date3 = D'2016.09.08 00:00'; // Thursday
//---
n=Bars(_Symbol,PERIOD_H1,D'2016.09.02 02:05',D'2016.09.02 10:55');
© 2000-2017, MetaQuotes Software Corp.
1148 Timeseries and Indicators Access
Print("Number of bars: ",n); // Output: "Number of bars: 8", H2 bar is considered in the calcula
n=Bars(_Symbol,PERIOD_D1,date1,date2);
Print("Number of bars: ",n); // Output: "Number of bars: 1", since an open time of a single D1 (
n=Bars(_Symbol,PERIOD_W1,date2,date3);
Print("Number of bars: ",n); // Output: "Number of bars: 0", since not a single W1 bar open time
See also
Event Handling Functions
© 2000-2017, MetaQuotes Software Corp.
1149 Timeseries and Indicators Access
BarsCalculated
Returns the number of calculated data for the specified indicator.
int BarsCalculated(
int indicator_handle, // indicator handle
);
Parameters
indicator_handle
[in] The indicator handle, returned by the corresponding indicator function.
Return Value
Returns the amount of calculated data in the indicator buffer or -1 in the case of error (data not
calculated yet)
Note
The function is useful when it's necessary to get the indicator data immediately after its creation
(indicator handle is available).
Example:
void OnStart()
{
double Ups[];
//--- set timeseries ordering for the arrays
ArraySetAsSeries(Ups,true);
//--- create handle for the Fractal Indicator
int FractalsHandle=iFractals(NULL,0);
//--- reset the error code
ResetLastError();
//--- try to copy the indicator values
int i,copied=CopyBuffer(FractalsHandle,0,0,1000,Ups);
if(copied<=0)
{
Sleep(50);
for(i=0;i<100;i++)
{
if(BarsCalculated(FractalsHandle)>0)
break;
Sleep(50);
}
copied=CopyBuffer(FractalsHandle,0,0,1000,Ups);
if(copied<=0)
{
Print("Failed to copy upper fractals. Error = ",GetLastError(),
"i = ",i," copied = ",copied);
return;
}
© 2000-2017, MetaQuotes Software Corp.
1150 Timeseries and Indicators Access
else
Print("Upper fractals copied",
"i = ",i," copied = ",copied);
}
else Print("Upper fractals copied. ArraySize = ",ArraySize(Ups));
}
© 2000-2017, MetaQuotes Software Corp.
1151 Timeseries and Indicators Access
IndicatorCreate
The function returns the handle of a specified technical indicator created based on the array of
parameters of MqlParam type.
int IndicatorCreate(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // timeframe
ENUM_INDICATOR indicator_type, // indicator type from the enumeration ENUM_
int parameters_cnt=0, // number of parameters
const MqlParam& parameters_array[]=NULL, // array of parameters
);
Parameters
symbol
[in] Name of a symbol, on data of which the indicator is calculated. NULL means the current
symbol.
period
[in] The value of the timeframe can be one of values of the ENUM_TIMEFRAMES enumeration, 0
means the current timeframe.
indicator_type
[in] Indicator type, can be one of values of the ENUM_INDICATOR enumeration.
parameters_cnt
[in] The number of parameters passed in the parameters_array[] array. The array elements have a
special structure type MqlParam. By default, zero - parameters are not passed. If you specify a
non-zero number of parameters, the parameter parameters_array is obligatory. You can pass no
more than 256 parameters.
parameters_array[]=NULL
[in] An array of MqlParam type, whose elements contain the type and value of each input
parameter of a technical indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
Note
If the indicator handle of IND_CUSTOM type is created, the type field of the first element of the
array of input parameters parameters_array must have the TYPE_STRING value of the
ENUM_DATATYPE enumeration, and the string_value field of the first element must contain the
name of the custom indicator. The custom indicator must be compiled (file with EX5 extension) and
located in the directory MQL5/Indicators of the client terminal or in a subdirectory.
Indicators that require testing are defined automatically from the call of the iCustom() function, if
the corresponding parameter is set through a constant string. For all other cases (use of the
IndicatorCreate() function or use of a non-constant string in the parameter that sets the indicator
name) the property #property tester_indicator is required:
#property tester_indicator "indicator_name.ex5"
© 2000-2017, MetaQuotes Software Corp.
1152 Timeseries and Indicators Access
If the first form of the call is used in a custom indicator, you can additionally indicate as the last
parameter on what data it will be calculated when passing input parameters. If the "Apply to"
parameter is not specified explicitly, the default calculation is based on the PRICE_CLOSE values.
Example:
void OnStart()
{
MqlParam params[];
int h_MA,h_MACD;
//--- create iMA("EURUSD",PERIOD_M15,8,0,MODE_EMA,PRICE_CLOSE);
ArrayResize(params,4);
//--- set ma_period
params[0].type =TYPE_INT;
params[0].integer_value=8;
//--- set ma_shift
params[1].type =TYPE_INT;
params[1].integer_value=0;
//--- set ma_method
params[2].type =TYPE_INT;
params[2].integer_value=MODE_EMA;
//--- set applied_price
params[3].type =TYPE_INT;
params[3].integer_value=PRICE_CLOSE;
//--- create MA
h_MA=IndicatorCreate("EURUSD",PERIOD_M15,IND_MA,4,params);
//--- create iMACD("EURUSD",PERIOD_M15,12,26,9,h_MA);
ArrayResize(params,4);
//--- set fast ma_period
params[0].type =TYPE_INT;
params[0].integer_value=12;
//--- set slow ma_period
params[1].type =TYPE_INT;
params[1].integer_value=26;
//--- set smooth period for difference
params[2].type =TYPE_INT;
params[2].integer_value=9;
//--- set indicator handle as applied_price
params[3].type =TYPE_INT;
params[3].integer_value=h_MA;
//--- create MACD based on moving average
h_MACD=IndicatorCreate("EURUSD",PERIOD_M15,IND_MACD,4,params);
//--- use indicators
//--- . . .
//--- release indicators (first h_MACD)
IndicatorRelease(h_MACD);
IndicatorRelease(h_MA);
}
© 2000-2017, MetaQuotes Software Corp.
1153 Timeseries and Indicators Access
IndicatorParameters
Based on the specified handle, returns the number of input parameters of the indicator, as well as the
values and types of the parameters.
int IndicatorParameters(
int indicator_handle, // indicator handle
ENUM_INDICATOR& indicator_type, // a variable for receiving the indicator type
MqlParam& parameters[] // an array for receiving parameters
);
Parameters
indicator_handle
[in] The handle of the indicator, for which you need to know the number of parameters its is
calculated on.
indicator_type
[out] A variable if the ENUM_INDICATOR type, into which the indicator type will be written.
parameters[]
[out] A dynamic array for receiving values of the MqlParam type, into which the list of indicator
parameters will be written. The array size is returned by the IndicatorParameters() function.
Return Value
The number of input parameters of the indicator with the specified handle. In case of an error
returns -1. For more details about the error call the GetLastError() function.
Example:
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- The number of windows on the chart (at least one main window is always present)
int windows=(int)ChartGetInteger(0,CHART_WINDOWS_TOTAL);
//--- Go through the chart windows
for(int w=0;w<windows;w++)
{
//--- The number of indicators in this window/subwindow
int total=ChartIndicatorsTotal(0,w);
//--- Take all indicators in the window
for(int i=0;i<total;i++)
{
//--- Get the short name of the indicator
string name=ChartIndicatorName(0,w,i);
//--- Get the indicator handle
int handle=ChartIndicatorGet(0,w,name);
//--- Add to log
© 2000-2017, MetaQuotes Software Corp.
1154 Timeseries and Indicators Access
PrintFormat("Window=%d, indicator #%d, handle=%d",w,i,handle);
//---
MqlParam parameters[];
ENUM_INDICATOR indicator_type;
int params=IndicatorParameters(handle,indicator_type,parameters);
//--- The header of the message
string par_info="Short name "+name+", type "
+EnumToString(ENUM_INDICATOR(indicator_type))+"\r\n";
//---
for(int p=0;p<params;p++)
{
par_info+=StringFormat("parameter %d: type=%s, long_value=%d, double_value=%G,string_va
p,
EnumToString((ENUM_DATATYPE)parameters[p].type),
parameters[p].integer_value,
parameters[p].double_value,
parameters[p].string_value
);
}
Print(par_info);
}
//--- Done for all indicators in the window
}
//---
}
See also
ChartIndicatorGet()
© 2000-2017, MetaQuotes Software Corp.
1155 Timeseries and Indicators Access
IndicatorRelease
The function removes an indicator handle and releases the calculation block of the indicator, if it's not
used by anyone else.
bool IndicatorRelease(
int indicator_handle // indicator handle
);
Return Value
Returns true in case of success, otherwise returns false.
Note
The function allows removing an indicator handle, if it's no longer needed, thus saving memory. The
handle is removed immediately, the calculation block is deleted in some time (if it's not called
anymore).
When working in the strategy tester, the IndicatorRelease() function is not executed.
Example:
//+------------------------------------------------------------------+
//| Test_IndicatorRelease.mq5 |
//| Copyright 2010, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2010, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- input parameters
input int MA_Period=15;
input int MA_shift=0;
input ENUM_MA_METHOD MA_smooth=MODE_SMA;
input ENUM_APPLIED_PRICE price=PRICE_CLOSE;
//--- will store indicator handle
int MA_handle=INVALID_HANDLE;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- create indicator handle
MA_handle=iMA(Symbol(),0,MA_Period,MA_shift,MA_smooth,PRICE_CLOSE);
//--- delete global variable
if(GlobalVariableCheck("MA_value"))
GlobalVariableDel("MA_value");
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1156 Timeseries and Indicators Access
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//--- if the global variable value does not exist
if(!GlobalVariableCheck("MA_value"))
{
//--- obtain the indicator value in the last two bars
if(MA_handle!=INVALID_HANDLE)
{
//--- dynamic array for the indicator values
double values[];
if(CopyBuffer(MA_handle,0,0,2,values)==2 && values[0]!=EMPTY_VALUE)
{
//--- remember in the global variable value on the last but one bar
if(GlobalVariableSet("MA_value",values[0]))
{
//--- free the handle of the indicator
if(!IndicatorRelease(MA_handle))
Print("IndicatorRelease() failed. Error ",GetLastError());
else MA_handle=INVALID_HANDLE;
}
else
Print("GlobalVariableSet failed. Error ",GetLastError());
}
}
}
//---
}
© 2000-2017, MetaQuotes Software Corp.
1157 Timeseries and Indicators Access
CopyBuffer
Gets data of a specified buffer of a certain indicator in the necessary quantity.
Counting of elements of copied data (indicator buffer with the index buffer_num) from the starting
position is performed from the present to the past, i.e., starting position of 0 means the current bar
(indicator value for the current bar).
When copying the yet unknown amount of data, it is recommended to use a dynamic array as a
buffer[] recipient buffer, because the CopyBuffer() function tries to allocate the size of the receiving
array to the size of the copied data. If an indicator buffer (array that is pre-allocated for storing
indicator values by the SetIndexBufer() function) is used as the buffer[] recipient array, partial copying
is allowed. An example can be found in the Awesome_Oscillator.mql5 custom indicator in the standard
terminal package.
If you need to make a partial copy of the indicator values into another array (non-indicator buffer),
you should use an intermediate array, to which the desired number is copied. After that conduct the
element-wise copying of the required number of values into the required places of a receiving array
from this intermediate one.
If you know the amount of data you need to copy, it should better be done to a statically allocated
buffer, in order to prevent the allocation of excessive memory.
No matter what is the property of the target array - as_series=true or as_series=false. Data will be
copied so that the oldest element will be located at the start of the physical memory allocated for the
array. There are 3 variants of function calls.
Call by the first position and the number of required elements
int CopyBuffer(
int indicator_handle, // indicator handle
int buffer_num, // indicator buffer number
int start_pos, // start position
int count, // amount to copy
double buffer[] // target array to copy
);
Call by the start date and the number of required elements
int CopyBuffer(
int indicator_handle, // indicator handle
© 2000-2017, MetaQuotes Software Corp.
1158 Timeseries and Indicators Access
int buffer_num, // indicator buffer number
datetime start_time, // start date and time
int count, // amount to copy
double buffer[] // target array to copy
);
Call by the start and end dates of a required time interval
int CopyBuffer(
int indicator_handle, // indicator handle
int buffer_num, // indicator buffer number
datetime start_time, // start date and time
datetime stop_time, // end date and time
double buffer[] // target array to copy
);
Parameters
indicator_handle
[in] The indicator handle, returned by the corresponding indicator function.
buffer_num
[in] The indicator buffer number.
start_pos
[in] The position of the first element to copy.
count
[in] Data count to copy.
start_time
[in] Bar time, corresponding to the first element.
stop_time
[in] Bar time, corresponding to the last element.
buffer[]
[out] Array of double type.
Return Value
Returns the copied data count or -1 in case of an error.
Note
When requesting data from the indicator, if requested timeseries are not yet built or they need to
be downloaded from the server, the function will immediately return -1, but the process of
downloading/building will be initiated.
When requesting data from an Expert Advisor or script, downloading from the server will be
initiated, if the terminal does not have these data locally, or building of a required timeseries will
start, if data can be built from the local history but they are not ready yet. The function will return
the amount of data that will be ready by the moment of timeout expiration.
© 2000-2017, MetaQuotes Software Corp.
1159 Timeseries and Indicators Access
Example:
//+------------------------------------------------------------------+
//| TestCopyBuffer3.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//---- plot MA
#property indicator_label1 "MA"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input bool AsSeries=true;
input int period=15;
input ENUM_MA_METHOD smootMode=MODE_EMA;
input ENUM_APPLIED_PRICE price=PRICE_CLOSE;
input int shift=0;
//--- indicator buffers
double MABuffer[];
int ma_handle;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,MABuffer,INDICATOR_DATA);
Print("Parameter AsSeries = ",AsSeries);
Print("Indicator buffer after SetIndexBuffer() is a timeseries = ",
ArrayGetAsSeries(MABuffer));
//--- set short indicator name
IndicatorSetString(INDICATOR_SHORTNAME,"MA("+period+")"+AsSeries);
//--- set AsSeries (depends on input parameter)
ArraySetAsSeries(MABuffer,AsSeries);
Print("Indicator buffer after ArraySetAsSeries(MABuffer,true); is a timeseries = ",
ArrayGetAsSeries(MABuffer));
//---
ma_handle=iMA(Symbol(),0,period,shift,smootMode,price);
return(INIT_SUCCEEDED);
}
© 2000-2017, MetaQuotes Software Corp.
1160 Timeseries and Indicators Access
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- check if all data calculated
if(BarsCalculated(ma_handle)<rates_total) return(0);
//--- we can copy not all data
int to_copy;
if(prev_calculated>rates_total || prev_calculated<=0) to_copy=rates_total;
else
{
to_copy=rates_total-prev_calculated;
//--- last value is always copied
to_copy++;
}
//--- try to copy
if(CopyBuffer(ma_handle,0,0,to_copy,MABuffer)<=0) return(0);
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
The above example illustrates how an indicator buffer is filled out with the values of another indicator
buffer from the indicator on the same symbol/period.
See a detailed example of history requesting data in section Methods of Object Binding. The script
available in that section shows how to get the values of indicator iFractals on the last 1000 bars and
how to display the last 10 up and 10 down fractals on the chart. A similar technique can be used for all
indicators that have missing data and that are usually drawn using the following styles:
· DRAW_SECTION,
· DRAW_ARROW,
· DRAW_ZIGZAG,
· DRAW_COLOR_SECTION,
· DRAW_COLOR_ARROW,
· DRAW_COLOR_ZIGZAG.
See also
© 2000-2017, MetaQuotes Software Corp.
1161 Timeseries and Indicators Access
Properties of Custom Indicators, SetIndexBuffer
© 2000-2017, MetaQuotes Software Corp.
1162 Timeseries and Indicators Access
CopyRates
Gets history data of MqlRates structure of a specified symbol-period in specified quantity into the
rates_array array. The elements ordering of the copied data is from present to the past, i.e., starting
position of 0 means the current bar.
When copying the yet unknown amount of data, it is recommended to use dynamic array as a target
array, because if the requested data count is less (or more) than the length of the target array,
function tries to reallocate the memory so that the requested data fit entirely.
If you know the amount of data you need to copy, it should better be done to a statically allocated
buffer, in order to prevent the allocation of excessive memory.
No matter what is the property of the target array - as_series=true or as_series=false. Data will be
copied so that the oldest element will be located at the start of the physical memory allocated for the
array. There are 3 variants of function calls.
Call by the first position and the number of required elements
int CopyRates(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
int start_pos, // start position
int count, // data count to copy
MqlRates rates_array[] // target array to copy
);
Call by the start date and the number of required elements
int CopyRates(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
int count, // data count to copy
MqlRates rates_array[] // target array to copy
);
Call by the start and end dates of a required time interval
int CopyRates(
© 2000-2017, MetaQuotes Software Corp.
1163 Timeseries and Indicators Access
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
datetime stop_time, // end date and time
MqlRates rates_array[] // target array to copy
);
Parameters
symbol_name
[in] Symbol name.
timeframe
[in] Period.
start_time
[in] Bar time for the first element to copy.
start_pos
[in] The start position for the first element to copy.
count
[in] Data count to copy.
stop_time
[in] Bar time, corresponding to the last element to copy.
rates_array[]
[out] Array of MqlRates type.
Return Value
Returns the number of copied elements or -1 in case of an error.
Note
If the whole interval of requested data is out of the available data on the server, the function
returns -1. If data outside TERMINAL_MAXBARS (maximal number of bars on the chart) is requested,
the function will also return -1.
When requesting data from the indicator, if requested timeseries are not yet built or they need to
be downloaded from the server, the function will immediately return -1, but the process of
downloading/building will be initiated.
When requesting data from an Expert Advisor or script, downloading from the server will be
initiated, if the terminal does not have these data locally, or building of a required timeseries will
start, if data can be built from the local history but they are not ready yet. The function will return
the amount of data that will be ready by the moment of timeout expiration, but history downloading
will continue, and at the next similar request the function will return more data.
When requesting data by the start date and the number of required elements, only data whose date
is less than (earlier) or equal to the date specified will be returned. It means, the open time of any
bar, for which value is returned (volume, spread, value on the indicator buffer, prices Open, High,
Low, Close or open time Time) is always less or equal to the specified one.
© 2000-2017, MetaQuotes Software Corp.
1164 Timeseries and Indicators Access
When requesting data in a specified range of dates, only data from this interval will be returned.
The interval is set and counted up to seconds. It means, the open time of any bar, for which value is
returned (volume, spread, value on the indicator buffer, prices Open, High, Low, Close or open time
Time) is always within the requested interval.
Thus, if the current day is Saturday, at the attempt to copy data on a week timeframe specifying
start_time=Last_Tuesday and stop_time=Last_Friday the function will return 0, because the open
time on a week timeframe is always Sunday, but one week bar does not fall into the specified
interval.
If you need to return value corresponding to the current uncompleted bar, you can use the first form
of call specifying start_pos=0 and count=1.
Example:
void OnStart()
{
//---
MqlRates rates[];
ArraySetAsSeries(rates,true);
int copied=CopyRates(Symbol(),0,0,100,rates);
if(copied>0)
{
Print("Bars copied: "+copied);
string format="open = %G, high = %G, low = %G, close = %G, volume = %d";
string out;
int size=fmin(copied,10);
for(int i=0;i<size;i++)
{
out=i+":"+TimeToString(rates[i].time);
out=out+" "+StringFormat(format,
rates[i].open,
rates[i].high,
rates[i].low,
rates[i].close,
rates[i].tick_volume);
Print(out);
}
}
else Print("Failed to get history data for the symbol ",Symbol());
}
See a detailed example of requesting history data in section Methods of Object Binding. The script
available in that section shows how to get the values of indicator iFractals on the last 1000 bars and
how to display the last 10 up and 10 down fractals on the chart. A similar technique can be used for all
indicators that have missing data and that are usually drawn using the following styles:
· DRAW_SECTION,
· DRAW_ARROW,
· DRAW_ZIGZAG,
· DRAW_COLOR_SECTION,
© 2000-2017, MetaQuotes Software Corp.
1165 Timeseries and Indicators Access
· DRAW_COLOR_ARROW,
· DRAW_COLOR_ZIGZAG.
See also
Structures and Classes, TimeToString, StringFormat
© 2000-2017, MetaQuotes Software Corp.
1166 Timeseries and Indicators Access
CopyTime
The function gets to time_array history data of bar opening time for the specified symbol-period pair
in the specified quantity. It should be noted that elements ordering is from present to past, i.e.,
starting position of 0 means the current bar.
When copying the yet unknown amount of data, it is recommended to use dynamic array as a target
array, because if the requested data count is less (or more) than the length of the target array,
function tries to reallocate the memory so that the requested data fit entirely.
If you know the amount of data you need to copy, it should better be done to a statically allocated
buffer, in order to prevent the allocation of excessive memory.
No matter what is the property of the target array - as_series=true or as_series=false. Data will be
copied so that the oldest element will be located at the start of the physical memory allocated for the
array. There are 3 variants of function calls.
Call by the first position and the number of required elements
int CopyTime(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
int start_pos, // start position
int count, // data count to copy
datetime time_array[] // target array to copy open times
);
Call by the start date and the number of required elements
int CopyTime(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
int count, // data count to copy
datetime time_array[] // target array to copy open times
);
Call by the start and end dates of a required time interval
int CopyTime(
© 2000-2017, MetaQuotes Software Corp.
1167 Timeseries and Indicators Access
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
datetime stop_time, // stop date and time
datetime time_array[] // target array to copy open times
);
Parameters
symbol_name
[in] Symbol name.
timeframe
[in] Period.
start_pos
[in] The start position for the first element to copy.
count
[in] Data count to copy.
start_time
[in] The start time for the first element to copy.
stop_time
[in] Bar time corresponding to the last element to copy.
time_array[]
[out] Array of datetime type.
Return Value
Returns the copied data count or -1 in case of an error.
Note
If the whole interval of requested data is out of the available data on the server, the function
returns -1. If data outside TERMINAL_MAXBARS (maximal number of bars on the chart) is requested,
the function will also return -1.
When requesting data from the indicator, if requested timeseries are not yet built or they need to
be downloaded from the server, the function will immediately return -1, but the process of
downloading/building will be initiated.
When requesting data from an Expert Advisor or script, downloading from the server will be
initiated, if the terminal does not have these data locally, or building of a required timeseries will
start, if data can be built from the local history but they are not ready yet. The function will return
the amount of data that will be ready by the moment of timeout expiration, but history downloading
will continue, and at the next similar request the function will return more data.
When requesting data by the start date and the number of required elements, only data whose date
is less than (earlier) or equal to the date specified will be returned. It means, the open time of any
bar, for which value is returned (volume, spread, value on the indicator buffer, prices Open, High,
Low, Close or open time Time) is always less or equal to the specified one.
© 2000-2017, MetaQuotes Software Corp.
1168 Timeseries and Indicators Access
When requesting data in a specified range of dates, only data from this interval will be returned.
The interval is set and counted up to seconds. It means, the open time of any bar, for which value is
returned (volume, spread, value on the indicator buffer, prices Open, High, Low, Close or open time
Time) is always within the requested interval.
Thus, if the current day is Saturday, at the attempt to copy data on a week timeframe specifying
start_time=Last_Tuesday and stop_time=Last_Friday the function will return 0, because the open
time on a week timeframe is always Sunday, but one week bar does not fall into the specified
interval.
If you need to return value corresponding to the current uncompleted bar, you can use the first form
of call specifying start_pos=0 and count=1.
See a detailed example of requesting history data in section Methods of Object Binding. The script
available in that section shows how to get the values of indicator iFractals on the last 1000 bars and
how to display the last 10 up and 10 down fractals on the chart. A similar technique can be used for all
indicators that have missing data and that are usually drawn using the following styles:
· DRAW_SECTION,
· DRAW_ARROW,
· DRAW_ZIGZAG,
· DRAW_COLOR_SECTION,
· DRAW_COLOR_ARROW,
· DRAW_COLOR_ZIGZAG.
© 2000-2017, MetaQuotes Software Corp.
1169 Timeseries and Indicators Access
CopyOpen
The function gets into open_array the history data of bar open prices for the selected symbol-period
pair in the specified quantity. It should be noted that elements ordering is from present to past, i.e.,
starting position of 0 means the current bar.
When copying the yet unknown amount of data, it is recommended to use dynamic array as a target
array, because if the requested data count is less (or more) than the length of the target array,
function tries to reallocate the memory so that the requested data fit entirely.
If you know the amount of data you need to copy, it should better be done to a statically allocated
buffer, in order to prevent the allocation of excessive memory.
No matter what is the property of the target array - as_series=true or as_series=false. Data will be
copied so that the oldest element will be located at the start of the physical memory allocated for the
array. There are 3 variants of function calls.
Call by the first position and the number of required elements
int CopyOpen(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
int start_pos, // start position
int count, // data count to copy
double open_array[] // target array to copy open prices
);
Call by the start date and the number of required elements
int CopyOpen(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
int count, // data count to copy
double open_array[] // target array for bar open prices
);
Call by the start and end dates of a required time interval
int CopyOpen(
© 2000-2017, MetaQuotes Software Corp.
1170 Timeseries and Indicators Access
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
datetime stop_time, // stop date and time
double open_array[] // target array for bar open values
);
Parameters
symbol_name
[in] Symbol name.
timeframe
[in] Period.
start_pos
[in] The start position for the first element to copy.
count
[in] Data count to copy.
start_time
[in] The start time for the first element to copy.
stop_time
[in] The start time for the last element to copy.
open_array[]
[out] Array of double type.
Return Value
Returns the number of element in the array or -1 in case of an error.
Note
If the whole interval of requested data is out of the available data on the server, the function
returns -1. If data outside TERMINAL_MAXBARS (maximal number of bars on the chart) is requested,
the function will also return -1.
When requesting data from the indicator, if requested timeseries are not yet built or they need to
be downloaded from the server, the function will immediately return -1, but the process of
downloading/building will be initiated.
When requesting data from an Expert Advisor or script, downloading from the server will be
initiated, if the terminal does not have these data locally, or building of a required timeseries will
start, if data can be built from the local history but they are not ready yet. The function will return
the amount of data that will be ready by the moment of timeout expiration, but history downloading
will continue, and at the next similar request the function will return more data.
When requesting data by the start date and the number of required elements, only data whose date
is less than (earlier) or equal to the date specified will be returned. It means, the open time of any
bar, for which value is returned (volume, spread, value on the indicator buffer, prices Open, High,
Low, Close or open time Time) is always less or equal to the specified one.
© 2000-2017, MetaQuotes Software Corp.
1171 Timeseries and Indicators Access
When requesting data in a specified range of dates, only data from this interval will be returned.
The interval is set and counted up to seconds. It means, the open time of any bar, for which value is
returned (volume, spread, value on the indicator buffer, prices Open, High, Low, Close or open time
Time) is always within the requested interval.
Thus, if the current day is Saturday, at the attempt to copy data on a week timeframe specifying
start_time=Last_Tuesday and stop_time=Last_Friday the function will return 0, because the open
time on a week timeframe is always Sunday, but one week bar does not fall into the specified
interval.
If you need to return value corresponding to the current uncompleted bar, you can use the first form
of call specifying start_pos=0 and count=1.
See a detailed example of requesting history data in section Methods of Object Binding. The script
available in that section shows how to get the values of indicator iFractals on the last 1000 bars and
how to display the last 10 up and 10 down fractals on the chart. A similar technique can be used for all
indicators that have missing data and that are usually drawn using the following styles:
· DRAW_SECTION,
· DRAW_ARROW,
· DRAW_ZIGZAG,
· DRAW_COLOR_SECTION,
· DRAW_COLOR_ARROW,
· DRAW_COLOR_ZIGZAG.
© 2000-2017, MetaQuotes Software Corp.
1172 Timeseries and Indicators Access
CopyHigh
The function gets into high_array the history data of highest bar prices for the selected symbol-period
pair in the specified quantity. It should be noted that elements ordering is from present to past, i.e.,
starting position of 0 means the current bar.
When copying the yet unknown amount of data, it is recommended to use dynamic array as a target
array, because if the requested data count is less (or more) than the length of the target array,
function tries to reallocate the memory so that the requested data fit entirely.
If you know the amount of data you need to copy, it should better be done to a statically allocated
buffer, in order to prevent the allocation of excessive memory.
No matter what is the property of the target array - as_series=true or as_series=false. Data will be
copied so that the oldest element will be located at the start of the physical memory allocated for the
array. There are 3 variants of function calls.
Call by the first position and the number of required elements
int CopyHigh(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
int start_pos, // start position
int count, // data count to copy
double high_array[] // target array to copy
);
Call by the start date and the number of required elements
int CopyHigh(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
int count, // data count to copy
double high_array[] // target array to copy
);
Call by the start and end dates of a required time interval
int CopyHigh(
© 2000-2017, MetaQuotes Software Corp.
1173 Timeseries and Indicators Access
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
datetime stop_time, // stop date and time
double high_array[] // target array to copy
);
Parameters
symbol_name
[in] Symbol name.
timeframe
[in] Period.
start_pos
[in] The start position for the first element to copy.
count
[in] Data count to copy.
start_time
[in] The start time for the first element to copy.
stop_time
[in] Bar time, corresponding to the last element to copy.
high_array[]
[out] Array of double type.
Return Value
Returns the copied data count or -1 in case of an error.
Note
If the whole interval of requested data is out of the available data on the server, the function
returns -1. If data outside TERMINAL_MAXBARS (maximal number of bars on the chart) is requested,
the function will also return -1.
When requesting data from the indicator, if requested timeseries are not yet built or they need to
be downloaded from the server, the function will immediately return -1, but the process of
downloading/building will be initiated.
When requesting data from an Expert Advisor or script, downloading from the server will be
initiated, if the terminal does not have these data locally, or building of a required timeseries will
start, if data can be built from the local history but they are not ready yet. The function will return
the amount of data that will be ready by the moment of timeout expiration, but history downloading
will continue, and at the next similar request the function will return more data.
When requesting data by the start date and the number of required elements, only data whose date
is less than (earlier) or equal to the date specified will be returned. It means, the open time of any
bar, for which value is returned (volume, spread, value on the indicator buffer, prices Open, High,
Low, Close or open time Time) is always less or equal to the specified one.
© 2000-2017, MetaQuotes Software Corp.
1174 Timeseries and Indicators Access
When requesting data in a specified range of dates, only data from this interval will be returned.
The interval is set and counted up to seconds. It means, the open time of any bar, for which value is
returned (volume, spread, value on the indicator buffer, prices Open, High, Low, Close or open time
Time) is always within the requested interval.
Thus, if the current day is Saturday, at the attempt to copy data on a week timeframe specifying
start_time=Last_Tuesday and stop_time=Last_Friday the function will return 0, because the open
time on a week timeframe is always Sunday, but one week bar does not fall into the specified
interval.
If you need to return value corresponding to the current uncompleted bar, you can use the first form
of call specifying start_pos=0 and count=1.
Example:
#property copyright "2009, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An example for output of the High[i] and Low[i]"
#property description "for a random chosen bars"
double High[],Low[];
//+------------------------------------------------------------------+
//| Get Low for specified bar index |
//+------------------------------------------------------------------+
double iLow(string symbol,ENUM_TIMEFRAMES timeframe,int index)
{
double low=0;
ArraySetAsSeries(Low,true);
int copied=CopyLow(symbol,timeframe,0,Bars(symbol,timeframe),Low);
if(copied>0 && index<copied) low=Low[index];
return(low);
}
//+------------------------------------------------------------------+
//| Get the High for specified bar index |
//+------------------------------------------------------------------+
double iHigh(string symbol,ENUM_TIMEFRAMES timeframe,int index)
{
double high=0;
ArraySetAsSeries(High,true);
int copied=CopyHigh(symbol,timeframe,0,Bars(symbol,timeframe),High);
if(copied>0 && index<copied) high=High[index];
return(high);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
© 2000-2017, MetaQuotes Software Corp.
1175 Timeseries and Indicators Access
//--- on every tick we output the High and Low values for the bar with index,
//--- that is equal to the second, on which tick arrived
datetime t=TimeCurrent();
int sec=t%60;
printf("High[%d] = %G Low[%d] = %G",
sec,iHigh(Symbol(),0,sec),
sec,iLow(Symbol(),0,sec));
}
See a detailed example of requesting history data in the Methods of Object Binding section. The script
available in that section shows how to get the values of indicator iFractals on the last 1000 bars and
how to display the last 10 up and 10 down fractals on the chart. A similar technique can be used for all
indicators that have missing data and that are usually drawn using the following styles:
· DRAW_SECTION,
· DRAW_ARROW,
· DRAW_ZIGZAG,
· DRAW_COLOR_SECTION,
· DRAW_COLOR_ARROW,
· DRAW_COLOR_ZIGZAG.
© 2000-2017, MetaQuotes Software Corp.
1176 Timeseries and Indicators Access
CopyLow
The function gets into low_array the history data of minimal bar prices for the selected symbol-period
pair in the specified quantity. It should be noted that elements ordering is from present to past, i.e.,
starting position of 0 means the current bar.
When copying the yet unknown amount of data, it is recommended to use dynamic array as a target
array, because if the requested data count is less (or more) than the length of the target array,
function tries to reallocate the memory so that the requested data fit entirely.
If you know the amount of data you need to copy, it should better be done to a statically allocated
buffer, in order to prevent the allocation of excessive memory.
No matter what is the property of the target array - as_series=true or as_series=false. Data will be
copied so that the oldest element will be located at the start of the physical memory allocated for the
array. There are 3 variants of function calls.
Call by the first position and the number of required elements
int CopyLow(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
int start_pos, // start position
int count, // data count to copy
double low_array[] // target array to copy
);
Call by the start date and the number of required elements
int CopyLow(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
int count, // data count to copy
double low_array[] // target array to copy
);
Call by the start and end dates of a required time interval
int CopyLow(
© 2000-2017, MetaQuotes Software Corp.
1177 Timeseries and Indicators Access
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
datetime stop_time, // stop date and time
double low_array[] // target array to copy
);
Parameters
symbol_name
[in] Symbol.
timeframe
[in] Period.
start_pos
[in] The start position for the first element to copy.
count
[in] Data count to copy.
start_time
[in] Bar time, corresponding to the first element to copy.
stop_time
[in] Bar time, corresponding to the last element to copy.
low_array[]
[out] Array of double type.
Return Value
Returns the copied data count or -1 in case of an error.
Note
If the whole interval of requested data is out of the available data on the server, the function
returns -1. If data outside TERMINAL_MAXBARS (maximal number of bars on the chart) is requested,
the function will also return -1.
When requesting data from the indicator, if requested timeseries are not yet built or they need to
be downloaded from the server, the function will immediately return -1, but the process of
downloading/building will be initiated.
When requesting data from an Expert Advisor or script, downloading from the server will be
initiated, if the terminal does not have these data locally, or building of a required timeseries will
start, if data can be built from the local history but they are not ready yet. The function will return
the amount of data that will be ready by the moment of timeout expiration, but history downloading
will continue, and at the next similar request the function will return more data.
When requesting data by the start date and the number of required elements, only data whose date
is less than (earlier) or equal to the date specified will be returned. It means, the open time of any
bar, for which value is returned (volume, spread, value on the indicator buffer, prices Open, High,
Low, Close or open time Time) is always less or equal to the specified one.
© 2000-2017, MetaQuotes Software Corp.
1178 Timeseries and Indicators Access
When requesting data in a specified range of dates, only data from this interval will be returned.
The interval is set and counted up to seconds. It means, the open time of any bar, for which value is
returned (volume, spread, value on the indicator buffer, prices Open, High, Low, Close or open time
Time) is always within the requested interval.
Thus, if the current day is Saturday, at the attempt to copy data on a week timeframe specifying
start_time=Last_Tuesday and stop_time=Last_Friday the function will return 0, because the open
time on a week timeframe is always Sunday, but one week bar does not fall into the specified
interval.
If you need to return value corresponding to the current uncompleted bar, you can use the first form
of call specifying start_pos=0 and count=1.
See a detailed example of requesting history data in section Methods of Object Binding. The script
available in that section shows how to get the values of indicator iFractals on the last 1000 bars and
how to display the last 10 up and 10 down fractals on the chart. A similar technique can be used for all
indicators that have missing data and that are usually drawn using the following styles:
· DRAW_SECTION,
· DRAW_ARROW,
· DRAW_ZIGZAG,
· DRAW_COLOR_SECTION,
· DRAW_COLOR_ARROW,
· DRAW_COLOR_ZIGZAG.
See also
CopyHigh
© 2000-2017, MetaQuotes Software Corp.
1179 Timeseries and Indicators Access
CopyClose
The function gets into close_array the history data of bar close prices for the selected symbol-period
pair in the specified quantity. It should be noted that elements ordering is from present to past, i.e.,
starting position of 0 means the current bar.
When copying the yet unknown amount of data, it is recommended to use dynamic array as a target
array, because if the requested data count is less (or more) than the length of the target array,
function tries to reallocate the memory so that the requested data fit entirely.
If you know the amount of data you need to copy, it should better be done to a statically allocated
buffer, in order to prevent the allocation of excessive memory.
No matter what is the property of the target array - as_series=true or as_series=false. Data will be
copied so that the oldest element will be located at the start of the physical memory allocated for the
array. There are 3 variants of function calls.
Call by the first position and the number of required elements
int CopyClose(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
int start_pos, // start position
int count, // data count to copy
double close_array[] // target array to copy
);
Call by the start date and the number of required elements
int CopyClose(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
int count, // data count to copy
double close_array[] // target array to copy
);
Call by the start and end dates of a required time interval
int CopyClose(
© 2000-2017, MetaQuotes Software Corp.
1180 Timeseries and Indicators Access
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
datetime stop_time, // stop date and time
double close_array[] // target array to copy
);
Parameters
symbol_name
[in] Symbol name.
timeframe
[in] Period.
start_pos
[in] The start position for the first element to copy.
count
[in] Data count to copy.
start_time
[in] The start time for the first element to copy.
stop_time
[in] Bar time, corresponding to the last element to copy.
close_array[]
[out] Array of double type.
Return Value
Returns the copied data count or -1 in case of an error.
Note
If the whole interval of requested data is out of the available data on the server, the function
returns -1. If data outside TERMINAL_MAXBARS (maximal number of bars on the chart) is requested,
the function will also return -1.
When requesting data from the indicator, if requested timeseries are not yet built or they need to
be downloaded from the server, the function will immediately return -1, but the process of
downloading/building will be initiated.
When requesting data from an Expert Advisor or script, downloading from the server will be
initiated, if the terminal does not have these data locally, or building of a required timeseries will
start, if data can be built from the local history but they are not ready yet. The function will return
the amount of data that will be ready by the moment of timeout expiration, but history downloading
will continue, and at the next similar request the function will return more data.
When requesting data by the start date and the number of required elements, only data whose date
is less than (earlier) or equal to the date specified will be returned. It means, the open time of any
bar, for which value is returned (volume, spread, value on the indicator buffer, prices Open, High,
Low, Close or open time Time) is always less or equal to the specified one.
© 2000-2017, MetaQuotes Software Corp.
1181 Timeseries and Indicators Access
When requesting data in a specified range of dates, only data from this interval will be returned.
The interval is set and counted up to seconds. It means, the open time of any bar, for which value is
returned (volume, spread, value on the indicator buffer, prices Open, High, Low, Close or open time
Time) is always within the requested interval.
Thus, if the current day is Saturday, at the attempt to copy data on a week timeframe specifying
start_time=Last_Tuesday and stop_time=Last_Friday the function will return 0, because the open
time on a week timeframe is always Sunday, but one week bar does not fall into the specified
interval.
If you need to return value corresponding to the current uncompleted bar, you can use the first form
of call specifying start_pos=0 and count=1.
See a detailed example of history data requesting in section Methods of Object Binding. The script
available in that section shows how to get the values of indicator iFractals on the last 1000 bars and
how to display the last 10 up and 10 down fractals on the chart. A similar technique can be used for all
indicators that have missing data and that are usually drawn using the following styles:
· DRAW_SECTION,
· DRAW_ARROW,
· DRAW_ZIGZAG,
· DRAW_COLOR_SECTION,
· DRAW_COLOR_ARROW,
· DRAW_COLOR_ZIGZAG.
© 2000-2017, MetaQuotes Software Corp.
1182 Timeseries and Indicators Access
CopyTickVolume
The function gets into volume_array the history data of tick volumes for the selected symbol-period
pair in the specified quantity. It should be noted that elements ordering is from present to past, i.e.,
starting position of 0 means the current bar.
When copying the yet unknown amount of data, it is recommended to use dynamic array as a target
array, because if the requested data count is less (or more) than the length of the target array,
function tries to reallocate the memory so that the requested data fit entirely.
If you know the amount of data you need to copy, it should better be done to a statically allocated
buffer, in order to prevent the allocation of excessive memory.
No matter what is the property of the target array - as_series=true or as_series=false. Data will be
copied so that the oldest element will be located at the start of the physical memory allocated for the
array. There are 3 variants of function calls.
Call by the first position and the number of required elements
int CopyTickVolume(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
int start_pos, // start position
int count, // data count to copy
long volume_array[] // target array for tick volumes
);
Call by the start date and the number of required elements
int CopyTickVolume(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
int count, // data count to copy
long volume_array[] // target array for tick volumes
);
Call by the start and end dates of a required time interval
int CopyTickVolume(
© 2000-2017, MetaQuotes Software Corp.
1183 Timeseries and Indicators Access
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
datetime stop_time, // stop date and time
long volume_array[] // target array for tick volumes
);
Parameters
symbol_name
[in] Symbol name.
timeframe
[in] Period.
start_pos
[in] The start position for the first element to copy.
count
[in] Data count to copy.
start_time
[in] The start time for the first element to copy.
stop_time
[in] Bar time, corresponding to the last element to copy.
volume_array[]
[out] Array of long type.
Return Value
Returns the copied data count or -1 in case of an error.
Note
If the whole interval of requested data is out of the available data on the server, the function
returns -1. If data outside TERMINAL_MAXBARS (maximal number of bars on the chart) is requested,
the function will also return -1.
When requesting data from the indicator, if requested timeseries are not yet built or they need to
be downloaded from the server, the function will immediately return -1, but the process of
downloading/building will be initiated.
When requesting data from an Expert Advisor or script, downloading from the server will be
initiated, if the terminal does not have these data locally, or building of a required timeseries will
start, if data can be built from the local history but they are not ready yet. The function will return
the amount of data that will be ready by the moment of timeout expiration, but history downloading
will continue, and at the next similar request the function will return more data.
When requesting data by the start date and the number of required elements, only data whose date
is less than (earlier) or equal to the date specified will be returned. It means, the open time of any
bar, for which value is returned (volume, spread, value on the indicator buffer, prices Open, High,
Low, Close or open time Time) is always less or equal to the specified one.
© 2000-2017, MetaQuotes Software Corp.
1184 Timeseries and Indicators Access
When requesting data in a specified range of dates, only data from this interval will be returned.
The interval is set and counted up to seconds. It means, the open time of any bar, for which value is
returned (volume, spread, value on the indicator buffer, prices Open, High, Low, Close or open time
Time) is always within the requested interval.
Thus, if the current day is Saturday, at the attempt to copy data on a week timeframe specifying
start_time=Last_Tuesday and stop_time=Last_Friday the function will return 0, because the open
time on a week timeframe is always Sunday, but one week bar does not fall into the specified
interval.
If you need to return value corresponding to the current uncompleted bar, you can use the first form
of call specifying start_pos=0 and count=1.
Example:
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//---- plot TickVolume
#property indicator_label1 "TickVolume"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 C'143,188,139'
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input int bars=3000;
//--- indicator buffers
double TickVolumeBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,TickVolumeBuffer,INDICATOR_DATA);
IndicatorSetInteger(INDICATOR_DIGITS,0);
//---
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
© 2000-2017, MetaQuotes Software Corp.
1185 Timeseries and Indicators Access
const int &spread[])
{
//---
if(prev_calculated==0)
{
long timeseries[];
ArraySetAsSeries(timeseries,true);
int prices=CopyTickVolume(Symbol(),0,0,bars,timeseries);
for(int i=0;i<rates_total-prices;i++) TickVolumeBuffer[i]=0.0;
for(int i=0;i<prices;i++) TickVolumeBuffer[rates_total-1-i]=timeseries[prices-1-i];
Print("We have received the following number of TickVolume values: "+prices);
}
else
{
long timeseries[];
int prices=CopyTickVolume(Symbol(),0,0,1,timeseries);
TickVolumeBuffer[rates_total-1]=timeseries[0];
}
//--- return value of prev_calculated for next call
return(rates_total);
}
See a detailed example of history data requesting in section Methods of Object Binding. The script
available in that section shows how to get the values of indicator iFractals on the last 1000 bars and
how to display the last 10 up and 10 down fractals on the chart. A similar technique can be used for all
indicators that have missing data and that are usually drawn using the following styles:
· DRAW_SECTION,
· DRAW_ARROW,
· DRAW_ZIGZAG,
· DRAW_COLOR_SECTION,
· DRAW_COLOR_ARROW,
· DRAW_COLOR_ZIGZAG.
© 2000-2017, MetaQuotes Software Corp.
1186 Timeseries and Indicators Access
CopyRealVolume
The function gets into volume_array the history data of trade volumes for the selected symbol-period
pair in the specified quantity. It should be noted that elements ordering is from present to past, i.e.,
starting position of 0 means the current bar.
When copying the yet unknown amount of data, it is recommended to use dynamic array as a target
array, because if the requested data count is less (or more) than the length of the target array,
function tries to reallocate the memory so that the requested data fit entirely.
If you know the amount of data you need to copy, it should better be done to a statically allocated
buffer, in order to prevent the allocation of excessive memory.
No matter what is the property of the target array - as_series=true or as_series=false. Data will be
copied so that the oldest element will be located at the start of the physical memory allocated for the
array. There are 3 variants of function calls.
Call by the first position and the number of required elements
int CopyRealVolume(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
int start_pos, // start position
int count, // data count to copy
long volume_array[] // target array for volumes values
);
Call by the start date and the number of required elements
int CopyRealVolume(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
int count, // data count to copy
long volume_array[] // target array for volumes values
);
Call by the start and end dates of a required time interval
int CopyRealVolume(
© 2000-2017, MetaQuotes Software Corp.
1187 Timeseries and Indicators Access
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
datetime stop_time, // stop date and time
long volume_array[] // target array for volumes values
);
Parameters
symbol_name
[in] Symbol name.
timeframe
[in] Period.
start_pos
[in] The start position for the first element to copy.
count
[in] Data count to copy.
start_time
[in] The start time for the first element to copy.
stop_time
[in] Bar time, corresponding to the last element to copy.
volume_array[]
[out] Array of long type.
Return Value
Returns the copied data count or -1 in the case of error.
Note
If the whole interval of requested data is out of the available data on the server, the function
returns -1. If data outside TERMINAL_MAXBARS (maximal number of bars on the chart) is requested,
the function will also return -1.
When requesting data from the indicator, if requested timeseries are not yet built or they need to
be downloaded from the server, the function will immediately return -1, but the process of
downloading/building will be initiated.
When requesting data from an Expert Advisor or script, downloading from the server will be
initiated, if the terminal does not have these data locally, or building of a required timeseries will
start, if data can be built from the local history but they are not ready yet. The function will return
the amount of data that will be ready by the moment of timeout expiration, but history downloading
will continue, and at the next similar request the function will return more data.
When requesting data by the start date and the number of required elements, only data whose date
is less than (earlier) or equal to the date specified will be returned. It means, the open time of any
bar, for which value is returned (volume, spread, value on the indicator buffer, prices Open, High,
Low, Close or open time Time) is always less or equal to the specified one.
© 2000-2017, MetaQuotes Software Corp.
1188 Timeseries and Indicators Access
When requesting data in a specified range of dates, only data from this interval will be returned.
The interval is set and counted up to seconds. It means, the open time of any bar, for which value is
returned (volume, spread, value on the indicator buffer, prices Open, High, Low, Close or open time
Time) is always within the requested interval.
Thus, if the current day is Saturday, at the attempt to copy data on a week timeframe specifying
start_time=Last_Tuesday and stop_time=Last_Friday the function will return 0, because the open
time on a week timeframe is always Sunday, but one week bar does not fall into the specified
interval.
If you need to return value corresponding to the current uncompleted bar, you can use the first form
of call specifying start_pos=0 and count=1.
See an example of history data requesting in section Methods of Object Binding. The script available
in that section shows how to get the values of indicator iFractals on the last 1000 bars and how to
display the last 10 up and 10 down fractals on the chart. A similar technique can be used for all
indicators that have missing data and that are usually drawn using the following styles:
· DRAW_SECTION,
· DRAW_ARROW,
· DRAW_ZIGZAG,
· DRAW_COLOR_SECTION,
· DRAW_COLOR_ARROW,
· DRAW_COLOR_ZIGZAG.
© 2000-2017, MetaQuotes Software Corp.
1189 Timeseries and Indicators Access
CopySpread
The function gets into spread_array the history data of spread values for the selected symbol-period
pair in the specified quantity. It should be noted that elements ordering is from present to past, i.e.,
starting position of 0 means the current bar.
When copying the yet unknown amount of data, it is recommended to use dynamic array as a target
array, because if the requested data count is less (or more) than the length of the target array,
function tries to reallocate the memory so that the requested data fit entirely.
If you know the amount of data you need to copy, it should better be done to a statically allocated
buffer, in order to prevent the allocation of excessive memory.
No matter what is the property of the target array - as_series=true or as_series=false. Data will be
copied so that the oldest element will be located at the start of the physical memory allocated for the
array. There are 3 variants of function calls.
Call by the first position and the number of required elements
int CopySpread(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
int start_pos, // start position
int count, // data count to copy
int spread_array[] // target array for spread values
);
Call by the start date and the number of required elements
int CopySpread(
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
int count, // data count to copy
int spread_array[] // target array for spread values
);
Call by the start and end dates of a required time interval
int CopySpread(
© 2000-2017, MetaQuotes Software Corp.
1190 Timeseries and Indicators Access
string symbol_name, // symbol name
ENUM_TIMEFRAMES timeframe, // period
datetime start_time, // start date and time
datetime stop_time, // stop date and time
int spread_array[] // target array for spread values
);
Parameters
symbol_name
[in] Symbol name.
timeframe
[in] Period.
start_pos
[in] The start position for the first element to copy.
count
[in] Data count to copy.
start_time
[in] The start time for the first element to copy.
stop_time
[in] Bar time, corresponding to the last element to copy.
spread_array[]
[out] Array of int type.
Return Value
Returns the copied data count or -1 in case of an error.
Note
If the whole interval of requested data is out of the available data on the server, the function
returns -1. If data outside TERMINAL_MAXBARS (maximal number of bars on the chart) is requested,
the function will also return -1.
When requesting data from the indicator, if requested timeseries are not yet built or they need to
be downloaded from the server, the function will immediately return -1, but the process of
downloading/building will be initiated.
When requesting data from an Expert Advisor or script, downloading from the server will be
initiated, if the terminal does not have these data locally, or building of a required timeseries will
start, if data can be built from the local history but they are not ready yet. The function will return
the amount of data that will be ready by the moment of timeout expiration, but history downloading
will continue, and at the next similar request the function will return more data.
When requesting data by the start date and the number of required elements, only data whose date
is less than (earlier) or equal to the date specified will be returned. It means, the open time of any
bar, for which value is returned (volume, spread, value on the indicator buffer, prices Open, High,
Low, Close or open time Time) is always less or equal to the specified one.
© 2000-2017, MetaQuotes Software Corp.
1191 Timeseries and Indicators Access
When requesting data in a specified range of dates, only data from this interval will be returned.
The interval is set and counted up to seconds. It means, the open time of any bar, for which value is
returned (volume, spread, value on the indicator buffer, prices Open, High, Low, Close or open time
Time) is always within the requested interval.
Thus, if the current day is Saturday, at the attempt to copy data on a week timeframe specifying
start_time=Last_Tuesday and stop_time=Last_Friday the function will return 0, because the open
time on a week timeframe is always Sunday, but one week bar does not fall into the specified
interval.
If you need to return value corresponding to the current uncompleted bar, you can use the first form
of call specifying start_pos=0 and count=1.
Example:
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//---- plot Spread
#property indicator_label1 "Spread"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input int bars=3000;
//--- indicator buffers
double SpreadBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,SpreadBuffer,INDICATOR_DATA);
IndicatorSetInteger(INDICATOR_DIGITS,0);
//---
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
© 2000-2017, MetaQuotes Software Corp.
1192 Timeseries and Indicators Access
const int &spread[])
{
//---
if(prev_calculated==0)
{
int spread_int[];
ArraySetAsSeries(spread_int,true);
int spreads=CopySpread(Symbol(),0,0,bars,spread_int);
Print("We have received the following number of Spread values: ",spreads);
for (int i=0;i<spreads;i++)
{
SpreadBuffer[rates_total-1-i]=spread_int[i];
if(i<=30) Print("spread["+i+"] = ",spread_int[i]);
}
}
else
{
double Ask,Bid;
Ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK);
Bid=SymbolInfoDouble(Symbol(),SYMBOL_BID);
Comment("Ask = ",Ask," Bid = ",Bid);
SpreadBuffer[rates_total-1]=(Ask-Bid)/Point();
}
//--- return value of prev_calculated for next call
return(rates_total);
}
See an example of history data requesting in section Methods of Object Binding. The script available
in that section shows how to get the values of indicator iFractals on the last 1000 bars and how to
display the last 10 up and 10 down fractals on the chart. A similar technique can be used for all
indicators that have missing data and that are usually drawn using the following styles:
· DRAW_SECTION,
· DRAW_ARROW,
· DRAW_ZIGZAG,
· DRAW_COLOR_SECTION,
· DRAW_COLOR_ARROW,
· DRAW_COLOR_ZIGZAG.
© 2000-2017, MetaQuotes Software Corp.
1193 Timeseries and Indicators Access
CopyTicks
The function receives ticks in the MqlTick format into ticks_array. In this case, ticks are indexed from
the past to the present, i.e. the 0 indexed tick is the oldest one in the array. For tick analysis, check
the flags field, which shows what exactly has changed in the tick.
int CopyTicks(
string symbol_name, // Symbol name
MqlTick& ticks_array[], // Tick receiving array
uint flags=COPY_TICKS_ALL, // The flag that determines the type of received ticks
ulong from=0, // The date from which you want to request ticks
uint count=0 // The number of ticks that you want to receive
);
Parameters
symbol_name
[in] Symbol.
ticks_array
[out] An array of the MqlTick type for receiving ticks.
flags
[in] A flag to define the type of the requested ticks. COPY_TICKS_INFO – ticks with Bid and/or Ask
changes, COPY_TICKS_TRADE – ticks with changes in Last and Volume, COPY_TICKS_ALL – all ticks.
For any type of request, the values of the previous tick are added to the remaining fields of the
MqlTick structure.
from
[in] The date from which you want to request ticks. In milliseconds since 1970.01.01. If from=0,
the last count ticks will be returned.
count
[in] The number of requested ticks. If the 'from' and 'count' parameters are not specified, all
available recent ticks (but not more than 2000) will be written to ticks_array[].
Returned value
The number of copied tick or -1 in case of an error.
Note
The CopyTicks() function allows requesting and analyzing all received ticks. The first call of
CopyTicks() initiates synchronization of the symbol's tick database stored on the hard disk. If the
local database does not provide all the requested ticks, then missing ticks will be automatically
downloaded from the trade server. Ticks beginning with the from date specified in CopyTicks() till
the current moment will be synchronized. After that, all ticks arriving for this symbol will be added
to the tick database thus keeping it in the synchronized state.
If the from and count parameters are not specified, all available recent ticks (but not more than
2000) will be written to ticks_array[]. The flags parameter allows specifying the type of required
ticks.
© 2000-2017, MetaQuotes Software Corp.
1194 Timeseries and Indicators Access
COPY_TICKS_INFO – ticks with Bid and/or Ask price changes are returned. Data of other fields will
also be added. For example, if only the Bid has changed, the ask and volume fields will be filled with
last known values. To find out exactly what has changed, analyze the flags field, which will have the
value of TICK_FLAG_BID and/or TICK_FLAG_ASK. If a tick has zero values of the Bid and Ask prices,
and the flags show that these data have changed (flags=TICK_FLAG_BID|TICK_FLAG_ASK), this
means that the order book (Market Depth) is empty. In other words, there are no buy and sell
orders.
COPY_TICKS_TRADE – ticks with the Last price and volume changes are returned. Data of other
fields will also be added, i.e. last known values of Bid and Ask will be specified in the appropriate
fields. To find out exactly what has changed, analyze the flags field, which will have the
TICK_FLAG_LAST and TICK_FLAG_VOLUME value.
COPY_TICKS_ALL – all ticks with any change are returned. Unchanged fields will be filled with last
known values.
Call of CopyTicks() with the COPY_TICKS_ALL flag immediately returns all ticks from the request
interval, while calls in other modes require some time to process and select ticks, therefore they do
not provide significant speed advantage.
When requesting ticks (either COPY_TICKS_INFO or COPY_TICKS_TRADE), every tick contains full
price information as of the time of the tick (bid, ask, last and volume). This feature is provided for
an easier analysis of the trade state at the time of each tick, so there is no need to request a deep
tick history and search for the values of other fields.
In indicators, the CopyTicks() function returns the result: when called from an indicator,
CopyTick() immediately returns all available ticks of a symbol, and will launch synchronization of the
tick database, if available data is not enough. All indicators in one symbol operate in one common
thread, so the indicator cannot wait for the completion of synchronization. After synchronization,
CopyTicks() will return all requested ticks during the next call. In indicators, the OnCalculate()
function is called after the arrival of each tick.
CopyTicks() can wait for the result for 45 seconds in Expert Advisors and scripts: as distinct
from indicators, every Expert Advisor and script operate in a separate thread, and therefore can
wait 45 seconds till the completion of synchronization. If the required amount of ticks fails to be
synchronized during this time, CopyTicks() will return available ticks by timeout and will continue
synchronization. OnTick() in Expert Advisor is not a handler of every tick, it only notifies an Expert
Advisor about changes in the market. It can be a batch of changes: the terminal can simultaneously
make a few ticks, but OnTick() will be called only once to notify the EA of the latest market state.
The rate of data return: the terminal stores in the fast access cache 4,096 last ticks for each
instrument (65,536 ticks for symbols with a running Market Depth). If requested ticks for the
current trading session are beyond the cache, CopyTicks() calls the ticks stored in the terminal
memory. These requests require more time for execution. The slowest requests are those
requesting ticks for other days, since the data is read from the disk in this case.
Example:
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property script_show_inputs
//--- Requesting 100 million ticks to be sure we receive the entire tick history
input int getticks=100000000; // The number of required ticks
© 2000-2017, MetaQuotes Software Corp.
1195 Timeseries and Indicators Access
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//---
int attempts=0; // Count of attempts
bool success=false; // The flag of a successful copying of ticks
MqlTick tick_array[]; // Tick receiving array
MqlTick lasttick; // To receive last tick data
SymbolInfoTick(_Symbol,lasttick);
//--- Make 3 attempts to receive ticks
while(attempts<3)
{
//--- Measuring start time before receiving the ticks
uint start=GetTickCount();
//--- Requesting the tick history since 1970.01.01 00:00.001 (parameter from=1 ms)
int received=CopyTicks(_Symbol,tick_array,COPY_TICKS_ALL,1,getticks);
if(received!=-1)
{
//--- Showing information about the number of ticks and spent time
PrintFormat("%s: received %d ticks in %d ms",_Symbol,received,GetTickCount()-start);
//--- If the tick history is synchronized, the error code is equal to zero
if(GetLastError()==0)
{
success=true;
break;
}
else
PrintFormat("%s: Ticks are not synchronized yet, %d ticks received for %d ms. Error=%d"
_Symbol,received,GetTickCount()-start,_LastError);
}
//--- Counting attempts
attempts++;
//--- A one-second pause to wait for the end of synchronization of the tick database
Sleep(1000);
}
//--- Receiving the requested ticks from the beginning of the tick history failed in three attempts
if(!success)
{
PrintFormat("Error! Failed to receive %d ticks of %s in three attempts",getticks,_Symbol);
return;
}
int ticks=ArraySize(tick_array);
//--- Showing the time of the first tick in the array
datetime firstticktime=tick_array[ticks-1].time;
PrintFormat("Last tick time = %s.%03I64u",
TimeToString(firstticktime,TIME_DATE|TIME_MINUTES|TIME_SECONDS),tick_array[ticks-1].
//--- Show the time of the last tick in the array
© 2000-2017, MetaQuotes Software Corp.
1196 Timeseries and Indicators Access
datetime lastticktime=tick_array[0].time;
PrintFormat("First tick time = %s.%03I64u",
TimeToString(lastticktime,TIME_DATE|TIME_MINUTES|TIME_SECONDS),tick_array[0].time_ms
//--- Getting the beginning and the end of the day from the tick
MqlDateTime today;
TimeToStruct(lasttick.time,today);
today.hour=0;
today.min=0;
today.sec=0;
datetime startday=StructToTime(today);
datetime endday=startday+24*60*60;
//--- Showing the first 100 ticks of the last day
int counter=0;
for(int i=0;i<ticks;i++)
{
datetime time=tick_array[i].time;
if((time>=startday) && (time<endday) && counter<100)
{
counter++;
PrintFormat("%d. %s",counter,GetTickDescription(tick_array[i]));
}
}
//--- Showing the first 100 deals of the last day
counter=0;
for(int i=0;i<ticks;i++)
{
datetime time=tick_array[i].time;
if((time>=startday) && (time<endday) && counter<100)
{
if(((tick_array[i].flags&TICK_FLAG_BUY)==TICK_FLAG_BUY) || ((tick_array[i].flags&TICK_FLAG
{
counter++;
PrintFormat("%d. %s",counter,GetTickDescription(tick_array[i]));
}
}
}
}
//+------------------------------------------------------------------+
//| Returns the string description of a tick |
//+------------------------------------------------------------------+
string GetTickDescription(MqlTick &tick)
{
string desc=StringFormat("%s.%03d ",
TimeToString(tick.time),tick.time_msc%1000);
//--- Checking flags
bool buy_tick=((tick.flags&TICK_FLAG_BUY)==TICK_FLAG_BUY);
bool sell_tick=((tick.flags&TICK_FLAG_SELL)==TICK_FLAG_SELL);
bool ask_tick=((tick.flags&TICK_FLAG_ASK)==TICK_FLAG_ASK);
© 2000-2017, MetaQuotes Software Corp.
1197 Timeseries and Indicators Access
bool bid_tick=((tick.flags&TICK_FLAG_BID)==TICK_FLAG_BID);
bool last_tick=((tick.flags&TICK_FLAG_LAST)==TICK_FLAG_LAST);
bool volume_tick=((tick.flags&TICK_FLAG_VOLUME)==TICK_FLAG_VOLUME);
//--- Checking trading flags in a tick first
if(buy_tick || sell_tick)
{
//--- Forming an output for the trading tick
desc=desc+(buy_tick?StringFormat("Buy Tick: Last=%G Volume=%d ",tick.last,tick.volume):"");
desc=desc+(sell_tick?StringFormat("Sell Tick: Last=%G Volume=%d ",tick.last,tick.volume):"");
desc=desc+(ask_tick?StringFormat("Ask=%G ",tick.ask):"");
desc=desc+(bid_tick?StringFormat("Bid=%G ",tick.ask):"");
desc=desc+"(Trade tick)";
}
else
{
//--- Form a different output for an info tick
desc=desc+(ask_tick?StringFormat("Ask=%G ",tick.ask):"");
desc=desc+(bid_tick?StringFormat("Bid=%G ",tick.ask):"");
desc=desc+(last_tick?StringFormat("Last=%G ",tick.last):"");
desc=desc+(volume_tick?StringFormat("Volume=%d ",tick.volume):"");
desc=desc+"(Info tick)";
}
//--- Returning tick description
return desc;
}
//+------------------------------------------------------------------+
/* Example of the output
Si-12.16: received 11048387 ticks in 4937 ms
Last tick time = 2016.09.26 18:32:59.775
First tick time = 2015.06.18 09:45:01.000
1. 2016.09.26 09:45.249 Ask=65370 Bid=65370 (Info tick)
2. 2016.09.26 09:47.420 Ask=65370 Bid=65370 (Info tick)
3. 2016.09.26 09:50.893 Ask=65370 Bid=65370 (Info tick)
4. 2016.09.26 09:51.827 Ask=65370 Bid=65370 (Info tick)
5. 2016.09.26 09:53.810 Ask=65370 Bid=65370 (Info tick)
6. 2016.09.26 09:54.491 Ask=65370 Bid=65370 (Info tick)
7. 2016.09.26 09:55.913 Ask=65370 Bid=65370 (Info tick)
8. 2016.09.26 09:59.350 Ask=65370 Bid=65370 (Info tick)
9. 2016.09.26 09:59.678 Bid=65370 (Info tick)
10. 2016.09.26 10:00.000 Sell Tick: Last=65367 Volume=3 (Trade tick)
11. 2016.09.26 10:00.000 Sell Tick: Last=65335 Volume=45 (Trade tick)
12. 2016.09.26 10:00.000 Sell Tick: Last=65334 Volume=95 (Trade tick)
13. 2016.09.26 10:00.191 Sell Tick: Last=65319 Volume=1 (Trade tick)
14. 2016.09.26 10:00.191 Sell Tick: Last=65317 Volume=1 (Trade tick)
15. 2016.09.26 10:00.191 Sell Tick: Last=65316 Volume=1 (Trade tick)
16. 2016.09.26 10:00.191 Sell Tick: Last=65316 Volume=10 (Trade tick)
17. 2016.09.26 10:00.191 Sell Tick: Last=65315 Volume=5 (Trade tick)
18. 2016.09.26 10:00.191 Sell Tick: Last=65313 Volume=3 (Trade tick)
19. 2016.09.26 10:00.191 Sell Tick: Last=65307 Volume=25 (Trade tick)
© 2000-2017, MetaQuotes Software Corp.
1198 Timeseries and Indicators Access
20. 2016.09.26 10:00.191 Sell Tick: Last=65304 Volume=1 (Trade tick)
21. 2016.09.26 10:00.191 Sell Tick: Last=65301 Volume=1 (Trade tick)
22. 2016.09.26 10:00.191 Sell Tick: Last=65301 Volume=10 (Trade tick)
23. 2016.09.26 10:00.191 Sell Tick: Last=65300 Volume=5 (Trade tick)
24. 2016.09.26 10:00.191 Sell Tick: Last=65300 Volume=1 (Trade tick)
25. 2016.09.26 10:00.191 Sell Tick: Last=65300 Volume=6 (Trade tick)
26. 2016.09.26 10:00.191 Sell Tick: Last=65299 Volume=1 (Trade tick)
27. 2016.09.26 10:00.191 Bid=65370 (Info tick)
28. 2016.09.26 10:00.232 Ask=65297 (Info tick)
29. 2016.09.26 10:00.276 Sell Tick: Last=65291 Volume=31 (Trade tick)
30. 2016.09.26 10:00.276 Sell Tick: Last=65290 Volume=1 (Trade tick)
*/
See also
SymbolInfoTick, Structure for Current Prices, OnTick()
© 2000-2017, MetaQuotes Software Corp.
1199 Timeseries and Indicators Access
CopyTicksRange
The function receives ticks in the MqlTick format within the specified date range to ticks_array.
Indexing goes from the past to the present meaning that a tick with the index 0 is the oldest one in
the array. For tick analysis, check the flags field, which shows what exactly has changed.
int CopyTicksRange(
const string symbol_name, // symbol name
MqlTick& ticks_array[], // tick receiving array
uint flags=COPY_TICKS_ALL, // flag that defines the type of the ticks that are rece
ulong from_msc=0, // date, starting from which ticks are requested
ulong to_msc=0 // date, up to which ticks are requested
);
Parameters
symbol_name
[in] Symbol.
ticks_array
[out] MqlTick static or dynamic array for receiving ticks. If the static array cannot hold all the
ticks from the requested time interval, the maximum possible amount of ticks is received. In this
case, the function generates the error ERR_HISTORY_SMALL_BUFFER (4407) .
flags
[in] A flag to define the type of the requested ticks. COPY_TICKS_INFO – ticks with Bid and/or Ask
changes, COPY_TICKS_TRADE – ticks with changes in Last and Volume, COPY_TICKS_ALL – all ticks.
For any type of request, the values of the previous tick are added to the remaining fields of the
MqlTick structure.
from_msc
[in] The date, from which you want to request ticks. In milliseconds since 1970.01.01. If the
from_msc parameter is not specified, ticks from the beginning of the history are sent. Ticks with
the time >= from_msc are sent.
to_msc
[in] The date, up to which you want to request ticks. In milliseconds since 01.01.1970. Ticks with
the time <= to_msc are sent. If the to_msc parameter is not specified, all ticks up to the end of
the history are sent.
Return Value
The number of copied tick or -1 in case of an error. GetLastError() is able to return the following
errors:
· ERR_HISTORY_TIMEOUT – ticks synchronization waiting time is up, the function has sent all it had.
· ERR_HISTORY_SMALL_BUFFER – static buffer is too small. Only the amount the array can store has
been sent.
· ERR_NOT_ENOUGH_MEMORY – insufficient memory for receiving a history from the specified range
to the dynamic tick array. Failed to allocate enough memory for the tick array.
Note
© 2000-2017, MetaQuotes Software Corp.
1200 Timeseries and Indicators Access
The CopyTicksRange() function is used for requesting ticks strictly from a specified range, for
example, from a certain day in history. At the same time, CopyTicks() allows specifying only a start
date, for example – receive all ticks from the beginning of the month till the current moment.
See also
SymbolInfoTick, Structure for Current Prices, OnTick, CopyTicks
© 2000-2017, MetaQuotes Software Corp.
1201 Chart Operations
Chart Operations
These are functions for working with charts. All chart operations are allowed in Expert Advisors and
scripts only.
The functions defining the chart properties are actually used for sending change commands to the
chart. If these functions are executed successfully, the command is included in the common queue of
the chart events. The changes are implemented to the chart when handling the queue of the chart
events.
Thus, do not expect an immediate visual update of the chart after calling these functions. Generally,
the chart is updated automatically by the terminal following the change events - a new quote arrival,
resizing the chart window, etc. Use ChartRedraw() function to forcefully update the chart.
Function Action
ChartApplyTemplate Applies a specific template from a specified file
to the chart
ChartSaveTemplate Saves current chart settings in a template with
a specified name
ChartWindowFind Returns the number of a subwindow where an
indicator is drawn
ChartTimePriceToXY Converts the coordinates of a chart from the
time/price representation to the X and Y
coordinates
ChartXYToTimePrice Converts the X and Y coordinates on a chart to
the time and price values
ChartOpen Opens a new chart with the specified symbol
and period
ChartClose Closes the specified chart
ChartFirst Returns the ID of the first chart of the client
terminal
ChartNext Returns the chart ID of the chart next to the
specified one
ChartSymbol Returns the symbol name of the specified chart
ChartPeriod Returns the period value of the specified chart
ChartRedraw Calls a forced redrawing of a specified chart
ChartSetDouble Sets the double value for a corresponding
property of the specified chart
ChartSetInteger Sets the integer value (datetime, int, color,
bool or char) for a corresponding property of
the specified chart
© 2000-2017, MetaQuotes Software Corp.
1202 Chart Operations
ChartSetString Sets the string value for a corresponding
property of the specified chart
ChartGetDouble Returns the double value property of the
specified chart
ChartGetInteger Returns the integer value property of the
specified chart
ChartGetString Returns the string value property of the
specified chart
ChartNavigate Performs shift of the specified chart by the
specified number of bars relative to the
specified position in the chart
ChartID Returns the ID of the current chart
ChartIndicatorAdd Adds an indicator with the specified handle into
a specified chart window
ChartIndicatorDelete Removes an indicator with a specified name
from the specified chart window
ChartIndicatorGet Returns the handle of the indicator with the
specified short name in the specified chart
window
ChartIndicatorName Returns the short name of the indicator by the
number in the indicators list on the specified
chart window
ChartIndicatorsTotal Returns the number of all indicators applied to
the specified chart window.
ChartWindowOnDropped Returns the number (index) of the chart
subwindow the Expert Advisor or script has
been dropped to
ChartPriceOnDropped Returns the price coordinate of the chart point
the Expert Advisor or script has been dropped
to
ChartTimeOnDropped Returns the time coordinate of the chart point
the Expert Advisor or script has been dropped
to
ChartXOnDropped Returns the X coordinate of the chart point the
Expert Advisor or script has been dropped to
ChartYOnDropped Returns the Y coordinate of the chart point the
Expert Advisor or script has been dropped to
ChartSetSymbolPeriod Changes the symbol value and a period of the
specified chart
© 2000-2017, MetaQuotes Software Corp.
1203 Chart Operations
ChartScreenShot Provides a screenshot of the chart of its current
state in a GIF, PNG or BMP format depending on
specified extension
© 2000-2017, MetaQuotes Software Corp.
1204 Chart Operations
ChartApplyTemplate
Applies a specific template from a specified file to the chart. The command is added to chart
messages queue and will be executed after processing of all previous commands.
bool ChartApplyTemplate(
long chart_id, // Chart ID
const string filename // Template file name
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
filename
[in] The name of the file containing the template.
Return Value
Returns true if the command has been added to chart queue, otherwise false. To get an information
about the error, call the GetLastError() function.
Note
The Expert Advisor will be unloaded and will not be able to continue operating in case of successful
loading of a new template to the chart it is attached to.
When applying the template to the chart, trade permissions may be limited due to security reasons:
Live trading permission cannot be extended for the Expert Advisors launched by
applying the template using ChartApplyTemplate() function.
If the mql5-program calling ChartApplyTemplate() function has no permission to trade, the Expert
Advisor launched via the template will also not be able to trade regardless of the template settings.
If the mql5-program calling ChartApplyTemplate() function has permission to trade, while there is no
such permission in the template settings, the Expert Advisor launched via the template will not be
able to trade.
Using Templates
The resources of the MQL5 language allow setting multiple chart properties, including colors using the
ChartSetInteger() function:
· Chart background color;
· Color of the axes, scale and the OHLC line;
· Grid color;
· Color of volumes and position open levels;
· Color of the up bar, shadow and edge of a bullish candlestick;
· Color of the down bar, shadow and edge of a bearish candlestick;
· Color of the chart line and Doji candlesticks;
© 2000-2017, MetaQuotes Software Corp.
1205 Chart Operations
· Color of the bullish candlestick body;
· Color of the bearish candlestick body;
· Color of the Bid price line;
· Color of the Ask price line;
· Color of the line of the last deal price (Last);
· Color of the stop order levels (Stop Loss and Take Profit).
Besides, there can be multiple graphical objects and indicators on a chart. You may set up a chart with
all the necessary indicators once and then save it as a template. Such a template can be applied to any
chart.
The ChartApplyTemplate() function is intended for using a previously saved template, and it can be
used in any mql5 program. The path to the file that stores the template is passed as the second
parameter to ChartApplyTemplate(). The template file is searched according to the following rules:
· if the backslash "\" separator (written as "\\") is placed at the beginning of the path, the template
is searched for relative to the path _terminal_data_directory\MQL5,
· if there is no backslash, the template is searched for relative to the executable EX5 file, in which
ChartApplyTemplate() is called;
· if a template is not found in the first two variants, the search is performed in the folder
terminal_directory\Profiles\Templates\.
Here terminal_directory is the folder from which the MetaTrader 5 Client Terminal is running, and
terminal_data_directory is the folder, in which editable files are stored, its location depends on the
operating system, user name and computer's security settings. Normally they are different folders, but
in some cases they may coincide.
The location of folders terminal_data_directory and terminal_directory can be obtained using the
TerminalInfoString() function.
//--- directory from which the terminal is started
string terminal_path=TerminalInfoString(TERMINAL_PATH);
Print("Terminal directory:",terminal_path);
//--- terminal data directory, in which the MQL5 folder with EAs and indicators is located
string terminal_data_path=TerminalInfoString(TERMINAL_DATA_PATH);
Print("Terminal data directory:",terminal_data_path);
For example:
//--- search for a template in terminal_data_directory\MQL5\
ChartApplyTemplate(0,"\\first_template.tpl"))
//--- search for a template in directory_of_EX5_file\, then in folder terminal_data_directory\Profi
ChartApplyTemplate(0,"second_template.tpl"))
//--- search for a template in directory_of_EX5_file\My_templates\, then in folder terminal_directo
ChartApplyTemplate(0,"My_templates\\third_template.tpl"))
Templates are not resources, they cannot be included into an executable EX5 file.
Example:
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1206 Chart Operations
void OnStart()
{
//--- example of applying template, located in \MQL5\Files
if(FileIsExist("my_template.tpl"))
{
Print("The file my_template.tpl found in \Files'");
//--- apply template
if(ChartApplyTemplate(0,"\\Files\\my_template.tpl"))
{
Print("The template 'my_template.tpl' applied successfully");
//--- redraw chart
ChartRedraw();
}
else
Print("Failed to apply 'my_template.tpl', error code ",GetLastError());
}
else
{
Print("File 'my_template.tpl' not found in "
+TerminalInfoString(TERMINAL_PATH)+"\\MQL5\\Files");
}
}
See also
Resources
© 2000-2017, MetaQuotes Software Corp.
1207 Chart Operations
ChartSaveTemplate
Saves current chart settings in a template with a specified name.
bool ChartSaveTemplate(
long chart_id, // Chart ID
const string filename // Filename to save the template
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
filename
[in] The filename to save the template. The ".tpl" extension will be added to the filename
automatically; there is no need to specify it. The template is saved in
data_folder\Profiles\Templates\ and can be used for manual application in the terminal. If a
template with the same filename already exists, the contents of this file will be overwritten.
Return Value
If successful, the function returns true, otherwise it returns false. To get information about the
error, call the GetLastError() function.
Note
Using templates, you can save chart settings with all applied indicators and graphical objects, to
then apply it to another chart.
Example:
//+------------------------------------------------------------------+
//| Test_ChartSaveTemplate.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property script_show_inputs
//--- input parameters
input string symbol="GBPUSD"; // The symbol of a new chart
input ENUM_TIMEFRAMES period=PERIOD_H3; // The timeframe of a new chart
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- First attach indicators to the chart
int handle;
//--- Prepare the indicator for use
© 2000-2017, MetaQuotes Software Corp.
1208 Chart Operations
if(!PrepareZigzag(NULL,0,handle)) return; // Failed, so exit
//--- Attach the indicator to the current chart, but in a separate window.
if(!ChartIndicatorAdd(0,1,handle))
{
PrintFormat("Failed to attach to chart %s/%s an indicator with the handle=%d. Error code %d",
_Symbol,
EnumToString(_Period),
handle,
GetLastError());
//--- Terminate the program operation
return;
}
//--- Refresh the chart to see the indicator
ChartRedraw();
//--- Find the last two last fractures of the zigzag
double two_values[];
datetime two_times[];
if(!GetLastTwoFractures(two_values,two_times,handle))
{
PrintFormat("Failed to find two last fractures in the Zigzag!");
//--- Terminate the program operation
return;
}
//--- Now attach a standard deviation channel
string channel="StdDeviation Channel";
if(!ObjectCreate(0,channel,OBJ_STDDEVCHANNEL,0,two_times[1],0))
{
PrintFormat("Failed to create object %s. Error code %d",
EnumToString(OBJ_STDDEVCHANNEL),GetLastError());
return;
}
else
{
//--- The channel has been created, define the second point
ObjectSetInteger(0,channel,OBJPROP_TIME,1,two_times[0]);
//--- Set a tooltip text for the channel
ObjectSetString(0,channel,OBJPROP_TOOLTIP,"Demo from MQL5 Help");
//--- Refresh the chart
ChartRedraw();
}
//--- Save the result in a template
ChartSaveTemplate(0,"StdDevChannelOnZigzag");
//--- Open a new chart and apply a saved template to it
long new_chart=ChartOpen(symbol,period);
//--- Enable tooltips for graphical objects
ChartSetInteger(new_chart,CHART_SHOW_OBJECT_DESCR,true);
if(new_chart!=0)
{
//--- Apply the saved template to a chart
© 2000-2017, MetaQuotes Software Corp.
1209 Chart Operations
ChartApplyTemplate(new_chart,"StdDevChannelOnZigzag");
}
Sleep(10000);
}
//+------------------------------------------------------------------+
//| Creates a zigzag handle and ensures readiness of its data |
//+------------------------------------------------------------------+
bool PrepareZigzag(string sym,ENUM_TIMEFRAMES tf,int &h)
{
ResetLastError();
//--- The Zigzag indicator must be located in terminal_data_folder\MQL5\Examples
h=iCustom(sym,tf,"Examples\\Zigzag");
if(h==INVALID_HANDLE)
{
PrintFormat("%s: Failed to create the handle of the Zigzag indicator. Error code %d",
__FUNCTION__,GetLastError());
return false;
}
//--- When creating an indicator handle, it requires time to calculate values
int k=0; // The number of attempts to wait for the indicator calculation
//--- Wait for the calculation in a loop, pausing to 50 milliseconds if the calculation is not yet
while(BarsCalculated(h)<=0)
{
k++;
//--- Show the number of attempts
PrintFormat("%s: k=%d",__FUNCTION__,k);
//--- Wait 50 milliseconds to wait until the indicator is calculated
Sleep(50);
//--- If more than 100 attempt, then something is wrong
if(k>100)
{
//--- Report a problem
PrintFormat("Failed to calculate the indicator for %d attempts!");
//--- Terminate the program operation
return false;
}
}
//--- Everything is ready, the indicator is created and values are calculated
return true;
}
//+------------------------------------------------------------------+
//| Searches for the last 2 zigzag fractures and places to arrays |
//+------------------------------------------------------------------+
bool GetLastTwoFractures(double &get_values[],datetime &get_times[],int handle)
{
double values[]; // An array for the values of the zigzag
datetime times[]; // An array to get time
int size=100; // Size of the array
ResetLastError();
© 2000-2017, MetaQuotes Software Corp.
1210 Chart Operations
//--- Copy the last 100 values of the indicator
int copied=CopyBuffer(handle,0,0,size,values);
//--- Check the number of values copied
if(copied<100)
{
PrintFormat("%s: Failed to copy %d values of the indicator with the handle=%d. Error code %d"
__FUNCTION__,size,handle,GetLastError());
return false;
}
//--- Define the order of access to the array as in a timeseries
ArraySetAsSeries(values,true);
//--- Write here the numbers of bars, in which fractures were found
int positions[];
//--- Set array sizes
ArrayResize(get_values,3); ArrayResize(get_times,3); ArrayResize(positions,3);
//--- Counters
int i=0,k=0;
//--- Start to search for fractures
while(i<100)
{
double v=values[i];
//--- We are not interested in empty values
if(v!=0.0)
{
//--- Remember the bar number
positions[k]=i;
//--- Remember the value of a zigzag on the fracture
get_values[k]=values[i];
PrintFormat("%s: Zigzag[%d]=%G",__FUNCTION__,i,values[i]);
//--- Increase the counter
k++;
//--- If two fractures found, break the loop
if(k>2) break;
}
i++;
}
//--- Define the order of access to the arrays as in a timeseries
ArraySetAsSeries(times,true); ArraySetAsSeries(get_times,true);
if(CopyTime(_Symbol,_Period,0,size,times)<=0)
{
PrintFormat("%s: Failed to copy %d values from CopyTime(). Error code %d",
__FUNCTION__,size,GetLastError());
return false;
}
//--- Open the bar open time, on which the last 2 fractures occurred
get_times[0]=times[positions[1]];// The last but one value will be written as the first fracture
get_times[1]=times[positions[2]];// The value third from the end will be the second fracture
PrintFormat("%s: first=%s, second=%s",__FUNCTION__,TimeToString(get_times[1]),TimeToString(get_
//--- Successful
© 2000-2017, MetaQuotes Software Corp.
1211 Chart Operations
return true;
}
See also
ChartApplyTemplate(), Resources
© 2000-2017, MetaQuotes Software Corp.
1212 Chart Operations
ChartWindowFind
The function returns the number of a subwindow where an indicator is drawn. There are 2 variants of
the function.
1. The function searches in the indicated chart for the subwindow with the specified "short name" of
the indicator (the short name is displayed in the left top part of the subwindow), and it returns the
subwindow number in case of success.
int ChartWindowFind(
long chart_id, // chart identifier
string indicator_shortname // short indicator name, see INDICATOR_SHORTNAME
2. The function must be called from a custom indicator. It returns the number of the subwindow where
the indicator is working.
int ChartWindowFind();
Parameters
chart_id
[in] Chart ID. 0 denotes the current chart.
indicator_shortname
[in] Short name of the indicator.
Return Value
Subwindow number in case of success. In case of failure the function returns -1.
Note
If the second variant of the function (without parameters) is called from a script or Expert Advisor,
the function returns -1.
Don't mix up the short name of an indicator and a file name, which is specified when an indicator is
created using iCustom() and IndicatorCreate() functions. If the indicator's short name is not set
explicitly, then the name of the file containing the source code of the indicator, is specified in it
during compilation.
It is important to correctly form the short name of an indicator, which is recorded in the
INDICATOR_SHORTNAME property using the IndicatorSetString() function. It is recommended that
the short name contains values of the indicator's input parameters, because the indicator deleted
from a chart in the ChartIndicatorDelete() function is identified by its short name.
Example:
#property script_show_inputs
//--- input parameters
input string shortname="MACD(12,26,9)";
//+------------------------------------------------------------------+
//| Returns number of the chart window with this indicator |
//+------------------------------------------------------------------+
int GetIndicatorSubWindowNumber(long chartID=0,string short_name="")
© 2000-2017, MetaQuotes Software Corp.
1213 Chart Operations
{
int window=-1;
//---
if((ENUM_PROGRAM_TYPE)MQL5InfoInteger(MQL5_PROGRAM_TYPE)==PROGRAM_INDICATOR)
{
//--- the function is called from the indicator, name is not required
window=ChartWindowFind();
}
else
{
//--- the function is called from an Expert Advisor or script
window=ChartWindowFind(0,short_name);
if(window==-1) Print(__FUNCTION__+"(): Error = ",GetLastError());
}
//---
return(window);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//---
int window=GetIndicatorSubWindowNumber(0,shortname);
if(window!=-1)
Print("Indicator "+shortname+" is in the window #"+(string)window);
else
Print("Indicator "+shortname+" is not found. window = "+(string)window);
}
See also
ObjectCreate(), ObjectFind()
© 2000-2017, MetaQuotes Software Corp.
1214 Chart Operations
ChartTimePriceToXY
Converts the coordinates of a chart from the time/price representation to the X and Y coordinates.
bool ChartTimePriceToXY(
long chart_id, // Chart ID
int sub_window, // The number of the subwindow
datetime time, // Time on the chart
double price, // Price on the chart
int& x, // The X coordinate for the time on the chart
int& y // The Y coordinates for the price on the chart
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
sub_window
[in] The number of the chart subwindow. 0 means the main chart window.
time
[in] The time value on the chart, for which the value in pixels along the X axis will be received.
The origin is in the upper left corner of the main chart window.
price
[in] The price value on the chart, for which the value in pixels along the Y axis will be received.
The origin is in the upper left corner of the main chart window.
x
[out] The variable, into which the conversion of time to X will be received.
y
[out] The variable, into which the conversion of price to Y will be received.
Return Value
Returns true if successful, otherwise false. To get information about the error, call the
GetLastError() function.
See also
ChartXYToTimePrice()
© 2000-2017, MetaQuotes Software Corp.
1215 Chart Operations
ChartXYToTimePrice
Converts the X and Y coordinates on a chart to the time and price values.
bool ChartXYToTimePrice(
long chart_id, // Chart ID
int x, // The X coordinate on the chart
int y, // The Y coordinate on the chart
int& sub_window, // The number of the subwindow
datetime& time, // Time on the chart
double& price // Price on the chart
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
x
[in] The X coordinate.
y
[in] The Y coordinate.
sub_window
[out] The variable, into which the chart subwindow number will be written. 0 means the main
chart window.
time
[out] The time value on the chart, for which the value in pixels along the X axis will be received.
The origin is in the upper left corner of the main chart window.
price
[out] The price value on the chart, for which the value in pixels along the Y axis will be received.
The origin is in the upper left corner of the main chart window.
Return Value
Returns true if successful, otherwise false. To get information about the error, call the
GetLastError() function.
Example:
//+------------------------------------------------------------------+
//| ChartEvent function |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
const long &lparam,
const double &dparam,
const string &sparam)
{
//--- Show the event parameters on the chart
© 2000-2017, MetaQuotes Software Corp.
1216 Chart Operations
Comment(__FUNCTION__,": id=",id," lparam=",lparam," dparam=",dparam," sparam=",sparam);
//--- If this is an event of a mouse click on the chart
if(id==CHARTEVENT_CLICK)
{
//--- Prepare variables
int x =(int)lparam;
int y =(int)dparam;
datetime dt =0;
double price =0;
int window=0;
//--- Convert the X and Y coordinates in terms of date/time
if(ChartXYToTimePrice(0,x,y,window,dt,price))
{
PrintFormat("Window=%d X=%d Y=%d => Time=%s Price=%G",window,x,y,TimeToString(dt),pric
//--- Perform reverse conversion: (X,Y) => (Time,Price)
if(ChartTimePriceToXY(0,window,dt,price,x,y))
PrintFormat("Time=%s Price=%G => X=%d Y=%d",TimeToString(dt),price,x,y);
else
Print("ChartTimePriceToXY return error code: ",GetLastError());
//--- delete lines
ObjectDelete(0,"V Line");
ObjectDelete(0,"H Line");
//--- create horizontal and vertical lines of the crosshair
ObjectCreate(0,"H Line",OBJ_HLINE,window,dt,price);
ObjectCreate(0,"V Line",OBJ_VLINE,window,dt,price);
ChartRedraw(0);
}
else
Print("ChartXYToTimePrice return error code: ",GetLastError());
Print("+--------------------------------------------------------------+");
}
}
See also
ChartTimePriceToXY()
© 2000-2017, MetaQuotes Software Corp.
1217 Chart Operations
ChartOpen
Opens a new chart with the specified symbol and period.
long ChartOpen(
string symbol, // Symbol name
ENUM_TIMEFRAMES period // Period
);
Parameters
symbol
[in] Chart symbol. NULL means the symbol of the current chart (the Expert Advisor is attached
to).
period
[in] Chart period (timeframe). Can be one of the ENUM_TIMEFRAMES values. 0 means the current
chart period.
Return Value
If successful, it returns the opened chart ID. Otherwise returns 0.
Note
The maximum possible number of simultaneously open charts in the terminal can't exceed the
CHARTS_MAX value.
© 2000-2017, MetaQuotes Software Corp.
1218 Chart Operations
ChartFirst
Returns the ID of the first chart of the client terminal.
long ChartFirst();
Return Value
Chart ID.
© 2000-2017, MetaQuotes Software Corp.
1219 Chart Operations
ChartNext
Returns the chart ID of the chart next to the specified one.
long ChartNext(
long chart_id // Chart ID
);
Parameters
chart_id
[in] Chart ID. 0 does not mean the current chart. 0 means "return the first chart ID".
Return Value
Chart ID. If this is the end of the chart list, it returns -1.
Example:
//--- variables for chart ID
long currChart,prevChart=ChartFirst();
int i=0,limit=100;
Print("ChartFirst =",ChartSymbol(prevChart)," ID =",prevChart);
while(i<limit)// We have certainly not more than 100 open charts
{
currChart=ChartNext(prevChart); // Get the new chart ID by using the previous chart ID
if(currChart<0) break; // Have reached the end of the chart list
Print(i,ChartSymbol(currChart)," ID =",currChart);
prevChart=currChart;// let's save the current chart ID for the ChartNext()
i++;// Do not forget to increase the counter
}
© 2000-2017, MetaQuotes Software Corp.
1220 Chart Operations
ChartClose
Closes the specified chart.
bool ChartClose(
long chart_id=0 // Chart ID
);
Parameters
chart_id=0
[in] Chart ID. 0 means the current chart.
Return Value
If successful, returns true, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
1221 Chart Operations
ChartSymbol
Returns the symbol name for the specified chart.
string ChartSymbol(
long chart_id=0 // Chart ID
);
Parameters
chart_id=0
[in] Chart ID. 0 means the current chart.
Return Value
If chart does not exist, the result will be an empty string.
See also
ChartSetSymbolPeriod
© 2000-2017, MetaQuotes Software Corp.
1222 Chart Operations
ChartPeriod
Returns the timeframe period of specified chart.
ENUM_TIMEFRAMES ChartPeriod(
long chart_id=0 // Chart ID
);
Parameters
chart_id=0
[in] Chart ID. 0 means the current chart.
Return Value
The function returns one of the ENUM_TIMEFRAMES values. If chart does not exist, it returns 0.
© 2000-2017, MetaQuotes Software Corp.
1223 Chart Operations
ChartRedraw
This function calls a forced redrawing of a specified chart.
void ChartRedraw(
long chart_id=0 // Chart ID
);
Parameters
chart_id=0
[in] Chart ID. 0 means the current chart.
Note
Usually it is used after changing the object properties.
See also
Objects functions
© 2000-2017, MetaQuotes Software Corp.
1224 Chart Operations
ChartSetDouble
Sets a value for a corresponding property of the specified chart. Chart property should be of a double
type. The command is added to chart messages queue and will be executed after processing of all
previous commands.
bool ChartSetDouble(
long chart_id, // Chart ID
int prop_id, // Property ID
double value // Value
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
prop_id
[in] Chart property ID. Can be one of the ENUM_CHART_PROPERTY_DOUBLE values (except the
read-only properties).
value
[in] Property value.
Return Value
Returns true if the command has been added to chart queue, otherwise false. To get an information
about the error, call the GetLastError() function.
© 2000-2017, MetaQuotes Software Corp.
1225 Chart Operations
ChartSetInteger
Sets a value for a corresponding property of the specified chart. Chart property must be
datetime, int, color, bool or char. The command is added to chart messages queue and will be
executed after processing of all previous commands.
bool ChartSetInteger(
long chart_id, // Chart ID
int prop_id, // Property ID
long value // Value
);
Sets a value for a corresponding property of the specified subwindow.
bool ChartSetInteger(
long chart_id, // Chart ID
int prop_id, // Property ID
int sub_window, // Subwindow number
long value // Value
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
prop_id
[in] Chart property ID. It can be one of the ENUM_CHART_PROPERTY_INTEGER value (except the
read-only properties).
sub_window
[in] Number of the chart subwindow. For the first case, the default value is 0 (main chart
window). The most of the properties do not require a subwindow number.
value
[in] Property value.
Return Value
Returns true if the command has been added to chart queue, otherwise false. To get an information
about the error, call the GetLastError() function.
© 2000-2017, MetaQuotes Software Corp.
1226 Chart Operations
ChartSetString
Sets a value for a corresponding property of the specified chart. Chart property must be of the string
type. The command is added to chart messages queue and will be executed after processing of all
previous commands.
bool ChartSetString(
long chart_id, // Chart ID
int prop_id, // Property ID
string str_value // Value
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
prop_id
[in] Chart property ID. Its value can be one of the ENUM_CHART_PROPERTY_STRING values
(except the read-only properties).
str_value
[in] Property value string. String length cannot exceed 2045 characters (extra characters will be
truncated).
Return Value
Returns true if the command has been added to chart queue, otherwise false. To get an information
about the error, call the GetLastError() function.
Note
ChartSetString can be used for a comment output on the chart instead of the Comment function.
Example:
void OnTick()
{
//---
double Ask,Bid;
int Spread;
Ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK);
Bid=SymbolInfoDouble(Symbol(),SYMBOL_BID);
Spread=SymbolInfoInteger(Symbol(),SYMBOL_SPREAD);
string comment=StringFormat("Printing prices:\nAsk = %G\nBid = %G\nSpread = %d",
Ask,Bid,Spread);
ChartSetString(0,CHART_COMMENT,comment);
}
See also
Comment, ChartGetString
© 2000-2017, MetaQuotes Software Corp.
1227 Chart Operations
ChartGetDouble
Returns the value of a corresponding property of the specified chart. Chart property must be of double
type. There are 2 variants of the function calls.
1. Returns the property value directly.
double ChartGetDouble(
long chart_id, // Chart ID
int prop_id, // Property ID
int sub_window=0 // subwindow number, if necessary
);
2. Returns true or false, depending on the success of a function. If successful, the value of the
property is placed in a target variable double_var passed by reference.
bool ChartGetDouble(
long chart_id, // Chart ID
int prop_id, // Property ID
int sub_window, // Subwindow number
double& double_var // Target variable for the chart property
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
prop_id
[in] Chart property ID. This value can be one of the ENUM_CHART_PROPERTY_DOUBLE values.
sub_window
[in] Number of the chart subwindow. For the first case, the default value is 0 (main chart
window). The most of the properties do not require a subwindow number.
double_var
[out] Target variable of double type for the requested property.
Return Value
The value of double type.
For the second call case it returns true if the specified property is available and its value has been
placed into double_var variable, otherwise returns false. To get an additional information about the
error, it is necessary to call the function GetLastError().
Example:
void OnStart()
{
double priceMin=ChartGetDouble(0,CHART_PRICE_MIN,0);
double priceMax=ChartGetDouble(0,CHART_PRICE_MAX,0);
Print("CHART_PRICE_MIN =",priceMin);
© 2000-2017, MetaQuotes Software Corp.
1228 Chart Operations
Print("CHART_PRICE_MAX =",priceMax);
}
© 2000-2017, MetaQuotes Software Corp.
1229 Chart Operations
ChartGetInteger
Returns the value of a corresponding property of the specified chart. Chart property must be of
datetime, int or bool type. There are 2 variants of the function calls.
1. Returns the property value directly.
long ChartGetInteger(
long chart_id, // Chart ID
int prop_id, // Property ID
int sub_window=0 // subwindow number, if necessary
);
2. Returns true or false, depending on the success of a function. If successful, the value of the
property is placed in a target variable long_var passed by reference.
bool ChartGetInteger(
long chart_id, // Chart ID
int prop_id, // Property ID
int sub_window, // subwindow number
long& long_var // Target variable for the property
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
prop_id
[in] Chart property ID. This value can be one of the ENUM_CHART_PROPERTY_INTEGER values.
sub_window
[in] Number of the chart subwindow. For the first case, the default value is 0 (main chart
window). The most of the properties do not require a subwindow number.
long_var
[out] Target variable of long type for the requested property.
Return Value
The value of long type.
For the second call case it returns true if specified property is available and its value has been
stored into long_var variable, otherwise returns false. To get additional information about the error,
it is necessary to call the function GetLastError().
Example:
void OnStart()
{
int height=ChartGetInteger(0,CHART_HEIGHT_IN_PIXELS,0);
int width=ChartGetInteger(0,CHART_WIDTH_IN_PIXELS,0);
Print("CHART_HEIGHT_IN_PIXELS =",height,"pixels");
© 2000-2017, MetaQuotes Software Corp.
1230 Chart Operations
Print("CHART_WIDTH_IN_PIXELS =",width,"pixels");
}
© 2000-2017, MetaQuotes Software Corp.
1231 Chart Operations
ChartGetString
Returns the value of a corresponding property of the specified chart. Chart property must be of string
type. There are 2 variants of the function call.
1. Returns the property value directly.
string ChartGetString(
long chart_id, // Chart ID
int prop_id // Property ID
);
2. Returns true or false, depending on the success of a function. If successful, the value of the
property is placed in a target variable string_var passed by reference.
bool ChartGetString(
long chart_id, // Chart ID
int prop_id, // Property ID
string& string_var // Target variable for the property
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
prop_id
[in] Chart property ID. This value can be one of the ENUM_CHART_PROPERTY_STRING values.
string_var
[out] Target variable of string type for the requested property.
Return Value
The value of string type.
For the second call case it returns true if the specified property is available and its value has been
stored into string_var variable, otherwise returns false. To get additional information about the
error, it is necessary to call the function GetLastError().
Note
ChartGetString can be used for reading comments plotted on the chart using the Comment or
ChartSetString functions.
Example:
void OnStart()
{
ChartSetString(0,CHART_COMMENT,"Test comment.\nSecond line.\nThird!");
ChartRedraw();
Sleep(1000);
string comm=ChartGetString(0,CHART_COMMENT);
Print(comm);
© 2000-2017, MetaQuotes Software Corp.
1232 Chart Operations
See also
Comment, ChartSetString
© 2000-2017, MetaQuotes Software Corp.
1233 Chart Operations
ChartNavigate
Performs shift of the specified chart by the specified number of bars relative to the specified position
in the chart.
bool ChartNavigate(
long chart_id, // Chart ID
int position, // Position
int shift=0 // Shift value
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
position
[in] Chart position to perform a shift. Can be one of the ENUM_CHART_POSITION values.
shift=0
[in] Number of bars to shift the chart. Positive value means the right shift (to the end of chart),
negative value means the left shift (to the beginning of chart). The zero shift can be used to
navigate to the beginning or end of chart.
Return Value
Returns true if successful, otherwise returns false.
Example:
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- get handle of the current chart
long handle=ChartID();
string comm="";
if(handle>0) // if successful, additionally set up the chart
{
//--- disable auto scroll
ChartSetInteger(handle,CHART_AUTOSCROLL,false);
//--- set a shift from the right chart border
ChartSetInteger(handle,CHART_SHIFT,true);
//--- draw candlesticks
ChartSetInteger(handle,CHART_MODE,CHART_CANDLES);
//--- set the display mode for tick volumes
ChartSetInteger(handle,CHART_SHOW_VOLUMES,CHART_VOLUME_TICK);
//--- prepare a text to output in Comment()
comm="Scroll 10 bars to the right of the history start";
//--- show comment
© 2000-2017, MetaQuotes Software Corp.
1234 Chart Operations
Comment(comm);
//--- scroll 10 bars to the right of the history start
ChartNavigate(handle,CHART_BEGIN,10);
//--- get the number of the first bar visible on the chart (numeration like in timeseries)
long first_bar=ChartGetInteger(0,CHART_FIRST_VISIBLE_BAR,0);
//--- add line feed character
comm=comm+"\r\n";
//--- add to comment
comm=comm+"The first bar on the chart is number "+IntegerToString(first_bar)+"\r\n";
//--- show comment
Comment(comm);
//--- wait 5 seconds to see how the chart moves
Sleep(5000);
//--- add to the comment text
comm=comm+"\r\n"+"Scroll 10 bars to the left of the right chart border";
Comment(comm);
//--- scroll 10 bars to the left of the right chart border
ChartNavigate(handle,CHART_END,-10);
//--- get the number of the first bar visible on the chart (numeration like in timeseries)
first_bar=ChartGetInteger(0,CHART_FIRST_VISIBLE_BAR,0);
comm=comm+"\r\n";
comm=comm+"The first bar on the chart is number "+IntegerToString(first_bar)+"\r\n";
Comment(comm);
//--- wait 5 seconds to see how the chart moves
Sleep(5000);
//--- new block of chart scrolling
comm=comm+"\r\n"+"Scroll 300 bars to the right of the history start";
Comment(comm);
//--- scroll 300 bars to the right of the history start
ChartNavigate(handle,CHART_BEGIN,300);
first_bar=ChartGetInteger(0,CHART_FIRST_VISIBLE_BAR,0);
comm=comm+"\r\n";
comm=comm+"The first bar on the chart is number "+IntegerToString(first_bar)+"\r\n";
Comment(comm);
//--- wait 5 seconds to see how the chart moves
Sleep(5000);
//--- new block of chart scrolling
comm=comm+"\r\n"+"Scroll 300 bars to the left of the right chart border";
Comment(comm);
//--- scroll 300 bars to the left of the right chart border
ChartNavigate(handle,CHART_END,-300);
first_bar=ChartGetInteger(0,CHART_FIRST_VISIBLE_BAR,0);
comm=comm+"\r\n";
comm=comm+"The first bar on the chart is number "+IntegerToString(first_bar)+"\r\n";
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1235 Chart Operations
© 2000-2017, MetaQuotes Software Corp.
1236 Chart Operations
ChartID
Returns the ID of the current chart.
long ChartID();
Return Value
Value of long type.
© 2000-2017, MetaQuotes Software Corp.
1237 Chart Operations
ChartIndicatorAdd
Adds an indicator with the specified handle into a specified chart window. Indicator and chart should
be generated on the same symbol and time frame.
bool ChartIndicatorAdd(
long chart_id, // chart ID
int sub_window // number of the sub-window
int indicator_handle // handle of the indicator
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
sub_window
[in] The number of the chart sub-window. 0 means the main chart window. To add an indicator in
a new window, the parameter must be one greater than the index of the last existing window, i.e.
equal to CHART_WINDOWS_TOTAL. If the value of the parameter is greater than
CHART_WINDOWS_TOTAL, a new window will not be created, and the indicator will not be added.
indicator_handle
[in] The handle of the indicator.
Return Value
The function returns true in case of success, otherwise it returns false. In order to obtain
information about the error, call the GetLastError() function. Error 4114 means that a chart and an
added indicator differ by their symbol or time frame.
Note
If an indicator that should be drawn in a separate subwindow (for example, built-in iMACD or a
custom indicator with specified #property indicator_separate_window property) is applied to the
main chart window, it may not be visible though it will still be present in the list of indicators. This
means that the scale of the indicator is different from the scale of the price chart, and applied
indicator's values do not fit in the displayed range of the price chart. In this case, GetLastError()
returns zero code indicating the absence of an error. The values of such "invisible" indicator can be
seen in Data Window and received from other MQL5 applications.
Example:
#property description "Expert Advisor demonstrating the work with ChartIndicatorAdd() function."
#property description "After launching on the chart (and receiving the error in Journal), open"
#property description "the Expert Advisor's properties and specify correct <symbol> and <period> pa
#property description "MACD indicator will be added on the chart."
//--- input parameters
input string symbol="AUDUSD"; // symbol name
input ENUM_TIMEFRAMES period=PERIOD_M12; // time frame
input int fast_ema_period=12; // fast MACD period
input int slow_ema_period=26; // slow MACD period
© 2000-2017, MetaQuotes Software Corp.
1238 Chart Operations
input int signal_period=9; // signal period
input ENUM_APPLIED_PRICE apr=PRICE_CLOSE; // price type for MACD calculation
int indicator_handle=INVALID_HANDLE;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//---
indicator_handle=iMACD(symbol,period,fast_ema_period,slow_ema_period,signal_period,apr);
//--- try to add the indicator on the chart
if(!AddIndicator())
{
//--- AddIndicator() function refused to add the indicator on the chart
int answer=MessageBox("Do you want to add MACD on the chart anyway?",
"Incorrect symbol and/or time frame for adding the indicator",
MB_YESNO // "Yes" and "No" selection buttons will be shown
);
//--- if a user still insists on incorrect usage of ChartIndicatorAdd()
if(answer==IDYES)
{
//--- first of all, a Journal entry will be made about that
PrintFormat("Attention! %s: Trying to add MACD(%s/%s) indicator on %s/%s chart. Receiving
__FUNCTION__,symbol,EnumToString(period),_Symbol,EnumToString(_Period));
//--- receive the number of a new subwindow, to which we will try to add the indicator
int subwindow=(int)ChartGetInteger(0,CHART_WINDOWS_TOTAL);
//--- now make an attempt resulting in error
if(!ChartIndicatorAdd(0,subwindow,indicator_handle))
PrintFormat("Failed to add MACD indicator on %d chart window. Error code %d",
subwindow,GetLastError());
}
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
// Expert Advisor performs nothing
}
//+------------------------------------------------------------------+
//| Function for checking and adding the indicator on the chart |
//+------------------------------------------------------------------+
bool AddIndicator()
{
//--- displayed message
© 2000-2017, MetaQuotes Software Corp.
1239 Chart Operations
string message;
//--- check if the indicator symbol and chart symbol match each other
if(symbol!=_Symbol)
{
message="Displaying the use of Demo_ChartIndicatorAdd() function:";
message=message+"\r\n";
message=message+"Unable to add the indicator calculated on another symbol on the chart.";
message=message+"\r\n";
message=message+"Specify the chart symbol in Expert Advisor's property - "+_Symbol+".";
Alert(message);
//--- premature exit, the indicator will not be added on the chart
return false;
}
//--- check if the indicator's and chart's time frames match each other
if(period!=_Period)
{
message="Unable to add the indicator calculated on another time frame on the chart.";
message=message+"\r\n";
message=message+"Specify the chart time frame in Expert Advisor properties - "+EnumToString(_
Alert(message);
//--- premature exit, the indicator will not be added on the chart
return false;
}
//--- all checks completed, symbol and indicator time frame match the chart
if(indicator_handle==INVALID_HANDLE)
{
Print(__FUNCTION__," Creating MACD indicator");
indicator_handle=iMACD(symbol,period,fast_ema_period,slow_ema_period,signal_period,apr);
if(indicator_handle==INVALID_HANDLE)
{
Print("Failed to create MACD indicator. Error code ",GetLastError());
}
}
//--- reset the error code
ResetLastError();
//--- apply the indicator to the chart
Print(__FUNCTION__," Adding MACD indicator on the chart");
Print("MACD is generated on ",symbol,"/",EnumToString(period));
//--- receive the number of a new subwindow, to which MACD indicator is added
int subwindow=(int)ChartGetInteger(0,CHART_WINDOWS_TOTAL);
PrintFormat("Adding MACD indicator on %d chart window",subwindow);
if(!ChartIndicatorAdd(0,subwindow,indicator_handle))
{
PrintFormat("Failed to add MACD indicator on %d chart window. Error code %d",
subwindow,GetLastError());
}
//--- Indicator added successfully
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
1240 Chart Operations
See Also
ChartIndicatorDelete(), ChartIndicatorName(), ChartIndicatorsTotal(), iCustom(), IndicatorCreate()
© 2000-2017, MetaQuotes Software Corp.
1241 Chart Operations
ChartIndicatorDelete
Removes an indicator with a specified name from the specified chart window.
bool ChartIndicatorDelete(
long chart_id, // chart id
int sub_window // number of the subwindow
const string indicator_shortname // short name of the indicator
);
Parameters
chart_id
[in] Chart ID. 0 denotes the current chart.
sub_window
[in] Number of the chart subwindow. 0 denotes the main chart subwindow.
const indicator_shortname
[in] The short name of the indicator which is set in the INDICATOR_SHORTNAME property with the
IndicatorSetString() function. To get the short name of an indicator use the ChartIndicatorName()
function.
Return Value
Returns true in case of successful deletion of the indicator. Otherwise it returns false. To get error
details use the GetLastError() function.
Note
If two indicators with identical short names exist in the chart subwindow, the first one in a row will
be deleted.
If other indicators on this chart are based on the values of the indicator that is being deleted, such
indicators will also be deleted.
Do not confuse the indicator short name and the file name that is specified when creating an
indicator using functions iCustom() and IndicatorCreate(). If the short name of an indicator is not
set explicitly, then the name of the file containing the source code of the indicator will be specified
during compilation.
Deletion of an indicator from a chart doesn't mean that its calculation part will be deleted from the
terminal memory. To release the indicator handle use the IndicatorRelease() function.
The indicator's short name should be formed correctly. It will be written to the
INDICATOR_SHORTNAME property using the IndicatorSetString() function. It is recommended that
the short name should contain values of all the input parameters of the indicator, because the
indicator to be deleted from the chart by the ChartIndicatorDelete() function is identified by the
short name.
Example of deleting an indicator after initialization has failed:
//+------------------------------------------------------------------+
//| Demo_ChartIndicatorDelete.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
© 2000-2017, MetaQuotes Software Corp.
1242 Chart Operations
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- plot Histogram
#property indicator_label1 "Histogram"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input int first_param=1;
input int second_param=2;
input int third_param=3;
input bool wrong_init=true;
//--- indicator buffers
double HistogramBuffer[];
string shortname;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
int res=INIT_SUCCEEDED;
//--- Link the HistogramBuffer array to the indicator buffer
SetIndexBuffer(0,HistogramBuffer,INDICATOR_DATA);
//--- Construct a short indicator name based on input parameters
shortname=StringFormat("Demo_ChartIndicatorDelete(%d,%d,%d)",
first_param,second_param,third_param);
IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- If forced completion of an indicator is set, return a non-zero value
if(wrong_init) res=INIT_FAILED;
return(res);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
© 2000-2017, MetaQuotes Software Corp.
1243 Chart Operations
const long &volume[],
const int &spread[])
{
//--- Starting position for working in a loop
int start=prev_calculated-1;
if(start<0) start=0;
//--- Fill in the indicator buffer with values
for(int i=start;i<rates_total;i++)
{
HistogramBuffer[i]=close[i];
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| A handler of the Deinit event |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
PrintFormat("%s: Deinitialization reason code=%d",__FUNCTION__,reason);
if(reason==REASON_INITFAILED)
{
PrintFormat("An indicator with a short name %s (file %s) deletes itself from the chart",short
int window=ChartWindowFind();
bool res=ChartIndicatorDelete(0,window,shortname);
//--- Analyse the result of call of ChartIndicatorDelete()
if(!res)
{
PrintFormat("Failed to delete indicator %s from window #%d. Error code %d",
shortname,window,GetLastError());
}
}
}
See also
ChartIndicatorAdd(), ChartIndicatorName(), ChartIndicatorsTotal(), iCustom(), IndicatorCreate(),
IndicatorSetString()
© 2000-2017, MetaQuotes Software Corp.
1244 Chart Operations
ChartIndicatorGet
Returns the handle of the indicator with the specified short name in the specified chart window.
int ChartIndicatorGet(
long chart_id, // Chart ID
int sub_window // The number of the subwindow
const string indicator_shortname // Short name of the indicator
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
sub_window
[in] The number of the chart subwindow. 0 means the main chart window.
const indicator_shortname
[in] The short name if the indicator, which is set in the INDICATOR_SHORTNAME property using
the IndicatorSetString() function. To get the short name of an indicator, use the
ChartIndicatorName() function.
Return Value
Returns an indicator handle if successful, otherwise returns INVALID_HANDLE. To get information
about the error, call the GetLastError() function.
Note
When creating an indicator, be careful forming its short name, which is written in the
INDICATOR_SHORTNAME property using the IndicatorSetString() function. It is recommended that a
short name should contain the values of input parameters of the indicator, since the indicator is
identified in the ChartIndicatorGet() function based on its short name.
Another way to identify the indicator is to get a list of its parameters for a given handle using the
IndicatorParameters() function and then to analyze the obtained values.
Example:
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- The number of windows on the chart (at least one main window is always present)
int windows=(int)ChartGetInteger(0,CHART_WINDOWS_TOTAL);
//--- Check all windows
for(int w=0;w<windows;w++)
{
//--- the number of indicators in this window/subwindow
int total=ChartIndicatorsTotal(0,w);
//--- Go through all indicators in the window
© 2000-2017, MetaQuotes Software Corp.
1245 Chart Operations
for(int i=0;i<total;i++)
{
//--- get the short name of an indicator
string name=ChartIndicatorName(0,w,i);
//--- get the handle of an indicator
int handle=ChartIndicatorGet(0,w,name);
//--- Add to log
PrintFormat("Window=%d, index=%d, name=%s, handle=%d",w,i,name,handle);
//--- You should obligatorily release the indicator handle when it is no longer needed
IndicatorRelease(handle);
}
}
}
See also
ChartIndicatorAdd(), ChartIndicatorName(), ChartIndicatorsTotal(), IndicatorParameters()
© 2000-2017, MetaQuotes Software Corp.
1246 Chart Operations
ChartIndicatorName
Returns the short name of the indicator by the number in the indicators list on the specified chart
window.
string ChartIndicatorName(
long chart_id, // chart id
int sub_window // number of the subwindow
int index // index of the indicator in the list of indicators added to the chart subw
);
Parameters
chart_id
[in] Chart ID. 0 denotes the current chart.
sub_window
[in] Number of the chart subwindow. 0 denotes the main chart subwindow.
index
[in] the index of the indicator in the list of indicators. The numeration of indicators start with
zero, i.e. the first indicator in the list has the 0 index. To obtain the number of indicators in the
list use the ChartIndicatorsTotal() function.
Return Value
The short name of the indicator which is set in the INDICATOR_SHORTNAME property with the
IndicatorSetString() function. To get error details use the GetLastError() function.
Note
Do not confuse the indicator short name and the file name that is specified when creating an
indicator using functions iCustom() and IndicatorCreate(). If the short name of an indicator is not
set explicitly, then the name of the file containing the source code of the indicator will be specified
during compilation.
The indicator's short name should be formed correctly. It will be written to the
INDICATOR_SHORTNAME property using the IndicatorSetString() function. It is recommended that
the short name should contain values of all the input parameters of the indicator, because the
indicator to be deleted from the chart by the ChartIndicatorDelete() function is identified by the
short name.
See also
ChartIndicatorAdd(), ChartIndicatorDelete(), ChartIndicatorsTotal(), iCustom(), IndicatorCreate(),
IndicatorSetString()
© 2000-2017, MetaQuotes Software Corp.
1247 Chart Operations
ChartIndicatorsTotal
Returns the number of all indicators applied to the specified chart window.
int ChartIndicatorsTotal(
long chart_id, // chart id
int sub_window // number of the subwindow
);
Parameters
chart_id
[in] Chart ID. 0 denotes the current chart.
sub_window
[in] Number of the chart subwindow. 0 denotes the main chart subwindow.
Return Value
The number of indicators in the specified chart window. To get error details use the GetLastError()
function.
Note
The function allows going searching through all the indicators attached to the chart. The number of
all the windows of the chart can be obtained from the CHART_WINDOWS_TOTAL property using the
ChartGetInteger() function.
See also
ChartIndicatorAdd(), ChartIndicatorDelete(), iCustom(), IndicatorCreate(), IndicatorSetString()
© 2000-2017, MetaQuotes Software Corp.
1248 Chart Operations
ChartWindowOnDropped
Returns the number (index) of the chart subwindow the Expert Advisor or script has been dropped to.
0 means the main chart window.
int ChartWindowOnDropped();
Return Value
Value of int type.
Example:
int myWindow=ChartWindowOnDropped();
int windowsTotal=ChartGetInteger(0,CHART_WINDOWS_TOTAL);
Print("Script is running on the window #"+myWindow+
". Total windows on the chart "+ChartSymbol()+":",windowsTotal);
See also
ChartPriceOnDropped, ChartTimeOnDropped, ChartXOnDropped, ChartYOnDropped
© 2000-2017, MetaQuotes Software Corp.
1249 Chart Operations
ChartPriceOnDropped
Returns the price coordinate corresponding to the chart point the Expert Advisor or script has been
dropped to.
double ChartPriceOnDropped();
Return Value
Value of double type.
Example:
double p=ChartPriceOnDropped();
Print("ChartPriceOnDropped() = ",p);
See also
ChartXOnDropped, ChartYOnDropped
© 2000-2017, MetaQuotes Software Corp.
1250 Chart Operations
ChartTimeOnDropped
Returns the time coordinate corresponding to the chart point the Expert Advisor or script has been
dropped to.
datetime ChartTimeOnDropped();
Return Value
Value of datetime type.
Example:
datetime t=ChartTimeOnDropped();
Print("Script was dropped on the "+t);
See also
ChartXOnDropped, ChartYOnDropped
© 2000-2017, MetaQuotes Software Corp.
1251 Chart Operations
ChartXOnDropped
Returns the X coordinate of the chart point the Expert Advisor or script has been dropped to.
int ChartXOnDropped();
Return Value
The X coordinate value.
Note
X axis direction from left to right.
Example:
int X=ChartXOnDropped();
int Y=ChartYOnDropped();
Print("(X,Y) = ("+X+","+Y+")");
See also
ChartWindowOnDropped, ChartPriceOnDropped, ChartTimeOnDropped
© 2000-2017, MetaQuotes Software Corp.
1252 Chart Operations
ChartYOnDropped
Returns the Y coordinateof the chart point the Expert Advisor or script has been dropped to.
int ChartYOnDropped();
Return Value
The Y coordinate value.
Note
Y axis direction from top to bottom.
See also
ChartWindowOnDropped, ChartPriceOnDropped, ChartTimeOnDropped
© 2000-2017, MetaQuotes Software Corp.
1253 Chart Operations
ChartSetSymbolPeriod
Changes the symbol and period of the specified chart. The function is asynchronous, i.e. it sends the
command and does not wait for its execution completion. The command is added to chart messages
queue and will be executed after processing of all previous commands.
bool ChartSetSymbolPeriod(
long chart_id, // Chart ID
string symbol, // Symbol name
ENUM_TIMEFRAMES period // Period
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
symbol
[in] Chart symbol. NULL value means the current chart symbol (Expert Advisor is attached to)
period
[in] Chart period (timeframe). Can be one of the ENUM_TIMEFRAMES values. 0 means the current
chart period.
Return Value
Returns true if the command has been added to chart queue, otherwise false. To get an information
about the error, call the GetLastError() function.
Note
The symbol/period change leads to the re-initialization of the Expert Advisor attached to a chart.
The call of ChartSetSymbolPerid with the same symbol and timeframe can be used to update the
chart (similar to the terminal's Refresh command). In its turn, the chart update triggers re-
calculation of the indicators attached to it. Thus, you are able to calculate an indicator on the chart
even if there are no ticks (e.g., on weekends).
See also
ChartSymbol, ChartPeriod
© 2000-2017, MetaQuotes Software Corp.
1254 Chart Operations
ChartScreenShot
The function provides a screenshot of the chart in its current state in the GIF, PNG or BMP format
depending on specified extension.
bool ChartScreenShot(
long chart_id, // Chart ID
string filename, // Symbol name
int width, // Width
int height, // Height
ENUM_ALIGN_MODE align_mode=ALIGN_RIGHT // Alignment type
);
Parameters
chart_id
[in] Chart ID. 0 means the current chart.
filename
[in] Screenshot file name. Cannot exceed 63 characters. Screenshot files are placed in the \Files
directory.
width
[in] Screenshot width in pixels.
height
[in] Screenshot height in pixels.
align_mode=ALIGN_RIGHT
[in] Output mode of a narrow screenshot. A value of the ENUM_ALIGN_MODE enumeration.
ALIGN_RIGHT means align to the right margin (the output from the end). ALIGN_LEFT means Left
justify.
Return Value
Returns true if successful, otherwise false.
Note
If you need to take a screenshot from a chart from a certain position, first it's necessary to position
the graph using the ChartNavigate() function. If the horizontal size of the screenshot is smaller than
the chart window, either the right part of the chart window, or its left part is output, depending on
the align_mode settings.
Example:
#property description "The Expert Advisor demonstrates how to create a series of screenshots of the
#property description "chart using the ChartScreenShot() function. For convenience, the file name i
#property description "shown on the chart. The height and width of images is defined through macros
#define WIDTH 800 // Image width to call ChartScreenShot()
#define HEIGHT 600 // Image height to call ChartScreenShot()
© 2000-2017, MetaQuotes Software Corp.
1255 Chart Operations
//--- input parameters
input int pictures=5; // The number of images in the series
int mode=-1; // -1 denotes a shift to the right edge of the chart, 1 - to the left
int bars_shift=300;// The number of bars when scrolling the chart using ChartNavigate()
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- Disable chart autoscroll
ChartSetInteger(0,CHART_AUTOSCROLL,false);
//--- Set the shift of the right edge of the chart
ChartSetInteger(0,CHART_SHIFT,true);
//--- Show a candlestick chart
ChartSetInteger(0,CHART_MODE,CHART_CANDLES);
//---
Print("Preparation of the Expert Advisor is completed");
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//---
}
//+------------------------------------------------------------------+
//| ChartEvent function |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
const long &lparam,
const double &dparam,
const string &sparam)
{
//--- Show the name of the function, call time and event identifier
Print(__FUNCTION__,TimeCurrent()," id=",id," mode=",mode);
//--- Handle the CHARTEVENT_CLICK event ("A mouse click on the chart")
if(id==CHARTEVENT_CLICK)
{
//--- Initial shift from the chart edge
int pos=0;
//--- Operation with the left chart edge
if(mode>0)
{
//--- Scroll the chart to the left edge
ChartNavigate(0,CHART_BEGIN,pos);
for(int i=0;i<pictures;i++)
{
//--- Prepare a text to show on the chart and a file name
© 2000-2017, MetaQuotes Software Corp.
1256 Chart Operations
string name="ChartScreenShot"+"CHART_BEGIN"+string(pos)+".gif";
//--- Show the name on the chart as a comment
Comment(name);
//--- Save the chart screenshot in a file in the terminal_directory\MQL5\Files\
if(ChartScreenShot(0,name,WIDTH,HEIGHT,ALIGN_LEFT))
Print("We've saved the screenshot ",name);
//---
pos+=bars_shift;
//--- Give the user time to look at the new part of the chart
Sleep(3000);
//--- Scroll the chart from the current position bars_shift bars to the right
ChartNavigate(0,CHART_CURRENT_POS,bars_shift);
}
//--- Change the mode to the opposite
mode*=-1;
}
else // Operation with the right chart edge
{
//--- Scroll the chart to the right edge
ChartNavigate(0,CHART_END,pos);
for(int i=0;i<pictures;i++)
{
//--- Prepare a text to show on the chart and a file name
string name="ChartScreenShot"+"CHART_END"+string(pos)+".gif";
//--- Show the name on the chart as a comment
Comment(name);
//--- Save the chart screenshot in a file in the terminal_directory\MQL5\Files\
if(ChartScreenShot(0,name,WIDTH,HEIGHT,ALIGN_RIGHT))
Print("We've saved the screenshot ",name);
//---
pos+=bars_shift;
//--- Give the user time to look at the new part of the chart
Sleep(3000);
//--- Scroll the chart from the current position bars_shift bars to the right
ChartNavigate(0,CHART_CURRENT_POS,-bars_shift);
}
//--- Change the mode to the opposite
mode*=-1;
}
} // End of CHARTEVENT_CLICK event handling
//--- End of the OnChartEvent() handler
}
See also
ChartNavigate(), Resources
© 2000-2017, MetaQuotes Software Corp.
1257 Trade Functions
Trade Functions
This is the group of functions intended for managing trading activities.
Trading functions can be used in Expert Advisors and scripts. Trading functions can be called only if in
the properties of the Expert Advisor or script the "Allow live trading" checkbox is enabled.
Trading can be allowed or prohibited depending on various factors described in the Trade Permission
section.
Function Action
OrderCalcMargin Calculates the margin required for the specified
order type, in the deposit currency
OrderCalcProfit Calculates the profit based on the parameters
passed, in the deposit currency
OrderCheck Checks if there are enough funds to execute the
required trade operation.
OrderSend Sends trade requests to a server
OrderSendAsync Asynchronously sends trade requests without
waiting for the trade response of the trade
server
PositionsTotal Returns the number of open positions
PositionGetSymbol Returns the symbol corresponding to the open
position
PositionSelect Chooses an open position for further working
with it
PositionSelectByTicket Selects a position to work with by the ticket
number specified in it
PositionGetDouble Returns the requested property of an open
position (double)
PositionGetInteger Returns the requested property of an open
position (datetime or int)
PositionGetString Returns the requested property of an open
position (string)
PositionGetTicket Returns the ticket of the position with the
specified index in the list of open positions
OrdersTotal Returns the number of orders
OrderGetTicket Return the ticket of a corresponding order
OrderSelect Selects a order for further working with it
© 2000-2017, MetaQuotes Software Corp.
1258 Trade Functions
OrderGetDouble Returns the requested property of the order
(double)
OrderGetInteger Returns the requested property of the order
(datetime or int)
OrderGetString Returns the requested property of the order
(string)
HistorySelect Retrieves the history of transactions and orders
for the specified period of the server time
HistorySelectByPosition Requests the history of deals with a specified
position identifier.
HistoryOrderSelect Selects an order in the history for further
working with it
HistoryOrdersTotal Returns the number of orders in the history
HistoryOrderGetTicket Return order ticket of a corresponding order in
the history
HistoryOrderGetDouble Returns the requested property of an order in
the history (double)
HistoryOrderGetInteger Returns the requested property of an order in
the history (datetime or int)
HistoryOrderGetString Returns the requested property of an order in
the history (string)
HistoryDealSelect Selects a deal in the history for further calling it
through appropriate functions
HistoryDealsTotal Returns the number of deals in the history
HistoryDealGetTicket Returns a ticket of a corresponding deal in the
history
HistoryDealGetDouble Returns the requested property of a deal in the
history (double)
HistoryDealGetInteger Returns the requested property of a deal in the
history (datetime or int)
HistoryDealGetString Returns the requested property of a deal in the
history (string)
© 2000-2017, MetaQuotes Software Corp.
1259 Trade Functions
OrderCalcMargin
The function calculates the margin required for the specified order type, on the current account, in the
current market environment not taking into account current pending orders and open positions. It
allows the evaluation of margin for the trade operation planned. The value is returned in the account
currency.
bool OrderCalcMargin(
ENUM_ORDER_TYPE action, // type of order
string symbol, // symbol name
double volume, // volume
double price, // open price
double& margin // variable for obtaining the margin value
);
Parameters
action
[in] The order type, can be one of the values of the ENUM_ORDER_TYPE enumeration.
symbol
[in] Symbol name.
volume
[in] Volume of the trade operation.
price
[in] Open price.
margin
[out] The variable, to which the value of the required margin will be written in case the function
is successfully executed. The calculation is performed as if there were no pending orders and open
positions on the current account. The margin value depends on many factors, and can differ in
different market environments.
Return Value
The function returns true in case of success; otherwise it returns false. In order to obtain
information about the error, call the GetLastError() function.
See also
OrderSend(), Order Properties, Trade Operation Types
© 2000-2017, MetaQuotes Software Corp.
1260 Trade Functions
OrderCalcProfit
The function calculates the profit for the current account, in the current market conditions, based on
the parameters passed. The function is used for pre-evaluation of the result of a trade operation. The
value is returned in the account currency.
bool OrderCalcProfit(
ENUM_ORDER_TYPE action, // type of the order (ORDER_TYPE_BUY or ORDER_TYPE_SELL)
string symbol, // symbol name
double volume, // volume
double price_open, // open price
double price_close, // close price
double& profit // variable for obtaining the profit value
);
Parameters
action
[in] Type of the order, can be one of the two values of the ENUM_ORDER_TYPE enumeration:
ORDER_TYPE_BUY or ORDER_TYPE_SELL.
symbol
[in] Symbol name.
volume
[in] Volume of the trade operation.
price_open
[in] Open price.
price_close
[in] Close price.
profit
[out] The variable, to which the calculated value of the profit will be written in case the function
is successfully executed. The estimated profit value depends on many factors, and can differ in
different market environments.
Return Value
The function returns true in case of success; otherwise it returns false. If an invalid order type is
specified, the function will return false. In order to obtain information about the error, call
GetLastError().
See also
OrderSend(), Order Properties, Trade Operation Types
© 2000-2017, MetaQuotes Software Corp.
1261 Trade Functions
OrderCheck
The OrderCheck() function checks if there are enough money to execute a required trade operation.
The check results are placed to the fields of the MqlTradeCheckResult structure.
bool OrderCheck(
MqlTradeRequest& request, // request structure
MqlTradeCheckResult& result // result structure
);
Parameters
request
[in] Pointer to the structure of the MqlTradeRequest type, which describes the required trade
action.
result
[in,out] Pointer to the structure of the MqlTradeCheckResult type, to which the check result will
be placed.
Return Value
If funds are not enough for the operation, or parameters are filled out incorrectly, the function
returns false. In case of a successful basic check of structures (check of pointers), it returns true.
However, this is not an indication that the requested trade operation is sure to be successfully
executed. For a more detailed description of the function execution result, analyze the fields of the
result structure.
In order to obtain information about the error, call the GetLastError() function.
See also
OrderSend(), Trade Operation Types, Trade Request Structure, Structure of Request Check Results,
Structure of a Trade Request Result
© 2000-2017, MetaQuotes Software Corp.
1262 Trade Functions
OrderSend
The OrderSend() function is used for executing trade operations by sending requests to a trade server.
bool OrderSend(
MqlTradeRequest& request, // query structure
MqlTradeResult& result // structure of the answer
);
Parameters
request
[in] Pointer to a structure of MqlTradeRequest type describing the trade activity of the client.
result
[in,out] Pointer to a structure of MqlTradeResult type describing the result of trade operation in
case of a successful completion (if true is returned).
Return Value
In case of a successful basic check of structures (index checking) returns true. However, this is not
a sign of successful execution of a trade operation. For a more detailed description of the
function execution result, analyze the fields of result structure.
Note
The trade requests go through several stages of checking on a trade server. First of all, it checks if
all the required fields of the request parameter are filled out correctly. If there are no errors, the
server accepts the order for further processing. If the order is successfully accepted by the trade
server, the OrderSend() function returns true.
It is recommended to check the request before sending it to a trade server. To check requests, use
the OrderCheck() function. It checks if there are enough funds to execute the trade operation, and
returns many useful parameters in the results of trade request checking:
· return code containing information about errors in the checked request;
· balance value that will appear after the trade operation is executed;
· equity value that will appear after the trade operation is executed;
· floating point value that will appear after the trade operation is executed;
· margin required for the trade operation;
· amount of free equity that will remain after the execution of the trade operation;
· the margin level that will be set after the trade operation is executed;
· comment to the reply code, error description.
It should be noted that the successful completion of the OrderSend() method operation does not
always mean a successful deal completion when placing a market order. Check the retcode value
containing trade server return code, and values of deal or order field depending on the type of
operation in the returned result.
Each accepted order is stored on the trade server awaiting processing until one of the conditions for
its execution occurs:
· expiration,
· appearance of an opposite request,
© 2000-2017, MetaQuotes Software Corp.
1263 Trade Functions
· order execution when the execution price appears,
· a request to cancel the order is received.
At the moment of the order processing, the trade server sends to the terminal a message about the
occurrence of the Trade event, which can be processed by the OnTrade() function.
The result of executing the trade request on a server sent by OrderSend() function can be tracked by
OnTradeTransaction handler. It should be noted that OnTradeTransaction handler will be called
several times when executing one trade request.
For example, when sending a market buy order, it is handled, an appropriate buy order is created
for the account, the order is then executed and removed from the list of the open ones, then it is
added to the orders history, an appropriate deal is added to the history and a new position is
created. OnTradeTransaction function will be called for each of these events.
Example:
//--- value for ORDER_MAGIC
input long order_magic=55555;
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- make sure that the account is demo
if(AccountInfoInteger(ACCOUNT_TRADE_MODE)==ACCOUNT_TRADE_MODE_REAL)
{
Alert("Script operation is not allowed on a live account!");
return;
}
//--- place or delete order
if(GetOrdersTotalByMagic(order_magic)==0)
{
//--- no current orders - place an order
uint res=SendRandomPendingOrder(order_magic);
Print("Return code of the trade server ",res);
}
else // there are orders - delete orders
{
DeleteAllOrdersByMagic(order_magic);
}
//---
}
//+------------------------------------------------------------------+
//| Receives the current number of orders with specified ORDER_MAGIC |
//+------------------------------------------------------------------+
int GetOrdersTotalByMagic(long const magic_number)
{
ulong order_ticket;
int total=0;
//--- go through all pending orders
© 2000-2017, MetaQuotes Software Corp.
1264 Trade Functions
for(int i=0;i<OrdersTotal();i++)
if((order_ticket=OrderGetTicket(i))>0)
if(magic_number==OrderGetInteger(ORDER_MAGIC)) total++;
//---
return(total);
}
//+------------------------------------------------------------------+
//| Deletes all pending orders with specified ORDER_MAGIC |
//+------------------------------------------------------------------+
void DeleteAllOrdersByMagic(long const magic_number)
{
ulong order_ticket;
//--- go through all pending orders
for(int i=OrdersTotal()-1;i>=0;i--)
if((order_ticket=OrderGetTicket(i))>0)
//--- order with appropriate ORDER_MAGIC
if(magic_number==OrderGetInteger(ORDER_MAGIC))
{
MqlTradeResult result={0};
MqlTradeRequest request={0};
request.order=order_ticket;
request.action=TRADE_ACTION_REMOVE;
OrderSend(request,result);
//--- write the server reply to log
Print(__FUNCTION__,": ",result.comment," reply code ",result.retcode);
}
//---
}
//+------------------------------------------------------------------+
//| Sets a pending order in a random way |
//+------------------------------------------------------------------+
uint SendRandomPendingOrder(long const magic_number)
{
//--- prepare a request
MqlTradeRequest request={0};
request.action=TRADE_ACTION_PENDING; // setting a pending order
request.magic=magic_number; // ORDER_MAGIC
request.symbol=_Symbol; // symbol
request.volume=0.1; // volume in 0.1 lots
request.sl=0; // Stop Loss is not specified
request.tp=0; // Take Profit is not specified
//--- form the order type
request.type=GetRandomType(); // order type
//--- form the price for the pending order
request.price=GetRandomPrice(request.type); // open price
//--- send a trade request
MqlTradeResult result={0};
OrderSend(request,result);
//--- write the server reply to log
© 2000-2017, MetaQuotes Software Corp.
1265 Trade Functions
Print(__FUNCTION__,":",result.comment);
if(result.retcode==10016) Print(result.bid,result.ask,result.price);
//--- return code of the trade server reply
return result.retcode;
}
//+------------------------------------------------------------------+
//| Returns type of a pending order in a random way |
//+------------------------------------------------------------------+
ENUM_ORDER_TYPE GetRandomType()
{
int t=MathRand()%4;
//--- 0<=t<4
switch(t)
{
case(0):return(ORDER_TYPE_BUY_LIMIT);
case(1):return(ORDER_TYPE_SELL_LIMIT);
case(2):return(ORDER_TYPE_BUY_STOP);
case(3):return(ORDER_TYPE_SELL_STOP);
}
//--- incorrect value
return(WRONG_VALUE);
}
//+------------------------------------------------------------------+
//| Returns price in a random way |
//+------------------------------------------------------------------+
double GetRandomPrice(ENUM_ORDER_TYPE type)
{
int t=(int)type;
//--- stop levels for the symbol
int distance=(int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_STOPS_LEVEL);
//--- receive data of the last tick
MqlTick last_tick={0};
SymbolInfoTick(_Symbol,last_tick);
//--- calculate price according to the type
double price;
if(t==2 || t==5) // ORDER_TYPE_BUY_LIMIT or ORDER_TYPE_SELL_STOP
{
price=last_tick.bid; // depart from price Bid
price=price-(distance+(MathRand()%10)*5)*_Point;
}
else // ORDER_TYPE_SELL_LIMIT or ORDER_TYPE_BUY_STOP
{
price=last_tick.ask; // depart from price Ask
price=price+(distance+(MathRand()%10)*5)*_Point;
}
//---
return(price);
}
© 2000-2017, MetaQuotes Software Corp.
1266 Trade Functions
See also
Trade Operation Types, Trade Request Structure, Structure of Request Check Results, Structure of a
Trade Request Result
© 2000-2017, MetaQuotes Software Corp.
1267 Trade Functions
OrderSendAsync
The OrderSendAsync() function is used for conducting asynchronous trade operations without waiting
for the trade server's response to a sent request. The function is designed for high-frequency trading,
when under the terms of the trading algorithm it is unacceptable to waste time waiting for a response
from the server.
bool OrderSendAsync(
MqlTradeRequest& request, // Request structure
MqlTradeResult& result // Response structure
);
Parameters
request
[in] A pointer to a structure of the MqlTradeRequest type that describes the trade action of the
client.
result
[in,out] A pointer to a structure of the MqlTradeResult type that describes the result of a trade
operation in case of successful execution of the function (if true is returned).
Return Value
Returns true if the request is sent to a trade server. In case the request is not sent, it returns false.
In case the request is sent, in the result variable the response code contains
TRADE_RETCODE_PLACED value (code 10008) – "order placed". Successful execution means only the
fact of sending, but does not give any guarantee that the request has reached the trade server and
has been accepted for processing. When processing the received request, a trade server sends a
reply to a client terminal notifying of change in the current state of positions, orders and deals,
which leads to the generation of the Trade event.
The result of executing the trade request on a server sent by OrderSendAsync() function can be
tracked by OnTradeTransaction handler. It should be noted that OnTradeTransaction handler will be
called several times when executing one trade request.
For example, when sending a market buy order, it is handled, an appropriate buy order is created
for the account, the order is then executed and removed from the list of the open ones, then it is
added to the orders history, an appropriate deal is added to the history and a new position is
created. OnTradeTransaction function will be called for each of these events. To get such a data,
the function parameters should be analyzed:
· trans - this parameter gets MqlTradeTransaction structure describing a trade transaction applied
to a trade account;
· request - this parameter gets MqlTradeRequest structure describing the trade request resulted in a
trade transaction;
· result - this parameter gets MqlTradeResult structure describing a trade request execution result.
Note
In terms of purposes and parameters, the function is similar to OrderSend(), but unlike it, it is
asynchronous, i.e. does not hold the program operation while waiting for the function execution
result. You can compare the rate of trade operations of these two functions using the sample Expert
Advisor.
© 2000-2017, MetaQuotes Software Corp.
1268 Trade Functions
Example:
#property description "Expert Advisor for sending trade requests "
" using OrderSendAsync() function.\r\n"
#property description "Handling trading events using"
" OnTrade() and OnTradeTransaction() handler functions is displayed\r\n"
#property description "Expert Advisor parameters allow setting Magic Number"
" (unique ID) "
#property description "and the mode of displaying messages in Experts log. All details are displaye
//--- input parameters
input int MagicNumber=1234567; // Expert Advisor ID
input bool DescriptionModeFull=true; // Detailed output mode
//--- variable for using in HistorySelect() call
datetime history_start;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- check if autotrading is allowed
if(!TerminalInfoInteger(TERMINAL_TRADE_ALLOWED))
{
Alert("Autotrading in the terminal is disabled, Expert Advisor will be removed.");
ExpertRemove();
return(-1);
}
//--- unable to trade on a real account
if(AccountInfoInteger(ACCOUNT_TRADE_MODE)==ACCOUNT_TRADE_MODE_REAL)
{
Alert("Expert Advisor cannot trade on a real account!");
ExpertRemove();
return(-2);
}
//--- check if it is possible to trade on this account (for example, trading is impossible when usi
if(!AccountInfoInteger(ACCOUNT_TRADE_ALLOWED))
{
Alert("Trading on this account is disabled");
ExpertRemove();
return(-3);
}
//--- save the time of launching the Expert Advisor for receiving trading history
history_start=TimeCurrent();
//---
CreateBuySellButtons();
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1269 Trade Functions
void OnDeinit(const int reason)
{
//--- delete all graphical objects
ObjectDelete(0,"Buy");
ObjectDelete(0,"Sell");
//---
}
//+------------------------------------------------------------------+
//| TradeTransaction function |
//+------------------------------------------------------------------+
void OnTradeTransaction(const MqlTradeTransaction &trans,
const MqlTradeRequest &request,
const MqlTradeResult &result)
{
//--- heading named after trading event's handler function
Print("=> ",__FUNCTION__," at ",TimeToString(TimeCurrent(),TIME_SECONDS));
//--- receive transaction type as enumeration value
ENUM_TRADE_TRANSACTION_TYPE type=trans.type;
//--- if transaction is a result of request handling
if(type==TRADE_TRANSACTION_REQUEST)
{
//--- display transaction name
Print(EnumToString(type));
//--- then display the string description of the handled request
Print("------------RequestDescription\r\n",
RequestDescription(request,DescriptionModeFull));
//--- and show description of the request result
Print("------------ ResultDescription\r\n",
TradeResultDescription(result,DescriptionModeFull));
}
else // display full description of the transaction for transactions of another type
{
Print("------------ TransactionDescription\r\n",
TransactionDescription(trans,DescriptionModeFull));
}
//---
}
//+------------------------------------------------------------------+
//| Trade function |
//+------------------------------------------------------------------+
void OnTrade()
{
//--- static members for storing trading account status
static int prev_positions=0,prev_orders=0,prev_deals=0,prev_history_orders=0;
//--- request trading history
bool update=HistorySelect(history_start,TimeCurrent());
PrintFormat("HistorySelect(%s , %s) = %s",
TimeToString(history_start),TimeToString(TimeCurrent()),(string)update);
//--- heading named after trading event's handler function
© 2000-2017, MetaQuotes Software Corp.
1270 Trade Functions
Print("=> ",__FUNCTION__," at ",TimeToString(TimeCurrent(),TIME_SECONDS));
//--- display handler's name and the number of orders at the moment of handling
int curr_positions=PositionsTotal();
int curr_orders=OrdersTotal();
int curr_deals=HistoryOrdersTotal();
int curr_history_orders=HistoryDealsTotal();
//--- display the number of orders, positions, deals, as well as changes in parentheses
PrintFormat("PositionsTotal() = %d (%+d)",
curr_positions,(curr_positions-prev_positions));
PrintFormat("OrdersTotal() = %d (%+d)",
curr_orders,curr_orders-prev_orders);
PrintFormat("HistoryOrdersTotal() = %d (%+d)",
curr_deals,curr_deals-prev_deals);
PrintFormat("HistoryDealsTotal() = %d (%+d)",
curr_history_orders,curr_history_orders-prev_history_orders);
//--- insert a string break to view the log more conveniently
Print("");
//--- save the account status
prev_positions=curr_positions;
prev_orders=curr_orders;
prev_deals=curr_deals;
prev_history_orders=curr_history_orders;
//---
}
//+------------------------------------------------------------------+
//| ChartEvent function |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
const long &lparam,
const double &dparam,
const string &sparam)
{
//--- handling CHARTEVENT_CLICK event ("Clicking the chart")
if(id==CHARTEVENT_OBJECT_CLICK)
{
Print("=> ",__FUNCTION__,": sparam = ",sparam);
//--- minimum volume for a deal
double volume_min=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN);
//--- if "Buy" button is pressed, then buy
if(sparam=="Buy")
{
PrintFormat("Buy %s %G lot",_Symbol,volume_min);
BuyAsync(volume_min);
//--- unpress the button
ObjectSetInteger(0,"Buy",OBJPROP_STATE,false);
}
//--- if "Sell" button is pressed, then sell
if(sparam=="Sell")
{
© 2000-2017, MetaQuotes Software Corp.
1271 Trade Functions
PrintFormat("Sell %s %G lot",_Symbol,volume_min);
SellAsync(volume_min);
//--- unpress the button
ObjectSetInteger(0,"Sell",OBJPROP_STATE,false);
}
ChartRedraw();
}
//---
}
//+------------------------------------------------------------------+
//| Returns the text description of a transaction |
//+------------------------------------------------------------------+
string TransactionDescription(const MqlTradeTransaction &trans,
const bool detailed=true)
{
//--- prepare a string for returning from the function
string desc=EnumToString(trans.type)+"\r\n";
//--- all possible data is added in detailed mode
if(detailed)
{
desc+="Symbol: "+trans.symbol+"\r\n";
desc+="Deal ticket: "+(string)trans.deal+"\r\n";
desc+="Deal type: "+EnumToString(trans.deal_type)+"\r\n";
desc+="Order ticket: "+(string)trans.order+"\r\n";
desc+="Order type: "+EnumToString(trans.order_type)+"\r\n";
desc+="Order state: "+EnumToString(trans.order_state)+"\r\n";
desc+="Order time type: "+EnumToString(trans.time_type)+"\r\n";
desc+="Order expiration: "+TimeToString(trans.time_expiration)+"\r\n";
desc+="Price: "+StringFormat("%G",trans.price)+"\r\n";
desc+="Price trigger: "+StringFormat("%G",trans.price_trigger)+"\r\n";
desc+="Stop Loss: "+StringFormat("%G",trans.price_sl)+"\r\n";
desc+="Take Profit: "+StringFormat("%G",trans.price_tp)+"\r\n";
desc+="Volume: "+StringFormat("%G",trans.volume)+"\r\n";
}
//--- return a received string
return desc;
}
//+------------------------------------------------------------------+
//| Returns the text description of the trade request |
//+------------------------------------------------------------------+
string RequestDescription(const MqlTradeRequest &request,
const bool detailed=true)
{
//--- prepare a string for returning from the function
string desc=EnumToString(request.action)+"\r\n";
//--- add all available data in detailed mode
if(detailed)
{
desc+="Symbol: "+request.symbol+"\r\n";
© 2000-2017, MetaQuotes Software Corp.
1272 Trade Functions
desc+="Magic Number: "+StringFormat("%d",request.magic)+"\r\n";
desc+="Order ticket: "+(string)request.order+"\r\n";
desc+="Order type: "+EnumToString(request.type)+"\r\n";
desc+="Order filling: "+EnumToString(request.type_filling)+"\r\n";
desc+="Order time type: "+EnumToString(request.type_time)+"\r\n";
desc+="Order expiration: "+TimeToString(request.expiration)+"\r\n";
desc+="Price: "+StringFormat("%G",request.price)+"\r\n";
desc+="Deviation points: "+StringFormat("%G",request.deviation)+"\r\n";
desc+="Stop Loss: "+StringFormat("%G",request.sl)+"\r\n";
desc+="Take Profit: "+StringFormat("%G",request.tp)+"\r\n";
desc+="Stop Limit: "+StringFormat("%G",request.stoplimit)+"\r\n";
desc+="Volume: "+StringFormat("%G",request.volume)+"\r\n";
desc+="Comment: "+request.comment+"\r\n";
}
//--- return the received string
return desc;
}
//+------------------------------------------------------------------+
//| Returns the text description of request handling result |
//+------------------------------------------------------------------+
string TradeResultDescription(const MqlTradeResult &result,
const bool detailed=true)
{
//--- prepare the string for returning from the function
string desc="Retcode "+(string)result.retcode+"\r\n";
//--- add all available data in detailed mode
if(detailed)
{
desc+="Request ID: "+StringFormat("%d",result.request_id)+"\r\n";
desc+="Order ticket: "+(string)result.order+"\r\n";
desc+="Deal ticket: "+(string)result.deal+"\r\n";
desc+="Volume: "+StringFormat("%G",result.volume)+"\r\n";
desc+="Price: "+StringFormat("%G",result.price)+"\r\n";
desc+="Ask: "+StringFormat("%G",result.ask)+"\r\n";
desc+="Bid: "+StringFormat("%G",result.bid)+"\r\n";
desc+="Comment: "+result.comment+"\r\n";
}
//--- return the received string
return desc;
}
//+------------------------------------------------------------------+
//| Create two buttons for buying and selling |
//+------------------------------------------------------------------+
void CreateBuySellButtons()
{
//--- check the object named "Buy"
if(ObjectFind(0,"Buy")>=0)
{
//--- if the found object is not a button, delete it
© 2000-2017, MetaQuotes Software Corp.
1273 Trade Functions
if(ObjectGetInteger(0,"Buy",OBJPROP_TYPE)!=OBJ_BUTTON)
ObjectDelete(0,"Buy");
}
else
ObjectCreate(0,"Buy",OBJ_BUTTON,0,0,0); // create "Buy" button
//--- configure "Buy" button
ObjectSetInteger(0,"Buy",OBJPROP_CORNER,CORNER_RIGHT_UPPER);
ObjectSetInteger(0,"Buy",OBJPROP_XDISTANCE,100);
ObjectSetInteger(0,"Buy",OBJPROP_YDISTANCE,50);
ObjectSetInteger(0,"Buy",OBJPROP_XSIZE,70);
ObjectSetInteger(0,"Buy",OBJPROP_YSIZE,30);
ObjectSetString(0,"Buy",OBJPROP_TEXT,"Buy");
ObjectSetInteger(0,"Buy",OBJPROP_COLOR,clrRed);
//--- check presence of the object named "Sell"
if(ObjectFind(0,"Sell")>=0)
{
//--- if the found object is not a button, delete it
if(ObjectGetInteger(0,"Sell",OBJPROP_TYPE)!=OBJ_BUTTON)
ObjectDelete(0,"Sell");
}
else
ObjectCreate(0,"Sell",OBJ_BUTTON,0,0,0); // create "Sell" button
//--- configure "Sell" button
ObjectSetInteger(0,"Sell",OBJPROP_CORNER,CORNER_RIGHT_UPPER);
ObjectSetInteger(0,"Sell",OBJPROP_XDISTANCE,100);
ObjectSetInteger(0,"Sell",OBJPROP_YDISTANCE,100);
ObjectSetInteger(0,"Sell",OBJPROP_XSIZE,70);
ObjectSetInteger(0,"Sell",OBJPROP_YSIZE,30);
ObjectSetString(0,"Sell",OBJPROP_TEXT,"Sell");
ObjectSetInteger(0,"Sell",OBJPROP_COLOR,clrBlue);
//--- perform forced update of the chart to see the buttons immediately
ChartRedraw();
//---
}
//+------------------------------------------------------------------+
//| Buy using OrderSendAsync() asynchronous function |
//+------------------------------------------------------------------+
void BuyAsync(double volume)
{
//--- prepare the request
MqlTradeRequest req={0};
req.action =TRADE_ACTION_DEAL;
req.symbol =_Symbol;
req.magic =MagicNumber;
req.volume =0.1;
req.type =ORDER_TYPE_BUY;
req.price =SymbolInfoDouble(req.symbol,SYMBOL_ASK);
req.deviation =10;
req.comment ="Buy using OrderSendAsync()";
© 2000-2017, MetaQuotes Software Corp.
1274 Trade Functions
MqlTradeResult res={0};
if(!OrderSendAsync(req,res))
{
Print(__FUNCTION__,": error ",GetLastError(),", retcode = ",res.retcode);
}
//---
}
//+------------------------------------------------------------------+
//| Sell using OrderSendAsync() asynchronous function |
//+------------------------------------------------------------------+
void SellAsync(double volume)
{
//--- prepare the request
MqlTradeRequest req={0};
req.action =TRADE_ACTION_DEAL;
req.symbol =_Symbol;
req.magic =MagicNumber;
req.volume =0.1;
req.type =ORDER_TYPE_SELL;
req.price =SymbolInfoDouble(req.symbol,SYMBOL_BID);
req.deviation =10;
req.comment ="Sell using OrderSendAsync()";
MqlTradeResult res={0};
if(!OrderSendAsync(req,res))
{
Print(__FUNCTION__,": error ",GetLastError(),", retcode = ",res.retcode);
}
//---
}
//+------------------------------------------------------------------+
Example of displaying messages in "Experts" log:
12:52:52 ExpertAdvisor (EURUSD,H1) => OnChartEvent: sparam = Sell
12:52:52 ExpertAdvisor (EURUSD,H1) Sell EURUSD 0.01 lot
12:52:52 ExpertAdvisor (EURUSD,H1) => OnTradeTransaction at 09:52:53
12:52:52 ExpertAdvisor (EURUSD,H1) TRADE_TRANSACTION_REQUEST
12:52:52 ExpertAdvisor (EURUSD,H1) ------------RequestDescription
12:52:52 ExpertAdvisor (EURUSD,H1) TRADE_ACTION_DEAL
12:52:52 ExpertAdvisor (EURUSD,H1) Symbol: EURUSD
12:52:52 ExpertAdvisor (EURUSD,H1) Magic Number: 1234567
12:52:52 ExpertAdvisor (EURUSD,H1) Order ticket: 16361998
12:52:52 ExpertAdvisor (EURUSD,H1) Order type: ORDER_TYPE_SELL
12:52:52 ExpertAdvisor (EURUSD,H1) Order filling: ORDER_FILLING_FOK
12:52:52 ExpertAdvisor (EURUSD,H1) Order time type: ORDER_TIME_GTC
12:52:52 ExpertAdvisor (EURUSD,H1) Order expiration: 1970.01.01 00:00
12:52:52 ExpertAdvisor (EURUSD,H1) Price: 1.29313
12:52:52 ExpertAdvisor (EURUSD,H1) Deviation points: 10
12:52:52 ExpertAdvisor (EURUSD,H1) Stop Loss: 0
© 2000-2017, MetaQuotes Software Corp.
1275 Trade Functions
12:52:52 ExpertAdvisor (EURUSD,H1) Take Profit: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Stop Limit: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Volume: 0.1
12:52:52 ExpertAdvisor (EURUSD,H1) Comment: Sell using OrderSendAsync()
12:52:52 ExpertAdvisor (EURUSD,H1)
12:52:52 ExpertAdvisor (EURUSD,H1) ------------ ResultDescription
12:52:52 ExpertAdvisor (EURUSD,H1) Retcode 10009
12:52:52 ExpertAdvisor (EURUSD,H1) Request ID: 2
12:52:52 ExpertAdvisor (EURUSD,H1) Order ticket: 16361998
12:52:52 ExpertAdvisor (EURUSD,H1) Deal ticket: 15048668
12:52:52 ExpertAdvisor (EURUSD,H1) Volume: 0.1
12:52:52 ExpertAdvisor (EURUSD,H1) Price: 1.29313
12:52:52 ExpertAdvisor (EURUSD,H1) Ask: 1.29319
12:52:52 ExpertAdvisor (EURUSD,H1) Bid: 1.29313
12:52:52 ExpertAdvisor (EURUSD,H1) Comment:
12:52:52 ExpertAdvisor (EURUSD,H1)
12:52:52 ExpertAdvisor (EURUSD,H1) HistorySelect( 09:34 , 09:52) = true
12:52:52 ExpertAdvisor (EURUSD,H1) => OnTrade at 09:52:53
12:52:52 ExpertAdvisor (EURUSD,H1) PositionsTotal() = 1 (+1)
12:52:52 ExpertAdvisor (EURUSD,H1) OrdersTotal() = 0 (+0)
12:52:52 ExpertAdvisor (EURUSD,H1) HistoryOrdersTotal() = 2 (+2)
12:52:52 ExpertAdvisor (EURUSD,H1) HistoryDealsTotal() = 2 (+2)
12:52:52 ExpertAdvisor (EURUSD,H1)
12:52:52 ExpertAdvisor (EURUSD,H1) => OnTradeTransaction at 09:52:53
12:52:52 ExpertAdvisor (EURUSD,H1) ------------ TransactionDescription
12:52:52 ExpertAdvisor (EURUSD,H1) TRADE_TRANSACTION_ORDER_ADD
12:52:52 ExpertAdvisor (EURUSD,H1) Symbol: EURUSD
12:52:52 ExpertAdvisor (EURUSD,H1) Deal ticket: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Deal type: DEAL_TYPE_BUY
12:52:52 ExpertAdvisor (EURUSD,H1) Order ticket: 16361998
12:52:52 ExpertAdvisor (EURUSD,H1) Order type: ORDER_TYPE_SELL
12:52:52 ExpertAdvisor (EURUSD,H1) Order state: ORDER_STATE_STARTED
12:52:52 ExpertAdvisor (EURUSD,H1) Order time type: ORDER_TIME_GTC
12:52:52 ExpertAdvisor (EURUSD,H1) Order expiration: 1970.01.01 00:00
12:52:52 ExpertAdvisor (EURUSD,H1) Price: 1.29313
12:52:52 ExpertAdvisor (EURUSD,H1) Price trigger: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Stop Loss: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Take Profit: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Volume: 0.1
12:52:52 ExpertAdvisor (EURUSD,H1)
12:52:52 ExpertAdvisor (EURUSD,H1) => OnTradeTransaction at 09:52:53
12:52:52 ExpertAdvisor (EURUSD,H1) ------------ TransactionDescription
12:52:52 ExpertAdvisor (EURUSD,H1) TRADE_TRANSACTION_ORDER_DELETE
12:52:52 ExpertAdvisor (EURUSD,H1) Symbol: EURUSD
12:52:52 ExpertAdvisor (EURUSD,H1) Deal ticket: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Deal type: DEAL_TYPE_BUY
12:52:52 ExpertAdvisor (EURUSD,H1) Order ticket: 16361998
12:52:52 ExpertAdvisor (EURUSD,H1) Order type: ORDER_TYPE_SELL
12:52:52 ExpertAdvisor (EURUSD,H1) Order state: ORDER_STATE_STARTED
© 2000-2017, MetaQuotes Software Corp.
1276 Trade Functions
12:52:52 ExpertAdvisor (EURUSD,H1) Order time type: ORDER_TIME_GTC
12:52:52 ExpertAdvisor (EURUSD,H1) Order expiration: 1970.01.01 00:00
12:52:52 ExpertAdvisor (EURUSD,H1) Price: 1.29313
12:52:52 ExpertAdvisor (EURUSD,H1) Price trigger: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Stop Loss: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Take Profit: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Volume: 0.1
12:52:52 ExpertAdvisor (EURUSD,H1)
12:52:52 ExpertAdvisor (EURUSD,H1) HistorySelect( 09:34 , 09:52) = true
12:52:52 ExpertAdvisor (EURUSD,H1) => OnTrade at 09:52:53
12:52:52 ExpertAdvisor (EURUSD,H1) PositionsTotal() = 1 (+0)
12:52:52 ExpertAdvisor (EURUSD,H1) OrdersTotal() = 0 (+0)
12:52:52 ExpertAdvisor (EURUSD,H1) HistoryOrdersTotal() = 2 (+0)
12:52:52 ExpertAdvisor (EURUSD,H1) HistoryDealsTotal() = 2 (+0)
12:52:52 ExpertAdvisor (EURUSD,H1)
12:52:52 ExpertAdvisor (EURUSD,H1) => OnTradeTransaction at 09:52:53
12:52:52 ExpertAdvisor (EURUSD,H1) ------------ TransactionDescription
12:52:52 ExpertAdvisor (EURUSD,H1) TRADE_TRANSACTION_HISTORY_ADD
12:52:52 ExpertAdvisor (EURUSD,H1) Symbol: EURUSD
12:52:52 ExpertAdvisor (EURUSD,H1) Deal ticket: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Deal type: DEAL_TYPE_BUY
12:52:52 ExpertAdvisor (EURUSD,H1) Order ticket: 16361998
12:52:52 ExpertAdvisor (EURUSD,H1) Order type: ORDER_TYPE_SELL
12:52:52 ExpertAdvisor (EURUSD,H1) Order state: ORDER_STATE_FILLED
12:52:52 ExpertAdvisor (EURUSD,H1) Order time type: ORDER_TIME_GTC
12:52:52 ExpertAdvisor (EURUSD,H1) Order expiration: 1970.01.01 00:00
12:52:52 ExpertAdvisor (EURUSD,H1) Price: 1.29313
12:52:52 ExpertAdvisor (EURUSD,H1) Price trigger: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Stop Loss: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Take Profit: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Volume: 0
12:52:52 ExpertAdvisor (EURUSD,H1)
12:52:52 ExpertAdvisor (EURUSD,H1) HistorySelect( 09:34 , 09:52) = true
12:52:52 ExpertAdvisor (EURUSD,H1) => OnTrade at 09:52:53
12:52:52 ExpertAdvisor (EURUSD,H1) PositionsTotal() = 1 (+0)
12:52:52 ExpertAdvisor (EURUSD,H1) OrdersTotal() = 0 (+0)
12:52:52 ExpertAdvisor (EURUSD,H1) HistoryOrdersTotal() = 2 (+0)
12:52:52 ExpertAdvisor (EURUSD,H1) HistoryDealsTotal() = 2 (+0)
12:52:52 ExpertAdvisor (EURUSD,H1)
12:52:52 ExpertAdvisor (EURUSD,H1) => OnTradeTransaction at 09:52:53
12:52:52 ExpertAdvisor (EURUSD,H1) ------------ TransactionDescription
12:52:52 ExpertAdvisor (EURUSD,H1) TRADE_TRANSACTION_DEAL_ADD
12:52:52 ExpertAdvisor (EURUSD,H1) Symbol: EURUSD
12:52:52 ExpertAdvisor (EURUSD,H1) Deal ticket: 15048668
12:52:52 ExpertAdvisor (EURUSD,H1) Deal type: DEAL_TYPE_SELL
12:52:52 ExpertAdvisor (EURUSD,H1) Order ticket: 16361998
12:52:52 ExpertAdvisor (EURUSD,H1) Order type: ORDER_TYPE_BUY
12:52:52 ExpertAdvisor (EURUSD,H1) Order state: ORDER_STATE_STARTED
12:52:52 ExpertAdvisor (EURUSD,H1) Order time type: ORDER_TIME_GTC
© 2000-2017, MetaQuotes Software Corp.
1277 Trade Functions
12:52:52 ExpertAdvisor (EURUSD,H1) Order expiration: 1970.01.01 00:00
12:52:52 ExpertAdvisor (EURUSD,H1) Price: 1.29313
12:52:52 ExpertAdvisor (EURUSD,H1) Price trigger: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Stop Loss: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Take Profit: 0
12:52:52 ExpertAdvisor (EURUSD,H1) Volume: 0.1
12:52:52 ExpertAdvisor (EURUSD,H1)
12:52:52 ExpertAdvisor (EURUSD,H1) HistorySelect( 09:34 , 09:52) = true
12:52:52 ExpertAdvisor (EURUSD,H1) => OnTrade at 09:52:53
12:52:52 ExpertAdvisor (EURUSD,H1) PositionsTotal() = 1 (+0)
12:52:52 ExpertAdvisor (EURUSD,H1) OrdersTotal() = 0 (+0)
12:52:52 ExpertAdvisor (EURUSD,H1) HistoryOrdersTotal() = 2 (+0)
12:52:52 ExpertAdvisor (EURUSD,H1) HistoryDealsTotal() = 2 (+0)
12:52:52 ExpertAdvisor (EURUSD,H1)
© 2000-2017, MetaQuotes Software Corp.
1278 Trade Functions
PositionsTotal
Returns the number of open positions.
int PositionsTotal();
Return Value
Value of int type.
Note
For the "netting" interpretation of positions (ACCOUNT_MARGIN_MODE_RETAIL_NETTING and
ACCOUNT_MARGIN_MODE_EXCHANGE), only one position can exist for a symbol at any moment of
time. This position is a result of one or more deals. Do not confuse positions with valid pending
orders, which are also displayed on the Trading tab of the Toolbox window.
If individual positions are allowed (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING), multiple positions
can be open for one symbol.
See also
PositionGetSymbol(), PositionSelect(), Position Properties
© 2000-2017, MetaQuotes Software Corp.
1279 Trade Functions
PositionGetSymbol
Returns the symbol corresponding to the open position and automatically selects the position for
further working with it using functions PositionGetDouble, PositionGetInteger, PositionGetString.
string PositionGetSymbol(
int index // Number in the list of positions
);
Parameters
index
[in] Number of the position in the list of open positions.
Return Value
Value of the string type. If the position was not found, an empty string will be returned. To get an
error code, call the GetLastError() function.
Note
For the "netting" interpretation of positions (ACCOUNT_MARGIN_MODE_RETAIL_NETTING and
ACCOUNT_MARGIN_MODE_EXCHANGE), only one position can exist for a symbol at any moment of
time. This position is a result of one or more deals. Do not confuse positions with valid pending
orders, which are also displayed on the Trading tab of the Toolbox window.
If individual positions are allowed (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING), multiple positions
can be open for one symbol.
See also
PositionsTotal(), PositionSelect(), Position Properties
© 2000-2017, MetaQuotes Software Corp.
1280 Trade Functions
PositionSelect
Chooses an open position for further working with it. Returns true if the function is successfully
completed. Returns false in case of failure. To obtain information about the error, call GetLastError().
bool PositionSelect(
string symbol // Symbol name
);
Parameters
symbol
[in] Name of the financial security.
Return Value
Value of the bool type.
Note
For the "netting" interpretation of positions (ACCOUNT_MARGIN_MODE_RETAIL_NETTING and
ACCOUNT_MARGIN_MODE_EXCHANGE), only one position can exist for a symbol at any moment of
time. This position is a result of one or more deals. Do not confuse positions with valid pending
orders, which are also displayed on the Trading tab of the Toolbox window.
If individual positions are allowed (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING), multiple positions
can be open for one symbol. In this case, PositionSelect will select a position with the lowest ticket.
Function PositionSelect() copies data about a position into the program environment, and further
calls of PositionGetDouble(), PositionGetInteger() and PositionGetString() return the earlier copied
data. This means that the position itself may no longer exist (or its volume, direction, etc. has
changed), but data of this position still can be obtained. To ensure receipt of fresh data about a
position, it is recommended to call PositionSelect() right before referring to them.
See also
PositionGetSymbol(), PositionsTotal(), Position Properties
© 2000-2017, MetaQuotes Software Corp.
1281 Trade Functions
PositionSelectByTicket
Selects an open position to work with based on the ticket number specified in the position. If
successful, returns true. Returns false if the function failed. Call GetLastError() for error details.
bool PositionSelectByTicket(
ulong ticket // Position ticket
);
Parameters
ticket
[in] Position ticket.
Return Value
A value of the bool type.
Note
The PositionSelectByTicket() function copies position data to the program environment. Further calls
of PositionGetDouble(), PositionGetInteger() and PositionGetString() return the previously copied
data. Even if a position does not exist already (or its size, direction etc. has changed), the data may
still be received sometimes. To make sure that you receive valid position data, it is recommended
to call PositionSelect() before you access the data.
See also
PositionGetSymbol(), PositionsTotal(), Position Properties
© 2000-2017, MetaQuotes Software Corp.
1282 Trade Functions
PositionGetDouble
The function returns the requested property of an open position, pre-selected using PositionGetSymbol
or PositionSelect. The position property must be of the double type. There are 2 variants of the
function.
1. Immediately returns the property value.
double PositionGetDouble(
ENUM_POSITION_PROPERTY_DOUBLE property_id // Property identifier
);
2. Returns true or false, depending on the success of the function execution. If successful, the value
of the property is placed in a receiving variable passed by reference by the last parameter.
bool PositionGetDouble(
ENUM_POSITION_PROPERTY_DOUBLE property_id, // Property identifier
double& double_var // Here we accept the property value
);
Parameters
property_id
[in] Identifier of a position property. The value can be one of the values of the
ENUM_POSITION_PROPERTY_DOUBLE enumeration.
double_var
[out] Variable of the double type, accepting the value of the requested property.
Return Value
Value of the double type. If the function fails, 0 is returned.
Note
For the "netting" interpretation of positions (ACCOUNT_MARGIN_MODE_RETAIL_NETTING and
ACCOUNT_MARGIN_MODE_EXCHANGE), only one position can exist for a symbol at any moment of
time. This position is a result of one or more deals. Do not confuse positions with valid pending
orders, which are also displayed on the Trading tab of the Toolbox window.
If individual positions are allowed (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING), multiple positions
can be open for one symbol.
To ensure receipt of fresh data about a position, it is recommended to call PositionSelect() right
before referring to them.
See also
PositionGetSymbol(), PositionSelect(), Position Properties
© 2000-2017, MetaQuotes Software Corp.
1283 Trade Functions
PositionGetInteger
The function returns the requested property of an open position, pre-selected using PositionGetSymbol
or PositionSelect. The position property should be of datetime, int type. There are 2 variants of the
function.
1. Immediately returns the property value.
long PositionGetInteger(
ENUM_POSITION_PROPERTY_INTEGER property_id // Property identifier
);
2. Returns true or false, depending on the success of the function execution. If successful, the value
of the property is placed in a receiving variables passed by reference by the last parameter.
bool PositionGetInteger(
ENUM_POSITION_PROPERTY_INTEGER property_id, // Property identifier
long& long_var // Here we accept the property value
);
Parameters
property_id
[in] Identifier of a position property. The value can be one of the values of the
ENUM_POSITION_PROPERTY_INTEGER enumeration.
long_var
[out] Variable of the long type accepting the value of the requested property.
Return Value
Value of the long type. If the function fails, 0 is returned.
Note
For the "netting" interpretation of positions (ACCOUNT_MARGIN_MODE_RETAIL_NETTING and
ACCOUNT_MARGIN_MODE_EXCHANGE), only one position can exist for a symbol at any moment of
time. This position is a result of one or more deals. Do not confuse positions with valid pending
orders, which are also displayed on the Trading tab of the Toolbox window.
If individual positions are allowed (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING), multiple positions
can be open for one symbol.
To ensure receipt of fresh data about a position, it is recommended to call PositionSelect() right
before referring to them.
Example:
//+------------------------------------------------------------------+
//| Trade function |
//+------------------------------------------------------------------+
void OnTrade()
{
//--- check if a position is present and display the time of its changing
© 2000-2017, MetaQuotes Software Corp.
1284 Trade Functions
if(PositionSelect(_Symbol))
{
//--- receive position ID for further work
ulong position_ID=PositionGetInteger(POSITION_IDENTIFIER);
Print(_Symbol," position #",position_ID);
//--- receive the time of position forming in milliseconds since 01.01.1970
long create_time_msc=PositionGetInteger(POSITION_TIME_MSC);
PrintFormat("Position #%d POSITION_TIME_MSC = %i64 milliseconds => %s",position_ID,
create_time_msc,TimeToString(create_time_msc/1000));
//--- receive the time of the position's last change in seconds since 01.01.1970
long update_time_sec=PositionGetInteger(POSITION_TIME_UPDATE);
PrintFormat("Position #%d POSITION_TIME_UPDATE = %i64 seconds => %s",
position_ID,update_time_sec,TimeToString(update_time_sec));
//--- receive the time of the position's last change in milliseconds since 01.01.1970
long update_time_msc=PositionGetInteger(POSITION_TIME_UPDATE_MSC);
PrintFormat("Position #%d POSITION_TIME_UPDATE_MSC = %i64 milliseconds => %s",
position_ID,update_time_msc,TimeToString(update_time_msc/1000));
}
//---
}
See also
PositionGetSymbol(), PositionSelect(), Position Properties
© 2000-2017, MetaQuotes Software Corp.
1285 Trade Functions
PositionGetString
The function returns the requested property of an open position, pre-selected using PositionGetSymbol
or PositionSelect. The position property should be of the string type. There are 2 variants of the
function.
1. Immediately returns the property value.
string PositionGetString(
ENUM_POSITION_PROPERTY_STRING property_id // Property identifier
);
2. Returns true or false, depending on the success of the function execution. If successful, the value
of the property is placed in a receiving variables passed by reference by the last parameter.
bool PositionGetString(
ENUM_POSITION_PROPERTY_STRING property_id, // Property identifier
string& string_var // Here we accept the property value
);
Parameters
property_id
[in] Identifier of a position property. The value can be one of the values of the
ENUM_POSITION_PROPERTY_STRING enumeration.
string_var
[out] Variable of the string type accepting the value of the requested property.
Return Value
Value of the string type. If the function fails, an empty string is returned.
Note
For the "netting" interpretation of positions (ACCOUNT_MARGIN_MODE_RETAIL_NETTING and
ACCOUNT_MARGIN_MODE_EXCHANGE), only one position can exist for a symbol at any moment of
time. This position is a result of one or more deals. Do not confuse positions with valid pending
orders, which are also displayed on the Trading tab of the Toolbox window.
If individual positions are allowed (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING), multiple positions
can be open for one symbol.
To ensure receipt of fresh data about a position, it is recommended to call PositionSelect() right
before referring to them.
See also
PositionGetSymbol(), PositionSelect(), Position Properties
© 2000-2017, MetaQuotes Software Corp.
1286 Trade Functions
PositionGetTicket
The function returns the ticket of a position with the specified index in the list of open positions and
automatically selects the position to work with using functions PositionGetDouble, PositionGetInteger,
PositionGetString.
ulong PositionGetTicket(
int index // The number of a position in the list
);
Parameters
index
[in] The index of a position in the list of open positions, numeration starts with 0.
Return Value
The ticket of the position. Returns 0 if the function fails.
Note
For the "netting" interpretation of positions (ACCOUNT_MARGIN_MODE_RETAIL_NETTING and
ACCOUNT_MARGIN_MODE_EXCHANGE), only one position can exist for a symbol at any moment of
time. This position is a result of one or more deals. Do not confuse positions with valid pending
orders, which are also displayed on the Trading tab of the Toolbox window.
If individual positions are allowed (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING), multiple positions
can be open for one symbol.
To ensure receipt of fresh data about a position, it is recommended to call PositionSelect() right
before referring to them.
See also
PositionGetSymbol(), PositionSelect(), Position Properties
© 2000-2017, MetaQuotes Software Corp.
1287 Trade Functions
OrdersTotal
Returns the number of current orders.
int OrdersTotal();
Return Value
Value of the int type.
Note
Do not confuse current pending orders with positions, which are also displayed on the "Trade" tab of
the "Toolbox" of the client terminal. An order is a request to conduct a transaction, while a position
is a result of one or more deals.
For the "netting" interpretation of positions (ACCOUNT_MARGIN_MODE_RETAIL_NETTING and
ACCOUNT_MARGIN_MODE_EXCHANGE), only one position can exist for a symbol at any moment of
time. This position is a result of one or more deals. Do not confuse positions with valid pending
orders, which are also displayed on the Trading tab of the Toolbox window.
If individual positions are allowed (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING), multiple positions
can be open for one symbol.
See also
OrderSelect(), OrderGetTicket(), Order Properties
© 2000-2017, MetaQuotes Software Corp.
1288 Trade Functions
OrderGetTicket
Returns ticket of a corresponding order and automatically selects the order for further working with it
using functions.
ulong OrderGetTicket(
int index // Number in the list of orders
);
Parameters
index
[in] Number of an order in the list of current orders.
Return Value
Value of the ulong type. If the function fails, 0 is returned.
Note
Do not confuse current pending orders with positions, which are also displayed on the "Trade" tab of
the "Toolbox" of the client terminal. An order is a request to conduct a transaction, while a position
is a result of one or more deals.
For the "netting" interpretation of positions (ACCOUNT_MARGIN_MODE_RETAIL_NETTING and
ACCOUNT_MARGIN_MODE_EXCHANGE), only one position can exist for a symbol at any moment of
time. This position is a result of one or more deals. Do not confuse positions with valid pending
orders, which are also displayed on the Trading tab of the Toolbox window.
If individual positions are allowed (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING), multiple positions
can be open for one symbol.
Function OrderGetTicket() copies data about an order into the program environment, and further
calls of OrderGetDouble(), OrderGetInteger(), OrderGetString() return the earlier copied data. This
means that the order itself may no longer exist (or its open price, Stop Loss/Take Profit levels or
expiration has changed), but data of this order still can be obtained. To ensure receipt of fresh data
about an order, it is recommended to call OrderGetTicket() right before referring to them.
Example:
void OnStart()
{
//--- variables for returning values from order properties
ulong ticket;
double open_price;
double initial_volume;
datetime time_setup;
string symbol;
string type;
long order_magic;
long positionID;
//--- number of current pending orders
uint total=OrdersTotal();
© 2000-2017, MetaQuotes Software Corp.
1289 Trade Functions
//--- go through orders in a loop
for(uint i=0;i<total;i++)
{
//--- return order ticket by its position in the list
if((ticket=OrderGetTicket(i))>0)
{
//--- return order properties
open_price =OrderGetDouble(ORDER_PRICE_OPEN);
time_setup =(datetime)OrderGetInteger(ORDER_TIME_SETUP);
symbol =OrderGetString(ORDER_SYMBOL);
order_magic =OrderGetInteger(ORDER_MAGIC);
positionID =OrderGetInteger(ORDER_POSITION_ID);
initial_volume=OrderGetDouble(ORDER_VOLUME_INITIAL);
type =EnumToString(ENUM_ORDER_TYPE(OrderGetInteger(ORDER_TYPE)));
//--- prepare and show information about the order
printf("#ticket %d %s %G %s at %G was set up at %s",
ticket, // order ticket
type, // type
initial_volume, // placed volume
symbol, // symbol
open_price, // specified open price
TimeToString(time_setup)// time of order placing
);
}
}
//---
}
See also
OrdersTotal(), OrderSelect(), OrderGetInteger()
© 2000-2017, MetaQuotes Software Corp.
1290 Trade Functions
OrderSelect
Selects an order to work with. Returns true if the function has been successfully completed. Returns
false if the function completion has failed. For more information about an error call GetLastError().
bool OrderSelect(
ulong ticket // Order ticket
);
Parameters
ticket
[in] Order ticket.
Return Value
Value of the bool type.
Note
Do not confuse current pending orders with positions, which are also displayed on the "Trade" tab of
the "Toolbox" of the client terminal.
For the "netting" interpretation of positions (ACCOUNT_MARGIN_MODE_RETAIL_NETTING and
ACCOUNT_MARGIN_MODE_EXCHANGE), only one position can exist for a symbol at any moment of
time. This position is a result of one or more deals. Do not confuse positions with valid pending
orders, which are also displayed on the Trading tab of the Toolbox window.
If individual positions are allowed (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING), multiple positions
can be open for one symbol.
Function OrderSelect() copies data about an order into the program environment, and further calls
of OrderGetDouble(), OrderGetInteger(), OrderGetString() return the earlier copied data. This
means that the order itself may no longer exist (or its open price, Stop Loss/Take Profit levels or
expiration has changed), but data of this order still can be obtained. To ensure receipt of fresh data
about an order, it is recommended to call OrderSelect() right before referring to them.
See also
OrderGetInteger(), OrderGetDouble(), OrderGetString(), OrderCalcProfit(), OrderGetTicket(), Order
Properties
© 2000-2017, MetaQuotes Software Corp.
1291 Trade Functions
OrderGetDouble
Returns the requested property of an order, pre-selected using OrderGetTicket or OrderSelect. The
order property must be of the double type. There are 2 variants of the function.
1. Immediately returns the property value.
double OrderGetDouble(
ENUM_ORDER_PROPERTY_DOUBLE property_id // Property identifier
);
2. Returns true or false, depending on the success of a function. If successful, the value of the
property is placed in a target variable passed by reference by the last parameter.
bool OrderGetDouble(
ENUM_ORDER_PROPERTY_DOUBLE property_id, // Property identifier
double& double_var // Here we accept the property value
);
Parameters
property_id
[in] Identifier of the order property. The value can be one of the values of the
ENUM_ORDER_PROPERTY_DOUBLE enumeration.
double_var
[out] Variable of the double type that accepts the value of the requested property.
Return Value
Value of the double type. If the function fails, 0 is returned.
Note
Do not confuse current pending orders with positions, which are also displayed on the "Trade" tab of
the "Toolbox" of the client terminal.
For the "netting" interpretation of positions (ACCOUNT_MARGIN_MODE_RETAIL_NETTING and
ACCOUNT_MARGIN_MODE_EXCHANGE), only one position can exist for a symbol at any moment of
time. This position is a result of one or more deals. Do not confuse positions with valid pending
orders, which are also displayed on the Trading tab of the Toolbox window.
If individual positions are allowed (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING), multiple positions
can be open for one symbol.
To ensure receipt of fresh data about an order, it is recommended to call OrderSelect() right before
referring to them.
See also
OrdersTotal(), OrderGetTicket(), Order Properties
© 2000-2017, MetaQuotes Software Corp.
1292 Trade Functions
OrderGetInteger
Returns the requested order property, pre-selected using OrderGetTicket or OrderSelect. Order
property must be of the datetime, int type. There are 2 variants of the function.
1. Immediately returns the property value.
long OrderGetInteger(
ENUM_ORDER_PROPERTY_INTEGER property_id // Property identifier
);
2. Returns true or false depending on the success of the function. If successful, the value of the
property is placed into a target variable passed by reference by the last parameter.
bool OrderGetInteger(
ENUM_ORDER_PROPERTY_INTEGER property_id, // Property identifier
long& long_var // Here we accept the property value
);
Parameters
property_id
[in] Identifier of the order property. The value can be one of the values of the
ENUM_ORDER_PROPERTY_INTEGER enumeration.
long_var
[out] Variable of the long type that accepts the value of the requested property.
Return Value
Value of the long type. If the function fails, 0 is returned.
Note
Do not confuse current pending orders with positions, which are also displayed on the "Trade" tab of
the "Toolbox" of the client terminal.
For the "netting" interpretation of positions (ACCOUNT_MARGIN_MODE_RETAIL_NETTING and
ACCOUNT_MARGIN_MODE_EXCHANGE), only one position can exist for a symbol at any moment of
time. This position is a result of one or more deals. Do not confuse positions with valid pending
orders, which are also displayed on the Trading tab of the Toolbox window.
If individual positions are allowed (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING), multiple positions
can be open for one symbol.
To ensure receipt of fresh data about an order, it is recommended to call OrderSelect() right before
referring to them.
See also
OrdersTotal(), OrderGetTicket(), Order Properties
© 2000-2017, MetaQuotes Software Corp.
1293 Trade Functions
OrderGetString
Returns the requested order property, pre-selected using OrderGetTicket or OrderSelect. The order
property must be of the string type. There are 2 variants of the function.
1. Immediately returns the property value.
string OrderGetString(
ENUM_ORDER_PROPERTY_STRING property_id // Property identifier
);
2. Returns true or false, depending on the success of the function. If successful, the value of the
property is placed into a target variable passed by reference by the last parameter.
bool OrderGetString(
ENUM_ORDER_PROPERTY_STRING property_id, // Property identifier
string& string_var // Here we accept the property value
);
Parameters
property_id
[in] Identifier of the order property. The value can be one of the values of the
ENUM_ORDER_PROPERTY_STRING enumeration.
string_var
[out] Variable of the string type that accepts the value of the requested property.
Return Value
Value of the string type.
Note
Do not confuse current pending orders with positions, which are also displayed on the "Trade" tab of
the "Toolbox" of the client terminal.
For the "netting" interpretation of positions (ACCOUNT_MARGIN_MODE_RETAIL_NETTING and
ACCOUNT_MARGIN_MODE_EXCHANGE), only one position can exist for a symbol at any moment of
time. This position is a result of one or more deals. Do not confuse positions with valid pending
orders, which are also displayed on the Trading tab of the Toolbox window.
If individual positions are allowed (ACCOUNT_MARGIN_MODE_RETAIL_HEDGING), multiple positions
can be open for one symbol.
To ensure receipt of fresh data about an order, it is recommended to call OrderSelect() right before
referring to them.
See also
OrdersTotal(), OrderGetTicket(), Order Properties
© 2000-2017, MetaQuotes Software Corp.
1294 Trade Functions
HistorySelect
Retrieves the history of deals and orders for the specified period of server time.
bool HistorySelect(
datetime from_date, // From date
datetime to_date // To date
);
Parameters
from_date
[in] Start date of the request.
to_date
[in] End date of the request.
Return Value
It returns true if successful, otherwise returns false.
Note
HistorySelect() creates a list of orders and a list of trades in a mql5-program, for further referring
to the list elements using corresponding functions. The deals list size can be returned using the
HistoryDealsTotal() function; the size of the list of orders in the history can be obtained using
HistoryOrdersTotal(). Selection in the list of orders should be better performed by
HistoryOrderGetTicket(), for items in the list of deals HistoryDealGetTicket() suits better.
After using HistoryOrderSelect(), the list of history orders available to the mql5 program is reset and
filled again by the found order, if the search of an order by the ticket has been completed
successfully. The same applies to the list of deals available to the mql5 program - it is reset by
HistoryDealSelect() and filled again in case of a successful receipt of a deal by ticket number.
Example:
void OnStart()
{
color BuyColor =clrBlue;
color SellColor=clrRed;
//--- request trade history
HistorySelect(0,TimeCurrent());
//--- create objects
string name;
uint total=HistoryDealsTotal();
ulong ticket=0;
double price;
double profit;
datetime time;
string symbol;
long type;
long entry;
//--- for all deals
© 2000-2017, MetaQuotes Software Corp.
1295 Trade Functions
for(uint i=0;i<total;i++)
{
//--- try to get deals ticket
if((ticket=HistoryDealGetTicket(i))>0)
{
//--- get deals properties
price =HistoryDealGetDouble(ticket,DEAL_PRICE);
time =(datetime)HistoryDealGetInteger(ticket,DEAL_TIME);
symbol=HistoryDealGetString(ticket,DEAL_SYMBOL);
type =HistoryDealGetInteger(ticket,DEAL_TYPE);
entry =HistoryDealGetInteger(ticket,DEAL_ENTRY);
profit=HistoryDealGetDouble(ticket,DEAL_PROFIT);
//--- only for current symbol
if(price && time && symbol==Symbol())
{
//--- create price object
name="TradeHistory_Deal_"+string(ticket);
if(entry) ObjectCreate(0,name,OBJ_ARROW_RIGHT_PRICE,0,time,price,0,0);
else ObjectCreate(0,name,OBJ_ARROW_LEFT_PRICE,0,time,price,0,0);
//--- set object properties
ObjectSetInteger(0,name,OBJPROP_SELECTABLE,0);
ObjectSetInteger(0,name,OBJPROP_BACK,0);
ObjectSetInteger(0,name,OBJPROP_COLOR,type?BuyColor:SellColor);
if(profit!=0) ObjectSetString(0,name,OBJPROP_TEXT,"Profit: "+string(profit));
}
}
}
//--- apply on chart
ChartRedraw();
}
See also
HistoryOrderSelect(), HistoryDealSelect()
© 2000-2017, MetaQuotes Software Corp.
1296 Trade Functions
HistorySelectByPosition
Retrieves the history of deals and orders having the specified position identifier.
bool HistorySelectByPosition(
long position_id // position identifier - POSITION_IDENTIFIER
);
Parameters
position_id
[in] Position identifier that is set to every executed order and every deal.
Return Value
It returns true if successful, otherwise returns false.
Note
Do not confuse orders of a trading history with current pending orders that appear on the "Trade"
tab of the "Toolbox" bar. The list of orders that were canceled or have led to a transaction, can be
viewed in the "History" tab of "Toolbox" of the client terminal.
HistorySelectByPosition() creates in a mql5 program a list of orders and a list of deals with a
specified position identifier for further reference to the elements of the list using the appropriate
functions. To know the size of the list of deals, use function HistoryDealsTotal(), the size of the list
of orders in the history can be obtained using HistoryOrdersTotal(). To run through elements of the
orders list, use HistoryOrderGetTicket(), for elements of the deals list - HistoryDealGetTicket().
After using HistoryOrderSelect(), list of history orders available to the mql5 program is reset and
filled again with the found order, if search of an order by its ticket was successful. The same refers
to the list of deals available to the mql5 program - it is reset by function HistoryDealSelect() and is
filled out again if a deal was found successfully by the ticket number.
See also
HistorySelect(), HistoryOrderGetTicket(), Order Properties
© 2000-2017, MetaQuotes Software Corp.
1297 Trade Functions
HistoryOrderSelect
Selects an order from the history for further calling it through appropriate functions. It returns true if
the function has been successfully completed. Returns false if the function has failed. For more details
on error call GetLastError().
bool HistoryOrderSelect(
ulong ticket // Order ticket
);
Parameters
ticket
[in] Order ticket.
Return Value
Returns true if successful, otherwise false.
Note
Do not confuse orders of a trading history with current pending orders that appear on the "Trade"
tab of the "Toolbox" bar. The list of orders that were canceled or have led to a transaction, can be
viewed in the "History" tab of "Toolbox" of the client terminal.
HistoryOrderSelect() clears in a mql5-program the list of orders from a history, available for calls,
and copies to it a single order, if the execution of HistoryOrderSelect () has been completed
successfully. If you need to go through all deals selected by HistorySelect(), you should better use
HistoryOrderGetTicket().
See also
HistorySelect(), HistoryOrderGetTicket(), Order Properties
© 2000-2017, MetaQuotes Software Corp.
1298 Trade Functions
HistoryOrdersTotal
Returns the number of orders in the history. Prior to calling HistoryOrdersTotal(), first it is necessary
to receive the history of deals and orders using the HistorySelect() or HistorySelectByPosition()
function.
int HistoryOrdersTotal();
Return Value
Value of the int type.
Note
Do not confuse orders of a trading history with current pending orders that appear on the "Trade"
tab of the "Toolbox" bar. The list of orders that were canceled or have led to a transaction, can be
viewed in the "History" tab of "Toolbox" of the client terminal.
See also
HistorySelect(), HistoryOrderSelect(), HistoryOrderGetTicket(), Order Properties
© 2000-2017, MetaQuotes Software Corp.
1299 Trade Functions
HistoryOrderGetTicket
Return the ticket of a corresponding order in the history. Prior to calling HistoryOrderGetTicket(), first
it is necessary to receive the history of deals and orders using the HistorySelect() or
HistorySelectByPosition() function.
ulong HistoryOrderGetTicket(
int index // Number in the list of orders
);
Parameters
index
[in] Number of the order in the list of orders.
Return Value
Value of the ulong type. If the function fails, 0 is returned.
Note
Do not confuse orders of a trading history with current pending orders that appear on the "Trade"
tab of the "Toolbox" bar. The list of orders that were canceled or have led to a transaction, can be
viewed in the "History" tab of "Toolbox" of the client terminal.
Example:
void OnStart()
{
datetime from=0;
datetime to=TimeCurrent();
//--- request the entire history
HistorySelect(from,to);
//--- variables for returning values from order properties
ulong ticket;
double open_price;
double initial_volume;
datetime time_setup;
datetime time_done;
string symbol;
string type;
long order_magic;
long positionID;
//--- number of current pending orders
uint total=HistoryOrdersTotal();
//--- go through orders in a loop
for(uint i=0;i<total;i++)
{
//--- return order ticket by its position in the list
if((ticket=HistoryOrderGetTicket(i))>0)
{
//--- return order properties
© 2000-2017, MetaQuotes Software Corp.
1300 Trade Functions
open_price =HistoryOrderGetDouble(ticket,ORDER_PRICE_OPEN);
time_setup =(datetime)HistoryOrderGetInteger(ticket,ORDER_TIME_SETUP);
time_done =(datetime)HistoryOrderGetInteger(ticket,ORDER_TIME_DONE);
symbol =HistoryOrderGetString(ticket,ORDER_SYMBOL);
order_magic =HistoryOrderGetInteger(ticket,ORDER_MAGIC);
positionID =HistoryOrderGetInteger(ticket,ORDER_POSITION_ID);
initial_volume=HistoryOrderGetDouble(ticket,ORDER_VOLUME_INITIAL);
type =GetOrderType(HistoryOrderGetInteger(ticket,ORDER_TYPE));
//--- prepare and show information about the order
printf("#ticket %d %s %G %s at %G was set up at %s => done at %s, pos ID=%d",
ticket, // order ticket
type, // type
initial_volume, // placed volume
symbol, // symbol
open_price, // specified open price
TimeToString(time_setup),// time of order placing
TimeToString(time_done), // time of order execution or deletion
positionID // ID of a position , to which the deal of the order is in
);
}
}
//---
}
//+------------------------------------------------------------------+
//| Returns the string name of the order type |
//+------------------------------------------------------------------+
string GetOrderType(long type)
{
string str_type="unknown operation";
switch(type)
{
case (ORDER_TYPE_BUY): return("buy");
case (ORDER_TYPE_SELL): return("sell");
case (ORDER_TYPE_BUY_LIMIT): return("buy limit");
case (ORDER_TYPE_SELL_LIMIT): return("sell limit");
case (ORDER_TYPE_BUY_STOP): return("buy stop");
case (ORDER_TYPE_SELL_STOP): return("sell stop");
case (ORDER_TYPE_BUY_STOP_LIMIT): return("buy stop limit");
case (ORDER_TYPE_SELL_STOP_LIMIT):return("sell stop limit");
}
return(str_type);
}
See also
HistorySelect(), HistoryOrdersTotal(), HistoryOrderSelect(), Order Properties
© 2000-2017, MetaQuotes Software Corp.
1301 Trade Functions
HistoryOrderGetDouble
Returns the requested order property. The order property must be of the double type. There are 2
variants of the function.
1. Immediately returns the property value.
double HistoryOrderGetDouble(
ulong ticket_number, // Ticket
ENUM_ORDER_PROPERTY_DOUBLE property_id // Property identifier
);
2. Returns true or false, depending on the success of the function. If successful, the value of the
property is placed into a target variable passed by reference by the last parameter.
bool HistoryOrderGetDouble(
ulong ticket_number, // Ticket
ENUM_ORDER_PROPERTY_DOUBLE property_id, // Property identifier
double& double_var // Here we accept the property value
);
Parameters
ticket_number
[in] Order ticket.
property_id
[in] Identifier of the order property. The value can be one of the values of the
ENUM_ORDER_PROPERTY_DOUBLE enumeration.
double_var
[out] Variable of the double type that accepts the value of the requested property.
Return Value
Value of the double type.
Note
Do not confuse orders of a trading history with current pending orders that appear on the "Trade"
tab of the "Toolbox" bar. The list of orders that were canceled or have led to a transaction, can be
viewed in the "History" tab of "Toolbox" of the client terminal.
See also
HistorySelect(), HistoryOrdersTotal(), HistoryOrderSelect(), Order Properties
© 2000-2017, MetaQuotes Software Corp.
1302 Trade Functions
HistoryOrderGetInteger
Returns the requested property of an order. The order property must be of datetime, int type. There
are 2 variants of the function.
1. Immediately returns the property value.
long HistoryOrderGetInteger(
ulong ticket_number, // Ticket
ENUM_ORDER_PROPERTY_INTEGER property_id // Property identifier
);
2. Returns true or false, depending on the success of the function. If successful, the value of the
property is placed into a target variable passed by reference by the last parameter.
bool HistoryOrderGetInteger(
ulong ticket_number, // Ticket
ENUM_ORDER_PROPERTY_INTEGER property_id, // Property identifier
long& long_var // Here we accept the property value
);
Parameters
ticket_number
[in] Order ticket.
property_id
[in] Identifier of the order property. The value can be one of the values of the
ENUM_ORDER_PROPERTY_INTEGER enumeration.
long_var
[out] Variable of the long type that accepts the value of the requested property.
Return Value
Value of the long type.
Note
Do not confuse orders of a trading history with current pending orders that appear on the "Trade"
tab of the "Toolbox" bar. The list of orders that were canceled or have led to a transaction, can be
viewed in the "History" tab of "Toolbox" of the client terminal.
Example:
//+------------------------------------------------------------------+
//| Trade function |
//+------------------------------------------------------------------+
void OnTrade()
{
//--- receive the last order's ticket from week's trading history
ulong last_order=GetLastOrderTicket();
if(HistoryOrderSelect(last_order))
© 2000-2017, MetaQuotes Software Corp.
1303 Trade Functions
{
//--- time of placing an order in milliseconds since 01.01.1970
long time_setup_msc=HistoryOrderGetInteger(last_order,ORDER_TIME_SETUP_MSC);
PrintFormat("Order #%d ORDER_TIME_SETUP_MSC=%i64 => %s",
last_order,time_setup_msc,TimeToString(time_setup_msc/1000));
//--- order execution/cancellation time in milliseconds since 01.01.1970
long time_done_msc=HistoryOrderGetInteger(last_order,ORDER_TIME_DONE_MSC);
PrintFormat("Order #%d ORDER_TIME_DONE_MSC=%i64 => %s",
last_order,time_done_msc,TimeToString(time_done_msc/1000));
}
else // notify on failure
PrintFormat("HistoryOrderSelect() failed for #%d. Eror code=%d",
last_order,GetLastError());
//---
}
//+------------------------------------------------------------------+
//| Returns the last order ticket in history or -1 |
//+------------------------------------------------------------------+
ulong GetLastOrderTicket()
{
//--- request history for the last 7 days
if(!GetTradeHistory(7))
{
//--- notify on unsuccessful call and return -1
Print(__FUNCTION__," HistorySelect() returned false");
return -1;
}
//---
ulong first_order,last_order,orders=HistoryOrdersTotal();
//--- work with orders if there are any
if(orders>0)
{
Print("Orders = ",orders);
first_order=HistoryOrderGetTicket(0);
PrintFormat("first_order = %d",first_order);
if(orders>1)
{
last_order=HistoryOrderGetTicket((int)orders-1);
PrintFormat("last_order = %d",last_order);
return last_order;
}
return first_order;
}
//--- no order found, return -1
return -1;
}
//+--------------------------------------------------------------------------+
//| Requests history for the last days and returns false in case of failure |
© 2000-2017, MetaQuotes Software Corp.
1304 Trade Functions
//+--------------------------------------------------------------------------+
bool GetTradeHistory(int days)
{
//--- set a week period to request trade history
datetime to=TimeCurrent();
datetime from=to-days*PeriodSeconds(PERIOD_D1);
ResetLastError();
//--- make a request and check the result
if(!HistorySelect(from,to))
{
Print(__FUNCTION__," HistorySelect=false. Error code=",GetLastError());
return false;
}
//--- history received successfully
return true;
}
See also
HistorySelect(), HistoryOrdersTotal(), HistoryOrderSelect(), Order Properties
© 2000-2017, MetaQuotes Software Corp.
1305 Trade Functions
HistoryOrderGetString
Returns the requested property of an order. The order property must be of the string type. There are 2
variants of the function.
1. Immediately returns the property value.
string HistoryOrderGetString(
ulong ticket_number, // Ticket
ENUM_ORDER_PROPERTY_STRING property_id // Property identifier
);
2. Returns true or false, depending on the success of the function. If successful, the value of the
property is placed into a target variable passed by reference by the last parameter.
bool HistoryOrderGetString(
ulong ticket_number, // Ticket
ENUM_ORDER_PROPERTY_STRING property_id, // Property identifier
string& string_var // Here we accept the property value
);
Parameters
ticket_number
[in] Order ticket.
property_id
[in] Identifier of the order property. The value can be one of the values of the
ENUM_ORDER_PROPERTY_STRING enumeration.
string_var
[out] Variable of the string type.
Return Value
Value of the string type.
Note
Do not confuse orders of a trading history with current pending orders that appear on the "Trade"
tab of the "Toolbox" bar. The list of orders that were canceled or have led to a transaction, can be
viewed in the "History" tab of "Toolbox" of the client terminal.
See also
HistorySelect(), HistoryOrdersTotal(), HistoryOrderSelect(), Order Properties
© 2000-2017, MetaQuotes Software Corp.
1306 Trade Functions
HistoryDealSelect
Selects a deal in the history for further calling it through appropriate functions. It returns true if the
function has been successfully completed. Returns false if the function has failed. For more details on
error call GetLastError().
bool HistoryDealSelect(
ulong ticket // Deal ticket
);
Parameters
ticket
[in] Deal ticket.
Return Value
Returns true if successful, otherwise false.
Note
Do not confuse orders, deals and positions. Each deal is the result of the execution of an order, each
position is the summary result of one or more deals.
HistoryDealSelect() clears in a mql5-program the list of deals available for reference, and copies the
single deal, if the execution of HistoryDealSelect() has been completed successfully. If you need to
go through all deals selected by the HistorySelect() function, you should better use
HistoryDealGetTicket().
See also
HistorySelect(), HistoryDealGetTicket(), Deal Properties
© 2000-2017, MetaQuotes Software Corp.
1307 Trade Functions
HistoryDealsTotal
Returns the number of deal in history. Prior to calling HistoryDealsTotal(), first it is necessary to
receive the history of deals and orders using the HistorySelect() or HistorySelectByPosition() function.
int HistoryDealsTotal();
Return Value
Value of the int type.
Note
Do not confuse orders, deals and positions. Each deal is the result of the execution of an order, each
position is the summary result of one or more deals.
See also
HistorySelect(), HistoryDealGetTicket(), Deal Properties
© 2000-2017, MetaQuotes Software Corp.
1308 Trade Functions
HistoryDealGetTicket
The function selects a deal for further processing and returns the deal ticket in history. Prior to calling
HistoryDealGetTicket(), first it is necessary to receive the history of deals and orders using the
HistorySelect() or HistorySelectByPosition() function.
ulong HistoryDealGetTicket(
int index // ticket deal
);
Parameters
index
[in] Number of a deal in the list of deals
Return Value
Value of the ulong type. If the function fails, 0 is returned.
Note
Do not confuse orders, deals and positions. Each deal is the result of the execution of an order, each
position is the summary result of one or more deals.
Example:
void OnStart()
{
ulong deal_ticket; // deal ticket
ulong order_ticket; // ticket of the order the deal was executed on
datetime transaction_time; // time of a deal execution
long deal_type ; // type of a trade operation
long position_ID; // position ID
string deal_description; // operation description
double volume; // operation volume
string symbol; // symbol of the deal
//--- set the start and end date to request the history of deals
datetime from_date=0; // from the very beginning
datetime to_date=TimeCurrent();// till the current moment
//--- request the history of deals in the specified period
HistorySelect(from_date,to_date);
//--- total number in the list of deals
int deals=HistoryDealsTotal();
//--- now process each trade
for(int i=0;i<deals;i++)
{
deal_ticket= HistoryDealGetTicket(i);
volume= HistoryDealGetDouble(deal_ticket,DEAL_VOLUME);
transaction_time=(datetime)HistoryDealGetInteger(deal_ticket,DEAL_TIME);
order_ticket= HistoryDealGetInteger(deal_ticket,DEAL_ORDER);
deal_type= HistoryDealGetInteger(deal_ticket,DEAL_TYPE);
symbol= HistoryDealGetString(deal_ticket,DEAL_SYMBOL);
© 2000-2017, MetaQuotes Software Corp.
1309 Trade Functions
position_ID= HistoryDealGetInteger(deal_ticket,DEAL_POSITION_ID);
deal_description= GetDealDescription(deal_type,volume,symbol,order_ticket,position_I
//--- perform fine formatting for the deal number
string print_index=StringFormat("% 3d",i);
//--- show information on the deal
Print(print_index+": deal #",deal_ticket," at ",transaction_time,deal_description);
}
}
//+------------------------------------------------------------------+
//| Returns the string description of the operation |
//+------------------------------------------------------------------+
string GetDealDescription(long deal_type,double volume,string symbol,long ticket,long pos_ID)
{
string descr;
//---
switch(deal_type)
{
case DEAL_TYPE_BALANCE: return ("balance");
case DEAL_TYPE_CREDIT: return ("credit");
case DEAL_TYPE_CHARGE: return ("charge");
case DEAL_TYPE_CORRECTION: return ("correction");
case DEAL_TYPE_BUY: descr="buy"; break;
case DEAL_TYPE_SELL: descr="sell"; break;
case DEAL_TYPE_BONUS: return ("bonus");
case DEAL_TYPE_COMMISSION: return ("additional commission");
case DEAL_TYPE_COMMISSION_DAILY: return ("daily commission");
case DEAL_TYPE_COMMISSION_MONTHLY: return ("monthly commission");
case DEAL_TYPE_COMMISSION_AGENT_DAILY: return ("daily agent commission");
case DEAL_TYPE_COMMISSION_AGENT_MONTHLY: return ("monthly agent commission");
case DEAL_TYPE_INTEREST: return ("interest rate");
case DEAL_TYPE_BUY_CANCELED: descr="cancelled buy deal"; break;
case DEAL_TYPE_SELL_CANCELED: descr="cancelled sell deal"; break;
}
descr=StringFormat("%s %G %s (order #%d, position ID %d)",
descr, // current description
volume, // deal volume
symbol, // deal symbol
ticket, // ticket of the order that caused the deal
pos_ID // ID of a position, in which the deal is included
);
return(descr);
//---
}
See also
HistorySelect(), HistoryDealsTotal(), HistoryDealSelect(), Deal Properties
© 2000-2017, MetaQuotes Software Corp.
1310 Trade Functions
HistoryDealGetDouble
Returns the requested property of a deal. The deal property must be of the double type. There are 2
variants of the function.
1. Immediately returns the property value.
double HistoryDealGetDouble(
ulong ticket_number, // Ticket
ENUM_DEAL_PROPERTY_DOUBLE property_id // Property identifier
);
2. Returns true or false, depending on the success of the function. If successful, the value of the
property is placed into a target variable passed by reference by the last parameter.
bool HistoryDealGetDouble(
ulong ticket_number, // Ticket
ENUM_DEAL_PROPERTY_DOUBLE property_id, // Property identifier
double& double_var // Here we accept the property value
);
Parameters
ticket_number
[in] Deal ticket.
property_id
[in] Identifier of a deal property. The value can be one of the values of the
ENUM_DEAL_PROPERTY_DOUBLE enumeration.
double_var
[out] Variable of the double type that accepts the value of the requested property.
Return Value
Value of the double type.
Note
Do not confuse orders, deals and positions. Each deal is the result of the execution of an order, each
position is the summary result of one or more deals.
See also
HistorySelect(), HistoryDealsTotal(), HistoryDealGetTicket(), Deal Properties
© 2000-2017, MetaQuotes Software Corp.
1311 Trade Functions
HistoryDealGetInteger
Returns the requested property of a deal. The deal property must be of the datetime, int type. There
are 2 variants of the function.
1. Immediately returns the property value.
long HistoryDealGetInteger(
ulong ticket_number, // Ticket
ENUM_DEAL_PROPERTY_INTEGER property_id // Property identifier
);
2. Returns true or false, depending on the success of the function. If successful, the value of the
property is placed into a target variable passed by reference by the last parameter.
bool HistoryDealGetInteger(
ulong ticket_number, // Ticket
ENUM_DEAL_PROPERTY_INTEGER property_id, // Property identifier
long& long_var // Here we accept the property value
);
Parameters
ticket_number
[in] Trade ticket.
property_id
[in] Identifier of the deal property. The value can be one of the values of the
ENUM_DEAL_PROPERTY_INTEGER enumeration.
long_var
[out] Variable of the long type that accepts the value of the requested property.
Return Value
Value of the long type.
Note
Do not confuse orders, deals and positions. Each deal is the result of the execution of an order, each
position is the summary result of one or more deals.
Example:
//+------------------------------------------------------------------+
//| Trade function |
//+------------------------------------------------------------------+
void OnTrade()
{
//--- receive the last deal's ticket from week's trading history
ulong last_deal=GetLastDealTicket();
if(HistoryDealSelect(last_deal))
{
© 2000-2017, MetaQuotes Software Corp.
1312 Trade Functions
//--- time of deal execution in milliseconds since 01.01.1970
long deal_time_msc=HistoryDealGetInteger(last_deal,DEAL_TIME_MSC);
PrintFormat("Deal #%d DEAL_TIME_MSC=%i64 => %s",
last_deal,deal_time_msc,TimeToString(deal_time_msc/1000));
}
else
PrintFormat("HistoryDealSelect() failed for #%d. Eror code=%d",
last_deal,GetLastError());
//---
}
//+------------------------------------------------------------------+
//| Returns the last deal ticket in history or -1 |
//+------------------------------------------------------------------+
ulong GetLastDealTicket()
{
//--- request history for the last 7 days
if(!GetTradeHistory(7))
{
//--- notify on unsuccessful call and return -1
Print(__FUNCTION__," HistorySelect() returned false");
return -1;
}
//---
ulong first_deal,last_deal,deals=HistoryOrdersTotal();
//--- work with orders if there are any
if(deals>0)
{
Print("Deals = ",deals);
first_deal=HistoryDealGetTicket(0);
PrintFormat("first_deal = %d",first_deal);
if(deals>1)
{
last_deal=HistoryDealGetTicket((int)deals-1);
PrintFormat("last_deal = %d",last_deal);
return last_deal;
}
return first_deal;
}
//--- no deal found, return -1
return -1;
}
//+--------------------------------------------------------------------------+
//| Requests history for the last days and returns false in case of failure |
//+--------------------------------------------------------------------------+
bool GetTradeHistory(int days)
{
//--- set a week period to request trade history
datetime to=TimeCurrent();
datetime from=to-days*PeriodSeconds(PERIOD_D1);
© 2000-2017, MetaQuotes Software Corp.
1313 Trade Functions
ResetLastError();
//--- make a request and check the result
if(!HistorySelect(from,to))
{
Print(__FUNCTION__," HistorySelect=false. Error code=",GetLastError());
return false;
}
//--- history received successfully
return true;
}
See also
HistoryDealsTotal(), HistorySelect(), HistoryDealGetTicket(), Deal Properties
© 2000-2017, MetaQuotes Software Corp.
1314 Trade Functions
HistoryDealGetString
Returns the requested property of a deal. The deal property must be of the string type. There are 2
variants of the function.
1. Immediately returns the property value.
string HistoryDealGetString(
ulong ticket_number, // Ticket
ENUM_DEAL_PROPERTY_STRING property_id // Property identifier
);
2. Returns true or false, depending on the success of the function. If successful, the value of the
property is placed into a target variable passed by reference by the last parameter.
bool HistoryDealGetString(
ulong ticket_number, // Ticket
ENUM_DEAL_PROPERTY_STRING property_id, // Property identifier
string& string_var // Here we accept the property value
);
Parameters
ticket_number
[in] Deal ticket.
property_id
[in] Identifier of the deal property. The value can be one of the values of the
ENUM_DEAL_PROPERTY_STRING enumeration.
string_var
[out] Variable of the string type that accepts the value of the requested property.
Return Value
Value of the string type.
Note
Do not confuse orders, deals and positions. Each deal is the result of the execution of an order, each
position is the summary result of one or more deals.
See also
HistoryDealsTotal(), HistorySelect(), HistoryDealGetTicket(), Deal Properties
© 2000-2017, MetaQuotes Software Corp.
1315 Trade Signals
Trade Signals
This is the group of functions intended for managing trade signals. The functions allow:
· get information about trade signals, available for copying,
· get and set the signal copy settings,
· subscribe and unsubscribe to the signal copying using MQL5 language functions.
Function Action
SignalBaseGetDouble Returns the value of double type property for
selected signal
SignalBaseGetInteger Returns the value of integer type property for
selected signal
SignalBaseGetString Returns the value of string type property for
selected signal
SignalBaseSelect Selects a signal from signals, available in
terminal for further working with it
SignalBaseTotal Returns the total amount of signals, available in
terminal
SignalInfoGetDouble Returns the value of double type property of
signal copy settings
SignalInfoGetInteger Returns the value of integer type property of
signal copy settings
SignalInfoGetString Returns the value of string type property of
signal copy settings
SignalInfoSetDouble Sets the value of double type property of signal
copy settings
SignalInfoSetInteger Sets the value of integer type property of signal
copy settings
SignalSubscribe Subscribes to the trading signal
SignalUnsubscribe Cancels subscription
© 2000-2017, MetaQuotes Software Corp.
1316 Trade Signals
SignalBaseGetDouble
Returns the value of double type property for selected signal.
double SignalBaseGetDouble(
ENUM_SIGNAL_BASE_DOUBLE property_id, // property identifier
);
Parameters
property_id
[in] Signal property identifier. The value can be one of the values of the
ENUM_SIGNAL_BASE_DOUBLE enumeration.
Return Value
The value of double type property of the selected signal.
© 2000-2017, MetaQuotes Software Corp.
1317 Trade Signals
SignalBaseGetInteger
Returns the value of integer type property for selected signal.
long SignalBaseGetInteger(
ENUM_SIGNAL_BASE_INTEGER property_id, // property identifier
);
Parameters
property_id
[in] Signal property identifier. The value can be one of the values of the
ENUM_SIGNAL_BASE_INTEGER enumeration.
Return Value
The value of integer type property of the selected signal.
© 2000-2017, MetaQuotes Software Corp.
1318 Trade Signals
SignalBaseGetString
Returns the value of string type property for selected signal.
string SignalBaseGetString(
ENUM_SIGNAL_BASE_STRING property_id, // property identifier
);
Parameters
property_id
[in] Signal property identifier. The value can be one of the values of the
ENUM_SIGNAL_BASE_STRING enumeration.
Return Value
The value of string type property of the selected signal.
© 2000-2017, MetaQuotes Software Corp.
1319 Trade Signals
SignalBaseSelect
Selects a signal from signals, available in terminal for further working with it.
bool SignalBaseSelect(
int index // signal index
);
Parameters
index
[in] Signal index in base of trading signals.
Return Value
Returns true if successful, otherwise returns false. To read more about the error call GetLastError().
Example:
void OnStart()
{
//--- get total amount of signals in the terminal
int total=SignalBaseTotal();
//--- process all signals
for(int i=0;i<total;i++)
{
//--- select the signal by index
if(SignalBaseSelect(i))
{
//--- get signal properties
long id =SignalBaseGetInteger(SIGNAL_BASE_ID); // signal id
long pips =SignalBaseGetInteger(SIGNAL_BASE_PIPS); // profit in pips
long subscr=SignalBaseGetInteger(SIGNAL_BASE_SUBSCRIBERS); // number of subscribers
string name =SignalBaseGetString(SIGNAL_BASE_NAME); // signal name
double price =SignalBaseGetDouble(SIGNAL_BASE_PRICE); // signal price
string curr =SignalBaseGetString(SIGNAL_BASE_CURRENCY); // signal currency
//--- print all profitable free signals with subscribers
if(price==0.0 && pips>0 && subscr>0)
PrintFormat("id=%d, name=\"%s\", currency=%s, pips=%d, subscribers=%d",id,name,curr,pip
}
else PrintFormat("Error in call of SignalBaseSelect. Error code=%d",GetLastError());
}
}
© 2000-2017, MetaQuotes Software Corp.
1320 Trade Signals
SignalBaseTotal
Returns the total amount of signals, available in terminal.
int SignalBaseTotal();
Return Value
The total amount of signals, available in terminal.
© 2000-2017, MetaQuotes Software Corp.
1321 Trade Signals
SignalInfoGetDouble
Returns the value of double type property of signal copy settings.
double SignalInfoGetDouble(
ENUM_SIGNAL_INFO_DOUBLE property_id, // property identifier
);
Parameters
property_id
[in] Signal copy settings property identifier. The value can be one of the values of the
ENUM_SIGNAL_INFO_DOUBLE enumeration.
Return Value
The value of double type property of signal copy settings.
© 2000-2017, MetaQuotes Software Corp.
1322 Trade Signals
SignalInfoGetInteger
Returns the value of integer type property of signal copy settings.
long SignalInfoGetInteger(
ENUM_SIGNAL_INFO_INTEGER property_id, // property identifier
);
Parameters
property_id
[in] Signal copy settings property identifier. The value can be one of the values of the
ENUM_SIGNAL_INFO_INTEGER enumeration.
Return Value
The value of integer type property of signal copy settings.
© 2000-2017, MetaQuotes Software Corp.
1323 Trade Signals
SignalInfoGetString
Returns the value of string type property of signal copy settings.
string SignalInfoGetString(
ENUM_SIGNAL_INFO_STRING property_id, // property identifier
);
Parameters
property_id
[in] Signal copy settings property identifier. The value can be one of the values of the
ENUM_SIGNAL_INFO_STRING enumeration.
Return Value
The value of string type property of signal copy settings.
© 2000-2017, MetaQuotes Software Corp.
1324 Trade Signals
SignalInfoSetDouble
Sets the value of double type property of signal copy settings.
bool SignalInfoSetDouble(
ENUM_SIGNAL_INFO_DOUBLE property_id, // property identifier
double value // new value
);
Parameters
property_id
[in] Signal copy settings property identifier. The value can be one of the values of the
ENUM_SIGNAL_INFO_DOUBLE enumeration.
value
[in] The value of signal copy settings property.
Return Value
Returns true if property has been changed, otherwise returns false. To read more about the error
call GetLastError().
© 2000-2017, MetaQuotes Software Corp.
1325 Trade Signals
SignalInfoSetInteger
Sets the value of integer type property of signal copy settings.
bool SignalInfoSetInteger(
ENUM_SIGNAL_INFO_INTEGER property_id, // property identifier
long value // new value
);
Parameters
property_id
[in] Signal copy settings property identifier. The value can be one of the values of the
ENUM_SIGNAL_INFO_INTEGER enumeration.
value
[in] The value of signal copy settings property.
Return Value
Returns true if property has been changed, otherwise returns false. To read more about the error
call GetLastError().
© 2000-2017, MetaQuotes Software Corp.
1326 Trade Signals
SignalSubscribe
Subscribes to the trading signal.
bool SignalSubscribe(
long signal_id // signal id
);
Parameters
signal_id
[in] Signal identifier.
Return Value
Returns true if subscription was successful, otherwise returns false. To read more about the error
call GetLastError().
© 2000-2017, MetaQuotes Software Corp.
1327 Trade Signals
SignalUnsubscribe
Cancels subscription.
bool SignalUnsubscribe();
Return Value
Returns true if subscription has been canceled successfully, otherwise returns false. To read more
about the error call GetLastError().
© 2000-2017, MetaQuotes Software Corp.
1328 Global Variables of the Terminal
Global Variables of the Client Terminal
There is a group set of functions for working with global variables.
Global variables of the client terminal should not be mixed up with variables declared in the global
scope of the mql5 program.
Global variables are kept in the client terminal for 4 weeks since the last access, then they will be
deleted automatically. An access to a global variable is not only setting of a new value, but reading of
the global variable value, as well.
Global variables of the client terminal are accessible simultaneously from all mql5 programs launched
in the client terminal.
Function Action
GlobalVariableCheck Checks the existence of a global variable with
the specified name
GlobalVariableTime Returns time of the last accessing the global
variable
GlobalVariableDel Deletes a global variable
GlobalVariableGet Returns the value of a global variable
GlobalVariableName Returns the name of a global variable by its
ordinal number in the list of global variables
GlobalVariableSet Sets the new value to a global variable
GlobalVariablesFlush Forcibly saves contents of all global variables to
a disk
GlobalVariableTemp Sets the new value to a global variable, that
exists only in the current session of the
terminal
GlobalVariableSetOnCondition Sets the new value of the existing global
variable by condition
GlobalVariablesDeleteAll Deletes global variables with the specified
prefix in their names
GlobalVariablesTotal Returns the total number of global variables
© 2000-2017, MetaQuotes Software Corp.
1329 Global Variables of the Terminal
GlobalVariableCheck
Checks the existence of a global variable with the specified name
bool GlobalVariableCheck(
string name // Global variable name
);
Parameters
name
[in] Global variable name.
Return Value
Returns true, if the global variable exists, otherwise returns false.
Global variables exist in the client terminal during 4 weeks since their last use, then they are
automatically deleted.
See also
GlobalVariableTime()
© 2000-2017, MetaQuotes Software Corp.
1330 Global Variables of the Terminal
GlobalVariableTime
Returns the time when the global variable was last accessed.
datetime GlobalVariableTime(
string name // name
);
Parameters
name
[in] Name of the global variable.
Return Value
The function returns time of last accessing the specified global variable. Addressing a variable for
its value, for example using the GlobalVariableGet() and GlobalVariableCheck() functions, also
modifies the time of last access. In order to obtain error details, call the GetLastError() function.
Note
Global variables exist in the client terminal during 4 weeks since they were called last. After that
they are automatically deleted.
See also
GlobalVariableCheck()
© 2000-2017, MetaQuotes Software Corp.
1331 Global Variables of the Terminal
GlobalVariableDel
Deletes a global variable from the client terminal.
bool GlobalVariableDel(
string name // Global variable name
);
Parameters
name
[in] Global variable name.
Return Value
If successful, the function returns true, otherwise it returns false. To obtain an information about
the error it is necessary to call the function GetLastError().
Note
Global variables exist in the client terminal during 4 weeks since their last use, then they are
automatically deleted.
© 2000-2017, MetaQuotes Software Corp.
1332 Global Variables of the Terminal
GlobalVariableGet
Returns the value of an existing global variable of the client terminal. There are 2 variants of the
function.
1. Immediately returns the value of the global variable.
double GlobalVariableGet(
string name // Global variable name
);
2. Returns true or false depending on the success of the function run. If successful, the global variable
of the client terminal is placed in a variable passed by reference in the second parameter.
bool GlobalVariableGet(
string name, // Global variable name
double& double_var // This variable will contain the value of the global variable
);
Parameters
name
[in] Global variable name.
double_var
[out] Target variable of the double type, which accepts the value stored in a the global variable of
the client terminal.
Return Value
The value of the existing global variable or 0 in case of an error. For more details about the error,
call GetLastError().
Note
Global variables exist in the client terminal during 4 weeks since their last use, then they are
automatically deleted.
© 2000-2017, MetaQuotes Software Corp.
1333 Global Variables of the Terminal
GlobalVariableName
Returns the name of a global variable by its ordinal number.
string GlobalVariableName(
int index // Global variable number in the list of global variables
);
Parameters
index
[in] Sequence number in the list of global variables. It should be greater than or equal to 0 and
less than GlobalVariablesTotal().
Return Value
Global variable name by its ordinal number in the list of global variables. For more details about the
error, call GetLastError().
Note
Global variables exist in the client terminal during 4 weeks since their last use, then they are
automatically deleted.
© 2000-2017, MetaQuotes Software Corp.
1334 Global Variables of the Terminal
GlobalVariableSet
Sets a new value for a global variable. If the variable does not exist, the system creates a new global
variable.
datetime GlobalVariableSet(
string name, // Global variable name
double value // Value to set
);
Parameters
name
[in] Global variable name.
value
[in] The new numerical value.
Return Value
If successful, the function returns the last modification time, otherwise 0. For more details about
the error, call GetLastError().
Note
A global variable name should not exceed 63 characters. Global variables exist in the client terminal
during 4 weeks since their last use, then they are automatically deleted.
© 2000-2017, MetaQuotes Software Corp.
1335 Global Variables of the Terminal
GlobalVariablesFlush
Forcibly saves contents of all global variables to a disk.
void GlobalVariablesFlush();
Return Value
No return value.
Note
The terminal writes all the global variables when the work is over, but data can be lost at a sudden
computer operation failure. This function allows independently controlling the process of saving
global variables in case of contingency.
© 2000-2017, MetaQuotes Software Corp.
1336 Global Variables of the Terminal
GlobalVariableTemp
The function attempts to create a temporary global variable. If the variable doesn't exist, the system
creates a new temporary global variable.
bool GlobalVariableTemp(
string name // Global variable name
);
Parameters
name
[in] The name of a temporary global variable.
Return Value
If successful, the function returns true, otherwise - false. To get details about the error, you should
call the GetLastError() function.
Note
Temporary global variables exist only while the client terminal is running; after the terminal
shutdown they are automatically deleted. Note that during the execution of GlobalVariablesFlush()
temporary global variables are not written to a disk.
After a temporary global variable has been created, it can be accessed and modified the same as
global variable of the client terminal.
© 2000-2017, MetaQuotes Software Corp.
1337 Global Variables of the Terminal
GlobalVariableSetOnCondition
Sets the new value of the existing global variable if the current value equals to the third parameter
check_value. If there is no global variable, the function will generate an error
ERR_GLOBALVARIABLE_NOT_FOUND (4501) and return false.
bool GlobalVariableSetOnCondition(
string name, // Global variable name
double value, // New value for variable if condition is true
double check_value // Check value condition
);
Parameters
name
[in] The name of a global variable.
value
[in] New value.
check_value
[in] The value to check the current value of the global variable.
Return Value
If successful, the function returns true, otherwise it returns false. For details about the error call
GetLastError(). If the current value of the global variable is different from check_value, the function
returns false.
Note
Function provides atomic access to the global variable, so it can be used for providing of a mutex at
interaction of several Expert Advisors working simultaneously within one client terminal.
© 2000-2017, MetaQuotes Software Corp.
1338 Global Variables of the Terminal
GlobalVariablesDeleteAll
Deletes global variables of the client terminal.
int GlobalVariablesDeleteAll(
string prefix_name=NULL, // All global variables with names beginning with the prefix
datetime limit_data=0 // All global variables that were changed before this date
);
Parameters
prefix_name=NULL
[in] Name prefix global variables to remove. If you specify a prefix NULL or empty string, then all
variables that meet the data criterion will be deleted.
limit_data=0
[in] Date to select global variables by the time of their last modification. The function removes
global variables, which were changed before this date. If the parameter is zero, then all variables
that meet the first criterion (prefix) are deleted.
Return Value
The number of deleted variables.
Note
If both options are equal to zero (prefix_name = NULL and limit_data = 0), then function deletes all
global variables of the terminal. If both parameters are specified, then it deletes global variables
corresponding to both parameters.
Global variables exist in the client terminal during 4 weeks since their last use, then they are
automatically deleted.
© 2000-2017, MetaQuotes Software Corp.
1339 Global Variables of the Terminal
GlobalVariablesTotal
Returns the total number of global variables of the client terminal.
int GlobalVariablesTotal();
Return Value
Number of global variables.
Note
Global variables exist in the client terminal during 4 weeks since their last use, then they are
automatically deleted. Call of a global variable is not only setting a new value, but also reading the
value of the global variable.
© 2000-2017, MetaQuotes Software Corp.
1340 File Functions
File Functions
This is a group of functions for working with files.
For security reasons, work with files is strictly controlled in the MQL5 language. Files with which file
operations are conducted using MQL5 means cannot be outside the file sandbox.
There are two directories (with subdirectories) in which working files can be located:
· terminal_data_folder\MQL5\FILES\ (in the terminal menu select to view "File" - "Open the data
directory");
· the common folder for all the terminals installed on a computer - usually located in the directory C:
\Documents and Settings\All Users\Application Data\MetaQuotes\Terminal\Common\Files.
There is a program method to obtain names of these catalogs using the TerminalInfoString() function,
using the ENUM_TERMINAL_INFO_STRING enumeration:
//--- Folder that stores the terminal data
string terminal_data_path=TerminalInfoString(TERMINAL_DATA_PATH);
//--- Common folder for all client terminals
string common_data_path=TerminalInfoString(TERMINAL_COMMONDATA_PATH);
Work with files from other directories is prohibited.
File functions allow working with so-called "named pipes". To do this, simply call FileOpen() function
with appropriate parameters.
Function Action
FileFindFirst Starts the search of files in a directory in
accordance with the specified filter
FileFindNext Continues the search started by the
FileFindFirst() function
FileFindClose Closes search handle
FileOpen Opens a file with a specified name and flag
FileDelete Deletes a specified file
FileFlush Writes to a disk all data remaining in the
input/output file buffer
FileGetInteger Gets an integer property of a file
FileIsEnding Defines the end of a file in the process of
reading
FileIsLineEnding Defines the end of a line in a text file in the
process of reading
FileClose Closes a previously opened file
FileIsExist Checks the existence of a file
© 2000-2017, MetaQuotes Software Corp.
1341 File Functions
FileCopy Copies the original file from a local or shared
folder to another file
FileMove Moves or renames a file
FileReadArray Reads arrays of any type except for string from
the file of the BIN type
FileReadBool Reads from the file of the CSV type a string
from the current position till a delimiter (or till
the end of a text line) and converts the read
string to a value of bool type
FileReadDatetime Reads from the file of the CSV type a string of
one of the formats: "YYYY.MM.DD HH:MM:SS",
"YYYY.MM.DD" or "HH:MM:SS" - and converts it
into a datetime value
FileReadDouble Reads a double value from the current position
of the file pointer
FileReadFloat Reads a float value from the current position of
the file pointer
FileReadInteger Reads int, short or char value from the current
position of the file pointer
FileReadLong Reads a long type value from the current
position of the file pointer
FileReadNumber Reads from the file of the CSV type a string
from the current position till a delimiter (or til
the end of a text line) and converts the read
string into double value
FileReadString Reads a string from the current position of a
file pointer from a file
FileReadStruct Reads the contents from a binary file into a
structure passed as a parameter, from the
current position of the file pointer
FileSeek Moves the position of the file pointer by a
specified number of bytes relative to the
specified position
FileSize Returns the size of a corresponding open file
FileTell Returns the current position of the file pointer
of a corresponding open file
FileWrite Writes data to a file of CSV or TXT type
FileWriteArray Writes arrays of any type except for string into
a file of BIN type
© 2000-2017, MetaQuotes Software Corp.
1342 File Functions
FileWriteDouble Writes value of the double type from the
current position of a file pointer into a binary
file
FileWriteFloat Writes value of the float type from the current
position of a file pointer into a binary file
FileWriteInteger Writes value of the int type from the current
position of a file pointer into a binary file
FileWriteLong Writes value of the long type from the current
position of a file pointer into a binary file
FileWriteString Writes the value of a string parameter into a
BIN or TXT file starting from the current
position of the file pointer
FileWriteStruct Writes the contents of a structure passed as a
parameter into a binary file, starting from the
current position of the file pointer
FileLoad Reads all data of a specified binary file into a
passed array of numeric types or simple
structures
FileSave Writes to a binary file all elements of an array
passed as a parameter
FolderCreate Creates a folder in the Files directory
FolderDelete Removes a selected directory. If the folder is
not empty, then it can't be removed
FolderClean Deletes all files in the specified folder
If the file is opened for writing using FileOpen(), all subfolders specified in the path will be created if
there are no such ones.
© 2000-2017, MetaQuotes Software Corp.
1343 File Functions
FileFindFirst
The function starts the search of files or subdirectories in a directory in accordance with the specified
filter.
long FileFindFirst(
const string file_filter, // String - search filter
string& returned_filename, // Name of the file or subdirectory found
int common_flag=0 // Defines the search
);
Parameters
file_filter
[in] Search filter. A subdirectory (or sequence of nested subdirectories) relative to the \Files
directory, in which files should be searched for, can be specified in the filter.
returned_filename
[out] The returned parameter, where, in case of success, the name of the first found file or
subdirectory is placed. Only the file name is returned (including the extension), the directories and
subdirectories are not included no matter if they are specified or not in the search filter.
common_flag
[in] Flag determining the location of the file. If common_flag = FILE_COMMON, then the file is
located in a shared folder for all client terminals \Terminal\Common\Files. Otherwise, the file is
located in a local folder.
Return Value
Returns handle of the object searched, which should be used for further sorting of files and
subdirectories by the FileFindNext() function, or INVALID_HANDLE when there is no file and
subdirectory corresponding to the filter (in the particular case - when the directory is empty). After
searching, the handle must be closed using the FileFindClose() function.
Note
For security reasons, work with files is strictly controlled in the MQL5 language. Files with which file
operations are conducted using MQL5 means, cannot be outside the file sandbox.
Example:
© 2000-2017, MetaQuotes Software Corp.
1344 File Functions
//--- display the window of input parameters when launching the script
#property script_show_inputs
//--- filter
input string InpFilter="Dir1\\*";
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
string file_name;
string int_dir="";
int i=1,pos=0,last_pos=-1;
//--- search for the last backslash
while(!IsStopped())
{
pos=StringFind(InpFilter,"\\",pos+1);
if(pos>=0)
last_pos=pos;
else
break;
}
//--- the filter contains the folder name
if(last_pos>=0)
int_dir=StringSubstr(InpFilter,0,last_pos+1);
//--- get the search handle in the root of the local folder
long search_handle=FileFindFirst(InpFilter,file_name);
//--- check if the FileFindFirst() is executed successfully
if(search_handle!=INVALID_HANDLE)
{
//--- in a loop, check if the passed strings are the names of files or directories
do
{
ResetLastError();
//--- if it's a file, the function returns true, and if it's a directory, it returns error
FileIsExist(int_dir+file_name);
PrintFormat("%d : %s name = %s",i,GetLastError()==ERR_FILE_IS_DIRECTORY ? "Directory" : "F
i++;
}
while(FileFindNext(search_handle,file_name));
//--- close the search handle
FileFindClose(search_handle);
}
else
Print("Files not found!");
}
See also
FileFindNext, FileFindClose
© 2000-2017, MetaQuotes Software Corp.
1345 File Functions
FileFindNext
The function continues the search started by FileFindFirst().
bool FileFindNext(
long search_handle, // Search handle
string& returned_filename // Name of the file or subdirectory found
);
Parameters
search_handle
[in] Search handle, retrieved by FileFindFirst().
returned_filename
[out] The name of the next file or subdirectory found. Only the file name is returned (including the
extension), the directories and subdirectories are not included no matter if they are specified or
not in the search filter.
Return Value
If successful returns true, otherwise false.
Example:
//--- display the window of input parameters when launching the script
#property script_show_inputs
//--- filter
input string InpFilter="*";
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
string file_name;
int i=1;
//--- receive search handle in local folder's root
long search_handle=FileFindFirst(InpFilter,file_name);
//--- check if FileFindFirst() function executed successfully
if(search_handle!=INVALID_HANDLE)
{
//--- check if the passed strings are file or directory names in the loop
do
{
ResetLastError();
//--- if this is a file, the function will return true, if it is a directory, the function
FileIsExist(file_name);
PrintFormat("%d : %s name = %s",i,GetLastError()==ERR_FILE_IS_DIRECTORY ? "Directory" : "F
i++;
}
while(FileFindNext(search_handle,file_name));
© 2000-2017, MetaQuotes Software Corp.
1346 File Functions
//--- close search handle
FileFindClose(search_handle);
}
else
Print("Files not found!");
}
See also
FileFindFirst, FileFindClose
© 2000-2017, MetaQuotes Software Corp.
1347 File Functions
FileFindClose
The function closes the search handle.
void FileFindClose(
long search_handle // Search handle
);
Parameters
search_handle
[in] Search handle, retrieved by FileFindFirst().
Return Value
No value returned.
Note
Function must be called to free up system resources.
Example:
//--- display the window of input parameters when launching the script
#property script_show_inputs
//--- filter
input string InpFilter="*";
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
string file_name;
int i=1;
//--- receive search handle in local folder's root
long search_handle=FileFindFirst(InpFilter,file_name);
//--- check if FileFindFirst() function executed successfully
if(search_handle!=INVALID_HANDLE)
{
//--- check if the passed strings are file or directory names in the loop
do
{
ResetLastError();
//--- if this is a file, the function will return true, if it is a directory, the function
FileIsExist(file_name);
PrintFormat("%d : %s name = %s",i,GetLastError()==5018 ? "Directory" : "File",file_name);
i++;
}
while(FileFindNext(search_handle,file_name));
//--- close search handle
FileFindClose(search_handle);
}
© 2000-2017, MetaQuotes Software Corp.
1348 File Functions
else
Print("Files not found!");
}
See also
FileFindFirst, FileFindNext
© 2000-2017, MetaQuotes Software Corp.
1349 File Functions
FileIsExist
Checks the existence of a file.
bool FileIsExist(
const string file_name, // File name
int common_flag=0 // Search area
);
Parameters
file_name
[in] The name of the file being checked
common_flag=0
[in] Flag determining the location of the file. If common_flag = FILE_COMMON, then the file is
located in a shared folder for all client terminals \Terminal\Common\Files. Otherwise, the file is
located in a local folder.
Return Value
Returns true, if the specified file exists.
Note
Checked file can turn out to be a subdirectory. In this case, FileIsExist() function will return false,
while error 5018 will be logged in _LastError variable - "This is a directory, not a file" (see example
for FileFindFirst function).
For security reasons, work with files is strictly controlled in the MQL5 language. Files with which file
operations are conducted using MQL5 means, cannot be outside the file sandbox.
If common_flag = FILE_COMMON, then the function looks for the file in a shared folder for all client
terminals \Terminal\Common\Files, otherwise the function looks for a file in a local folder
(MQL5\Files or MQL5\Tester\Files in the case of testing).
Example:
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- date for old files
input datetime InpFilesDate=D'2013.01.01 00:00';
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
string file_name; // variable for storing file names
string filter="*.txt"; // filter for searching the files
datetime create_date; // file creation date
string files[]; // list of file names
int def_size=25; // array size by default
int size=0; // number of files
© 2000-2017, MetaQuotes Software Corp.
1350 File Functions
//--- allocate memory for the array
ArrayResize(files,def_size);
//--- receive the search handle in the local folder's root
long search_handle=FileFindFirst(filter,file_name);
//--- check if FileFindFirst() executed successfully
if(search_handle!=INVALID_HANDLE)
{
//--- searching files in the loop
do
{
files[size]=file_name;
//--- increase the array size
size++;
if(size==def_size)
{
def_size+=25;
ArrayResize(files,def_size);
}
//--- reset the error value
ResetLastError();
//--- receive the file creation date
create_date=(datetime)FileGetInteger(file_name,FILE_CREATE_DATE,false);
//--- check if the file is old
if(create_date<InpFilesDate)
{
PrintFormat("%s file deleted!",file_name);
//--- delete the old file
FileDelete(file_name);
}
}
while(FileFindNext(search_handle,file_name));
//--- close the search handle
FileFindClose(search_handle);
}
else
{
Print("Files not found!");
return;
}
//--- check what files have remained
PrintFormat("Results:");
for(int i=0;i<size;i++)
{
if(FileIsExist(files[i]))
PrintFormat("%s file exists!",files[i]);
else
PrintFormat("%s file deleted!",files[i]);
}
}
© 2000-2017, MetaQuotes Software Corp.
1351 File Functions
See also
FileFindFirst
© 2000-2017, MetaQuotes Software Corp.
1352 File Functions
FileOpen
The function opens the file with the specified name and flag.
int FileOpen(
string file_name, // File name
int open_flags, // Combination of flags
short delimiter='\t', // Delimiter
uint codepage=CP_ACP // Code page
);
Parameters
file_name
[in] The name of the file can contain subfolders. If the file is opened for writing, these subfolders
will be created if there are no such ones.
open_flags
[in] combination of flags determining the operation mode for the file. The flags are defined as
follows:
FILE_READ file is opened for reading
FILE_WRITE file is opened for writing
FILE_BIN binary read-write mode (no conversion from a string and to a string)
FILE_CSV file of csv type (all recorded items are converted to the strings of unicode or ansi type,
and are separated by a delimiter)
FILE_TXT a simple text file (the same as csv, but the delimiter is not taken into account)
FILE_ANSI lines of ANSI type (single-byte symbols)
FILE_UNICODE lines of UNICODE type (double-byte characters)
FILE_SHARE_READ shared reading from several programs
FILE_SHARE_WRITE shared writing from several programs
FILE_COMMON location of the file in a shared folder for all client terminals
\Terminal\Common\Files
delimiter='\t'
[in] value to be used as a separator in txt or csv-file. If the csv-file delimiter is not specified, it
defaults to a tab. If the txt-file delimiter is not specified, then no separator is used. If the
separator is clearly set to 0, then no separator is used.
codepage=CP_ACP
[in] The value of the code page. For the most-used code pages provide appropriate constants.
Return Value
If a file has been opened successfully, the function returns the file handle, which is then used to
access the file data. In case of failure returns INVALID_HANDLE.
Note
For security reasons, work with files is strictly controlled in the MQL5 language. Files with which file
operations are conducted using MQL5 means, cannot be outside the file sandbox.
© 2000-2017, MetaQuotes Software Corp.
1353 File Functions
The file is opened in the folder of the client terminal in the subfolder MQL5\files (or
testing_agent_directory\MQL5\files in case of testing). If FILE_COMMON is specified among flags,
the file is opened in a shared folder for all MetaTrader 5 client terminals.
"Named pipes" can be opened according to the following rules:
· Pipe name is a string, which should have the following look: "\\servername\pipe\pipename", where
servername - server name in the network, while pipename is a pipe name. If the pipes are used on
the same computer, the server name can be omitted but a point should be inserted instead of it: "\
\.\pipe\pipename". A client trying to connect the pipe should know its name.
· FileFlush() and FileSeek() should be called to the beginning of a file between sequential operations
of reading from the pipe and writing to it.
A special symbol '\' is used in shown strings. Therefore, '\' should be doubled when writing a name in
MQL5 application. It means that the above example should have the following look in the code: "\\\
\servername\\pipe\\pipename".
More information about working with named pipes can be found in the article "Communicating With
MetaTrader 5 Using Named Pipes Without Using DLLs".
Example:
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- incorrect file opening method
string terminal_data_path=TerminalInfoString(TERMINAL_DATA_PATH);
string filename=terminal_data_path+"\\MQL5\\Files\\"+"fractals.csv";
int filehandle=FileOpen(filename,FILE_WRITE|FILE_CSV);
if(filehandle<0)
{
Print("Failed to open the file by the absolute path ");
Print("Error code ",GetLastError());
}
//--- correct way of working in the "file sandbox"
ResetLastError();
filehandle=FileOpen("fractals.csv",FILE_WRITE|FILE_CSV);
if(filehandle!=INVALID_HANDLE)
{
FileWrite(filehandle,TimeCurrent(),Symbol(), EnumToString(_Period));
FileClose(filehandle);
Print("FileOpen OK");
}
else Print("Operation FileOpen failed, error ",GetLastError());
//--- another example with the creation of an enclosed directory in MQL5\Files\
string subfolder="Research";
filehandle=FileOpen(subfolder+"\\fractals.txt",FILE_WRITE|FILE_CSV);
if(filehandle!=INVALID_HANDLE)
{
© 2000-2017, MetaQuotes Software Corp.
1354 File Functions
FileWrite(filehandle,TimeCurrent(),Symbol(), EnumToString(_Period));
FileClose(filehandle);
Print("The file must be created in the folder "+terminal_data_path+"\\"+subfolder);
}
else Print("File open failed, error ",GetLastError());
}
See also
Use of a Codepage, FileFindFirst, FolderCreate, File opening flags
© 2000-2017, MetaQuotes Software Corp.
1355 File Functions
FileClose
Close the file previously opened by FileOpen().
void FileClose(
int file_handle // File handle
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
Return Value
No value returned.
Example:
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- input parameters
input string InpFileName="file.txt"; // file name
input string InpDirectoryName="Data"; // directory name
input int InpEncodingType=FILE_ANSI; // ANSI=32 or UNICODE=64
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- print the path to the file we are going to use
PrintFormat("Working %s\\Files\\ folder",TerminalInfoString(TERMINAL_DATA_PATH));
//--- reset the error value
ResetLastError();
//--- open the file for reading (if the file does not exist, the error will occur)
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_TXT|InpEncodingType);
if(file_handle!=INVALID_HANDLE)
{
//--- print the file contents
while(!FileIsEnding(file_handle))
Print(FileReadString(file_handle));
//--- close the file
FileClose(file_handle);
}
else
PrintFormat("Error, code = %d",GetLastError());
}
© 2000-2017, MetaQuotes Software Corp.
1356 File Functions
FileCopy
The function copies the original file from a local or shared folder to another file.
bool FileCopy(
const string src_file_name, // Name of a source file
int common_flag, // Location
const string dst_file_name, // Name of the destination file
int mode_flags // Access mode
);
Parameters
src_file_name
[in] File name to copy.
common_flag
[in] Flag determining the location of the file. If common_flag = FILE_COMMON, then the file is
located in a shared folder for all client terminals \Terminal\Common\Files. Otherwise, the file is
located in a local folder (for example, common_flag=0).
dst_file_name
[in] Result file name.
mode_flags
[in] Access flags. The parameter can contain only 2 flags: FILE_REWRITE and/or FILE_COMMON -
other flags are ignored. If the file already exists, and the FILE_REWRITE flag hasn't been
specified, then the file will not be rewritten, and the function will return false.
Return Value
In case of failure the function returns false.
Note
For security reasons, work with files is strictly controlled in the MQL5 language. Files with which file
operations are conducted using MQL5 means, cannot be outside the file sandbox.
If the new file already exists, the copy will be made depending on the availability of the
FILE_REWRITE flag in the mode_flags parameter.
Example:
//--- display the window of input parameters when launching the script
#property script_show_inputs
//--- input parameters
input string InpSrc="source.txt"; // source
input string InpDst="destination.txt"; // copy
input int InpEncodingType=FILE_ANSI; // ANSI=32 or UNICODE=64
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
© 2000-2017, MetaQuotes Software Corp.
1357 File Functions
{
//--- display the source contents (it must exist)
if(!FileDisplay(InpSrc))
return;
//--- check if the copy file already exists (may not be created)
if(!FileDisplay(InpDst))
{
//--- the copy file does not exist, copying without FILE_REWRITE flag (correct copying)
if(FileCopy(InpSrc,0,InpDst,0))
Print("File is copied!");
else
Print("File is not copied!");
}
else
{
//--- the copy file already exists, try to copy without FILE_REWRITE flag (incorrect copying)
if(FileCopy(InpSrc,0,InpDst,0))
Print("File is copied!");
else
Print("File is not copied!");
//--- InpDst file's contents remains the same
FileDisplay(InpDst);
//--- copy once more with FILE_REWRITE flag (correct copying if the file exists)
if(FileCopy(InpSrc,0,InpDst,FILE_REWRITE))
Print("File is copied!");
else
Print("File is not copied!");
}
//--- receive InpSrc file copy
FileDisplay(InpDst);
}
//+------------------------------------------------------------------+
//| Read the file contents |
//+------------------------------------------------------------------+
bool FileDisplay(const string file_name)
{
//--- reset the error value
ResetLastError();
//--- open the file
int file_handle=FileOpen(file_name,FILE_READ|FILE_TXT|InpEncodingType);
if(file_handle!=INVALID_HANDLE)
{
//--- display the file contents in the loop
Print("+---------------------+");
PrintFormat("File name = %s",file_name);
while(!FileIsEnding(file_handle))
Print(FileReadString(file_handle));
Print("+---------------------+");
//--- close the file
© 2000-2017, MetaQuotes Software Corp.
1358 File Functions
FileClose(file_handle);
return(true);
}
//--- failed to open the file
PrintFormat("%s is not opened, error = %d",file_name,GetLastError());
return(false);
}
© 2000-2017, MetaQuotes Software Corp.
1359 File Functions
FileDelete
Deletes the specified file in a local folder of the client terminal.
bool FileDelete(
const string file_name, // File name to delete
int common_flag=0 // Location of the file to delete
);
Parameters
file_name
[in] File name.
common_flag=0
[in] Flag determining the file location. If common_flag = FILE_COMMON, then the file is located in
a shared folder for all client terminals \Terminal\Common\Files. Otherwise, the file is located in a
local folder.
Return Value
In case of failure the function returns false.
Note
For security reasons, work with files is strictly controlled in the MQL5 language. Files with which file
operations are conducted using MQL5 means, cannot be outside the file sandbox.
Deletes the specified file from a local folder of the client terminal (MQL5\Files or MQL5\Tester\Files
in case of testing). If common_flag = FILE_COMMON, then the function removes the file from the
shared folder for all client terminals \Terminal\Common\Files.
Example:
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- date for old files
input datetime InpFilesDate=D'2013.01.01 00:00';
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
string file_name; // variable for storing file names
string filter="*.txt"; // filter for searching the files
datetime create_date; // file creation date
string files[]; // list of file names
int def_size=25; // array size by default
int size=0; // number of files
//--- allocate memory for the array
ArrayResize(files,def_size);
//--- receive the search handle in the local folder's root
long search_handle=FileFindFirst(filter,file_name);
© 2000-2017, MetaQuotes Software Corp.
1360 File Functions
//--- check if FileFindFirst() executed successfully
if(search_handle!=INVALID_HANDLE)
{
//--- searching files in the loop
do
{
files[size]=file_name;
//--- increase the array size
size++;
if(size==def_size)
{
def_size+=25;
ArrayResize(files,def_size);
}
//--- reset the error value
ResetLastError();
//--- receive the file creation date
create_date=(datetime)FileGetInteger(file_name,FILE_CREATE_DATE,false);
//--- check if the file is old
if(create_date<InpFilesDate)
{
PrintFormat("%s file deleted!",file_name);
//--- delete the old file
FileDelete(file_name);
}
}
while(FileFindNext(search_handle,file_name));
//--- close the search handle
FileFindClose(search_handle);
}
else
{
Print("Files not found!");
return;
}
//--- check what files have remained
PrintFormat("Results:");
for(int i=0;i<size;i++)
{
if(FileIsExist(files[i]))
PrintFormat("%s file exists!",files[i]);
else
PrintFormat("%s file deleted!",files[i]);
}
}
© 2000-2017, MetaQuotes Software Corp.
1361 File Functions
FileMove
Moves a file from a local or shared folder to another folder.
bool FileMove(
const string src_file_name, // File name for the move operation
int common_flag, // Location
const string dst_file_name, // Name of the destination file
int mode_flags // Access mode
);
Parameters
src_file_name
[in] File name to move/rename.
common_flag
[in] Flag determining the location of the file. If common_flag = FILE_COMMON, then the file is
located in a shared folder for all client terminals \Terminal\Common\Files. Otherwise, the file is
located in a local folder (common_flag=0).
dst_file_name
[in] File name after operation
mode_flags
[in] Access flags. The parameter can contain only 2 flags: FILE_REWRITE and/or FILE_COMMON -
other flags are ignored. If the file already exists and the FILE_REWRITE flag isn't specified, the file
will not be rewritten, and the function will return false.
Return Value
In case of failure the function returns false.
Note
For security reasons, work with files is strictly controlled in the MQL5 language. Files with which file
operations are conducted using MQL5 means, cannot be outside the file sandbox.
If the new file already exists, the copy will be made depending on the availability of the
FILE_REWRITE flag in the mode_flags parameter.
Example:
//--- display the window of input parameters when launching the script
#property script_show_inputs
//--- input parameters
input string InpSrcName="data.txt";
input string InpDstName="newdata.txt";
input string InpSrcDirectory="SomeFolder";
input string InpDstDirectory="OtherFolder";
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1362 File Functions
void OnStart()
{
string local=TerminalInfoString(TERMINAL_DATA_PATH);
string common=TerminalInfoString(TERMINAL_COMMONDATA_PATH);
//--- receive file paths
string src_path;
string dst_path;
StringConcatenate(src_path,InpSrcDirectory,"//",InpSrcName);
StringConcatenate(dst_path,InpDstDirectory,"//",InpDstName);
//--- check if the source file exists (if not - exit)
if(FileIsExist(src_path))
PrintFormat("%s file exists in the %s\\Files\\%s folder",InpSrcName,local,InpSrcDirectory);
else
{
PrintFormat("Error, %s source file not found",InpSrcName);
return;
}
//--- check if the result file already exists
if(FileIsExist(dst_path,FILE_COMMON))
{
PrintFormat("%s file exists in the %s\\Files\\%s folder",InpDstName,common,InpDstDirectory);
//--- file exists, moving should be performed with FILE_REWRITE flag
ResetLastError();
if(FileMove(src_path,0,dst_path,FILE_COMMON|FILE_REWRITE))
PrintFormat("%s file moved",InpSrcName);
else
PrintFormat("Error! Code = %d",GetLastError());
}
else
{
PrintFormat("%s file does not exist in the %s\\Files\\%s folder",InpDstName,common,InpDstDire
//--- the file does not exist, moving should be performed without FILE_REWRITE flag
ResetLastError();
if(FileMove(src_path,0,dst_path,FILE_COMMON))
PrintFormat("%s file moved",InpSrcName);
else
PrintFormat("Error! Code = %d",GetLastError());
}
//--- the file is moved; let's check it out
if(FileIsExist(dst_path,FILE_COMMON) && !FileIsExist(src_path,0))
Print("Success!");
else
Print("Error!");
}
See also
FileIsExist
© 2000-2017, MetaQuotes Software Corp.
1363 File Functions
FileFlush
Writes to a disk all data remaining in the input/output file buffer.
void FileFlush(
int file_handle // File handle
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
Return Value
No value returned.
Note
When writing to a file, the data may be actually found there only after some time. To save the data
in the file instantly, use FileFlush() function. If the function is not used, part of the data that has
not been stored in the disk yet, will be forcibly written there only when the file is closed using
FileClose() function.
The function should be used when written data is of a certain value. It should be kept in mind that
frequent function call may affect the program operation speed.
Function FileFlush () must be called between the operations of reading from a file and writing to it.
Example:
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- file name for writing
input string InpFileName="example.csv"; // file name
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- reset error value
ResetLastError();
//--- open the file
int file_handle=FileOpen(InpFileName,FILE_READ|FILE_WRITE|FILE_CSV);
if(file_handle!=INVALID_HANDLE)
{
//--- write data to the file
for(int i=0;i<1000;i++)
{
//--- call write function
FileWrite(file_handle,TimeCurrent(),SymbolInfoDouble(Symbol(),SYMBOL_BID),SymbolInfoDouble
//--- save data on the disk at each 128th iteration
if((i & 127)==127)
© 2000-2017, MetaQuotes Software Corp.
1364 File Functions
{
//--- now, data will be located in the file and will not be lost in case of a critical
FileFlush(file_handle);
PrintFormat("i = %d, OK",i);
}
//--- 0.01 second pause
Sleep(10);
}
//--- close the file
FileClose(file_handle);
}
else
PrintFormat("Error, code = %d",GetLastError());
}
See also
FileClose
© 2000-2017, MetaQuotes Software Corp.
1365 File Functions
FileGetInteger
Gets an integer property of a file. There are two variants of the function.
1. Get a property by the handle of a file.
long FileGetInteger(
int file_handle, // File handle
ENUM_FILE_PROPERTY_INTEGER property_id // Property ID
);
2. Get a property by the file name.
long FileGetInteger(
const string file_name, // File name
ENUM_FILE_PROPERTY_INTEGER property_id, // Property ID
bool common_folder=false // The file is viewed in a local folder (false
); // or a common folder of all terminals (true)
Parameters
file_handle
[in] File descriptor returned by FileOpen().
file_name
[in] File name.
property_id
[in] File property ID. The value can be one of the values of the ENUM_FILE_PROPERTY_INTEGER
enumeration. If the second variant of the function is used, you can receive only the values of the
following properties: FILE_EXISTS, FILE_CREATE_DATE, FILE_MODIFY_DATE, FILE_ACCESS_DATE
and FILE_SIZE.
common_folder=false
[in] Points to the file location. If the parameter is false, terminal data folder is viewed. Otherwise
it is assumed that the file is in the shared folder of all terminals \Terminal\Common\Files
(FILE_COMMON).
Return Value
The value of the property. In case of an error, -1 is returned. To get an error code use the
GetLastError() function.
If a folder is specified when getting properties by the name, the function will have error 5018
(ERR_MQL_FILE_IS_DIRECTORY) in any case, though the return value will be correct.
Note
The function always changes the error code. In case of successful completion the error code is reset
to NULL.
Example:
//--- display the window of input parameters when launching the script
© 2000-2017, MetaQuotes Software Corp.
1366 File Functions
#property script_show_inputs
//--- input parameters
input string InpFileName="data.csv";
input string InpDirectoryName="SomeFolder";
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
string path=InpDirectoryName+"//"+InpFileName;
long l=0;
//--- open the file
ResetLastError();
int handle=FileOpen(path,FILE_READ|FILE_CSV);
if(handle!=INVALID_HANDLE)
{
//--- print all information about the file
Print(InpFileName," file info:");
FileInfo(handle,FILE_EXISTS,l,"bool");
FileInfo(handle,FILE_CREATE_DATE,l,"date");
FileInfo(handle,FILE_MODIFY_DATE,l,"date");
FileInfo(handle,FILE_ACCESS_DATE,l,"date");
FileInfo(handle,FILE_SIZE,l,"other");
FileInfo(handle,FILE_POSITION,l,"other");
FileInfo(handle,FILE_END,l,"bool");
FileInfo(handle,FILE_IS_COMMON,l,"bool");
FileInfo(handle,FILE_IS_TEXT,l,"bool");
FileInfo(handle,FILE_IS_BINARY,l,"bool");
FileInfo(handle,FILE_IS_CSV,l,"bool");
FileInfo(handle,FILE_IS_ANSI,l,"bool");
FileInfo(handle,FILE_IS_READABLE,l,"bool");
FileInfo(handle,FILE_IS_WRITABLE,l,"bool");
//--- close the file
FileClose(handle);
}
else
PrintFormat("%s file is not opened, ErrorCode = %d",InpFileName,GetLastError());
}
//+------------------------------------------------------------------+
//| Display the value of the file property |
//+------------------------------------------------------------------+
void FileInfo(const int handle,const ENUM_FILE_PROPERTY_INTEGER id,
long l,const string type)
{
//--- receive the property value
ResetLastError();
if((l=FileGetInteger(handle,id))!=-1)
{
//--- the value received, display it in the correct format
© 2000-2017, MetaQuotes Software Corp.
1367 File Functions
if(!StringCompare(type,"bool"))
Print(EnumToString(id)," = ",l ? "true" : "false");
if(!StringCompare(type,"date"))
Print(EnumToString(id)," = ",(datetime)l);
if(!StringCompare(type,"other"))
Print(EnumToString(id)," = ",l);
}
else
Print("Error, Code = ",GetLastError());
}
See also
File Operations, File Properties
© 2000-2017, MetaQuotes Software Corp.
1368 File Functions
FileIsEnding
Defines the end of a file in the process of reading.
bool FileIsEnding(
int file_handle // File handle
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
Return Value
The function returns true if the file end has been reached in the process of reading or moving of the
file pointer.
Note
To define the end of the file, the function tries to read the next string from it. If the string does not
exist, the function returns true, otherwise it returns false.
Example:
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- input parameters
input string InpFileName="file.txt"; // file name
input string InpDirectoryName="Data"; // directory name
input int InpEncodingType=FILE_ANSI; // ANSI=32 or UNICODE=64
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- print the path to the file we are going to use
PrintFormat("Working %s\\Files\\ folder",TerminalInfoString(TERMINAL_DATA_PATH));
//--- reset the error value
ResetLastError();
//--- open the file for reading (if the file does not exist, the error will occur)
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_TXT|InpEncodingType);
if(file_handle!=INVALID_HANDLE)
{
//--- print the file contents
while(!FileIsEnding(file_handle))
Print(FileReadString(file_handle));
//--- close the file
FileClose(file_handle);
}
else
PrintFormat("Error, code = %d",GetLastError());
© 2000-2017, MetaQuotes Software Corp.
1369 File Functions
© 2000-2017, MetaQuotes Software Corp.
1370 File Functions
FileIsLineEnding
Defines the line end in a text file in the process of reading.
bool FileIsLineEnding(
int file_handle // File handle
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
Return Value
Returns true if in the process of reading txt or csv-file reached the end of the line (the characters
CR-LF).
Example (the file obtained during the execution of an example for FileWriteString function is used
here)
//+------------------------------------------------------------------+
//| Demo_FileIsLineEnding.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_plots 1
//---- plot Label1
#property indicator_label1 "Overbought & Oversold"
#property indicator_type1 DRAW_COLOR_BARS
#property indicator_color1 clrRed, clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- parameters for data reading
input string InpFileName="RSI.csv"; // file name
input string InpDirectoryName="Data"; // directory name
//--- indicator buffers
double open_buff[];
double high_buff[];
double low_buff[];
double close_buff[];
double color_buff[];
//--- overbought variables
int ovb_ind=0;
int ovb_size=0;
datetime ovb_time[];
© 2000-2017, MetaQuotes Software Corp.
1371 File Functions
//--- oversold variables
int ovs_ind=0;
int ovs_size=0;
datetime ovs_time[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- variables of array sizes by default
int ovb_def_size=100;
int ovs_def_size=100;
//--- allocate memory for arrays
ArrayResize(ovb_time,ovb_def_size);
ArrayResize(ovs_time,ovs_def_size);
//--- open the file
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_CSV|FILE_ANSI);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for reading",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
double value;
//--- read data from file
while(!FileIsEnding(file_handle))
{
//--- read the first value in the string
value=FileReadNumber(file_handle);
//--- read to different arrays according to the function result
if(value>=70)
ReadData(file_handle,ovb_time,ovb_size,ovb_def_size);
else
ReadData(file_handle,ovs_time,ovs_size,ovs_def_size);
}
//--- close the file
FileClose(file_handle);
PrintFormat("Data is written, %s file is closed",InpFileName);
}
else
{
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
return(INIT_FAILED);
}
//--- binding the arrays
SetIndexBuffer(0,open_buff,INDICATOR_DATA);
SetIndexBuffer(1,high_buff,INDICATOR_DATA);
SetIndexBuffer(2,low_buff,INDICATOR_DATA);
SetIndexBuffer(3,close_buff,INDICATOR_DATA);
SetIndexBuffer(4,color_buff,INDICATOR_COLOR_INDEX);
© 2000-2017, MetaQuotes Software Corp.
1372 File Functions
//---- set the indicator values that will not be visible on the chart
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Read the file's string data |
//+------------------------------------------------------------------+
void ReadData(const int file_handle,datetime &arr[],int &size,int &def_size)
{
bool flag=false;
//--- read till the end of the string or of the file is reached
while(!FileIsLineEnding(file_handle) && !FileIsEnding(file_handle))
{
//--- shift the position by reading the number
if(flag)
FileReadNumber(file_handle);
//--- store the current date
arr[size]=FileReadDatetime(file_handle);
size++;
//--- increase the array size if necessary
if(size==def_size)
{
def_size+=100;
ArrayResize(arr,def_size);
}
//--- slip past the first iteration
flag=true;
}
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
ArraySetAsSeries(time,false);
ArraySetAsSeries(open,false);
ArraySetAsSeries(high,false);
ArraySetAsSeries(low,false);
ArraySetAsSeries(close,false);
© 2000-2017, MetaQuotes Software Corp.
1373 File Functions
//--- the loop for the bars that have not been handled yet
for(int i=prev_calculated;i<rates_total;i++)
{
//--- 0 by default
open_buff[i]=0;
high_buff[i]=0;
low_buff[i]=0;
close_buff[i]=0;
color_buff[i]=0;
//--- check if any data is still present
if(ovb_ind<ovb_size)
for(int j=ovb_ind;j<ovb_size;j++)
{
//--- if the dates coincide, the bar is in the overbought area
if(time[i]==ovb_time[j])
{
open_buff[i]=open[i];
high_buff[i]=high[i];
low_buff[i]=low[i];
close_buff[i]=close[i];
//--- 0 - red color
color_buff[i]=0;
//--- increase the counter
ovb_ind=j+1;
break;
}
}
//--- check if any data still exists
if(ovs_ind<ovs_size)
for(int j=ovs_ind;j<ovs_size;j++)
{
//--- if the dates coincide, the bar is in the oversold area
if(time[i]==ovs_time[j])
{
open_buff[i]=open[i];
high_buff[i]=high[i];
low_buff[i]=low[i];
close_buff[i]=close[i];
//--- 1 - blue color
color_buff[i]=1;
//--- increase the counter
ovs_ind=j+1;
break;
}
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
© 2000-2017, MetaQuotes Software Corp.
1374 File Functions
//+------------------------------------------------------------------+
//| ChartEvent event handler |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
const long &lparam,
const double &dparam,
const string &sparam
)
{
//--- change the indicator width according to the scale
if(ChartGetInteger(0,CHART_SCALE)>3)
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,2);
else
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,1);
}
See also
FileWriteString
© 2000-2017, MetaQuotes Software Corp.
1375 File Functions
FileReadArray
Reads from a file of BIN type arrays of any type except string (may be an array of structures, not
containing strings, and dynamic arrays).
uint FileReadArray(
int file_handle, // File handle
void& array[], // Array to record
int start=0, // start array position to write
int count=WHOLE_ARRAY // count to read
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
array[]
[out] An array where the data will be loaded.
start=0
[in] Start position to read from the array.
count=WHOLE_ARRAY
[in] Number of elements to read. By default, reads the entire array (count=WHOLE_ARRAY).
Return Value
Number of elements read.
Note
String array can be read only from the file of TXT type. If necessary, the function tries to increase
the size of the array.
Example (the file obtained after execution of the example for FileWriteArray function is used here)
//--- display the window of input parameters when launching the script
#property script_show_inputs
//--- input parameters
input string InpFileName="data.bin";
input string InpDirectoryName="SomeFolder";
//+------------------------------------------------------------------+
//| Structure for storing price data |
//+------------------------------------------------------------------+
struct prices
{
datetime date; // date
double bid; // bid price
double ask; // ask price
};
//+------------------------------------------------------------------+
//| Script program start function |
© 2000-2017, MetaQuotes Software Corp.
1376 File Functions
//+------------------------------------------------------------------+
void OnStart()
{
//--- structure array
prices arr[];
//--- file path
string path=InpDirectoryName+"//"+InpFileName;
//--- open the file
ResetLastError();
int file_handle=FileOpen(path,FILE_READ|FILE_BIN);
if(file_handle!=INVALID_HANDLE)
{
//--- read all data from the file to the array
FileReadArray(file_handle,arr);
//--- receive the array size
int size=ArraySize(arr);
//--- print data from the array
for(int i=0;i<size;i++)
Print("Date = ",arr[i].date," Bid = ",arr[i].bid," Ask = ",arr[i].ask);
Print("Total data = ",size);
//--- close the file
FileClose(file_handle);
}
else
Print("File open failed, error ",GetLastError());
}
See also
Variables, FileWriteArray
© 2000-2017, MetaQuotes Software Corp.
1377 File Functions
FileReadBool
Reads from the file of CSV type string from the current position to a delimiter (or till the end of the
text line) and converts the read string to a bool type value.
bool FileReadBool(
int file_handle // File handle
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
Return Value
Line read may be set to "true", "false" or the symbolic representation of integers "0" or "1". A
nonzero value is converted to a logical true. The function returns the converted value.
Example (the file obtained after executing the example for FileWrite function is used here)
//+------------------------------------------------------------------+
//| Demo_FileReadBool.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 2
//---- plot Label1
#property indicator_label1 "UpSignal"
#property indicator_type1 DRAW_ARROW
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 4
//---- plot Label2
#property indicator_label2 "DownSignal"
#property indicator_type2 DRAW_ARROW
#property indicator_color2 clrRed
#property indicator_style2 STYLE_SOLID
#property indicator_width2 4
//--- parameters for data reading
input string InpFileName="MACD.csv"; // file name
input string InpDirectoryName="Data"; // directory name
//--- global variables
int ind=0; // index
double upbuff[]; // indicator buffers of up arrows
double downbuff[]; // indicator buffer of down arrows
© 2000-2017, MetaQuotes Software Corp.
1378 File Functions
bool sign_buff[]; // signal array (true - buy, false - sell)
datetime time_buff[]; // array of signals' arrival time
int size=0; // size of signal arrays
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- open the file
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_CSV);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is open for reading",InpFileName);
//--- first, read the number of signals
size=(int)FileReadNumber(file_handle);
//--- allocate memory for the arrays
ArrayResize(sign_buff,size);
ArrayResize(time_buff,size);
//--- read data from the file
for(int i=0;i<size;i++)
{
//--- signal time
time_buff[i]=FileReadDatetime(file_handle);
//--- signal value
sign_buff[i]=FileReadBool(file_handle);
}
//--- close the file
FileClose(file_handle);
}
else
{
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
return(INIT_FAILED);
}
//--- binding the arrays
SetIndexBuffer(0,upbuff,INDICATOR_DATA);
SetIndexBuffer(1,downbuff,INDICATOR_DATA);
//--- set the symbol code for drawing in PLOT_ARROW
PlotIndexSetInteger(0,PLOT_ARROW,241);
PlotIndexSetInteger(1,PLOT_ARROW,242);
//---- set the indicator values that will not be seen on the chart
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
© 2000-2017, MetaQuotes Software Corp.
1379 File Functions
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
ArraySetAsSeries(time,false);
ArraySetAsSeries(low,false);
ArraySetAsSeries(high,false);
//--- the loop for the bars that have not been handled yet
for(int i=prev_calculated;i<rates_total;i++)
{
//--- 0 by default
upbuff[i]=0;
downbuff[i]=0;
//--- check if any data is still present
if(ind<size)
{
for(int j=ind;j<size;j++)
{
//--- if dates coincide, use the value from the file
if(time[i]==time_buff[j])
{
//--- draw the arrow according to the signal
if(sign_buff[j])
upbuff[i]=high[i];
else
downbuff[i]=low[i];
//--- increase the counter
ind=j+1;
break;
}
}
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
See also
Type bool, FileWrite
© 2000-2017, MetaQuotes Software Corp.
1380 File Functions
FileReadDatetime
Reads from the file of CSV type a string of one of the formats: "YYYY.MM.DD HH:MI:SS",
"YYYY.MM.DD" or "HH:MI:SS" - and converts it into a value of datetime type.
datetime FileReadDatetime(
int file_handle // File handle
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
Return Value
The value of datetime type.
Example (the file obtained after executing the example for FileWrite function is used here)
//+------------------------------------------------------------------+
//| Demo_FileReadDateTime.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 2
//---- plot Label1
#property indicator_label1 "UpSignal"
#property indicator_type1 DRAW_ARROW
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 4
//---- plot Label2
#property indicator_label2 "DownSignal"
#property indicator_type2 DRAW_ARROW
#property indicator_color2 clrRed
#property indicator_style2 STYLE_SOLID
#property indicator_width2 4
//--- parameters for data reading
input string InpFileName="MACD.csv"; // file name
input string InpDirectoryName="Data"; // directory name
//--- global variables
int ind=0; // index
double upbuff[]; // indicator buffers of up arrows
double downbuff[]; // indicator buffer of down arrows
bool sign_buff[]; // signal array (true - buy, false - sell)
© 2000-2017, MetaQuotes Software Corp.
1381 File Functions
datetime time_buff[]; // array of signals' arrival time
int size=0; // size of signal arrays
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- open the file
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_CSV);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is open for reading",InpFileName);
//--- first, read the number of signals
size=(int)FileReadNumber(file_handle);
//--- allocate memory for the arrays
ArrayResize(sign_buff,size);
ArrayResize(time_buff,size);
//--- read data from the file
for(int i=0;i<size;i++)
{
//--- signal time
time_buff[i]=FileReadDatetime(file_handle);
//--- signal value
sign_buff[i]=FileReadBool(file_handle);
}
//--- close the file
FileClose(file_handle);
}
else
{
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
return(INIT_FAILED);
}
//--- binding the arrays
SetIndexBuffer(0,upbuff,INDICATOR_DATA);
SetIndexBuffer(1,downbuff,INDICATOR_DATA);
//--- set the symbol code for drawing in PLOT_ARROW
PlotIndexSetInteger(0,PLOT_ARROW,241);
PlotIndexSetInteger(1,PLOT_ARROW,242);
//---- set the indicator values that will not be seen on the chart
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1382 File Functions
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
ArraySetAsSeries(time,false);
ArraySetAsSeries(low,false);
ArraySetAsSeries(high,false);
//--- the loop for the bars that have not been handled yet
for(int i=prev_calculated;i<rates_total;i++)
{
//--- 0 by default
upbuff[i]=0;
downbuff[i]=0;
//--- check if any data is still present
if(ind<size)
{
for(int j=ind;j<size;j++)
{
//--- if dates coincide, use the value from the file
if(time[i]==time_buff[j])
{
//--- draw the arrow according to the signal
if(sign_buff[j])
upbuff[i]=high[i];
else
downbuff[i]=low[i];
//--- increase the counter
ind=j+1;
break;
}
}
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
See also
Type datetime, StringToTime, TimeToString, FileWrite
© 2000-2017, MetaQuotes Software Corp.
1383 File Functions
FileReadDouble
Reads a double-precision floating point number (double) from the current position of the binary file.
double FileReadDouble(
int file_handle // File handle
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
Return Value
The value of double type.
Note
For more details about the error, call GetLastError().
Example (the file obtained after executing the example for FileWriteDouble function is used here)
//+------------------------------------------------------------------+
//| Demo_FileReadDouble.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//---- plot Label1
#property indicator_label1 "MA"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
#property indicator_separate_window
//--- data reading parameters
input string InpFileName="MA.csv"; // file name
input string InpDirectoryName="Data"; // directory name
//--- global variables
int ind=0;
int size=0;
double ma_buff[];
datetime time_buff[];
//--- indicator buffer
double buff[];
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1384 File Functions
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- open the file
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_BIN);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for reading",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
//--- first, read the amount of data in the file
size=(int)FileReadDouble(file_handle);
//--- allocate memory for the arrays
ArrayResize(ma_buff,size);
ArrayResize(time_buff,size);
//--- read data from the file
for(int i=0;i<size;i++)
{
time_buff[i]=(datetime)FileReadDouble(file_handle);
ma_buff[i]=FileReadDouble(file_handle);
}
//--- close the file
FileClose(file_handle);
PrintFormat("Data is written, %s file is closed",InpFileName);
}
else
{
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
return(INIT_FAILED);
}
//--- bind the array to the indicator buffer with index 0
SetIndexBuffer(0,buff,INDICATOR_DATA);
//---- set the indicator values that will not be visible on the chart
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
© 2000-2017, MetaQuotes Software Corp.
1385 File Functions
const long &volume[],
const int &spread[])
{
ArraySetAsSeries(time,false);
//--- the loop for the bars that have not been handled yet
for(int i=prev_calculated;i<rates_total;i++)
{
//--- 0 by default
buff[i]=0;
//--- check if any data still exists
if(ind<size)
{
for(int j=ind;j<size;j++)
{
//--- if the dates coincide, the value from the file is used
if(time[i]==time_buff[j])
{
buff[i]=ma_buff[j];
//--- increase the counter
ind=j+1;
break;
}
}
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
See also
Real types (double, float), StringToDouble, DoubleToString, FileWriteDouble
© 2000-2017, MetaQuotes Software Corp.
1386 File Functions
FileReadFloat
Reads the single-precision floating point number (float) from the current position of the binary file.
float FileReadFloat(
int file_handle // File handle
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
Return Value
The value of float type.
Note
For more details about the error, call GetLastError().
Example (the file obtained after executing the example for FileWriteFloat function is used here)
//+------------------------------------------------------------------+
//| Demo_FileReadFloat.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
//---- plot Label1
#property indicator_label1 "CloseLine"
#property indicator_type1 DRAW_COLOR_LINE
#property indicator_color1 clrRed,clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- parameters for data reading
input string InpFileName="Close.bin"; // file name
input string InpDirectoryName="Data"; // directory name
//--- global variables
int ind=0;
int size=0;
double close_buff[];
datetime time_buff[];
//--- indicator buffers
double buff[];
double color_buff[];
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1387 File Functions
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
int def_size=100;
//--- allocate memory for the arrays
ArrayResize(close_buff,def_size);
ArrayResize(time_buff,def_size);
//--- open the file
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_BIN);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for reading",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
//--- read data from the file
while(!FileIsEnding(file_handle))
{
//--- read time and price values
time_buff[size]=(datetime)FileReadDouble(file_handle);
close_buff[size]=(double)FileReadFloat(file_handle);
size++;
//--- increase the array sizes if they are overflown
if(size==def_size)
{
def_size+=100;
ArrayResize(close_buff,def_size);
ArrayResize(time_buff,def_size);
}
}
//--- close the file
FileClose(file_handle);
PrintFormat("Data is read, %s file is closed",InpFileName);
}
else
{
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
return(INIT_FAILED);
}
//--- bind the arrays to the indicator buffers
SetIndexBuffer(0,buff,INDICATOR_DATA);
SetIndexBuffer(1,color_buff,INDICATOR_COLOR_INDEX);
//---- set the indicator values that will not be visible on the chart
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
© 2000-2017, MetaQuotes Software Corp.
1388 File Functions
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
ArraySetAsSeries(time,false);
//--- the loop for the bars that have not been handled yet
for(int i=prev_calculated;i<rates_total;i++)
{
//--- 0 by default
buff[i]=0;
color_buff[i]=0; // red color by default
//--- check if any data is still present
if(ind<size)
{
for(int j=ind;j<size;j++)
{
//--- if the dates coincide, the value from the file is used
if(time[i]==time_buff[j])
{
//--- receive the price
buff[i]=close_buff[j];
//--- if the current price exceeds the previous one, the color is blue
if(buff[i-1]>buff[i])
color_buff[i]=1;
//--- increase the counter
ind=j+1;
break;
}
}
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
See also
Real types (double, float), FileReadDouble, FileWriteFloat
© 2000-2017, MetaQuotes Software Corp.
1389 File Functions
FileReadInteger
The function reads int, short or char value from the current position of the file pointer depending on
the length specified in bytes.
int FileReadInteger(
int file_handle, // File handle
int size=INT_VALUE // Size of an integer in bytes
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
size=INT_VALUE
[in] Number of bytes (up to 4 inclusive) that should be read. The corresponding constants are
provided: CHAR_VALUE = 1, SHORT_VALUE = 2 and INT_VALUE = 4, so the function can read the
whole value of char, short or int type.
Return Value
A value of the int type. The result of this function must be explicitly cast to a target type, i.e. to the
type of data that you need to read. Since a value of the int type is returned, it can be easily
converted to any integer value. The file pointer is shifted by the number of bytes read.
Note
When reading less than 4 bytes, the received result is always positive. If one or two bytes are read,
the sign of the number can be determined by explicit casting to type char (1 byte) or short (2 bytes).
Getting the sign for a three-byte number is not trivial, since there is no corresponding underlying
type.
Example (the file obtained after executing the example for FileWriteInteger function is used here)
//+------------------------------------------------------------------+
//| Demo_FileReadInteger.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//---- plot Label1
#property indicator_label1 "Trends"
#property indicator_type1 DRAW_SECTION
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
© 2000-2017, MetaQuotes Software Corp.
1390 File Functions
//--- parameters for data reading
input string InpFileName="Trend.bin"; // file name
input string InpDirectoryName="Data"; // directory name
//--- global variables
int ind=0;
int size=0;
datetime time_buff[];
//--- indicator buffers
double buff[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
int def_size=100;
//--- allocate memory for the array
ArrayResize(time_buff,def_size);
//--- open the file
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_BIN);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for reading",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
//--- additional variables
int arr_size;
uchar arr[];
//--- read data from the file
while(!FileIsEnding(file_handle))
{
//--- find out how many symbols are used for writing the time
arr_size=FileReadInteger(file_handle,INT_VALUE);
ArrayResize(arr,arr_size);
for(int i=0;i<arr_size;i++)
arr[i]=(char)FileReadInteger(file_handle,CHAR_VALUE);
//--- store the time value
time_buff[size]=StringToTime(CharArrayToString(arr));
size++;
//--- increase the sizes of the arrays if they are overflown
if(size==def_size)
{
def_size+=100;
ArrayResize(time_buff,def_size);
}
}
//--- close the file
FileClose(file_handle);
PrintFormat("Data is read, %s file is closed",InpFileName);
}
© 2000-2017, MetaQuotes Software Corp.
1391 File Functions
else
{
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
return(INIT_FAILED);
}
//--- bind the array to the indicator buffer
SetIndexBuffer(0,buff,INDICATOR_DATA);
//---- set the indicator values that will not be visible on the chart
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
ArraySetAsSeries(time,false);
ArraySetAsSeries(close,false);
//--- the loop for the bars that have not been handled yet
for(int i=prev_calculated;i<rates_total;i++)
{
//--- 0 by default
buff[i]=0;
//--- check if any data is still present
if(ind<size)
{
for(int j=ind;j<size;j++)
{
//--- if dates coincide, the value from the file is used
if(time[i]==time_buff[j])
{
//--- receive the price
buff[i]=close[i];
//--- increase the counter
ind=j+1;
break;
}
}
}
© 2000-2017, MetaQuotes Software Corp.
1392 File Functions
}
//--- return value of prev_calculated for next call
return(rates_total);
}
See also
IntegerToString, StringToInteger, Integer types, FileWriteInteger
© 2000-2017, MetaQuotes Software Corp.
1393 File Functions
FileReadLong
The function reads an integer of long type (8 bytes) from the current position of the binary file.
long FileReadLong(
int file_handle // File handle
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
Return Value
The value of long type.
Example (the file obtained during the execution of an example for FileWriteLong function is used
here)
//+------------------------------------------------------------------+
//| Demo_FileReadLong.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property indicator_buffers 1
#property indicator_plots 1
//---- plot Label1
#property indicator_label1 "Volume"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrYellow
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
#property indicator_separate_window
//--- parameters for data reading
input string InpFileName="Volume.bin"; // file name
input string InpDirectoryName="Data"; // directory name
//--- global variables
int ind=0;
int size=0;
long volume_buff[];
datetime time_buff[];
//--- indicator buffers
double buff[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
© 2000-2017, MetaQuotes Software Corp.
1394 File Functions
{
//--- open the file
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_BIN);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is open for writing",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
//--- first, read the amount of data in the file
size=(int)FileReadLong(file_handle);
//--- allocate memory for the arrays
ArrayResize(volume_buff,size);
ArrayResize(time_buff,size);
//--- read data from the file
for(int i=0;i<size;i++)
{
time_buff[i]=(datetime)FileReadLong(file_handle);
volume_buff[i]=FileReadLong(file_handle);
}
//--- close the file
FileClose(file_handle);
PrintFormat("Data is read, %s file is closed",InpFileName);
}
else
{
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
return(INIT_FAILED);
}
//--- bind the array to the indicator buffer with 0 index
SetIndexBuffer(0,buff,INDICATOR_DATA);
//---- set the indicator values that will be visible on the chart
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
© 2000-2017, MetaQuotes Software Corp.
1395 File Functions
ArraySetAsSeries(time,false);
//--- the loop for the bars that have not been handled yet
for(int i=prev_calculated;i<rates_total;i++)
{
//--- 0 by default
buff[i]=0;
//--- check if any data is still present
if(ind<size)
{
for(int j=ind;j<size;j++)
{
//--- if dates coincide, the value from the file is used
if(time[i]==time_buff[j])
{
buff[i]=(double)volume_buff[j];
ind=j+1;
break;
}
}
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
See also
Integer types, FileReadInteger, FileWriteLong
© 2000-2017, MetaQuotes Software Corp.
1396 File Functions
FileReadNumber
The function reads from the CSV file a string from the current position till a separator (or till the end
of a text string) and converts the read string to a value of double type.
double FileReadNumber(
int file_handle // File handle
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
Return Value
The value of double type.
Example (the file obtained during the execution of an example for FileWriteString function is used
here)
//+------------------------------------------------------------------+
//| Demo_FileReadNumber.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_plots 1
//---- plot Label1
#property indicator_label1 "Overbought & Oversold"
#property indicator_type1 DRAW_COLOR_BARS
#property indicator_color1 clrRed, clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- parameters for data reading
input string InpFileName="RSI.csv"; // file name
input string InpDirectoryName="Data"; // directory name
//--- indicator buffers
double open_buff[];
double high_buff[];
double low_buff[];
double close_buff[];
double color_buff[];
//--- overbought variables
int ovb_ind=0;
int ovb_size=0;
datetime ovb_time[];
© 2000-2017, MetaQuotes Software Corp.
1397 File Functions
//--- oversold variables
int ovs_ind=0;
int ovs_size=0;
datetime ovs_time[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- variables of array sizes by default
int ovb_def_size=100;
int ovs_def_size=100;
//--- allocate memory for arrays
ArrayResize(ovb_time,ovb_def_size);
ArrayResize(ovs_time,ovs_def_size);
//--- open the file
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_CSV|FILE_ANSI);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for reading",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
double value;
//--- read data from file
while(!FileIsEnding(file_handle))
{
//--- read the first value in the string
value=FileReadNumber(file_handle);
//--- read to different arrays according to the function result
if(value>=70)
ReadData(file_handle,ovb_time,ovb_size,ovb_def_size);
else
ReadData(file_handle,ovs_time,ovs_size,ovs_def_size);
}
//--- close the file
FileClose(file_handle);
PrintFormat("Data is written, %s file is closed",InpFileName);
}
else
{
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
return(INIT_FAILED);
}
//--- binding the arrays
SetIndexBuffer(0,open_buff,INDICATOR_DATA);
SetIndexBuffer(1,high_buff,INDICATOR_DATA);
SetIndexBuffer(2,low_buff,INDICATOR_DATA);
SetIndexBuffer(3,close_buff,INDICATOR_DATA);
SetIndexBuffer(4,color_buff,INDICATOR_COLOR_INDEX);
© 2000-2017, MetaQuotes Software Corp.
1398 File Functions
//---- set the indicator values that will not be visible on the chart
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Read the file's string data |
//+------------------------------------------------------------------+
void ReadData(const int file_handle,datetime &arr[],int &size,int &def_size)
{
bool flag=false;
//--- read till the end of the string or of the file is reached
while(!FileIsLineEnding(file_handle) && !FileIsEnding(file_handle))
{
//--- shift the carriage after reading the number
if(flag)
FileReadNumber(file_handle);
//--- store the current date
arr[size]=FileReadDatetime(file_handle);
size++;
//--- increase the array size if necessary
if(size==def_size)
{
def_size+=100;
ArrayResize(arr,def_size);
}
//--- slip past the first iteration
flag=true;
}
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
ArraySetAsSeries(time,false);
ArraySetAsSeries(open,false);
ArraySetAsSeries(high,false);
ArraySetAsSeries(low,false);
ArraySetAsSeries(close,false);
© 2000-2017, MetaQuotes Software Corp.
1399 File Functions
//--- the loop for the bars that have not been handled yet
for(int i=prev_calculated;i<rates_total;i++)
{
//--- 0 by default
open_buff[i]=0;
high_buff[i]=0;
low_buff[i]=0;
close_buff[i]=0;
color_buff[i]=0;
//--- check if any date is still present
if(ovb_ind<ovb_size)
for(int j=ovb_ind;j<ovb_size;j++)
{
//--- if the dates coincide, the bar is in the overbought area
if(time[i]==ovb_time[j])
{
open_buff[i]=open[i];
high_buff[i]=high[i];
low_buff[i]=low[i];
close_buff[i]=close[i];
//--- 0 - red color
color_buff[i]=0;
//--- increase the counter
ovb_ind=j+1;
break;
}
}
//--- check if any data still exists
if(ovs_ind<ovs_size)
for(int j=ovs_ind;j<ovs_size;j++)
{
//--- if the dates coincide, the bar is in the oversold area
if(time[i]==ovs_time[j])
{
open_buff[i]=open[i];
high_buff[i]=high[i];
low_buff[i]=low[i];
close_buff[i]=close[i];
//--- 1 - blue color
color_buff[i]=1;
//--- increase the counter
ovs_ind=j+1;
break;
}
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
© 2000-2017, MetaQuotes Software Corp.
1400 File Functions
//+------------------------------------------------------------------+
//| ChartEvent event handler |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
const long &lparam,
const double &dparam,
const string &sparam
)
{
//--- change the indicator width according to the scale
if(ChartGetInteger(0,CHART_SCALE)>3)
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,2);
else
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,1);
}
See also
FileWriteString
© 2000-2017, MetaQuotes Software Corp.
1401 File Functions
FileReadString
The function reads a string from the current position of a file pointer in a file.
string FileReadString(
int file_handle, // File handle
int length=-1 // Length of the string
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
length=-1
[in] Number of characters to read.
Return Value
Line read (string).
Note
When reading from a bin-file. the length of a string to read must be specified. When reading from a
txt-file the string length is not required, and the string will be read from the current position to the
line feed character "\r\n". When reading from a csv-file, the string length isn't required also, the
string will be read from the current position till the nearest delimiter or till the text string end
character.
If the file is opened with FILE_ANSI flag, then the line read is converted to Unicode.
Example (the file obtained after executing the example for FileWriteInteger function is used here)
//--- display the window of input parameters when launching the script
#property script_show_inputs
//--- parameters for data reading
input string InpFileName="Trend.bin"; // file name
input string InpDirectoryName="Data"; // directory name
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- open the file
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_BIN|FILE_ANSI);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for reading",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
//--- additional variables
int str_size;
string str;
© 2000-2017, MetaQuotes Software Corp.
1402 File Functions
//--- read data from the file
while(!FileIsEnding(file_handle))
{
//--- find out how many symbols are used for writing the time
str_size=FileReadInteger(file_handle,INT_VALUE);
//--- read the string
str=FileReadString(file_handle,str_size);
//--- print the string
PrintFormat(str);
}
//--- close the file
FileClose(file_handle);
PrintFormat("Data is read, %s file is closed",InpFileName);
}
else
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
}
See also
String Type, Conversion Functions, FileWriteInteger
© 2000-2017, MetaQuotes Software Corp.
1403 File Functions
FileReadStruct
The function reads contents into a structure passed as a parameter from a binary-file, starting with
the current position of the file pointer.
uint FileReadStruct(
int file_handle, // file handle
const void& struct_object, // target structure to which the contents are read
int size=-1 // structure size in bytes
);
Parameters
file_handle
[in] File descriptor of an open bin-file.
struct_object
[out] The object of this structure. The structure should not contain strings, dynamic arrays or
virtual functions.
size=-1
[in] Number of bytes that should be read. If size is not specified or the indicated value is greater
than the size of the structure, the exact size of the specified structure is used.
Return Value
If successful the function returns the number of bytes read. File pointer is moved by the same
number of bytes.
Example (the file obtained after using the example for FileWriteStruct function is used here)
//+------------------------------------------------------------------+
//| Demo_FileReadStruct.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_plots 1
//---- plot Label1
#property indicator_label1 "Candles"
#property indicator_type1 DRAW_CANDLES
#property indicator_color1 clrOrange
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
#property indicator_separate_window
//--- parameters for receiving data
input string InpFileName="EURUSD.txt"; // file name
input string InpDirectoryName="Data"; // directory name
© 2000-2017, MetaQuotes Software Corp.
1404 File Functions
//+------------------------------------------------------------------+
//| Structure for storing candlestick data |
//+------------------------------------------------------------------+
struct candlesticks
{
double open; // open price
double close; // close price
double high; // high price
double low; // low price
datetime date; // date
};
//--- indicator buffers
double open_buff[];
double close_buff[];
double high_buff[];
double low_buff[];
//--- global variables
candlesticks cand_buff[];
int size=0;
int ind=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
int default_size=100;
ArrayResize(cand_buff,default_size);
//--- open the file
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_BIN|FILE_COMMON);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for reading",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_COMMONDATA_PATH));
//--- read data from the file
while(!FileIsEnding(file_handle))
{
//--- write data to the array
FileReadStruct(file_handle,cand_buff[size]);
size++;
//--- check if the array is overflown
if(size==default_size)
{
//--- increase the array size
default_size+=100;
ArrayResize(cand_buff,default_size);
}
}
//--- close the file
© 2000-2017, MetaQuotes Software Corp.
1405 File Functions
FileClose(file_handle);
PrintFormat("Data is read, %s file is closed",InpFileName);
}
else
{
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
return(INIT_FAILED);
}
//--- indicator buffers mapping
SetIndexBuffer(0,open_buff,INDICATOR_DATA);
SetIndexBuffer(1,high_buff,INDICATOR_DATA);
SetIndexBuffer(2,low_buff,INDICATOR_DATA);
SetIndexBuffer(3,close_buff,INDICATOR_DATA);
//--- empty value
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
ArraySetAsSeries(time,false);
//--- the loop for the candlesticks that have not been handled yet
for(int i=prev_calculated;i<rates_total;i++)
{
//--- 0 by default
open_buff[i]=0;
close_buff[i]=0;
high_buff[i]=0;
low_buff[i]=0;
//--- check if any data is still present
if(ind<size)
{
for(int j=ind;j<size;j++)
{
//--- if dates coincide, the value from the file is used
if(time[i]==cand_buff[j].date)
{
© 2000-2017, MetaQuotes Software Corp.
1406 File Functions
open_buff[i]=cand_buff[j].open;
close_buff[i]=cand_buff[j].close;
high_buff[i]=cand_buff[j].high;
low_buff[i]=cand_buff[j].low;
//--- increase the counter
ind=j+1;
break;
}
}
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
See also
Structures and classes, FileWriteStruct
© 2000-2017, MetaQuotes Software Corp.
1407 File Functions
FileSeek
The function moves the position of the file pointer by a specified number of bytes relative to the
specified position.
bool FileSeek(
int file_handle, // File handle
long offset, // In bytes
ENUM_FILE_POSITION origin // Position for reference
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
offset
[in] The shift in bytes (may take a negative value).
origin
[in] The starting point for the displacement. Can be one of values of ENUM_FILE_POSITION.
Return Value
If successful the function returns true, otherwise false. To obtain information about the error call
the GetLastError() function.
Note
If the execution of the FileSeek() function results in a negative shift (going beyond the "level
boundary" of the file), the file pointer will be set to the file beginning.
If a position is set beyond the "right boundary" of the file (larger than the file size), the next writing
to the file will be performed not from the end of the file, but from the position set. In this case
indefinite values will be written for the previous file end and the position set.
Example:
//+------------------------------------------------------------------+
//| Demo_FileSeek.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- display the window of input parameters when launching the script
#property script_show_inputs
//--- input parameters
input string InpFileName="file.txt"; // file name
input string InpDirectoryName="Data"; // directory name
input int InpEncodingType=FILE_ANSI; // ANSI=32 or UNICODE=64
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1408 File Functions
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- specify the value of the variable for generating random numbers
_RandomSeed=GetTickCount();
//--- variables for positions of the strings' start points
ulong pos[];
int size;
//--- reset the error value
ResetLastError();
//--- open the file
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_TXT|InpEncodingType);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for reading",InpFileName);
//--- receive start position for each string in the file
GetStringPositions(file_handle,pos);
//--- define the number of strings in the file
size=ArraySize(pos);
if(!size)
{
//--- stop if the file does not have strings
PrintFormat("%s file is empty!",InpFileName);
FileClose(file_handle);
return;
}
//--- make a random selection of a string number
int ind=MathRand()%size;
//--- shift position to the starting point of the string
if(FileSeek(file_handle,pos[ind],SEEK_SET)==true)
{
//--- read and print the string with ind number
PrintFormat("String text with %d number: \"%s\"",ind,FileReadString(file_handle));
}
//--- close the file
FileClose(file_handle);
PrintFormat("%s file is closed",InpFileName);
}
else
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
}
//+-------------------------------------------------------------------------------+
//| The function defines starting points for each of the strings in the file and |
//| places them in arr array |
//+-------------------------------------------------------------------------------+
void GetStringPositions(const int handle,ulong &arr[])
{
//--- default array size
© 2000-2017, MetaQuotes Software Corp.
1409 File Functions
int def_size=127;
//--- allocate memory for the array
ArrayResize(arr,def_size);
//--- string counter
int i=0;
//--- if this is not the file's end, then there is at least one string
if(!FileIsEnding(handle))
{
arr[i]=FileTell(handle);
i++;
}
else
return; // the file is empty, exit
//--- define the shift in bytes depending on encoding
int shift;
if(FileGetInteger(handle,FILE_IS_ANSI))
shift=1;
else
shift=2;
//--- go through the strings in the loop
while(1)
{
//--- read the string
FileReadString(handle);
//--- check for the file end
if(!FileIsEnding(handle))
{
//--- store the next string's position
arr[i]=FileTell(handle)+shift;
i++;
//--- increase the size of the array if it is overflown
if(i==def_size)
{
def_size+=def_size+1;
ArrayResize(arr,def_size);
}
}
else
break; // end of the file, exit
}
//--- define the actual size of the array
ArrayResize(arr,i);
}
© 2000-2017, MetaQuotes Software Corp.
1410 File Functions
FileSize
The function returns the file size in bytes.
ulong FileSize(
int file_handle // File handle
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
Return Value
The value of type int.
Note
To obtain information about the error call GetLastError().
Example:
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- input parameters
input ulong InpThresholdSize=20; // file threshold size in kilobytes
input string InpBigFolderName="big"; // folder for large files
input string InpSmallFolderName="small"; // folder for small files
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
string file_name; // variable for storing file names
string filter="*.csv"; // filter for searching the files
ulong file_size=0; // file size in bytes
int size=0; // number of files
//--- print the path to the file we are going to work with
PrintFormat("Working in %s\\Files\\ folder",TerminalInfoString(TERMINAL_COMMONDATA_PATH));
//--- receive the search handle in common folder's root of all terminals
long search_handle=FileFindFirst(filter,file_name,FILE_COMMON);
//--- check if FileFindFirst() has been executed successfully
if(search_handle!=INVALID_HANDLE)
{
//--- move files in the loop according to their size
do
{
//--- open the file
ResetLastError();
int file_handle=FileOpen(file_name,FILE_READ|FILE_CSV|FILE_COMMON);
if(file_handle!=INVALID_HANDLE)
© 2000-2017, MetaQuotes Software Corp.
1411 File Functions
{
//--- receive the file size
file_size=FileSize(file_handle);
//--- close the file
FileClose(file_handle);
}
else
{
PrintFormat("Failed to open %s file, Error code = %d",file_name,GetLastError());
continue;
}
//--- print the file size
PrintFormat("Size of %s file is equal to %d bytes",file_name,file_size);
//--- define the path for moving the file
string path;
if(file_size>InpThresholdSize*1024)
path=InpBigFolderName+"//"+file_name;
else
path=InpSmallFolderName+"//"+file_name;
//--- move the file
ResetLastError();
if(FileMove(file_name,FILE_COMMON,path,FILE_REWRITE|FILE_COMMON))
PrintFormat("%s file is moved",file_name);
else
PrintFormat("Error, code = %d",GetLastError());
}
while(FileFindNext(search_handle,file_name));
//--- close the search handle
FileFindClose(search_handle);
}
else
Print("Files not found!");
}
© 2000-2017, MetaQuotes Software Corp.
1412 File Functions
FileTell
The file returns the current position of the file pointer of an open file.
ulong FileTell(
int file_handle // File handle
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
Return Value
Current position of the file descriptor in bytes from the beginning of the file.
Note
To obtain information about the error call GetLastError().
Example:
//+------------------------------------------------------------------+
//| Demo_FileTell.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- display the window of input parameters when launching the script
#property script_show_inputs
//--- input parameters
input string InpFileName="file.txt"; // file name
input string InpDirectoryName="Data"; // directory name
input int InpEncodingType=FILE_ANSI; // ANSI=32 or UNICODE=64
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- specify the value of the variable for generating random numbers
_RandomSeed=GetTickCount();
//--- variables for positions of the strings' start points
ulong pos[];
int size;
//--- reset the error value
ResetLastError();
//--- open the file
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_TXT|InpEncodingType);
if(file_handle!=INVALID_HANDLE)
© 2000-2017, MetaQuotes Software Corp.
1413 File Functions
{
PrintFormat("%s file is available for reading",InpFileName);
//--- receive start position for each string in the file
GetStringPositions(file_handle,pos);
//--- define the number of strings in the file
size=ArraySize(pos);
if(!size)
{
//--- stop if the file does not have strings
PrintFormat("%s file is empty!",InpFileName);
FileClose(file_handle);
return;
}
//--- make a random selection of a string number
int ind=MathRand()%size;
//--- shift position to the starting point of the string
FileSeek(file_handle,pos[ind],SEEK_SET);
//--- read and print the string with ind number
PrintFormat("String text with %d number: \"%s\"",ind,FileReadString(file_handle));
//--- close the file
FileClose(file_handle);
PrintFormat("%s file is closed",InpFileName);
}
else
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
}
//+-------------------------------------------------------------------------------+
//| The function defines starting points for each of the strings in the file and |
//| places them in arr array |
//+-------------------------------------------------------------------------------+
void GetStringPositions(const int handle,ulong &arr[])
{
//--- default array size
int def_size=127;
//--- allocate memory for the array
ArrayResize(arr,def_size);
//--- string counter
int i=0;
//--- if this is not the file's end, then there is at least one string
if(!FileIsEnding(handle))
{
arr[i]=FileTell(handle);
i++;
}
else
return; // the file is empty, exit
//--- define the shift in bytes depending on encoding
int shift;
if(FileGetInteger(handle,FILE_IS_ANSI))
© 2000-2017, MetaQuotes Software Corp.
1414 File Functions
shift=1;
else
shift=2;
//--- go through the strings in the loop
while(1)
{
//--- read the string
FileReadString(handle);
//--- check for the file end
if(!FileIsEnding(handle))
{
//--- store the next string's position
arr[i]=FileTell(handle)+shift;
i++;
//--- increase the size of the array if it is overflown
if(i==def_size)
{
def_size+=def_size+1;
ArrayResize(arr,def_size);
}
}
else
break; // end of the file, exit
}
//--- define the actual size of the array
ArrayResize(arr,i);
}
© 2000-2017, MetaQuotes Software Corp.
1415 File Functions
FileWrite
The function is intended for writing of data into a CSV file, delimiter being inserted automatically
unless it is equal to 0. After writing into the file, the line end character "\r\n" will be added.
uint FileWrite(
int file_handle, // File handle
... // List of recorded parameters
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
...
[in] The list of parameters separated by commas, to write to the file. The number of written
parameters can be up to 63.
Return Value
Number of bytes written.
Note
Numbers will be converted into a text at output (see the Print() function). Data of the double type
are output with the accuracy of 16 digits after the decimal point, and the data can be displayed
either in traditional or in scientific format - depending on which format will be the most compact.
The data of the float type are shown with 5 digits after the decimal point. To output real numbers
with different precision or in a clearly specified format, use DoubleToString().
Numbers of the bool type are displayed as "true" or "false" strings. Numbers of the datetime type are
displayed as "YYYY.MM.DD HH:MI:SS".
Example:
//+------------------------------------------------------------------+
//| Demo_FileWrite.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- parameters for receiving data from the terminal
input string InpSymbolName="EURUSD"; // currency pair
input ENUM_TIMEFRAMES InpSymbolPeriod=PERIOD_H1; // time frame
input int InpFastEMAPeriod=12; // fast EMA period
input int InpSlowEMAPeriod=26; // slow EMA period
input int InpSignalPeriod=9; // difference averaging period
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // price type
© 2000-2017, MetaQuotes Software Corp.
1416 File Functions
input datetime InpDateStart=D'2012.01.01 00:00'; // data copying start date
//--- parameters for writing data to file
input string InpFileName="MACD.csv"; // file name
input string InpDirectoryName="Data"; // directory name
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
datetime date_finish; // data copying end date
bool sign_buff[]; // signal array (true - buy, false - sell)
datetime time_buff[]; // array of signals' arrival time
int sign_size=0; // signal array size
double macd_buff[]; // array of indicator values
datetime date_buff[]; // array of indicator dates
int macd_size=0; // size of indicator arrays
//--- end time is the current time
date_finish=TimeCurrent();
//--- receive MACD indicator handle
ResetLastError();
int macd_handle=iMACD(InpSymbolName,InpSymbolPeriod,InpFastEMAPeriod,InpSlowEMAPeriod,InpSignalP
if(macd_handle==INVALID_HANDLE)
{
//--- failed to receive indicator handle
PrintFormat("Error when receiving indicator handle. Error code = %d",GetLastError());
return;
}
//--- being in the loop until the indicator calculates all its values
while(BarsCalculated(macd_handle)==-1)
Sleep(10); // pause to allow the indicator to calculate all its values
//--- copy the indicator values for a certain period of time
ResetLastError();
if(CopyBuffer(macd_handle,0,InpDateStart,date_finish,macd_buff)==-1)
{
PrintFormat("Failed to copy indicator values. Error code = %d",GetLastError());
return;
}
//--- copy the appropriate time for the indicator values
ResetLastError();
if(CopyTime(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,date_buff)==-1)
{
PrintFormat("Failed to copy time values. Error code = %d",GetLastError());
return;
}
//--- free the memory occupied by the indicator
IndicatorRelease(macd_handle);
//--- receive the buffer size
macd_size=ArraySize(macd_buff);
//--- analyze the data and save the indicator signals to the arrays
© 2000-2017, MetaQuotes Software Corp.
1417 File Functions
ArrayResize(sign_buff,macd_size-1);
ArrayResize(time_buff,macd_size-1);
for(int i=1;i<macd_size;i++)
{
//--- buy signal
if(macd_buff[i-1]<0 && macd_buff[i]>=0)
{
sign_buff[sign_size]=true;
time_buff[sign_size]=date_buff[i];
sign_size++;
}
//--- sell signal
if(macd_buff[i-1]>0 && macd_buff[i]<=0)
{
sign_buff[sign_size]=false;
time_buff[sign_size]=date_buff[i];
sign_size++;
}
}
//--- open the file for writing the indicator values (if the file is absent, it will be created aut
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_WRITE|FILE_CSV);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for writing",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
//--- first, write the number of signals
FileWrite(file_handle,sign_size);
//--- write the time and values of signals to the file
for(int i=0;i<sign_size;i++)
FileWrite(file_handle,time_buff[i],sign_buff[i]);
//--- close the file
FileClose(file_handle);
PrintFormat("Data is written, %s file is closed",InpFileName);
}
else
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
}
See also
Comment, Print, StringFormat
© 2000-2017, MetaQuotes Software Corp.
1418 File Functions
FileWriteArray
The function writes arrays of any type except for string to a BIN file (can be an array of structures not
containing strings or dynamic arrays).
uint FileWriteArray(
int file_handle, // File handle
const void& array[], // Array
int start=0, // Start index in the array
int count=WHOLE_ARRAY // Number of elements
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
array[]
[out] Array for recording.
start=0
[in] Initial index in the array (number of the first recorded element).
count=WHOLE_ARRAY
[in] Number of items to write (WHOLE_ARRAY means that all items starting with the number start
until the end of the array will be written).
Return Value
Number of recorded items.
Note
String array can be recorded in a TXT file. In this case, strings are automatically ended by the line
end characters "\r\n". Depending on the file type ANSI or UNICODE, strings are either converted to
ansi-encoding or not.
Example:
//+------------------------------------------------------------------+
//| Demo_FileWriteArray.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- input parameters
input string InpFileName="data.bin";
input string InpDirectoryName="SomeFolder";
//+------------------------------------------------------------------+
//| Structure for storing price data |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1419 File Functions
struct prices
{
datetime date; // date
double bid; // bid price
double ask; // ask price
};
//--- global variables
int count=0;
int size=20;
string path=InpDirectoryName+"//"+InpFileName;
prices arr[];
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- allocate memory for the array
ArrayResize(arr,size);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- write the remaining count strings if count<n
WriteData(count);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//--- save data to array
arr[count].date=TimeCurrent();
arr[count].bid=SymbolInfoDouble(Symbol(),SYMBOL_BID);
arr[count].ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK);
//--- show current data
Print("Date = ",arr[count].date," Bid = ",arr[count].bid," Ask = ",arr[count].ask);
//--- increase the counter
count++;
//--- if the array is filled, write data to the file and zero it out
if(count==size)
{
WriteData(size);
count=0;
}
}
© 2000-2017, MetaQuotes Software Corp.
1420 File Functions
//+------------------------------------------------------------------+
//| Write n elements of the array to file |
//+------------------------------------------------------------------+
void WriteData(const int n)
{
//--- open the file
ResetLastError();
int handle=FileOpen(path,FILE_READ|FILE_WRITE|FILE_BIN);
if(handle!=INVALID_HANDLE)
{
//--- write array data to the end of the file
FileSeek(handle,0,SEEK_END);
FileWriteArray(handle,arr,0,n);
//--- close the file
FileClose(handle);
}
else
Print("Failed to open the file, error ",GetLastError());
}
See also
Variables, FileSeek
© 2000-2017, MetaQuotes Software Corp.
1421 File Functions
FileWriteDouble
The function writes the value of a double parameter to a file, starting from the current position of the
file pointer.
uint FileWriteDouble(
int file_handle, // File handle
double value // Value to write
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
value
[in] The value of double type.
Return Value
If successful the function returns the number of bytes written (in this case sizeof(double)=8). The
file pointer is shifted by the same number of bytes.
Example:
//+------------------------------------------------------------------+
//| Demo_FileWriteDouble.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- parameters for receiving data from the terminal
input string InpSymbolName="EURJPY"; // currency pair
input ENUM_TIMEFRAMES InpSymbolPeriod=PERIOD_M15; // time frame
input int InpMAPeriod=10; // smoothing period
input int InpMAShift=0; // indicator shift
input ENUM_MA_METHOD InpMAMethod=MODE_SMA; // smoothing type
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // price type
input datetime InpDateStart=D'2013.01.01 00:00'; // data copying start date
//--- parameters for writing data to the file
input string InpFileName="MA.csv"; // file name
input string InpDirectoryName="Data"; // directory name
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
© 2000-2017, MetaQuotes Software Corp.
1422 File Functions
datetime date_finish=TimeCurrent();
double ma_buff[];
datetime time_buff[];
int size;
//--- receive MA indicator handle
ResetLastError();
int ma_handle=iMA(InpSymbolName,InpSymbolPeriod,InpMAPeriod,InpMAShift,InpMAMethod,InpAppliedPri
if(ma_handle==INVALID_HANDLE)
{
//--- failed to receive the indicator handle
PrintFormat("Error when receiving indicator handle. Error code = %d",GetLastError());
return;
}
//--- being in the loop until the indicator calculates all its values
while(BarsCalculated(ma_handle)==-1)
Sleep(20); // a pause to allow the indicator to calculate all its values
PrintFormat("Indicator values starting from %s will be written to the file",TimeToString(InpDate
//--- copy the indicator values
ResetLastError();
if(CopyBuffer(ma_handle,0,InpDateStart,date_finish,ma_buff)==-1)
{
PrintFormat("Failed to copy the indicator values. Error code = %d",GetLastError());
return;
}
//--- copy the time of the appropriate bars' arrival
ResetLastError();
if(CopyTime(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,time_buff)==-1)
{
PrintFormat("Failed to copy time values. Error code = %d",GetLastError());
return;
}
//--- receive the buffer size
size=ArraySize(ma_buff);
//--- free the memory occupied by the indicator
IndicatorRelease(ma_handle);
//--- open the file for writing the indicator values (if the file is absent, it will be created aut
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_WRITE|FILE_BIN);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for writing",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
//--- first, write the size of data sample
FileWriteDouble(file_handle,(double)size);
//--- write the indicator time and value to the file
for(int i=0;i<size;i++)
{
FileWriteDouble(file_handle,(double)time_buff[i]);
FileWriteDouble(file_handle,ma_buff[i]);
© 2000-2017, MetaQuotes Software Corp.
1423 File Functions
}
//--- close the file
FileClose(file_handle);
PrintFormat("Data is written, %s file is closed",InpFileName);
}
else
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
}
See also
Real types (double, float)
© 2000-2017, MetaQuotes Software Corp.
1424 File Functions
FileWriteFloat
The function writes the value of the float parameter to a bin-file, starting from the current position of
the file pointer.
uint FileWriteFloat(
int file_handle, // File handle
float value // Value to be written
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
value
[in] The value of float type.
Return Value
If successful the function returns the number of bytes written (in this case sizeof(float)=4). The file
pointer is shifted by the same number of bytes.
Example:
//+------------------------------------------------------------------+
//| Demo_FileWriteFloat.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- parameters for receiving data from the terminal
input string InpSymbolName="EURUSD"; // currency pair
input ENUM_TIMEFRAMES InpSymbolPeriod=PERIOD_M15; // time frame
input datetime InpDateStart=D'2013.01.01 00:00'; // data copying start date
//--- parameters for writing data to the file
input string InpFileName="Close.bin"; // file name
input string InpDirectoryName="Data"; // directory name
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
datetime date_finish=TimeCurrent();
double close_buff[];
datetime time_buff[];
int size;
© 2000-2017, MetaQuotes Software Corp.
1425 File Functions
//--- reset the error value
ResetLastError();
//--- copy the close price for each bar
if(CopyClose(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,close_buff)==-1)
{
PrintFormat("Failed to copy close price values. Error code = %d",GetLastError());
return;
}
//--- copy the time for each bar
if(CopyTime(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,time_buff)==-1)
{
PrintFormat("Failed to copy the time values. Error code = %d",GetLastError());
return;
}
//--- receive the buffer size
size=ArraySize(close_buff);
//--- open the file for writing the values (if the file is absent, it will be created automatically
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_WRITE|FILE_BIN);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is open for writing",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
//--- write close prices' time and values to the file
for(int i=0;i<size;i++)
{
FileWriteDouble(file_handle,(double)time_buff[i]);
FileWriteFloat(file_handle,(float)close_buff[i]);
}
//--- close the file
FileClose(file_handle);
PrintFormat("Data is written, %s file is closed",InpFileName);
}
else
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
}
See also
Real types (double, float), FileWriteDouble
© 2000-2017, MetaQuotes Software Corp.
1426 File Functions
FileWriteInteger
The function writes the value of the int parameter to a bin-file, starting from the current position of
the file pointer.
uint FileWriteInteger(
int file_handle, // File handle
int value, // Value to be written
int size=INT_VALUE // Size in bytes
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
value
[in] Integer value.
size=INT_VALUE
[in] Number of bytes (up to 4 inclusive), that should be written. The corresponding constants are
provided: CHAR_VALUE=1, SHORT_VALUE=2 and INT_VALUE=4, so the function can write the
integer value of char, uchar, short, ushort, int, or uint type.
Return Value
If successful the function returns the number of bytes written. The file pointer is shifted by the
same number of bytes.
Example:
//+------------------------------------------------------------------+
//| Demo_FileWriteInteger.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- parameters for receiving data from the terminal
input string InpSymbolName="EURUSD"; // currency pair
input ENUM_TIMEFRAMES InpSymbolPeriod=PERIOD_H1; // time frame
input datetime InpDateStart=D'2013.01.01 00:00'; // data copying start date
//--- parameters for writing data to the file
input string InpFileName="Trend.bin"; // file name
input string InpDirectoryName="Data"; // directory name
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
© 2000-2017, MetaQuotes Software Corp.
1427 File Functions
{
datetime date_finish=TimeCurrent();
double close_buff[];
datetime time_buff[];
int size;
//--- reset the error value
ResetLastError();
//--- copy the close price for each bar
if(CopyClose(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,close_buff)==-1)
{
PrintFormat("Failed to copy the values of close prices. Error code = %d",GetLastError());
return;
}
//--- copy the time for each bar
if(CopyTime(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,time_buff)==-1)
{
PrintFormat("Failed to copy time values. Error code = %d",GetLastError());
return;
}
//--- receive the buffer size
size=ArraySize(close_buff);
//--- open the file for writing the values (if the file is absent, it will be created automatically
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_WRITE|FILE_BIN);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for writing",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
//---
int up_down=0; // trend flag
int arr_size; // arr array size
uchar arr[]; // uchar type array
//--- write time values to the file
for(int i=0;i<size-1;i++)
{
//--- compare close prices of the current and next bars
if(close_buff[i]<=close_buff[i+1])
{
if(up_down!=1)
{
//--- write date value to the file using FileWriteInteger
StringToCharArray(TimeToString(time_buff[i]),arr);
arr_size=ArraySize(arr);
//--- first, write the number of symbols in the array
FileWriteInteger(file_handle,arr_size,INT_VALUE);
//--- write the symbols
for(int j=0;j<arr_size;j++)
FileWriteInteger(file_handle,arr[j],CHAR_VALUE);
//--- change the trend flag
© 2000-2017, MetaQuotes Software Corp.
1428 File Functions
up_down=1;
}
}
else
{
if(up_down!=-1)
{
//--- write the date value to the file using FileWriteInteger
StringToCharArray(TimeToString(time_buff[i]),arr);
arr_size=ArraySize(arr);
//--- first, write the number of symbols in the array
FileWriteInteger(file_handle,arr_size,INT_VALUE);
//--- write the symbols
for(int j=0;j<arr_size;j++)
FileWriteInteger(file_handle,arr[j],CHAR_VALUE);
//--- change the trend flag
up_down=-1;
}
}
}
//--- close the file
FileClose(file_handle);
PrintFormat("Data is written, %s file is closed",InpFileName);
}
else
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
}
See also
IntegerToString, StringToInteger, Integer types
© 2000-2017, MetaQuotes Software Corp.
1429 File Functions
FileWriteLong
The function writes the value of the long-type parameter to a bin-file, starting from the current
position of the file pointer.
uint FileWriteLong(
int file_handle, // File handle
long value // Value to be written
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
value
[in] Value of type long.
Return Value
If successful the function returns the number of bytes written (in this case sizeof(long)=8). The file
pointer is shifted by the same number of bytes.
Example:
//+------------------------------------------------------------------+
//| Demo_FileWriteLong.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- parameters for receiving data from the terminal
input string InpSymbolName="EURUSD"; // currency pair
input ENUM_TIMEFRAMES InpSymbolPeriod=PERIOD_H1; // time frame
input datetime InpDateStart=D'2013.01.01 00:00'; // data copying start date
//--- parameters for writing data to the file
input string InpFileName="Volume.bin"; // file name
input string InpDirectoryName="Data"; // directory name
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
datetime date_finish=TimeCurrent();
long volume_buff[];
datetime time_buff[];
int size;
© 2000-2017, MetaQuotes Software Corp.
1430 File Functions
//--- reset the error value
ResetLastError();
//--- copy tick volumes for each bar
if(CopyTickVolume(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,volume_buff)==-1)
{
PrintFormat("Failed to copy values of the tick volume. Error code = %d",GetLastError());
return;
}
//--- copy the time for each bar
if(CopyTime(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,time_buff)==-1)
{
PrintFormat("Failed to copy time values. Error code = %d",GetLastError());
return;
}
//--- receive the buffer size
size=ArraySize(volume_buff);
//--- open the file for writing the indicator values (if the file is absent, it will be created aut
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_WRITE|FILE_BIN);
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for writing",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
//--- first, write the data sample size
FileWriteLong(file_handle,(long)size);
//--- write time and volume values to file
for(int i=0;i<size;i++)
{
FileWriteLong(file_handle,(long)time_buff[i]);
FileWriteLong(file_handle,volume_buff[i]);
}
//--- close the file
FileClose(file_handle);
PrintFormat("Data is written, %s file is closed",InpFileName);
}
else
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
}
See also
Integer types, FileWriteInteger
© 2000-2017, MetaQuotes Software Corp.
1431 File Functions
FileWriteString
The function writes the value of a string-type parameter into a BIN, CSV or TXT file starting from the
current position of the file pointer. When writing to a CSV or TXT file: if there is a symbol in the string
'\n' (LF) without previous character '\r' (CR), then before '\n' the missing '\r' is added.
uint FileWriteString(
int file_handle, // File handle
const string text_string, // string to write
int length=-1 // number of symbols
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
text_string
[in] String.
length=-1
[in] The number of characters that you want to write. This option is needed for writing a string
into a BIN file. If the size is not specified, then the entire string without the trailer 0 is written. If
you specify a size smaller than the length of the string, then a part of the string without the trailer
0 is written. If you specify a size greater than the length of the string, the string is filled by the
appropriate number of zeros. For files of CSV and TXT type, this parameter is ignored and the
string is written entirely.
Return Value
If successful the function returns the number of bytes written. The file pointer is shifted by the
same number of bytes.
Note
Note that when writing to a file opened by the FILE_UNICODE flag (or without a flag FILE_ANSI), then
the number of bytes written will be twice as large as the number of string characters written. When
recording to a file opened with the FILE_ANSI flag, the number of bytes written will coincide with the
number of string characters written.
Example:
//+------------------------------------------------------------------+
//| Demo_FileWriteString.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- parameters for receiving data from the terminal
© 2000-2017, MetaQuotes Software Corp.
1432 File Functions
input string InpSymbolName="EURUSD"; // currency pair
input ENUM_TIMEFRAMES InpSymbolPeriod=PERIOD_H1; // time frame
input int InpMAPeriod=14; // MA period
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // price type
input datetime InpDateStart=D'2013.01.01 00:00'; // data copying start date
//--- parameters for writing data to the file
input string InpFileName="RSI.csv"; // file name
input string InpDirectoryName="Data"; // directory name
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
datetime date_finish; // data copying end date
double rsi_buff[]; // array of indicator values
datetime date_buff[]; // array of the indicator dates
int rsi_size=0; // size of the indicator arrays
//--- end time is the current one
date_finish=TimeCurrent();
//--- receive RSI indicator handle
ResetLastError();
int rsi_handle=iRSI(InpSymbolName,InpSymbolPeriod,InpMAPeriod,InpAppliedPrice);
if(rsi_handle==INVALID_HANDLE)
{
//--- failed to receive the indicator handle
PrintFormat("Error when receiving indicator handle. Error code = %d",GetLastError());
return;
}
//--- being in the loop, until the indicator calculates all its values
while(BarsCalculated(rsi_handle)==-1)
Sleep(10); // a pause to allow the indicator to calculate all its values
//--- copy the indicator values for a certain period of time
ResetLastError();
if(CopyBuffer(rsi_handle,0,InpDateStart,date_finish,rsi_buff)==-1)
{
PrintFormat("Failed to copy indicator values. Error code = %d",GetLastError());
return;
}
//--- copy the appropriate time for the indicator values
ResetLastError();
if(CopyTime(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,date_buff)==-1)
{
PrintFormat("Failed to copy time values. Error code = %d",GetLastError());
return;
}
//--- free the memory occupied by the indicator
IndicatorRelease(rsi_handle);
//--- receive the buffer size
rsi_size=ArraySize(rsi_buff);
© 2000-2017, MetaQuotes Software Corp.
1433 File Functions
//--- open the file for writing the indicator values (if the file is absent, it will be created aut
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_WRITE|FILE_CSV|FILE_AN
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is available for writing",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));
//--- prepare additional variables
string str="";
bool is_formed=false;
//--- write dates of forming overbought and oversold areas
for(int i=0;i<rsi_size;i++)
{
//--- check the indicator values
if(rsi_buff[i]>=70 || rsi_buff[i]<=30)
{
//--- if the value is the first one in this area
if(!is_formed)
{
//--- add the value and the date
str=(string)rsi_buff[i]+"\t"+(string)date_buff[i];
is_formed=true;
}
else
str+="\t"+(string)rsi_buff[i]+"\t"+(string)date_buff[i];
//--- move to the next loop iteration
continue;
}
//--- check the flag
if(is_formed)
{
//--- the string is formed, write it to the file
FileWriteString(file_handle,str+"\r\n");
is_formed=false;
}
}
//--- close the file
FileClose(file_handle);
PrintFormat("Data is written, %s file is closed",InpFileName);
}
else
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
}
See also
String Type, StringFormat
© 2000-2017, MetaQuotes Software Corp.
1434 File Functions
FileWriteStruct
The function writes into a bin-file contents of a structure passed as a parameter, starting from the
current position of the file pointer.
uint FileWriteStruct(
int file_handle, // File handle
const void& struct_object, // link to an object
int size=-1 // size to be written in bytes
);
Parameters
file_handle
[in] File descriptor returned by FileOpen().
struct_object
[in] Reference to the object of this structure. The structure should not contain strings, dynamic
arrays or virtual functions.
size=-1
[in] Number of bytes that you want to record. If size is not specified or the specified number of
bytes is greater than the size of the structure, the entire structure is written.
Return Value
If successful the function returns the number of bytes written. The file pointer is shifted by the
same number of bytes.
Example:
//+------------------------------------------------------------------+
//| Demo_FileWiteStruct.mq5 |
//| Copyright 2013, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- show the window of input parameters when launching the script
#property script_show_inputs
//--- parameters for receiving data from the terminal
input string InpSymbolName="EURUSD"; // currency pair
input ENUM_TIMEFRAMES InpSymbolPeriod=PERIOD_H1; // time frame
input datetime InpDateStart=D'2013.01.01 00:00'; // data copying start date
//--- parameters for writing data to the file
input string InpFileName="EURUSD.txt"; // file name
input string InpDirectoryName="Data"; // directory name
//+------------------------------------------------------------------+
//| Structure for storing candlestick data |
//+------------------------------------------------------------------+
struct candlesticks
© 2000-2017, MetaQuotes Software Corp.
1435 File Functions
{
double open; // open price
double close; // close price
double high; // high price
double low; // low price
datetime date; // date
};
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
datetime date_finish=TimeCurrent();
int size;
datetime time_buff[];
double open_buff[];
double close_buff[];
double high_buff[];
double low_buff[];
candlesticks cand_buff[];
//--- reset the error value
ResetLastError();
//--- receive the time of the arrival of the bars from the range
if(CopyTime(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,time_buff)==-1)
{
PrintFormat("Failed to copy time values. Error code = %d",GetLastError());
return;
}
//--- receive high prices of the bars from the range
if(CopyHigh(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,high_buff)==-1)
{
PrintFormat("Failed to copy values of high prices. Error code = %d",GetLastError());
return;
}
//--- receive low prices of the bars from the range
if(CopyLow(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,low_buff)==-1)
{
PrintFormat("Failed to copy values of low prices. Error code = %d",GetLastError());
return;
}
//--- receive open prices of the bars from the range
if(CopyOpen(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,open_buff)==-1)
{
PrintFormat("Failed to copy values of open prices. Error code = %d",GetLastError());
return;
}
//--- receive close prices of the bars from the range
if(CopyClose(InpSymbolName,InpSymbolPeriod,InpDateStart,date_finish,close_buff)==-1)
{
© 2000-2017, MetaQuotes Software Corp.
1436 File Functions
PrintFormat("Failed to copy values of close prices. Error code = %d",GetLastError());
return;
}
//--- define dimension of the arrays
size=ArraySize(time_buff);
//--- save all data in the structure array
ArrayResize(cand_buff,size);
for(int i=0;i<size;i++)
{
cand_buff[i].open=open_buff[i];
cand_buff[i].close=close_buff[i];
cand_buff[i].high=high_buff[i];
cand_buff[i].low=low_buff[i];
cand_buff[i].date=time_buff[i];
}
//--- open the file for writing the structure array to the file (if the file is absent, it will be
ResetLastError();
int file_handle=FileOpen(InpDirectoryName+"//"+InpFileName,FILE_READ|FILE_WRITE|FILE_BIN|FILE_CO
if(file_handle!=INVALID_HANDLE)
{
PrintFormat("%s file is open for writing",InpFileName);
PrintFormat("File path: %s\\Files\\",TerminalInfoString(TERMINAL_COMMONDATA_PATH));
//--- prepare the counter of the number of bytes
uint counter=0;
//--- write array values in the loop
for(int i=0;i<size;i++)
counter+=FileWriteStruct(file_handle,cand_buff[i]);
PrintFormat("%d bytes of information is written to %s file",InpFileName,counter);
PrintFormat("Total number of bytes: %d * %d * %d = %d, %s",size,5,8,size*5*8,size*5*8==counte
//--- close the file
FileClose(file_handle);
PrintFormat("Data is written, %s file is closed",InpFileName);
}
else
PrintFormat("Failed to open %s file, Error code = %d",InpFileName,GetLastError());
}
See also
Structures and classes
© 2000-2017, MetaQuotes Software Corp.
1437 File Functions
FileLoad
Reads all data of a specified binary file into a passed array of numeric types or simple structures. The
function allows you to quickly read data of a known type into the appropriate array.
bool FileLoad(
int file_name, // File name
const void& buffer[], // An array of numeric types or simple structures
int common_flag=0 // A file flag, is searched in <data_folder>\MQL5\Files\ by defa
);
Parameters
file_name
[in] The name of the file from which data will be read.
buffer
[out] An array of numeric types or simple structures.
common_flag=0
[in] A file flag indicating the operation mode. If the parameter is not specified, the file is
searched in the subfolder MQL5\Files (or in <testing_agent_directory>\MQL5\Files in case of
testing).
Return Value
The number of elements read or -1 in case of an error.
Note
The FileLoad() function reads from a file the number of bytes multiple of the array element size.
Suppose the file size is 10 bytes, and the function reads data into an array of type double
(sizeof(double)=8). In this case the function will read only 8 bytes, the remaining 2 bytes at the end
of the file will be dropped, and the function FileLoad() will return 1 (1 element read).
Example:
//+------------------------------------------------------------------+
//| Demo_FileLoad.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property script_show_inputs
//--- input parameters
input int bars_to_save=10; // Number of bars
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1438 File Functions
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
string filename=_Symbol+"_rates.bin";
MqlRates rates[];
//---
int copied=CopyRates(_Symbol,_Period,0,bars_to_save,rates);
if(copied!=-1)
{
PrintFormat(" CopyRates(%s) copied %d bars",_Symbol,copied);
//--- Writing quotes to a file
if(!FileSave(filename,rates,FILE_COMMON))
PrintFormat("FileSave() failed, error=%d",GetLastError());
}
else
PrintFormat("Failed CopyRates(%s), error=",_Symbol,GetLastError());
//--- Now reading these quotes back to the file
ArrayFree(rates);
long count=FileLoad(filename,rates,FILE_COMMON);
if(count!=-1)
{
Print("Time\tOpen\tHigh\tLow\tClose\tTick Voulme\tSpread\tReal Volume");
for(int i=0;i<count;i++)
{
PrintFormat("%s\t%G\t%G\t%G\t%G\t%I64u\t%d\t%I64u",
TimeToString(rates[i].time,TIME_DATE|TIME_SECONDS),
rates[i].open,rates[i].high,rates[i].low,rates[i].close,
rates[i].tick_volume,rates[i].spread,rates[i].real_volume);
}
}
}
See also
Structures and Classes, FileReadArra, FileReadStruct
© 2000-2017, MetaQuotes Software Corp.
1439 File Functions
FileSave
Writes to a binary file all elements of an array passed as a parameter. The function allows you to
quickly write arrays of numeric types or simple structures as one string.
bool FileSave(
int file_name, // File name
const void& buffer[], // An array of numeric types or simple structures
int common_flag=0 // A file flag, by default files are written to <data_folder>\MQ
);
Parameters
file_name
[in] The name of the file, to the data array will be written.
buffer
[in] An array of numeric types or simple structures.
common_flag=0
[in] A file flag indicating the operation mode. If the parameter is not specified, the file will be
written to the subfolder MQL5\Files (or to <testing_agent_directory>\MQL5\Files in case of
testing).
Return Value
In case of failure returns false.
Example:
//+------------------------------------------------------------------+
//| Demo_FileSave.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property script_show_inputs
//--- input parameters
input int ticks_to_save=1000; // Number of ticks
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
string filename=_Symbol+"_ticks.bin";
MqlTick ticks[];
u//---
int copied=CopyTicks(_Symbol,ticks,COPY_TICKS_ALL,0,ticks_to_save);
if(copied!=-1)
{
© 2000-2017, MetaQuotes Software Corp.
1440 File Functions
PrintFormat(" CopyTicks(%s) copied %d ticks",_Symbol,copied);
//--- If the tick history is synchronized, the error code is equal to zero
if(!GetLastError()==0)
PrintFormat("%s: Ticks are not synchronized, error=%d",_Symbol,copied,_LastError);
//--- Writing ticks to a file
if(!FileSave(filename,ticks,FILE_COMMON))
PrintFormat("FileSave() failed, error=%d",GetLastError());
}
else
PrintFormat("Failed CopyTicks(%s), Error=",_Symbol,GetLastError());
//--- Now reading the ticks back to the file
ArrayFree(ticks);
long count=FileLoad(filename,ticks,FILE_COMMON);
if(count!=-1)
{
Print("Time\tBid\tAsk\tLast\tVolume\tms\tflags");
for(int i=0;i<count;i++)
{
PrintFormat("%s.%03I64u:\t%G\t%G\t%G\t%I64u\t0x%04x",
TimeToString(ticks[i].time,TIME_DATE|TIME_SECONDS),ticks[i].time_msc%1000,
ticks[i].bid,ticks[i].ask,ticks[i].last,ticks[i].volume,ticks[i].flags);
}
}
}
See also
Structures and Classes, FileWriteArray, FileWriteStruct
© 2000-2017, MetaQuotes Software Corp.
1441 File Functions
FolderCreate
The function creates a folder in the Files directory (depending on the value of common_flag).
bool FolderCreate(
string folder_name, // String with the name of the new folder
int common_flag=0 // Scope
);
Parameters
folder_name
[in] The name of the directory you want to create. Contains the full path to the folder.
common_flag=0
[in] Flag determining the location of the directory. If common_flag=FILE_COMMON, then the
directory is in the shared folder for all client terminals \Terminal\Common\Files. Otherwise, the
directory is in a local folder (MQL5\Files or MQL5\Tester\Files in case of testing).
Return Value
Returns true if successful, otherwise - false.
Note
For security reasons, work with files is strictly controlled in the MQL5 language. Files with which file
operations are conducted using MQL5 means, cannot be outside the file sandbox.
Example:
//+------------------------------------------------------------------+
//| Demo_FolderCreate.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- Description
#property description "The script shows a sample use of FolderCreate()."
#property description "An external parameter defines the folder for creating folders."
#property description "After running the script, a structure of folders is created"
//--- Show the dialog of input parameters when starting the script
#property script_show_inputs
//--- The input parameter defines the folder, in which the script is running
input bool common_folder=false; // A shared folder of all terminals
int flag=0; // The flag value determines the place for running file operati
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
© 2000-2017, MetaQuotes Software Corp.
1442 File Functions
{
string working_folder;
//--- Set the flag value, if the external parameter common_folder==true
if(common_folder)
{
flag=FILE_COMMON;
//--- Find the folder, in which we are working
working_folder=TerminalInfoString(TERMINAL_COMMONDATA_PATH)+"\\MQL5\\Files";
}
else working_folder=TerminalInfoString(TERMINAL_DATA_PATH)+"\\MQL5\\Files";
//--- The folder that will be created in the folder MQL5\Files
string root="Folder_A";
if(CreateFolder(working_folder,root,flag))
{
//--- Create a child folder in it Child_Folder_B1
string folder_B1="Child_Folder_B1";
string path=root+"\\"+folder_B1; // Create a folder name based on the structure
if(CreateFolder(working_folder,path,flag))
{
//--- Create 3 more child folders in this folder
string folder_C11="Child_Folder_C11";
string child_path=path+"\\"+folder_C11;// Create a folder name based on the structure
CreateFolder(working_folder,child_path,flag);
//--- The second child folder
string folder_C12="Child_Folder_C12";
child_path=path+"\\"+folder_C12;
CreateFolder(working_folder,child_path,flag);
//--- The third child folder
string folder_C13="Child_Folder_C13";
child_path=path+"\\"+folder_C13;
CreateFolder(working_folder,child_path,flag);
}
}
//---
}
//+------------------------------------------------------------------+
//| Tries to create a folder and shows a message |
//+------------------------------------------------------------------+
bool CreateFolder(string working_folder,string folder_path,int file_flag)
{
//--- A debug message
PrintFormat("folder_path=%s",folder_path);
//--- Trying to create a folder relative to path MQL5\Files
if(FolderCreate(folder_path,file_flag))
{
//--- Show the entire path to the created folder
PrintFormat("Folder %s has been created",working_folder+"\\"+folder_path);
//--- Reset the error code
© 2000-2017, MetaQuotes Software Corp.
1443 File Functions
ResetLastError();
//--- Return successful result
return true;
}
else
PrintFormat("Failed to create folder %s. Error code %d",working_folder+folder_path,GetLastErr
//--- Failed
return false;
}
See also
FileOpen(), FolderClean(), FileCopy()
© 2000-2017, MetaQuotes Software Corp.
1444 File Functions
FolderDelete
The function removes the specified directory. If the folder is not empty, then it can't be removed.
bool FolderDelete(
string folder_name, // String with the name of the folder to delete
int common_flag=0 // Scope
);
Parameters
folder_name
[in] The name of the directory you want to delete. Contains the full path to the folder.
common_flag=0
[in] Flag determining the location of the directory. If common_flag=FILE_COMMON, then the
directory is in the shared folder for all client terminals \Terminal\Common\Files. Otherwise, the
directory is in a local folder (MQL5\Files or MQL5\Tester\Files in the case of testing).
Return Value
Returns true if successful, otherwise false.
Note
For security reasons, work with files is strictly controlled in the MQL5 language. Files with which file
operations are conducted using MQL5 means, cannot be outside the file sandbox.
If the directory contains at least one file and/or subdirectory, then this directory can't be deleted, it
must be cleared first. FolderClean() is used to clear a folder of all its files or subfolders.
Example:
//+------------------------------------------------------------------+
//| Demo_FolderDelete.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- Description
#property description "The script shows a sample use of FolderDelete()."
#property description "First two folders are created; one of them is empty, the second one contains
#property description "When trying to delete a non-empty folder, an error is returned and a warning
//--- Show the dialog of input parameters when starting the script
#property script_show_inputs
//--- Input parameters
input string firstFolder="empty"; // An empty folder
input string secondFolder="nonempty";// The folder, in which one file will be created
string filename="delete_me.txt"; // The name of the file that will be created in folder secon
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1445 File Functions
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- Write the file handle here
int handle;
//--- Find out in what folder we are working
string working_folder=TerminalInfoString(TERMINAL_DATA_PATH)+"\\MQL5\\Files";
//--- A debug message
PrintFormat("working_folder=%s",working_folder);
//--- Trying to create an empty folder relative to path MQL5\Files
if(FolderCreate(firstFolder,0)) // 0 means that we are working in the local folder of the termin
{
//--- Enter the full path to the created folder
PrintFormat("Folder %s has been created",working_folder+"\\"+firstFolder);
//--- Reset the error code
ResetLastError();
}
else
PrintFormat("Failed to create folder %s. Error code %d",working_folder+"\\"+firstFolder, GetL
//--- Now create a non-empty folder using the FileOpen() function
string filepath=secondFolder+"\\"+filename; // Form path to file that we want to open to write
handle=FileOpen(filepath,FILE_WRITE|FILE_TXT); // Flag FILE_WRITE in this case is obligatory, se
if(handle!=INVALID_HANDLE)
PrintFormat("File %s has been opened for reading",working_folder+"\\"+filepath);
else
PrintFormat("Failed to create file %s in folder %s. Error code=",filename,secondFolder, GetLa
Comment(StringFormat("Prepare to delete folders %s and %s", firstFolder, secondFolder));
//--- A small pause of 5 seconds to read a message in the chart
Sleep(5000); // Sleep() cannot be used in indicators!
//--- Show a dialog and ask the user
int choice=MessageBox(StringFormat("Do you want to delete folders %s and %s?", firstFolder, seco
"Deleting folders",
MB_YESNO|MB_ICONQUESTION); // Two buttons - "Yes" and "No"
//--- Run an action depending on the selected variant
if(choice==IDYES)
{
//--- Delete the comment form the chart
Comment("");
//--- Add a message into the "Experts" journal
PrintFormat("Trying to delete folders %s and %s",firstFolder, secondFolder);
ResetLastError();
//--- Delete the empty folder
if(FolderDelete(firstFolder))
//--- The following message should appear since the folder is empty
PrintFormat("Folder %s has been successfully deleted",firstFolder);
© 2000-2017, MetaQuotes Software Corp.
1446 File Functions
else
PrintFormat("Failed to delete folder %s. Error code=%d", firstFolder, GetLastError());
ResetLastError();
//--- Delete the folder that contains a file
if(FolderDelete(secondFolder))
PrintFormat("Folder %s has been successfully deleted", secondFolder);
else
//--- The following message should appear since the folder contains a file
PrintFormat("Failed to delete folder %s. Error code=%d", secondFolder, GetLastError());
}
else
Print("Deletion canceled");
//---
}
See also
FileOpen(), FolderClean(), FileMove()
© 2000-2017, MetaQuotes Software Corp.
1447 File Functions
FolderClean
The function deletes all files in a specified folder.
bool FolderClean(
string folder_name, // String with the name of the deleted folder
int common_flag=0 // Scope
);
Parameters
folder_name
[in] The name of the directory where you want to delete all files. Contains the full path to the
folder.
common_flag=0
[in] Flag determining the location of the directory. If common_flag = FILE_COMMON, then the
directory is in the shared folder for all client terminals \Terminal\Common\Files. Otherwise, the
directory is in a local folder(MQL5\Files or MQL5\Tester\Files in case of testing).
Return Value
Returns true if successful, otherwise false.
Note
For security reasons, work with files is strictly controlled in the MQL5 language. Files with which file
operations are conducted using MQL5 means, cannot be outside the file sandbox.
This function should be used with caution, since all the files and all subdirectories are deleted
irretrievably.
Example:
//+------------------------------------------------------------------+
//| Demo_FolderClean.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- Description
#property description "The script shows a sample use of FolderClean()."
#property description "First, files are created in the specified folder using the FileOpen() functi
#property description "Then, before the files are deleted, a warning is shown using MessageBox()."
//--- Show the dialog of input parameters when starting the script
#property script_show_inputs
//--- Input parameters
input string foldername="demo_folder"; // Create a folder in MQL5/Files/
input int files=5; // The number of files to create and delete
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1448 File Functions
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
string name="testfile";
//--- First open or create files in the terminal data folder
for(int N=0;N<files;N++)
{
//--- The name of the file in the form of 'demo_folder\testfileN.txt'
string filemane=StringFormat("%s\\%s%d.txt",foldername,name,N);
//--- Open a file with the flag for writing, in this case the 'demo_folder' will be created a
int handle=FileOpen(filemane,FILE_WRITE);
//--- Find out if the FileOpen() function was successful
if(handle==INVALID_HANDLE)
{
PrintFormat("Failed to create file %s. Error code",filemane,GetLastError());
ResetLastError();
}
else
{
PrintFormat("File %s has been successfully opened",filemane);
//--- The opened file is not needed any more, so close it
FileClose(handle);
}
}
//--- Check the number of files in the folder
int k=FilesInFolder(foldername+"\\*.*",0);
PrintFormat("Totally the folder %s contains %d files",foldername,k);
//--- Show a dialog to ask the user
int choice=MessageBox(StringFormat("You are going to delete %d files from folder %s. Do you want
"Deleting files from the folder",
MB_YESNO|MB_ICONQUESTION); // Two buttons - "Yes" and "No"
ResetLastError();
//--- Run an action depending on the selected variant
if(choice==IDYES)
{
//--- Start to delete files
PrintFormat("Trying to delete all files from folder %s",foldername);
if(FolderClean(foldername,0))
PrintFormat("Files have been successfully deleted, %d files left in folder %s",
foldername,
FilesInFolder(foldername+"\\*.*",0));
else
PrintFormat("Failed to delete files from folder %s. Error code %d",foldername,GetLastError
}
else
PrintFormat("Deletion canceled");
© 2000-2017, MetaQuotes Software Corp.
1449 File Functions
//---
}
//+------------------------------------------------------------------+
//| Returns the number of files in the specified folder |
//+------------------------------------------------------------------+
int FilesInFolder(string path,int flag)
{
int count=0;
long handle;
string filename;
//---
handle=FileFindFirst(path,filename,flag);
//--- If at least one file found, search for more files
if(handle!=INVALID_HANDLE)
{
//--- Show the name of the file
PrintFormat("File %s found",filename);
//--- Increase the counter of found files/folders
count++;
//--- Start search in all files/folders
while(FileFindNext(handle,filename))
{
PrintFormat("File %s found",filename);
count++;
}
//--- Do not forget to close the search handle upon completion
FileFindClose(handle);
}
else // Failed to get the handle
{
PrintFormat("Files search in folder %s failed",path);
}
//--- Return the result
return count;
}
See also
FileFindFirst, FileFindNext, FileFindClose
© 2000-2017, MetaQuotes Software Corp.
1450 Custom Indicators
Custom Indicators
This is the group functions used in the creation of custom indicators. These functions can't be used
when writing Expert Advisors and Scripts.
Function Action
SetIndexBuffer Binds the specified indicator buffer with one-
dimensional dynamic array of the double type
IndicatorSetDouble Sets the value of an indicator property of the
double type
IndicatorSetInteger Sets the value of an indicator property of the
int type
IndicatorSetString Sets the value of an indicator property of the
string type
PlotIndexSetDouble Sets the value of an indicator line property of
the type double
PlotIndexSetInteger Sets the value of an indicator line property of
the int type
PlotIndexSetString Sets the value of an indicator line property of
the string type
PlotIndexGetInteger Returns the value of an indicator line property
of the integer type
Indicator properties can be set using the compiler directives or using functions. To better understand
this, it is recommended that you study indicator styles in examples.
All the necessary calculations of a custom indicator must be placed in the predetermined function
OnCalculate(). If you use a short form of the OnCalculate() function call, like
int OnCalculate (const int rates_total, const int prev_calculated, const int begin, const double& p
then the rates_total variable contains the value of the total number of elements of the price[] array,
passed as an input parameter for calculating indicator values.
Parameter prev_calculated is the result of the execution of OnCalculate() at the previous call; it allows
organizing a saving algorithm for calculating indicator values. For example, if the current value
rates_total = 1000, prev_calculated = 999, then perhaps it's enough to make calculations only for one
value of each indicator buffer.
If the information about the size of the input array price would have been unavailable, then it would
lead to the necessity to make calculations for 1000 values of each indicator buffer. At the first call of
OnCalculate() value prev_calculated = 0. If the price[] array has changed somehow, then in this case
prev_calculated is also equal to 0.
The begin parameter shows the number of initial values of the price array, which don't contain data for
calculation. For example, if values of Accelerator Oscillator (for which the first 37 values aren't
© 2000-2017, MetaQuotes Software Corp.
1451 Custom Indicators
calculated) were used as an input parameter, then begin = 37. For example, let's consider a simple
indicator:
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//---- plot Label1
#property indicator_label1 "Label1"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- indicator buffers
double Label1Buffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,Label1Buffer,INDICATOR_DATA);
//---
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const int begin,
const double &price[])
{
//---
Print("begin = ",begin," prev_calculated = ",prev_calculated," rates_total = ",rates_total);
//--- return value of prev_calculated for next call
return(rates_total);
}
Drag it from the "Navigator" window to the window of the Accelerator Oscillator indicator and we
indicate that calculations will be made based on the values of the previous indicator:
© 2000-2017, MetaQuotes Software Corp.
1452 Custom Indicators
As a result, the first call of OnCalculate() the value of prev_calculated will be equal to zero, and in
further calls it will be equal to the rates_total value (until the number of bars on the price chart
increases).
The value of the begin parameter will be exactly equal to the number of initial bars, for which the
values of the Accelerator indicator aren't calculated according to the logic of this indicator. If we look
at the source code of the custom indicator Accelerator.mq5, we'll see the following lines in the OnInit()
function:
//--- sets first bar from which index will be drawn
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,37);
© 2000-2017, MetaQuotes Software Corp.
1453 Custom Indicators
Using the function PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, empty_first_values), we set the
number of non-existing first values in the zero indicator array of a custom indicator, which we don't
need to accept for calculation (empty_first_values). Thus, we have mechanisms to:
1. set the number of initial values of an indicator, which shouldn't be used for calculations in another
custom indicator;
2. get information on the number of first values to be ignored when you call another custom indicator,
without going into the logic of its calculations.
© 2000-2017, MetaQuotes Software Corp.
1454 Custom Indicators
Indicator Styles in Examples
The MetaTrader 5 Client Terminal includes 38 technical indicators that can be used in MQL5 programs
using appropriate functions. But the main advantage of the MQL5 language is the ability to create
custom indicators, which can then be used in Expert Advisors or simply applied on price charts for the
purpose of technical analysis.
The entire set of indicators can be derived from several base drawing styles, known as plotting.
Plotting denotes a way of displaying data, which the indicator calculates, stores and provides on
request. There are seven such basic plotting types:
1. A line
2. A section (segment)
3. Histogram
4. Arrow (symbol)
5. A painted area (filled channel)
6. Bars
7. Japanese candlesticks
Each plotting requires one to five arrays of the double type, in which indicator values are stored. For
the purpose of convenience, these arrays are associated with the indicator buffers. The number of
buffers in an indicator must be declared in advance using compiler directives, for example:
#property indicator_buffers 3 // Number of buffers
#property indicator_plots 2 // number of plots
The number of buffers in the indicator is always greater than or equal to the number of plots in the
indicator.
Since each basic plotting type can have color variation or construction specifics, the actual number of
plotting types in the MQL5 is 18:
Plotting Description Value buffers Color buffers
DRAW_NONE Is not visually 1 -
displayed in the chart,
but the values of the
corresponding buffer
can be viewed in the
Data Window
DRAW_LINE A line is plotted on the 1 -
values of the
corresponding buffer
(empty values in the
buffer are undesirable)
DRAW_SECTION Is drawn as line 1 -
segments between the
values of the
corresponding buffer
© 2000-2017, MetaQuotes Software Corp.
1455 Custom Indicators
(usually has a lot of
empty values)
DRAW_HISTOGRAM Is drawn as a 1 -
histogram from the
zero line to the values
of the corresponding
buffer (may have
empty values)
DRAW_HISTOGRAM2 Is drawn as a 2 -
histogram based on
two indicator buffers
(may have empty
values)
DRAW_ARROW Is drawn as symbols 1 -
(may have empty
values)
DRAW_ZIGZAG Similar to the style 2 -
DRAW_SECTION, but
unlike it, can plot
vertical segments on
one bar
DRAW_FILLING Color fill between two 2 -
lines. 2 values of the
corresponding buffers
are shown in the Data
Window
DRAW_BARS Is drawn as bars. 4 4 -
values of the
corresponding buffers
are shown in the Data
Window
DRAW_CANDLES Drawn as Japanese 4 -
candlesticks. 4 values
of the corresponding
buffers are shown in
the Data Window
DRAW_COLOR_LINE A line for which you 1 1
can alternate colors on
different bars or
change its color at any
time
DRAW_COLOR_SECTIO Similar to the style 1 1
N DRAW_SECTION, but
the color of each
section can be set
© 2000-2017, MetaQuotes Software Corp.
1456 Custom Indicators
individually; color can
also be set dynamically
DRAW_COLOR_HISTO Similar to the style 1 1
GRAM DRAW_HISTOGRAM,
but each strip may
have a different color,
you can set the color
dynamically
DRAW_COLOR_HISTO Similar to the style 2 1
GRAM2 DRAW_HISTOGRAM2,
but each strip may
have a different color,
you can set the color
dynamically
DRAW_COLOR_ARRO Similar to the style 1 1
W DRAW_ARROW, but
each symbol can have
its color. Color can be
changed dynamically
DRAW_COLOR_ZIGZAG The DRAW_ZIGZAG 2 1
style with the options
of individual coloring
of sections and
dynamic color changing
DRAW_COLOR_BARS The DRAW_BARS style 4 1
with the options of
individual coloring of
bars and dynamic color
changing
DRAW_COLOR_CANDL The DRAW_CANDLES 4 1
ES style with the options
of individual coloring
of candlesticks and
dynamic color changing
The difference between an indicator buffer and an array
In each indicator, on its global level, you should declare one or more arrays of the double type, which
then must be used as an indicator buffer using the SetIndexBuffer() function. To draw indicator plots,
only the values of the indicator buffers are used, any other arrays cannot be used for this purpose. In
addition, buffer values are displayed in the Data Window.
An indicator buffer should be dynamic and does not require specification of the size – the size of the
array used as the indicator buffer is set by the terminal execution subsystem automatically.
© 2000-2017, MetaQuotes Software Corp.
1457 Custom Indicators
After the array is bound to the indicator buffer, the indexing direction is set by default like in ordinary
arrays, but you can use the ArraySetAsSeries() function to change the way of access to the array
elements. By default, the indicator buffer is used to store data used for plotting (INDICATOR_DATA).
If the calculation of indicator values requires holding intermediate calculations and storing the
additional values for each bar, then such an array can be declared as a calculation buffer during
binding (INDICATOR_CALCULATIONS). For the intermediate values, you can also use a regular array,
but in this case, the programmer has to manage the size of the array.
Some plots allow setting a color for each bar. To store the information about color, color buffers are
used (INDICATOR_COLOR_INDEX). The color is an integer type color, but all indicator buffers must be
of type double. Values of color and auxiliary (INDICATOR_CALCULATIONS) buffers cannot be obtained
by using CopyBuffer().
The number of indicator buffers must be specified using the compiler directive #property
indicator_buffers number_of_buffers:
#property indicator_buffers 3 // the indicator has 3 buffers
The maximum allowed number of buffers in one indicator is 512.
Relevance of Indicator Buffers and Plotting
Each plotting is based on one or more indicator buffers. So, for displaying simple candlesticks, four
values are required - Open, High, Low and Close prices. Accordingly, to display an indicator in the
form of candlesticks, it is necessary to declare 4 indicator buffers and 4 arrays of the double type for
them. For example:
//--- The indicator has four indicator buffers
#property indicator_buffers 4
//--- The indicator has one plotting
#property indicator_plots 1
//--- Graphical plotting number 1 will appear as candlesticks
#property indicator_type1 DRAW_CANDLES
//--- Candlestick will be drawn in clrDodgerBlue
#property indicator_color1 clrDodgerBlue
//--- 4 arrays for the indicator buffers
double OBuffer[];
double HBuffer[];
double LBuffer[];
double CBuffer[];
Graphical plots automatically use indicator buffers in accordance with the plot number. Numbering of
plots starts with 1, numbering of buffers starts with zero. If the first plotting requires 4 indicator
buffers, then the first 4 indicator buffers will be used to draw it. These four buffers should be linked
with the appropriate arrays with correct indexing using the SetIndexBuffer() function.
//--- Binding arrays with indicator buffers
SetIndexBuffer(0,OBuffer,INDICATOR_DATA); // The first buffer corresponds to the zero index
© 2000-2017, MetaQuotes Software Corp.
1458 Custom Indicators
SetIndexBuffer(1,HBuffer,INDICATOR_DATA); // The second buffer corresponds to index 1
SetIndexBuffer(2,LBuffer,INDICATOR_DATA); // The third buffer corresponds to index 2
SetIndexBuffer(3,CBuffer,INDICATOR_DATA); // The fourth buffer corresponds to index 3
The plotting candlesticks, the indicator will use just the first four buffers, because plotting of
"candlesticks" was announced under the first number.
Change the example, and add plotting of a simple line - DRAW_LINE. Now suppose that the line is
numbered 1, and the candlesticks are number 2. The number of buffers and the number of plots has
increased.
//--- The indicator has 5 indicator buffers
#property indicator_buffers 5
//--- The indicator has 2 plots
#property indicator_plots 2
//--- Plot 1 is a line
#property indicator_type1 DRAW_LINE
//--- The color of the line is clrDodgerRed
#property indicator_color1 clrDodgerRed
//--- Plot 2 is drawn as Japanese candlesticks
#property indicator_type2 DRAW_CANDLES
//--- The color of the candlesticks is clrDodgerBlue
#property indicator_color2 clrDodgerBlue
//--- 5 arrays for indicator buffers
double LineBuffer[];
double OBuffer[];
double HBuffer[];
double LBuffer[];
double CBuffer[];
The order of the plots has changed, and now the line comes first, followed by Japanese candlesticks.
Therefore, the order of the buffers is appropriate - first we announce a buffer for the line with the
zero index, and then four buffers for the candlesticks.
SetIndexBuffer(0,LineBuffer,INDICATOR_DATA); // The first buffer corresponds to index 0
//--- Binding arrays with indicator buffers for the candlesticks
SetIndexBuffer(1,OBuffer,INDICATOR_DATA); // The second buffer corresponds to index 1
SetIndexBuffer(2,HBuffer,INDICATOR_DATA); // The third buffer corresponds to index 2
SetIndexBuffer(3,LBuffer,INDICATOR_DATA); // The fourth buffer corresponds to index 3
SetIndexBuffer(4,CBuffer,INDICATOR_DATA); // The fifth buffer corresponds to index 4
The number of buffers and plots can be set only by using compiler directives, it is impossible to
change these properties dynamically using functions.
Color Versions of Styles
As can be seen in the table, the styles are divided into two groups. The first group includes styles in
whose name there is no word COLOR, we call these styles basic:
© 2000-2017, MetaQuotes Software Corp.
1459 Custom Indicators
· DRAW_LINE
· DRAW_SECTION
· DRAW_HISTOGRAM
· DRAW_HISTOGRAM2
· DRAW_ARROW
· DRAW_ZIGZAG
· DRAW_FILLING
· DRAW_BARS
· DRAW_CANDLES
In the second group, the style names contain the word COLOR, let's call them color versions:
· DRAW_COLOR_LINE
· DRAW_COLOR_SECTION
· DRAW_COLOR_HISTOGRAM
· DRAW_COLOR_HISTOGRAM2
· DRAW_COLOR_ARROW
· DRAW_COLOR_ZIGZAG
· DRAW_COLOR_BARS
· DRAW_COLOR_CANDLES
All color versions of styles differ from the basic ones in that they allow specifying a color for each part
of the plotting. The minimal part of plotting is a bar, so we can say that the color versions allow
setting the color on each bar.
Exceptions are styles DRAW_NONE and DRAW_FILLING, they do not have color versions.
To set the plotting color on each bar, an additional buffer for storing the color index has been added to
the color version. These indices indicate the number of a color in a special array, which contains a
predefined set of colors. The size of the array of colors is 64. This means that each color version of a
style allows painting a plot in 64 different colors.
The set and the number of colors in the special array of colors can be set via a compiler directive
#property indicator_color, where you can specify all the necessary colors separated by commas. For
example, such an entry in an indicator:
//--- Define 8 colors for coloring candlesticks (they are stored in the special array)
#property indicator_color1 clrRed,clrBlue,clrGreen,clrYellow,clrMagenta,clrCyan,clrLime,clrOrange
It states that for plotting 1, 8 colors are set, which will be placed in a special array. Further in the
program we will not specify the color of the plotting, but only its index. If we want to set red color for
the bar number K, the color index value from an array should be set in the color buffer of the
indicator. The red color is specified first in the directive, it corresponds to the index number 0.
//--- set the candlestick color clrRed
col_buffer[buffer_index]=0;
The set of colors is not given once and for all, it can be changed dynamically using
PlotIndexSetInteger(). Example:
© 2000-2017, MetaQuotes Software Corp.
1460 Custom Indicators
//--- Set the color for each index as the property PLOT_LINE_COLOR
PlotIndexSetInteger(0, // The number of a graphical style
PLOT_LINE_COLOR, // Property identifier
plot_color_ind, // The index of the color, where we write the colo
color_array[i]); // A new color
Properties of the indicator and plotting
For indicator plots, properties can be set by means of compiler directives and using the appropriate
functions. Read more information about this in Connection between Indicator Properties and
Functions. Dynamic change of indicator properties using special functions allows creating more flexible
custom indicators.
Start of Indicator Drawing on the Chart
In many cases, according to the conditions of the algorithm, it is impossible to start calculating the
indicator values immediately with the current bar, since it is necessary to provide a minimum number
of previous bars available in history. For example, many types of smoothing imply using an array of
prices over the previous N bars, and on the basis of these values, the indicator value on the current
bar is calculated.
In such cases, either there is no way to calculate the indicator values for the first N bars, or these
values are not intended to be displayed on the chart and are only subsidiary for calculating further
values. To avoid plotting of the indicator on the first N bars of the history, set the N value to the
PLOT_DRAW_BEGIN property for the corresponding plot:
//--- Binding arrays with indicator buffers for the candlesticks
PlotIndexSetInteger(number_of_plot,PLOT_DRAW_BEGIN,N);
Here:
· number_of_plot – a value from zero to indicator_plots-1 (numbering of plots starts with zero).
· N - the number of first bars in the history, on which the indicator should not be displayed on the
chart.
© 2000-2017, MetaQuotes Software Corp.
1461 Custom Indicators
DRAW_NONE
The DRAW_NONE style is designed for use in cases where it is necessary to calculate the values of a
buffer and show them in the Data Window, but plotting on the chart is not required. To set up the
accuracy use the expression IndicatorSetInteger(INDICATOR_DIGITS,num_chars) in the OnInit()
function:
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,InvisibleBuffer,INDICATOR_DATA);
//--- Set the accuracy of values to be displayed in the Data Window
IndicatorSetInteger(INDICATOR_DIGITS,0);
//---
return(INIT_SUCCEEDED);
}
The number of buffers required for plotting DRAW_NONE is 1.
An example of the indicator that shows the number of the bar on which the mouse currently hovers in
the Data Window. The numbering corresponds to the timeseries, meaning the current unfinished bar
has the zero index, and the oldest bar has the largest index.
Note that despite the fact that, for red color is set plotting #1, the indicator does not draw anything
on the chart.
//+------------------------------------------------------------------+
//| DRAW_NONE.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
© 2000-2017, MetaQuotes Software Corp.
1462 Custom Indicators
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- plot Invisible
#property indicator_label1 "Bar Index"
#property indicator_type1 DRAW_NONE
#property indicator_style1 STYLE_SOLID
#property indicator_color1 clrRed
#property indicator_width1 1
//--- indicator buffers
double InvisibleBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- Binding an array and an indicator buffer
SetIndexBuffer(0,InvisibleBuffer,INDICATOR_DATA);
//--- Set the accuracy of values to be displayed in the Data Window
IndicatorSetInteger(INDICATOR_DIGITS,0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static datetime lastbar=0;
//--- If this is the first calculation of the indicator
if(prev_calculated==0)
{
//--- Renumber the bars for the first time
CalcValues(rates_total,close);
//--- Remember the opening time of the current bar in lastbar
lastbar=(datetime)SeriesInfoInteger(_Symbol,_Period,SERIES_LASTBAR_DATE);
© 2000-2017, MetaQuotes Software Corp.
1463 Custom Indicators
}
else
{
//--- If a new bar has appeared, its open time differs from lastbar
if(lastbar!=SeriesInfoInteger(_Symbol,_Period,SERIES_LASTBAR_DATE))
{
//--- Renumber the bars once again
CalcValues(rates_total,close);
//--- Update the opening time of the current bar in lastbar
lastbar=(datetime)SeriesInfoInteger(_Symbol,_Period,SERIES_LASTBAR_DATE);
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Number the bars like in a timeseries |
//+------------------------------------------------------------------+
void CalcValues(int total,double const &array[])
{
//--- Set indexing of the indicator buffer like in a timeseries
ArraySetAsSeries(InvisibleBuffer,true);
//--- Fill in each bar with its number
for(int i=0;i<total;i++) InvisibleBuffer[i]=i;
}
© 2000-2017, MetaQuotes Software Corp.
1464 Custom Indicators
DRAW_LINE
DRAW_LINE draws a line of the specified color by the values of the indicator buffer. The width, style
and color of the line can be set using the compiler directives and dynamically using the
PlotIndexSetInteger() function. Dynamic changes of the plotting properties allows "to enliven"
indicators, so that their appearance changes depending on the current situation.
The number of buffers required for plotting DRAW_LINE is 1.
An example of the indicator that draws a line using Close prices of bars. The line color, width and style
change randomly every N=5 ticks.
Note that initially for plot1 with DRAW_LINE the properties are set using the compiler directive
#property, and then in the OnCalculate() function these three properties are set randomly. The N
parameter is set in external parameters of the indicator for the possibility of manual configuration
(the Parameters tab in the indicator's Properties window).
//+------------------------------------------------------------------+
//| DRAW_LINE.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_LINE"
#property description "It draws a line of a specified color at Close prices"
#property description "Color, width and style of lines is changed randomly"
#property description "after every N ticks"
© 2000-2017, MetaQuotes Software Corp.
1465 Custom Indicators
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- Line properties are set using the compiler directives
#property indicator_label1 "Line" // Name of a plot for the Data Window
#property indicator_type1 DRAW_LINE // Type of plotting is line
#property indicator_color1 clrRed // Line color
#property indicator_style1 STYLE_SOLID // Line style
#property indicator_width1 1 // Line Width
//--- input parameter
input int N=5; // Number of ticks to change
//--- An indicator buffer for the plot
double LineBuffer[];
//--- An array to store colors
color colors[]={clrRed,clrBlue,clrGreen};
//--- An array to store the line styles
ENUM_LINE_STYLE styles[]={STYLE_SOLID,STYLE_DASH,STYLE_DOT,STYLE_DASHDOT,STYLE_DASHDOTDOT};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- Binding an array and an indicator buffer
SetIndexBuffer(0,LineBuffer,INDICATOR_DATA);
//--- Initializing the generator of pseudo-random numbers
MathSrand(GetTickCount());
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Calculate ticks to change the style, color and width of the line
ticks++;
//--- If a critical number of ticks has been accumulated
if(ticks>=N)
{
© 2000-2017, MetaQuotes Software Corp.
1466 Custom Indicators
//--- Change the line properties
ChangeLineAppearance();
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- Block for calculating indicator values
for(int i=0;i<rates_total;i++)
{
LineBuffer[i]=close[i];
}
//--- Return the prev_calculated value for the next call of the function
return(rates_total);
}
//+------------------------------------------------------------------+
//| Changes the appearance of the drawn line in the indicator |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the line properties
string comm="";
//--- A block for changing the color of the line
//--- Get a random number
int number=MathRand();
//--- The divisor is equal to the size of the colors[] array
int size=ArraySize(colors);
//--- Get the index to select a new color as the remainder of integer division
int color_index=number%size;
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_COLOR,colors[color_index]);
//--- Write the line color
comm=comm+(string)colors[color_index];
//--- A block for changing the width of the line
number=MathRand();
//--- Get the width of the remainder of integer division
int width=number%5; // The width is set from 0 to 4
//--- Set the color as the PLOT_LINE_WIDTH property
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,width);
//--- Write the line width
comm=comm+", Width="+IntegerToString(width);
//--- A block for changing the style of the line
number=MathRand();
//--- The divisor is equal to the size of the styles array
size=ArraySize(styles);
//--- Get the index to select a new style as the remainder of integer division
int style_index=number%size;
© 2000-2017, MetaQuotes Software Corp.
1467 Custom Indicators
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_STYLE,styles[style_index]);
//--- Write the line style
comm=EnumToString(styles[style_index])+", "+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1468 Custom Indicators
DRAW_SECTION
DRAW_SECTION draws sections of the specified color by the values of the indicator buffer. The width,
color and style of the line can be specified like for the DRAW_LINE style - using compiler directives or
dynamically using the PlotIndexSetInteger() function. Dynamic changes of the plotting properties allows
"to enliven" indicators, so that their appearance changes depending on the current situation.
Sections are drawn from one non-empty value to another non-empty value of the indicator buffer,
empty values are ignored. To specify what value should be considered as "empty", set this value in the
PLOT_EMPTY_VALUE property: For example, if the indicator should be drawn as a sequence of sections
on non-zero values, then you need to set the zero value as an empty one:
//--- The 0 (empty) value will mot participate in drawing
PlotIndexSetDouble(index_of_plot_DRAW_SECTION,PLOT_EMPTY_VALUE,0);
Always explicitly fill in the values of the indicator buffers, set an empty value in a buffer to the
elements that should not be plotted.
The number of buffers required for plotting DRAW_SECTION is 1.
An example of the indicator that draws sections between the High and Low prices. The color, width
and style of all sections change randomly every N ticks.
Note that initially for plot1 with DRAW_SECTION the properties are set using the compiler directive
#property, and then in the OnCalculate() function these three properties are set randomly. The N
parameter is set in external parameters of the indicator for the possibility of manual configuration
(the Parameters tab in the indicator's Properties window).
//+------------------------------------------------------------------+
//| DRAW_SECTION.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
© 2000-2017, MetaQuotes Software Corp.
1469 Custom Indicators
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_SECTION"
#property description "Draws straight sections every bars bars"
#property description "The color, width and style of sections are changed randomly"
#property description "after every N ticks"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- plot Section
#property indicator_label1 "Section"
#property indicator_type1 DRAW_SECTION
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameter
input int bars=5; // The length of sections in bars
input int N=5; // The number of ticks to change the style of sections
//--- An indicator buffer for the plot
double SectionBuffer[];
//--- An auxiliary variable to calculate ends of sections
int divider;
//--- An array to store colors
color colors[]={clrRed,clrBlue,clrGreen};
//--- An array to store the line styles
ENUM_LINE_STYLE styles[]={STYLE_SOLID,STYLE_DASH,STYLE_DOT,STYLE_DASHDOT,STYLE_DASHDOTDOT};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- Binding an array and an indicator buffer
SetIndexBuffer(0,SectionBuffer,INDICATOR_DATA);
//--- The 0 (empty) value will mot participate in drawing
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//--- Check the indicator parameter
if(bars<=0)
{
PrintFormat("Invalid value of parameter bar=%d",bars);
return(INIT_PARAMETERS_INCORRECT);
}
else divider=2*bars;
//---+
return(INIT_SUCCEEDED);
}
© 2000-2017, MetaQuotes Software Corp.
1470 Custom Indicators
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Calculate ticks to change the style, color and width of the line
ticks++;
//--- If a critical number of ticks has been accumulated
if(ticks>=N)
{
//--- Change the line properties
ChangeLineAppearance();
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- The number of the bar from which the calculation of indicator values starts
int start=0;
//--- If the indicator has been calculated before, then set start on the previous bar
if(prev_calculated>0) start=prev_calculated-1;
//--- Here are all the calculations of the indicator values
for(int i=start;i<rates_total;i++)
{
//--- Get a remainder of the division of the bar number by 2*bars
int rest=i%divider;
//--- If the bar number is divisible by 2*bars
if(rest==0)
{
//--- Set the end of the section at the High price of this bar
SectionBuffer[i]=high[i];
}
//---If the remainder of the division is equal to bars,
else
{
//--- Set the end of the section at the High price of this bar
if(rest==bars) SectionBuffer[i]=low[i];
//--- If nothing happened, ignore the bar - set 0
else SectionBuffer[i]=0;
}
© 2000-2017, MetaQuotes Software Corp.
1471 Custom Indicators
}
//--- Return the prev_calculated value for the next call of the function
return(rates_total);
}
//+------------------------------------------------------------------+
//| Changes the appearance of sections in the indicator |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the line properties
string comm="";
//--- A block of line color change
int number=MathRand(); // Get a random number
//--- The divisor is equal to the size of the colors[] array
int size=ArraySize(colors);
//--- Get the index to select a new color as the remainder of integer division
int color_index=number%size;
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_COLOR,colors[color_index]);
//--- Write the line color
comm=comm+"\r\n"+(string)colors[color_index];
//--- A block for changing the width of the line
number=MathRand();
//--- Get the width of the remainder of integer division
int width=number%5; // The width is set from 0 to 4
//--- Set the width
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,width);
//--- Write the line width
comm=comm+"\r\nWidth="+IntegerToString(width);
//--- A block for changing the style of the line
number=MathRand();
//--- The divisor is equal to the size of the styles array
size=ArraySize(styles);
//--- Get the index to select a new style as the remainder of integer division
int style_index=number%size;
//--- Set the line style
PlotIndexSetInteger(0,PLOT_LINE_STYLE,styles[style_index]);
//--- Write the line style
comm="\r\n"+EnumToString(styles[style_index])+""+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1472 Custom Indicators
DRAW_HISTOGRAM
The DRAW_HISTOGRAM style draws a histogram as a sequence of columns of a specified color from
zero to a specified value. Values are taken from the indicator buffer. The width, color and style of the
column can be specified like for the DRAW_LINE style - using compiler directives or dynamically using
the PlotIndexSetInteger() function. Dynamic changes of the plotting properties allows changing the
look of the histogram based on the current situation.
Since a column from the zero level is drawn on each bar, DRAW_HISTOGRAM should better be used in
a separate chart window. Most often this type of plotting is used to create indicators of the oscillator
type, for example, Bears Power or OsMA. For the empty non-displayable values the zero value should
be specified.
The number of buffers required for plotting DRAW_HISTOGRAM is 1.
An example of the indicator that draws a sinusoid of a specified color based on the MathSin() function.
The color, width and style of all histogram columns change randomly each N ticks. The bars parameter
specifies the period of the sinusoid, that is after the specified number of bars the sinusoid will repeat
the cycle.
Note that initially for plot1 with DRAW_HISTOGRAM the properties are set using the compiler
directive #property, and then in the OnCalculate() function these three properties are set randomly.
The N parameter is set in external parameters of the indicator for the possibility of manual
configuration (the Parameters tab in the indicator's Properties window).
//+------------------------------------------------------------------+
//| DRAW_HISTOGRAM.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
© 2000-2017, MetaQuotes Software Corp.
1473 Custom Indicators
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_HISTOGRAM"
#property description "It draws a sinusoid as a histogram in a separate window"
#property description "The color and width of columns are changed randomly"
#property description "after every N ticks"
#property description "The bars parameter sets the number of bars in the cycle of the sinusoid"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- plot Histogram
#property indicator_label1 "Histogram"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input int bars=30; // The period of a sinusoid in bars
input int N=5; // The number of ticks to change the histogram
//--- indicator buffers
double HistogramBuffer[];
//--- A factor to get the 2Pi angle in radians, when multiplied by the bars parameter
double multiplier;
//--- An array to store colors
color colors[]={clrRed,clrBlue,clrGreen};
//--- An array to store the line styles
ENUM_LINE_STYLE styles[]={STYLE_SOLID,STYLE_DASH,STYLE_DOT,STYLE_DASHDOT,STYLE_DASHDOTDOT};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,HistogramBuffer,INDICATOR_DATA);
//--- Calculate the multiplier
if(bars>1)multiplier=2.*M_PI/bars;
else
{
PrintFormat("Set the value of bars=%d greater than 1",bars);
//--- Early termination of the indicator
return(INIT_PARAMETERS_INCORRECT);
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
© 2000-2017, MetaQuotes Software Corp.
1474 Custom Indicators
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Calculate ticks to change the style, color and width of the line
ticks++;
//--- If a critical number of ticks has been accumulated
if(ticks>=N)
{
//--- Change the line properties
ChangeLineAppearance();
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- Calculate the indicator values
int start=0;
//--- If already calculated during the previous starts of OnCalculate
if(prev_calculated>0) start=prev_calculated-1; // set the beginning of the calculation with the
//--- Fill in the indicator buffer with values
for(int i=start;i<rates_total;i++)
{
HistogramBuffer[i]=sin(i*multiplier);
}
//--- Return the prev_calculated value for the next call of the function
return(rates_total);
}
//+------------------------------------------------------------------+
//| Changes the appearance of lines in the indicator |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the line properties
string comm="";
//--- A block for changing the color of the line
int number=MathRand(); // Get a random number
//--- The divisor is equal to the size of the colors[] array
int size=ArraySize(colors);
//--- Get the index to select a new color as the remainder of integer division
int color_index=number%size;
© 2000-2017, MetaQuotes Software Corp.
1475 Custom Indicators
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_COLOR,colors[color_index]);
//--- Write the line color
comm=comm+"\r\n"+(string)colors[color_index];
//--- A block for changing the width of the line
number=MathRand();
//--- Get the width of the remainder of integer division
int width=number%5; // The width is set from 0 to 4
//--- Set the width
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,width);
//--- Write the line width
comm=comm+"\r\nWidth="+IntegerToString(width);
//--- A block for changing the style of the line
number=MathRand();
//--- The divisor is equal to the size of the styles array
size=ArraySize(styles);
//--- Get the index to select a new style as the remainder of integer division
int style_index=number%size;
//--- Set the line style
PlotIndexSetInteger(0,PLOT_LINE_STYLE,styles[style_index]);
//--- Write the line style
comm="\r\n"+EnumToString(styles[style_index])+""+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1476 Custom Indicators
DRAW_HISTOGRAM2
The DRAW_HISTOGRAM2 style draws a histogram of a specified color – vertical segments using the
values of two indicator buffers. The width, color and style of the segments can be specified like for
the DRAW_LINE style - using compiler directives or dynamically using the PlotIndexSetInteger()
function. Dynamic changes of the plotting properties allows changing the look of the histogram based
on the current situation.
The DRAW_HISTOGRAM2 style can be used in a separate subwindow of a chart and in its main window.
For empty values nothing is drawn, all the values in the indicator buffers need to be set explicitly.
Buffers are not initialized with a zero value.
The number of buffers required for plotting DRAW_HISTOGRAM2 is 2.
An example of the indicator that plots a vertical segment of the specified color and width between the
Open and Close prices of each bar. The color, width and style of all histogram columns change
randomly each N ticks. During the start of the indicator, in the OnInit() function, the number of the
day of week for which the histogram will not be drawn - invisible_day - is set randomly. For this
purpose an empty value is set PLOT_EMPTY_VALUE=0:
//--- Set an empty value
PlotIndexSetDouble(index_of_plot_DRAW_SECTION,PLOT_EMPTY_VALUE,0);
Note that initially for plot1 with DRAW_HISTOGRAM2 the properties are set using the compiler
directive #property, and then in the OnCalculate() function these three properties are set randomly.
The N parameter is set in external parameters of the indicator for the possibility of manual
configuration (the Parameters tab in the indicator's Properties window).
//+------------------------------------------------------------------+
//| DRAW_HISTOGRAM2.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
© 2000-2017, MetaQuotes Software Corp.
1477 Custom Indicators
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_HISTOGRAM2"
#property description "It draws a segment between Open and Close on each bar"
#property description "The color, width and style are changed randomly"
#property description "after every N ticks"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 1
//--- plot Histogram_2
#property indicator_label1 "Histogram_2"
#property indicator_type1 DRAW_HISTOGRAM2
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input int N=5; // The number of ticks to change the histogram
//--- indicator buffers
double Histogram_2Buffer1[];
double Histogram_2Buffer2[];
//--- The day of the week for which the indicator is not plotted
int invisible_day;
//--- An array to store colors
color colors[]={clrRed,clrBlue,clrGreen};
//--- An array to store the line styles
ENUM_LINE_STYLE styles[]={STYLE_SOLID,STYLE_DASH,STYLE_DOT,STYLE_DASHDOT,STYLE_DASHDOTDOT};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,Histogram_2Buffer1,INDICATOR_DATA);
SetIndexBuffer(1,Histogram_2Buffer2,INDICATOR_DATA);
//--- Set an empty value
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//--- Get a random number from 0 to 5
invisible_day=MathRand()%6;
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
© 2000-2017, MetaQuotes Software Corp.
1478 Custom Indicators
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Calculate ticks to change the style, color and width of the line
ticks++;
//--- If a critical number of ticks has been accumulated
if(ticks>=N)
{
//--- Change the line properties
ChangeLineAppearance();
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- Calculate the indicator values
int start=0;
//--- To get the day of week by the open price of each bar
MqlDateTime dt;
//--- If already calculated during the previous starts of OnCalculate
if(prev_calculated>0) start=prev_calculated-1; // set the beginning of the calculation with the
//--- Fill in the indicator buffer with values
for(int i=start;i<rates_total;i++)
{
TimeToStruct(time[i],dt);
if(dt.day_of_week==invisible_day)
{
Histogram_2Buffer1[i]=0;
Histogram_2Buffer2[i]=0;
}
else
{
Histogram_2Buffer1[i]=open[i];
Histogram_2Buffer2[i]=close[i];
}
}
//--- Return the prev_calculated value for the next call of the function
return(rates_total);
}
//+------------------------------------------------------------------+
//| Changes the appearance of lines in the indicator |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1479 Custom Indicators
void ChangeLineAppearance()
{
//--- A string for the formation of information about the line properties
string comm="";
//--- A block of line color change
int number=MathRand(); // Get a random number
//--- The divisor is equal to the size of the colors[] array
int size=ArraySize(colors);
//--- Get the index to select a new color as the remainder of integer division
int color_index=number%size;
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_COLOR,colors[color_index]);
//--- Write the line color
comm=comm+"\r\n"+(string)colors[color_index];
//--- A block for changing the width of the line
number=MathRand();
//--- Get the width of the remainder of integer division
int width=number%5; // The width is set from 0 to 4
//--- Set the line width
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,width);
//--- Write the line width
comm=comm+"\r\nWidth="+IntegerToString(width);
//--- A block for changing the style of the line
number=MathRand();
//--- The divisor is equal to the size of the styles array
size=ArraySize(styles);
//--- Get the index to select a new style as the remainder of integer division
int style_index=number%size;
//--- Set the line style
PlotIndexSetInteger(0,PLOT_LINE_STYLE,styles[style_index]);
//--- Write the line style
comm="\r\n"+EnumToString(styles[style_index])+""+comm;
//--- Add information about the day that is omitted in calculations
comm="\r\nNot plotted day - "+EnumToString((ENUM_DAY_OF_WEEK)invisible_day)+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1480 Custom Indicators
DRAW_ARROW
The DRAW_ARROW style draws arrows of the specified color (symbols of the set Wingdings) based on
the value of the indicator buffer. The width and color of the symbols can be specified like for the
DRAW_LINE style - using compiler directives or dynamically using the PlotIndexSetInteger() function.
Dynamic changes of the plotting properties allows changing the look of an indicator based on the
current situation.
The symbol code is set using the PLOT_ARROW property.
//--- Define the symbol code from the Wingdings font to draw in PLOT_ARROW
PlotIndexSetInteger(0,PLOT_ARROW,code);
The default value of PLOT_ARROW=159 (a circle).
Each arrow is actually a symbol that has the height and the anchor point, and can cover some
important information on a chart (for example, the closing price at the bar). Therefore, we can
additionally specify the vertical shift in pixels, which does not depend on the scale of the chart. The
arrows will be shifted down by the specified number of pixels, although the values of the indicator will
remain the same:
//--- Set the vertical shift of arrows in pixels
PlotIndexSetInteger(0,PLOT_ARROW_SHIFT,shift);
A negative value of PLOT_ARROW_SHIFT means the shift of arrows upwards, a positive values shifts
the arrow down.
The DRAW_ARROW style can be used in a separate subwindow of a chart and in its main window.
Empty values are not drawn and do not appear in the "Data Window", all the values in the indicator
buffers should be set explicitly. Buffers are not initialized with a zero value.
//--- Set an empty value
PlotIndexSetDouble(index_of_plot_DRAW_ARROW,PLOT_EMPTY_VALUE,0);
The number of buffers required for plotting DRAW_ARROW is 1.
An example of the indicator, which draws arrows on each bar with the close price higher than the close
price of the previous bar. The color, width, shift and symbol code of all arrows are changed randomly
every N ticks.
© 2000-2017, MetaQuotes Software Corp.
1481 Custom Indicators
In the example, for plot1 with the DRAW_ARROW style, the properties, color and size are specified
using the compiler directive #property, and then in the OnCalculate() function the properties are set
randomly. The N parameter is set in external parameters of the indicator for the possibility of manual
configuration (the Parameters tab in the indicator's Properties window).
//+------------------------------------------------------------------+
//| DRAW_ARROW.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_ARROW"
#property description "Draws arrows set by Unicode characters, on a chart"
#property description "The color, size, shift and symbol code of the arrow are changed in a random
#property description "after every N ticks"
#property description "The code parameter sets the base value: code=159 (a circle)"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- plot Arrows
#property indicator_label1 "Arrows"
#property indicator_type1 DRAW_ARROW
#property indicator_color1 clrGreen
#property indicator_width1 1
//--- input parameters
input int N=5; // Number of ticks to change
© 2000-2017, MetaQuotes Software Corp.
1482 Custom Indicators
input ushort code=159; // Symbol code to draw in DRAW_ARROW
//--- An indicator buffer for the plot
double ArrowsBuffer[];
//--- An array to store colors
color colors[]={clrRed,clrBlue,clrGreen};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ArrowsBuffer,INDICATOR_DATA);
//--- Define the symbol code for drawing in PLOT_ARROW
PlotIndexSetInteger(0,PLOT_ARROW,code);
//--- Set the vertical shift of arrows in pixels
PlotIndexSetInteger(0,PLOT_ARROW_SHIFT,5);
//--- Set as an empty value 0
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Calculate ticks to change the color, size, shift and code of the arrow
ticks++;
//--- If a critical number of ticks has been accumulated
if(ticks>=N)
{
//--- Change the line properties
ChangeLineAppearance();
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- Block for calculating indicator values
int start=1;
© 2000-2017, MetaQuotes Software Corp.
1483 Custom Indicators
if(prev_calculated>0) start=prev_calculated-1;
//--- Calculation loop
for(int i=1;i<rates_total;i++)
{
//--- If the current Close price is higher than the previous one, draw an arrow
if(close[i]>close[i-1])
ArrowsBuffer[i]=close[i];
//--- Otherwise specify the zero value
else
ArrowsBuffer[i]=0;
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Change the appearance of symbols in the indicator |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the indicator properties
string comm="";
//--- A block for changing the arrow color
int number=MathRand(); // Get a random number
//--- The divisor is equal to the size of the colors[] array
int size=ArraySize(colors);
//--- Get the index to select a new color as the remainder of integer division
int color_index=number%size;
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_COLOR,colors[color_index]);
//--- Write the line color
comm=comm+"\r\n"+(string)colors[color_index];
//--- A block for changing the size arrows
number=MathRand();
//--- Get the width of the remainder of integer division
int width=number%5; // The size is set from 0 to 4
//--- Set the color as the PLOT_LINE_WIDTH property
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,width);
//--- Write the arrow size
comm=comm+"\r\nWidth="+IntegerToString(width);
//--- A block for changing the arrow code (PLOT_ARROW)
number=MathRand();
//--- Get the remainder of integer division to calculate a new code of the arrow (from 0 to 19)
int code_add=number%20;
//--- Set the new symbol code as the result of code+code_add
PlotIndexSetInteger(0,PLOT_ARROW,code+code_add);
//--- Write the symbol code PLOT_ARROW
comm="\r\n"+"PLOT_ARROW="+IntegerToString(code+code_add)+comm;
© 2000-2017, MetaQuotes Software Corp.
1484 Custom Indicators
//--- A block for changing the vertical shift of arrows in pixels
number=MathRand();
//--- Get the shift as the remainder of the integer division
int shift=20-number%41;
//--- Set the new shift from -20 to 20
PlotIndexSetInteger(0,PLOT_ARROW_SHIFT,shift);
//--- Write the shift PLOT_ARROW_SHIFT
comm="\r\n"+"PLOT_ARROW_SHIFT="+IntegerToString(shift)+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1485 Custom Indicators
DRAW_ZIGZAG
The DRAW_ZIGZAG style draws segments of a specified color based on the values of two indicator
buffers. This style is very similar to DRAW_SECTION, but unlike the latter, it allows drawing vertical
segments within one bar, if values of both indicator buffers are set for this bar. The segments are
plotted from a value in the first buffer to a value in the second indicator buffer. None of the buffers
can contain only empty values, since in this case nothing is plotted.
The width, color and style of the line can be specified like for the DRAW_SECTION style - using
compiler directives or dynamically using the PlotIndexSetInteger() function. Dynamic changes of the
plotting properties allows "to enliven" indicators, so that their appearance changes depending on the
current situation.
Sections are drawn from a non-empty value of one buffer to a non-empty value of another indicator
buffer. To specify what value should be considered as "empty", set this value in the
PLOT_EMPTY_VALUE property:
//--- The 0 (empty) value will mot participate in drawing
PlotIndexSetDouble(index_of_plot_DRAW_ZIGZAG,PLOT_EMPTY_VALUE,0);
Always explicitly fill in the values of the indicator buffers, set an empty value in a buffer to skip bars.
The number of buffers required for plotting DRAW_ZIGZAG is 2.
An example of the indicator that plots a saw based on the High and Low prices. The color, width and
style of the zigzag lines change randomly every N ticks.
Note that initially for plot1 with DRAW_ZIGZAG the properties are set using the compiler directive
#property, and then in the OnCalculate() function these properties are set randomly. The N parameter
is set in external parameters of the indicator for the possibility of manual configuration (the
Parameters tab in the indicator's Properties window).
© 2000-2017, MetaQuotes Software Corp.
1486 Custom Indicators
//+------------------------------------------------------------------+
//| DRAW_ZIGZAG.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_ZIGZAG"
#property description "It draws a \"saw\" as straight segments, skipping the bars of one day"
#property description "The day to skip is selected randomly during indicator start"
#property description "The color, width and style of segments are changed randomly"
#property description " every N ticks"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
//--- plot ZigZag
#property indicator_label1 "ZigZag"
#property indicator_type1 DRAW_ZIGZAG
#property indicator_color1 clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input int N=5; // Number of ticks to change
//--- indicator buffers
double ZigZagBuffer1[];
double ZigZagBuffer2[];
//--- The day of the week for which the indicator is not plotted
int invisible_day;
//--- An array to store colors
color colors[]={clrRed,clrBlue,clrGreen};
//--- An array to store the line styles
ENUM_LINE_STYLE styles[]={STYLE_SOLID,STYLE_DASH,STYLE_DOT,STYLE_DASHDOT,STYLE_DASHDOTDOT};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- Binding arrays and indicator buffers
SetIndexBuffer(0,ZigZagBuffer1,INDICATOR_DATA);
SetIndexBuffer(1,ZigZagBuffer2,INDICATOR_DATA);
//--- Get a random value from 0 to 6, for this day the indicator is not plotted
invisible_day=MathRand()%6;
//--- The 0 (empty) value will mot participate in drawing
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//--- The 0 (empty) value will mot participate in drawing
PlotIndexSetString(0,PLOT_LABEL,"ZigZag1;ZigZag2");
© 2000-2017, MetaQuotes Software Corp.
1487 Custom Indicators
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Calculate ticks to change the style, color and width of the line
ticks++;
//--- If a sufficient number of ticks has been accumulated
if(ticks>=N)
{
//--- Change the line properties
ChangeLineAppearance();
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- The structure of time is required to get the day of week of each bar
MqlDateTime dt;
//--- The start position of calculations
int start=0;
//--- If the indicator was calculated on the previous tick, then start the calculation with the las
if(prev_calculated!=0) start=prev_calculated-1;
//--- Calculation loop
for(int i=start;i<rates_total;i++)
{
//--- Write the bar open time in the structure
TimeToStruct(time[i],dt);
//--- If the day of the week of this bar is equal to invisible_day
if(dt.day_of_week==invisible_day)
{
//--- Write empty values to buffers for this bar
ZigZagBuffer1[i]=0;
ZigZagBuffer2[i]=0;
}
//--- If the day of the week is ok, fill in the buffers
© 2000-2017, MetaQuotes Software Corp.
1488 Custom Indicators
else
{
//--- If the bar number if even
if(i%2==0)
{
//--- Write High in the 1st buffer and Low in the 2nd one
ZigZagBuffer1[i]=high[i];
ZigZagBuffer2[i]=low[i];
}
//--- The bar number is odd
else
{
//--- Fill in the bar in a reverse order
ZigZagBuffer1[i]=low[i];
ZigZagBuffer2[i]=high[i];
}
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Changes the appearance of the zigzag segments |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the ZigZag properties
string comm="";
//--- A block for changing the color of the ZigZag
int number=MathRand(); // Get a random number
//--- The divisor is equal to the size of the colors[] array
int size=ArraySize(colors);
//--- Get the index to select a new color as the remainder of integer division
int color_index=number%size;
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_COLOR,colors[color_index]);
//--- Write the line color
comm=comm+"\r\n"+(string)colors[color_index];
//--- A block for changing the width of the line
number=MathRand();
//--- Get the width of the remainder of integer division
int width=number%5; // The width is set from 0 to 4
//--- Set the color as the PLOT_LINE_WIDTH property
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,width);
//--- Write the line width
comm=comm+"\r\nWidth="+IntegerToString(width);
//--- A block for changing the style of the line
© 2000-2017, MetaQuotes Software Corp.
1489 Custom Indicators
number=MathRand();
//--- The divisor is equal to the size of the styles array
size=ArraySize(styles);
//--- Get the index to select a new style as the remainder of integer division
int style_index=number%size;
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_STYLE,styles[style_index]);
//--- Write the line style
comm="\r\n"+EnumToString(styles[style_index])+""+comm;
//--- Add information about the day that is omitted in calculations
comm="\r\nNot plotted day - "+EnumToString((ENUM_DAY_OF_WEEK)invisible_day)+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1490 Custom Indicators
DRAW_FILLING
The DRAW_FILLING style plots a colored area between the values of two indicator buffers. In fact, this
style draws two lines and fills the space between them with one of two specified colors. It is used for
creating indicators that draw channels. None of the buffers can contain only empty values, since in this
case nothing is plotted.
You can set two fill colors:
· the first color is used for the areas where values in the first buffer are greater than the values in
the second indicator buffer;
· the second color is used for the areas where values in the second buffer are greater than the values
in the first indicator buffer.
The fill color can be set using the compiler directives or dynamically using the PlotIndexSetInteger()
function. Dynamic changes of the plotting properties allows "to enliven" indicators, so that their
appearance changes depending on the current situation.
The indicator is calculated for all bars, for which the values of the both indicator buffers are equal
neither to 0 nor to the empty value. To specify what value should be considered as "empty", set this
value in PLOT_EMPTY_VALUE property:
#define INDICATOR_EMPTY_VALUE -1.0
...
//--- INDICATOR_EMPTY_VALUE (empty value) will not participate in calculation of
PlotIndexSetDouble (DRAW_FILLING_creation_index,PLOT_EMPTY_VALUE,INDICATOR_EMPTY_VALUE);
Drawing on the bars that do not participate in the indicator calculation will depend on the values in the
indicator buffers:
· Bars, for which the values of both indicator buffers are equal to 0, do not participate in drawing the
indicator. It means that the area with zero values is not filled out.
· Bars, for which the values of the indicator buffers are equal to the "empty value", participate in
drawing the indicator. The area with empty values will be filled out so that to connect the areas with
significant values.
© 2000-2017, MetaQuotes Software Corp.
1491 Custom Indicators
It should be noted that if the "empty value" is equal to zero, the bars that do not participate in the
indicator calculation are also filled out.
The number of buffers required for plotting DRAW_FILLING is 2.
An example of the indicator that draws a channel between two MAs with different averaging periods in
a separate window. The change of the colors at the crossing of moving averages visually shows the
change of the upward and downward trends. The colors change randomly every N ticks. The N
parameter is set in external parameters of the indicator for the possibility of manual configuration
(the Parameters tab in the indicator's Properties window).
Note that initially for plot1 with DRAW_FILLING the properties are set using the compiler directive
#property, and then in the OnCalculate() function new colors are set randomly.
//+------------------------------------------------------------------+
//| DRAW_FILLING.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
© 2000-2017, MetaQuotes Software Corp.
1492 Custom Indicators
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_FILLING"
#property description "It draws a channel between two MAs in a separate window"
#property description "The fill color is changed randomly"
#property description "after every N ticks"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
//--- plot Intersection
#property indicator_label1 "Intersection"
#property indicator_type1 DRAW_FILLING
#property indicator_color1 clrRed,clrBlue
#property indicator_width1 1
//--- input parameters
input int Fast=13; // The period of a fast MA
input int Slow=21; // The period of a slow MA
input int shift=1; // A shift of MAs towards the future (positive)
input int N=5; // Number of ticks to change
//--- Indicator buffers
double IntersectionBuffer1[];
double IntersectionBuffer2[];
int fast_handle;
int slow_handle;
//--- An array to store colors
color colors[]={clrRed,clrBlue,clrGreen,clrAquamarine,clrBlanchedAlmond,clrBrown,clrCoral,clrDarkSl
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,IntersectionBuffer1,INDICATOR_DATA);
SetIndexBuffer(1,IntersectionBuffer2,INDICATOR_DATA);
//---
PlotIndexSetInteger(0,PLOT_SHIFT,shift);
//---
fast_handle=iMA(_Symbol,_Period,Fast,0,MODE_SMA,PRICE_CLOSE);
slow_handle=iMA(_Symbol,_Period,Slow,0,MODE_SMA,PRICE_CLOSE);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
© 2000-2017, MetaQuotes Software Corp.
1493 Custom Indicators
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Calculate ticks to change the style, color and width of the line
ticks++;
//--- If a sufficient number of ticks has been accumulated
if(ticks>=N)
{
//--- Change the line properties
ChangeLineAppearance();
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- Make the first calculation of the indicator, or data has changed and requires a complete reca
if(prev_calculated==0)
{
//--- Copy all the values of the indicators to the appropriate buffers
int copied1=CopyBuffer(fast_handle,0,0,rates_total,IntersectionBuffer1);
int copied2=CopyBuffer(slow_handle,0,0,rates_total,IntersectionBuffer2);
}
else // Fill only those data that are updated
{
//--- Get the difference in bars between the current and previous start of OnCalculate()
int to_copy=rates_total-prev_calculated;
//--- If there is no difference, we still copy one value - on the zero bar
if(to_copy==0) to_copy=1;
//--- copy to_copy values to the very end of indicator buffers
int copied1=CopyBuffer(fast_handle,0,0,to_copy,IntersectionBuffer1);
int copied2=CopyBuffer(slow_handle,0,0,to_copy,IntersectionBuffer2);
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Changes the colors of the channel filling |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the line properties
string comm="";
//--- A block for changing the color of the line
© 2000-2017, MetaQuotes Software Corp.
1494 Custom Indicators
int number=MathRand(); // Get a random number
//--- The divisor is equal to the size of the colors[] array
int size=ArraySize(colors);
//--- Get the index to select a new color as the remainder of integer division
int color_index1=number%size;
//--- Set the first color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,colors[color_index1]);
//--- Write the first color
comm=comm+"\r\nColor1 "+(string)colors[color_index1];
//--- Get the index to select a new color as the remainder of integer division
number=MathRand(); // Get a random number
int color_index2=number%size;
//--- Set the second color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,colors[color_index2]);
//--- Write the second color
comm=comm+"\r\nColor2 "+(string)colors[color_index2];
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1495 Custom Indicators
DRAW_BARS
The DRAW_BARS style draws bars on the values of four indicator buffers, which contain the Open,
High, Low and Close prices. It is used for creating custom indicators as bars, including those in a
separate subwindow of a chart and on other financial instruments.
The color of bars can be set using the compiler directives or dynamically using the
PlotIndexSetInteger() function. Dynamic changes of the plotting properties allows "to enliven"
indicators, so that their appearance changes depending on the current situation.
The indicator is drawn only to those bars, for which non-empty values of all four indicator buffers are
set. To specify what value should be considered as "empty", set this value in the PLOT_EMPTY_VALUE
property:
//--- The 0 (empty) value will mot participate in drawing
PlotIndexSetDouble(index_of_plot_DRAW_BARS,PLOT_EMPTY_VALUE,0);
Always explicitly fill in the values of the indicator buffers, set an empty value in a buffer to skip bars.
The number of required buffers for plotting DRAW_BARS is 4. All buffers for the plotting should go one
after the other in the given order: Open, High, Low and Close. None of the buffers can contain only
empty values, since in this case nothing is plotted.
An example of the indicator that draws bars on a selected financial instrument in a separate window.
The color of bars changes randomly every N ticks. The N parameter is set in external parameters of
the indicator for the possibility of manual configuration (the Parameters tab in the indicator's
Properties window).
Please note that for plot1 with the DRAW_BARS style, the color is set using the compiler directive
#property, and then in the OnCalculate() function the color is set randomly from an earlier prepared
list.
© 2000-2017, MetaQuotes Software Corp.
1496 Custom Indicators
//+------------------------------------------------------------------+
//| DRAW_BARS.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_BARS"
#property description "It draws bars of a selected symbol in a separate window"
#property description "The color and width of bars, as well as the symbol are changed randomly"
#property description "every N ticks"
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_plots 1
//--- plot Bars
#property indicator_label1 "Bars"
#property indicator_type1 DRAW_BARS
#property indicator_color1 clrGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input int N=5; // The number of ticks to change the type
input int bars=500; // The number of bars to show
input bool messages=false; // Show messages in the "Expert Advisors" log
//--- Indicator buffers
double BarsBuffer1[];
double BarsBuffer2[];
double BarsBuffer3[];
double BarsBuffer4[];
//--- Symbol name
string symbol;
//--- An array to store colors
color colors[]={clrRed,clrBlue,clrGreen,clrPurple,clrBrown,clrIndianRed};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- If bars is very small - complete the work ahead of time
if(bars<50)
{
Comment("Please specify a larger number of bars! The operation of the indicator has been term
return(INIT_PARAMETERS_INCORRECT);
}
//--- indicator buffers mapping
SetIndexBuffer(0,BarsBuffer1,INDICATOR_DATA);
© 2000-2017, MetaQuotes Software Corp.
1497 Custom Indicators
SetIndexBuffer(1,BarsBuffer2,INDICATOR_DATA);
SetIndexBuffer(2,BarsBuffer3,INDICATOR_DATA);
SetIndexBuffer(3,BarsBuffer4,INDICATOR_DATA);
//--- The name of the symbol, for which the bars are drawn
symbol=_Symbol;
//--- Set the display of the symbol
PlotIndexSetString(0,PLOT_LABEL,symbol+" Open;"+symbol+" High;"+symbol+" Low;"+symbol+" Close");
IndicatorSetString(INDICATOR_SHORTNAME,"DRAW_BARS("+symbol+")");
//--- An empty value
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Calculate ticks to change the style, color and width of the line
ticks++;
//--- If a sufficient number of ticks has been accumulated
if(ticks>=N)
{
//--- Select a new symbol from the Market watch window
symbol=GetRandomSymbolName();
//--- Change the line properties
ChangeLineAppearance();
int tries=0;
//--- Make 5 attempts to fill in the buffers with the prices from symbol
while(!CopyFromSymbolToBuffers(symbol,rates_total) && tries<5)
{
//--- A counter of calls of the CopyFromSymbolToBuffers() function
tries++;
}
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- return value of prev_calculated for next call
© 2000-2017, MetaQuotes Software Corp.
1498 Custom Indicators
return(rates_total);
}
//+------------------------------------------------------------------+
//| Fill in the indicator buffers with prices |
//+------------------------------------------------------------------+
bool CopyFromSymbolToBuffers(string name,int total)
{
//--- In the rates[] array, we will copy Open, High, Low and Close
MqlRates rates[];
//--- The counter of attempts
int attempts=0;
//--- How much has been copied
int copied=0;
//--- Make 25 attempts to get a timeseries on the desired symbol
while(attempts<25 && (copied=CopyRates(name,_Period,0,bars,rates))<0)
{
Sleep(100);
attempts++;
if(messages) PrintFormat("%s CopyRates(%s) attempts=%d",__FUNCTION__,name,attempts);
}
//--- If failed to copy a sufficient number of bars
if(copied!=bars)
{
//--- Form a message string
string comm=StringFormat("For the symbol %s, managed to receive only %d bars of %d requested
name,
copied,
bars
);
//--- Show a message in a comment in the main chart window
Comment(comm);
//--- Show the message
if(messages) Print(comm);
return(false);
}
else
{
//--- Set the display of the symbol
PlotIndexSetString(0,PLOT_LABEL,name+" Open;"+name+" High;"+name+" Low;"+name+" Close");
IndicatorSetString(INDICATOR_SHORTNAME,"DRAW_BARS("+name+")");
}
//--- Initialize buffers with empty values
ArrayInitialize(BarsBuffer1,0.0);
ArrayInitialize(BarsBuffer2,0.0);
ArrayInitialize(BarsBuffer3,0.0);
ArrayInitialize(BarsBuffer4,0.0);
//--- Copy prices to the buffers
for(int i=0;i<copied;i++)
{
© 2000-2017, MetaQuotes Software Corp.
1499 Custom Indicators
//--- Calculate the appropriate index for the buffers
int buffer_index=total-copied+i;
//--- Write the prices to the buffers
BarsBuffer1[buffer_index]=rates[i].open;
BarsBuffer2[buffer_index]=rates[i].high;
BarsBuffer3[buffer_index]=rates[i].low;
BarsBuffer4[buffer_index]=rates[i].close;
}
return(true);
}
//+------------------------------------------------------------------+
//| Randomly returns a symbol from the Market Watch |
//+------------------------------------------------------------------+
string GetRandomSymbolName()
{
//--- The number of symbols shown in the Market watch window
int symbols=SymbolsTotal(true);
//--- The position of a symbol in the list - a random number from 0 to symbols
int number=MathRand()%symbols;
//--- Return the name of a symbol at the specified position
return SymbolName(number,true);
}
//+------------------------------------------------------------------+
//| Changes the appearance of bars |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the bar properties
string comm="";
//--- A block for changing the color of bars
int number=MathRand(); // Get a random number
//--- The divisor is equal to the size of the colors[] array
int size=ArraySize(colors);
//--- Get the index to select a new color as the remainder of integer division
int color_index=number%size;
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_COLOR,colors[color_index]);
//--- Write the line color
comm=comm+"\r\n"+(string)colors[color_index];
//--- A block for changing the width of bars
number=MathRand();
//--- Get the width of the remainder of integer division
int width=number%5; // The width is set from 0 to 4
//--- Set the color as the PLOT_LINE_WIDTH property
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,width);
//--- Write the line width
comm=comm+"\r\nWidth="+IntegerToString(width);
© 2000-2017, MetaQuotes Software Corp.
1500 Custom Indicators
//--- Write the symbol name
comm="\r\n"+symbol+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1501 Custom Indicators
DRAW_CANDLES
The DRAW_CANDLES style draws candlesticks on the values of four indicator buffers, which contain the
Open, High, Low and Close prices. It is used for creating custom indicators as a sequence of
candlesticks, including those in a separate subwindow of a chart and on other financial instruments.
The color of candlesticks can be set using the compiler directives or dynamically using the
PlotIndexSetInteger() function. Dynamic changes of the plotting properties allows "to enliven"
indicators, so that their appearance changes depending on the current situation.
The indicator is drawn only to those bars, for which non-empty values of all four indicator buffers are
set. To specify what value should be considered as "empty", set this value in the PLOT_EMPTY_VALUE
property:
//--- The 0 (empty) value will mot participate in drawing
PlotIndexSetDouble(index_of_plot_DRAW_CANDLES,PLOT_EMPTY_VALUE,0);
Always explicitly fill in the values of the indicator buffers, set an empty value in a buffer to skip bars.
The number of required buffers for plotting DRAW_CANDLES is 4. All buffers for the plotting should go
one after the other in the given order: Open, High, Low and Close. None of the buffers can contain
only empty values, since in this case nothing is plotted.
You can set up to three colors for the DRAW_CANDLES style affecting the candle look. If only one color
is set, it is applied to all candles on a chart.
//--- identical candles with a single color applied to them
#property indicator_label1 "One color candles"
#property indicator_type1 DRAW_CANDLES
//--- only one color is specified, therefore all candles are of the same color
#property indicator_color1 clrGreen
If two comma-separated colors are specified, the first one is applied to candle outlines, while the
second one is applied to the body.
//--- different colors for candles and wicks
#property indicator_label1 "Two color candles"
#property indicator_type1 DRAW_CANDLES
//--- green is applied to wicks and outlines, while white is applied to the body
#property indicator_color1 clrGreen,clrWhite
Specify three comma-separated colors so that rising and falling candles are displayed differently. In
that case, the first color is applied to the candle outlines, while the second and third ones – to bullish
and bearish candles.
//--- different colors for candles and wicks
#property indicator_label1 "One color candles"
#property indicator_type1 DRAW_CANDLES
//--- wicks and outlines are green, bullish candle body is white, while bearish candle body is red
#property indicator_color1 clrGreen,clrWhite,clrRed
Thus, the DRAW_CANDLES style allows you to create custom candle coloring options. Besides, all colors
can be changed dynamically during the indicator operation using the PlotIndexSetInteger function
© 2000-2017, MetaQuotes Software Corp.
1502 Custom Indicators
(composition_index_DRAW_CANDLES, PLOT_LINE_COLOR, modifier_index, color), where
modifier_index may have the following values:
· 0 – colors of outlines and wicks
· 1– bullish candle body color
· 2 – bearish candle body color
//--- set the color of outlines and wicks
PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,clrBlue);
//--- set the bullish body color
PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,clrGreen);
//--- set the bearish body color
PlotIndexSetInteger(0,PLOT_LINE_COLOR,2,clrRed);
An example of the indicator that draws candlesticks for a selected financial instrument in a separate
window. The color of candlesticks changes randomly every N ticks. The N parameter is set in external
parameters of the indicator for the possibility of manual configuration (the Parameters tab in the
indicator's Properties window).
Please note that for plot1, the color is set using the compiler directive #property, and then in the
OnCalculate() function the color is set randomly from an earlier prepared list.
//+------------------------------------------------------------------+
//| DRAW_CANDLES.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
© 2000-2017, MetaQuotes Software Corp.
1503 Custom Indicators
#property description "An indicator to demonstrate DRAW_CANDLES."
#property description "It draws candlesticks of a selected symbol in a separate window"
#property description " "
#property description "The color and width of candlesticks, as well as the symbol are changed"
#property description "randomly every N ticks"
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_plots 1
//--- plot Bars
#property indicator_label1 "DRAW_CANDLES1"
#property indicator_type1 DRAW_CANDLES
#property indicator_color1 clrGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input int N=5; // The number of ticks to change the type
input int bars=500; // The number of bars to show
input bool messages=false; // Show messages in the "Expert Advisors" log
//--- Indicator buffers
double Candle1Buffer1[];
double Candle1Buffer2[];
double Candle1Buffer3[];
double Candle1Buffer4[];
//--- Symbol name
string symbol;
//--- An array to store colors
color colors[]={clrRed,clrBlue,clrGreen,clrPurple,clrBrown,clrIndianRed};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- If bars is very small - complete the work ahead of time
if(bars<50)
{
Comment("Please specify a larger number of bars! The operation of the indicator has been term
return(INIT_PARAMETERS_INCORRECT);
}
//--- indicator buffers mapping
SetIndexBuffer(0,Candle1Buffer1,INDICATOR_DATA);
SetIndexBuffer(1,Candle1Buffer2,INDICATOR_DATA);
SetIndexBuffer(2,Candle1Buffer3,INDICATOR_DATA);
SetIndexBuffer(3,Candle1Buffer4,INDICATOR_DATA);
//--- An empty value
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//--- The name of the symbol, for which the bars are drawn
symbol=_Symbol;
© 2000-2017, MetaQuotes Software Corp.
1504 Custom Indicators
//--- Set the display of the symbol
PlotIndexSetString(0,PLOT_LABEL,symbol+" Open;"+symbol+" High;"+symbol+" Low;"+symbol+" Close");
IndicatorSetString(INDICATOR_SHORTNAME,"DRAW_CANDLES("+symbol+")");
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=INT_MAX-100;
//--- Calculate ticks to change the style, color and width of the line
ticks++;
//--- If a sufficient number of ticks has been accumulated
if(ticks>=N)
{
//--- Select a new symbol from the Market watch window
symbol=GetRandomSymbolName();
//--- Change the form
ChangeLineAppearance();
//--- Select a new symbol from the Market watch window
int tries=0;
//--- Make 5 attempts to fill in the buffers of plot1 with the prices from symbol
while(!CopyFromSymbolToBuffers(symbol,rates_total,0,
Candle1Buffer1,Candle1Buffer2,Candle1Buffer3,Candle1Buffer4)
&& tries<5)
{
//--- A counter of calls of the CopyFromSymbolToBuffers() function
tries++;
}
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Fills in the specified candlestick |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1505 Custom Indicators
bool CopyFromSymbolToBuffers(string name,
int total,
int plot_index,
double &buff1[],
double &buff2[],
double &buff3[],
double &buff4[]
)
{
//--- In the rates[] array, we will copy Open, High, Low and Close
MqlRates rates[];
//--- The counter of attempts
int attempts=0;
//--- How much has been copied
int copied=0;
//--- Make 25 attempts to get a timeseries on the desired symbol
while(attempts<25 && (copied=CopyRates(name,_Period,0,bars,rates))<0)
{
Sleep(100);
attempts++;
if(messages) PrintFormat("%s CopyRates(%s) attempts=%d",__FUNCTION__,name,attempts);
}
//--- If failed to copy a sufficient number of bars
if(copied!=bars)
{
//--- Form a message string
string comm=StringFormat("For the symbol %s, managed to receive only %d bars of %d requested
name,
copied,
bars
);
//--- Show a message in a comment in the main chart window
Comment(comm);
//--- Show the message
if(messages) Print(comm);
return(false);
}
else
{
//--- Set the display of the symbol
PlotIndexSetString(plot_index,PLOT_LABEL,name+" Open;"+name+" High;"+name+" Low;"+name+" Clos
}
//--- Initialize buffers with empty values
ArrayInitialize(buff1,0.0);
ArrayInitialize(buff2,0.0);
ArrayInitialize(buff3,0.0);
ArrayInitialize(buff4,0.0);
//--- On each tick copy prices to buffers
for(int i=0;i<copied;i++)
© 2000-2017, MetaQuotes Software Corp.
1506 Custom Indicators
{
//--- Calculate the appropriate index for the buffers
int buffer_index=total-copied+i;
//--- Write the prices to the buffers
buff1[buffer_index]=rates[i].open;
buff2[buffer_index]=rates[i].high;
buff3[buffer_index]=rates[i].low;
buff4[buffer_index]=rates[i].close;
}
return(true);
}
//+------------------------------------------------------------------+
//| Randomly returns a symbol from the Market Watch |
//+------------------------------------------------------------------+
string GetRandomSymbolName()
{
//--- The number of symbols shown in the Market watch window
int symbols=SymbolsTotal(true);
//--- The position of a symbol in the list - a random number from 0 to symbols
int number=MathRand()%symbols;
//--- Return the name of a symbol at the specified position
return SymbolName(number,true);
}
//+------------------------------------------------------------------+
//| Changes the appearance of bars |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the bar properties
string comm="";
//--- A block for changing the color of bars
int number=MathRand(); // Get a random number
//--- The divisor is equal to the size of the colors[] array
int size=ArraySize(colors);
//--- Get the index to select a new color as the remainder of integer division
int color_index=number%size;
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_COLOR,colors[color_index]);
//--- Write the color
comm=comm+"\r\n"+(string)colors[color_index];
//--- Write the symbol name
comm="\r\n"+symbol+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1507 Custom Indicators
DRAW_COLOR_LINE
The DRAW_COLOR_LINE value is a colored variant of the DRAW_LINE style; it also draws a line using
the values of the indicator buffer. But this style, like all color styles with the word COLOR in their title
has an additional special indicator buffer that stores the color index (number) from a specially set
array of colors. Thus, the color of each line segment can be defined by specifying the color index of
the index to draw the line at this bar.
The width, style and colors of lines can be set using the compiler directives and dynamically using the
PlotIndexSetInteger() function. Dynamic changes of the plotting properties allows "to enliven"
indicators, so that their appearance changes depending on the current situation.
The number of buffers required for plotting DRAW_COLOR_LINE is 2.
· one buffer to store the indicator values used for drawing a line;
· one buffer to store the index of the color of the line on each bar.
Colors can be specified by the compiler directive #property indicator_color1 separated by a comma.
The number of colors cannot exceed 64.
//--- Define 5 colors for coloring each bar (they are stored in the special array)
#property indicator_color1 clrRed,clrBlue,clrGreen,clrOrange,clrDeepPink // (Up to 64 colors can b
An example of the indicator that draws a line using Close prices of bars. The line width and style
change randomly every N=5 ticks.
The colors of the line segments also change randomly in the custom function ChangeColors().
//+------------------------------------------------------------------+
//| Changes the color of line segments |
//+------------------------------------------------------------------+
void ChangeColors(color &cols[],int plot_colors)
© 2000-2017, MetaQuotes Software Corp.
1508 Custom Indicators
{
//--- The number of colors
int size=ArraySize(cols);
//---
string comm=ChartGetString(0,CHART_COMMENT)+"\r\n\r\n";
//--- For each color index define a new color randomly
for(int plot_color_ind=0;plot_color_ind<plot_colors;plot_color_ind++)
{
//--- Get a random value
int number=MathRand();
//--- Get an index in the col[] array as a remainder of the integer devision
int i=number%size;
//--- Set the color for each index as the property PLOT_LINE_COLOR
PlotIndexSetInteger(0, // The number of a graphical style
PLOT_LINE_COLOR, // Property identifier
plot_color_ind, // The index of the color, where we write the colo
cols[i]); // A new color
//--- Write the colors
comm=comm+StringFormat("LineColorIndex[%d]=%s \r\n",plot_color_ind,ColorToString(cols[i],true
ChartSetString(0,CHART_COMMENT,comm);
}
//---
}
The example shows the feature of the "color" versions of indicators - to change the color of a line
segment, you do not need to change values in the ColorLineColors[] buffer (which contains the color
indexes). All you need to do is set new colors in a special array. This allows you to quickly change the
color once for the entire plotting, changing only a small array of colors using the PlotIndexSetInteger()
function.
Note that initially for plot1 with DRAW_COLOR_LINE the properties are set using the compiler
directive #property, and then in the OnCalculate() function these three properties are set randomly.
The N and Length (the length of color segments in bars) parameters are set in external parameters of
the indicator for the possibility of manual configuration (the Parameters tab in the indicator's
Properties window).
//+------------------------------------------------------------------+
//| DRAW_COLOR_LINE.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_COLOR_LINE"
#property description "It draws a line on Close price in colored pieces of 20 bars each"
#property description "The width, style and color of the line parts are changed randomly"
© 2000-2017, MetaQuotes Software Corp.
1509 Custom Indicators
#property description "every N ticks"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 1
//--- plot ColorLine
#property indicator_label1 "ColorLine"
#property indicator_type1 DRAW_COLOR_LINE
//--- Define 5 colors for coloring each bar (they are stored in the special array)
#property indicator_color1 clrRed,clrBlue,clrGreen,clrOrange,clrDeepPink // (Up to 64 colors can b
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input int N=5; //Number of ticks to change
input int Length=20; // The length of each color part in bars
int line_colors=5; // The number of set colors is 5 - see #property indicator_color1
//--- A buffer for plotting
double ColorLineBuffer[];
//--- A buffer for storing the line color on each bar
double ColorLineColors[];
//--- The array for storing colors contains 7 elements
color colors[]={clrRed,clrBlue,clrGreen,clrChocolate,clrMagenta,clrDodgerBlue,clrGoldenrod};
//--- An array to store the line styles
ENUM_LINE_STYLE styles[]={STYLE_SOLID,STYLE_DASH,STYLE_DOT,STYLE_DASHDOT,STYLE_DASHDOTDOT};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- Binding an array and an indicator buffer
SetIndexBuffer(0,ColorLineBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ColorLineColors,INDICATOR_COLOR_INDEX);
//--- Initializing the generator of pseudo-random numbers
MathSrand(GetTickCount());
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
© 2000-2017, MetaQuotes Software Corp.
1510 Custom Indicators
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Calculate ticks to change the style, color and width of the line
ticks++;
//--- If a critical number of ticks has been accumulated
if(ticks>=N)
{
//--- Change the line properties
ChangeLineAppearance();
//--- Change the colors of line sections
ChangeColors(colors,5);
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- Block for calculating indicator values
for(int i=0;i<rates_total;i++)
{
//--- Write the indicator value into the buffer
ColorLineBuffer[i]=close[i];
//--- Now, randomly set a color index for this bar
int color_index=i%(5*Length);
color_index=color_index/Length;
//--- For this bar, the line will have the color with the index color_index
ColorLineColors[i]=color_index;
}
//--- Return the prev_calculated value for the next call of the function
return(rates_total);
}
//+------------------------------------------------------------------+
//| Changes the color of line segments |
//+------------------------------------------------------------------+
void ChangeColors(color &cols[],int plot_colors)
{
//--- The number of colors
int size=ArraySize(cols);
//---
string comm=ChartGetString(0,CHART_COMMENT)+"\r\n\r\n";
//--- For each color index define a new color randomly
for(int plot_color_ind=0;plot_color_ind<plot_colors;plot_color_ind++)
{
//--- Get a random value
int number=MathRand();
//--- Get an index in the col[] array as a remainder of the integer devision
int i=number%size;
© 2000-2017, MetaQuotes Software Corp.
1511 Custom Indicators
//--- Set the color for each index as the property PLOT_LINE_COLOR
PlotIndexSetInteger(0, // The number of a graphical style
PLOT_LINE_COLOR, // Property identifier
plot_color_ind, // The index of the color, where we write the colo
cols[i]); // A new color
//--- Write the colors
comm=comm+StringFormat("LineColorIndex[%d]=%s \r\n",plot_color_ind,ColorToString(cols[i],true
ChartSetString(0,CHART_COMMENT,comm);
}
//---
}
//+------------------------------------------------------------------+
//| Changes the appearance of a displayed line in the indicator |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the line properties
string comm="";
//--- A block for changing the width of the line
int number=MathRand();
//--- Get the width of the remainder of integer division
int width=number%5; // The width is set from 0 to 4
//--- Set the color as the PLOT_LINE_WIDTH property
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,width);
//--- Write the line width
comm=comm+" Width="+IntegerToString(width);
//--- A block for changing the style of the line
number=MathRand();
//--- The divisor is equal to the size of the styles array
int size=ArraySize(styles);
//--- Get the index to select a new style as the remainder of integer division
int style_index=number%size;
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_STYLE,styles[style_index]);
//--- Write the line style
comm=EnumToString(styles[style_index])+", "+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1512 Custom Indicators
DRAW_COLOR_SECTION
The DRAW_COLOR_SECTION style is a color version of DRAW_SECTION, but unlike the latter, it allows
drawing sections of different colors. The DRAW_COLOR_SECTION style, like all color styles with the
word COLOR in their title, contains an additional special indicator buffer that stores the color index
(number) from a specially set array of colors. Thus, the color of each section can be defined by
specifying the color index of the index of the bar that corresponds to the section end.
The width, color and style of the sections can be specified like for the DRAW_SECTION style - using
compiler directives or dynamically using the PlotIndexSetInteger() function. Dynamic changes of the
plotting properties allows "to enliven" indicators, so that their appearance changes depending on the
current situation.
Sections are drawn from one non-empty value to another non-empty value of the indicator buffer,
empty values are ignored. To specify what value should be considered as "empty", set this value in the
PLOT_EMPTY_VALUE property: For example, if the indicator should be drawn as a sequence of sections
on non-zero values, then you need to set the zero value as an empty one:
//--- The 0 (empty) value will mot participate in drawing
PlotIndexSetDouble(index_of_plot_DRAW_COLOR_SECTION,PLOT_EMPTY_VALUE,0);
Always explicitly fill in the values of the indicator buffers, set an empty value in a buffer to the
elements that should not be plotted.
The number of buffers required for plotting DRAW_COLOR_SECTION is 2.
· one buffer to store the indicator values used for drawing a line;
· one buffer to store the color index, which is used to draw the section (it makes sense to set only
non-empty values).
Colors can be specified by the compiler directive #property indicator_color1 separated by a comma.
The number of colors cannot exceed 64.
An example of the indicator that draws colored sections each 5 bars long, using the High price values.
The color, width and style of sections change randomly every N ticks.
© 2000-2017, MetaQuotes Software Corp.
1513 Custom Indicators
Note that initially for plot1 with DRAW_COLOR_SECTION 8 colors are set using the compiler directive
#property. Then in the OnCalculate() function, colors are set randomly from the array of colors
colors[].
The N parameter is set in external parameters of the indicator for the possibility of manual
configuration (the Parameters tab in the indicator's Properties window).
//+------------------------------------------------------------------+
//| DRAW_COLOR_SECTION.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_COLOR_SECTION"
#property description "It draws colored sections with the length equal to the specified number of b
#property description "The color, width and style of sections are changed randomly"
#property description "after every N ticks"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 1
//--- plot ColorSection
#property indicator_label1 "ColorSection"
#property indicator_type1 DRAW_COLOR_SECTION
//--- Define 8 colors for coloring sections (they are stored in a special array)
#property indicator_color1 clrRed,clrGold,clrMediumBlue,clrLime,clrMagenta,clrBrown,clrTan,clrMedi
#property indicator_style1 STYLE_SOLID
© 2000-2017, MetaQuotes Software Corp.
1514 Custom Indicators
#property indicator_width1 1
//--- input parameters
input int N=5; // Number of ticks to change
input int bars_in_section=5; // The length of sections in bars
//--- An auxiliary variable to calculate ends of sections
int divider;
int color_sections;
//--- A buffer for plotting
double ColorSectionBuffer[];
//--- A buffer for storing the line color on each bar
double ColorSectionColors[];
//--- An array for storing colors contains 14 elements
color colors[]=
{
clrRed,clrBlue,clrGreen,clrChocolate,clrMagenta,clrDodgerBlue,clrGoldenrod,
clrIndigo,clrLightBlue,clrAliceBlue,clrMoccasin,clrWhiteSmoke,clrCyan,clrMediumPurple
};
//--- An array to store the line styles
ENUM_LINE_STYLE styles[]={STYLE_SOLID,STYLE_DASH,STYLE_DOT,STYLE_DASHDOT,STYLE_DASHDOTDOT};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ColorSectionBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ColorSectionColors,INDICATOR_COLOR_INDEX);
//--- The 0 (empty) value will mot participate in drawing
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---- The number of colors to color the sections
int color_sections=8; // see A comment to #property indicator_color1
//--- Check the indicator parameter
if(bars_in_section<=0)
{
PrintFormat("Invalid section length=%d",bars_in_section);
return(INIT_PARAMETERS_INCORRECT);
}
else divider=color_sections*bars_in_section;
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
© 2000-2017, MetaQuotes Software Corp.
1515 Custom Indicators
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Calculate ticks to change the style, color and width of the line
ticks++;
//--- If a critical number of ticks has been accumulated
if(ticks>=N)
{
//--- Change the line properties
ChangeLineAppearance();
//--- Change colors used to plot the sections
ChangeColors(colors,color_sections);
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- The number of the bar from which the calculation of indicator values starts
int start=0;
//--- If the indicator has been calculated before, then set start on the previous bar
if(prev_calculated>0) start=prev_calculated-1;
//--- Here are all the calculations of the indicator values
for(int i=start;i<rates_total;i++)
{
//--- If the bar number is divisible by the section_length, it means this is the end of the s
if(i%bars_in_section==0)
{
//--- Set the end of the section at the High price of this bar
ColorSectionBuffer[i]=high[i];
//--- A remainder of the division of the bar number by scetion_length*number_of_colors
int rest=i%divider;
//Get the number of the color = from 0 to number_of_colors-1
int color_indext=rest/bars_in_section;
ColorSectionColors[i]=color_indext;
}
//---If the remainder of the division is equal to bars,
else
{
//--- If nothing happened, ignore the bar - set 0
else ColorSectionBuffer[i]=0;
}
}
//--- Return the prev_calculated value for the next call of the function
return(rates_total);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1516 Custom Indicators
//| Changes the color of line segments |
//+------------------------------------------------------------------+
void ChangeColors(color &cols[],int plot_colors)
{
//--- The number of colors
int size=ArraySize(cols);
//---
string comm=ChartGetString(0,CHART_COMMENT)+"\r\n\r\n";
//--- For each color index define a new color randomly
for(int plot_color_ind=0;plot_color_ind<plot_colors;plot_color_ind++)
{
//--- Get a random value
int number=MathRand();
//--- Get an index in the col[] array as a remainder of the integer devision
int i=number%size;
//--- Set the color for each index as the property PLOT_LINE_COLOR
PlotIndexSetInteger(0, // The number of a graphical style
PLOT_LINE_COLOR, // Property identifier
plot_color_ind, // The index of the color, where we write the colo
cols[i]); // A new color
//--- Write the colors
comm=comm+StringFormat("SectionColorIndex[%d]=%s \r\n",plot_color_ind,ColorToString(cols[i],t
ChartSetString(0,CHART_COMMENT,comm);
}
//---
}
//+------------------------------------------------------------------+
//| Changes the appearance of a displayed line in the indicator |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the line properties
string comm="";
//--- A block for changing the width of the line
int number=MathRand();
//--- Get the width of the remainder of integer division
int width=number%5; // The width is set from 0 to 4
//--- Set the color as the PLOT_LINE_WIDTH property
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,width);
//--- Write the line width
comm=comm+" Width="+IntegerToString(width);
//--- A block for changing the style of the line
number=MathRand();
//--- The divisor is equal to the size of the styles array
int size=ArraySize(styles);
//--- Get the index to select a new style as the remainder of integer division
int style_index=number%size;
© 2000-2017, MetaQuotes Software Corp.
1517 Custom Indicators
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_STYLE,styles[style_index]);
//--- Write the line style
comm=EnumToString(styles[style_index])+", "+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1518 Custom Indicators
DRAW_COLOR_HISTOGRAM
The DRAW_COLOR_HISTOGRAM style draws a histogram as a sequence of colored columns from zero
to a specified value. Values are taken from the indicator buffer. Each column can have its own color
from a predefined set of colors.
The width, color and style of the histogram can be specified like for the DRAW_HISTOGRAM style -
using compiler directives or dynamically using the PlotIndexSetInteger() function. Dynamic changes of
the plotting properties allows changing the look of the histogram based on the current situation.
Since a column from the zero level is drawn on each bar, DRAW_COLOR_HISTOGRAM should better be
used in a separate chart window. Most often this type of plotting is used to create indicators of the
oscillator type, for example, Awesome Oscillator or Market Facilitation Index. For the empty non-
displayable values the zero value should be specified.
The number of buffers required for plotting DRAW_COLOR_HISTOGRAM is 2.
· one buffer for storing a non-zero value of the vertical segment on each bar, the second end of the
segment is always on the zero line of the indicator;
· one buffer to store the color index, which is used to draw the section (it makes sense to set only
non-empty values).
Colors can be specified using the compiler directive #property indicator_color1 separated by a comma.
The number of colors cannot exceed 64.
An example of the indicator that draws a sinusoid of a specified color based on the MathSin() function.
The color, width and style of all histogram columns change randomly each N ticks. The bars parameter
specifies the period of the sinusoid, that is after the specified number of bars the sinusoid will repeat
the cycle.
Please note that for plot1 with the DRAW_COLOR_HISTOGRAM style, 5 colors are set using the
compiler directive #property, and then in the OnCalculate() function the colors are selected randomly
© 2000-2017, MetaQuotes Software Corp.
1519 Custom Indicators
from the 14 colors stored in the colors[] array. The N parameter is set in external parameters of the
indicator for the possibility of manual configuration (the Parameters tab in the indicator's Properties
window).
//+------------------------------------------------------------------+
//| DRAW_COLOR_HISTOGRAM.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_COLOR_HISTOGRAM"
#property description "It draws a sinusoid as a histogram in a separate window"
#property description "The color and width of columns are changed randomly"
#property description "after every N ticks"
#property description "The bars parameter sets the number of bars to repeat the sinusoid"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
//--- input parameters
input int bars=30; // The period of a sinusoid in bars
input int N=5; // The number of ticks to change the histogram
//--- plot Color_Histogram
#property indicator_label1 "Color_Histogram"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
//--- Define 8 colors for coloring sections (they are stored in a special array)
#property indicator_color1 clrRed,clrGreen,clrBlue,clrYellow,clrMagenta,clrCyan,clrMediumSeaGreen,
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- A buffer of values
double Color_HistogramBuffer[];
//--- A buffer of color indexes
double Color_HistogramColors[];
//--- A factor to get the 2Pi angle in radians, when multiplied by the bars parameter
double multiplier;
int color_sections;
//--- An array for storing colors contains 14 elements
color colors[]=
{
clrRed,clrBlue,clrGreen,clrChocolate,clrMagenta,clrDodgerBlue,clrGoldenrod,
clrIndigo,clrLightBlue,clrAliceBlue,clrMoccasin,clrWhiteSmoke,clrCyan,clrMediumPurple
};
//--- An array to store the line styles
ENUM_LINE_STYLE styles[]={STYLE_SOLID,STYLE_DASH,STYLE_DOT,STYLE_DASHDOT,STYLE_DASHDOTDOT};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
© 2000-2017, MetaQuotes Software Corp.
1520 Custom Indicators
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,Color_HistogramBuffer,INDICATOR_DATA);
SetIndexBuffer(1,Color_HistogramColors,INDICATOR_COLOR_INDEX);
//---- The number of colors to color the sinusoid
color_sections=8; // see A comment to #property indicator_color1
//--- Calculate the multiplier
if(bars>1)multiplier=2.*M_PI/bars;
else
{
PrintFormat("Set the value of bars=%d greater than 1",bars);
//--- Early termination of the indicator
return(INIT_PARAMETERS_INCORRECT);
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Calculate ticks to change the style, color and width of the line
ticks++;
//--- If a critical number of ticks has been accumulated
if(ticks>=N)
{
//--- Change the line properties
ChangeLineAppearance();
//--- Change colors used for the histogram
ChangeColors(colors,color_sections);
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- Calculate the indicator values
int start=0;
© 2000-2017, MetaQuotes Software Corp.
1521 Custom Indicators
//--- If already calculated during the previous starts of OnCalculate
if(prev_calculated>0) start=prev_calculated-1; // set the beginning of the calculation with the
//--- Fill in the indicator buffer with values
for(int i=start;i<rates_total;i++)
{
//--- A value
Color_HistogramBuffer[i]=sin(i*multiplier);
//--- Color
int color_index=i%(bars*color_sections);
color_index/=bars;
Color_HistogramColors[i]=color_index;
}
//--- Return the prev_calculated value for the next call of the function
return(rates_total);
}
//+------------------------------------------------------------------+
//| Changes the color of line segments |
//+------------------------------------------------------------------+
void ChangeColors(color &cols[],int plot_colors)
{
//--- The number of colors
int size=ArraySize(cols);
//---
string comm=ChartGetString(0,CHART_COMMENT)+"\r\n\r\n";
//--- For each color index define a new color randomly
for(int plot_color_ind=0;plot_color_ind<plot_colors;plot_color_ind++)
{
//--- Get a random value
int number=MathRand();
//--- Get an index in the col[] array as a remainder of the integer devision
int i=number%size;
//--- Set the color for each index as the property PLOT_LINE_COLOR
PlotIndexSetInteger(0, // The number of a graphical style
PLOT_LINE_COLOR, // Property identifier
plot_color_ind, // The index of the color, where we write the colo
cols[i]); // A new color
//--- Write the colors
comm=comm+StringFormat("HistogramColorIndex[%d]=%s \r\n",plot_color_ind,ColorToString(cols[i]
ChartSetString(0,CHART_COMMENT,comm);
}
//---
}
//+------------------------------------------------------------------+
//| Changes the appearance of a displayed line in the indicator |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the line properties
© 2000-2017, MetaQuotes Software Corp.
1522 Custom Indicators
string comm="";
//--- A block for changing the width of the line
int number=MathRand();
//--- Get the width of the remainder of integer division
int width=number%5; // The width is set from 0 to 4
//--- Set the color as the PLOT_LINE_WIDTH property
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,width);
//--- Write the line width
comm=comm+" Width="+IntegerToString(width);
//--- A block for changing the style of the line
number=MathRand();
//--- The divisor is equal to the size of the styles array
int size=ArraySize(styles);
//--- Get the index to select a new style as the remainder of integer division
int style_index=number%size;
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_STYLE,styles[style_index]);
//--- Write the line style
comm=EnumToString(styles[style_index])+", "+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1523 Custom Indicators
DRAW_COLOR_HISTOGRAM2
The DRAW_COLOR_HISTOGRAM2 style draws a histogram of a specified color – vertical segments
using the values of two indicator buffers. But unlike the one-color DRAW_HISTOGRAM2, in this style
each column of the histogram can have its own color from a predefined set. The values of all the
segments are taken from the indicator buffer.
The width, style and color of the histogram can be specified like for theDRAW_HISTOGRAM2 style –
using compiler directives or dynamically using the PlotIndexSetInteger() function. Dynamic changes of
the plotting properties allows changing the look of the histogram based on the current situation.
The DRAW_COLOR_HISTOGRAM2 style can be used in a separate subwindow of a chart and in its main
window. For empty values nothing is drawn, all the values in the indicator buffers need to be set
explicitly. Buffers are not initialized with empty values.
The number of buffers required for plotting DRAW_COLOR_HISTOGRAM2 is 3:
· two buffers to store the upper and lower end of the vertical segment on each bar;
· one buffer to store the color index, which is used to draw the segment (it makes sense to set only
non-empty values).
An example of the indicator that draws a histogram of a specified color between the High and Low
prices. For each day of week, the histogram lines have a different color. The color of the day, width
and style of the histogram change randomly each N ticks.
Please note that for plot1 with the DRAW_COLOR_HISTOGRAM2 style, 5 colors are set using the
compiler directive #property, and then in the OnCalculate() function the colors are selected randomly
from the 14 colors stored in the colors[] array.
The N parameter is set in external parameters of the indicator for the possibility of manual
configuration (the Parameters tab in the indicator's Properties window).
© 2000-2017, MetaQuotes Software Corp.
1524 Custom Indicators
//+------------------------------------------------------------------+
//| DRAW_COLOR_HISTOGRAM2.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_COLOR_HISTOGRAM2"
#property description "It draws a segment between Open and Close on each bar"
#property description "The color, width and style are changed randomly"
#property description "after every N ticks"
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots 1
//--- plot ColorHistogram_2
#property indicator_label1 "ColorHistogram_2"
#property indicator_type1 DRAW_COLOR_HISTOGRAM2
//--- Define 5 colors for coloring the histogram based on the days of week (they are stored in the
#property indicator_color1 clrRed,clrBlue,clrGreen,clrYellow,clrMagenta
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameter
input int N=5; // The number of ticks to change the histogram
int color_sections;
//--- Value buffers
double ColorHistogram_2Buffer1[];
double ColorHistogram_2Buffer2[];
//--- A buffer of color indexes
double ColorHistogram_2Colors[];
//--- An array for storing colors contains 14 elements
color colors[]=
{
clrRed,clrBlue,clrGreen,clrChocolate,clrMagenta,clrDodgerBlue,clrGoldenrod,
clrIndigo,clrLightBlue,clrAliceBlue,clrMoccasin,clrWhiteSmoke,clrCyan,clrMediumPurple
};
//--- An array to store the line styles
ENUM_LINE_STYLE styles[]={STYLE_SOLID,STYLE_DASH,STYLE_DOT,STYLE_DASHDOT,STYLE_DASHDOTDOT};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ColorHistogram_2Buffer1,INDICATOR_DATA);
SetIndexBuffer(1,ColorHistogram_2Buffer2,INDICATOR_DATA);
© 2000-2017, MetaQuotes Software Corp.
1525 Custom Indicators
SetIndexBuffer(2,ColorHistogram_2Colors,INDICATOR_COLOR_INDEX);
//--- Set an empty value
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---- The number of colors to color the sinusoid
color_sections=8; // See a comment to #property indicator_color1
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Calculate ticks to change the style, color and width of the line
ticks++;
//--- If a critical number of ticks has been accumulated
if(ticks>=N)
{
//--- Change the line properties
ChangeLineAppearance();
//--- Change the colors used to draw the histogram
ChangeColors(colors,color_sections);
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- Calculate the indicator values
int start=0;
//--- To get the day of week by the open price of each bar
MqlDateTime dt;
//--- If already calculated during the previous starts of OnCalculate
if(prev_calculated>0) start=prev_calculated-1; // set the beginning of the calculation with the
//--- Fill in the indicator buffer with values
for(int i=start;i<rates_total;i++)
{
TimeToStruct(time[i],dt);
//--- value
ColorHistogram_2Buffer1[i]=high[i];
ColorHistogram_2Buffer2[i]=low[i];
© 2000-2017, MetaQuotes Software Corp.
1526 Custom Indicators
//--- Set the color index according to the day of week
int day=dt.day_of_week;
ColorHistogram_2Colors[i]=day;
}
//--- Return the prev_calculated value for the next call of the function
return(rates_total);
}
//+------------------------------------------------------------------+
//| Changes the color of line segments |
//+------------------------------------------------------------------+
void ChangeColors(color &cols[],int plot_colors)
{
//--- The number of colors
int size=ArraySize(cols);
//---
string comm=ChartGetString(0,CHART_COMMENT)+"\r\n\r\n";
//--- For each color index define a new color randomly
for(int plot_color_ind=0;plot_color_ind<plot_colors;plot_color_ind++)
{
//--- Get a random value
int number=MathRand();
//--- Get an index in the col[] array as a remainder of the integer division
int i=number%size;
//--- Set the color for each index as the property PLOT_LINE_COLOR
PlotIndexSetInteger(0, // The number of a graphical style
PLOT_LINE_COLOR, // Property identifier
plot_color_ind, // The index of the color, where we write the colo
cols[i]); // A new color
//--- Write the colors
comm=comm+StringFormat("HistogramColorIndex[%d]=%s \r\n",plot_color_ind,ColorToString(cols[i]
ChartSetString(0,CHART_COMMENT,comm);
}
//---
}
//+------------------------------------------------------------------+
//| Changes the appearance of a displayed line in the indicator |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the line properties
string comm="";
//--- A block for changing the width of the line
int number=MathRand();
//--- Get the width of the remainder of integer division
int width=number%5; // The width is set from 0 to 4
//--- Set the color as the PLOT_LINE_WIDTH property
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,width);
//--- Write the line width
© 2000-2017, MetaQuotes Software Corp.
1527 Custom Indicators
comm=comm+" Width="+IntegerToString(width);
//--- A block for changing the style of the line
number=MathRand();
//--- The divisor is equal to the size of the styles array
int size=ArraySize(styles);
//--- Get the index to select a new style as the remainder of integer division
int style_index=number%size;
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_STYLE,styles[style_index]);
//--- Write the line style
comm=EnumToString(styles[style_index])+", "+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1528 Custom Indicators
DRAW_COLOR_ARROW
The DRAW_COLOR_ARROW style draws colored arrows (symbols of the set Wingdings) based on the
value of the indicator buffer. In contrast to DRAW_ARROW, in this style it is possible to set a color
from a predefined set of colors specified by the indicator_color1 property for each symbol.
The width and color of the symbols can be specified like for theDRAW_ARROW style – using compiler
directives or dynamically using the PlotIndexSetInteger() function. Dynamic changes of the plotting
properties allows changing the look of an indicator based on the current situation.
The symbol code is set using the PLOT_ARROW property.
//--- Define the symbol code from the Wingdings font to draw in PLOT_ARROW
PlotIndexSetInteger(0,PLOT_ARROW,code);
The default value of PLOT_ARROW=159 (a circle).
Each arrow is actually a symbol that has the height and the anchor point, and can cover some
important information on a chart (for example, the closing price at the bar). Therefore, we can
additionally specify the vertical shift in pixels, which does not depend on the scale of the chart. The
arrows will be shifted down by the specified number of pixels, although the values of the indicator will
remain the same:
//--- Set the vertical shift of arrows in pixels
PlotIndexSetInteger(0,PLOT_ARROW_SHIFT,shift);
A negative value of PLOT_ARROW_SHIFT means the shift of arrows upwards, a positive values shifts
the arrow down.
The DRAW_COLOR_ARROW style can be used in a separate subwindow of a chart and in its main
window. Empty values are not drawn and do not appear in the "Data Window", all the values in the
indicator buffers should be set explicitly. Buffers are not initialized with a zero value.
//--- Set an empty value
PlotIndexSetDouble(DRAW_COLOR_ARROW_plot_index,PLOT_EMPTY_VALUE,0);
The number of buffers required for plotting DRAW_COLOR_ARROW is 2.
· a buffer to store the value of the price which is used to draw the symbol (plus a shift in pixels, given
in the PLOT_ARROW_SHIFT property);
· a buffer to store the color index, which is used to draw an arrow (it makes sense to set only non-
empty values).
An example of the indicator, which draws arrows on each bar with the close price higher than the close
price of the previous bar. The width, shift and symbol code of all arrows are changed randomly every
N ticks. The color of the symbol depends on the number of the bar on which it is drawn.
© 2000-2017, MetaQuotes Software Corp.
1529 Custom Indicators
In the example, for plot1 with the DRAW_COLOR_ARROW style, the properties, color and size are
specified using the compiler directive #property, and then in the OnCalculate() function the properties
are set randomly. The N parameter is set in external parameters of the indicator for the possibility of
manual configuration (the Parameters tab in the indicator's Properties window).
Please note that initially 8 colors are set using the compiler directive #property, and then in the
OnCalculate() function, the color is set randomly from the 14 colors that are stored in the colors[]
array.
//+------------------------------------------------------------------+
//| DRAW_COLOR_ARROW.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_COLOR_ARROW"
#property description "Draws different-color arrows set by Unicode characters, on a chart"
#property description "The color, size, shift and symbol code of the arrow are changed"
#property description " randomly every N ticks"
#property description "The code parameter sets the base value: code=159 (a circle)"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 1
//--- plot ColorArrow
#property indicator_label1 "ColorArrow"
#property indicator_type1 DRAW_COLOR_ARROW
© 2000-2017, MetaQuotes Software Corp.
1530 Custom Indicators
//--- Define 8 colors for coloring the histogram (they are stored in the special array)
#property indicator_color1 clrRed,clrBlue,clrSeaGreen,clrGold,clrDarkOrange,clrMagenta,clrYellowGr
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input int N=5; // Number of ticks to change
input ushort code=159; // Symbol code to draw in DRAW_ARROW
int color_sections;
//--- An indicator buffer for the plot
double ColorArrowBuffer[];
//--- A buffer to store color indexes
double ColorArrowColors[];
//--- An array for storing colors contains 14 elements
color colors[]=
{
clrRed,clrBlue,clrGreen,clrChocolate,clrMagenta,clrDodgerBlue,clrGoldenrod,
clrIndigo,clrLightBlue,clrAliceBlue,clrMoccasin,clrWhiteSmoke,clrCyan,clrMediumPurple
};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ColorArrowBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ColorArrowColors,INDICATOR_COLOR_INDEX);
//--- Define the symbol code for drawing in PLOT_ARROW
PlotIndexSetInteger(0,PLOT_ARROW,code);
//--- Set the vertical shift of arrows in pixels
PlotIndexSetInteger(0,PLOT_ARROW_SHIFT,5);
//--- Set as an empty value 0
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---- The number of colors to color the sinusoid
color_sections=8; // see a comment to #property indicator_color1
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
© 2000-2017, MetaQuotes Software Corp.
1531 Custom Indicators
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Calculate ticks to change the color, size, shift and code of the arrow
ticks++;
//--- If a critical number of ticks has been accumulated
if(ticks>=N)
{
//--- Change arrow properties
ChangeLineAppearance();
//--- Change the colors used to draw the histogram
ChangeColors(colors,color_sections);
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- Block for calculating indicator values
int start=1;
if(prev_calculated>0) start=prev_calculated-1;
//--- Calculation loop
for(int i=1;i<rates_total;i++)
{
//--- If the current Close price is higher than the previous one, draw an arrow
if(close[i]>close[i-1])
ColorArrowBuffer[i]=close[i];
//--- Otherwise specify the null value
else
ColorArrowBuffer[i]=0;
//--- Arrow color
int index=i%color_sections;
ColorArrowColors[i]=index;
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Changes the color of line segments |
//+------------------------------------------------------------------+
void ChangeColors(color &cols[],int plot_colors)
{
//--- The number of colors
int size=ArraySize(cols);
//---
string comm=ChartGetString(0,CHART_COMMENT)+"\r\n\r\n";
//--- For each color index define a new color randomly
for(int plot_color_ind=0;plot_color_ind<plot_colors;plot_color_ind++)
{
© 2000-2017, MetaQuotes Software Corp.
1532 Custom Indicators
//--- Get a random value
int number=MathRand();
//--- Get an index in the col[] array as a remainder of the integer division
int i=number%size;
//--- Set the color for each index as the property PLOT_LINE_COLOR
PlotIndexSetInteger(0, // The number of a graphical style
PLOT_LINE_COLOR, // Property identifier
plot_color_ind, // The index of the color, where we write the colo
cols[i]); // A new color
//--- Write the colors
comm=comm+StringFormat("ArrowColorIndex[%d]=%s \r\n",plot_color_ind,ColorToString(cols[i],tru
ChartSetString(0,CHART_COMMENT,comm);
}
//---
}
//+------------------------------------------------------------------+
//| Changes the appearance of a displayed line in the indicator |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the line properties
string comm="";
//--- A block for changing the width of the line
int number=MathRand();
//--- Get the width of the remainder of integer division
int width=number%5; // The width is set from 0 to 4
//--- Set the color as the PLOT_LINE_WIDTH property
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,width);
//--- Write the line width
comm=comm+" Width="+IntegerToString(width);
//--- A block for changing the arrow code (PLOT_ARROW)
number=MathRand();
//--- Get the remainder of integer division to calculate a new code of the arrow (from 0 to 19)
int code_add=number%20;
//--- Set the new symbol code as the result of code+code_add
PlotIndexSetInteger(0,PLOT_ARROW,code+code_add);
//--- Write the symbol code PLOT_ARROW
comm="\r\n"+"PLOT_ARROW="+IntegerToString(code+code_add)+comm;
//--- A block for changing the vertical shift of arrows in pixels
number=MathRand();
//--- Get the shift as the remainder of the integer division
int shift=20-number%41;
//--- Set the new shift from
PlotIndexSetInteger(0,PLOT_ARROW_SHIFT,shift);
//--- Write the shift PLOT_ARROW_SHIFT
comm="\r\n"+"PLOT_ARROW_SHIFT="+IntegerToString(shift)+comm;
© 2000-2017, MetaQuotes Software Corp.
1533 Custom Indicators
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1534 Custom Indicators
DRAW_COLOR_ZIGZAG
The DRAW_COLOR_ZIGZAG style draws segments of different colors, using the values of two indicator
buffers. This style is a colored version of DRAW_ZIGZAG, i.e. allows specifying for each segment an
individual color from the predefined set of colors. The segments are plotted from a value in the first
buffer to a value in the second indicator buffer. None of the buffers can contain only empty values,
since in this case nothing is plotted.
The width, color and style of the line can be specified like for the DRAW_ZIGZAG style - using compiler
directives or dynamically using the PlotIndexSetInteger() function. Dynamic changes of the plotting
properties allows "to enliven" indicators, so that their appearance changes depending on the current
situation.
Sections are drawn from a non-empty value of one buffer to a non-empty value of another indicator
buffer. To specify what value should be considered as "empty", set this value in the
PLOT_EMPTY_VALUE property:
//--- The 0 (empty) value will mot participate in drawing
PlotIndexSetDouble(index_of_plot_DRAW_COLOR_ZIGZAG,PLOT_EMPTY_VALUE,0);
Always explicitly fill in the of the indicator buffers, set an empty value in a buffer to skip bars.
The number of buffers required for plotting DRAW_COLOR_ZIGZAG is 3:
· two buffers to store the values of ends of the zigzag sections;
· one buffer to store the color index, which is used to draw the section (it makes sense to set only
non-empty values).
An example of the indicator that plots a saw based on the High and Low prices. The color, width and
style of the zigzag lines change randomly every N ticks.
© 2000-2017, MetaQuotes Software Corp.
1535 Custom Indicators
Please note that for plot1 with the DRAW_COLOR_ZIGZAG style, 8 colors are set using the compiler
directive #property, and then in the OnCalculate() function the color is selected randomly from the 14
colors stored in the colors[] array.
The N parameter is set in external parameters of the indicator for the possibility of manual
configuration (the Parameters tab in the indicator's Properties window).
//+------------------------------------------------------------------+
//| DRAW_COLOR_ZIGZAG.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_COLOR_ZIGZAG"
#property description "It draws a broken line as a sequence of colored sections, the color depends
#property description "The color, width and style of segments are changed randomly"
#property description " every N ticks"
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots 1
//--- plot Color_Zigzag
#property indicator_label1 "Color_Zigzag"
#property indicator_type1 DRAW_COLOR_ZIGZAG
//--- Define 8 colors for coloring sections (they are stored in a special array)
#property indicator_color1 clrRed,clrBlue,clrGreen,clrYellow,clrMagenta,clrCyan,clrLime,clrOrange
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameter
input int N=5; // Number of ticks to change
int color_sections;
//--- Buffers of values of segment ends
double Color_ZigzagBuffer1[];
double Color_ZigzagBuffer2[];
//--- Buffers of color indexes of segment ends
double Color_ZigzagColors[];
//--- An array for storing colors contains 14 elements
color colors[]=
{
clrRed,clrBlue,clrGreen,clrChocolate,clrMagenta,clrDodgerBlue,clrGoldenrod,
clrIndigo,clrLightBlue,clrAliceBlue,clrMoccasin,clrWhiteSmoke,clrCyan,clrMediumPurple
};
//--- An array to store the line styles
ENUM_LINE_STYLE styles[]={STYLE_SOLID,STYLE_DASH,STYLE_DOT,STYLE_DASHDOT,STYLE_DASHDOTDOT};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
© 2000-2017, MetaQuotes Software Corp.
1536 Custom Indicators
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,Color_ZigzagBuffer1,INDICATOR_DATA);
SetIndexBuffer(1,Color_ZigzagBuffer2,INDICATOR_DATA);
SetIndexBuffer(2,Color_ZigzagColors,INDICATOR_COLOR_INDEX);
//----Number of color for coloring the zigzag
color_sections=8; // see a comment to the #property indicator_color1 property
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Calculate ticks to change the style, color and width of the line
ticks++;
//--- If a sufficient number of ticks has been accumulated
if(ticks>=N)
{
//--- Change the line properties
ChangeLineAppearance();
//--- Change colors used to plot the sections
ChangeColors(colors,color_sections);
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- The structure of time is required to get the day of week of each bar
MqlDateTime dt;
//--- The start position of calculations
int start=0;
//--- If the indicator was calculated on the previous tick, then start the calculation with the las
if(prev_calculated!=0) start=prev_calculated-1;
//--- Calculation loop
for(int i=start;i<rates_total;i++)
© 2000-2017, MetaQuotes Software Corp.
1537 Custom Indicators
{
//--- Write the bar open time in the structure
TimeToStruct(time[i],dt);
//--- If the bar number is even
if(i%2==0)
{
//--- Write High in the 1st buffer and Low in the 2nd one
Color_ZigzagBuffer1[i]=high[i];
Color_ZigzagBuffer2[i]=low[i];
//--- The color of the segment
Color_ZigzagColors[i]=dt.day_of_year%color_sections;
}
//--- the bar number is odd
else
{
//--- Fill in the bar in a reverse order
Color_ZigzagBuffer1[i]=low[i];
Color_ZigzagBuffer2[i]=high[i];
//--- The color of the segment
Color_ZigzagColors[i]=dt.day_of_year%color_sections;
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Changes the color of the zigzag segments |
//+------------------------------------------------------------------+
void ChangeColors(color &cols[],int plot_colors)
{
//--- The number of colors
int size=ArraySize(cols);
//---
string comm=ChartGetString(0,CHART_COMMENT)+"\r\n\r\n";
//--- For each color index define a new color randomly
for(int plot_color_ind=0;plot_color_ind<plot_colors;plot_color_ind++)
{
//--- Get a random value
int number=MathRand();
//--- Get an index in the col[] array as a remainder of the integer division
int i=number%size;
//--- Set the color for each index as the property PLOT_LINE_COLOR
PlotIndexSetInteger(0, // The number of a graphical style
PLOT_LINE_COLOR, // Property identifier
plot_color_ind, // The index of the color, where we write the colo
cols[i]); // A new color
//--- Write the colors
© 2000-2017, MetaQuotes Software Corp.
1538 Custom Indicators
comm=comm+StringFormat("ZigzagColorIndex[%d]=%s \r\n",plot_color_ind,ColorToString(cols[i],tr
ChartSetString(0,CHART_COMMENT,comm);
}
//---
}
//+------------------------------------------------------------------+
//| Changes the appearance of the zigzag segments |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the properties of Color_ZigZag
string comm="";
//--- A block for changing the width of the line
int number=MathRand();
//--- Get the width of the remainder of integer division
int width=number%5; // The width is set from 0 to 4
//--- Set the color as the PLOT_LINE_WIDTH property
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,width);
//--- Write the line width
comm=comm+"\r\nWidth="+IntegerToString(width);
//--- A block for changing the style of the line
number=MathRand();
//--- The divisor is equal to the size of the styles array
int size=ArraySize(styles);
//--- Get the index to select a new style as the remainder of integer division
int style_index=number%size;
//--- Set the color as the PLOT_LINE_COLOR property
PlotIndexSetInteger(0,PLOT_LINE_STYLE,styles[style_index]);
//--- Write the line style
comm="\r\n"+EnumToString(styles[style_index])+""+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1539 Custom Indicators
DRAW_COLOR_BARS
The DRAW_COLOR_BARS style draws bars on the values of four indicator buffers, which contain the
Open, High, Low and Close prices. This style is an advanced version of DRAW_BARS and allows
specifying for each bar an individual color from the predefined set of colors. It used for creating
custom indicators as bars, including those in a separate subwindow of a chart and on other financial
instruments.
The color of bars can be set using the compiler directives or dynamically using the
PlotIndexSetInteger() function. Dynamic changes of the plotting properties allows "to enliven"
indicators, so that their appearance changes depending on the current situation.
The indicator is drawn only to those bars, for which non-empty values of all four indicator buffers are
set. To specify what value should be considered as "empty", set this value in the PLOT_EMPTY_VALUE
property:
//--- The 0 (empty) value will mot participate in drawing
PlotIndexSetDouble(index_of_plot_DRAW_COLOR_BARS,PLOT_EMPTY_VALUE,0);
Always explicitly fill in the values of the indicator buffers, set an empty value in a buffer to skip bars.
The number of buffers required for plotting DRAW_COLOR_BARS is 5:
· four buffer to store the values of Open, High, Low and Close;
· one buffer to store the color index, which is used to draw a bar (it makes sense to set it only for the
bars that will be drawn).
All buffers for the plotting should go one after the other in the given order: Open, High, Low, Close
and the color buffer. None of the price buffers can contain only null values, since in this case nothing
is plotted.
An example of the indicator that draws bars on a selected financial instrument in a separate window.
The color of bars changes randomly every N ticks. The N parameter is set in external parameters of
the indicator for the possibility of manual configuration (the Parameters tab in the indicator's
Properties window).
© 2000-2017, MetaQuotes Software Corp.
1540 Custom Indicators
Please note that for plot1 with the DRAW_COLOR_BARS style, 8 colors are set using the compiler
directive #property, and then in the OnCalculate() function the color is selected randomly from the 14
colors stored in the colors[] array.
//+------------------------------------------------------------------+
//| DRAW_COLOR_BARS.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_COLOR_BARS"
#property description "It draws different-color bars of a selected symbol in a separate window"
#property description "The color and width of bars, as well as the symbol are changed randomly"
#property description "every N ticks"
#property indicator_separate_window
#property indicator_buffers 5
#property indicator_plots 1
//--- plot ColorBars
#property indicator_label1 "ColorBars"
#property indicator_type1 DRAW_COLOR_BARS
//--- Define 8 colors for coloring bars (they are stored in the special array)
#property indicator_color1 clrRed,clrBlue,clrGreen,clrYellow,clrMagenta,clrCyan,clrLime,clrOrange
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input int N=5; // The number of ticks to change the type
© 2000-2017, MetaQuotes Software Corp.
1541 Custom Indicators
input int bars=500; // The number of bars to show
input bool messages=false; // Show messages in the "Expert Advisors" log
//--- Indicator buffers
double ColorBarsBuffer1[];
double ColorBarsBuffer2[];
double ColorBarsBuffer3[];
double ColorBarsBuffer4[];
double ColorBarsColors[];
//--- Symbol name
string symbol;
int bars_colors;
//--- An array for storing colors contains 14 elements
color colors[]=
{
clrRed,clrBlue,clrGreen,clrChocolate,clrMagenta,clrDodgerBlue,clrGoldenrod,
clrIndigo,clrLightBlue,clrAliceBlue,clrMoccasin,clrMagenta,clrCyan,clrMediumPurple
};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ColorBarsBuffer1,INDICATOR_DATA);
SetIndexBuffer(1,ColorBarsBuffer2,INDICATOR_DATA);
SetIndexBuffer(2,ColorBarsBuffer3,INDICATOR_DATA);
SetIndexBuffer(3,ColorBarsBuffer4,INDICATOR_DATA);
SetIndexBuffer(4,ColorBarsColors,INDICATOR_COLOR_INDEX);
//---- Number of colors for coloring bars
bars_colors=8; // see a comment to the #property indicator_color1 property
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=0;
//--- Count ticks to change the style, color and width of the bar
© 2000-2017, MetaQuotes Software Corp.
1542 Custom Indicators
ticks++;
//--- If a sufficient number of ticks has been accumulated
if(ticks>=N)
{
//--- Select a new symbol from the Market watch window
symbol=GetRandomSymbolName();
//--- Change the line properties
ChangeLineAppearance();
//--- Change the colors used to draw the candlesticks
ChangeColors(colors,bars_colors);
int tries=0;
//--- Make 5 attempts to fill in the buffers with the prices from symbol
while(!CopyFromSymbolToBuffers(symbol,rates_total,bars_colors) && tries<5)
{
//--- A counter of calls of the CopyFromSymbolToBuffers() function
tries++;
}
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Fill in the indicator buffers with prices |
//+------------------------------------------------------------------+
bool CopyFromSymbolToBuffers(string name,int total,int bar_colors)
{
//--- In the rates[] array, we will copy Open, High, Low and Close
MqlRates rates[];
//--- The counter of attempts
int attempts=0;
//--- How much has been copied
int copied=0;
//--- Make 25 attempts to get a timeseries on the desired symbol
while(attempts<25 && (copied=CopyRates(name,_Period,0,bars,rates))<0)
{
Sleep(100);
attempts++;
if(messages) PrintFormat("%s CopyRates(%s) attempts=%d",__FUNCTION__,name,attempts);
}
//--- If failed to copy a sufficient number of bars
if(copied!=bars)
{
//--- Form a message string
string comm=StringFormat("For the symbol %s, managed to receive only %d bars of %d requested
name,
copied,
bars
© 2000-2017, MetaQuotes Software Corp.
1543 Custom Indicators
);
//--- Show a message in a comment in the main chart window
Comment(comm);
//--- Show the message
if(messages) Print(comm);
return(false);
}
else
{
//--- Set the display of the symbol
PlotIndexSetString(0,PLOT_LABEL,name+" Open;"+name+" High;"+name+" Low;"+name+" Close");
IndicatorSetString(INDICATOR_SHORTNAME,"DRAW_COLOR_BARS("+name+")");
}
//--- Initialize buffers with empty values
ArrayInitialize(ColorBarsBuffer1,0.0);
ArrayInitialize(ColorBarsBuffer2,0.0);
ArrayInitialize(ColorBarsBuffer3,0.0);
ArrayInitialize(ColorBarsBuffer4,0.0);
//--- Copy prices to the buffers
for(int i=0;i<copied;i++)
{
//--- Calculate the appropriate index for the buffers
int buffer_index=total-copied+i;
//--- Write the prices to the buffers
ColorBarsBuffer1[buffer_index]=rates[i].open;
ColorBarsBuffer2[buffer_index]=rates[i].high;
ColorBarsBuffer3[buffer_index]=rates[i].low;
ColorBarsBuffer4[buffer_index]=rates[i].close;
//---
ColorBarsColors[buffer_index]=i%bar_colors;
}
return(true);
}
//+------------------------------------------------------------------+
//| Randomly returns a symbol from the Market Watch |
//+------------------------------------------------------------------+
string GetRandomSymbolName()
{
//--- The number of symbols shown in the Market watch window
int symbols=SymbolsTotal(true);
//--- The position of a symbol in the list - a random number from 0 to symbols
int number=MathRand()%symbols;
//--- Return the name of a symbol at the specified position
return SymbolName(number,true);
}
//+------------------------------------------------------------------+
//| Changes the color of the zigzag segments |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1544 Custom Indicators
void ChangeColors(color &cols[],int plot_colors)
{
//--- The number of colors
int size=ArraySize(cols);
//---
string comm=ChartGetString(0,CHART_COMMENT)+"\r\n\r\n";
//--- For each color index define a new color randomly
for(int plot_color_ind=0;plot_color_ind<plot_colors;plot_color_ind++)
{
//--- Get a random value
int number=MathRand();
//--- Get an index in the col[] array as a remainder of the integer division
int i=number%size;
//--- Set the color for each index as the property PLOT_LINE_COLOR
PlotIndexSetInteger(0, // The number of a graphical style
PLOT_LINE_COLOR, // Property identifier
plot_color_ind, // The index of the color, where we write the colo
cols[i]); // A new color
//--- Write the colors
comm=comm+StringFormat("BarColorIndex[%d]=%s \r\n",plot_color_ind,ColorToString(cols[i],true)
ChartSetString(0,CHART_COMMENT,comm);
}
//---
}
//+------------------------------------------------------------------+
//| Changes the appearance of bars |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the bar properties
string comm="";
//--- A block for changing the width of bars
int number=MathRand();
//--- Get the width of the remainder of integer division
int width=number%5; // The width is set from 0 to 4
//--- Set the color as the PLOT_LINE_WIDTH property
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,width);
//--- Write the line width
comm=comm+"\r\nWidth="+IntegerToString(width);
//--- Write the symbol name
comm="\r\n"+symbol+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1545 Custom Indicators
© 2000-2017, MetaQuotes Software Corp.
1546 Custom Indicators
DRAW_COLOR_CANDLES
The DRAW_COLOR_CANDLES style, like DRAW_CANDLES, draws candlesticks using the values of four
indicator buffers, which contain Open, High, Low and Close prices. In addition, it allows specifying a
color for each candlestick from a given set. For this purpose, the style has a special color buffer that
stores color indexes for each bar. It used for creating custom indicators as a sequence of candlesticks,
including those in a separate subwindow of a chart and on other financial instruments.
The number of colors of candlesticks can be set using the compiler directives or dynamically using the
PlotIndexSetInteger() function. Dynamic changes of the plotting properties allows "to enliven"
indicators, so that their appearance changes depending on the current situation.
The indicator is drawn only to those bars, for which non-empty values of four price buffers of the
indicator are set. To specify what value should be considered as "empty", set this value in the
PLOT_EMPTY_VALUE property:
//--- The 0 (empty) value will mot participate in drawing
PlotIndexSetDouble(index_of_plot_DRAW_COLOR_CANDLES,PLOT_EMPTY_VALUE,0);
Always explicitly fill in the values of the indicator buffers, set an empty value in a buffer to skip bars.
The number of required buffers for plotting DRAW_COLOR_CANDLES is 5:
· four buffer to store the values of Open, High, Low and Close;
· one buffer to store the color index, which is used to draw a candlestick (it makes sense to set it only
for the candlesticks that will be drawn).
All buffers for the plotting should go one after the other in the given order: Open, High, Low, Close
and the color buffer. None of the price buffers can contain only empty values, since in this case
nothing is plotted.
An example of the indicator that draws candlesticks for a selected financial instrument in a separate
window. The color of candlesticks changes randomly every N ticks. The N parameter is set in external
parameters of the indicator for the possibility of manual configuration (the Parameters tab in the
indicator's Properties window).
© 2000-2017, MetaQuotes Software Corp.
1547 Custom Indicators
Please note that for plot1, the color is set using the compiler directive #property, and then in the
OnCalculate() function the color is set randomly from an earlier prepared list.
//+------------------------------------------------------------------+
//| DRAW_COLOR_CANDLES.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "An indicator to demonstrate DRAW_COLOR_CANDLES."
#property description "It draws candlesticks of a selected symbol in a separate window"
#property description " "
#property description "The color and width of candlesticks, as well as the symbol are changed"
#property description "randomly every N ticks"
#property indicator_separate_window
#property indicator_buffers 5
#property indicator_plots 1
//--- plot ColorCandles
#property indicator_label1 "ColorCandles"
#property indicator_type1 DRAW_COLOR_CANDLES
//--- Define 8 colors for coloring candlesticks (they are stored in the special array)
#property indicator_color1 clrRed,clrBlue,clrGreen,clrYellow,clrMagenta,clrCyan,clrLime,clrOrange
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
© 2000-2017, MetaQuotes Software Corp.
1548 Custom Indicators
//--- input parameters
input int N=5; // The number of ticks to change the type
input int bars=500; // The number of candlesticks to show
input bool messages=false; // Show messages in the "Expert Advisors" log
//--- Indicator buffers
double ColorCandlesBuffer1[];
double ColorCandlesBuffer2[];
double ColorCandlesBuffer3[];
double ColorCandlesBuffer4[];
double ColorCandlesColors[];
int candles_colors;
//--- Symbol name
string symbol;
//--- An array for storing colors contains 14 elements
color colors[]=
{
clrRed,clrBlue,clrGreen,clrChocolate,clrMagenta,clrDodgerBlue,clrGoldenrod,
clrIndigo,clrLightBlue,clrAliceBlue,clrMoccasin,clrMagenta,clrCyan,clrMediumPurple
};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- If bars is very small - complete the work ahead of time
if(bars<50)
{
Comment("Please specify a larger number of bars! The operation of the indicator has been term
return(INIT_PARAMETERS_INCORRECT);
}
//--- indicator buffers mapping
SetIndexBuffer(0,ColorCandlesBuffer1,INDICATOR_DATA);
SetIndexBuffer(1,ColorCandlesBuffer2,INDICATOR_DATA);
SetIndexBuffer(2,ColorCandlesBuffer3,INDICATOR_DATA);
SetIndexBuffer(3,ColorCandlesBuffer4,INDICATOR_DATA);
SetIndexBuffer(4,ColorCandlesColors,INDICATOR_COLOR_INDEX);
//--- An empty value
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//--- The name of the symbol, for which the bars are drawn
symbol=_Symbol;
//--- Set the display of the symbol
PlotIndexSetString(0,PLOT_LABEL,symbol+" Open;"+symbol+" High;"+symbol+" Low;"+symbol+" Close");
IndicatorSetString(INDICATOR_SHORTNAME,"DRAW_COLOR_CANDLES("+symbol+")");
//---- The number of colors to color candlesticks
candles_colors=8; // see. a comment to the #property indicator_color1 property
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1549 Custom Indicators
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int ticks=INT_MAX-100;
//--- Count ticks to change the style and color
ticks++;
//--- If a sufficient number of ticks has been accumulated
if(ticks>=N)
{
//--- Select a new symbol from the Market watch window
symbol=GetRandomSymbolName();
//--- Change the form
ChangeLineAppearance();
//--- Change the colors used to draw the candlesticks
ChangeColors(colors,candles_colors);
int tries=0;
//--- Make 5 attempts to fill in the buffers of plot1 with the prices from symbol
while(!CopyFromSymbolToBuffers(symbol,rates_total,0,
ColorCandlesBuffer1,ColorCandlesBuffer2,ColorCandlesBuffer3,
ColorCandlesBuffer4,ColorCandlesColors,candles_colors)
&& tries<5)
{
//--- A counter of calls of the CopyFromSymbolToBuffers() function
tries++;
}
//--- Reset the counter of ticks to zero
ticks=0;
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Fills in the specified candlestick |
//+------------------------------------------------------------------+
bool CopyFromSymbolToBuffers(string name,
int total,
int plot_index,
double &buff1[],
© 2000-2017, MetaQuotes Software Corp.
1550 Custom Indicators
double &buff2[],
double &buff3[],
double &buff4[],
double &col_buffer[],
int cndl_colors
)
{
//--- In the rates[] array, we will copy Open, High, Low and Close
MqlRates rates[];
//--- The counter of attempts
int attempts=0;
//--- How much has been copied
int copied=0;
//--- Make 25 attempts to get a timeseries on the desired symbol
while(attempts<25 && (copied=CopyRates(name,_Period,0,bars,rates))<0)
{
Sleep(100);
attempts++;
if(messages) PrintFormat("%s CopyRates(%s) attempts=%d",__FUNCTION__,name,attempts);
}
//--- If failed to copy a sufficient number of bars
if(copied!=bars)
{
//--- Form a message string
string comm=StringFormat("For the symbol %s, managed to receive only %d bars of %d requested
name,
copied,
bars
);
//--- Show a message in a comment in the main chart window
Comment(comm);
//--- Show the message
if(messages) Print(comm);
return(false);
}
else
{
//--- Set the display of the symbol
PlotIndexSetString(plot_index,PLOT_LABEL,name+" Open;"+name+" High;"+name+" Low;"+name+" Clos
IndicatorSetString(INDICATOR_SHORTNAME,"DRAW_COLOR_CANDLES("+symbol+")");
}
//--- Initialize buffers with empty values
ArrayInitialize(buff1,0.0);
ArrayInitialize(buff2,0.0);
ArrayInitialize(buff3,0.0);
ArrayInitialize(buff4,0.0);
//--- On each tick copy prices to buffers
for(int i=0;i<copied;i++)
{
© 2000-2017, MetaQuotes Software Corp.
1551 Custom Indicators
//--- Calculate the appropriate index for the buffers
int buffer_index=total-copied+i;
//--- Write the prices to the buffers
buff1[buffer_index]=rates[i].open;
buff2[buffer_index]=rates[i].high;
buff3[buffer_index]=rates[i].low;
buff4[buffer_index]=rates[i].close;
//--- Set the candlestick color
int color_index=i%cndl_colors;
col_buffer[buffer_index]=color_index;
}
return(true);
}
//+------------------------------------------------------------------+
//| Randomly returns a symbol from the Market Watch |
//+------------------------------------------------------------------+
string GetRandomSymbolName()
{
//--- The number of symbols shown in the Market watch window
int symbols=SymbolsTotal(true);
//--- The position of a symbol in the list - a random number from 0 to symbols
int number=MathRand()%symbols;
//--- Return the name of a symbol at the specified position
return SymbolName(number,true);
}
//+------------------------------------------------------------------+
//| Changes the color of the candlestick segments |
//+------------------------------------------------------------------+
void ChangeColors(color &cols[],int plot_colors)
{
//--- The number of colors
int size=ArraySize(cols);
//---
string comm=ChartGetString(0,CHART_COMMENT)+"\r\n\r\n";
//--- For each color index define a new color randomly
for(int plot_color_ind=0;plot_color_ind<plot_colors;plot_color_ind++)
{
//--- Get a random value
int number=MathRand();
//--- Get an index in the col[] array as a remainder of the integer division
int i=number%size;
//--- Set the color for each index as the property PLOT_LINE_COLOR
PlotIndexSetInteger(0, // The number of a graphical style
PLOT_LINE_COLOR, // Property identifier
plot_color_ind, // The index of the color, where we write the colo
cols[i]); // A new color
//--- Write the colors
comm=comm+StringFormat("CandleColorIndex[%d]=%s \r\n",plot_color_ind,ColorToString(cols[i],tr
© 2000-2017, MetaQuotes Software Corp.
1552 Custom Indicators
ChartSetString(0,CHART_COMMENT,comm);
}
//---
}
//+------------------------------------------------------------------+
//| Changes the appearance of candlesticks |
//+------------------------------------------------------------------+
void ChangeLineAppearance()
{
//--- A string for the formation of information about the candlestick properties
string comm="";
//--- Write the symbol name
comm="\r\n"+symbol+comm;
//--- Show the information on the chart using a comment
Comment(comm);
}
© 2000-2017, MetaQuotes Software Corp.
1553 Custom Indicators
Connection between Indicator Properties and Corresponding
Functions
Every custom indicator has numerous properties, some of which are obligatory and are always
positioned at the beginning of description. They are the following properties:
· indication of a window to plot the indicator – indicator_separate_window or indicator_chart_window;
· number of indicator buffers – indicator_buffers;
· number of plots of the indicator – indicator_plots.
Also there are other properties that can be set both through preprocessor directives and through
functions intended for custom indicator creation. These properties and corresponding functions are
described in the following table.
Directives for properties of Functions of IndicatorSet... Description of the adjusted
indicator subwindow () type property of the subwindow
indicator_height IndicatorSetInteger The fixed value of the
(INDICATOR_INDICATOR_HEIG subwindow height
HT, nHeight)
indicator_minimum IndicatorSetDouble Minimal value of the vertical
(INDICATOR_MINIMUM, axis
dMaxValue)
indicator_maximum IndicatorSetDouble Maximal value of the vertical
(INDICATOR_MAXIMUM, axis
dMinValue)
indicator_levelN IndicatorSetDouble Vertical axis value for N level
(INDICATOR_LEVELVALUE, N-
1, nLevelValue)
no preprocessor directive IndicatorSetString Name of a displayed level
(INDICATOR_LEVELTEXT, N-1,
sLevelName)
indicator_levelcolor IndicatorSetInteger Color of N level
(INDICATOR_LEVELCOLOR, N-
1, nLevelColor)
indicator_levelwidth IndicatorSetInteger Line width for N level
(INDICATOR_LEVELWIDTH, N-
1, nLevelWidth)
indicator_levelstyle IndicatorSetInteger Line style for N level
(INDICATOR_LEVELSTYLE, N-1,
nLevelStyle)
Directives for plotting Functions of PlotIndexSet... Description of the adjusted
properties () type property of a plot
indicator_labelN PlotIndexSetString(N- Short name of the number N
1,PLOT_LABEL,sLabel) plot. It is displayed in
© 2000-2017, MetaQuotes Software Corp.
1554 Custom Indicators
DataWindow and in the pop-up
tooltip when pointing the
mouse cursor over it
indicator_colorN PlotIndexSetInteger(N-1, Line color for N plot
PLOT_LINE_COLOR, nColor)
indicator_styleN PlotIndexSetInteger(N-1, Line style for N plot
PLOT_LINE_STYLE, nType)
indicator_typeN PlotIndexSetInteger(N-1, Line type for N plot
PLOT_DRAW_TYPE, nType)
indicator_widthN PlotIndexSetInteger(N-1, Line width for N plot
PLOT_LINE_WIDTH, nWidth)
Common indicator Functions of IndicatorSet... Description
properties () type
no preprocessor directive IndicatorSetString Sets the convenient short
(INDICATOR_SHORTNAME, name of the indicator that will
sShortName) be displayed in the list of
indicators (opened in the
terminal by pressing Ctrl+I).
no preprocessor directive IndicatorSetInteger Sets required accuracy of
(INDICATOR_DIGITS, nDigits) display of indicator values -
number of decimal places
no preprocessor directive IndicatorSetInteger Sets number of levels in the
(INDICATOR_LEVELS, nLevels) indicator window
indicator_applied_price No function, the property can Default price type used for the
be set only by the preprocessor indicator calculation. It is
directive. specified when necessary, only
if OnCalculate() of the first
type is used.
The property value can also be
set from the dialog of
indicator properties in the
"Parameters" tab - "Apply to".
It should be noted that numeration of levels and plots in preprocessor terms starts with one, while
numeration of the same properties at using functions starts with zero, i.e. the indicated value must
be by 1 less than that indicated for #property.
There are several directives, for which there are no corresponding functions:
Directive Description
indicator_chart_window Indicator is displayed in the main window
indicator_separate_window Indicator is displayed in a separate subwindow
indicator_buffers Number of required indicator buffers
© 2000-2017, MetaQuotes Software Corp.
1555 Custom Indicators
indicator_plots Number of plots in the indicator
© 2000-2017, MetaQuotes Software Corp.
1556 Custom Indicators
SetIndexBuffer
The function binds a specified indicator buffer with one-dimensional dynamic array of the double type.
bool SetIndexBuffer(
int index, // buffer index
double buffer[], // array
ENUM_INDEXBUFFER_TYPE data_type // what will be stored
);
Parameters
index
[in] Number of the indicator buffer. The numbering starts with 0. The number must be less than
the value declared in #property indicator_buffers.
buffer[]
[in] An array declared in the custom indicator program.
data_type
[in] Type of data stored in the indicator array. By default it is INDICATOR_DATA (values of the
calculated indicator). It may also take the value of INDICATOR_COLOR_INDEX; in this case this
buffer is used for storing color indexes for the previous indicator buffer. You can specify up to 64
colors in the #property indicator_colorN line. The INDICATOR_CALCULATIONS value means that the
buffer is used in intermediate calculations of the indicator and is not intended for drawing.
Return Value
If successful, returns true, otherwise - false.
Note
After binding, the dynamic array buffer[] will be indexed as in common arrays, even if the indexing
of timeseries is pre-installed for the bound array. If you want to change the order of access to
elements of the indicator array, use the ArraySetAsSeries() function after binding the array using
the SetIndexBuffer() function. Please note that you can't change the size for dynamic arrays set as
indicator buffers by the function SetIndexBuffer(). For indicator buffers, all operations of size
changes are performed by the executing sub-system of the terminal.
Example:
//+------------------------------------------------------------------+
//| TestCopyBuffer1.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
© 2000-2017, MetaQuotes Software Corp.
1557 Custom Indicators
//---- plot MA
#property indicator_label1 "MA"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input bool AsSeries=true;
input int period=15;
input ENUM_MA_METHOD smootMode=MODE_EMA;
input ENUM_APPLIED_PRICE price=PRICE_CLOSE;
input int shift=0;
//--- indicator buffers
double MABuffer[];
int ma_handle;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
if(AsSeries) ArraySetAsSeries(MABuffer,true);
Print("Indicator buffer is timeseries = ",ArrayGetAsSeries(MABuffer));
SetIndexBuffer(0,MABuffer,INDICATOR_DATA);
Print("Indicator buffer after SetIndexBuffer() is timeseries = ",
ArrayGetAsSeries(MABuffer));
//--- change the order of accessing elements of the indicator buffer
ArraySetAsSeries(MABuffer,AsSeries);
IndicatorSetString(INDICATOR_SHORTNAME,"MA("+period+")"+AsSeries);
//---
ma_handle=iMA(Symbol(),0,period,shift,smootMode,price);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
© 2000-2017, MetaQuotes Software Corp.
1558 Custom Indicators
//--- Copy the values of the moving average in the buffer MABuffer
int copied=CopyBuffer(ma_handle,0,0,rates_total,MABuffer);
Print("MABuffer[0] = ",MABuffer[0]);// Depending on the value AsSeries
// Will receive a very old value
// Or for the current unfinished bar
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
See also
Custom Indicator Properties, Access to timeseries and indicators
© 2000-2017, MetaQuotes Software Corp.
1559 Custom Indicators
IndicatorSetDouble
The function sets the value of the corresponding indicator property. Indicator property must be of the
double type. There are two variants of the function.
Call with specifying the property identifier.
bool IndicatorSetDouble(
int prop_id, // identifier
double prop_value // value to be set
);
Call with specifying the property identifier and modifier.
bool IndicatorSetDouble(
int prop_id, // identifier
int prop_modifier, // modifier
double prop_value // value to be set
)
Parameters
prop_id
[in] Identifier of the indicator property. The value can be one of the values of the
ENUM_CUSTOMIND_PROPERTY_DOUBLE enumeration.
prop_modifier
[in] Modifier of the specified property. Only level properties require a modifier. Numbering of
levels starts from 0. It means that in order to set property for the second level you need to specify
1 (1 less than when using compiler directive).
prop_value
[in] Value of property.
Return Value
In case of successful execution, returns true, otherwise - false.
Note
Numbering of properties (modifiers) starts from 1 (one) when using the #property directive, while
the function uses numbering from 0 (zero). In case the level number is set incorrectly, indicator
display can differ from the intended one.
For example, the first level value for the indicator in a separate subwindow can be set in two ways:
· property indicator_level1 50 - the value of 1 is used for specifying the level number,
· IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, 50) - 0 is used for specifying the first level.
Example: indicator that turns upside down the maximum and minimum values of the indicator window
and values of levels on which the horizontal lines are placed.
© 2000-2017, MetaQuotes Software Corp.
1560 Custom Indicators
#property indicator_separate_window
//--- set the maximum and minimum values for the indicator window
#property indicator_minimum 0
#property indicator_maximum 100
//--- display three horizontal levels in a separate indicator window
#property indicator_level1 25
#property indicator_level2 50
#property indicator_level3 75
//--- set thickness of horizontal levels
#property indicator_levelwidth 1
//--- set style of horizontal levels
#property indicator_levelstyle STYLE_DOT
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- set descriptions of horizontal levels
IndicatorSetString(INDICATOR_LEVELTEXT,0,"First Level (index 0)");
IndicatorSetString(INDICATOR_LEVELTEXT,1,"Second Level (index 1)");
IndicatorSetString(INDICATOR_LEVELTEXT,2,"Third Level (index 2)");
//--- set the short name for indicator
IndicatorSetString(INDICATOR_SHORTNAME,"IndicatorSetDouble() Demo");
//--- set color for each level
IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrBlue);
IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrGreen);
IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrRed);
© 2000-2017, MetaQuotes Software Corp.
1561 Custom Indicators
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int tick_counter=0;
static double level1=25,level2=50,level3=75;
static double max=100,min=0, shift=100;
//--- calculate ticks
tick_counter++;
//--- turn levels upside down on every 10th tick
if(tick_counter%10==0)
{
//--- invert sign for the level values
level1=-level1;
level2=-level2;
level3=-level3;
//--- invert sign for the maximum and minimum values
max-=shift;
min-=shift;
//--- invert the shift value
shift=-shift;
//--- set new level values
IndicatorSetDouble(INDICATOR_LEVELVALUE,0,level1);
IndicatorSetDouble(INDICATOR_LEVELVALUE,1,level2);
IndicatorSetDouble(INDICATOR_LEVELVALUE,2,level3);
//--- set new values of maximum and minimum in the indicator window
Print("Set up max = ",max,", min = ",min);
IndicatorSetDouble(INDICATOR_MAXIMUM,max);
IndicatorSetDouble(INDICATOR_MINIMUM,min);
}
//--- return value of prev_calculated for next call
return(rates_total);
}
See also
© 2000-2017, MetaQuotes Software Corp.
1562 Custom Indicators
Indicator Styles in Examples, Connection between Indicator Properties and Functions, Drawing Styles
© 2000-2017, MetaQuotes Software Corp.
1563 Custom Indicators
IndicatorSetInteger
The function sets the value of the corresponding indicator property. Indicator property must be of the
int or color type. There are two variants of the function.
Call with specifying the property identifier.
bool IndicatorSetInteger(
int prop_id, // identifier
int prop_value // value to be set
);
Call with specifying the property identifier and modifier.
bool IndicatorSetInteger(
int prop_id, // identifier
int prop_modifier, // modifier
int prop_value // value to be set
)
Parameters
prop_id
[in] Identifier of the indicator property. The value can be one of the values of the
ENUM_CUSTOMIND_PROPERTY_INTEGER enumeration.
prop_modifier
[in] Modifier of the specified property. Only level properties require a modifier.
prop_value
[in] Value of property.
Return Value
In case of successful execution, returns true, otherwise - false.
Note
Numbering of properties (modifiers) starts from 1 (one) when using the #property directive, while
the function uses numbering from 0 (zero). In case the level number is set incorrectly, indicator
display can differ from the intended one.
For example, in order to set thickness of the first horizontal line use zeroth index:
· IndicatorSetInteger(INDICATOR_LEVELWIDTH, 0, 5) - index 0 is used to set thickness of the first
level.
Example: indicator that sets color, style and thickness of the indicator horizontal lines.
© 2000-2017, MetaQuotes Software Corp.
1564 Custom Indicators
#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 100
//--- display three horizontal levels in a separate indicator window
#property indicator_level1 20
#property indicator_level2 50
#property indicator_level3 80
//--- set thickness of horizontal levels
#property indicator_levelwidth 5
//--- set color of horizontal levels
#property indicator_levelcolor clrAliceBlue
//--- set style of horizontal levels
#property indicator_levelstyle STYLE_DOT
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- set descriptions of horizontal levels
IndicatorSetString(INDICATOR_LEVELTEXT,0,"First Level (index 0)");
IndicatorSetString(INDICATOR_LEVELTEXT,1,"Second Level (index 1)");
IndicatorSetString(INDICATOR_LEVELTEXT,2,"Third Level (index 2)");
//--- set the short name for indicator
IndicatorSetString(INDICATOR_SHORTNAME,"IndicatorSetInteger() Demo");
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1565 Custom Indicators
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
static int tick_counter=0;
//--- calculate ticks
tick_counter++;
//--- and calculate colors of horizontal levels depending on the tick counter
ChangeLevelColor(0,tick_counter,3,6,10); // three last parameters are switching the color
ChangeLevelColor(1,tick_counter,3,6,8);
ChangeLevelColor(2,tick_counter,4,7,9);
//--- modify style of horizontal levels
ChangeLevelStyle(0,tick_counter);
ChangeLevelStyle(1,tick_counter+5);
ChangeLevelStyle(2,tick_counter+15);
//--- get width as the remainder of integer division of the ticks number by 5
int width=tick_counter%5;
//--- iterate over all horizontal levels and set thickness
for(int l=0;l<3;l++)
IndicatorSetInteger(INDICATOR_LEVELWIDTH,l,width+1);
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Set color of horizontal line in the separate indicator window |
//+------------------------------------------------------------------+
void ChangeLevelColor(int level, // number of horizontal line
int tick_number,// dividend, number to get the remainder of division
int f_trigger, // first divisor of color switching
int s_trigger, // second divisor of color switching
int t_trigger) // third divisor of color switching
{
static color colors[3]={clrRed,clrBlue,clrGreen};
//--- index of color from the colors[] array
int index=-1;
//--- calculate the number of color from the colors[] array to paint horizontal line
if(tick_number%f_trigger==0)
index=0; // if tick_number is divided by f_trigger without the remainder
if(tick_number%s_trigger==0)
index=1; // if tick_number is divided by s_trigger without the remainder
© 2000-2017, MetaQuotes Software Corp.
1566 Custom Indicators
if(tick_number%t_trigger==0)
index=2; // if tick_number is divided by t_trigger without the remainder
//--- if color is defined, set it
if(index!=-1)
IndicatorSetInteger(INDICATOR_LEVELCOLOR,level,colors[index]);
//---
}
//+------------------------------------------------------------------+
//| Set style of horizontal line in the separate indicator window |
//+------------------------------------------------------------------+
void ChangeLevelStyle(int level, // number of horizontal line
int tick_number// number to get the remainder of division
)
{
//--- array to store styles
static ENUM_LINE_STYLE styles[5]=
{STYLE_SOLID,STYLE_DASH,STYLE_DOT,STYLE_DASHDOT,STYLE_DASHDOTDOT};
//--- index of style from the styles[] array
int index=-1;
//--- calculate the number from the styles[] array to set style of horizontal line
if(tick_number%50==0)
index=5; // if tick_number is divided by 50 without the remainder, then style is STYLE_DASH
if(tick_number%40==0)
index=4; // ... style is STYLE_DASHDOT
if(tick_number%30==0)
index=3; // ... STYLE_DOT
if(tick_number%20==0)
index=2; // ... STYLE_DASH
if(tick_number%10==0)
index=1; // ... STYLE_SOLID
//--- if style is defined, set it
if(index!=-1)
IndicatorSetInteger(INDICATOR_LEVELSTYLE,level,styles[index]);
}
See also
Custom Indicator Properties, Program Properties (#property), Drawing Styles
© 2000-2017, MetaQuotes Software Corp.
1567 Custom Indicators
IndicatorSetString
The function sets the value of the corresponding indicator property. Indicator property must be of the
string type. There are two variants of the function.
Call with specifying the property identifier.
bool IndicatorSetString(
int prop_id, // identifier
string prop_value // value to be set
);
Call with specifying the property identifier and modifier.
bool IndicatorSetString(
int prop_id, // identifier
int prop_modifier, // modifier
string prop_value // value to be set
)
Parameters
prop_id
[in] Identifier of the indicator property. The value can be one of the values of the
ENUM_CUSTOMIND_PROPERTY_STRING enumeration.
prop_modifier
[in] Modifier of the specified property. Only level properties require a modifier.
prop_value
[in] Value of property.
Return Value
In case of successful execution, returns true, otherwise - false.
Note
Numbering of properties (modifiers) starts from 1 (one) when using the #property directive, while
the function uses numbering from 0 (zero). In case the level number is set incorrectly, indicator
display can differ from the intended one.
For example, in order to set description of the first horizontal line use zeroth index:
· IndicatorSetString(INDICATOR_LEVELTEXT, 0, "First Level") - index 0 is used to set text
description of the first level.
Example: indicator that sets text labels to the indicator horizontal lines.
© 2000-2017, MetaQuotes Software Corp.
1568 Custom Indicators
#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 100
//--- display three horizontal levels in a separate indicator window
#property indicator_level1 30
#property indicator_level2 50
#property indicator_level3 70
//--- set color of horizontal levels
#property indicator_levelcolor clrRed
//--- set style of horizontal levels
#property indicator_levelstyle STYLE_SOLID
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- set descriptions of horizontal levels
IndicatorSetString(INDICATOR_LEVELTEXT,0,"First Level (index 0)");
IndicatorSetString(INDICATOR_LEVELTEXT,1,"Second Level (index 1)");
IndicatorSetString(INDICATOR_LEVELTEXT,2,"Third Level (index 2)");
//--- set the short name for indicator
IndicatorSetString(INDICATOR_SHORTNAME,"IndicatorSetString() Demo");
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
© 2000-2017, MetaQuotes Software Corp.
1569 Custom Indicators
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//---
//--- return value of prev_calculated for next call
return(rates_total);
}
See also
Custom Indicator Properties, Program Properties (#property)
© 2000-2017, MetaQuotes Software Corp.
1570 Custom Indicators
PlotIndexSetDouble
The function sets the value of the corresponding property of the corresponding indicator line. The
indicator property must be of the double type.
bool PlotIndexSetDouble(
int plot_index, // plotting style index
int prop_id, // property identifier
double prop_value // value to be set
);
Parameters
plot_index
[in] Index of the graphical plotting
prop_id
[in] The value can be one of the values of the ENUM_PLOT_PROPERTY_DOUBLE enumeration.
prop_value
[in] The value of the property.
Return Value
If successful, returns true, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
1571 Custom Indicators
PlotIndexSetInteger
The function sets the value of the corresponding property of the corresponding indicator line. The
indicator property must be of the int, char, bool or color type. There are 2 variants of the function.
Call indicating identifier of the property.
bool PlotIndexSetInteger(
int plot_index, // plotting style index
int prop_id, // property identifier
int prop_value // value to be set
);
Call indicating the identifier and modifier of the property.
bool PlotIndexSetInteger(
int plot_index, // plotting style index
int prop_id, // property identifier
int prop_modifier, // property modifier
int prop_value // value to be set
)
Parameters
plot_index
[in] Index of the graphical plotting
prop_id
[in] The value can be one of the values of the ENUM_PLOT_PROPERTY_INTEGER enumeration.
prop_modifier
[in] Modifier of the specified property. Only color index properties require a modifier.
prop_value
[in] The value of the property.
Return Value
If successful, returns true, otherwise false.
Example: an indicator that draws a three-color line. The color scheme changes every 5 ticks.
© 2000-2017, MetaQuotes Software Corp.
1572 Custom Indicators
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 1
//---- plot ColorLine
#property indicator_label1 "ColorLine"
#property indicator_type1 DRAW_COLOR_LINE
#property indicator_color1 clrRed,clrGreen,clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 3
//--- indicator buffers
double ColorLineBuffer[];
double ColorBuffer[];
int MA_handle;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ColorLineBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ColorBuffer,INDICATOR_COLOR_INDEX);
//--- get MA handle
MA_handle=iMA(Symbol(),0,10,0,MODE_EMA,PRICE_CLOSE);
//---
}
//+------------------------------------------------------------------+
//| get color index |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1573 Custom Indicators
int getIndexOfColor(int i)
{
int j=i%300;
if(j<100) return(0);// first index
if(j<200) return(1);// second index
return(2); // third index
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//---
static int ticks=0,modified=0;
int limit;
//--- first calculation or number of bars was changed
if(prev_calculated==0)
{
//--- copy values of MA into indicator buffer ColorLineBuffer
int copied=CopyBuffer(MA_handle,0,0,rates_total,ColorLineBuffer);
if(copied<=0) return(0);// copying failed - throw away
//--- now set line color for every bar
for(int i=0;i<rates_total;i++)
ColorBuffer[i]=getIndexOfColor(i);
}
else
{
//--- copy values of MA into indicator buffer ColorLineBuffer
int copied=CopyBuffer(MA_handle,0,0,rates_total,ColorLineBuffer);
if(copied<=0) return(0);
ticks++;// ticks counting
if(ticks>=5)//it's time to change color scheme
{
ticks=0; // reset counter
modified++; // counter of color changes
if(modified>=3)modified=0;// reset counter
ResetLastError();
switch(modified)
{
© 2000-2017, MetaQuotes Software Corp.
1574 Custom Indicators
case 0:// first color scheme
PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,clrRed);
PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,clrBlue);
PlotIndexSetInteger(0,PLOT_LINE_COLOR,2,clrGreen);
Print("Color scheme "+modified);
break;
case 1:// second color scheme
PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,clrYellow);
PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,clrPink);
PlotIndexSetInteger(0,PLOT_LINE_COLOR,2,clrLightSlateGray);
Print("Color scheme "+modified);
break;
default:// third color scheme
PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,clrLightGoldenrod);
PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,clrOrchid);
PlotIndexSetInteger(0,PLOT_LINE_COLOR,2,clrLimeGreen);
Print("Color scheme "+modified);
}
}
else
{
//--- set start position
limit=prev_calculated-1;
//--- now we set line color for every bar
for(int i=limit;i<rates_total;i++)
ColorBuffer[i]=getIndexOfColor(i);
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1575 Custom Indicators
PlotIndexSetString
The function sets the value of the corresponding property of the corresponding indicator line. The
indicator property must be of the string type.
bool PlotIndexSetString(
int plot_index, // plotting style index
int prop_id, // property identifier
string prop_value // value to be set
);
Parameters
plot_index
[in] Index of graphical plot
prop_id
[in] The value can be one of the values of the ENUM_PLOT_PROPERTY_STRING enumeration.
prop_value
[in] The value of the property.
Return Value
If successful, returns true, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
1576 Custom Indicators
PlotIndexGetInteger
The function sets the value of the corresponding property of the corresponding indicator line. The
indicator property must be of the int, color, bool or char type. There are 2 variants of the function.
Call indicating identifier of the property.
int PlotIndexGetInteger(
int plot_index, // plotting style index
int prop_id, // property identifier
);
Call indicating the identifier and modifier of the property.
int PlotIndexGetInteger(
int plot_index, // plotting index
int prop_id, // property identifier
int prop_modifier // property modifier
)
Parameters
plot_index
[in] Index of the graphical plotting
prop_id
[in] The value can be one of the values of the ENUM_PLOT_PROPERTY_INTEGER enumeration.
prop_modifier
[in] Modifier of the specified property. Only color index properties require a modifier.
Note
Function is designed to extract the settings of drawing of the appropriate indicator line. The
function works in tandem with the function PlotIndexSetInteger to copy the drawing properties of
one line to another.
Example: an indicator that colors candles depending on the day of the week. Colors for each day are
set in a programmatically.
© 2000-2017, MetaQuotes Software Corp.
1577 Custom Indicators
#property indicator_separate_window
#property indicator_buffers 5
#property indicator_plots 1
//---- plot ColorCandles
#property indicator_label1 "ColorCandles"
#property indicator_type1 DRAW_COLOR_CANDLES
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- indicator buffers
double OpenBuffer[];
double HighBuffer[];
double LowBuffer[];
double CloseBuffer[];
double ColorCandlesColors[];
color ColorOfDay[6]={CLR_NONE,clrMediumSlateBlue,
clrDarkGoldenrod,clrForestGreen,clrBlueViolet,clrRed};
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,OpenBuffer,INDICATOR_DATA);
SetIndexBuffer(1,HighBuffer,INDICATOR_DATA);
SetIndexBuffer(2,LowBuffer,INDICATOR_DATA);
SetIndexBuffer(3,CloseBuffer,INDICATOR_DATA);
SetIndexBuffer(4,ColorCandlesColors,INDICATOR_COLOR_INDEX);
//--- set number of colors in color buffer
© 2000-2017, MetaQuotes Software Corp.
1578 Custom Indicators
PlotIndexSetInteger(0,PLOT_COLOR_INDEXES,6);
//--- set colors for color buffer
for(int i=1;i<6;i++)
PlotIndexSetInteger(0,PLOT_LINE_COLOR,i,ColorOfDay[i]);
//--- set accuracy
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
printf("We have %u colors of days",PlotIndexGetInteger(0,PLOT_COLOR_INDEXES));
//---
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//---
int i;
MqlDateTime t;
//----
if(prev_calculated==0) i=0;
else i=prev_calculated-1;
//----
while(i<rates_total)
{
OpenBuffer[i]=open[i];
HighBuffer[i]=high[i];
LowBuffer[i]=low[i];
CloseBuffer[i]=close[i];
//--- set color for every candle
TimeToStruct(time[i],t);
ColorCandlesColors[i]=t.day_of_week;
//---
i++;
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1579 Object Functions
Object Functions
This is the group of functions intended for working with graphic objects relating to any specified
chart.
The functions defining the properties of graphical objects, as well as ObjectCreate() and ObjectMove()
operations for creating and moving objects along the chart are actually used for sending commands to
the chart. If these functions are executed successfully, the command is included in the common queue
of the chart events. Visual changes in the properties of graphical objects are implemented when
handling the queue of the chart events.
Thus, do not expect an immediate visual update of graphical objects after calling these functions.
Generally, the graphical objects on the chart are updated automatically by the terminal following the
change events - a new quote arrival, resizing the chart window, etc. Use ChartRedraw() function to
forcefully update the graphical objects.
Function Action
ObjectCreate Creates an object of the specified type in a
specified chart
ObjectName Returns the name of an object of the
corresponding type in the specified chart
(specified chart subwindow)
ObjectDelete Removes the object with the specified name
from the specified chart (from the specified
chart subwindow)
ObjectsDeleteAll Removes all objects of the specified type from
the specified chart (from the specified chart
subwindow)
ObjectFind Searches for an object with the specified ID by
the name
ObjectGetTimeByValue Returns the time value for the specified object
price value
ObjectGetValueByTime Returns the price value of an object for the
specified time
ObjectMove Changes the coordinates of the specified object
anchor point
ObjectsTotal Returns the number of objects of the specified
type in the specified chart (specified chart
subwindow)
ObjectGetDouble Returns the double value of the corresponding
object property
ObjectGetInteger Returns the integer value of the corresponding
object property
© 2000-2017, MetaQuotes Software Corp.
1580 Object Functions
ObjectGetString Returns the string value of the corresponding
object property
ObjectSetDouble Sets the value of the corresponding object
property
ObjectSetInteger Sets the value of the corresponding object
property
ObjectSetString Sets the value of the corresponding object
property
TextSetFont Sets the font for displaying the text using
drawing methods (Arial 20 used by default)
TextOut Transfers the text to the custom array (buffer)
designed for creation of a graphical resource
TextGetSize Returns the string's width and height at the
current font settings
Every graphical object should have a name unique within one chart, including its subwindows.
Changing of a name of a graphic object generates two events: event of deletion of an object with the
old name, and event of creation of an object with a new name.
After an object is created or an object property is modified it is recommended to call the
ChartRedraw() function, which commands the client terminal to forcibly draw a chart (and all visible
objects in it).
© 2000-2017, MetaQuotes Software Corp.
1581 Object Functions
ObjectCreate
The function creates an object with the specified name, type, and the initial coordinates in the
specified chart subwindow. During creation up to 30 coordinates can be specified.
bool ObjectCreate(
long chart_id, // chart identifier
string name, // object name
ENUM_OBJECT type, // object type
sub_window nwin, // window index
datetime time1, // time of the first anchor point
double price1, // price of the first anchor point
...
datetime timeN=0, // time of the N-th anchor point
double priceN=0, // price of the N-th anchor point
...
datetime time30=0, // time of the 30th anchor point
double price30=0 // price of the 30th anchor point
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
name
[in] Name of the object. The name must be unique within a chart, including its subwindows.
type
[in] Object type. The value can be one of the values of the ENUM_OBJECT enumeration.
sub_window
[in] Number of the chart subwindow. 0 means the main chart window. The specified subwindow
must exist, otherwise the function returns false.
time1
[in] The time coordinate of the first anchor.
price1
[in] The price coordinate of the first anchor point.
timeN=0
[in] The time coordinate of the N-th anchor point.
priceN=0
[in] The price coordinate of the N-th anchor point.
time30=0
[in] The time coordinate of the thirtieth anchor point.
price30=0
[in] The price coordinate of the thirtieth anchor point.
© 2000-2017, MetaQuotes Software Corp.
1582 Object Functions
Return Value
Returns true or false depending on whether the object is created or not. To read more about the
error call GetLastError(). If the object has been created already, the function tries to change its
coordinates.
Note
An object name should not exceed 63 characters.
The numbering of the chart subwindows (if there are subwindows with indicators in the chart) starts
with 1. The main chart window of the chart is and always has index 0.
The large number of anchor points (up to 30) is implemented for future use. At the same time, the
limit of 30 possible anchor points for graphical objects is determined by the limit on the number of
parameters (not more than 64) that can be used when calling a function.
When an object is renamed, two events are formed simultaneously. These events can be handled in
an Expert Advisor or indicator by the OnChartEvent() function:
· an event of deletion of an object with the old name;
· an event of creation of an object with a new name.
There is a certain number of anchor points that must be specified when creating each object type:
ID Description Anchor Points
OBJ_VLINE Vertical Line One anchor point. Actually only
the time coordinate is used.
OBJ_HLINE Horizontal Line One anchor point. Actually only
the price coordinate is used.
OBJ_TREND Trend Line Two anchor points.
OBJ_TRENDBYANGLE Trend Line By Angle Two anchor points.
OBJ_CYCLES Cycle Lines Two anchor points.
OBJ_ARROWED_LINE Arrowed Line Two anchor points.
OBJ_CHANNEL Equidistant Channel Three anchor points.
OBJ_STDDEVCHANNEL Standard Deviation Channel Two anchor points.
OBJ_REGRESSION Linear Regression Channel Two anchor points.
OBJ_PITCHFORK Andrews’ Pitchfork Three anchor points.
OBJ_GANNLINE Gann Line Two anchor points.
OBJ_GANNFAN Gann Fan Two anchor points.
OBJ_GANNGRID Gann Grid Two anchor points.
OBJ_FIBO Fibonacci Retracement Two anchor points.
OBJ_FIBOTIMES Fibonacci Time Zones Two anchor points.
OBJ_FIBOFAN Fibonacci Fan Two anchor points.
© 2000-2017, MetaQuotes Software Corp.
1583 Object Functions
OBJ_FIBOARC Fibonacci Arcs Two anchor points.
OBJ_FIBOCHANNEL Fibonacci Channel Three anchor points.
OBJ_EXPANSION Fibonacci Expansion Three anchor points.
OBJ_ELLIOTWAVE5 Elliott Motive Wave Five anchor points.
OBJ_ELLIOTWAVE3 Elliott Correction Wave Three anchor points.
OBJ_RECTANGLE Rectangle Two anchor points.
OBJ_TRIANGLE Triangle Three anchor points.
OBJ_ELLIPSE Ellipse Three anchor points.
OBJ_ARROW_THUMB_UP Thumbs Up One anchor point.
OBJ_ARROW_THUMB_DOWN Thumbs Down One anchor point.
OBJ_ARROW_UP Arrow Up One anchor point.
OBJ_ARROW_DOWN Arrow Down One anchor point.
OBJ_ARROW_STOP Stop Sign One anchor point.
OBJ_ARROW_CHECK Check Sign One anchor point.
OBJ_ARROW_LEFT_PRICE Left Price Label One anchor point.
OBJ_ARROW_RIGHT_PRICE Right Price Label One anchor point.
OBJ_ARROW_BUY Buy Sign One anchor point.
OBJ_ARROW_SELL Sell Sign One anchor point.
OBJ_ARROW Arrow One anchor point.
OBJ_TEXT Text One anchor point.
OBJ_LABEL Label Position is set using the
OBJPROP_XDISTANCE and
OBJPROP_YDISTANCE
properties.
OBJ_BUTTON Button Position is set using the
OBJPROP_XDISTANCE and
OBJPROP_YDISTANCE
properties.
OBJ_CHART Chart Position is set using the
OBJPROP_XDISTANCE and
OBJPROP_YDISTANCE
properties.
OBJ_BITMAP Bitmap One anchor point.
OBJ_BITMAP_LABEL Bitmap Label Position is set using the
OBJPROP_XDISTANCE and
© 2000-2017, MetaQuotes Software Corp.
1584 Object Functions
OBJPROP_YDISTANCE
properties.
OBJ_EDIT Edit Position is set using the
OBJPROP_XDISTANCE and
OBJPROP_YDISTANCE
properties.
OBJ_EVENT The "Event" object One anchor point. Actually only
corresponding to an event in the time coordinate is used.
the economic calendar
OBJ_RECTANGLE_LABEL The "Rectangle label" object Position is set using the
for creating and designing the OBJPROP_XDISTANCE and
custom graphical interface. OBJPROP_YDISTANCE
properties.
© 2000-2017, MetaQuotes Software Corp.
1585 Object Functions
ObjectName
The function returns the name of the corresponding object in the specified chart, in the specified
subwindow, of the specified type.
string ObjectName(
long chart_id, // chart identifier
int pos, // number in the list of objects
int sub_window=-1, // window index
int type=-1 // object type
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
pos
[in] Ordinal number of the object according to the specified filter by the number and type of the
subwindow.
sub_window=-1
[in] Number of the chart subwindow. 0 means the main chart window, -1 means all the
subwindows of the chart, including the main window.
type=-1
[in] Type of the object. The value can be one of the values of the ENUM_OBJECT enumeration. -1
means all types.
Return Value
Name of the object is returned in case of success.
Note
When an object is renamed, two events are formed simultaneously. These events can be handled in
an Expert Advisor or indicator by the OnChartEvent() function:
· an event of deletion of an object with the old name;
· an event of creation of an object with a new name.
© 2000-2017, MetaQuotes Software Corp.
1586 Object Functions
ObjectDelete
The function removes the object with the specified name from the specified chart.
bool ObjectDelete(
long chart_id, // chart identifier
string name // object name
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
name
[in] Name of object to be deleted.
Return Value
Returns true if the removal was successful, otherwise returns false. To read more about the error
call GetLastError().
Note
When an object is renamed, two events are formed simultaneously. These events can be handled in
an Expert Advisor or indicator by the OnChartEvent() function:
· an event of deletion of an object with the old name;
· an event of creation of an object with a new name.
© 2000-2017, MetaQuotes Software Corp.
1587 Object Functions
ObjectsDeleteAll
Removes all objects from the specified chart, specified chart subwindow, of the specified type.
int ObjectsDeleteAll(
long chart_id, // chart identifier
int sub_window=-1, // window index
int type=-1 // object type
);
Removes all objects of the specified type using prefix in object names.
int ObjectsDeleteAll(
long chart_id, // chart ID
const string prefix, // prefix in object name
int sub_window=-1, // window index
int object_type=-1 // object type
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
prefix
[in] Prefix in object names. All objects whose names start with this set of characters will be
removed from chart. You can specify prefix as 'name' or 'name*' – both variants will work the same.
If an empty string is specified as the prefix, objects with all possible names will be removed.
sub_window=-1
[in] Number of the chart subwindow. 0 means the main chart window, -1 means all the subwindows
of the chart, including the main window.
type=-1
[in] Type of the object. The value can be one of the values of the ENUM_OBJECT enumeration. -1
means all types.
Return Value
Returns the number of deleted objects. To read more about the error call GetLastError().
© 2000-2017, MetaQuotes Software Corp.
1588 Object Functions
ObjectFind
The function searches for an object with the specified name in the chart with the specified ID.
int ObjectFind(
long chart_id, // chart identifier
string name // object name
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
name
[in] The name of the searched object.
Return Value
If successful the function returns the number of the subwindow (0 means the main window of the
chart), in which the object is found. If the object is not found, the function returns a negative
number. To read more about the error call GetLastError().
Note
When an object is renamed, two events are formed simultaneously. These events can be handled in
an Expert Advisor or indicator by the OnChartEvent() function:
· an event of deletion of an object with the old name;
· an event of creation of an object with a new name.
© 2000-2017, MetaQuotes Software Corp.
1589 Object Functions
ObjectGetTimeByValue
The function returns the time value for the specified price value of the specified object.
datetime ObjectGetTimeByValue(
long chart_id, // chart identifier
string name, // object name
double value, // Price
int line_id // Line number
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
name
[in] Name of the object.
value
[in] Price value.
line_id
[in] Line identifier.
Return Value
The time value for the specified price value of the specified object.
Note
An object can have several values in one price coordinate, therefore it is necessary to specify the
line number. This function applies only to the following objects:
· Trendline (OBJ_TREND)
· Trendline by angle (OBJ_TRENDBYANGLE)
· Gann line (OBJ_GANNLINE)
· Equidistant channel (OBJ_CHANNEL) - 2 lines
· Linear regression channel (OBJ_REGRESSION) - 3 lines
· Standard deviation channel (OBJ_STDDEVCHANNEL) - 3 lines
· Arrowed line (OBJ_ARROWED_LINE)
See also
Object Types
© 2000-2017, MetaQuotes Software Corp.
1590 Object Functions
ObjectGetValueByTime
The function returns the price value for the specified time value of the specified object.
double ObjectGetValueByTime(
long chart_id, // chart identifier
string name, // object name
datetime time, // Time
int line_id // Line number
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
name
[in] Name of the object.
time
[in] Time value.
line_id
[in] Line ID.
Return Value
The price value for the specified time value of the specified object.
Note
An object can have several values in one price coordinate, therefore it is necessary to specify the
line number. This function applies only to the following objects:
· Trendline (OBJ_TREND)
· Trendline by angle (OBJ_TRENDBYANGLE)
· Gann line (OBJ_GANNLINE)
· Equidistant channel (OBJ_CHANNEL) - 2 lines
· Linear regression channel (OBJ_REGRESSION) - 3 lines
· Standard deviation channel (OBJ_STDDEVCHANNEL) - 3 lines
· Arrowed line (OBJ_ARROWED_LINE)
See also
Object Types
© 2000-2017, MetaQuotes Software Corp.
1591 Object Functions
ObjectMove
The function changes coordinates of the specified anchor point of the object.
bool ObjectMove(
long chart_id, // chart identifier
string name, // object name
int point_index, // anchor point number
datetime time, // Time
double price // Price
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
name
[in] Name of the object.
point_index
[in] Index of the anchor point. The number of anchor points depends on the type of object.
time
[in] Time coordinate of the selected anchor point.
price
[in] Price coordinate of the selected anchor point.
Return Value
If successful, returns true, in case of failure returns false. To read more about the error call
GetLastError().
© 2000-2017, MetaQuotes Software Corp.
1592 Object Functions
ObjectsTotal
The function returns the number of objects in the specified chart, specified subwindow, of the
specified type.
int ObjectsTotal(
long chart_id, // chart identifier
int sub_window=-1, // window index
int type=-1 // object type
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
sub_window=-1
[in] Number of the chart subwindow. 0 means the main chart window, -1 means all the
subwindows of the chart, including the main window.
type=-1
[in] Type of the object. The value can be one of the values of the ENUM_OBJECT enumeration. -1
means all types.
Return Value
The number of objects.
© 2000-2017, MetaQuotes Software Corp.
1593 Object Functions
ObjectSetDouble
The function sets the value of the corresponding object property. The object property must be of the
double type. There are 2 variants of the function.
Setting property value, without modifier
bool ObjectSetDouble(
long chart_id, // chart identifier
string name, // object name
ENUM_OBJECT_PROPERTY_DOUBLE prop_id, // property
double prop_value // value
);
Setting a property value indicating the modifier
bool ObjectSetDouble(
long chart_id, // chart identifier
string name, // object name
ENUM_OBJECT_PROPERTY_DOUBLE prop_id, // property
int prop_modifier, // modifier
double prop_value // value
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
name
[in] Name of the object.
prop_id
[in] ID of the object property. The value can be one of the values of the
ENUM_OBJECT_PROPERTY_DOUBLE enumeration.
prop_modifier
[in] Modifier of the specified property. It denotes the number of the level in Fibonacci tools and in
the graphical object Andrew's pitchfork. The numeration of levels starts from zero.
prop_value
[in] The value of the property.
Return Value
The function returns true only if the command to change properties of a graphical object has been
sent to a chart successfully. Otherwise it returns false. To read more about the error call
GetLastError().
Example of creating a Fibonacci object and adding a new level in it
//| Script program start function |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1594 Object Functions
void OnStart()
{
//--- auxiliary arrays
double high[],low[],price1,price2;
datetime time[],time1,time2;
//--- Copy the open prices - 100 latest bars are enough
int copied=CopyHigh(Symbol(),0,0,100,high);
if(copied<=0)
{
Print("Failed to copy the values of the High price series");
return;
}
//--- Copy the close price - 100 latest bars are enough
copied=CopyLow(Symbol(),0,0,100,low);
if(copied<=0)
{
Print("Failed to copy the values of the Low price series");
return;
}
//--- Copy the open time for the last 100 bars
copied=CopyTime(Symbol(),0,0,100,time);
if(copied<=0)
{
Print("Failed to copy the values of the price series of Time");
return;
}
//--- Organize access to the copied data as to timeseries - backwards
ArraySetAsSeries(high,true);
ArraySetAsSeries(low,true);
ArraySetAsSeries(time,true);
//--- Coordinates of the first anchor point of the Fibo object
price1=high[70];
time1=time[70];
//--- Coordinates of the second anchor point of the Fibo object
price2=low[50];
time2=time[50];
//--- Time to create the Fibo object
bool created=ObjectCreate(0,"Fibo",OBJ_FIBO,0,time1,price1,time2,price2);
if(created) // If the object is created successfully
{
//--- set the color of Fibo levels
ObjectSetInteger(0,"Fibo",OBJPROP_LEVELCOLOR,Blue);
//--- by the way, how much Fibo levels do we have?
int levels=ObjectGetInteger(0,"Fibo",OBJPROP_LEVELS);
Print("Fibo levels before = ",levels);
//---output to the Journal => number of level:value level_desription
for(int i=0;i<levels;i++)
© 2000-2017, MetaQuotes Software Corp.
1595 Object Functions
{
Print(i,": ",ObjectGetDouble(0,"Fibo",OBJPROP_LEVELVALUE,i),
" ",ObjectGetString(0,"Fibo",OBJPROP_LEVELTEXT,i));
}
//--- Try to increase the number of levels per unit
bool modified=ObjectSetInteger(0,"Fibo",OBJPROP_LEVELS,levels+1);
if(!modified) // failed to change the number of levels
{
Print("Failed to change the number of levels of Fibo, error ",GetLastError());
}
//--- just inform
Print("Fibo levels after = ",ObjectGetInteger(0,"Fibo",OBJPROP_LEVELS));
//--- set a value for a newly created level
bool added=ObjectSetDouble(0,"Fibo",OBJPROP_LEVELVALUE,levels,133);
if(added) // managed to set a value for the level
{
Print("Successfully set one more Fibo level");
//--- Also do not forget to set the level description
ObjectSetString(0,"Fibo",OBJPROP_LEVELTEXT,levels,"my level");
ChartRedraw(0);
//--- Get the actual value of the number of levels in the Fibo object
levels=ObjectGetInteger(0,"Fibo",OBJPROP_LEVELS);
Print("Fibo levels after adding = ",levels);
//--- once again output all levels - just to make sure
for(int i=0;i<levels;i++)
{
Print(i,":",ObjectGetDouble(0,"Fibo",OBJPROP_LEVELVALUE,i),
" ",ObjectGetString(0,"Fibo",OBJPROP_LEVELTEXT,i));
}
}
else // Fails if you try to increase the number of levels in the Fibo object
{
Print("Failed to set one more Fibo level. Error ",GetLastError());
}
}
}
See also
Object Types, Object Properties
© 2000-2017, MetaQuotes Software Corp.
1596 Object Functions
ObjectSetInteger
The function sets the value of the corresponding object property. The object property must be of the
datetime, int, color, bool or char type. There are 2 variants of the function.
Setting property value, without modifier
bool ObjectSetInteger(
long chart_id, // chart identifier
string name, // object name
ENUM_OBJECT_PROPERTY_INTEGER prop_id, // property
long prop_value // value
);
Setting a property value indicating the modifier
bool ObjectSetInteger(
long chart_id, // chart identifier
string name, // object name
ENUM_OBJECT_PROPERTY_INTEGER prop_id, // property
int prop_modifier, // modifier
long prop_value // value
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
name
[in] Name of the object.
prop_id
[in] ID of the object property. The value can be one of the values of the
ENUM_OBJECT_PROPERTY_INTEGER enumeration.
prop_modifier
[in] Modifier of the specified property. It denotes the number of the level in Fibonacci tools and
in the graphical object Andrew's pitchfork. The numeration of levels starts from zero.
prop_value
[in] The value of the property.
Return Value
The function returns true only if the command to change properties of a graphical object has been
sent to a chart successfully. Otherwise it returns false. To read more about the error call
GetLastError().
An example of how to create a table of Web colors
//+------------------------------------------------------------------+
//| Table of Web Colors|
© 2000-2017, MetaQuotes Software Corp.
1597 Object Functions
//| Copyright 2011, MetaQuotes Software Corp |
//| https://www.metaquotes.net |
//+------------------------------------------------------------------+
#define X_SIZE 140 // width of an edit object
#define Y_SIZE 33 // height of an edit object
//+------------------------------------------------------------------+
//| Array of web colors |
//+------------------------------------------------------------------+
color ExtClr[140]=
{
clrAliceBlue,clrAntiqueWhite,clrAqua,clrAquamarine,clrAzure,clrBeige,clrBisque,clrBlack,clrBlanc
clrBlue,clrBlueViolet,clrBrown,clrBurlyWood,clrCadetBlue,clrChartreuse,clrChocolate,clrCoral,clr
clrCornsilk,clrCrimson,clrCyan,clrDarkBlue,clrDarkCyan,clrDarkGoldenrod,clrDarkGray,clrDarkGreen
clrDarkMagenta,clrDarkOliveGreen,clrDarkOrange,clrDarkOrchid,clrDarkRed,clrDarkSalmon,clrDarkSea
clrDarkSlateBlue,clrDarkSlateGray,clrDarkTurquoise,clrDarkViolet,clrDeepPink,clrDeepSkyBlue,clrD
clrDodgerBlue,clrFireBrick,clrFloralWhite,clrForestGreen,clrFuchsia,clrGainsboro,clrGhostWhite,c
clrGoldenrod,clrGray,clrGreen,clrGreenYellow,clrHoneydew,clrHotPink,clrIndianRed,clrIndigo,clrIv
clrLavender,clrLavenderBlush,clrLawnGreen,clrLemonChiffon,clrLightBlue,clrLightCoral,clrLightCya
clrLightGoldenrod,clrLightGreen,clrLightGray,clrLightPink,clrLightSalmon,clrLightSeaGreen,clrLig
clrLightSlateGray,clrLightSteelBlue,clrLightYellow,clrLime,clrLimeGreen,clrLinen,clrMagenta,clrM
clrMediumAquamarine,clrMediumBlue,clrMediumOrchid,clrMediumPurple,clrMediumSeaGreen,clrMediumSla
clrMediumSpringGreen,clrMediumTurquoise,clrMediumVioletRed,clrMidnightBlue,clrMintCream,clrMisty
clrNavajoWhite,clrNavy,clrOldLace,clrOlive,clrOliveDrab,clrOrange,clrOrangeRed,clrOrchid,clrPale
clrPaleGreen,clrPaleTurquoise,clrPaleVioletRed,clrPapayaWhip,clrPeachPuff,clrPeru,clrPink,clrPlu
clrPurple,clrRed,clrRosyBrown,clrRoyalBlue,clrSaddleBrown,clrSalmon,clrSandyBrown,clrSeaGreen,cl
clrSienna,clrSilver,clrSkyBlue,clrSlateBlue,clrSlateGray,clrSnow,clrSpringGreen,clrSteelBlue,clr
clrThistle,clrTomato,clrTurquoise,clrViolet,clrWheat,clrWhite,clrWhiteSmoke,clrYellow,clrYellowG
};
//+------------------------------------------------------------------+
//| Creating and initializing an edit object |
//+------------------------------------------------------------------+
void CreateColorBox(int x,int y,color c)
{
//--- generate a name for a new edit object
string name="ColorBox_"+(string)x+"_"+(string)y;
//--- create a new edit object
if(!ObjectCreate(0,name,OBJ_EDIT,0,0,0))
{
Print("Cannot create: '",name,"'");
return;
}
//--- set coordinates, width and height
ObjectSetInteger(0,name,OBJPROP_XDISTANCE,x*X_SIZE);
ObjectSetInteger(0,name,OBJPROP_YDISTANCE,y*Y_SIZE);
ObjectSetInteger(0,name,OBJPROP_XSIZE,X_SIZE);
ObjectSetInteger(0,name,OBJPROP_YSIZE,Y_SIZE);
//--- set text color
if(clrBlack==c) ObjectSetInteger(0,name,OBJPROP_COLOR,clrWhite);
else ObjectSetInteger(0,name,OBJPROP_COLOR,clrBlack);
© 2000-2017, MetaQuotes Software Corp.
1598 Object Functions
//--- set background color
ObjectSetInteger(0,name,OBJPROP_BGCOLOR,c);
//--- set text
ObjectSetString(0,name,OBJPROP_TEXT,(string)c);
}
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create 7x20 table of colored edit objects
for(uint i=0;i<140;i++)
CreateColorBox(i%7,i/7,ExtClr[i]);
}
See also
Object Types, Object Properties
© 2000-2017, MetaQuotes Software Corp.
1599 Object Functions
ObjectSetString
The function sets the value of the corresponding object property. The object property must be of the
string type. There are 2 variants of the function.
Setting property value, without modifier
bool ObjectSetString(
long chart_id, // chart identifier
string name, // object name
ENUM_OBJECT_PROPERTY_STRING prop_id, // property
string prop_value // value
);
Setting a property value indicating the modifier
bool ObjectSetString(
long chart_id, // chart identifier
string name, // object name
ENUM_OBJECT_PROPERTY_STRING prop_id, // property
int prop_modifier, // modifier
string prop_value // value
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
name
[in] Name of the object.
prop_id
[in] ID of the object property. The value can be one of the values of the
ENUM_OBJECT_PROPERTY_STRING enumeration.
prop_modifier
[in] Modifier of the specified property. It denotes the number of the level in Fibonacci tools and
in the graphical object Andrew's pitchfork. The numeration of levels starts from zero.
prop_value
[in] The value of the property.
Return Value
The function returns true only if the command to change properties of a graphical object has been
sent to a chart successfully. Otherwise it returns false. To read more about the error call
GetLastError().
Note
When an object is renamed, two events are formed simultaneously. These events can be handled in
an Expert Advisor or indicator by the OnChartEvent() function:
© 2000-2017, MetaQuotes Software Corp.
1600 Object Functions
· an event of deletion of an object with the old name;
· an event of creation of an object with a new name.
© 2000-2017, MetaQuotes Software Corp.
1601 Object Functions
ObjectGetDouble
The function returns the value of the corresponding object property. The object property must be of
the double type. There are 2 variants of the function.
1. Immediately returns the property value.
double ObjectGetDouble(
long chart_id, // chart identifier
string name, // object name
ENUM_OBJECT_PROPERTY_DOUBLE prop_id, // property identifier
int prop_modifier=0 // property modifier, if required
);
2. Returns true or false, depending on the success of the function. If successful, the property value
is placed to a receiving variable passed by reference by the last parameter.
bool ObjectGetDouble(
long chart_id, // chart identifier
string name, // object name
ENUM_OBJECT_PROPERTY_DOUBLE prop_id, // property identifier
int prop_modifier, // property modifier
double& double_var // here we accept the property value
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
name
[in] Name of the object.
prop_id
[in] ID of the object property. The value can be one of the values of the
ENUM_OBJECT_PROPERTY_DOUBLE enumeration.
prop_modifier
[in] Modifier of the specified property. For the first variant, the default modifier value is equal to
0. Most properties do not require a modifier. It denotes the number of the level in Fibonacci tools
and in the graphical object Andrew's pitchfork. The numeration of levels starts from zero.
double_var
[out] Variable of the double type that received the value of the requested property.
Return Value
Value of the double type for the first calling variant.
For the second variant the function returns true, if this property is maintained and the value has
been placed into the double_var variable, otherwise returns false. To read more about the error call
GetLastError().
© 2000-2017, MetaQuotes Software Corp.
1602 Object Functions
ObjectGetInteger
The function returns the value of the corresponding object property. The object property must be of
the datetime, int, color, bool or char type. There are 2 variants of the function.
1. Immediately returns the property value.
long ObjectGetInteger(
long chart_id, // chart identifier
string name, // object name
ENUM_OBJECT_PROPERTY_INTEGER prop_id, // property identifier
int prop_modifier=0 // property modifier, if required
);
2. Returns true or false, depending on the success of the function. If successful, the property value
is placed to a receiving variable passed by reference by the last parameter.
bool ObjectGetInteger(
long chart_id, // chart identifier
string name, // object name
ENUM_OBJECT_PROPERTY_INTEGER prop_id, // property identifier
int prop_modifier, // property modifier
long& long_var // here we accept the property value
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
name
[in] Name of the object.
prop_id
[in] ID of the object property. The value can be one of the values of the
ENUM_OBJECT_PROPERTY_INTEGER enumeration.
prop_modifier
[in] Modifier of the specified property. For the first variant, the default modifier value is equal to
0. Most properties do not require a modifier. It denotes the number of the level in Fibonacci tools
and in the graphical object Andrew's pitchfork. The numeration of levels starts from zero.
long_var
[out] Variable of the long type that receives the value of the requested property.
Return Value
The long value for the first calling variant.
For the second variant the function returns true, if this property is maintained and the value has
been placed into the long_var variable, otherwise returns false. To read more about the error call
GetLastError().
© 2000-2017, MetaQuotes Software Corp.
1603 Object Functions
ObjectGetString
The function returns the value of the corresponding object property. The object property must be of
the string type. There are 2 variants of the function.
1. Immediately returns the property value.
string ObjectGetString(
long chart_id, // chart identifier
string name, // object name
ENUM_OBJECT_PROPERTY_STRING prop_id, // property identifier
int prop_modifier=0 // property modifier, if required
);
2. Returns true or false, depending on the success of the function. If successful, the property value
is placed to a receiving variable passed by reference by the last parameter.
bool ObjectGetString(
long chart_id, // chart identifier
string name, // object name
ENUM_OBJECT_PROPERTY_STRING prop_id, // property identifier
int prop_modifier, // property modifier
string& string_var // here we accept the property value
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
name
[in] Name of the object.
prop_id
[in] ID of the object property. The value can be one of the values of the
ENUM_OBJECT_PROPERTY_STRING enumeration.
prop_modifier
[in] Modifier of the specified property. For the first variant, the default modifier value is equal to
0. Most properties do not require a modifier. It denotes the number of the level in Fibonacci tools
and in the graphical object Andrew's pitchfork. The numeration of levels starts from zero.
string_var
[out] Variable of the string type that receives the value of the requested properties.
Return Value
String value for the first version of the call.
For the second version of the call returns true, if this property is maintained and the value has been
placed into the string_var variable, otherwise returns false. To read more about the error call
GetLastError().
© 2000-2017, MetaQuotes Software Corp.
1604 Object Functions
Note
When an object is renamed, two events are formed simultaneously. These events can be handled in
an Expert Advisor or indicator by the OnChartEvent() function:
· an event of deletion of an object with the old name;
· an event of creation of an object with a new name.
© 2000-2017, MetaQuotes Software Corp.
1605 Object Functions
TextSetFont
The function sets the font for displaying the text using drawing methods and returns the result of that
operation. Arial font with the size -120 (12 pt) is used by default.
bool TextSetFont(
const string name, // font name or path to font file on the disk
int size, // font size
uint flags, // combination of flags
int orientation=0 // text slope angle
);
Parameters
name
[in] Font name in the system or the name of the resource containing the font or the path to font
file on the disk.
size
[in] The font size that can be set using positive and negative values. In case of positive values,
the size of a displayed text does not depend on the operating system's font size settings. In case
of negative values, the value is set in tenths of a point and the text size depends on the operating
system settings ("standard scale" or "large scale"). See the Note below for more information about
the differences between the modes.
flags
[in] Combination of flags describing font style.
orientation
[in] Text's horizontal inclination to X axis, the unit of measurement is 0.1 degrees. It means that
orientation=450 stands for inclination equal to 45 degrees.
Return Value
Returns true if the current font is successfully installed, otherwise false. Possible code errors:
· ERR_INVALID_PARAMETER(4003) - name presents NULL or "" (empty string),
· ERR_INTERNAL_ERROR(4001) - operating system error (for example, an attempt to create a non-
existent font).
Note
If "::" is used in font name, the font is downloaded from EX5 resource. If name font name is
specified with an extension, the font is downloaded from the file, if the path starts from "\" or "/",
the file is searched relative to MQL5 directory. Otherwise, it is searched relative to the path of EX5
file which called TextSetFont() function.
The font size is set using positive or negative values. This fact defines the dependence of the text
size from the operating system settings (size scale).
· If the size is specified using a positive number, this size is transformed into physical measurement
units of a device (pixels) when changing a logical font into a physical one, and this size corresponds
to the height of the symbol glyphs picked from the available fonts. This case is not recommended
when the texts displayed by TextOut() function and the ones displayed by OBJ_LABEL ("Label")
graphical object are to be used together on the chart.
© 2000-2017, MetaQuotes Software Corp.
1606 Object Functions
· If the size is specified using a negative number, this number is supposed to be set in tenths of a
logical point and is divided by 10 (for example, -350 is equal to 35 logical points). An obtained
value is then transformed into physical measurement units of a device (pixels) and corresponds to
the absolute value of the height of a symbol picked from the available fonts. Multiply the font size
specified in the object properties by -10 to make the size of a text on the screen similar to the one
in OBJ_LABEL object.
The flags can be used as the combination of style flags with one of the flags specifying the font
width. Flag names are shown below.
Flags for specifying font style
Flag Description
FONT_ITALIC Italic
FONT_UNDERLINE Underline
FONT_STRIKEOUT Strikeout
Flags for specifying font width
Flag
FW_DONTCARE
FW_THIN
FW_EXTRALIGHT
FW_ULTRALIGHT
FW_LIGHT
FW_NORMAL
FW_REGULAR
FW_MEDIUM
FW_SEMIBOLD
FW_DEMIBOLD
FW_BOLD
FW_EXTRABOLD
FW_ULTRABOLD
FW_HEAVY
FW_BLACK
See also
Resources, ResourceCreate(), ResourceSave(), TextOut()
© 2000-2017, MetaQuotes Software Corp.
1607 Object Functions
TextOut
The function displays a text in a custom array (buffer) and returns the result of that operation. The
array is designed to create the graphical resource.
bool TextOut(
const string text, // displayed text
int x, // X coordinate
int y, // Y coordinate
uint anchor, // anchor type
uint &data[], // output buffer
uint width, // buffer width in pixels
uint height, // buffer height in pixels
uint color, // text color
ENUM_COLOR_FORMAT color_format // color format for output
);
Parameters
text
[in] Displayed text that will be written to the buffer. Only one-lined text is displayed.
x
[in] X coordinate of the anchor point of the displayed text.
y
[in] Y coordinate of the anchor point of the displayed text.
anchor
[in] The value out of the 9 pre-defined methods of the displayed text's anchor point location. The
value is set by a combination of two flags – flags of horizontal and vertical text align. Flag names
are listed in the Note below.
data[]
[in] Buffer, in which text is displayed. The buffer is used to create the graphical resource.
width
[in] Buffer width in pixels.
height
[in] Buffer height in pixels.
color
[in] Text color.
color_format
[in] Color format is set by ENUM_COLOR_FORMAT enumeration value.
Return Value
Returns true if successful, otherwise false.
Note
© 2000-2017, MetaQuotes Software Corp.
1608 Object Functions
Anchor point specified by anchor is a combination of two flags of horizontal and vertical text align.
Horizontal text align flags:
· TA_LEFT – anchor point on the left side of the bounding box
· TA_CENTER – horizontal anchor point is located at the center of the bounding box
· TA_RIGHT – anchor point on the right side of the bounding box
Vertical text align flags:
· TA_TOP – anchor point at the upper side of the bounding box
· TA_VCENTER – vertical anchor point is located at the center of the bounding box
· TA_BOTTOM – anchor point at the lower side of the bounding box
Possible combinations of flags and specified anchor points are shown in the image.
Example:
//--- width and height of the canvas (used for drawing)
#define IMG_WIDTH 200
#define IMG_HEIGHT 200
//--- display the parameter window before launching the script
#property script_show_inputs
//--- enable to set color format
input ENUM_COLOR_FORMAT clr_format=COLOR_FORMAT_XRGB_NOALPHA;
//--- drawing array (buffer)
uint ExtImg[IMG_WIDTH*IMG_HEIGHT];
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create OBJ_BITMAP_LABEL object for drawing
ObjectCreate(0,"CLOCK",OBJ_BITMAP_LABEL,0,0,0);
//--- specify the name of the graphical resource for writing in CLOCK object
ObjectSetString(0,"CLOCK",OBJPROP_BMPFILE,"::IMG");
//--- auxiliary variables
double a; // arrow corner
uint nm=2700; // minute corner
uint nh=2700*12; // hour counter
uint w,h; // variables for receiving text string sizes
© 2000-2017, MetaQuotes Software Corp.
1609 Object Functions
int x,y; // variables for calculation of the current coordinates of text string anch
//--- rotate clock hands in an infinite loop, till the script is stopped
while(!IsStopped())
{
//--- clear the clock drawing buffer array
ArrayFill(ExtImg,0,IMG_WIDTH*IMG_HEIGHT,0);
//--- set the font for drawing digits for the clock-face
TextSetFont("Arial",-200,FW_EXTRABOLD,0);
//--- draw the clock-face
for(int i=1;i<=12;i++)
{
//--- receive the size of the current hour on the clock-face
TextGetSize(string(i),w,h);
//--- calculate the coordinates of the current hour on the clock-face
a=-((i*300)%3600*M_PI)/1800.0;
x=IMG_WIDTH/2-int(sin(a)*80+0.5+w/2);
y=IMG_HEIGHT/2-int(cos(a)*80+0.5+h/2);
//--- output the hour on the clock-face to ExtImg[] buffer
TextOut(string(i),x,y,TA_LEFT|TA_TOP,ExtImg,IMG_WIDTH,IMG_HEIGHT,0xFFFFFFFF,clr_format);
}
//--- now, specify the font for drawing the minute hand
TextSetFont("Arial",-200,FW_EXTRABOLD,-int(nm%3600));
//--- receive the size of the minute hand
TextGetSize("----->",w,h);
//--- calculate the coordinates of the minute hand on the clock-face
a=-(nm%3600*M_PI)/1800.0;
x=IMG_WIDTH/2-int(sin(a)*h/2+0.5);
y=IMG_HEIGHT/2-int(cos(a)*h/2+0.5);
//--- output of the minute hand to the clock-face in ExtImg[]buffer
TextOut("----->",x,y,TA_LEFT|TA_TOP,ExtImg,IMG_WIDTH,IMG_HEIGHT,0xFFFFFFFF,clr_format);
//--- now, set the font for drawing the minute hand
TextSetFont("Arial",-200,FW_EXTRABOLD,-int(nh/12%3600));
TextGetSize("==>",w,h);
//--- calculate the coordinates of the hour hand on the clock-face
a=-(nh/12%3600*M_PI)/1800.0;
x=IMG_WIDTH/2-int(sin(a)*h/2+0.5);
y=IMG_HEIGHT/2-int(cos(a)*h/2+0.5);
//--- output of the hour hand on the clock-face to ExtImg[] buffer
TextOut("==>",x,y,TA_LEFT|TA_TOP,ExtImg,IMG_WIDTH,IMG_HEIGHT,0xFFFFFFFF,clr_format);
//--- update the graphical resource
ResourceCreate("::IMG",ExtImg,IMG_WIDTH,IMG_HEIGHT,0,0,IMG_WIDTH,clr_format);
//--- forced chart update
ChartRedraw();
//--- increase hour and minute counters
nm+=60;
nh+=60;
© 2000-2017, MetaQuotes Software Corp.
1610 Object Functions
//--- keeping a short pause between the frames
Sleep(10);
}
//--- delete CLOCK object when completing the script's operation
ObjectDelete(0,"CLOCK");
//---
}
See also
Resources, ResourceCreate(), ResourceSave(), TextGetSize(), TextSetFont()
© 2000-2017, MetaQuotes Software Corp.
1611 Object Functions
TextGetSize
The function returns the line width and height at the current font settings.
bool TextGetSize(
const string text, // text string
uint& width, // buffer width in pixels
uint& height // buffer height in pixels
);
Parameters
text
[in] String, for which length and width should be obtained.
width
[out] Input parameter for receiving width.
height
[out] Input parameter for receiving height.
Return Value
Returns true if successful, otherwise false. Possible code errors:
· ERR_INTERNAL_ERROR(4001) - operating system error.
See also
Resources, ResourceCreate(), ResourceSave(), TextSetFont(), TextOut()
© 2000-2017, MetaQuotes Software Corp.
1612 Technical Indicators
Technical Indicator Functions
All functions like iMA, iAC, iMACD, iIchimoku etc. create a copy of the corresponding technical
indicator in the global cache of the client terminal. If a copy of the indicator with such parameters
already exists, the new copy is not created, and the counter of references to the existing copy
increases.
These functions return the handle of the appropriate copy of the indicator. Further, using this handle,
you can receive data calculated by the corresponding indicator. The corresponding buffer data
(technical indicators contain calculated data in their internal buffers, which can vary from 1 to 5,
depending on the indicator) can be copied to a mql5-program using the CopyBuffer() function.
You can't refer to the indicator data right after it has been created, because calculation of indicator
values requires some time, so it's better to create indicator handles in OnInit(). Function iCustom()
creates the corresponding custom indicator, and returns its handle in case it is successfully create.
Custom indicators can contain up to 512 indicator buffers, the contents of which can also be obtained
by the CopyBuffer() function, using the obtained handle.
There is a universal method for creating any technical indicator using the IndicatorCreate() function.
This function accepts the following data as input parameters:
· symbol name;
· timeframe;
· type of the indicator to create;
· number of input parameters of the indicator;
· an array of MqlParam type containing all the necessary input parameters.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Note. Repeated call of the indicator function with the same parameters within one mql5-program does
not lead to a multiple increase of the reference counter; the counter will be increased only once by 1.
However, it's recommended to get the indicators handles in function OnInit() or in the class
constructor, and further use these handles in other functions. The reference counter decreases when a
mql5-program is deinitialized.
All indicator functions have at least 2 parameters - symbol and period. The NULL value of the symbol
means the current symbol, the 0 value of the period means the current timeframe.
Function Returns the handle of the indicator:
iAC Accelerator Oscillator
iAD Accumulation/Distribution
iADX Average Directional Index
iADXWilder Average Directional Index by Welles Wilder
iAlligator Alligator
iAMA Adaptive Moving Average
© 2000-2017, MetaQuotes Software Corp.
1613 Technical Indicators
iAO Awesome Oscillator
iATR Average True Range
iBearsPower Bears Power
iBands Bollinger Bands®
iBullsPower Bulls Power
iCCI Commodity Channel Index
iChaikin Chaikin Oscillator
iCustom Custom indicator
iDEMA Double Exponential Moving Average
iDeMarker DeMarker
iEnvelopes Envelopes
iForce Force Index
iFractals Fractals
iFrAMA Fractal Adaptive Moving Average
iGator Gator Oscillator
iIchimoku Ichimoku Kinko Hyo
iBWMFI Market Facilitation Index by Bill Williams
iMomentum Momentum
iMFI Money Flow Index
iMA Moving Average
iOsMA Moving Average of Oscillator (MACD histogram)
iMACD Moving Averages Convergence-Divergence
iOBV On Balance Volume
iSAR Parabolic Stop And Reverse System
iRSI Relative Strength Index
iRVI Relative Vigor Index
iStdDev Standard Deviation
iStochastic Stochastic Oscillator
iTEMA Triple Exponential Moving Average
iTriX Triple Exponential Moving Averages Oscillator
iWPR Williams' Percent Range
© 2000-2017, MetaQuotes Software Corp.
1614 Technical Indicators
iVIDyA Variable Index Dynamic Average
iVolumes Volumes
© 2000-2017, MetaQuotes Software Corp.
1615 Technical Indicators
iAC
The function creates Accelerator Oscillator in a global cache of the client terminal and returns its
handle. It has only one buffer.
int iAC(
string symbol, // symbol name
ENUM_TIMEFRAMES period // period
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES enumeration values, 0 means
the current timeframe.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iAC.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iAC technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
//--- plotting of iAC
#property indicator_label1 "iAC"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_color1 clrGreen, clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
© 2000-2017, MetaQuotes Software Corp.
1616 Technical Indicators
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iAC, // use iAC
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iAC; // type of the function
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffers
double iACBuffer[];
double iACColors[];
//--- variable for storing the handle of the iAC indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Accelerator Oscillator indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
SetIndexBuffer(0,iACBuffer,INDICATOR_DATA);
SetIndexBuffer(1,iACColors,INDICATOR_COLOR_INDEX);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iAC)
handle=iAC(name,period);
else
handle=IndicatorCreate(name,period,IND_AC);
//--- if the handle is not created
if(handle==INVALID_HANDLE)
© 2000-2017, MetaQuotes Software Corp.
1617 Technical Indicators
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iAC indicator for the symbol %s/%s, error code %d
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Accelerator Oscillator indicator is calculated for
short_name=StringFormat("iAC(%s/%s)",name,EnumToString(period));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iAC indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iA
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iACBuffer array is greater than the number of values in the iAC indicator for sy
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
© 2000-2017, MetaQuotes Software Corp.
1618 Technical Indicators
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iACBuffer and iACColors arrays with values from the Accelerator Oscillator indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operat
if(!FillArraysFromBuffer(iACBuffer,iACColors,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Accelerator Oscillator indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iAC indicator |
//+------------------------------------------------------------------+
bool FillArraysFromBuffer(double &values[], // indicator buffer of Accelerator Oscillator va
double &color_indexes[], // color buffer (for storing of color indexes)
int ind_handle, // handle of the iAC indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iACBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iAC indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- now copy the indexes of colors
if(CopyBuffer(ind_handle,1,0,amount,color_indexes)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy color values from the iAC indicator, error code %d",GetLastError(
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
1619 Technical Indicators
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1620 Technical Indicators
iAD
The function returns the handle of the Accumulation/Distribution indicator. It has only one buffer.
int iAD(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
ENUM_APPLIED_VOLUME applied_volume // volume type for calculation
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES enumeration values, 0 means
the current timeframe.
applied_volume
[in] The volume used. Can be any of ENUM_APPLIED_VOLUME values.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iAD.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iAD technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- plot iAD
#property indicator_label1 "iAD"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLightSeaGreen
© 2000-2017, MetaQuotes Software Corp.
1621 Technical Indicators
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iAD, // use iAD
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iAD; // type of the function
input ENUM_APPLIED_VOLUME volumes; // volume used
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iADBuffer[];
//--- variable for storing the handle of the iAD indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Accumulation/Distribution indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iADBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iAD)
handle=iAD(name,period,volumes);
else
{
//--- fill the structure with parameters of the indicator
© 2000-2017, MetaQuotes Software Corp.
1622 Technical Indicators
MqlParam pars[1];
pars[0].type=TYPE_INT;
pars[0].integer_value=volumes;
handle=IndicatorCreate(name,period,IND_AD,1,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iAD indicator for the symbol %s/%s, error code %d
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Accumulation/Distribution indicator is calculated for
short_name=StringFormat("iAD(%s/%s)",name,EnumToString(period));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iAD indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iA
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
© 2000-2017, MetaQuotes Software Corp.
1623 Technical Indicators
//--- if the iADBuffer array is greater than the number of values in the iAD indicator for sy
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iADBuffer array with values of the Accumulation/Distribution indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operat
if(!FillArrayFromBuffer(iADBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Accumulation/Distribution indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iAD indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &values[], // indicator buffer of the Accumulation/Distribution l
int ind_handle, // handle of the iAD indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iADBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iAD indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
© 2000-2017, MetaQuotes Software Corp.
1624 Technical Indicators
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1625 Technical Indicators
iADX
The function returns the handle of the Average Directional Movement Index indicator.
int iADX(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int adx_period // averaging period
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
adx_period
[in] Period to calculate the index.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Note
The buffer numbers are the following: 0 - MAIN_LINE, 1 - PLUSDI_LINE, 2 - MINUSDI_LINE.
Example:
//+------------------------------------------------------------------+
//| Demo_iADX.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iADX technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_plots 3
© 2000-2017, MetaQuotes Software Corp.
1626 Technical Indicators
//--- plot ADX
#property indicator_label1 "ADX"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLightSeaGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- plot DI_plus
#property indicator_label2 "DI_plus"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrYellowGreen
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//--- plot DI_minus
#property indicator_label3 "DI_minus"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrWheat
#property indicator_style3 STYLE_SOLID
#property indicator_width3 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iADX, // use iADX
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iADX; // type of the function
input int adx_period=14; // period of calculation
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffers
double ADXBuffer[];
double DI_plusBuffer[];
double DI_minusBuffer[];
//--- variable for storing the handle of the iADX indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Average Directional Movement Index indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
© 2000-2017, MetaQuotes Software Corp.
1627 Technical Indicators
SetIndexBuffer(0,ADXBuffer,INDICATOR_DATA);
SetIndexBuffer(1,DI_plusBuffer,INDICATOR_DATA);
SetIndexBuffer(2,DI_minusBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iADX)
handle=iADX(name,period,adx_period);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[1];
pars[0].type=TYPE_INT;
pars[0].integer_value=adx_period;
handle=IndicatorCreate(name,period,IND_ADX,1,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iADX indicator for the symbol %s/%s, error code %
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Average Directional Movement Index indicator is calculated for
short_name=StringFormat("iADX(%s/%s period=%d)",name,EnumToString(period),adx_period);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
© 2000-2017, MetaQuotes Software Corp.
1628 Technical Indicators
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iADX indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iA
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iADXBuffer array is greater than the number of values in the iADX indicator for
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the array with values of the Average Directional Movement Index indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operat
if(!FillArraysFromBuffers(ADXBuffer,DI_plusBuffer,DI_minusBuffer,handle,values_to_copy)) return(
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Average Directional Movement Index indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iADX indicator |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1629 Technical Indicators
bool FillArraysFromBuffers(double &adx_values[], // indicator buffer of the ADX line
double &DIplus_values[], // indicator buffer for DI+
double &DIminus_values[], // indicator buffer for DI-
int ind_handle, // handle of the iADX indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iADXBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,adx_values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iADX indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the DI_plusBuffer array with values from the indicator buffer that has index 1
if(CopyBuffer(ind_handle,1,0,amount,DIplus_values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iADX indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the DI_minusBuffer array with values from the indicator buffer that has index
if(CopyBuffer(ind_handle,2,0,amount,DIminus_values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iADX indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1630 Technical Indicators
iADXWilder
The function returns the handle of Average Directional Movement Index by Welles Wilder.
int iADXWilder(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int adx_period // averaging period
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
adx_period
[in] Period to calculate the index.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Note
The buffer numbers are the following: 0 - MAIN_LINE, 1 - PLUSDI_LINE, 2 - MINUSDI_LINE.
Example:
//+------------------------------------------------------------------+
//| iADXWilder.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iADXWilder technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_plots 3
© 2000-2017, MetaQuotes Software Corp.
1631 Technical Indicators
//--- plot ADX
#property indicator_label1 "ADX"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLightSeaGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- plot DI_plus
#property indicator_label2 "DI_plus"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrYellowGreen
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//--- plot DI_minus
#property indicator_label3 "DI_minus"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrWheat
#property indicator_style3 STYLE_SOLID
#property indicator_width3 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iADXWilder, // use iADXWilder
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iADXWilder; // type of the function
input int adx_period=14; // period of calculation
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffers
double ADXBuffer[];
double DI_plusBuffer[];
double DI_minusBuffer[];
//--- variable for storing the handle of the iADXWilder indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Average Directional Movement Index by Welles Wilder
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
© 2000-2017, MetaQuotes Software Corp.
1632 Technical Indicators
SetIndexBuffer(0,ADXBuffer,INDICATOR_DATA);
SetIndexBuffer(1,DI_plusBuffer,INDICATOR_DATA);
SetIndexBuffer(2,DI_minusBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iADXWilder)
handle=iADXWilder(name,period,adx_period);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[1];
pars[0].type=TYPE_INT;
pars[0].integer_value=adx_period;
handle=IndicatorCreate(name,period,IND_ADXW,1,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iADXWilder indicator for the symbol %s/%s, error
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Average Directional Movement Index by Welles Wilder indicator i
short_name=StringFormat("iADXWilder(%s/%s period=%d)",name,EnumToString(period),adx_period);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
© 2000-2017, MetaQuotes Software Corp.
1633 Technical Indicators
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iADXWilder indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iA
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iADXBuffer array is greater than the number of values in the iADXWilder indicato
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the array with values of the Average Directional Movement Index by Welles Wilder indicat
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operat
if(!FillArraysFromBuffers(ADXBuffer,DI_plusBuffer,DI_minusBuffer,handle,values_to_copy)) return(
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Average Directional Movement Index indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iADXWilder indicator |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1634 Technical Indicators
bool FillArraysFromBuffers(double &adx_values[], // indicator buffer of the ADX line
double &DIplus_values[], // indicator buffer for DI+
double &DIminus_values[], // indicator buffer for DI-
int ind_handle, // handle of the iADXWilder indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iADXBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,adx_values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iADXWilder indicator, error code %d",GetLastError()
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the DI_plusBuffer array with values from the indicator buffer that has index 1
if(CopyBuffer(ind_handle,1,0,amount,DIplus_values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iADXWilder indicator, error code %d",GetLastError()
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the DI_plusBuffer array with values from the indicator buffer that has index 2
if(CopyBuffer(ind_handle,2,0,amount,DIminus_values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iADXWilder indicator, error code %d",GetLastError()
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1635 Technical Indicators
iAlligator
The function returns the handle of the Alligator indicator.
int iAlligator(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int jaw_period, // period for the calculation of jaws
int jaw_shift, // horizontal shift of jaws
int teeth_period, // period for the calculation of teeth
int teeth_shift, // horizontal shift of teeth
int lips_period, // period for the calculation of lips
int lips_shift, // horizontal shift of lips
ENUM_MA_METHOD ma_method, // type of smoothing
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
jaw_period
[in] Averaging period for the blue line (Alligator's Jaw)
jaw_shift
[in] The shift of the blue line relative to the price chart.
teeth_period
[in] Averaging period for the red line (Alligator's Teeth).
teeth_shift
[in] The shift of the red line relative to the price chart.
lips_period
[in] Averaging period for the green line (Alligator's lips).
lips_shift
[in] The shift of the green line relative to the price chart.
ma_method
[in] The method of averaging. Can be any of the ENUM_MA_METHOD values.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
© 2000-2017, MetaQuotes Software Corp.
1636 Technical Indicators
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Note
The buffer numbers are the following: 0 - GATORJAW_LINE, 1 - GATORTEETH_LINE, 2 -
GATORLIPS_LINE.
Example:
//+------------------------------------------------------------------+
//| Demo_iAlligator.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iAlligator technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All the other parameters are similar to the standard Alligator."
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots 3
//--- plot Jaws
#property indicator_label1 "Jaws"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- plot Teeth
#property indicator_label2 "Teeth"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrRed
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//--- plot Lips
#property indicator_label3 "Lips"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrLime
#property indicator_style3 STYLE_SOLID
#property indicator_width3 1
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1637 Technical Indicators
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iAlligator, // use iAlligator
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iAlligator; // type of the function
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
input int jaw_period=13; // period of the Jaw line
input int jaw_shift=8; // shift of the Jaw line
input int teeth_period=8; // period of the Teeth line
input int teeth_shift=5; // shift of the Teeth line
input int lips_period=5; // period of the Lips line
input int lips_shift=3; // shift of the Lips line
input ENUM_MA_METHOD MA_method=MODE_SMMA; // method of averaging of the Alligator lines
input ENUM_APPLIED_PRICE applied_price=PRICE_MEDIAN;// type of price used for calculation of Alli
//--- indicator buffers
double JawsBuffer[];
double TeethBuffer[];
double LipsBuffer[];
//--- variable for storing the handle of the iAlligator indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Alligator indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
SetIndexBuffer(0,JawsBuffer,INDICATOR_DATA);
SetIndexBuffer(1,TeethBuffer,INDICATOR_DATA);
SetIndexBuffer(2,LipsBuffer,INDICATOR_DATA);
//--- set shift of each line
PlotIndexSetInteger(0,PLOT_SHIFT,jaw_shift);
PlotIndexSetInteger(1,PLOT_SHIFT,teeth_shift);
PlotIndexSetInteger(2,PLOT_SHIFT,lips_shift);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
© 2000-2017, MetaQuotes Software Corp.
1638 Technical Indicators
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iAlligator)
handle=iAlligator(name,period,jaw_period,jaw_shift,teeth_period,
teeth_shift,lips_period,lips_shift,MA_method,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[8];
//--- periods and shifts of the Alligator lines
pars[0].type=TYPE_INT;
pars[0].integer_value=jaw_period;
pars[1].type=TYPE_INT;
pars[1].integer_value=jaw_shift;
pars[2].type=TYPE_INT;
pars[2].integer_value=teeth_period;
pars[3].type=TYPE_INT;
pars[3].integer_value=teeth_shift;
pars[4].type=TYPE_INT;
pars[4].integer_value=lips_period;
pars[5].type=TYPE_INT;
pars[5].integer_value=lips_shift;
//--- type of smoothing
pars[6].type=TYPE_INT;
pars[6].integer_value=MA_method;
//--- type of price
pars[7].type=TYPE_INT;
pars[7].integer_value=applied_price;
//--- create handle
handle=IndicatorCreate(name,period,IND_ALLIGATOR,8,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iAlligator indicator for the symbol %s/%s, error
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Alligator indicator is calculated for
short_name=StringFormat("iAlligator(%s/%s, %d,%d,%d,%d,%d,%d)",name,EnumToString(period),
© 2000-2017, MetaQuotes Software Corp.
1639 Technical Indicators
jaw_period,jaw_shift,teeth_period,teeth_shift,lips_period,lips_shift);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iAlligator indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iA
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the JawsBuffer array is greater than the number of values in the iAlligator indicato
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the arrays with values of the Alligator indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operat
if(!FillArraysFromBuffers(JawsBuffer,jaw_shift,TeethBuffer,teeth_shift,LipsBuffer,lips_shift,han
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
© 2000-2017, MetaQuotes Software Corp.
1640 Technical Indicators
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Alligator indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iAlligator indicator |
//+------------------------------------------------------------------+
bool FillArraysFromBuffers(double &jaws_buffer[], // indicator buffer for the Jaw line
int j_shift, // shift of the Jaw line
double &teeth_buffer[], // indicator buffer for the Teeth line
int t_shift, // shift of the Teeth line
double &lips_buffer[], // indicator buffer for the Lips line
int l_shift, // shift of the Lips line
int ind_handle, // handle of the iAlligator indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the JawsBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,-j_shift,amount,jaws_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iAlligator indicator, error code %d",GetLastError()
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the TeethBuffer array with values from the indicator buffer that has index 1
if(CopyBuffer(ind_handle,1,-t_shift,amount,teeth_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iAlligator indicator, error code %d",GetLastError()
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the LipsBuffer array with values from the indicator buffer that has index 2
if(CopyBuffer(ind_handle,2,-l_shift,amount,lips_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iAlligator indicator, error code %d",GetLastError()
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
© 2000-2017, MetaQuotes Software Corp.
1641 Technical Indicators
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1642 Technical Indicators
iAMA
The function returns the handle of the Adaptive Moving Average indicator. It has only one buffer.
int iAMA(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ama_period, // average period for AMA
int fast_ma_period, // fast MA period
int slow_ma_period, // slow MA period
int ama_shift, // horizontal shift of the indicator
ENUM_APPLIED_PRICE applied_price // type of the price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ama_period
[in] The calculation period, on which the efficiency coefficient is calculated.
fast_ma_period
[in] Fast period for the smoothing coefficient calculation for a rapid market.
slow_ma_period
[in] Slow period for the smoothing coefficient calculation in the absence of trend.
ama_shift
[in] Shift of the indicator relative to the price chart.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iAMA.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1643 Technical Indicators
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iAMA technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All the other parameters are similar to the standard AMA."
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- plot iAMA
#property indicator_label1 "iAMA"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iAMA, // use iAMA
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iAMA; // type of the function
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
input int ama_period=15; // period of calculation
input int fast_ma_period=2; // period of fast MA
input int slow_ma_period=30; // period of slow MA
input int ama_shift=0; // horizontal shift
input ENUM_APPLIED_PRICE applied_price; // type of price
//--- indicator buffer
double iAMABuffer[];
//--- variable for storing the handle of the iAMA indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Adaptive Moving Average indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1644 Technical Indicators
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,iAMABuffer,INDICATOR_DATA);
//--- set shift
PlotIndexSetInteger(0,PLOT_SHIFT,ama_shift);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iAMA)
handle=iAMA(name,period,ama_period,fast_ma_period,slow_ma_period,ama_shift,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[5];
pars[0].type=TYPE_INT;
pars[0].integer_value=ama_period;
pars[1].type=TYPE_INT;
pars[1].integer_value=fast_ma_period;
pars[2].type=TYPE_INT;
pars[2].integer_value=slow_ma_period;
pars[3].type=TYPE_INT;
pars[3].integer_value=ama_shift;
//--- type of price
pars[4].type=TYPE_INT;
pars[4].integer_value=applied_price;
handle=IndicatorCreate(name,period,IND_AMA,5,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iAMA indicator for the symbol %s/%s, error code %
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Adaptive Moving Average indicator is calculated for
© 2000-2017, MetaQuotes Software Corp.
1645 Technical Indicators
short_name=StringFormat("iAMA(%s/%s,%d,%d,%d,d)",name,EnumToString(period),ama_period,fast_ma_pe
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iAMA indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iA
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iAMABuffer array is greater than the number of values in the iAMA indicator for
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the arrays with values of the Adaptive Moving Average indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operat
if(!FillArrayFromBuffer(iAMABuffer,ama_shift,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
© 2000-2017, MetaQuotes Software Corp.
1646 Technical Indicators
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Adaptive Moving Average indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffer from the iAMA indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &ama_buffer[], // indicator buffer of the AMA line
int a_shift, // shift of the AMA line
int ind_handle, // handle of the iAMA indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iAMABuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,-a_shift,amount,ama_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iAMA indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1647 Technical Indicators
iAO
The function returns the handle of the Awesome Oscillator indicator. It has only one buffer.
int iAO(
string symbol, // symbol name
ENUM_TIMEFRAMES period // period
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iAO.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iAO technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
//--- the iAO plot
#property indicator_label1 "iAO"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_color1 clrGreen,clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1648 Technical Indicators
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iAO, // use iAO
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iAO; // type of the function
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffers
double iAOBuffer[];
double iAOColors[];
//--- variable for storing the handle of the iAO indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Awesome Oscillator indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
SetIndexBuffer(0,iAOBuffer,INDICATOR_DATA);
SetIndexBuffer(1,iAOColors,INDICATOR_COLOR_INDEX);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iAO)
handle=iAO(name,period);
else
handle=IndicatorCreate(name,period,IND_AO);
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
© 2000-2017, MetaQuotes Software Corp.
1649 Technical Indicators
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iAO indicator for the symbol %s/%s, error code %d
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Awesome Oscillator indicator is calculated for
short_name=StringFormat("iAO(%s/%s)",name,EnumToString(period));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iAO indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iA
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iAOBuffer array is greater than the number of values in the iAO indicator for sy
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
© 2000-2017, MetaQuotes Software Corp.
1650 Technical Indicators
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iAOBuffer and iAOColors arrays with values from the Awesome Oscillator indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operat
if(!FillArraysFromBuffer(iAOBuffer,iAOColors,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Awesome Oscillator indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iAO indicator |
//+------------------------------------------------------------------+
bool FillArraysFromBuffer(double &values[], // indicator buffer of Awesome Oscillator values
double &color_indexes[], // color buffer (for storing of color indexes)
int ind_handle, // handle of the iAO indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iAOBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iAO indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- now copy the indexes of colors
if(CopyBuffer(ind_handle,1,0,amount,color_indexes)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy color values from the iAO indicator, error code %d",GetLastError(
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1651 Technical Indicators
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1652 Technical Indicators
iATR
The function returns the handle of the Average True Range indicator. It has only one buffer.
int iATR(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period // averaging period
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] The value of the averaging period for the indicator calculation.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iATR.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iATR technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- plot iATR
#property indicator_label1 "iATR"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLightSeaGreen
© 2000-2017, MetaQuotes Software Corp.
1653 Technical Indicators
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iATR,// use iATR
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input int atr_period=14; // period of calculation
input Creation type=Call_iATR; // type of the function
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iATRBuffer[];
//--- variable for storing the handle of the iAC indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Average True Range indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iATRBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iATR)
handle=iATR(name,period,atr_period);
else
{
//--- fill the structure with parameters of the indicator
© 2000-2017, MetaQuotes Software Corp.
1654 Technical Indicators
MqlParam pars[1];
pars[0].type=TYPE_INT;
pars[0].integer_value=atr_period;
handle=IndicatorCreate(name,period,IND_ATR,1,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iATR indicator for the symbol %s/%s, error code %
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Average True Range indicator is calculated for
short_name=StringFormat("iATR(%s/%s, period=%d)",name,EnumToString(period),atr_period);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iATR indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iA
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
© 2000-2017, MetaQuotes Software Corp.
1655 Technical Indicators
//--- if the iATRBuffer array is greater than the number of values in the iATR indicator for
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iATRBuffer array with values of the Average True Range indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iATRBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Average True Range indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iATR indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &values[], // indicator buffer for ATR values
int ind_handle, // handle of the iATR indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iATRBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iATR indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
© 2000-2017, MetaQuotes Software Corp.
1656 Technical Indicators
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1657 Technical Indicators
iBearsPower
The function returns the handle of the Bears Power indicator. It has only one buffer.
int iBearsPower(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period, // averaging period
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] The value of the averaging period for the indicator calculation.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iBearsPower.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iBearsPower technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- the iBearsPower plot
#property indicator_label1 "iBearsPower"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 clrSilver
© 2000-2017, MetaQuotes Software Corp.
1658 Technical Indicators
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iBearsPower, // use iBearsPower
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iBearsPower; // type of the function
input int ma_period=13; // period of moving average
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iBearsPowerBuffer[];
//--- variable for storing the handle of the iBearsPower indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Bears Power indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iBearsPowerBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iBearsPower)
handle=iBearsPower(name,period,ma_period);
else
{
//--- fill the structure with parameters of the indicator
© 2000-2017, MetaQuotes Software Corp.
1659 Technical Indicators
MqlParam pars[1];
//--- period of ma
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
handle=IndicatorCreate(name,period,IND_BEARS,1,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iBearsPower indicator for the symbol %s/%s, error
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Bears Power indicator is calculated for
short_name=StringFormat("iBearsPower(%s/%s, period=%d)",name,EnumToString(period),ma_period);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iBearsPower indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iB
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
© 2000-2017, MetaQuotes Software Corp.
1660 Technical Indicators
{
//--- if the iBearsPowerBuffer array is greater than the number of values in the iBearsPower
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iBearsPowerBuffer array with values of the Bears Power indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iBearsPowerBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Bears Power indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iBearsPower indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &values[], // indicator buffer for Bears Power values
int ind_handle, // handle of the iBearsPower indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iBearsPowerBuffer array with values from the indicator buffer that has 0 i
if(CopyBuffer(ind_handle,0,0,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iBearsPower indicator, error code %d",GetLastError(
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1661 Technical Indicators
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1662 Technical Indicators
iBands
The function returns the handle of the Bollinger Bands® indicator.
int iBands(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int bands_period, // period for average line calculation
int bands_shift, // horizontal shift of the indicator
double deviation, // number of standard deviations
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
bands_period
[in] The averaging period of the main line of the indicator.
bands_shift
[in] The shift the indicator relative to the price chart.
deviation
[in] Deviation from the main line.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Note
The buffer numbers are the following: 0 - BASE_LINE, 1 - UPPER_BAND, 2 - LOWER_BAND
Example:
//+------------------------------------------------------------------+
//| Demo_iBands.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1663 Technical Indicators
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iBands technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots 3
//--- the Upper plot
#property indicator_label1 "Upper"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrMediumSeaGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- the Lower plot
#property indicator_label2 "Lower"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrMediumSeaGreen
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//--- the Middle plot
#property indicator_label3 "Middle"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrMediumSeaGreen
#property indicator_style3 STYLE_SOLID
#property indicator_width3 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iBands, // use iBands
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iBands; // type of the function
input int bands_period=20; // period of moving average
input int bands_shift=0; // shift
input double deviation=2.0; // number of standard deviations
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // type of price
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffers
double UpperBuffer[];
double LowerBuffer[];
© 2000-2017, MetaQuotes Software Corp.
1664 Technical Indicators
double MiddleBuffer[];
//--- variable for storing the handle of the iBands indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Bollinger Bands indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
SetIndexBuffer(0,UpperBuffer,INDICATOR_DATA);
SetIndexBuffer(1,LowerBuffer,INDICATOR_DATA);
SetIndexBuffer(2,MiddleBuffer,INDICATOR_DATA);
//--- set shift of each line
PlotIndexSetInteger(0,PLOT_SHIFT,bands_shift);
PlotIndexSetInteger(1,PLOT_SHIFT,bands_shift);
PlotIndexSetInteger(2,PLOT_SHIFT,bands_shift);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iBands)
handle=iBands(name,period,bands_period,bands_shift,deviation,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[4];
//--- period of ma
pars[0].type=TYPE_INT;
pars[0].integer_value=bands_period;
//--- shift
pars[1].type=TYPE_INT;
pars[1].integer_value=bands_shift;
//--- number of standard deviation
pars[2].type=TYPE_DOUBLE;
pars[2].double_value=deviation;
© 2000-2017, MetaQuotes Software Corp.
1665 Technical Indicators
//--- type of price
pars[3].type=TYPE_INT;
pars[3].integer_value=applied_price;
handle=IndicatorCreate(name,period,IND_BANDS,4,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iBands indicator for the symbol %s/%s, error code
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Bollinger Bands indicator is calculated for
short_name=StringFormat("iBands(%s/%s, %d,%d,%G,%s)",name,EnumToString(period),
bands_period,bands_shift,deviation,EnumToString(applied_price));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iBands indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iB
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
© 2000-2017, MetaQuotes Software Corp.
1666 Technical Indicators
{
//--- if the size of indicator buffers is greater than the number of values in the iBands ind
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the array with values of the Bollinger Bands indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operat
if(!FillArraysFromBuffers(MiddleBuffer,UpperBuffer,LowerBuffer,bands_shift,handle,values_to_copy
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Bollinger Bands indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iBands indicator |
//+------------------------------------------------------------------+
bool FillArraysFromBuffers(double &base_values[], // indicator buffer of the middle line of Bol
double &upper_values[], // indicator buffer of the upper border
double &lower_values[], // indicator buffer of the lower border
int shift, // shift
int ind_handle, // handle of the iBands indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the MiddleBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,-shift,amount,base_values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iBands indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
© 2000-2017, MetaQuotes Software Corp.
1667 Technical Indicators
//--- fill a part of the UpperBuffer array with values from the indicator buffer that has index 1
if(CopyBuffer(ind_handle,1,-shift,amount,upper_values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iBands indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the LowerBuffer array with values from the indicator buffer that has index 2
if(CopyBuffer(ind_handle,2,-shift,amount,lower_values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iBands indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1668 Technical Indicators
iBullsPower
The function returns the handle of the Bulls Power indicator. It has only one buffer.
int iBullsPower(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period, // averaging period
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] The averaging period for the indicator calculation.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iBullsPower.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iBullsPower technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- the iBullsPower plot
#property indicator_label1 "iBullsPower"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 clrSilver
© 2000-2017, MetaQuotes Software Corp.
1669 Technical Indicators
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iBullsPower, // use iBullsPower
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iBullsPower; // type of the function
input int ma_period=13; // period of moving average
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iBullsPowerBuffer[];
//--- variable for storing the handle of the iBullsPower indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Bulls Power indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iBullsPowerBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iBullsPower)
handle=iBullsPower(name,period,ma_period);
else
{
//--- fill the structure with parameters of the indicator
© 2000-2017, MetaQuotes Software Corp.
1670 Technical Indicators
MqlParam pars[1];
//--- period of ma
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
handle=IndicatorCreate(name,period,IND_BULLS,1,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iBullsPower indicator for the symbol %s/%s, error
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Bulls Power indicator is calculated for
short_name=StringFormat("iBullsPower(%s/%s, period=%d)",name,EnumToString(period),ma_period);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iBullsPower indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iB
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
© 2000-2017, MetaQuotes Software Corp.
1671 Technical Indicators
{
//--- if the iBullsPowerBuffer array is greater than the number of values in the iBullsPower
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iBullsPowerBuffer array with values of the Bulls Power indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iBullsPowerBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Bulls Power indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iBullsPower indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &values[], // indicator buffer of Bulls Power values
int ind_handle, // handle of the iBullsPower indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iBullsPowerBuffer array with values from the indicator buffer that has 0 i
if(CopyBuffer(ind_handle,0,0,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iBullsPower indicator, error code %d",GetLastError(
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1672 Technical Indicators
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1673 Technical Indicators
iCCI
The function returns the handle of the Commodity Channel Index indicator. It has only one buffer.
int iCCI(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period, // averaging period
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] The averaging period for the indicator calculation.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iCCI.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iCCI technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 1
© 2000-2017, MetaQuotes Software Corp.
1674 Technical Indicators
#property indicator_plots 1
//--- the iCCI plot
#property indicator_label1 "iCCI"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLightSeaGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- horizontal levels in the indicator window
#property indicator_level1 -100.0
#property indicator_level2 100.0
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iCCI, // use iCCI
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iCCI; // type of the function
input int ma_period=14; // period of moving average
input ENUM_APPLIED_PRICE applied_price=PRICE_TYPICAL; // type of price
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iCCIBuffer[];
//--- variable for storing the handle of the iCCI indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Commodity Channel Index indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iCCIBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
© 2000-2017, MetaQuotes Software Corp.
1675 Technical Indicators
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iCCI)
handle=iCCI(name,period,ma_period,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[2];
//--- period of moving average
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
//--- type of price
pars[1].type=TYPE_INT;
pars[1].integer_value=applied_price;
handle=IndicatorCreate(name,period,IND_CCI,2,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iCCI indicator for the symbol %s/%s, error code %
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the CCI indicator is calculated for
short_name=StringFormat("iCCI(%s/%s, %d, %s)",name,EnumToString(period),
ma_period,EnumToString(applied_price));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
© 2000-2017, MetaQuotes Software Corp.
1676 Technical Indicators
{
//--- number of values copied from the iCCI indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iC
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iCCIBuffer array is greater than the number of values in the iCCI indicator for
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iCCIBuffer array with values of the Commodity Channel Index indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iCCIBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Commodity Channel Index indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iCCI indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &values[], // indicator buffer of Commodity Channel Index values
int ind_handle, // handle of the iCCI indicator
int amount // number of copied values
)
{
//--- reset error code
© 2000-2017, MetaQuotes Software Corp.
1677 Technical Indicators
ResetLastError();
//--- fill a part of the iCCIBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iCCI indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1678 Technical Indicators
iChaikin
The function returns the handle of the Chaikin Oscillator indicator. It has only one buffer.
int iChaikin(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int fast_ma_period, // fast period
int slow_ma_period, // slow period
ENUM_MA_METHOD ma_method, // smoothing type
ENUM_APPLIED_VOLUME applied_volume // type of volume
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
fast_ma_period
[in] Fast averaging period for calculations.
slow_ma_period
[in] Slow averaging period for calculations.
ma_method
[in] Smoothing type. Can be one of the averaging constants of ENUM_MA_METHOD.
applied_volume
[in] The volume used. Can be one of the constants of ENUM_APPLIED_VOLUME.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iChaikin.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
© 2000-2017, MetaQuotes Software Corp.
1679 Technical Indicators
#property description "of indicator buffers for the iChaikin technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- the iChaikin plot
#property indicator_label1 "iChaikin"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLightSeaGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iChaikin, // use iChaikin
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iChaikin; // type of the function
input int fast_ma_period=3; // period of fast ma
input int slow_ma_period=10; // period of slow ma
input ENUM_MA_METHOD ma_method=MODE_EMA; // type of smoothing
input ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK; // type of volume
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iChaikinBuffer[];
//--- variable for storing the handle of the iChaikin indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Chaikin Oscillator indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iChaikinBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
© 2000-2017, MetaQuotes Software Corp.
1680 Technical Indicators
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iChaikin)
handle=iChaikin(name,period,fast_ma_period,slow_ma_period,ma_method,applied_volume);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[4];
//--- period of fast ma
pars[0].type=TYPE_INT;
pars[0].integer_value=fast_ma_period;
//--- period of slow ma
pars[1].type=TYPE_INT;
pars[1].integer_value=slow_ma_period;
//--- type of smoothing
pars[2].type=TYPE_INT;
pars[2].integer_value=ma_method;
//--- type of volume
pars[3].type=TYPE_INT;
pars[3].integer_value=applied_volume;
handle=IndicatorCreate(name,period,IND_CHAIKIN,4,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iChaikin indicator for the symbol %s/%s, error co
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Chaikin Oscillator indicator is calculated for
short_name=StringFormat("iChaikin(%s/%s, %d, %d, %s, %s)",name,EnumToString(period),
fast_ma_period,slow_ma_period,
EnumToString(ma_method),EnumToString(applied_volume));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
© 2000-2017, MetaQuotes Software Corp.
1681 Technical Indicators
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iChaikin indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iC
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iChaikinBuffer array is greater than the number of values in the iChaikin indica
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iChaikinBuffer array with values of the Chaikin Oscillator indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iChaikinBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Chaikin Oscillator indicator
© 2000-2017, MetaQuotes Software Corp.
1682 Technical Indicators
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iChaikin indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &values[], // indicator buffer of Chaikin Oscillator values
int ind_handle, // handle of the iChaikin indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iChaikinBuffer array with values from the indicator buffer that has 0 inde
if(CopyBuffer(ind_handle,0,0,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iChaikin indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1683 Technical Indicators
iCustom
The function returns the handle of a specified custom indicator.
int iCustom(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
string name // folder/custom_indicator_name
... // list of indicator input parameters
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
name
[in] The name of the custom indicator, with path relative to the root directory of indicators
(MQL5/Indicators/). If an indicator is located in a subdirectory, for example, in
MQL5/Indicators/Examples, its name must be specified like: "Examples\\indicator_name" (it is
necessary to use a double slash instead of the single slash as a separator).
...
[in] input-parameters of a custom indicator, separated by commas. Type and order of parameters
must match. If there is no parameters specified, then default values will be used.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Note
A custom indicator must be compiled (with extension EX5) and located in the directory
MQL5/Indicators of the client terminal or its subdirectory.
Indicators that require testing are defined automatically from the call of the iCustom() function, if
the corresponding parameter is set through a constant string. For all other cases (use of the
IndicatorCreate() function or use of a non-constant string in the parameter that sets the indicator
name) the property #property tester_indicator is required:
#property tester_indicator "indicator_name.ex5"
If the first call form is used in the indicator, then at the custom indicator start you can additionally
indicate data for calculation in its "Parameters" tab. If the "Apply to" parameter is not selected
explicitly, the default calculation is based on the values of "Close" prices.
© 2000-2017, MetaQuotes Software Corp.
1684 Technical Indicators
When you call a custom indicator from mql5-program, the Applied_Price parameter or a handle of
another indicator should be passed last, after all input variables of the custom indicator.
See also
Program Properties, Timeseries and Indicators Access,IndicatorCreate(), IndicatorRelease()
Example:
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//---- plot Label1
#property indicator_label1 "Label1"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- input parameters
input int MA_Period=21;
input int MA_Shift=0;
input ENUM_MA_METHOD MA_Method=MODE_SMA;
//--- indicator buffers
double Label1Buffer[];
//--- Handle of the Custom Moving Average.mq5 custom indicator
int MA_handle;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,Label1Buffer,INDICATOR_DATA);
ResetLastError();
MA_handle=iCustom(NULL,0,"Examples\\Custom Moving Average",
MA_Period,
© 2000-2017, MetaQuotes Software Corp.
1685 Technical Indicators
MA_Shift,
MA_Method,
PRICE_CLOSE // using the close prices
);
Print("MA_handle = ",MA_handle," error = ",GetLastError());
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- Copy the values of the indicator Custom Moving Average to our indicator buffer
int copy=CopyBuffer(MA_handle,0,0,rates_total,Label1Buffer);
Print("copy = ",copy," rates_total = ",rates_total);
//--- If our attempt has failed - Report this
if(copy<=0)
Print("An attempt to get the values if Custom Moving Average has failed");
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1686 Technical Indicators
iDEMA
The function returns the handle of the Double Exponential Moving Average indicator. It has only one
buffer.
int iDEMA(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period, // averaging period
int ma_shift, // horizontal shift
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] Averaging period (bars count) for calculations.
ma_shift
[in] Shift of the indicator relative to the price chart.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iDEMA.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iDEMA technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
© 2000-2017, MetaQuotes Software Corp.
1687 Technical Indicators
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- the iDEMA plot
#property indicator_label1 "iDEMA"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iDEMA, // use iDEMA
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iDEMA; // type of te function
input int ma_period=14; // period of moving average
input int ma_shift=0; // shift
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // type of price
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iDEMABuffer[];
//--- variable for storing the handle of the iDEMA indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Double Exponential Moving Average indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iDEMABuffer,INDICATOR_DATA);
//--- set shift
PlotIndexSetInteger(0,PLOT_SHIFT,ma_shift);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
© 2000-2017, MetaQuotes Software Corp.
1688 Technical Indicators
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iDEMA)
handle=iDEMA(name,period,ma_period,ma_shift,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[3];
//--- period of moving average
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
//--- shift
pars[1].type=TYPE_INT;
pars[1].integer_value=ma_shift;
//--- type of price
pars[2].type=TYPE_INT;
pars[2].integer_value=applied_price;
handle=IndicatorCreate(name,period,IND_DEMA,3,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iDEMA indicator for the symbol %s/%s, error code
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Double Exponential Moving Average indicator is calculated for
short_name=StringFormat("iDEMA(%s/%s, %d, %d, %s)",name,EnumToString(period),
ma_period,ma_shift,EnumToString(applied_price));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
© 2000-2017, MetaQuotes Software Corp.
1689 Technical Indicators
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iDEMA indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iD
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iDEMABuffer array is greater than the number of values in the iDEMA indicator fo
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iDEMABuffer array with values of the Double Exponential Moving Average indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iDEMABuffer,ma_shift,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Double Exponential Moving Average indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1690 Technical Indicators
//| Filling indicator buffers from the iDEMA indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &values[], // indicator buffer of Double Exponential Moving Averag
int shift, // shift
int ind_handle, // handle of the iDEMA indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iDEMABuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,-shift,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iDEMA indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1691 Technical Indicators
iDeMarker
The function returns the handle of the DeMarker indicator. It has only one buffer.
int iDeMarker(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period // averaging period
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] Averaging period (bars count) for calculations.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iDeMarker.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iDeMarker technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- the iDeMarker plot
#property indicator_label1 "iDeMarker"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLightSeaGreen
© 2000-2017, MetaQuotes Software Corp.
1692 Technical Indicators
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- horizontal levels in the indicator window
#property indicator_level1 0.3
#property indicator_level2 0.7
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iDeMarker, // use iDeMarker
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iDeMarker; // type of the function
input int ma_period=14; // period of moving average
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iDeMarkerBuffer[];
//--- variable for storing the handle of the iDeMarker indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the DeMarker indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iDeMarkerBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iDeMarker)
handle=iDeMarker(name,period,ma_period);
© 2000-2017, MetaQuotes Software Corp.
1693 Technical Indicators
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[1];
//--- period of moving average
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
handle=IndicatorCreate(name,period,IND_DEMARKER,1,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iDeMarker indicator for the symbol %s/%s, error c
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the DeMarker indicator is calculated for
short_name=StringFormat("iDeMarker(%s/%s, period=%d)",name,EnumToString(period),ma_period);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iDeMarker indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
© 2000-2017, MetaQuotes Software Corp.
1694 Technical Indicators
//--- if it is the first start of calculation of the indicator or if the number of values in the iD
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iDeMarkerBuffer array is greater than the number of values in the iDeMarker indi
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iDeMarkerBuffer array with values of the DeMarker indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iDeMarkerBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the DeMarker indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iDeMarker indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &values[], // indicator buffer for DeMarker values
int ind_handle, // handle of the iDeMarker indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iDeMarkerBuffer array with values from the indicator buffer that has 0 ind
if(CopyBuffer(ind_handle,0,0,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iDeMarker indicator, error code %d",GetLastError())
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
© 2000-2017, MetaQuotes Software Corp.
1695 Technical Indicators
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1696 Technical Indicators
iEnvelopes
The function returns the handle of the Envelopes indicator.
int iEnvelopes(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period, // period for the average line calculation
int ma_shift, // horizontal shift of the indicator
ENUM_MA_METHOD ma_method, // type of smoothing
ENUM_APPLIED_PRICE applied_price, // type of price or handle
double deviation // deviation of boundaries from the midline (in percents)
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] Averaging period for the main line.
ma_shift
[in] The shift of the indicator relative to the price chart.
ma_method
[in] Smoothing type. Can be one of the values of ENUM_MA_METHOD.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
deviation
[in] The deviation from the main line (in percents).
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Note
The buffer numbers: 0 - UPPER_LINE, 1 - LOWER_LINE.
Example:
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1697 Technical Indicators
//| Demo_iEnvelopes.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iEnvelopes technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 2
//--- the Upper plot
#property indicator_label1 "Upper"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- the Lower plot
#property indicator_label2 "Lower"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrRed
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iEnvelopes, // use iEnvelopes
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iEnvelopes; // type of the function
input int ma_period=14; // period of moving average
input int ma_shift=0; // shift
input ENUM_MA_METHOD ma_method=MODE_SMA; // type of smoothing
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // type of price
input double deviation=0.1; // deviation of borders from the moving avera
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double UpperBuffer[];
double LowerBuffer[];
//--- variable for storing the handle of the iEnvelopes indicator
© 2000-2017, MetaQuotes Software Corp.
1698 Technical Indicators
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Envelopes indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
SetIndexBuffer(0,UpperBuffer,INDICATOR_DATA);
SetIndexBuffer(1,LowerBuffer,INDICATOR_DATA);
//--- set shift of each line
PlotIndexSetInteger(0,PLOT_SHIFT,ma_shift);
PlotIndexSetInteger(1,PLOT_SHIFT,ma_shift);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iEnvelopes)
handle=iEnvelopes(name,period,ma_period,ma_shift,ma_method,applied_price,deviation);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[5];
//--- period of moving average
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
//--- shift
pars[1].type=TYPE_INT;
pars[1].integer_value=ma_shift;
//--- type of smoothing
pars[2].type=TYPE_INT;
pars[2].integer_value=ma_method;
//--- type of price
pars[3].type=TYPE_INT;
pars[3].integer_value=applied_price;
//--- type of price
© 2000-2017, MetaQuotes Software Corp.
1699 Technical Indicators
pars[4].type=TYPE_DOUBLE;
pars[4].double_value=deviation;
handle=IndicatorCreate(name,period,IND_ENVELOPES,5,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iEnvelopes indicator for the symbol %s/%s, error
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Envelopes indicator is calculated for
short_name=StringFormat("iEnvelopes(%s/%s, %d, %d, %s,%s, %G)",name,EnumToString(period),
ma_period,ma_shift,EnumToString(ma_method),EnumToString(applied_price),deviation);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iEnvelopes indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iE
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
© 2000-2017, MetaQuotes Software Corp.
1700 Technical Indicators
//--- if the UpperBuffer array is greater than the number of values in the iEnvelopes indicat
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the UpperBuffer and LowerBuffer arrays with values from the Envelopes indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArraysFromBuffers(UpperBuffer,LowerBuffer,ma_shift,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Envelopes indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iEnvelopes indicator |
//+------------------------------------------------------------------+
bool FillArraysFromBuffers(double &upper_values[], // indicator buffer of the upper border
double &lower_values[], // indicator of the lower border
int shift, // shift
int ind_handle, // handle of the iEnvelopes indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the UpperBuffer array with values from the indicator buffer that has index 0
if(CopyBuffer(ind_handle,0,-shift,amount,upper_values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iEnvelopes indicator, error code %d",GetLastError()
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the LowerBuffer array with values from the indicator buffer that has index 1
if(CopyBuffer(ind_handle,1,-shift,amount,lower_values)<0)
{
© 2000-2017, MetaQuotes Software Corp.
1701 Technical Indicators
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iEnvelopes indicator, error code %d",GetLastError()
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1702 Technical Indicators
iForce
The function returns the handle of the Force Index indicator. It has only one buffer.
int iForce(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period, // averaging period
ENUM_MA_METHOD ma_method, // smoothing type
ENUM_APPLIED_VOLUME applied_volume // volume type for calculation
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] Averaging period for the indicator calculations.
ma_method
[in] Smoothing type. Can be one of the values of ENUM_MA_METHOD.
applied_volume
[in] The volume used. Can be one of the values of ENUM_APPLIED_VOLUME.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iForce.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iForce technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
© 2000-2017, MetaQuotes Software Corp.
1703 Technical Indicators
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- drawing iForce
#property indicator_label1 "iForce"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLightSeaGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iForce, // use iForce
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iForce; // type of the function
input int ma_period=13; // period of averaging
input ENUM_MA_METHOD ma_method=MODE_SMA; // type of smoothing
input ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK; // type of volume
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iForceBuffer[];
//--- variable for storing the handle of the iForce indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Force indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iForceBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
© 2000-2017, MetaQuotes Software Corp.
1704 Technical Indicators
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iForce)
handle=iForce(name,period,ma_period,ma_method,applied_volume);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[3];
//--- period of moving average
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
//--- type of smoothing
pars[1].type=TYPE_INT;
pars[1].integer_value=ma_method;
//--- type of volume
pars[2].type=TYPE_INT;
pars[2].integer_value=applied_volume;
//--- type of price
handle=IndicatorCreate(name,period,IND_FORCE,3,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iForce indicator for the symbol %s/%s, error code
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Force indicator is calculated for
short_name=StringFormat("iForce(%s/%s, %d, %s, %s)",name,EnumToString(period),
ma_period,EnumToString(ma_method),EnumToString(applied_volume));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
© 2000-2017, MetaQuotes Software Corp.
1705 Technical Indicators
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iForce indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iF
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iForceBuffer array is greater than the number of values in the iForce indicator
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iForceBuffer array with values of the Force indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iForceBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Force indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iForce indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &values[], // indicator buffer of Force Index values
© 2000-2017, MetaQuotes Software Corp.
1706 Technical Indicators
int ind_handle, // handle of the iForce indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iForceBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iForce indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1707 Technical Indicators
iFractals
The function returns the handle of the Fractals indicator.
int iFractals(
string symbol, // symbol name
ENUM_TIMEFRAMES period // period
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Note
The buffer numbers are the following: 0 - UPPER_LINE, 1 - LOWER_LINE.
Example:
//+------------------------------------------------------------------+
//| Demo_iFractals.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iFractals technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 2
//--- the FractalUp plot
© 2000-2017, MetaQuotes Software Corp.
1708 Technical Indicators
#property indicator_label1 "FractalUp"
#property indicator_type1 DRAW_ARROW
#property indicator_color1 clrBlue
//--- the FractalDown plot
#property indicator_label2 "FractalDown"
#property indicator_type2 DRAW_ARROW
#property indicator_color2 clrRed
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iFractals, // use iFractals
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iFractals; // type of the function
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffers
double FractalUpBuffer[];
double FractalDownBuffer[];
//--- variable for storing the handle of the iFractals indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Fractals indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
SetIndexBuffer(0,FractalUpBuffer,INDICATOR_DATA);
SetIndexBuffer(1,FractalDownBuffer,INDICATOR_DATA);
//--- set codes using a symbol from the Wingdings charset for the PLOT_ARROW property
PlotIndexSetInteger(0,PLOT_ARROW,217); // arrow up
PlotIndexSetInteger(1,PLOT_ARROW,218); // arrow down
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
© 2000-2017, MetaQuotes Software Corp.
1709 Technical Indicators
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iFractals)
handle=iFractals(name,period);
else
handle=IndicatorCreate(name,period,IND_FRACTALS);
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iFractals indicator for the symbol %s/%s, error c
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Fractals indicator is calculated for
short_name=StringFormat("iFractals(%s/%s)",name,EnumToString(period));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iFractals indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iF
© 2000-2017, MetaQuotes Software Corp.
1710 Technical Indicators
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the FractalUpBuffer array is greater than the number of values in the iFractals indi
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the FractalUpBuffer and FractalDownBuffer arrays with values from the Fractals indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArraysFromBuffers(FractalUpBuffer,FractalDownBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Fractals indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iFractals indicator |
//+------------------------------------------------------------------+
bool FillArraysFromBuffers(double &up_arrows[], // indicator buffer for up arrows
double &down_arrows[], // indicator buffer for down arrows
int ind_handle, // handle of the iFractals indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the FractalUpBuffer array with values from the indicator buffer that has 0 ind
if(CopyBuffer(ind_handle,0,0,amount,up_arrows)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iFractals indicator to the FractalUpBuffer array, e
GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
© 2000-2017, MetaQuotes Software Corp.
1711 Technical Indicators
//--- fill a part of the FractalDownBuffer array with values from the indicator buffer that has ind
if(CopyBuffer(ind_handle,1,0,amount,down_arrows)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iFractals indicator to the FractalDownBuffer array,
GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1712 Technical Indicators
iFrAMA
The function returns the handle of the Fractal Adaptive Moving Average indicator. It has only one
buffer.
int iFrAMA(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period, // averaging period
int ma_shift, // horizontal shift on the chart
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] Period (bars count) for the indicator calculations.
ma_shift
[in] Shift of the indicator in the price chart.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iFrAMA.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iFrAMA technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
© 2000-2017, MetaQuotes Software Corp.
1713 Technical Indicators
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- drawing iFrAMA
#property indicator_label1 "iFrAMA"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iFrAMA, // use iFrAMA
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iFrAMA; // type of the function
input int ma_period=14; // period of averaging
input int ma_shift=0; // shift
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // type of price
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iFrAMABuffer[];
//--- variable for storing the handle of the iFrAMA indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Fractal Adaptive Moving Average indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iFrAMABuffer,INDICATOR_DATA);
//--- set shift
PlotIndexSetInteger(0,PLOT_SHIFT,ma_shift);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
© 2000-2017, MetaQuotes Software Corp.
1714 Technical Indicators
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iFrAMA)
handle=iFrAMA(name,period,ma_period,ma_shift,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[3];
//--- period of moving average
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
//--- shift
pars[1].type=TYPE_INT;
pars[1].integer_value=ma_shift;
//--- type of price
pars[2].type=TYPE_INT;
pars[2].integer_value=applied_price;
//--- type of price
handle=IndicatorCreate(name,period,IND_FRAMA,3,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iFrAMA indicator for the symbol %s/%s, error code
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the iFrAMA indicator is calculated for
short_name=StringFormat("iFrAMA(%s/%s, %d, %d, %s)",name,EnumToString(period),
ma_period,ma_shift,EnumToString(applied_price));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
© 2000-2017, MetaQuotes Software Corp.
1715 Technical Indicators
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iFrAMA indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iF
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iFrAMABuffer array is greater than the number of values in the iFrAMA indicator
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iFrAMABuffer array with values of the Fractal Adaptive Moving Average indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iFrAMABuffer,ma_shift,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Fractal Adaptive Moving Average indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
© 2000-2017, MetaQuotes Software Corp.
1716 Technical Indicators
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iFrAMA indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &values[], // indicator buffer of Fractal Adaptive Moving Average
int shift, // shift
int ind_handle, // handle of the iFrAMA indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iFrAMABuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,-shift,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iFrAMA indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1717 Technical Indicators
iGator
The function returns the handle of the Gator indicator. The Oscillator shows the difference between
the blue and red lines of Alligator (upper histogram) and difference between red and green lines (lower
histogram).
int iGator(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int jaw_period, // period for the calculation of the jaws
int jaw_shift, // jaws horizontal shift
int teeth_period, // period for the calculation of the teeth
int teeth_shift, // teeth horizontal shift
int lips_period, // period for the calculation of the lips
int lips_shift, // lips horizontal shift
ENUM_MA_METHOD ma_method, // type of smoothing
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
jaw_period
[in] Averaging period for the blue line (Alligator's Jaw).
jaw_shift
[in] The shift of the blue line relative to the price chart. It isn't directly connected with the visual
shift of the indicator histogram.
teeth_period
[in] Averaging period for the red line (Alligator's Teeth).
teeth_shift
[in] The shift of the red line relative to the price chart. It isn't directly connected with the visual
shift of the indicator histogram.
lips_period
[in] Averaging period for the green line (Alligator's lips).
lips_shift
[in] The shift of the green line relative to the price charts. It isn't directly connected with the
visual shift of the indicator histogram.
ma_method
[in] Smoothing type. Can be one of the values of ENUM_MA_METHOD.
© 2000-2017, MetaQuotes Software Corp.
1718 Technical Indicators
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Note
Buffer numbers: 0 - UPPER_HISTOGRAM, 1 - color buffer of the upper histogram, 2 -
LOWER_HISTOGRAM, 3 - color buffer of the lower histogram.
Example:
//+------------------------------------------------------------------+
//| Demo_iGator.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iGator technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All other parameters are as in a standard Gator Oscillator."
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_plots 2
//--- drawing GatorUp
#property indicator_label1 "GatorUp"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_color1 clrGreen, clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- drawing GatorDown
#property indicator_label2 "GatorDown"
#property indicator_type2 DRAW_COLOR_HISTOGRAM
#property indicator_color2 clrGreen, clrRed
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
© 2000-2017, MetaQuotes Software Corp.
1719 Technical Indicators
{
Call_iGator, // use iGator
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iGator; // type of the function
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
input int jaw_period=13; // period of the Jaw line
input int jaw_shift=8; // shift of the Jaw line
input int teeth_period=8; // period of the Teeth line
input int teeth_shift=5; // shift of the Teeth line
input int lips_period=5; // period of the Lips line
input int lips_shift=3; // shift of the Lips line
input ENUM_MA_METHOD MA_method=MODE_SMMA; // method of averaging of the Alligator lines
input ENUM_APPLIED_PRICE applied_price=PRICE_MEDIAN;// type of price used for calculation of Alli
//--- indicator buffers
double GatorUpBuffer[];
double GatorUpColors[];
double GatorDownBuffer[];
double GatorDownColors[];
//--- variable for storing the handle of the iGator indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- shift values for the upper and lower histograms
int shift;
//--- we will keep the number of values in the Gator Oscillator indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
SetIndexBuffer(0,GatorUpBuffer,INDICATOR_DATA);
SetIndexBuffer(1,GatorUpColors,INDICATOR_COLOR_INDEX);
SetIndexBuffer(2,GatorDownBuffer,INDICATOR_DATA);
SetIndexBuffer(3,GatorDownColors,INDICATOR_COLOR_INDEX);
/*
All the shifts specified in the parameters refer to the Alligator indicator on the basis which th
That's is why they don't move the Gator indicator itself, but they move the Alligator lines,
which values are used for calculation of the Gator Oscillator!
*/
//--- let's calculate the shift for the upper and lower histograms, that is equal to the difference
shift=MathMin(jaw_shift,teeth_shift);
PlotIndexSetInteger(0,PLOT_SHIFT,shift);
© 2000-2017, MetaQuotes Software Corp.
1720 Technical Indicators
//--- despite the indicator contains two histograms, the same shift is used - this is the implement
PlotIndexSetInteger(1,PLOT_SHIFT,shift);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iGator)
handle=iGator(name,period,jaw_period,jaw_shift,teeth_period,teeth_shift,
lips_period,lips_shift,MA_method,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[8];
//--- periods and shifts of the Alligator lines
pars[0].type=TYPE_INT;
pars[0].integer_value=jaw_period;
pars[1].type=TYPE_INT;
pars[1].integer_value=jaw_shift;
pars[2].type=TYPE_INT;
pars[2].integer_value=teeth_period;
pars[3].type=TYPE_INT;
pars[3].integer_value=teeth_shift;
pars[4].type=TYPE_INT;
pars[4].integer_value=lips_period;
pars[5].type=TYPE_INT;
pars[5].integer_value=lips_shift;
//--- type of smoothing
pars[6].type=TYPE_INT;
pars[6].integer_value=MA_method;
//--- type of price
pars[7].type=TYPE_INT;
pars[7].integer_value=applied_price;
//--- create handle
handle=IndicatorCreate(name,period,IND_GATOR,8,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iGator indicator for the symbol %s/%s, error code
© 2000-2017, MetaQuotes Software Corp.
1721 Technical Indicators
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Gator Oscillator indicator is calculated for
short_name=StringFormat("iGator(%s/%s, %d, %d ,%d, %d, %d, %d)",name,EnumToString(period),
jaw_period,jaw_shift,teeth_period,teeth_shift,lips_period,lips_shift);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iGator indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iG
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the GatorUpBuffer array is greater than the number of values in the iGator indicator
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
© 2000-2017, MetaQuotes Software Corp.
1722 Technical Indicators
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the arrays with values of the Gator Oscillator indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operat
if(!FillArraysFromBuffers(GatorUpBuffer,GatorUpColors,GatorDownBuffer,GatorDownColors,
shift,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Gator Oscillator indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iGator indicator |
//+------------------------------------------------------------------+
bool FillArraysFromBuffers(double &ups_buffer[], // indicator buffer for the upper histogra
double &up_color_buffer[], // indicator buffer for price indexes of t
double &downs_buffer[], // indicator buffer for the lower histogra
double &downs_color_buffer[], // indicator buffer for price indexes of t
int u_shift, // shift for the upper and lower histogram
int ind_handle, // handle of the iGator indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the GatorUpBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,-u_shift,amount,ups_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iGator indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the GatorUpColors array with values from the indicator buffer that has index 1
if(CopyBuffer(ind_handle,1,-u_shift,amount,up_color_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iGator indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
© 2000-2017, MetaQuotes Software Corp.
1723 Technical Indicators
//--- fill a part of the GatorDownBuffer array with values from the indicator buffer that has index
if(CopyBuffer(ind_handle,2,-u_shift,amount,downs_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iGator indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the GatorDownColors array with values from the indicator buffer that has index
if(CopyBuffer(ind_handle,3,-u_shift,amount,downs_color_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iGator indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1724 Technical Indicators
iIchimoku
The function returns the handle of the Ichimoku Kinko Hyo indicator.
int iIchimoku(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int tenkan_sen, // period of Tenkan-sen
int kijun_sen, // period of Kijun-sen
int senkou_span_b // period of Senkou Span B
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
tenkan_sen
[in] Averaging period for Tenkan Sen.
kijun_sen
[in] Averaging period for Kijun Sen.
senkou_span_b
[in] Averaging period for Senkou Span B.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Note
The buffer numbers: 0 - TENKANSEN_LINE, 1 - KIJUNSEN_LINE, 2 - SENKOUSPANA_LINE, 3 -
SENKOUSPANB_LINE, 4 - CHIKOUSPAN_LINE.
Example:
//+------------------------------------------------------------------+
//| Demo_iIchimoku.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
© 2000-2017, MetaQuotes Software Corp.
1725 Technical Indicators
#property description "of indicator buffers for the iIchimoku technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All other parameters just like in the standard Ichimoku Kinko Hyo."
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_plots 4
//--- the Tenkan_sen plot
#property indicator_label1 "Tenkan_sen"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- the Kijun_sen plot
#property indicator_label2 "Kijun_sen"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrBlue
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//--- the Senkou_Span plot
#property indicator_label3 "Senkou Span A;Senkou Span B" // two fields will be shown in Data Windo
#property indicator_type3 DRAW_FILLING
#property indicator_color3 clrSandyBrown, clrThistle
#property indicator_style3 STYLE_SOLID
#property indicator_width3 1
//--- the Chikou_Span plot
#property indicator_label4 "Chinkou_Span"
#property indicator_type4 DRAW_LINE
#property indicator_color4 clrLime
#property indicator_style4 STYLE_SOLID
#property indicator_width4 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iIchimoku, // use iIchimoku
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iIchimoku; // type of the function
input int tenkan_sen=9; // period of Tenkan-sen
input int kijun_sen=26; // period of Kijun-sen
input int senkou_span_b=52; // period of Senkou Span B
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
© 2000-2017, MetaQuotes Software Corp.
1726 Technical Indicators
double Tenkan_sen_Buffer[];
double Kijun_sen_Buffer[];
double Senkou_Span_A_Buffer[];
double Senkou_Span_B_Buffer[];
double Chinkou_Span_Buffer[];
//--- variable for storing the handle of the iIchimoku indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Ichimoku Kinko Hyo indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
SetIndexBuffer(0,Tenkan_sen_Buffer,INDICATOR_DATA);
SetIndexBuffer(1,Kijun_sen_Buffer,INDICATOR_DATA);
SetIndexBuffer(2,Senkou_Span_A_Buffer,INDICATOR_DATA);
SetIndexBuffer(3,Senkou_Span_B_Buffer,INDICATOR_DATA);
SetIndexBuffer(4,Chinkou_Span_Buffer,INDICATOR_DATA);
//--- set the shift for the Senkou Span channel of kijun_sen bars in the future direction
PlotIndexSetInteger(2,PLOT_SHIFT,kijun_sen);
//--- setting a shift for the Chikou Span line is not required, since the Chinkou data Span
//--- is already stored with a shift in iIchimoku
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iIchimoku)
handle=iIchimoku(name,period,tenkan_sen,kijun_sen,senkou_span_b);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[3];
//--- periods and shifts of the Alligator lines
pars[0].type=TYPE_INT;
pars[0].integer_value=tenkan_sen;
© 2000-2017, MetaQuotes Software Corp.
1727 Technical Indicators
pars[1].type=TYPE_INT;
pars[1].integer_value=kijun_sen;
pars[2].type=TYPE_INT;
pars[2].integer_value=senkou_span_b;
//--- create handle
handle=IndicatorCreate(name,period,IND_ICHIMOKU,3,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iIchimoku indicator for the symbol %s/%s, error c
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Ichimoku Kinko Hyo indicator is calculated for
short_name=StringFormat("iIchimoku(%s/%s, %d, %d ,%d)",name,EnumToString(period),
tenkan_sen,kijun_sen,senkou_span_b);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iIchimoku indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iI
© 2000-2017, MetaQuotes Software Corp.
1728 Technical Indicators
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the Tenkan_sen_Buffer array is greater than the number of values in the iIchimoku in
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the arrays with values of the Ichimoku Kinko Hyo indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operat
if(!FillArraysFromBuffers(Tenkan_sen_Buffer,Kijun_sen_Buffer,Senkou_Span_A_Buffer,Senkou_Span_B_
kijun_sen,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Ichimoku Kinko Hyo indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iIchimoku indicator |
//+------------------------------------------------------------------+
bool FillArraysFromBuffers(double &tenkan_sen_buffer[], // indicator buffer of the Tenkan-sen l
double &kijun_sen_buffer[], // indicator buffer of the Kijun_sen li
double &senkou_span_A_buffer[], // indicator buffer of the Senkou Span
double &senkou_span_B_buffer[], // indicator buffer of the Senkou Span
double &chinkou_span_buffer[], // indicator buffer of the Chinkou Span
int senkou_span_shift, // shift of the Senkou Span lines in th
int ind_handle, // handle of the iIchimoku indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the Tenkan_sen_Buffer array with values from the indicator buffer that has 0 i
if(CopyBuffer(ind_handle,0,0,amount,tenkan_sen_buffer)<0)
{
//--- if the copying fails, tell the error code
© 2000-2017, MetaQuotes Software Corp.
1729 Technical Indicators
PrintFormat("1.Failed to copy data from the iIchimoku indicator, error code %d",GetLastError(
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the Kijun_sen_Buffer array with values from the indicator buffer that has inde
if(CopyBuffer(ind_handle,1,0,amount,kijun_sen_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("2.Failed to copy data from the iIchimoku indicator, error code %d",GetLastError(
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the Chinkou_Span_Buffer array with values from the indicator buffer that has i
//--- if senkou_span_shift>0, the line is shifted in the future direction by senkou_span_shift bars
if(CopyBuffer(ind_handle,2,-senkou_span_shift,amount,senkou_span_A_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("3.Failed to copy data from the iIchimoku indicator, error code %d",GetLastError(
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the Senkou_Span_A_Buffer array with values from the indicator buffer that has
//--- if senkou_span_shift>0, the line is shifted in the future direction by senkou_span_shift bars
if(CopyBuffer(ind_handle,3,-senkou_span_shift,amount,senkou_span_B_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("4.Failed to copy data from the iIchimoku indicator, error code %d",GetLastError(
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the Senkou_Span_B_Buffer array with values from the indicator buffer that has
//--- when copying Chinkou Span, we don't need to consider the shift, since the Chinkou Span data
//--- is already stored with a shift in iIchimoku
if(CopyBuffer(ind_handle,4,0,amount,chinkou_span_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("5.Failed to copy data from the iIchimoku indicator, error code %d",GetLastError(
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
© 2000-2017, MetaQuotes Software Corp.
1730 Technical Indicators
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1731 Technical Indicators
iBWMFI
The function returns the handle of the Market Facilitation Index indicator. It has only one buffer.
int iBWMFI(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
ENUM_APPLIED_VOLUME applied_volume // volume type for calculation
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
applied_volume
[in] The volume used. Can be one of the constants of ENUM_APPLIED_VOLUME.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iBWMFI.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iBWMFI technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
//--- the iBWMFI plot
#property indicator_label1 "iBWMFI"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_color1 clrLime,clrSaddleBrown,clrBlue,clrPink
© 2000-2017, MetaQuotes Software Corp.
1732 Technical Indicators
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iBWMFI, // use iBWMFI
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iBWMFI; // type of function
input ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK;// type of volume
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iBWMFIBuffer[];
double iBWMFIColors[];
//--- variable for storing the handle of the iBWMFI indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Market Facilitation Index by Bill Williams indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
SetIndexBuffer(0,iBWMFIBuffer,INDICATOR_DATA);
SetIndexBuffer(1,iBWMFIColors,INDICATOR_COLOR_INDEX);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iBWMFI)
handle=iBWMFI(name,period,applied_volume);
else
© 2000-2017, MetaQuotes Software Corp.
1733 Technical Indicators
{
//--- fill the structure with parameters of the indicator
MqlParam pars[1];
//--- type of volume
pars[0].type=TYPE_INT;
pars[0].integer_value=applied_volume;
handle=IndicatorCreate(name,period,IND_BWMFI,1,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iBWMFI indicator for the symbol %s/%s, error code
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Market Facilitation Index by Bill Williams indicator is calcula
short_name=StringFormat("iBWMFI(%s/%s, %s)",name,EnumToString(period),
EnumToString(applied_volume));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iBWMFI indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
© 2000-2017, MetaQuotes Software Corp.
1734 Technical Indicators
//--- if it is the first start of calculation of the indicator or if the number of values in the iB
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iBWMFIBuffer array is greater than the number of values in the iBWMFI indicator
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the arrays with values of the indicator Market Facilitation Index by Bill Williams
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operat
if(!FillArraysFromBuffers(iBWMFIBuffer,iBWMFIColors,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Market Facilitation Index by Bill Williams indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iBWMFI indicator |
//+------------------------------------------------------------------+
bool FillArraysFromBuffers(double &values[], // indicator buffer for the histogram values
double &colors[], // indicator buffer of the histogram colors
int ind_handle, // handle of the iBWMFI indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iBWMFIBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iBWMFI indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
© 2000-2017, MetaQuotes Software Corp.
1735 Technical Indicators
//--- fill a part of the iBWMFIColors array with values from the indicator buffer that has index 1
if(CopyBuffer(ind_handle,1,0,amount,colors)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iBWMFI indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1736 Technical Indicators
iMomentum
The function returns the handle of the Momentum indicator. It has only one buffer.
int iMomentum(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int mom_period, // averaging period
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
mom_period
[in] Averaging period (bars count) for the calculation of the price change.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iMomentum.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iMomentum technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All the other parameters are similar to the standard Momentum."
#property indicator_separate_window
© 2000-2017, MetaQuotes Software Corp.
1737 Technical Indicators
#property indicator_buffers 1
#property indicator_plots 1
//--- plot iMomentum
#property indicator_label1 "iMomentum"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrDodgerBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iMomentum, // use iMomentum
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iMomentum; // type of the function
input int mom_period=14; // period of Momentum
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // type of price
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iMomentumBuffer[];
//--- variable for storing the handle of the iMomentum indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Momentum indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iMomentumBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
© 2000-2017, MetaQuotes Software Corp.
1738 Technical Indicators
}
//--- create handle of the indicator
if(type==Call_iMomentum)
handle=iMomentum(name,period,mom_period,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[2];
//--- period
pars[0].type=TYPE_INT;
pars[0].integer_value=mom_period;
//--- type of price
pars[1].type=TYPE_INT;
pars[1].integer_value=applied_price;
handle=IndicatorCreate(name,period,IND_MOMENTUM,2,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iMomentum indicator for the symbol %s/%s, error c
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Momentum indicator is calculated for
short_name=StringFormat("iMomentum(%s/%s, %d, %s)",name,EnumToString(period),
mom_period, EnumToString(applied_price));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iMomentum indicator
© 2000-2017, MetaQuotes Software Corp.
1739 Technical Indicators
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iM
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iMomentumBuffer array is greater than the number of values in the iMomentum indi
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iMomentumBuffer array with values of the Momentum indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iMomentumBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Momentum indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iMomentum indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &values[], // indicator buffer of Momentum values
int ind_handle, // handle of the iMomentum indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iMomentumBuffer array with values from the indicator buffer that has 0 ind
© 2000-2017, MetaQuotes Software Corp.
1740 Technical Indicators
if(CopyBuffer(ind_handle,0,0,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iMomentum indicator, error code %d",GetLastError())
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1741 Technical Indicators
iMFI
The function returns the handle of the Money Flow Index indicator.
int iMFI(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period, // averaging period
ENUM_APPLIED_VOLUME applied_volume // volume type for calculation
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] Averaging period (bars count) for the calculation.
applied_volume
[in] The volume used. Can be any of the ENUM_APPLIED_VOLUME values.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iMFI.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iMFI technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All the other parameters are similar to the standard Money Flow Index."
#property indicator_separate_window
#property indicator_buffers 1
© 2000-2017, MetaQuotes Software Corp.
1742 Technical Indicators
#property indicator_plots 1
//--- the iMFI plot
#property indicator_label1 "iMFI"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrDodgerBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- horizontal levels in the indicator window
#property indicator_level1 20
#property indicator_level2 80
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iMFI, // use iMFI
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iMFI; // type of the function
input int ma_period=14; // period
input ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK; // type of volume
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iMFIBuffer[];
//--- variable for storing the handle of the iMFI indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Money Flow Index indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iMFIBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
© 2000-2017, MetaQuotes Software Corp.
1743 Technical Indicators
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iMFI)
handle=iMFI(name,period,ma_period,applied_volume);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[2];
//--- period
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
//--- type of volume
pars[1].type=TYPE_INT;
pars[1].integer_value=applied_volume;
handle=IndicatorCreate(name,period,IND_MFI,2,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iMFI indicator for the symbol %s/%s, error code %
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Money Flow Index indicator is calculated for
short_name=StringFormat("iMFI(%s/%s, %d, %s)",name,EnumToString(period),
ma_period, EnumToString(applied_volume));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
© 2000-2017, MetaQuotes Software Corp.
1744 Technical Indicators
{
//--- number of values copied from the iMFI indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iM
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iMFIBuffer array is greater than the number of values in the iMFI indicator for
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iMFIBuffer array with values of the Money Flow Index indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iMFIBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Money Flow Index indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iMFI indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &values[], // indicator buffer of Money Flow Index values
int ind_handle, // handle of the iMFI indicator
int amount // number of copied values
)
{
//--- reset error code
© 2000-2017, MetaQuotes Software Corp.
1745 Technical Indicators
ResetLastError();
//--- fill a part of the iMFIBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iMFI indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1746 Technical Indicators
iMA
The function returns the handle of the Moving Average indicator. It has only one buffer.
int iMA(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period, // averaging period
int ma_shift, // horizontal shift
ENUM_MA_METHOD ma_method, // smoothing type
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] Averaging period for the calculation of the moving average.
ma_shift
[in] Shift of the indicator relative to the price chart.
ma_method
[in] Smoothing type. Can be one of the ENUM_MA_METHOD values.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iMA.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
© 2000-2017, MetaQuotes Software Corp.
1747 Technical Indicators
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iMA technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All other parameters like in the standard Moving Average."
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- the iMA plot
#property indicator_label1 "iMA"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iMA, // use iMA
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iMA; // type of the function
input int ma_period=10; // period of ma
input int ma_shift=0; // shift
input ENUM_MA_METHOD ma_method=MODE_SMA; // type of smoothing
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // type of price
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iMABuffer[];
//--- variable for storing the handle of the iMA indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Moving Average indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iMABuffer,INDICATOR_DATA);
© 2000-2017, MetaQuotes Software Corp.
1748 Technical Indicators
//--- set shift
PlotIndexSetInteger(0,PLOT_SHIFT,ma_shift);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iMA)
handle=iMA(name,period,ma_period,ma_shift,ma_method,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[4];
//--- period
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
//--- shift
pars[1].type=TYPE_INT;
pars[1].integer_value=ma_shift;
//--- type of smoothing
pars[2].type=TYPE_INT;
pars[2].integer_value=ma_method;
//--- type of price
pars[3].type=TYPE_INT;
pars[3].integer_value=applied_price;
handle=IndicatorCreate(name,period,IND_MA,4,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iMA indicator for the symbol %s/%s, error code %d
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Moving Average indicator is calculated for
short_name=StringFormat("iMA(%s/%s, %d, %d, %s, %s)",name,EnumToString(period),
ma_period, ma_shift,EnumToString(ma_method),EnumToString(applied_price))
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
© 2000-2017, MetaQuotes Software Corp.
1749 Technical Indicators
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iMA indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iM
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iMABuffer array is greater than the number of values in the iMA indicator for sy
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the iMABuffer array with values of the Moving Average indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iMABuffer,ma_shift,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
© 2000-2017, MetaQuotes Software Corp.
1750 Technical Indicators
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Moving Average indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the MA indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &values[], // indicator buffer of Moving Average values
int shift, // shift
int ind_handle, // handle of the iMA indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iMABuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,-shift,amount,values)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iMA indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1751 Technical Indicators
iOsMA
The function returns the handle of the Moving Average of Oscillator indicator. The OsMA oscillator
shows the difference between values of MACD and its signal line. It has only one buffer.
int iOsMA(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int fast_ema_period, // period for Fast Moving Average
int slow_ema_period, // period for Slow Moving Average
int signal_period, // averaging period for their difference
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
fast_ema_period
[in] Period for Fast Moving Average calculation.
slow_ema_period
[in] Period for Slow Moving Average calculation.
signal_period
[in] Averaging period for signal line calculation.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Note
In some systems this oscillator is also known as MACD histogram.
Example:
//+------------------------------------------------------------------+
//| Demo_iOsMA.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
© 2000-2017, MetaQuotes Software Corp.
1752 Technical Indicators
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iOsMA technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All the other parameters are similar to the standard Moving Average of Oscil
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- the iOsMA plot
#property indicator_label1 "iOsMA"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 clrSilver
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iOsMA, // use iOsMA
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iOsMA; // type of the function
input int fast_ema_period=12; // period of fast ma
input int slow_ema_period=26; // period of slow ma
input int signal_period=9; // period of averaging of difference
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // type of price
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iOsMABuffer[];
//--- variable for storing the handle of the iAMA indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Moving Average indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1753 Technical Indicators
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iOsMABuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iOsMA)
handle=iOsMA(name,period,fast_ema_period,slow_ema_period,signal_period,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[4];
//--- period of fast ma
pars[0].type=TYPE_INT;
pars[0].integer_value=fast_ema_period;
//--- period of slow ma
pars[1].type=TYPE_INT;
pars[1].integer_value=slow_ema_period;
//--- period of averaging of difference between the fast and the slow moving average
pars[2].type=TYPE_INT;
pars[2].integer_value=signal_period;
//--- type of price
pars[3].type=TYPE_INT;
pars[3].integer_value=applied_price;
handle=IndicatorCreate(name,period,IND_OSMA,4,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create a handle of iOsMA for the pair %s/%s, error code is %d",
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Moving Average of Oscillator indicator is calculated for
short_name=StringFormat("iOsMA(%s/%s,%d,%d,%d,%s)",name,EnumToString(period),
© 2000-2017, MetaQuotes Software Corp.
1754 Technical Indicators
fast_ema_period,slow_ema_period,signal_period,EnumToString(applied_price
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iOsMA indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iO
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iOsMABuffer array is greater than the number of values in the iOsMA indicator fo
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the arrays with values of the iOsMA indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iOsMABuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
© 2000-2017, MetaQuotes Software Corp.
1755 Technical Indicators
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Moving Average of Oscillator indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iOsMA indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &ama_buffer[], // indicator buffer of OsMA values
int ind_handle, // handle of the iOsMA indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iOsMABuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,ama_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iOsMA indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1756 Technical Indicators
iMACD
The function returns the handle of the Moving Averages Convergence/Divergence indicator. In systems
where OsMA is called MACD Histogram, this indicator is shown as two lines. In the client terminal the
Moving Averages Convergence/Divergence looks like a histogram.
int iMACD(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int fast_ema_period, // period for Fast average calculation
int slow_ema_period, // period for Slow average calculation
int signal_period, // period for their difference averaging
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
fast_ema_period
[in] Period for Fast Moving Average calculation.
slow_ema_period
[in] Period for Slow Moving Average calculation.
signal_period
[in] Period for Signal line calculation.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Note
The buffer numbers are the following: 0 - MAIN_LINE, 1 - SIGNAL_LINE.
Example:
//+------------------------------------------------------------------+
//| Demo_iMACD.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
© 2000-2017, MetaQuotes Software Corp.
1757 Technical Indicators
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iMACD technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All other parameters like in the standard MACD."
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 2
//--- the MACD plot
#property indicator_label1 "MACD"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 clrSilver
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- the Signal plot
#property indicator_label2 "Signal"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrRed
#property indicator_style2 STYLE_DOT
#property indicator_width2 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iMACD, // use iMACD
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iMACD; // type of the function
input int fast_ema_period=12; // period of fast ma
input int slow_ema_period=26; // period of slow ma
input int signal_period=9; // period of averaging of difference
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // type of price
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffers
double MACDBuffer[];
double SignalBuffer[];
//--- variable for storing the handle of the iMACD indicator
int handle;
//--- variable for storing
© 2000-2017, MetaQuotes Software Corp.
1758 Technical Indicators
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Moving Averages Convergence/Divergence indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
SetIndexBuffer(0,MACDBuffer,INDICATOR_DATA);
SetIndexBuffer(1,SignalBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iMACD)
handle=iMACD(name,period,fast_ema_period,slow_ema_period,signal_period,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[4];
//--- period of fast ma
pars[0].type=TYPE_INT;
pars[0].integer_value=fast_ema_period;
//--- period of slow ma
pars[1].type=TYPE_INT;
pars[1].integer_value=slow_ema_period;
//--- period of averaging of difference between the fast and the slow moving average
pars[2].type=TYPE_INT;
pars[2].integer_value=signal_period;
//--- type of price
pars[3].type=TYPE_INT;
pars[3].integer_value=applied_price;
handle=IndicatorCreate(name,period,IND_MACD,4,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
© 2000-2017, MetaQuotes Software Corp.
1759 Technical Indicators
PrintFormat("Failed to create handle of the iMACD indicator for the symbol %s/%s, error code
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Moving Average Convergence/Divergence indicator is calculated f
short_name=StringFormat("iMACD(%s/%s,%d,%d,%d,%s)",name,EnumToString(period),
fast_ema_period,slow_ema_period,signal_period,EnumToString(applied_price
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iMACD indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iM
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the MACDBuffer array is greater than the number of values in the iMACD indicator for
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
© 2000-2017, MetaQuotes Software Corp.
1760 Technical Indicators
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the arrays with values of the iMACD indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operat
if(!FillArraysFromBuffers(MACDBuffer,SignalBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Moving Averages indicator Convergence/Divergence
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iMACD indicator |
//+------------------------------------------------------------------+
bool FillArraysFromBuffers(double &macd_buffer[], // indicator buffer of MACD values
double &signal_buffer[], // indicator buffer of the signal line of MACD
int ind_handle, // handle of the iMACD indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iMACDBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,macd_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iMACD indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the SignalBuffer array with values from the indicator buffer that has index 1
if(CopyBuffer(ind_handle,1,0,amount,signal_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iMACD indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
1761 Technical Indicators
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1762 Technical Indicators
iOBV
The function returns the handle of the On Balance Volume indicator. It has only one buffer.
int iOBV(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
ENUM_APPLIED_VOLUME applied_volume // volume type for calculation
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
applied_volume
[in] The volume used. Can be any of the ENUM_APPLIED_VOLUME values.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iOBV.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iOBV technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- iOBV
#property indicator_label1 "iOBV"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLightSeaGreen
© 2000-2017, MetaQuotes Software Corp.
1763 Technical Indicators
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iOBV , // use iOBV
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iOBV; // type of the function
input ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK; // type of volume
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffers
double iOBVBuffer[];
//--- variable for storing the handle of the iOBV indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the On Balance Volume indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iOBVBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iOBV)
handle=iOBV(name,period,applied_volume);
else
{
//--- fill the structure with parameters of the indicator
© 2000-2017, MetaQuotes Software Corp.
1764 Technical Indicators
MqlParam pars[1];
//--- type of volume
pars[0].type=TYPE_INT;
pars[0].integer_value=applied_volume;
handle=IndicatorCreate(name,period,IND_OBV,1,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iOBV indicator for the symbol %s/%s, error code %
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the On Balance Volume indicator is calculated for
short_name=StringFormat("iOBV(%s/%s, %s)",name,EnumToString(period),
EnumToString(applied_volume));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iOBV indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iO
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
© 2000-2017, MetaQuotes Software Corp.
1765 Technical Indicators
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iOBVBuffer array is greater than the number of values in the iOBV indicator for
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the arrays with values of the iOBV indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iOBVBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the On Balance Volume indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iOBV indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &obv_buffer[], // indicator buffer of OBV values
int ind_handle, // handle of the iOBV indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iOBVBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,obv_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iOBV indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
© 2000-2017, MetaQuotes Software Corp.
1766 Technical Indicators
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1767 Technical Indicators
iSAR
The function returns the handle of the Parabolic Stop and Reverse system indicator. It has only one
buffer.
int iSAR(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
double step, // price increment step - acceleration factor
double maximum // maximum value of step
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
step
[in] The step of price increment, usually 0.02.
maximum
[in] The maximum step, usually 0.2.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iSAR.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iSAR technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All the other parameters are similar to the standard Parabolic Stop and Reve
#property indicator_chart_window
© 2000-2017, MetaQuotes Software Corp.
1768 Technical Indicators
#property indicator_buffers 1
#property indicator_plots 1
//--- drawing iSAR
#property indicator_label1 "iSAR"
#property indicator_type1 DRAW_ARROW
#property indicator_color1 clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iSAR, // use iSAR
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iSAR; // type of the function
input double step=0.02; // step - the acceleration factor for trai
input double maximum=0.2; // maximum value of step
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffers
double iSARBuffer[];
//--- variable for storing the handle of the iSAR indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Parabolic SAR indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iSARBuffer,INDICATOR_DATA);
//--- set a symbol code from the Wingdings charset for the PLOT_ARROW property for displaying on a
PlotIndexSetInteger(0,PLOT_ARROW,159);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
© 2000-2017, MetaQuotes Software Corp.
1769 Technical Indicators
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iSAR)
handle=iSAR(name,period,step,maximum);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[2];
//--- step value
pars[0].type=TYPE_DOUBLE;
pars[0].double_value=step;
//--- limit of the step value that can be used for calculations
pars[1].type=TYPE_DOUBLE;
pars[1].double_value=maximum;
handle=IndicatorCreate(name,period,IND_SAR,2,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iSAR indicator for the symbol %s/%s, error code %
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Parabolic SAR indicator is calculated for
short_name=StringFormat("iSAR(%s/%s, %G, %G)",name,EnumToString(period),
step,maximum);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
© 2000-2017, MetaQuotes Software Corp.
1770 Technical Indicators
{
//--- number of values copied from the iSAR indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iS
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iSARBuffer array is greater than the number of values in the iSAR indicator for
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the arrays with values of the iSAR indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iSARBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Parabolic SAR indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iSAR indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &sar_buffer[], // indicator buffer of Parabolic SAR values
int ind_handle, // handle of the iSAR indicator
int amount // number of copied values
)
{
//--- reset error code
© 2000-2017, MetaQuotes Software Corp.
1771 Technical Indicators
ResetLastError();
//--- fill a part of the iSARBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,sar_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iSAR indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1772 Technical Indicators
iRSI
The function returns the handle of the Relative Strength Index indicator. It has only one buffer.
int iRSI(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period, // averaging period
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] Averaging period for the RSI calculation.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iRSI.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iRSI technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All the other parameters are similar to the standard Relative Strength Index
#property indicator_separate_window
© 2000-2017, MetaQuotes Software Corp.
1773 Technical Indicators
#property indicator_buffers 1
#property indicator_plots 1
//--- drawing iRSI
#property indicator_label1 "iRSI"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrDodgerBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- limits for displaying of values in the indicator window
#property indicator_maximum 100
#property indicator_minimum 0
//--- horizontal levels in the indicator window
#property indicator_level1 70.0
#property indicator_level2 30.0
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iRSI, // use iRSI
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iRSI; // type of the function
input int ma_period=14; // period of averaging
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // type of price
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iRSIBuffer[];
//--- variable for storing the handle of the iRSI indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Relative Strength Index indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iRSIBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
© 2000-2017, MetaQuotes Software Corp.
1774 Technical Indicators
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iRSI)
handle=iRSI(name,period,ma_period,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[2];
//--- period of moving average
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
//--- limit of the step value that can be used for calculations
pars[1].type=TYPE_INT;
pars[1].integer_value=applied_price;
handle=IndicatorCreate(name,period,IND_RSI,2,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iRSI indicator for the symbol %s/%s, error code %
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Relative Strength Index indicator is calculated for
short_name=StringFormat("iRSI(%s/%s, %d, %d)",name,EnumToString(period),
ma_period,applied_price);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
© 2000-2017, MetaQuotes Software Corp.
1775 Technical Indicators
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iRSI indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iR
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iRSIBuffer array is greater than the number of values in the iRSI indicator for
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the array with values of the iRSI indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iRSIBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Relative Strength Index indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iRSI indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &rsi_buffer[], // indicator buffer of Relative Strength Index valu
int ind_handle, // handle of the iRSI indicator
© 2000-2017, MetaQuotes Software Corp.
1776 Technical Indicators
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iRSIBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,rsi_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iRSI indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1777 Technical Indicators
iRVI
The function returns the handle of the Relative Vigor Index indicator.
int iRVI(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period // averaging period
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] Averaging period for the RVI calculation.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Note
The buffer numbers are the following: 0 - MAIN_LINE, 1 - SIGNAL_LINE.
Example:
//+------------------------------------------------------------------+
//| Demo_iRVI.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iRVI technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All the other parameters are similar to the standard Relative Vigor Index."
#property indicator_separate_window
#property indicator_buffers 2
© 2000-2017, MetaQuotes Software Corp.
1778 Technical Indicators
#property indicator_plots 2
//--- the RVI plot
#property indicator_label1 "RVI"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- the Signal plot
#property indicator_label2 "Signal"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrRed
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iRVI, // use iRVI
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iRVI; // type of the function
input int ma_period=10; // period for calculations
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffers
double RVIBuffer[];
double SignalBuffer[];
//--- variable for storing the handle of the iRVI indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Relative Vigor Index indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
SetIndexBuffer(0,RVIBuffer,INDICATOR_DATA);
SetIndexBuffer(1,SignalBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
© 2000-2017, MetaQuotes Software Corp.
1779 Technical Indicators
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iRVI)
handle=iRVI(name,period,ma_period);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[1];
//--- period for calculations
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
handle=IndicatorCreate(name,period,IND_RVI,1,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iRVI indicator for the symbol %s/%s, error code %
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Relative Vigor Index indicator is calculated for
short_name=StringFormat("iRVI(%s/%s, %d, %d)",name,EnumToString(period),ma_period);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
© 2000-2017, MetaQuotes Software Corp.
1780 Technical Indicators
{
//--- number of values copied from the iRVI indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iR
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the RVIBuffer array is greater than the number of values in the iRVI indicator for s
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the arrays with values of the iRVI indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(RVIBuffer,SignalBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Relative Vigor Index indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iRVI indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &rvi_buffer[], // indicator buffer of Relative Vigor Index valu
double &signal_buffer[], // indicator buffer of the signal line
int ind_handle, // handle of the iRVI indicator
int amount // number of copied values
)
{
© 2000-2017, MetaQuotes Software Corp.
1781 Technical Indicators
//--- reset error code
ResetLastError();
//--- fill a part of the iRVIBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,rvi_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iRVI indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the SignalBuffer array with values from the indicator buffer that has index 1
if(CopyBuffer(ind_handle,1,0,amount,signal_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iRVI indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1782 Technical Indicators
iStdDev
The function returns the handle of the Standard Deviation indicator. It has only one buffer.
int iStdDev(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period, // averaging period
int ma_shift, // horizontal shift
ENUM_MA_METHOD ma_method, // smoothing type
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] Averaging period for the indicator calculations.
ma_shift
[in] Shift of the indicator relative to the price chart.
ma_method
[in] Type of averaging. Can be any of the ENUM_MA_METHOD values.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iStdDev.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
© 2000-2017, MetaQuotes Software Corp.
1783 Technical Indicators
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iStdDev technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All the other parameters are similar to the normal Standard Deviation."
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- the iStdDev plot
#property indicator_label1 "iStdDev"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrMediumSeaGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iStdDev, // use iStdDev
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iStdDev; // type of the function
input int ma_period=20; // period of averaging
input int ma_shift=0; // shift
input ENUM_MA_METHOD ma_method=MODE_SMA; // type of smoothing
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // type of price
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iStdDevBuffer[];
//--- variable for storing the handle of the iStdDev indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Standard Deviation indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iStdDevBuffer,INDICATOR_DATA);
© 2000-2017, MetaQuotes Software Corp.
1784 Technical Indicators
//--- set shift
PlotIndexSetInteger(0,PLOT_SHIFT,ma_shift);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iStdDev)
handle=iStdDev(name,period,ma_period,ma_shift,ma_method,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[4];
//--- period
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
//--- shift
pars[1].type=TYPE_INT;
pars[1].integer_value=ma_shift;
//--- type of smoothing
pars[2].type=TYPE_INT;
pars[2].integer_value=ma_method;
//--- type of price
pars[3].type=TYPE_INT;
pars[3].integer_value=applied_price;
handle=IndicatorCreate(name,period,IND_STDDEV,4,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iStdDev indicator for the symbol %s/%s, error cod
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Standard Deviation indicator is calculated for
short_name=StringFormat("iStdDev(%s/%s, %d, %d, %s, %s)",name,EnumToString(period),
ma_period,ma_shift,EnumToString(ma_method),EnumToString(applied_price));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
© 2000-2017, MetaQuotes Software Corp.
1785 Technical Indicators
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iStdDev indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iS
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iStdDevBuffer array is greater than the number of values in the iStdDev indicato
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the array with values of the Standard Deviation indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iStdDevBuffer,ma_shift,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
© 2000-2017, MetaQuotes Software Corp.
1786 Technical Indicators
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Standard Deviation indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iStdDev indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &std_buffer[], // indicator buffer of the Standard Deviation line
int std_shift, // shift of the Standard Deviation line
int ind_handle, // handle of the iStdDev indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iStdDevBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,-std_shift,amount,std_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iStdDev indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1787 Technical Indicators
iStochastic
The function returns the handle of the Stochastic Oscillator indicator.
int iStochastic(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int Kperiod, // K-period (number of bars for calculations)
int Dperiod, // D-period (period of first smoothing)
int slowing, // final smoothing
ENUM_MA_METHOD ma_method, // type of smoothing
ENUM_STO_PRICE price_field // stochastic calculation method
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
Kperiod
[in] Averaging period (bars count) for the %K line calculation.
Dperiod
[in] Averaging period (bars count) for the %D line calculation.
slowing
[in] Slowing value.
ma_method
[in] Type of averaging. Can be any of the ENUM_MA_METHOD values.
price_field
[in] Parameter of price selection for calculations. Can be one of the ENUM_STO_PRICE values.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Note
The buffer numbers: 0 - MAIN_LINE, 1 - SIGNAL_LINE.
Example:
//+------------------------------------------------------------------+
//| Demo_iStochastic.mq5 |
© 2000-2017, MetaQuotes Software Corp.
1788 Technical Indicators
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iStochastic technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All the other parameters are similar to the standard Stochastic Oscillator."
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 2
//--- the Stochastic plot
#property indicator_label1 "Stochastic"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrLightSeaGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- the Signal plot
#property indicator_label2 "Signal"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrRed
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//--- set limit of the indicator values
#property indicator_minimum 0
#property indicator_maximum 100
//--- horizontal levels in the indicator window
#property indicator_level1 -100.0
#property indicator_level2 100.0
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iStochastic, // use iStochastic
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iStochastic; // type of the function
input int Kperiod=5; // the K period (the number of bars for calcu
input int Dperiod=3; // the D period (the period of primary smooth
input int slowing=3; // period of final smoothing
input ENUM_MA_METHOD ma_method=MODE_SMA; // type of smoothing
input ENUM_STO_PRICE price_field=STO_LOWHIGH; // method of calculation of the Stochastic
© 2000-2017, MetaQuotes Software Corp.
1789 Technical Indicators
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffers
double StochasticBuffer[];
double SignalBuffer[];
//--- variable for storing the handle of the iStochastic indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Stochastic Oscillator indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of arrays to indicator buffers
SetIndexBuffer(0,StochasticBuffer,INDICATOR_DATA);
SetIndexBuffer(1,SignalBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iStochastic)
handle=iStochastic(name,period,Kperiod,Dperiod,slowing,ma_method,price_field);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[5];
//--- the K period for calculations
pars[0].type=TYPE_INT;
pars[0].integer_value=Kperiod;
//--- the D period for primary smoothing
pars[1].type=TYPE_INT;
pars[1].integer_value=Dperiod;
//--- the K period for final smoothing
pars[2].type=TYPE_INT;
pars[2].integer_value=slowing;
//--- type of smoothing
© 2000-2017, MetaQuotes Software Corp.
1790 Technical Indicators
pars[3].type=TYPE_INT;
pars[3].integer_value=ma_method;
//--- method of calculation of the Stochastic
pars[4].type=TYPE_INT;
pars[4].integer_value=price_field;
handle=IndicatorCreate(name,period,IND_STOCHASTIC,5,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iStochastic indicator for the symbol %s/%s, error
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Stochastic Oscillator indicator is calculated for
short_name=StringFormat("iStochastic(%s/%s, %d, %d, %d, %s, %s)",name,EnumToString(period),
Kperiod,Dperiod,slowing,EnumToString(ma_method),EnumToString(price_field
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iStochastic indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iS
© 2000-2017, MetaQuotes Software Corp.
1791 Technical Indicators
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the StochasticBuffer array is greater than the number of values in the iStochastic i
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the arrays with values of the iStochastic indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operat
if(!FillArraysFromBuffers(StochasticBuffer,SignalBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Stochastic Oscillator indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iStochastic indicator |
//+------------------------------------------------------------------+
bool FillArraysFromBuffers(double &main_buffer[], // indicator buffer of Stochastic Oscillator v
double &signal_buffer[], // indicator buffer of the signal line
int ind_handle, // handle of the iStochastic indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the StochasticBuffer array with values from the indicator buffer that has 0 in
if(CopyBuffer(ind_handle,MAIN_LINE,0,amount,main_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iStochastic indicator, error code %d",GetLastError(
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the SignalBuffer array with values from the indicator buffer that has index 1
© 2000-2017, MetaQuotes Software Corp.
1792 Technical Indicators
if(CopyBuffer(ind_handle,SIGNAL_LINE,0,amount,signal_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iStochastic indicator, error code %d",GetLastError(
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1793 Technical Indicators
iTEMA
The function returns the handle of the Triple Exponential Moving Average indicator. It has only one
buffer.
int iTEMA(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period, // averaging period
int ma_shift, // horizontal shift of indicator
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] Averaging period (bars count) for calculation.
ma_shift
[in] Shift of indicator relative to the price chart.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iTEMA.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iTEMA technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
© 2000-2017, MetaQuotes Software Corp.
1794 Technical Indicators
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All the other parameters are similar to the standard Triple Exponential Movi
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- the iTEMA plot
#property indicator_label1 "iTEMA"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iTEMA, // use iTEMA
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iTEMA; // type of the function
input int ma_period=14; // period of averaging
input int ma_shift=0; // shift
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // type of price
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iTEMABuffer[];
//--- variable for storing the handle of the iTEMA indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Triple Exponential Moving Average indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iTEMABuffer,INDICATOR_DATA);
//--- set shift
PlotIndexSetInteger(0,PLOT_SHIFT,ma_shift);
//--- determine the symbol the indicator is drawn for
name=symbol;
© 2000-2017, MetaQuotes Software Corp.
1795 Technical Indicators
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iTEMA)
handle=iTEMA(name,period,ma_period,ma_shift,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[3];
//--- period
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
//--- shift
pars[1].type=TYPE_INT;
pars[1].integer_value=ma_shift;
//--- type of price
pars[2].type=TYPE_INT;
pars[2].integer_value=applied_price;
handle=IndicatorCreate(name,period,IND_TEMA,3,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iTEMA indicator for the symbol %s/%s, error code
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Triple Exponential Moving Average indicator is calculated for
short_name=StringFormat("iTEMA(%s/%s, %d, %d, %s)",name,EnumToString(period),
ma_period,ma_shift,EnumToString(applied_price));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
© 2000-2017, MetaQuotes Software Corp.
1796 Technical Indicators
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iTEMA indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iT
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iTEMABuffer array is greater than the number of values in the iTEMA indicator fo
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the array with values from the Triple Exponential Moving Average indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iTEMABuffer,ma_shift,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Triple Exponential Moving Average indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
© 2000-2017, MetaQuotes Software Corp.
1797 Technical Indicators
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iTEMA indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &tema_buffer[], // indicator buffer of Triple Exponential Moving Av
int t_shift, // shift of the line
int ind_handle, // handle of the iTEMA indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iTEMABuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,-t_shift,amount,tema_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iTEMA indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1798 Technical Indicators
iTriX
The function returns the handle of the Triple Exponential Moving Averages Oscillator indicator. It has
only one buffer.
int iTriX(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int ma_period, // averaging period
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
ma_period
[in] Averaging period (bars count) for calculations.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iTriX.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iTriX technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
© 2000-2017, MetaQuotes Software Corp.
1799 Technical Indicators
#property indicator_buffers 1
#property indicator_plots 1
//--- the iTriX plot
#property indicator_label1 "iTriX"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iTriX, // use iTriX
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iTriX; // type of the function
input int ma_period=14; // period
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // type of price
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iTriXBuffer[];
//--- variable for storing the handle of the iTriX indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Triple Exponential Moving Averages Oscillator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iTriXBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
© 2000-2017, MetaQuotes Software Corp.
1800 Technical Indicators
}
//--- create handle of the indicator
if(type==Call_iTriX)
handle=iTriX(name,period,ma_period,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[2];
//--- period
pars[0].type=TYPE_INT;
pars[0].integer_value=ma_period;
//--- type of price
pars[1].type=TYPE_INT;
pars[1].integer_value=applied_price;
handle=IndicatorCreate(name,period,IND_TRIX,2,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iTriX indicator for the symbol %s/%s, error code
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Triple Exponential Moving Averages Oscillator is calculated for
short_name=StringFormat("iTriX(%s/%s, %d, %s)",name,EnumToString(period),
ma_period,EnumToString(applied_price));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iTriX indicator
© 2000-2017, MetaQuotes Software Corp.
1801 Technical Indicators
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iT
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iTriXBuffer array is greater than the number of values in the iTriX indicator fo
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the array with values from the Triple Exponential Moving Averages Oscillator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iTriXBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Triple Exponential Moving Averages Oscillator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iTriX indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &trix_buffer[], // indicator buffer of values of Triple Exponential
int ind_handle, // handle of the iTriX indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iTriXBuffer array with values from the indicator buffer that has 0 index
© 2000-2017, MetaQuotes Software Corp.
1802 Technical Indicators
if(CopyBuffer(ind_handle,0,0,amount,trix_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iTriX indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1803 Technical Indicators
iWPR
The function returns the handle of the Larry Williams' Percent Range indicator. It has only one buffer.
int iWPR(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int calc_period // averaging period
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
calc_period
[in] Period (bars count) for the indicator calculation.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iWPR.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iWPR technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- the iWPR plot
#property indicator_label1 "iWPR"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrCyan
© 2000-2017, MetaQuotes Software Corp.
1804 Technical Indicators
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//--- set limit of the indicator values
#property indicator_minimum -100
#property indicator_maximum 0
//--- horizontal levels in the indicator window
#property indicator_level1 -20.0
#property indicator_level2 -80.0
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iWPR, // use iWPR
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iWPR; // type of the function
input int calc_period=14; // period
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iWPRBuffer[];
//--- variable for storing the handle of the iWPR indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Larry Williams' Percent Range indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iWPRBuffer,INDICATOR_DATA);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
© 2000-2017, MetaQuotes Software Corp.
1805 Technical Indicators
//--- create handle of the indicator
if(type==Call_iWPR)
handle=iWPR(name,period,calc_period);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[1];
//--- period
pars[0].type=TYPE_INT;
pars[0].integer_value=calc_period;
handle=IndicatorCreate(name,period,IND_WPR,1,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iWPR indicator for the symbol %s/%s, error code %
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Williams' Percent Range indicator is calculated for
short_name=StringFormat("iWPR(%s/%s, %d)",name,EnumToString(period),calc_period);
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iWPR indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
© 2000-2017, MetaQuotes Software Corp.
1806 Technical Indicators
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iW
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iWPRBuffer array is greater than the number of values in the iWPR indicator for
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the array with values of the Williams' Percent Range indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iWPRBuffer,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Larry Williams' Percent Range indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iWPR indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &wpr_buffer[], // indicator buffer of Williams' Percent Range valu
int ind_handle, // handle of the iWPR indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iWPRBuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,0,amount,wpr_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iWPR indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
© 2000-2017, MetaQuotes Software Corp.
1807 Technical Indicators
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1808 Technical Indicators
iVIDyA
The function returns the handle of the Variable Index Dynamic Average indicator. It has only one
buffer.
int iVIDyA(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
int cmo_period, // period for Chande Momentum
int ema_period, // EMA smoothing period
int ma_shift, // horizontal shift on the price chart
ENUM_APPLIED_PRICE applied_price // type of price or handle
);
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
cmo_period
[in] Period (bars count) for the Chande Momentum Oscillator calculation.
ema_period
[in] EMA period (bars count) for smoothing factor calculation.
ma_shift
[in] Shift of the indicator relative to the price chart.
applied_price
[in] The price used. Can be any of the price constants ENUM_APPLIED_PRICE or a handle of
another indicator.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iVIDyA.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
© 2000-2017, MetaQuotes Software Corp.
1809 Technical Indicators
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iVIDyA technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property description "All other parameters like in the standard Variable Index Dynamic Average."
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
//--- the iVIDyA plot
#property indicator_label1 "iVIDyA"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iVIDyA, // use iVIDyA
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iVIDyA; // type of the function
input int cmo_period=15; // the Chande Momentum period
input int ema_period=12; // period of the factor of smoothing
input int ma_shift=0; // shift
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // type of price
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffer
double iVIDyABuffer[];
//--- variable for storing the handle of the iVIDyA indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Variable Index Dynamic Average indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iVIDyABuffer,INDICATOR_DATA);
© 2000-2017, MetaQuotes Software Corp.
1810 Technical Indicators
//--- set shift
PlotIndexSetInteger(0,PLOT_SHIFT,ma_shift);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iVIDyA)
handle=iVIDyA(name,period,cmo_period,ema_period,ma_shift,applied_price);
else
{
//--- fill the structure with parameters of the indicator
MqlParam pars[4];
//--- the Chande Momentum period
pars[0].type=TYPE_INT;
pars[0].integer_value=cmo_period;
//--- period of the factor of smoothing
pars[1].type=TYPE_INT;
pars[1].integer_value=ema_period;
//--- shift
pars[2].type=TYPE_INT;
pars[2].integer_value=ma_shift;
//--- type of price
pars[3].type=TYPE_INT;
pars[3].integer_value=applied_price;
handle=IndicatorCreate(name,period,IND_VIDYA,4,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iVIDyA indicator for the symbol %s/%s, error code
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Variable Index Dynamic Average indicator is calculated for
short_name=StringFormat("iVIDyA(%s/%s, %d, %d, %d, %s)",name,EnumToString(period),
cmo_period,ema_period,ma_shift,EnumToString(applied_price));
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
© 2000-2017, MetaQuotes Software Corp.
1811 Technical Indicators
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iVIDyA indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iV
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iVIDyABuffer array is greater than the number of values in the iVIDyA indicator
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the array with values from the Variable Index Dynamic Average indicator
//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operati
if(!FillArrayFromBuffer(iVIDyABuffer,ma_shift,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
© 2000-2017, MetaQuotes Software Corp.
1812 Technical Indicators
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Variable Index Dynamic Average indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iVIDyA indicator |
//+------------------------------------------------------------------+
bool FillArrayFromBuffer(double &vidya_buffer[],// indicator buffer of Variable Index Dynamic Avera
int v_shift, // shift of the line
int ind_handle, // handle of the iVIDyA indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iVIDyABuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(ind_handle,0,-v_shift,amount,vidya_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iVIDyA indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1813 Technical Indicators
iVolumes
The function returns the handle of the Volumes indicator. It has an only one buffer.
int iVolumes(
string symbol, // symbol name
ENUM_TIMEFRAMES period, // period
ENUM_APPLIED_VOLUME applied_volume // volume type for calculation
)
Parameters
symbol
[in] The symbol name of the security, the data of which should be used to calculate the indicator.
The NULL value means the current symbol.
period
[in] The value of the period can be one of the ENUM_TIMEFRAMES values, 0 means the current
timeframe.
applied_volume
[in] The volume used. Can be any of the ENUM_APPLIED_VOLUME values.
Return Value
Returns the handle of a specified technical indicator, in case of failure returns INVALID_HANDLE.
The computer memory can be freed from an indicator that is no more utilized, using the
IndicatorRelease() function, to which the indicator handle is passed.
Example:
//+------------------------------------------------------------------+
//| Demo_iVolumes.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "The indicator demonstrates how to obtain data"
#property description "of indicator buffers for the iVolumes technical indicator."
#property description "A symbol and timeframe used for calculation of the indicator,"
#property description "are set by the symbol and period parameters."
#property description "The method of creation of the handle is set through the 'type' parameter (fu
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
//--- the iVolumes plot
#property indicator_label1 "iVolumes"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_color1 clrGreen, clrRed
© 2000-2017, MetaQuotes Software Corp.
1814 Technical Indicators
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//+------------------------------------------------------------------+
//| Enumeration of the methods of handle creation |
//+------------------------------------------------------------------+
enum Creation
{
Call_iVolumes, // use iVolumes
Call_IndicatorCreate // use IndicatorCreate
};
//--- input parameters
input Creation type=Call_iVolumes; // type of the function
input ENUM_APPLIED_VOLUME applied_volume=VOLUME_TICK; // type of volume
input string symbol=" "; // symbol
input ENUM_TIMEFRAMES period=PERIOD_CURRENT; // timeframe
//--- indicator buffers
double iVolumesBuffer[];
double iVolumesColors[];
//--- variable for storing the handle of the iVolumes indicator
int handle;
//--- variable for storing
string name=symbol;
//--- name of the indicator on a chart
string short_name;
//--- we will keep the number of values in the Volumes indicator
int bars_calculated=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- assignment of array to indicator buffer
SetIndexBuffer(0,iVolumesBuffer,INDICATOR_DATA);
SetIndexBuffer(1,iVolumesColors,INDICATOR_COLOR_INDEX);
//--- determine the symbol the indicator is drawn for
name=symbol;
//--- delete spaces to the right and to the left
StringTrimRight(name);
StringTrimLeft(name);
//--- if it results in zero length of the 'name' string
if(StringLen(name)==0)
{
//--- take the symbol of the chart the indicator is attached to
name=_Symbol;
}
//--- create handle of the indicator
if(type==Call_iVolumes)
handle=iVolumes(name,period,applied_volume);
else
© 2000-2017, MetaQuotes Software Corp.
1815 Technical Indicators
{
//--- fill the structure with parameters of the indicator
MqlParam pars[1];
//--- type of price
pars[0].type=TYPE_INT;
pars[0].integer_value=applied_volume;
handle=IndicatorCreate(name,period,IND_VOLUMES,1,pars);
}
//--- if the handle is not created
if(handle==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iVolumes indicator for the symbol %s/%s, error co
name,
EnumToString(period),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- show the symbol/timeframe the Volumes indicator is calculated for
short_name=StringFormat("iVolumes(%s/%s, %s)",name,EnumToString(period),EnumToString(applied_vol
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- normal initialization of the indicator
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- number of values copied from the iVolumes indicator
int values_to_copy;
//--- determine the number of values calculated in the indicator
int calculated=BarsCalculated(handle);
if(calculated<=0)
{
PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
return(0);
}
//--- if it is the first start of calculation of the indicator or if the number of values in the iV
© 2000-2017, MetaQuotes Software Corp.
1816 Technical Indicators
//---or if it is necessary to calculated the indicator for two or more bars (it means something has
if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
{
//--- if the iVolumesBuffer array is greater than the number of values in the iVolumes indica
//--- otherwise, we copy less than the size of indicator buffers
if(calculated>rates_total) values_to_copy=rates_total;
else values_to_copy=calculated;
}
else
{
//--- it means that it's not the first time of the indicator calculation, and since the last
//--- for calculation not more than one bar is added
values_to_copy=(rates_total-prev_calculated)+1;
}
//--- fill the arrays with values of the iVolumes indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operat
if(!FillArraysFromBuffers(iVolumesBuffer,iVolumesColors,handle,values_to_copy)) return(0);
//--- form the message
string comm=StringFormat("%s ==> Updated value in the indicator %s: %d",
TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),
short_name,
values_to_copy);
//--- display the service message on the chart
Comment(comm);
//--- memorize the number of values in the Volumes indicator
bars_calculated=calculated;
//--- return the prev_calculated value for the next call
return(rates_total);
}
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iVolumes indicator |
//+------------------------------------------------------------------+
bool FillArraysFromBuffers(double &volume_buffer[], // indicator buffer of Volumes values
double &color_buffer[], // indicator buffer of colors
int ind_handle, // handle of the iVolumes indicator
int amount // number of copied values
)
{
//--- reset error code
ResetLastError();
//--- fill a part of the iVolumesBuffer array with values from the indicator buffer that has 0 inde
if(CopyBuffer(ind_handle,0,0,amount,volume_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iVolumes indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- fill a part of the iVolumesColors array with values from the indicator buffer that has index
© 2000-2017, MetaQuotes Software Corp.
1817 Technical Indicators
if(CopyBuffer(ind_handle,1,0,amount,color_buffer)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iVolumes indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
//--- everything is fine
return(true);
}
//+------------------------------------------------------------------+
//| Indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- clear the chart after deleting the indicator
Comment("");
}
© 2000-2017, MetaQuotes Software Corp.
1818 Working with Optimization Results
Working with Optimization Results
Functions for organizing custom processing of the optimization results in the strategy tester. They can
be called during optimization in testing agents, as well as locally in Expert Advisors and scripts.
When you run an Expert Advisor in the strategy tester, you can create your own data array based on
the simple types or simple structures (they do not contain strings, class objects or objects of dynamic
arrays). This data set can be saved using the FrameAdd() function in a special structure called a
frame. During the optimization of an Expert Advisor, each agent can send a series of frames to the
terminal. All the received frames are written in the *.MQD file named as the Expert Advisor in the
terminal_directory\MQL5\Files\Tester folder. They are written in the order they are received from the
agents. Receipt of a frame in the client terminal from a testing agent generates the TesterPass event.
Frames can be stored in the computer memory and in a file with the specified name. The MQL5
language sets no limitations on the number of frames.
Function Action
FrameFirst Moves a pointer of frame reading to the
beginning and resets the previously set filter
FrameFilter Sets the frame reading filter and moves the
pointer to the beginning
FrameNext Reads a frame and moves the pointer to the
next one
FrameInputs Receives input parameters, on which the frame
is formed
FrameAdd Adds a frame with data
ParameterGetRange Receives data on the values range and the
change step for an input variable when
optimizing an Expert Advisor in the Strategy
Tester
ParameterSetRange Specifies the use of input variable when
optimizing an Expert Advisor in the Strategy
Tester: value, change step, initial and final
values
See also
Testing Statistics, Properties of a Running MQL5 Program
© 2000-2017, MetaQuotes Software Corp.
1819 Working with Optimization Results
FrameFirst
Moves a pointer of frame reading to the beginning and resets a set filter.
bool FrameFirst();
Return Value
Returns true if successful, otherwise false. To get information about the error, call the
GetLastError() function.
© 2000-2017, MetaQuotes Software Corp.
1820 Working with Optimization Results
FrameFilter
Sets the frame reading filter and moves the pointer to the beginning.
bool FrameFilter(
const string name, // Public name/label
long id // Public ID
);
Return Value
Returns true if successful, otherwise false. To get information about the error, call the
GetLastError() function.
Note
If an empty string is passed as the first parameter, the filter will work only with a numeric
parameter, i.e. only frames with the specified id will be viewed. If the value of the second
parameter is ULONG_MAX, only a text filter works.
Call of FrameFilter("", ULONG_MAX) is equivalent to calling FrameFirst(), i.e. equal to not using any
filter.
© 2000-2017, MetaQuotes Software Corp.
1821 Working with Optimization Results
FrameNext
Reads a frame and moves the pointer to the next one. There are two variants of the function.
1. Calling to receive one numeric value
bool FrameNext(
ulong& pass, // The number of a pass in the optimization, during which the frame has been
string& name, // Public name/label
long& id, // Public ID
double& value // Value
);
2. Calling to receive all the data of a frame
bool FrameNext(
ulong& pass, // The number of a pass in the optimization, during which the frame has been
string& name, // Public name/label
long& id, // Public ID
double& value, // Value
void& data[] // Array of any type
);
Parameters
pass
[out] The number of a pass during optimization in the strategy tester.
name
[out] The name of the identifier.
id
[out] The value of the identifier.
value
[out] A single numeric value.
data
[out] An array of any type.
Return Value
Returns true if successful, otherwise false. To get information about the error, call the
GetLastError() function.
Note
In the second version of the call, you must correctly handle the received data in the data[] array.
© 2000-2017, MetaQuotes Software Corp.
1822 Working with Optimization Results
FrameInputs
Receives input parameters, on which the frame with the specified pass number is formed.
bool FrameInputs(
ulong pass, // The number of a pass in the optimization
string& parameters[], // An array of strings of form "parameterN=valueN"
uint& parameters_count // The total number of parameters
);
Parameters
pass
[out] The number of a pass during optimization in the strategy tester.
parameters
[out] A string array with the description of names and parameter values
parameters_count
[out] The number of elements in the array parameters[].
Return Value
Returns true if successful, otherwise false. To get information about the error, call the
GetLastError() function.
Note
Having obtained the number of strings parameters_count in the parameters[] array, you can
organize a loop to go through all records. This will help you find the values of input parameters of an
Expert Advisor for the specified pass number.
© 2000-2017, MetaQuotes Software Corp.
1823 Working with Optimization Results
FrameAdd
Adds a frame with data. There are two variants of the function.
1. Adding data from a file
bool FrameAdd(
const string name, // Public name/label
long id, // Public ID
double value, // Value
const string filename // Name of a data file
);
2. Adding data from an array of any type
bool FrameAdd(
const string name, // Public name/label
long id, // Public ID
double value, // Value
const void& data[] // Array of any type
);
Parameters
name
[in] Public frame label. It can be used for a filter in the FrameFilter() function.
id
[in] A public identifier of the frame. It can be used for a filter in the FrameFilter() function.
value
[in] A numeric value to write into the frame. It is used to transmit a single pass result like in the
OnTester() function.
filename
[in] The name of the file that contains data to add to the frame. The file must be locate in the
folder MQL5/Files.
data
[in] An array of any type to write into the frame. Passed by reference.
Return Value
Returns true if successful, otherwise false. To get information about the error, call the
GetLastError() function.
© 2000-2017, MetaQuotes Software Corp.
1824 Working with Optimization Results
ParameterGetRange
Receives data on the values range and the change step for an input variable when optimizing an
Expert Advisor in the Strategy Tester. There are 2 variants of the function.
1. Receiving data for the integer type input parameter
bool ParameterGetRange(
const string name, // parameter (input variable) name
bool& enable, // parameter optimization enabled
long& value, // parameter value
long& start, // initial value
long& step, // change step
long& stop // final value
);
2. Receiving data for the real type input parameter
bool ParameterGetRange(
const string name, // parameter (input variable) name
double& enable, // parameter optimization enabled
double& value, // parameter value
double& start, // initial value
double& step, // change step
double& stop // final value
);
Parameters
name
[in] input variable ID. These variables are external parameters of an application. Their values can
be specified when launching on a chart or during a single test.
enable
[out] Flag that this parameter can be used to enumerate the values during the optimization in the
Strategy Tester.
value
[out] Parameter value.
start
[out] Initial parameter value during the optimization.
step
[out] Parameter change step when enumerating its values.
stop
[out] Final parameter value during the optimization.
Return Value
© 2000-2017, MetaQuotes Software Corp.
1825 Working with Optimization Results
Returns true if successful, otherwise false. For information about the error, use the GetLastError()
function.
Note
The function can be called only from OnTesterInit(), OnTesterPass() and OnTesterDeinit() handlers.
It has been introduced to receive Expert Advisor input parameters' values and variation ranges
during the optimization in the Strategy Tester.
When called in OnTesterInit(), the obtained data can be used to redefine the rules for enumeration
of any input variable using ParameterSetRange() function. Therefore, new Start, Stop and Step
values can be set and the input parameter can even be completely excluded from optimization
regardless of the Strategy Tester settings. This allows you to manage the area of the input
parameters during the optimization by excluding some parameters from the optimization depending
on the Expert Advisor's key parameters' values.
Example:
#property description "Expert Advisor for ParameterGetRange() function demonstration."
#property description "Should be launched in the optimization mode of the Strategy Tester"
//--- input parameters
input int Input1=1;
input double Input2=2.0;
input bool Input3=false;
input ENUM_DAY_OF_WEEK Input4=SUNDAY;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- Expert Advisor is designed for operation only in the Strategy Tester
if(!MQL5InfoInteger(MQL5_OPTIMIZATION))
{
MessageBox("Should be launched in the optimization mode of the Strategy Tester!");
//--- finish the Expert Advisor operation in advance and remove from the chart
return(INIT_FAILED);
}
//--- successful completion of initialization
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| TesterInit function |
//+------------------------------------------------------------------+
void OnTesterInit()
{
//--- example for long type input parameter
string name="Input1";
bool enable;
long par1,par1_start,par1_step,par1_stop;
ParameterGetRange(name,enable,par1,par1_start,par1_step,par1_stop);
© 2000-2017, MetaQuotes Software Corp.
1826 Working with Optimization Results
Print("First parameter");
PrintFormat("%s=%d enable=%s from %d to %d with step=%d",
name,par1,(string)enable,par1_start,par1_stop,par1_step);
//--- example for double type input parameter
name="Input2";
double par2,par2_start,par2_step,par2_stop;
ParameterGetRange(name,enable,par2,par2_start,par2_step,par2_stop);
Print("Second parameter");
PrintFormat("%s=%G enable=%s from %G to %G with step=%G",
name,par2,(string)enable,par2_start,par2_stop,par2_step);
//--- example for bool type input parameter
name="Input3";
long par3,par3_start,par3_step,par3_stop;
ParameterGetRange(name,enable,par3,par3_start,par3_step,par3_stop);
Print("Third parameter");
PrintFormat("%s=%s enable=%s from %s to %s",
name,(string)par3,(string)enable,
(string)par3_start,(string)par3_stop);
//--- example for enumeration type input parameter
name="Input4";
long par4,par4_start,par4_step,par4_stop;
ParameterGetRange(name,enable,par4,par4_start,par4_step,par4_stop);
Print("Fourth parameter");
PrintFormat("%s=%s enable=%s from %s to %s",
name,EnumToString((ENUM_DAY_OF_WEEK)par4),(string)enable,
EnumToString((ENUM_DAY_OF_WEEK)par4_start),
EnumToString((ENUM_DAY_OF_WEEK)par4_stop));
}
//+------------------------------------------------------------------+
//| TesterDeinit function |
//+------------------------------------------------------------------+
void OnTesterDeinit()
{
//--- this message will be shown after optimization is complete
Print(__FUNCTION__," Optimization completed");
}
© 2000-2017, MetaQuotes Software Corp.
1827 Working with Optimization Results
ParameterSetRange
Specifies the use of input variable when optimizing an Expert Advisor in the Strategy Tester: value,
change step, initial and final values. There are 2 variants of the function.
1. Specifying the values for the integer type input parameter
bool ParameterSetRange(
const string name, // parameter (input variable) name
bool enable, // parameter optimization enabled
long value, // parameter value
long start, // initial value
long step, // change step
long stop // final value
);
2. Specifying the values for the real type input parameter
bool ParameterSetRange(
const string name, // parameter (input variable) name
double enable, // parameter optimization enabled
double value, // parameter value
double start, // initial value
double step, // change step
double stop // final value
);
Parameters
name
[in] input or sinput variable ID. These variables are external parameters of an application. Their
values can be specified when launching the program.
enable
[in] Enable this parameter to enumerate the values during the optimization in the Strategy
Tester.
value
[in] Parameter value.
start
[in] Initial parameter value during the optimization.
step
[in] Parameter change step when enumerating its values.
stop
[in] Final parameter value during the optimization.
Return Value
© 2000-2017, MetaQuotes Software Corp.
1828 Working with Optimization Results
Returns true if successful, otherwise false. For information about the error, use the GetLastError()
function.
Note
The function can be called only from OnTesterInit() handler when launching optimization from the
Strategy Tester. It is designed for specifying the parameter's range and change step. The parameter
can be completely excluded from optimization regardless of the Strategy Tester settings. It also
allows using the variables declared with sinput modifier in the optimization process.
ParameterSetRange() function allows you to manage an Expert Advisor optimization in the Strategy
Tester depending on its key parameters' values by including or excluding required input parameters
from the optimization and setting the required range and the change step.
© 2000-2017, MetaQuotes Software Corp.
1829 Working with Events
Event Functions
This group contains functions for working with custom events and timer events. Besides this group,
there are special functions for handling predefined events.
Function Action
EventSetMillisecondTimer Launches event generator of the high-resolution
timer with a period less than 1 second for the
current chart
EventSetTimer Starts the timer event generator with the
specified periodicity for the current chart
EventKillTimer Stops the generation of events by the timer in
the current chart
EventChartCustom Generates a custom event for the specified
chart
See also
Types of Chart Events
© 2000-2017, MetaQuotes Software Corp.
1830 Working with Events
EventSetMillisecondTimer
The function indicates to the client terminal that timer events should be generated at intervals less
than one second for this Expert Advisor or indicator.
bool EventSetMillisecondTimer(
int milliseconds // number of milliseconds
);
Parameters
milliseconds
[in] Number of milliseconds defining the frequency of timer events.
Return Value
In case of successful execution, returns true, otherwise - false. To receive an error code,
GetLastError() function should be called.
Note
This feature is designed for the cases when high-resolution timer is required. In other words, timer
events should be received more frequently than once per second. If a conventional timer with the
period of more than one second is enough for you, use EventSetTimer().
The minimum interval of 1000 milliseconds is used in the strategy tester. In general, when the timer
period is reduced, the testing time is increased, as the handler of timer events is called more often.
When working in real-time mode, timer events are generated no more than 1 time in 10-16
milliseconds due to hardware limitations.
Usually, this function should be called from OnInit() function or in class constructor. To handle
events coming from the timer, an Expert Advisor or an indicator should have OnTimer() function.
Each Expert Advisor and each indicator work with its own timer receiving events solely from this
timer. During mql5 application shutdown, the timer is forcibly destroyed in case it has been created
but has not been disabled by EventKillTimer() function.
Only one timer can be launched for each program. Each mql5 application and chart have their own
queue of events where all newly arrived events are placed. If the queue already contains Timer
event or this event is in the processing stage, then the new Timer event is not added to mql5
application queue.
© 2000-2017, MetaQuotes Software Corp.
1831 Working with Events
EventSetTimer
The function indicates to the client terminal, that for this indicator or Expert Advisor, events from the
timer must be generated with the specified periodicity.
bool EventSetTimer(
int seconds // number of seconds
);
Parameters
seconds
[in] Number of seconds that determine the frequency of the timer event occurrence.
Return Value
In case of success returns true, otherwise false. In order to get an error code, the GetLastError()
function should be called.
Note
Normally, this function must be called from the OnInit() function or from a class constructor. In
order to handle events coming from the timer, the Expert Advisor must have the OnTimer()
function.
Every Expert Advisor, as well as every indicator works with its own timer and receives events only
from it. As soon as a mql5 program stops operating, the timer is destroyed forcibly if it was created
but hasn't been disabled by the EventKillTimer() function.
For each program no more than one timer can be run. Each mql5 program and each chart has its own
queue of events, in which all the newly received events are placed. If the Timer event is present in
the queue or is being processed, the new Timer event will not be placed in the queue of the mql5
program.
© 2000-2017, MetaQuotes Software Corp.
1832 Working with Events
EventKillTimer
Specifies the client terminal that is necessary to stop the generation of events from Timer.
void EventKillTimer();
Return Value
No return value.
Note
Typically, this function must be called from a function OnDeinit(), if the EventSetTimer() function
has been called from OnInit(). This function can also be called form the class destructor, if the
EventSetTimer() function has been called in the constructor of this class.
Every Expert Advisor, as well as every indicator works with its own timer and receives events only
from it. As soon as a mql5 program stops operating, the timer is destroyed forcibly if it was created
but hasn't been disabled by the EventKillTimer() function
© 2000-2017, MetaQuotes Software Corp.
1833 Working with Events
EventChartCustom
The function generates a custom event for the specified chart.
bool EventChartCustom(
long chart_id, // identifier of the event receiving chart
ushort custom_event_id, // event identifier
long lparam, // parameter of type long
double dparam, // parameter of type double
string sparam // string parameter of the event
);
Parameters
chart_id
[in] Chart identifier. 0 means the current chart.
custom_event_id
[in] ID of the user events. This identifier is automatically added to the value
CHARTEVENT_CUSTOM and converted to the integer type.
lparam
[in] Event parameter of the long type passed to the OnChartEvent function.
dparam
[in] Event parameter of the double type passed to the OnChartEvent function.
sparam
[in] Event parameter of the string type passed to the OnChartEvent function. If the string is longer
than 63 characters, it is truncated.
Return Value
Returns true if a custom event has been successfully placed in the events queue of the chart that
receives the events. In case of failure, it returns false. Use GetLastError() to get an error code.
Note
An Expert Advisor or indicator attached to the specified chart handles the event using the function
OnChartEvent(int event_id, long& lparam, double& dparam, string& sparam).
For each type of event, the input parameters of the OnChartEvent() function have definite values that
are required for the processing of this event. The events and values passed through this parameters
are listed in the below table.
Event Value of the id Value of the Value of the Value of the
parameter lparam dparam sparam
parameter parameter parameter
Event of a CHARTEVENT_KE code of a Repeat count The string value
keystroke YDOWN pressed key (the number of of a bit mask
times the describing the
keystroke is
© 2000-2017, MetaQuotes Software Corp.
1834 Working with Events
repeated as a status of
result of the user keyboard buttons
holding down the
key)
Mouse event (if CHARTEVENT_MO the X coordinate the Y coordinate The string value
property USE_MOVE of a bit mask
CHART_EVENT_ describing the
MOUSE_MOVE=tr status of mouse
ue is set for the buttons
chart)
Event of CHARTEVENT_OB — — Name of the
graphical object JECT_CREATE created graphical
creation (if object
CHART_EVENT_O
BJECT_CREATE=t
rue is set for the
chart)
Event of change CHARTEVENT_OB — — Name of the
of an object JECT_CHANGE modified
property via the graphical object
properties dialog
Event of CHARTEVENT_OB — — Name of the
graphical object JECT_DELETE deleted graphical
deletion (if object
CHART_EVENT_O
BJECT_DELETE=t
rue is set for the
chart)
Event of a CHARTEVENT_C the X coordinate the Y coordinate —
mouse click on LICK
the chart
Event of a CHARTEVENT_OB the X coordinate the Y coordinate Name of the
mouse click in a JECT_CLICK graphical object,
graphical object on which the
belonging to the event occurred
chart
Event of a CHARTEVENT_OB — — Name of the
graphical object JECT_DRAG moved graphical
dragging using object
the mouse
Event of the CHARTEVENT_OB — — Name of the
finished text JECT_ENDEDIT LabelEdit
editing in the graphical object,
entry box of the in which text
© 2000-2017, MetaQuotes Software Corp.
1835 Working with Events
LabelEdit editing has
graphical object completed
Event of changes CHARTEVENT_C — — —
on a chart HART_CHANGE
ID of the user CHARTEVENT_CU Value set by the Value set by the Value set by the
event under the STOM+N EventChartCusto EventChartCusto EventChartCusto
N number m() function m() function m() function
Example:
//+------------------------------------------------------------------+
//| ButtonClickExpert.mq5 |
//| Copyright 2009, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
string buttonID="Button";
string labelID="Info";
int broadcastEventID=5000;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- Create a button to send custom events
ObjectCreate(0,buttonID,OBJ_BUTTON,0,100,100);
ObjectSetInteger(0,buttonID,OBJPROP_COLOR,clrWhite);
ObjectSetInteger(0,buttonID,OBJPROP_BGCOLOR,clrGray);
ObjectSetInteger(0,buttonID,OBJPROP_XDISTANCE,100);
ObjectSetInteger(0,buttonID,OBJPROP_YDISTANCE,100);
ObjectSetInteger(0,buttonID,OBJPROP_XSIZE,200);
ObjectSetInteger(0,buttonID,OBJPROP_YSIZE,50);
ObjectSetString(0,buttonID,OBJPROP_FONT,"Arial");
ObjectSetString(0,buttonID,OBJPROP_TEXT,"Button");
ObjectSetInteger(0,buttonID,OBJPROP_FONTSIZE,10);
ObjectSetInteger(0,buttonID,OBJPROP_SELECTABLE,0);
//--- Create a label for displaying information
ObjectCreate(0,labelID,OBJ_LABEL,0,100,100);
ObjectSetInteger(0,labelID,OBJPROP_COLOR,clrRed);
ObjectSetInteger(0,labelID,OBJPROP_XDISTANCE,100);
ObjectSetInteger(0,labelID,OBJPROP_YDISTANCE,50);
ObjectSetString(0,labelID,OBJPROP_FONT,"Trebuchet MS");
ObjectSetString(0,labelID,OBJPROP_TEXT,"No information");
© 2000-2017, MetaQuotes Software Corp.
1836 Working with Events
ObjectSetInteger(0,labelID,OBJPROP_FONTSIZE,20);
ObjectSetInteger(0,labelID,OBJPROP_SELECTABLE,0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
ObjectDelete(0,buttonID);
ObjectDelete(0,labelID);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//---
}
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
const long &lparam,
const double &dparam,
const string &sparam)
{
//--- Check the event by pressing a mouse button
if(id==CHARTEVENT_OBJECT_CLICK)
{
string clickedChartObject=sparam;
//--- If you click on the object with the name buttonID
if(clickedChartObject==buttonID)
{
//--- State of the button - pressed or not
bool selected=ObjectGetInteger(0,buttonID,OBJPROP_STATE);
//--- log a debug message
Print("Button pressed = ",selected);
int customEventID; // Number of the custom event to send
string message; // Message to be sent in the event
//--- If the button is pressed
if(selected)
{
message="Button pressed";
customEventID=CHARTEVENT_CUSTOM+1;
}
else // Button is not pressed
© 2000-2017, MetaQuotes Software Corp.
1837 Working with Events
{
message="Button in not pressed";
customEventID=CHARTEVENT_CUSTOM+999;
}
//--- Send a custom event "our" chart
EventChartCustom(0,customEventID-CHARTEVENT_CUSTOM,0,0,message);
///--- Send a message to all open charts
BroadcastEvent(ChartID(),0,"Broadcast Message");
//--- Debug message
Print("Sent an event with ID = ",customEventID);
}
ChartRedraw();// Forced redraw all chart objects
}
//--- Check the event belongs to the user events
if(id>CHARTEVENT_CUSTOM)
{
if(id==broadcastEventID)
{
Print("Got broadcast message from a chart with id = "+lparam);
}
else
{
//--- We read a text message in the event
string info=sparam;
Print("Handle the user event with the ID = ",id);
//--- Display a message in a label
ObjectSetString(0,labelID,OBJPROP_TEXT,sparam);
ChartRedraw();// Forced redraw all chart objects
}
}
}
//+------------------------------------------------------------------+
//| sends broadcast event to all open charts |
//+------------------------------------------------------------------+
void BroadcastEvent(long lparam,double dparam,string sparam)
{
int eventID=broadcastEventID-CHARTEVENT_CUSTOM;
long currChart=ChartFirst();
int i=0;
while(i<CHARTS_MAX) // We have certainly no more than CHARTS_MAX open charts
{
EventChartCustom(currChart,eventID,lparam,dparam,sparam);
currChart=ChartNext(currChart); // We have received a new chart from the previous
if(currChart==-1) break; // Reached the end of the charts list
i++;// Do not forget to increase the counter
}
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1838 Working with Events
See also
Events of the client terminal, Event handler functions
© 2000-2017, MetaQuotes Software Corp.
1839 Working with OpenCL
Working with OpenCL
OpenCL programs are used for performing computations on video cards that support OpenCL 1.1 or
higher. Modern video cards contain hundreds of small specialized processors that can simultaneously
perform simple mathematical operations with incoming data streams. The OpenCL language organizes
parallel computing and provides greater speed for a certain class of tasks.
In some graphic cards working with the double type numbers is disabled by default. This can lead to
compilation error 5105. To enable support for the double type numbers, please add the following
directive to your OpenCL program: #pragma OPENCL EXTENSION cl_khr_fp64 : enable. However if a
graphic card doesn't support double, enabling this directive won't be of help.
It is recommended to write the source code for OpenCL in separate CL files, which can later be
included in the MQL5 program using the resource variables.
Functions for running programs in OpenCL:
Function Action
CLHandleType Returns the type of an OpenCL handle as a
value of the ENUM_OPENCL_HANDLE_TYPE
enumeration
CLGetInfoInteger Returns the value of an integer property for an
OpenCL object or device
CLContextCreate Creates an OpenCL context
CLContextFree Removes an OpenCL context
CLGetDeviceInfo Receives device property from OpenCL driver
CLProgramCreate Creates an OpenCL program from a source code
CLProgramFree Removes an OpenCL program
CLKernelCreate Creates an OpenCL start function
CLKernelFree Removes an OpenCL start function
CLSetKernelArg Sets a parameter for the OpenCL function
CLSetKernelArgMem Sets an OpenCL buffer as a parameter of the
OpenCL function
CLSetKernelArgMemLocal Sets the local buffer as an argument of the
kernel function
CLBufferCreate Creates an OpenCL buffer
CLBufferFree Deletes an OpenCL buffer
CLBufferWrite Writes an array into an OpenCL buffer
CLBufferRead Reads an OpenCL buffer into an array
CLExecute Runs an OpenCL program
© 2000-2017, MetaQuotes Software Corp.
1840 Working with OpenCL
CLExecutionStatus Returns the OpenCL program execution status
See also
OpenCL, Resources
© 2000-2017, MetaQuotes Software Corp.
1841 Working with OpenCL
CLHandleType
Returns the type of an OpenCL handle as a value of the ENUM_OPENCL_HANDLE_TYPE enumeration.
ENUM_OPENCL_HANDLE_TYPE CLHandleType(
int handle // Handle of an OpenCL object
);
Parameters
handle
[in] A handle to an OpenCL object: a context, a kernel or an OpenCL program.
Return Value
The type of the OpenCL handle as a value of the ENUM_OPENCL_HANDLE_TYPE enumeration.
ENUM_OPENCL_HANDLE_TYPE
Identifier Description
OPENCL_INVALID Incorrect handle
OPENCL_CONTEXT A handle of the OpenCL context
OPENCL_PROGRAM A handle of the OpenCL program
OPENCL_KERNEL A handle of the OpenCL kernel
OPENCL_BUFFER A handle of the OpenCL buffer
© 2000-2017, MetaQuotes Software Corp.
1842 Working with OpenCL
CLGetInfoInteger
Returns the value of an integer property for an OpenCL object or device.
long CLGetInfoInteger(
int handle, // The handle of the OpenCL object or the number of the O
ENUM_OPENCL_PROPERTY_INTEGER prop // Requested property
);
Parameters
handle
[in] A handle to the OpenCL object or number of the OpenCL device. Numbering of OpenCL
devices starts with zero.
prop
[in] The type of a requested property from the ENUM_OPENCL_PROPERTY_INTEGER enumeration,
the value of which you want to obtain.
Return Value
The value of the property if successful or -1 in case of an error. For information about the error, use
the GetLastError() function.
ENUM_OPENCL_PROPERTY_INTEGER
Identifier Description Type
CL_DEVICE_COUNT The number of devices with int
OpenCL support. This property
does not require specification
of the first parameter, i.e.
you can pass a zero value for
the handle parameter.
CL_DEVICE_TYPE Type of device ENUM_CL_DEVICE_TYPE
CL_DEVICE_VENDOR_ID Unique vendor identifier uint
CL_DEVICE_MAX_COMPUTE_UN Number of parallel calculated uint
ITS tasks in OpenCL device. One
working group solves one
computational task. The
lowest value is 1
CL_DEVICE_MAX_CLOCK_FREQ Highest set frequency of the uint
UENCY device in MHz.
CL_DEVICE_GLOBAL_MEM_SIZ Size of the global memory of ulong
E the device in bytes
CL_DEVICE_LOCAL_MEM_SIZE Size of the processed data uint
(scene) local memory in bytes
© 2000-2017, MetaQuotes Software Corp.
1843 Working with OpenCL
CL_BUFFER_SIZE Actual size of the OpenCL ulong
buffer in bytes
CL_DEVICE_MAX_WORK_GROU The total number of the local ulong
P_SIZE working groups available for
an OpenCL device.
CL_KERNEL_WORK_GROUP_SIZ The total number of the local ulong
E working groups available for
an OpenCL program.
CL_KERNEL_LOCAL_MEM_SIZE Size of the local memory (in ulong
bytes) used by an OpenCL
program for solving all parallel
tasks in a group. Use
CL_DEVICE_LOCAL_MEM_SIZE
to receive the maximum
available value
CL_KERNEL_PRIVATE_MEM_SIZ The minimum size of the ulong
E private memory (in bytes)
used by each task in the
OpenCL program kernel.
The ENUM_CL_DEVICE_TYPE enumeration contains possible types of devices supporting OpenCL. You
can receive the type of device by its number or the handle of the OpenCL object by calling
CLGetInfoInteger(handle_or_deviceN, CL_DEVICE_TYPE).
ENUM_CL_DEVICE_TYPE
Identifier Description
CL_DEVICE_ACCELERATOR Dedicated OpenCL accelerators (for example,
the IBM CELL Blade). These devices
communicate with the host processor using a
peripheral interconnect such as PCIe.
CL_DEVICE_CPU An OpenCL device that is the host processor.
The host processor runs the OpenCL
implementations and is a single or multi-core
CPU.
CL_DEVICE_GPU An OpenCL device that is a GPU.
CL_DEVICE_DEFAULT The default OpenCL device in the system. The
default device cannot be a
CL_DEVICE_TYPE_CUSTOM device.
CL_DEVICE_CUSTOM Dedicated accelerators that do not support
programs written in OpenCL C.
Example:
void OnStart()
© 2000-2017, MetaQuotes Software Corp.
1844 Working with OpenCL
{
int cl_ctx;
//--- initialize OpenCL context
if((cl_ctx=CLContextCreate(CL_USE_GPU_ONLY))==INVALID_HANDLE)
{
Print("OpenCL not found");
return;
}
//--- Display general information about OpenCL device
Print("OpenCL type: ",EnumToString((ENUM_CL_DEVICE_TYPE)CLGetInfoInteger(cl_ctx,CL_DEVICE_TYPE))
Print("OpenCL vendor ID: ",CLGetInfoInteger(cl_ctx,CL_DEVICE_VENDOR_ID));
Print("OpenCL units: ",CLGetInfoInteger(cl_ctx,CL_DEVICE_MAX_COMPUTE_UNITS));
Print("OpenCL freq: ",CLGetInfoInteger(cl_ctx,CL_DEVICE_MAX_CLOCK_FREQUENCY)," MHz");
Print("OpenCL global mem: ",CLGetInfoInteger(cl_ctx,CL_DEVICE_GLOBAL_MEM_SIZE)," bytes");
Print("OpenCL local mem: ",CLGetInfoInteger(cl_ctx,CL_DEVICE_LOCAL_MEM_SIZE)," bytes");
//---
}
© 2000-2017, MetaQuotes Software Corp.
1845 Working with OpenCL
CLGetInfoString
Returns string value of a property for OpenCL object or device.
bool CLGetInfoString(
int handle, // OpenCL object handle or OpenCL device number
ENUM_OPENCL_PROPERTY_STRING prop, // requested property
string& value // referenced string
);
Parameters
handle
[in] OpenCL object handle or OpenCL device number. The numbering of OpenCL devices starts
with zero.
prop
[in] Type of requested property from ENUM_OPENCL_PROPERTY_STRING enumeration, the value
of which should be obtained.
value
[out] String for receiving the property value.
Return Value
true if successful, otherwise false. For information about the error, use the GetLastError() function.
ENUM_OPENCL_PROPERTY_STRING
Identifier Description
CL_PLATFORM_PROFILE CL_PLATFORM_PROFILE - OpenCL Profile. Profile
name may be one of the following values:
· FULL_PROFILE - implementation supports
OpenCL (functionality is defined as the part
of the kernel specification without requiring
additional extensions for OpenCL support);
· EMBEDDED_PROFILE - implementation
supports OpenCL as a supplement.
Amended profile is defined as a subset for
each OpenCL version.
CL_PLATFORM_VERSION OpenCL version
CL_PLATFORM_VENDOR Platform vendor name
CL_PLATFORM_EXTENSIONS List of extensions supported by the platform.
Extension names should be supported by all
devices related to this platform
CL_DEVICE_NAME Device name
CL_DEVICE_VENDOR Vendor name
© 2000-2017, MetaQuotes Software Corp.
1846 Working with OpenCL
CL_DRIVER_VERSION OpenCL driver version in
major_number.minor_number format
CL_DEVICE_PROFILE OpenCL device profile. Profile name may be one
of the following values:
· FULL_PROFILE - implementation supports
OpenCL (functionality is defined as the part
of the kernel specification without requiring
additional extensions for OpenCL support);
· EMBEDDED_PROFILE - implementation
supports OpenCL as a supplement.
Amended profile is defined as a subset for
each OpenCL version.
CL_DEVICE_VERSION OpenCL version in
"OpenCL<space><major_version.minor_version><s
pace><vendor-specific information>" format
CL_DEVICE_EXTENSIONS List of extensions supported by the device. The
list may contain extensions supported by the
vendor, as well as one or more approved names:
cl_khr_int64_base_atomics
cl_khr_int64_extended_atomics
cl_khr_fp16
cl_khr_gl_sharing
cl_khr_gl_event
cl_khr_d3d10_sharing
cl_khr_dx9_media_sharing
cl_khr_d3d11_sharing
CL_DEVICE_BUILT_IN_KERNELS The list of supported kernels separated by ";".
CL_DEVICE_OPENCL_C_VERSION The maximum version supported by the compiler
for this device. Version format:
"OpenCL<space>C<space><major_version.minor_v
ersion><space><vendor-specific information> "
Example:
void OnStart()
{
int cl_ctx;
string str;
//--- initialize OpenCL context
if((cl_ctx=CLContextCreate(CL_USE_GPU_ONLY))==INVALID_HANDLE)
{
Print("OpenCL not found");
return;
}
//--- Display information about the platform
if(CLGetInfoString(cl_ctx,CL_PLATFORM_NAME,str))
Print("OpenCL platform name: ",str);
© 2000-2017, MetaQuotes Software Corp.
1847 Working with OpenCL
if(CLGetInfoString(cl_ctx,CL_PLATFORM_VENDOR,str))
Print("OpenCL platform vendor: ",str);
if(CLGetInfoString(cl_ctx,CL_PLATFORM_VERSION,str))
Print("OpenCL platform ver: ",str);
if(CLGetInfoString(cl_ctx,CL_PLATFORM_PROFILE,str))
Print("OpenCL platform profile: ",str);
if(CLGetInfoString(cl_ctx,CL_PLATFORM_EXTENSIONS,str))
Print("OpenCL platform ext: ",str);
//--- Display information about the device
if(CLGetInfoString(cl_ctx,CL_DEVICE_NAME,str))
Print("OpenCL device name: ",str);
if(CLGetInfoString(cl_ctx,CL_DEVICE_PROFILE,str))
Print("OpenCL device profile: ",str);
if(CLGetInfoString(cl_ctx,CL_DEVICE_BUILT_IN_KERNELS,str))
Print("OpenCL device kernels: ",str);
if(CLGetInfoString(cl_ctx,CL_DEVICE_EXTENSIONS,str))
Print("OpenCL device ext: ",str);
if(CLGetInfoString(cl_ctx,CL_DEVICE_VENDOR,str))
Print("OpenCL device vendor: ",str);
if(CLGetInfoString(cl_ctx,CL_DEVICE_VERSION,str))
Print("OpenCL device ver: ",str);
if(CLGetInfoString(cl_ctx,CL_DEVICE_OPENCL_C_VERSION,str))
Print("OpenCL open c ver: ",str);
//--- Display general information about the OpenCL device
Print("OpenCL type: ",EnumToString((ENUM_CL_DEVICE_TYPE)CLGetInfoInteger(cl_ctx,CL_DEVICE_TYPE))
Print("OpenCL vendor ID: ",CLGetInfoInteger(cl_ctx,CL_DEVICE_VENDOR_ID));
Print("OpenCL units: ",CLGetInfoInteger(cl_ctx,CL_DEVICE_MAX_COMPUTE_UNITS));
Print("OpenCL freq: ",CLGetInfoInteger(cl_ctx,CL_DEVICE_MAX_CLOCK_FREQUENCY));
Print("OpenCL global mem: ",CLGetInfoInteger(cl_ctx,CL_DEVICE_GLOBAL_MEM_SIZE));
Print("OpenCL local mem: ",CLGetInfoInteger(cl_ctx,CL_DEVICE_LOCAL_MEM_SIZE));
//---
}
© 2000-2017, MetaQuotes Software Corp.
1848 Working with OpenCL
CLContextCreate
Creates an OpenCL context and returns its handle.
int CLContextCreate(
int device // Serial number of the OpenCL device or macro
);
Parameter
device
[in] The ordinal number of the OpenCL-device in the system. Instead of a specific number, you
can specify one of the following values:
· CL_USE_ANY – any available device with OpenCL support is allowed;
· CL_USE_CPU_ONLY – only OpenCL emulation on CPU is allowed;
· CL_USE_GPU_ONLY – OpenCL emulation is prohibited and only specialized devices with OpenCL
support (video cards) can be used.
Return Value
A handle to the OpenCL context if successful, otherwise -1. For information about the error, use the
GetLastError() function.
© 2000-2017, MetaQuotes Software Corp.
1849 Working with OpenCL
CLContextFree
Removes an OpenCL context.
void CLContextFree(
int context // Handle to an OpenCL context
);
Parameters
context
[in] Handle of the OpenCL context.
Return Value
None. In the case of an internal error the value of _LastError changes. For information about the
error, use the GetLastError() function.
© 2000-2017, MetaQuotes Software Corp.
1850 Working with OpenCL
CLGetDeviceInfo
The function receives device property from OpenCL driver.
bool CLGetDeviceInfo(
int handle, // OpenCL device handle
int property_id, // requested property ID
uchar& data[], // array for receiving data
uint& size // shift in the array elements, default value is 0
);
Parameters
handle
[in] OpenCL device index or OpenCL handle created by CLContextCreate() function.
property_id
[in] ID of the OpenCL device property that should be received. The values can be of one of the
predetermined ones listed in the table below.
data[]
[out] The array for receiving data on the requested property.
size
[out] Size of the received data in the array data[].
Return Value
true if successful, otherwise false. For information about the error, use the GetLastError() function.
Note
For one-dimensional arrays, the number of the element, from which data reading for OpenCL buffer
starts, is calculated considering AS_SERIES flag.
The list of available IDs of OpenCL device properties
Exact description of the property and its functions can be found at the official OpenCL web site.
Identifier Value
CL_DEVICE_TYPE 0x1000
CL_DEVICE_VENDOR_ID 0x1001
CL_DEVICE_MAX_COMPUTE_UNITS 0x1002
CL_DEVICE_MAX_WORK_ITEM_DIMENSIONS 0x1003
CL_DEVICE_MAX_WORK_GROUP_SIZE 0x1004
CL_DEVICE_MAX_WORK_ITEM_SIZES 0x1005
CL_DEVICE_PREFERRED_VECTOR_WIDTH_CHA 0x1006
R
© 2000-2017, MetaQuotes Software Corp.
1851 Working with OpenCL
CL_DEVICE_PREFERRED_VECTOR_WIDTH_SHO 0x1007
RT
CL_DEVICE_PREFERRED_VECTOR_WIDTH_INT 0x1008
CL_DEVICE_PREFERRED_VECTOR_WIDTH_LON 0x1009
G
CL_DEVICE_PREFERRED_VECTOR_WIDTH_FLO 0x100A
AT
CL_DEVICE_PREFERRED_VECTOR_WIDTH_DOU 0x100B
BLE
CL_DEVICE_MAX_CLOCK_FREQUENCY 0x100C
CL_DEVICE_ADDRESS_BITS 0x100D
CL_DEVICE_MAX_READ_IMAGE_ARGS 0x100E
CL_DEVICE_MAX_WRITE_IMAGE_ARGS 0x100F
CL_DEVICE_MAX_MEM_ALLOC_SIZE 0x1010
CL_DEVICE_IMAGE2D_MAX_WIDTH 0x1011
CL_DEVICE_IMAGE2D_MAX_HEIGHT 0x1012
CL_DEVICE_IMAGE3D_MAX_WIDTH 0x1013
CL_DEVICE_IMAGE3D_MAX_HEIGHT 0x1014
CL_DEVICE_IMAGE3D_MAX_DEPTH 0x1015
CL_DEVICE_IMAGE_SUPPORT 0x1016
CL_DEVICE_MAX_PARAMETER_SIZE 0x1017
CL_DEVICE_MAX_SAMPLERS 0x1018
CL_DEVICE_MEM_BASE_ADDR_ALIGN 0x1019
CL_DEVICE_MIN_DATA_TYPE_ALIGN_SIZE 0x101A
CL_DEVICE_SINGLE_FP_CONFIG 0x101B
CL_DEVICE_GLOBAL_MEM_CACHE_TYPE 0x101C
CL_DEVICE_GLOBAL_MEM_CACHELINE_SIZE 0x101D
CL_DEVICE_GLOBAL_MEM_CACHE_SIZE 0x101E
CL_DEVICE_GLOBAL_MEM_SIZE 0x101F
CL_DEVICE_MAX_CONSTANT_BUFFER_SIZE 0x1020
CL_DEVICE_MAX_CONSTANT_ARGS 0x1021
CL_DEVICE_LOCAL_MEM_TYPE 0x1022
CL_DEVICE_LOCAL_MEM_SIZE 0x1023
© 2000-2017, MetaQuotes Software Corp.
1852 Working with OpenCL
CL_DEVICE_ERROR_CORRECTION_SUPPORT 0x1024
CL_DEVICE_PROFILING_TIMER_RESOLUTION 0x1025
CL_DEVICE_ENDIAN_LITTLE 0x1026
CL_DEVICE_AVAILABLE 0x1027
CL_DEVICE_COMPILER_AVAILABLE 0x1028
CL_DEVICE_EXECUTION_CAPABILITIES 0x1029
CL_DEVICE_QUEUE_PROPERTIES 0x102A
CL_DEVICE_NAME 0x102B
CL_DEVICE_VENDOR 0x102C
CL_DRIVER_VERSION 0x102D
CL_DEVICE_PROFILE 0x102E
CL_DEVICE_VERSION 0x102F
CL_DEVICE_EXTENSIONS 0x1030
CL_DEVICE_PLATFORM 0x1031
CL_DEVICE_DOUBLE_FP_CONFIG 0x1032
CL_DEVICE_PREFERRED_VECTOR_WIDTH_HAL 0x1034
F
CL_DEVICE_HOST_UNIFIED_MEMORY 0x1035
CL_DEVICE_NATIVE_VECTOR_WIDTH_CHAR 0x1036
CL_DEVICE_NATIVE_VECTOR_WIDTH_SHORT 0x1037
CL_DEVICE_NATIVE_VECTOR_WIDTH_INT 0x1038
CL_DEVICE_NATIVE_VECTOR_WIDTH_LONG 0x1039
CL_DEVICE_NATIVE_VECTOR_WIDTH_FLOAT 0x103A
CL_DEVICE_NATIVE_VECTOR_WIDTH_DOUBLE 0x103B
CL_DEVICE_NATIVE_VECTOR_WIDTH_HALF 0x103C
CL_DEVICE_OPENCL_C_VERSION 0x103D
CL_DEVICE_LINKER_AVAILABLE 0x103E
CL_DEVICE_BUILT_IN_KERNELS 0x103F
CL_DEVICE_IMAGE_MAX_BUFFER_SIZE 0x1040
CL_DEVICE_IMAGE_MAX_ARRAY_SIZE 0x1041
CL_DEVICE_PARENT_DEVICE 0x1042
CL_DEVICE_PARTITION_MAX_SUB_DEVICES 0x1043
© 2000-2017, MetaQuotes Software Corp.
1853 Working with OpenCL
CL_DEVICE_PARTITION_PROPERTIES 0x1044
CL_DEVICE_PARTITION_AFFINITY_DOMAIN 0x1045
CL_DEVICE_PARTITION_TYPE 0x1046
CL_DEVICE_REFERENCE_COUNT 0x1047
CL_DEVICE_PREFERRED_INTEROP_USER_SYNC 0x1048
CL_DEVICE_PRINTF_BUFFER_SIZE 0x1049
CL_DEVICE_IMAGE_PITCH_ALIGNMENT 0x104A
CL_DEVICE_IMAGE_BASE_ADDRESS_ALIGNMEN 0x104B
T
Example:
void OnStart()
{
//---
int dCount= CLGetInfoInteger(0,CL_DEVICE_COUNT);
for(int i = 0; i<dCount; i++)
{
int clCtx=CLContextCreate(i);
if(clCtx == -1)
Print("ERROR in CLContextCreate");
string device;
CLGetInfoString(clCtx,CL_DEVICE_NAME,device);
Print(i,": ",device);
uchar data[1024];
uint size;
CLGetDeviceInfo(clCtx,CL_DEVICE_VENDOR,data,size);
Print("size = ",size);
string str=CharArrayToString(data);
Print(str);
}
}
//--- example of entries in Experts journal
// 2013.07.24 10:50:48 opencl (EURUSD,H1) 2: Advanced Micro Devices, Inc.
// 2013.07.24 10:50:48 opencl (EURUSD,H1) size = 32
// 2013.07.24 10:50:48 opencl (EURUSD,H1) Tahiti
// 2013.07.24 10:50:48 opencl (EURUSD,H1) Intel(R) Corporation
// 2013.07.24 10:50:48 opencl (EURUSD,H1) size = 21
// 2013.07.24 10:50:48 opencl (EURUSD,H1) 1: Intel(R) Core(TM) i7-3770 CPU @ 3.40G
// 2013.07.24 10:50:48 opencl (EURUSD,H1) NVIDIA Corporation
// 2013.07.24 10:50:48 opencl (EURUSD,H1) size = 19
// 2013.07.24 10:50:48 opencl (EURUSD,H1) 0: GeForce GTX 580
© 2000-2017, MetaQuotes Software Corp.
1854 Working with OpenCL
CLProgramCreate
Creates an OpenCL program from a source code.
int CLProgramCreate(
int context, // Handle to an OpenCL context
const string source // Source code
);
An overloaded function version creates an OpenCL program and writes compiler messages into the
passed string.
int CLProgramCreate(
int context, // Handle to an OpenCL context
const string source, // Source code
string &build_log // A string for receiving the compilation log
);
Parameters
context
[in] Handle of the OpenCL context.
source
[in] String with the source code of the OpenCL program.
&build_log
[in] A string for receiving the OpenCL compiler messages.
Return Value
A handle to an OpenCL object if successful. In case of error -1 is returned. For information about
the error, use the GetLastError() function.
Note
At the moment, the following error codes are used:
· ERR_OPENCL_INVALID_HANDLE – invalid handle to the context OpenCL.
· ERR_INVALID_PARAMETER – invalid string parameter.
· ERR_NOT_ENOUGH_MEMORY – not enough memory to complete operation.
· ERR_OPENCL_PROGRAM_CREATE – internal error of OpenCL or compilation error.
In some graphic cards working with the double type numbers is disabled by default. This can lead to
compilation error 5105. To enable support for the double type numbers, please add the following
directive to your OpenCL program: #pragma OPENCL EXTENSION cl_khr_fp64 : enable. However if a
graphic card doesn't support double, enabling this directive won't be of help.
Example:
//+------------------------------------------------------------------+
//| OpenCL kernel |
//+------------------------------------------------------------------+
const string
© 2000-2017, MetaQuotes Software Corp.
1855 Working with OpenCL
cl_src=
//--- by default some GPU doesn't support doubles
//--- cl_khr_fp64 directive is used to enable work with doubles
"#pragma OPENCL EXTENSION cl_khr_fp64 : enable \r\n"
//--- OpenCL kernel function
"__kernel void Test_GPU(__global double *data, \r\n"
" const int N, \r\n"
" const int total_arrays) \r\n"
" { \r\n"
" uint kernel_index=get_global_id(0); \r\n"
" if (kernel_index>total_arrays) return; \r\n"
" uint local_start_offset=kernel_index*N; \r\n"
" for(int i=0; i<N; i++) \r\n"
" { \r\n"
" data[i+local_start_offset] *= 2.0; \r\n"
" } \r\n"
" } \r\n";
//+------------------------------------------------------------------+
//| Test_CPU |
//+------------------------------------------------------------------+
bool Test_CPU(double &data[],const int N,const int id,const int total_arrays)
{
//--- check array size
if(ArraySize(data)==0) return(false);
//--- check array index
if(id>total_arrays) return(false);
//--- calculate local offset for array with index id
int local_start_offset=id*N;
//--- multiply elements by 2
for(int i=0; i<N; i++)
{
data[i+local_start_offset]*=2.0;
}
return true;
}
//---
#define ARRAY_SIZE 100 // size of the array
#define TOTAL_ARRAYS 5 // total arrays
//--- OpenCL handles
int cl_ctx; // OpenCL context handle
int cl_prg; // OpenCL program handle
int cl_krn; // OpenCL kernel handle
int cl_mem; // OpenCL buffer handle
//---
double DataArray1[]; // data array for CPU calculation
double DataArray2[]; // data array for GPU calculation
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1856 Working with OpenCL
int OnStart()
{
//--- initialize OpenCL objects
//--- create OpenCL context
if((cl_ctx=CLContextCreate())==INVALID_HANDLE)
{
Print("OpenCL not found. Error=",GetLastError());
return(1);
}
//--- create OpenCL program
if((cl_prg=CLProgramCreate(cl_ctx,cl_src))==INVALID_HANDLE)
{
CLContextFree(cl_ctx);
Print("OpenCL program create failed. Error=",GetLastError());
return(1);
}
//--- create OpenCL kernel
if((cl_krn=CLKernelCreate(cl_prg,"Test_GPU"))==INVALID_HANDLE)
{
CLProgramFree(cl_prg);
CLContextFree(cl_ctx);
Print("OpenCL kernel create failed. Error=",GetLastError());
return(1);
}
//--- create OpenCL buffer
if((cl_mem=CLBufferCreate(cl_ctx,ARRAY_SIZE*TOTAL_ARRAYS*sizeof(double),CL_MEM_READ_WRITE))==INV
{
CLKernelFree(cl_krn);
CLProgramFree(cl_prg);
CLContextFree(cl_ctx);
Print("OpenCL buffer create failed. Error=",GetLastError());
return(1);
}
//--- set OpenCL kernel constant parameters
CLSetKernelArgMem(cl_krn,0,cl_mem);
CLSetKernelArg(cl_krn,1,ARRAY_SIZE);
CLSetKernelArg(cl_krn,2,TOTAL_ARRAYS);
//--- prepare data arrays
ArrayResize(DataArray1,ARRAY_SIZE*TOTAL_ARRAYS);
ArrayResize(DataArray2,ARRAY_SIZE*TOTAL_ARRAYS);
//--- fill arrays with data
for(int j=0; j<TOTAL_ARRAYS; j++)
{
//--- calculate local start offset for jth array
uint local_offset=j*ARRAY_SIZE;
//--- prepare array with index j
for(int i=0; i<ARRAY_SIZE; i++)
{
//--- fill arrays with function MathCos(i+j);
© 2000-2017, MetaQuotes Software Corp.
1857 Working with OpenCL
DataArray1[i+local_offset]=MathCos(i+j);
DataArray2[i+local_offset]=MathCos(i+j);
}
};
//--- test CPU calculation
for(int j=0; j<TOTAL_ARRAYS; j++)
{
//--- calculation of the array with index j
Test_CPU(DataArray1,ARRAY_SIZE,j,TOTAL_ARRAYS);
}
//--- prepare CLExecute params
uint offset[]={0};
//--- global work size
uint work[]={TOTAL_ARRAYS};
//--- write data to OpenCL buffer
CLBufferWrite(cl_mem,DataArray2);
//--- execute OpenCL kernel
CLExecute(cl_krn,1,offset,work);
//--- read data from OpenCL buffer
CLBufferRead(cl_mem,DataArray2);
//--- total error
double total_error=0;
//--- compare results and calculate error
for(int j=0; j<TOTAL_ARRAYS; j++)
{
//--- calculate local offset for jth array
uint local_offset=j*ARRAY_SIZE;
//--- compare the results
for(int i=0; i<ARRAY_SIZE; i++)
{
double v1=DataArray1[i+local_offset];
double v2=DataArray2[i+local_offset];
double delta=MathAbs(v2-v1);
total_error+=delta;
//--- show first and last arrays
if((j==0) || (j==TOTAL_ARRAYS-1))
PrintFormat("array %d of %d, element [%d]: %f, %f, [error]=%f",j+1,TOTAL_ARRAYS,i,v1,v
}
}
PrintFormat("Total error: %f",total_error);
//--- delete OpenCL objects
//--- free OpenCL buffer
CLBufferFree(cl_mem);
//--- free OpenCL kernel
CLKernelFree(cl_krn);
//--- free OpenCL program
CLProgramFree(cl_prg);
//--- free OpenCL context
CLContextFree(cl_ctx);
© 2000-2017, MetaQuotes Software Corp.
1858 Working with OpenCL
//---
return(0);
}
© 2000-2017, MetaQuotes Software Corp.
1859 Working with OpenCL
CLProgramFree
Removes an OpenCL program.
void CLProgramFree(
int program // Handle to an OpenCL object
);
Parameters
program
[in] Handle of the OpenCL object.
Return Value
None. In the case of an internal error the value of _LastError changes. For information about the
error, use the GetLastError() function.
© 2000-2017, MetaQuotes Software Corp.
1860 Working with OpenCL
CLKernelCreate
Creates the OpenCL program kernel and returns its handle.
int CLKernelCreate(
int program, // Handle to an OpenCL object
const string kernel_name // Kernel name
);
Parameters
program
[in] Handle to an object of the OpenCL program.
kernel_name
[in] The name of the kernel function in the appropriate OpenCL program, in which execution
begins.
Return Value
A handle to an OpenCL object if successful. In case of error -1 is returned. For information about
the error, use the GetLastError() function.
Note
At the moment, the following error codes are used:
· ERR_OPENCL_INVALID_HANDLE - invalid handle to OpenCL program.
· ERR_INVALID_PARAMETER - invalid string parameter.
· ERR_OPENCL_TOO_LONG_KERNEL_NAME - kernel name contains more than 127 characters.
· ERR_OPENCL_KERNEL_CREATE - internal error occurred while creating an OpenCL object.
© 2000-2017, MetaQuotes Software Corp.
1861 Working with OpenCL
CLKernelFree
Removes an OpenCL start function.
void CLKernelFree(
int kernel // Handle to the kernel of an OpenCL program
);
Parameters
kernel_name
[in] Handle of the kernel object.
Return Value
None. In the case of an internal error the value of _LastError changes. For information about the
error, use the GetLastError() function.
© 2000-2017, MetaQuotes Software Corp.
1862 Working with OpenCL
CLSetKernelArg
Sets a parameter for the OpenCL function.
bool CLSetKernelArg(
int kernel, // Handle to the kernel of an OpenCL program
uint arg_index, // The number of the argument of the OpenCL function
void arg_value // Source code
);
Parameters
kernel
[in] Handle to a kernel of the OpenCL program.
arg_index
[in] The number of the function argument, numbering starts with zero.
arg_value
[in] The value of the function argument.
Return Value
Returns true if successful, otherwise returns false. For information about the error, use the
GetLastError() function.
Note
At the moment, the following error codes are used:
· ERR_INVALID_PARAMETER,
· ERR_OPENCL_INVALID_HANDLE – invalid handle to the OpenCL kernel.
· ERR_OPENCL_SET_KERNEL_PARAMETER - internal error of OpenCL.
© 2000-2017, MetaQuotes Software Corp.
1863 Working with OpenCL
CLSetKernelArgMem
Sets an OpenCL buffer as a parameter of the OpenCL function.
bool CLSetKernelArgMem(
int kernel, // Handle to the kernel of an OpenCL program
uint arg_index, // The number of the argument of the OpenCL function
int cl_mem_handle // Handle to OpenCL buffer
);
Parameters
kernel
[in] Handle to a kernel of the OpenCL program.
arg_index
[in] The number of the function argument, numbering starts with zero.
cl_mem_handle
[in] A handle to an OpenCL buffer.
Return Value
Returns true if successful, otherwise returns false. For information about the error, use the
GetLastError() function.
© 2000-2017, MetaQuotes Software Corp.
1864 Working with OpenCL
CLSetKernelArgMemLocal
Sets the local buffer as an argument of the kernel function.
bool CLSetKernelArgMemLocal(
int kernel, // handle to a kernel of an OpenCL program
uint arg_index, // number of the OpenCL function argument
ulong local_mem_size // buffer size
);
Parameters
kernel
[in] Handle to a kernel of the OpenCL program.
arg_index
[in] The number of the function argument, numbering starts with zero.
local_mem_size
[in] Buffer size in bytes.
Return Value
Returns true if successful, otherwise returns false. For information about the error, use the
GetLastError() function.
© 2000-2017, MetaQuotes Software Corp.
1865 Working with OpenCL
CLBufferCreate
Creates an OpenCL buffer and returns its handle.
int CLBufferCreate(
int context, // Handle to an OpenCL context
uint size, // Buffer size
uint flags // Flags combination which specify properties of OpenCL buffer
);
Parameters
context
[in] A handle to context OpenCL.
size
[in] Buffer size in bytes.
flags
[in] Buffer properties that are set using a combination of flags: CL_MEM_READ_WRITE,
CL_MEM_WRITE_ONLY, CL_MEM_READ_ONLY, CL_MEM_ALLOC_HOST_PTR.
Return Value
A handle to an OpenCL buffer if successful. In case of error -1 is returned. For information about the
error, use the GetLastError() function.
Note
At the moment, the following error codes are used:
· ERR_OPENCL_INVALID_HANDLE - invalid handle to OpenCL context.
· ERR_NOT_ENOUGH_MEMORY – insufficient memory.
· ERR_OPENCL_BUFFER_CREATE – internal error creating buffers.
© 2000-2017, MetaQuotes Software Corp.
1866 Working with OpenCL
CLBufferFree
Deletes an OpenCL buffer.
void CLBufferFree(
int buffer // Handle to an OpenCL buffer
);
Parameters
buffer
[in] A handle to an OpenCL buffer.
Return Value
None. In the case of an internal error the value of _LastError changes. For information about the
error, use the GetLastError() function.
© 2000-2017, MetaQuotes Software Corp.
1867 Working with OpenCL
CLBufferWrite
Writes into the OpenCL buffer and returns the number of written elements.
uint CLBufferWrite(
int buffer, // A handle to the OpenCL buffer
const void& data[], // An array of values
uint buffer_offset=0, // An offset in the OpenCL buffer in bytes, 0 by default
uint data_offset=0, // An offset in the array in elements, 0 by default
uint data_count=WHOLE_ARRAY // The number of values from the array for writing, the
);
Parameters
buffer
[in] A handle of the OpenCL buffer.
data[]
[in] An array of values that should be written in the OpenCL buffer. Passed by reference.
buffer_offset
[in] An offset in the OpenCL buffer in bytes, from which writing begins. By default, writing start
with the very beginning of the buffer.
data_offset
[in] The index of the first array element, starting from which values from the array are written in
the OpenCL buffer. By default, values from the very beginning of the array are taken.
data_count
[in] The number of values that should be written. All the values of the array, by default.
Return Value
The number of written elements. 0 is returned in case of an error. For information about the error,
use the GetLastError() function.
Note
For one-dimensional arrays, the number of the element, with which reading of data for writing into
an OpenCL buffer begins, is calculated taking into account the AS_SERIES flags.
An array of two or more dimensions is presented as one-dimensional. In this case, data_offset is the
number of elements that should be skipped in the presentation, not the number of elements in the
first dimension.
© 2000-2017, MetaQuotes Software Corp.
1868 Working with OpenCL
CLBufferRead
Reads an OpenCL buffer into an array and returns the number of read elements.
uint CLBufferRead(
int buffer, // A handle to the OpenCL buffer
const void& data[], // An array of values
uint buffer_offset=0, // An offset in the OpenCL buffer in bytes, 0 by default
uint data_offset=0, // An offset in the array in elements, 0 by default
uint data_count=WHOLE_ARRAY // The number of values from the buffer for reading, the
);
Parameters
buffer
[in] A handle of the OpenCL buffer.
data[]
[in] An array for receiving values from the OpenCL buffer. Passed by reference.
buffer_offset
[in] An offset in the OpenCL buffer in bytes, from which reading begins. By default, reading start
with the very beginning of the buffer.
data_offset
[in] The index of the first array element for writing the values of the OpenCL buffer. By default,
writing of the read values into an array starts from the zero index.
data_count
[in] The number of values that should be read. The whole OpenCL buffer is read by default.
Return Value
The number of read elements. 0 is returned in case of an error. For information about the error, use
the GetLastError() function.
Note
For one-dimensional arrays, the number of the element, into which writing of data into an OpenCL
buffer begins, is calculated taking into account the AS_SERIES flags.
An array of two or more dimensions is presented as one-dimensional. In this case, data_offset is the
number of elements that should be skipped in the presentation, not the number of elements in the
first dimension.
© 2000-2017, MetaQuotes Software Corp.
1869 Working with OpenCL
CLExecute
The function runs an OpenCL program. There are 3 versions of the function:
1. Launching kernel functions using one kernel
bool CLExecute(
int kernel // Handle to the kernel of an OpenCL program
);
2. Launching several kernel copies (OpenCL function) with task space description
bool CLExecute(
int kernel, // Handle to the kernel of an OpenCL program
uint work_dim, // Dimension of the tasks space
const uint& global_work_offset[], // Initial offset in the tasks space
const uint& global_work_size[] // Total number of tasks
);
3. Launching several kernel copies (OpenCL function) with task space description and specification of
the size of the group's local task subset
bool CLExecute(
int kernel, // Handle to the kernel of an OpenCL program
uint work_dim, // Dimension of the tasks space
const uint& global_work_offset[], // Initial offset in the tasks space
const uint& global_work_size[], // Total number of tasks
const uint& local_work_size[] // Number of tasks in the local group
);
Parameters
kernel
[in] Handle to the OpenCL kernel.
work_dim
[in] Dimension of the tasks space.
global_work_offset[]
[in] Initial offset in the tasks space.
global_work_size[]
[in] The size of a subset of tasks.
local_work_size[]
[in] The size of the group's local task subset.
Return Value
Returns true if successful, otherwise returns false. For information about the error, use the
GetLastError() function.
Note
© 2000-2017, MetaQuotes Software Corp.
1870 Working with OpenCL
Consider the use of the parameters in the following example:
· work_dim specifies the size of work_items[] array that describes the tasks. If work_dim=3, three-
dimensional array work_items[N1, N2, N3] is used.
· global_work_size[] contains the values that set the work_items[] array size. If work_dim=3,
global_work_size[3] array can be {40, 100, 320}. Then we have work_items[40, 100, 320]. So, the
total number of tasks is 40 x 100 x 320 = 1 280 000.
· local_work_size[] sets the subset of the tasks that will be executed by the specified kernel of
OpenCL program. Its size is equal to work_items[] size and allows to split the common task subset
into smaller subsets without loss of remainder in division. In fact, the size of local_work_size[]
array should be selected so that the work_items[] global task set will be split into smaller subsets.
In this example local_work_size[3]={10, 10, 10} will be OK, as work_items[40, 100, 320] can be
gathered from local_items[10, 10, 10] array without division remainder.
© 2000-2017, MetaQuotes Software Corp.
1871 Working with OpenCL
CLExecutionStatus
Returns the OpenCL program execution status.
bool CLExecutionStatus(
int kernel // handle to a kernel of an OpenCL program
);
Parameters
kernel
[in] Handle to a kernel of the OpenCL program.
Return Value
Returns the OpenCL program status. The value can be one of the following:
· CL_COMPLETE=0 – program complete,
· CL_RUNNING=1 – running,
· CL_SUBMITTED=2 – submitted for execution,
· CL_QUEUED=3 – queued,
· -1 (minus one) – error occurred when executing CLExecutionStatus().
© 2000-2017, MetaQuotes Software Corp.
1872 Standard Library
Standard Library
This group of chapters contains the technical details of the MQL5 Standard Library and descriptions of
all its key components.
MQL5 Standard Library is written in MQL5 and is designed to facilitate writing programs (indicators,
scripts, experts) for end users. Library provides convenient access to the most of the internal MQL5
functions.
MQL5 Standard Library is placed in the working directory of the terminal in the 'Include' folder.
Section Location
Mathematics Include\Math\
OpenCL Include\OpenCL\
Basic Class CObject Include\
Data Collections Include\Arrays\
Files Include\Files\
Strings Include\Strings\
Graphic Objects Include\Objects\
Custom Graphics Include\Canvas\
Price Charts Include\Charts\
Scientific Charts Include\Graphics\
Indicators Include\Indicators\
Trade classes Include\Trade\
Strategy Modules Include\Expert\
Panels and Dialogs Include\Controls\
© 2000-2017, MetaQuotes Software Corp.
1873 Standard Library
Multiple libraries are provided to perform calculations in various areas of mathematics:
· Statistics – functions for working with various distributions of the Probability theory
· Fuzzy logic – library that implements Mamdani and Sugeno fuzzy inference systems
· ALGLIB – data analysis (clustering, decision trees, linear regression, neural networks), solving
differential equations, Fourier transform, numerical integration, optimization problems, statistical
analysis, and more.
© 2000-2017, MetaQuotes Software Corp.
1874 Standard Library
Statistics
The Statistical Library provides a convenient way of working with the basic statistical distributions.
The library provides 5 functions for each distribution:
1. Calculation of probability density – functions of the form MathProbabilityDensityX()
2. Calculation of probabilities – functions of the form MathCumulativeDistributionX()
3. Calculation of distribution quantiles – functions of the form MathQuantileX()
4. Generation of random numbers with the specified distribution – functions of the form
MathRandomX()
5. Calculation of the theoretical moments of the distributions – functions of the form MathMomentsX()
In addition to calculation of values for the individual random variables, the library also provides
overloads for the functions, which perform the same calculations for arrays.
· Statistical Characteristics
· Normal Distribution
· Log-normal distribution
· Beta distribution
· Noncentral beta distribution
· Gamma distribution
· Chi-squared distribution
· Noncentral chi-squared distribution
· Exponential distribution
· F-distribution
· Noncentral F-distribution
· t-distribution
· Noncentral t-distribution
· Logistic distribution
· Cauchy distribution
· Uniform distribution
· Weibull distribution
· Binomial distribution
· Negative binomial distribution
· Geometric distribution
· Hypergeometric distribution
· Poisson distribution
· Subfunctions
Example:
© 2000-2017, MetaQuotes Software Corp.
1875 Standard Library
//+------------------------------------------------------------------+
//| NormalDistributionExample.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
//--- include the functions for calculating the normal distribution
#include <Math\Stat\Normal.mqh>
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- set the parameters of the normal distribution
double mu=5.0;
double sigma=1.0;
PrintFormat("Normal distribution with parameters mu=%G and sigma=%G, calculation examples:",mu,s
//--- set the interval
double x1=mu-sigma;
double x2=mu+sigma;
//--- variables for probability calculation
double cdf1,cdf2,probability;
//--- variables for error codes
int error_code1,error_code2;
//--- calculate the values of distribution functions
cdf1=MathCumulativeDistributionNormal(x1,mu,sigma,error_code1);
cdf2=MathCumulativeDistributionNormal(x2,mu,sigma,error_code2);
//--- check the error codes
if(error_code1==ERR_OK && error_code2==ERR_OK)
{
//--- calculate probability of a random variable in the range
probability=cdf2-cdf1;
//--- output the result
PrintFormat("1. Calculate probability of a random variable within the range of %.5f<x<%.5f",x
PrintFormat(" Answer: Probability = %5.8f",probability);
}
//--- Find the value range of random variable x, corresponding to the 95% confidence level
probability=0.95; // set the confidence probability
//--- set the probabilities at the interval bounds
double p1=(1.0-probability)*0.5;
double p2=probability+(1.0-probability)*0.5;
//--- calculate the interval bounds
x1=MathQuantileNormal(p1,mu,sigma,error_code1);
x2=MathQuantileNormal(p2,mu,sigma,error_code2);
//--- check the error codes
if(error_code1==ERR_OK && error_code2==ERR_OK)
{
//--- output the result
PrintFormat("2. For confidence interval = %.2f, find the range of random variable",probabilit
PrintFormat(" Answer: range is %5.8f <= x <=%5.8f",x1,x2);
}
PrintFormat("3. Compute the first 4 calculated and theoretical moments of the distribution");
//--- Generate an array of random numbers, calculate the first 4 moments and compare with the theor
int data_count=1000000; // set the number of values and prepare an array
double data[];
ArrayResize(data,data_count);
//--- generate random values and store them into the array
© 2000-2017, MetaQuotes Software Corp.
1876 Standard Library
for(int i=0; i<data_count; i++)
{
data[i]=MathRandomNormal(mu,sigma,error_code1);
}
//--- set the index of the initial value and the amount of data for calculation
int start=0;
int count=data_count;
//--- calculate the first 4 moments of the generated values
double mean=MathMean(data,start,count);
double variance=MathVariance(data,start,count);
double skewness=MathSkewness(data,start,count);
double kurtosis=MathKurtosis(data,start,count);
//--- variables for the theoretical moments
double normal_mean=0;
double normal_variance=0;
double normal_skewness=0;
double normal_kurtosis=0;
//--- display the values of the calculated moments
PrintFormat(" Mean Variance Skewness Kurtosis");
PrintFormat("Calculated %.10f %.10f %.10f %.10f",mean,variance,skewness,kurtosis);
//--- calculate the theoretical values of the moments and compare them with the obtained values
if(MathMomentsNormal(mu,sigma,normal_mean,normal_variance,normal_skewness,normal_kurtosis,error_
{
PrintFormat("Theoretical %.10f %.10f %.10f %.10f",normal_mean,normal_variance,no
PrintFormat("Difference %.10f %.10f %.10f %.10f",mean-normal_mean,variance-norm
}
}
© 2000-2017, MetaQuotes Software Corp.
1877 Standard Library
Statistical Characteristics
This group of functions calculates the Statistical Characteristics of the array elements:
· mean,
· variance,
· skewness,
· kurtosis,
· median,
· root-mean-square and
· standard deviation.
Function Description
MathMean Calculates the mean (first moment) of array
elements
MathVariance Calculates the variance (second moment) of
array elements
MathSkewness Calculates the skewness (third moment) of
array elements
MathKurtosis Calculates the kurtosis (fourth moment) of
array elements
MathMoments Calculates the first 4 moments (mean,
variance, skewness, kurtosis) of array elements
MathMedian Calculates the median value of array elements
MathStandardDeviation Calculates the standard deviation of array
elements
MathAverageDeviation Calculates the average absolute deviation of
array elements
© 2000-2017, MetaQuotes Software Corp.
1878 Standard Library
MathMean
Calculates the mean (first moment) of array elements. Analog of the mean() in R.
double MathMean(
const double& array[], // array with data
const int start=0, // initial index
const int count=WHOLE_ARRAY // the number of elements
);
Parameters
array
[in] Array with data for calculation of the mean.
start=0
[in] Initial index for calculation.
count=WHOLE_ARRAY
[in] The number of elements for calculation.
Return Value
The mean of array elements. In case of error it returns NaN (not a number).
© 2000-2017, MetaQuotes Software Corp.
1879 Standard Library
MathVariance
Calculates the variance (second moment) of array elements. Analog of the var() in R.
double MathVariance(
const double& array[], // array with data
const int start=0, // initial index
const int count=WHOLE_ARRAY // the number of elements
);
Parameters
array
[in] Array with data for calculation.
start=0
[in] Initial index for calculation.
count=WHOLE_ARRAY
[in] The number of elements for calculation.
Return Value
Variance of array elements. In case of error it returns NaN (not a number).
© 2000-2017, MetaQuotes Software Corp.
1880 Standard Library
MathSkewness
Calculates the skewness (third moment) of array elements. Analog of the skewness() in R (e1071
library).
double MathSkewness(
const double& array[], // array with data
const int start=0, // initial index
const int count=WHOLE_ARRAY // the number of elements
);
Parameters
array
[in] Array with data for calculation.
start=0
[in] Initial index for calculation.
count=WHOLE_ARRAY
[in] The number of elements for calculation.
Return Value
Skewness of array elements. In case of error it returns NaN (not a number).
© 2000-2017, MetaQuotes Software Corp.
1881 Standard Library
MathKurtosis
Calculates the kurtosis (fourth moment) of array elements. Analog of the kurtosis() in R (e1071
library).
double MathKurtosis(
const double& array[], // array with data
const int start=0, // initial index
const int count=WHOLE_ARRAY // the number of elements
);
Parameters
array
[in] Array with data for calculation.
start=0
[in] Initial index for calculation.
count=WHOLE_ARRAY
[in] The number of elements for calculation.
Return Value
Kurtosis of array elements. In case of error it returns NaN (not a number).
Disclaimer
Calculation of the kurtosis is performed using the excess kurtosis around the normal distribution
(excess kurtosis=kurtosis-3), i.e. the excess kurtosis of a normal distribution is zero.
It is positive if the peak of the distribution around the expected value is sharp, and negative if the
peak is flat.
© 2000-2017, MetaQuotes Software Corp.
1882 Standard Library
MathMoments
Calculates the first 4 moments (mean, variance, skewness, kurtosis) of array elements.
double MathMoments(
const double& array[], // array with data
double& mean, // mean (1st moment)
double& variance, // variance (2nd moment)
double& skewness, // skewness (3rd moment)
double& kurtosis, // kurtosis (4th moment)
const int start=0, // initial index
const int count=WHOLE_ARRAY // the number of elements
);
Parameters
array
[in] Array with data for calculation.
mean
[out] Variable for the mean (1st moment)
variance
[out] Variable for the variance (2nd moment)
skewness
[out] Variable for the skewness (3rd moment)
kurtosis
[out] Variable for the kurtosis (4th moment)
start=0
[in] Initial index for calculation.
count=WHOLE_ARRAY
[in] The number of elements for calculation.
Return Value
Returns true if the moments have been calculated successfully, otherwise false.
Disclaimer
Calculation of the kurtosis is performed using the excess kurtosis around the normal distribution
(excess kurtosis=kurtosis-3), i.e. the excess kurtosis of a normal distribution is zero.
It is positive if the peak of the distribution around the expected value is sharp, and negative if the
peak is flat.
© 2000-2017, MetaQuotes Software Corp.
1883 Standard Library
MathMedian
Calculates the median value of array elements. Analog of the median() in R.
double MathMedian(
const double& array[], // array with data
const int start=0, // initial index
const int count=WHOLE_ARRAY // the number of elements
);
Parameters
array
[in] Array with data for calculation.
start=0
[in] Initial index for calculation.
count=WHOLE_ARRAY
[in] The number of elements for calculation.
Return Value
The median value of array elements. In case of error it returns NaN (not a number).
© 2000-2017, MetaQuotes Software Corp.
1884 Standard Library
MathStandardDeviation
Calculates the standard deviation of array elements. Analog of the sd() in R.
double MathStandardDeviation(
const double& array[], // array with data
const int start=0, // initial index
const int count=WHOLE_ARRAY // the number of elements
);
Parameters
array
[in] Array with data for calculation.
start=0
[in] Initial index for calculation.
count=WHOLE_ARRAY
[in] The number of elements for calculation.
Return Value
The standard deviation of array elements. In case of error it returns NaN (not a number).
© 2000-2017, MetaQuotes Software Corp.
1885 Standard Library
MathAverageDeviation
Calculates the average absolute deviation of array elements. Analog of the aad() in R.
double MathAverageDeviation(
const double& array[], // array with data
const int start=0, // initial index
const int count=WHOLE_ARRAY // the number of elements
);
Parameters
array
[in] Array with data for calculation.
start=0
[in] Initial index for calculation.
count=WHOLE_ARRAY
[in] The number of elements for calculation.
Return Value
The average absolute deviation of array elements. In case of error it returns NaN (not a number).
© 2000-2017, MetaQuotes Software Corp.
1886 Standard Library
Normal Distribution
This section contains functions for working with normal distribution. They allow to calculate density,
probability, quantiles and to generate pseudo-random numbers distributed according to the normal
law. The distribution is defined by the following formula:
where:
· x — value of the random variable
· m — expected value
· s — root-mean-square deviation
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityNormal Calculates the probability density function of
the normal distribution
MathCumulativeDistributionNormal Calculates the value of the normal probability
distribution function
MathQuantileNormal Calculates the value of the inverse normal
distribution function for the specified
probability
MathRandomNormal Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the normal law
© 2000-2017, MetaQuotes Software Corp.
1887 Standard Library
MathMomentsNormal Calculates the theoretical numerical values of
the first 4 moments of the normal distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\Normal.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double mean_value=0; // expected value (mean)
input double std_dev=1; // root-mean-square deviation (standard deviation)
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the normal distribution
MathRandomNormal(mean_value,std_dev,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityNormal(x2,mean_value,std_dev,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
© 2000-2017, MetaQuotes Software Corp.
1888 Standard Library
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Normal distribution mu=%G sigma=%G",mean_value,std_dev));
graphic.BackgroundMainSize(16);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
//--- plot all curves
graphic.CurvePlotAll();
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
}
return (true);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1889 Standard Library
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
1890 Standard Library
MathProbabilityDensityNormal
Calculates the value of the probability density function of normal distribution with the mu and sigma
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityNormal(
const double x, // value of random variable
const double mu, // mean parameter of the distribution (expected value)
const double sigma, // sigma parameter of the distribution (root-mean-square deviation
const bool log_mode, // calculate the logarithm of the value
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of normal distribution with the mu and sigma
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityNormal(
const double x, // value of random variable
const double mu, // mean parameter of the distribution (expected value)
const double sigma, // sigma parameter of the distribution (root-mean-square deviation
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of normal distribution with the mu and sigma
parameters for an array of random variables x[]. In case of error it returns false. Analog of the
dnorm() in R.
bool MathProbabilityDensityNormal(
const double& x[], // array with the values of random variable
const double mu, // mean parameter of the distribution (expected value)
const double sigma, // sigma parameter of the distribution (root-mean-square deviatio
const bool log_mode, // calculate the logarithm of the value
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of normal distribution with the mu and sigma
parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityNormal(
const double& x[], // array with the values of random variable
const double mu, // mean parameter of the distribution (expected value)
const double sigma, // sigma parameter of the distribution (root-mean-square deviatio
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
1891 Standard Library
[in] Array with the values of random variable.
mu
[in] mean parameter of the distribution (expected value).
sigma
[in] sigma parameter of the distribution (root-mean-square deviation).
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to get the error code.
result[]
[out] Array to obtain the values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
1892 Standard Library
MathCumulativeDistributionNormal
Calculates the value of the normal distribution function with the mu and sigma parameters for a
random variable x. In case of error it returns NaN.
double MathCumulativeDistributionNormal(
const double x, // value of random variable
const double mu, // expected value
const double sigma, // root-mean-square deviation
const bool tail, // flag for calculation of tail
const bool log_mode, // calculate the logarithm of the value
int& error_code // variable to store the error code
);
Calculates the value of the normal distribution function with the mu and sigma parameters for a
random variable x. In case of error it returns NaN.
double MathCumulativeDistributionNormal(
const double x, // value of random variable
const double mu, // expected value
const double sigma, // root-mean-square deviation
int& error_code // variable to store the error code
);
Calculates the value of the normal distribution function with the mu and sigma parameters for an array
of random variables x[]. In case of error it returns false. Analog of the dnorm() in R.
bool MathCumulativeDistributionNormal(
const double& x[], // array with the values of random variable
const double mu, // expected value
const double sigma, // root-mean-square deviation
const bool tail, // flag for calculation of tail
const bool log_mode, // calculate the logarithm of the value
double& result[] // array for values of the probability function
);
Calculates the value of the normal distribution function with the mu and sigma parameters for an array
of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionNormal(
const double& x[], // array with the values of random variable
const double mu, // expected value
const double sigma, // root-mean-square deviation
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
1893 Standard Library
[in] Array with the values of random variable.
mu
[in] mean parameter of the distribution (expected value).
sigma
[in] sigma parameter of the distribution (root-mean-square deviation).
tail
[in] Flag of calculation. If tail=true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to get the error code.
result[]
[out] Array to obtain the values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
1894 Standard Library
MathQuantileNormal
For the specified probability, the function calculates the value of inverse normal distribution function
with the mu and sigma parameters. In case of error it returns NaN.
double MathQuantileNormal(
const double probability, // probability value of random variable
const double mu, // expected value
const double sigma, // root-mean-square deviation
const bool tail, // flag for calculation of tail
const bool log_mode, // calculate the logarithm of the value
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse normal distribution function
with the mu and sigma parameters. In case of error it returns NaN.
double MathQuantileNormal(
const double probability, // probability value of random variable
const double mu, // expected value
const double sigma, // root-mean-square deviation
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the values of inverse
normal distribution function with the mu and sigma parameters. In case of error it returns false.
Analog of the qnorm() in R.
bool MathQuantileNormal(
const double& probability[], // array with probability values of random variable
const double mu, // expected value
const double sigma, // root-mean-square deviation
const bool tail, // flag for calculation of tail
const bool log_mode, // calculate the logarithm of the value
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the values of inverse
normal distribution function with the mu and sigma parameters. In case of error it returns false.
bool MathQuantileNormal(
const double& probability[], // array with probability values of random variable
const double mu, // expected value
const double sigma, // root-mean-square deviation
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
© 2000-2017, MetaQuotes Software Corp.
1895 Standard Library
probability[]
[in] Array with probability values of random variable.
mu
[in] mean parameter of the distribution (expected value).
sigma
[in] sigma parameter of the distribution (root-mean-square deviation).
tail
[in] Flag of calculation. If false, then calculation is performed for 1.0 - probability.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to get the error code.
result[]
[out] Array to obtain the quantiles.
© 2000-2017, MetaQuotes Software Corp.
1896 Standard Library
MathRandomNormal
Generates a pseudorandom variable distributed according to the normal law with the mu and sigma
parameters. In case of error it returns NaN.
double MathRandomNormal(
const double mu, // expected value
const double sigma, // root-mean-square deviation
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the normal law with the mu and sigma
parameters. In case of error it returns false. Analog of the rnorm() in R.
bool MathRandomNormal(
const double mu, // expected value
const double sigma, // root-mean-square deviation
const int data_count, // amount of required data
double& result[] // array to obtain the pseudorandom variables
);
Parameters
mu
[in] mean parameter of the distribution (expected value).
sigma
[in] sigma parameter of the distribution (root-mean-square deviation).
data_count
[in] The number of pseudorandom variables to be obtained.
error_code
[out] Variable to get the error code.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
1897 Standard Library
MathMomentsNormal
Calculates the theoretical numerical values of the first 4 moments of the normal distribution.
double MathMomentsNormal(
const double mu, // expected value
const double sigma, // root-mean-square deviation
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable to store the error code
);
Parameters
mu
[in] mean parameter of the distribution (expected value).
sigma
[in] sigma parameter of the distribution (root-mean-square deviation).
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if the moments have been calculated successfully, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
1898 Standard Library
Log-normal distribution
This section contains functions for working with log-normal distribution. They allow to calculate
density, probability, quantiles and to generate pseudo-random numbers distributed according to the
log-normal law. The log-normal distribution is defined by the following formula:
where:
· x — value of the random variable
· m — logarithm of the expected value
· s — logarithm of the root-mean-square deviation
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityLognormal Calculates the probability density function of
the log-normal distribution
MathCumulativeDistributionLognormal Calculates the value of the log-normal
probability distribution function
MathQuantileLognormal Calculates the value of the inverse log-normal
distribution function for the specified
probability
MathRandomLognormal Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the log-normal law
© 2000-2017, MetaQuotes Software Corp.
1899 Standard Library
MathMomentsLognormal Calculates the theoretical numerical values of
the first 4 moments of the log-normal
distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\Lognormal.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double mean_value=1.0; // logarithm of the expected value (log mean)
input double std_dev=0.25; // logarithm of the root-mean-square deviation (log standard deviatio
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the log-normal distribution
MathRandomLognormal(mean_value,std_dev,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityLognormal(x2,mean_value,std_dev,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
© 2000-2017, MetaQuotes Software Corp.
1900 Standard Library
for(int i=0; i<ncells; i++)
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Lognormal distribution mu=%G sigma=%G",mean_value,std_dev))
graphic.BackgroundMainSize(16);
//--- disable automatic scaling of the Y axis
graphic.YAxis().AutoScale(false);
graphic.YAxis().Max(theor_max);
graphic.YAxis().Min(0);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
© 2000-2017, MetaQuotes Software Corp.
1901 Standard Library
frequency[ind]++;
}
return (true);
}
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
1902 Standard Library
MathProbabilityDensityLognormal
Calculates the value of the probability density function of log-normal distribution with the mu and
sigma parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityLognormal(
const double x, // value of random variable
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devia
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then th
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of log-normal distribution with the mu and
sigma parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityLognormal(
const double x, // value of random variable
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devia
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of log-normal distribution with the mu and
sigma parameters for an array of random variables x[]. In case of error it returns NaN. Analog of
the dlnorm() in R.
bool MathProbabilityDensityLognormal(
const double& x[], // array with the values of random variable
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devi
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then t
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of log-normal distribution with the mu and
sigma parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityLognormal(
const double& x[], // array with the values of random variable
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devi
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
1903 Standard Library
[in] Array with the values of random variable.
mu
[in] Logarithm of the expected value (log_mean).
sigma
[in] Logarithm of the root-mean-square deviation (log standard deviation).
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array to obtain the values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
1904 Standard Library
MathCumulativeDistributionLognormal
Calculates the log-normal distribution function of probabilities with the mu and sigma parameters for a
random variable x. In case of error it returns NaN.
double MathCumulativeDistributionLognormal(
const double x, // value of random variable
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devia
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then th
int& error_code // variable to store the error code
);
Calculates the log-normal distribution function of probabilities with the mu and sigma parameters for a
random variable x. In case of error it returns NaN.
double MathCumulativeDistributionLognormal(
const double x, // value of random variable
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devia
int& error_code // variable to store the error code
);
Calculates the log-normal distribution function of probabilities with the mu and sigma parameters for
an array of random variables x[]. In case of error it returns false. Analog of the plnorm() in R.
bool MathCumulativeDistributionLognormal(
const double& x[], // array with the values of random variable
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devi
const bool tail, // flag of calculation, if true, then the probability of random v
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true
double& result[] // array for values of the probability function
);
Calculates the log-normal distribution function of probabilities with the mu and sigma parameters for
an array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionLognormal(
const double& x[], // array with the values of random variable
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devi
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
1905 Standard Library
[in] Array with the values of random variable.
mu
[in] Logarithm of the expected value (log_mean).
sigma
[in] Logarithm of the root-mean-square deviation (log standard deviation).
tail
[in] Flag of calculation, if true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array to obtain the values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
1906 Standard Library
MathQuantileLognormal
For the specified probability, the function calculates the value of inverse log-normal distribution
function with the mu and sigma parameters. In case of error it returns NaN.
double MathQuantileLognormal(
const double probability, // probability value of random variable occurrence
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devia
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse log-normal distribution
function with the mu and sigma parameters. In case of error it returns NaN.
double MathQuantileLognormal(
const double probability, // probability value of random variable occurrence
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devia
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the value of inverse
log-normal distribution function with the mu and sigma parameters. In case of error it returns false.
Analog of the qlnorm() in R.
bool MathQuantileLognormal(
const double& probability[], // array with probability values of random variable
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devi
const bool tail, // flag of calculation, if false, then calculation is performed f
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performe
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the value of inverse
log-normal distribution function with the mu and sigma parameters. In case of error it returns false.
bool MathQuantileLognormal(
const double& probability[], // array with probability values of random variable
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devi
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable occurrence.
© 2000-2017, MetaQuotes Software Corp.
1907 Standard Library
probability[]
[in] Array with probability values of random variable.
mu
[in] Logarithm of the expected value (log_mean).
sigma
[in] Logarithm of the root-mean-square deviation (log standard deviation).
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to store the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
1908 Standard Library
MathRandomLognormal
Generates a pseudorandom variable distributed according to the log-normal law with the mu sigma
parameters. In case of error it returns NaN.
double MathRandomLognormal(
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devia
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the log-normal law with the mu sigma
parameters. In case of error it returns false. Analog of the rlnorm() in R.
double MathRandomLognormal(
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devia
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
mu
[in] Logarithm of the expected value (log_mean).
sigma
[in] Logarithm of the root-mean-square deviation (log standard deviation).
data_count
[in] Amount of required data.
error_code
[out] Variable to store the error code.
result[]
[out] Array with values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
1909 Standard Library
MathMomentsLognormal
Calculates the theoretical numerical values of the first 4 moments of the log-normal distribution.
Returns true if calculation of the moments has been successful, otherwise false.
double MathMomentsLognormal(
const double mu, // logarithm of the expected value (log mean)
const double sigma, // logarithm of the root-mean-square deviation (log standard devia
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable to store the error code
);
Parameters
mu
[in] Logarithm of the expected value (log_mean).
sigma
[in] Logarithm of the root-mean-square deviation (log standard deviation).
mean
[in] Variable for the mean.
variance
[out] Variable for the variance.
skewness
[out] Variable for the skewness.
kurtosis
[out] Variable for the kurtosis.
error code
[out] Variable to store the error code.
Return Value
Returns true if the moments have been calculated successfully, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
1910 Standard Library
Beta distribution
This section contains functions for working with beta distribution. They allow to calculate density,
probability, quantiles and to generate pseudo-random numbers distributed according to the
corresponding law. The beta distribution is defined by the following formula:
where:
· x — value of the random variable
· a — the first parameter of beta distribution
· b — the second parameter of beta distribution
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityBeta Calculates the probability density function of
the beta distribution
MathCumulativeDistributionBeta Calculates the value of the beta probability
distribution function
MathQuantileBeta Calculates the value of the inverse beta
distribution function for the specified
probability
MathRandomBeta Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the beta distribution law
© 2000-2017, MetaQuotes Software Corp.
1911 Standard Library
MathMomentsBeta Calculates the theoretical numerical values of
the first 4 moments of the beta distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\Beta.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double alpha=2; // the first parameter of beta distribution (shape1)
input double beta=5; // the second parameter of beta distribution (shape2)
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the beta distribution
MathRandomBeta(alpha,beta,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityBeta(x2,alpha,beta,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
© 2000-2017, MetaQuotes Software Corp.
1912 Standard Library
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Beta distribution alpha=%G beta=%G",alpha,beta));
graphic.BackgroundMainSize(16);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
}
return (true);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1913 Standard Library
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
1914 Standard Library
MathProbabilityDensityBeta
Calculates the value of the probability density function of beta distribution with the a and b
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityBeta(
const double x, // value of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of beta distribution with the a and b
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityBeta(
const double x, // value of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of beta distribution with the a and b
parameters for an array of random variables x[]. In case of error it returns false. Analog of the dbeta()
in R.
bool MathProbabilityDensityBeta(
const double& x[], // array with the values of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of beta distribution with the a and b
parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityBeta(
const double& x[], // array with the values of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
1915 Standard Library
[in] Array with the values of random variable.
a
[in] The first parameter of beta distribution (shape 1).
b
[in] The second parameter of beta distribution (shape 2)
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
1916 Standard Library
MathCumulativeDistributionBeta
Calculates the probability distribution function of beta distribution with the a and b parameters for a
random variable x. In case of error it returns NaN.
double MathCumulativeDistributionBeta(
const double x, // value of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the probability distribution function of beta distribution with the a and b parameters for a
random variable x. In case of error it returns NaN.
double MathCumulativeDistributionBeta(
const double x, // value of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
int& error_code // variable to store the error code
);
Calculates the probability distribution function of beta distribution with the a and b parameters for an
array of random variables x[]. In case of error it returns false. Analog of the pbeta() in R.
bool MathCumulativeDistributionBeta(
const double& x[], // array with the values of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
<t0>Calculates the probability distribution function of beta distribution with the a and b parameters
for an array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionBeta(
const double& x[], // array with the values of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
1917 Standard Library
[in] Array with the values of random variable.
a
[in] The first parameter of beta distribution (shape 1).
b
[in] The second parameter of beta distribution (shape 2)
tail
[in] Flag of calculation, if true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
1918 Standard Library
MathQuantileBeta
For the specified probability, the function calculates the value of inverse beta distribution function
with the a and b parameters. In case of error it returns NaN.
double MathQuantileBeta(
const double probability, // probability value of random variable occurrence
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse beta distribution function
with the a and b parameters. In case of error it returns NaN.
double MathQuantileBeta(
const double probability, // probability value of random variable occurrence
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the values of inverse
beta distribution function with the a and b parameters. In case of error it returns false. Analog of
the qbeta() in R.
double MathQuantileBeta(
const double& probability[], // array with probability values of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the values of inverse
beta distribution function with the a and b parameters. In case of error it returns false.
bool MathQuantileBeta(
const double& probability[], // array with probability values of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
© 2000-2017, MetaQuotes Software Corp.
1919 Standard Library
probability[]
[in] Array with probability values of random variable.
a
[in] The first parameter of beta distribution (shape1).
b
[in] The second parameter of beta distribution (shape2).
tail
[in] Flag of calculation, if lower_tail=false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
1920 Standard Library
MathRandomBeta
Generates a pseudorandom variable distributed according to the law of beta distribution with the a
and b parameters. In case of error it returns NaN.
double MathRandomBeta(
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of beta distribution with the a and
b parameters. In case of error it returns false. Analog of the rbeta() in R.
bool MathRandomBeta(
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const int data_count, // amount of required data
double& result[] // array to obtain the pseudorandom variables
);
Parameters
a
[in] The first parameter of beta distribution (shape1)
b
[in] The second parameter of beta distribution (shape2).
data_count
[in] The number of pseudorandom variables to be obtained.
error_code
[out] Variable to store the error code.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
1921 Standard Library
MathMomentsBeta
Calculates the theoretical numerical values of the first 4 moments of the beta distribution.
double MathMomentsBeta(
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
a
[in] The first parameter of beta distribution (shape1).
b
[in] The second parameter of beta distribution (shape2).
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if the moments have been calculated successfully, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
1922 Standard Library
Noncentral beta distribution
This section contains functions for working with noncentral beta distribution. They allow to calculate
density, probability, quantiles and to generate pseudo-random numbers distributed according to the
corresponding law. The noncentral beta distribution is defined by the following formula:
where:
· x — value of the random variable
· a — the first parameter of beta distribution
· b — the second parameter of beta distribution
· l — noncentrality parameter
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityNoncentralBeta Calculates the probability density function of
the noncentral beta distribution
MathCumulativeDistributionNoncentralBeta Calculates the value of the noncentral beta
probability distribution function
MathQuantileNoncentralBeta Calculates the value of the inverse noncentral
beta distribution function for the specified
probability
MathRandomNoncentralBeta Generates a pseudorandom variable/array of
pseudorandom variables distributed according
© 2000-2017, MetaQuotes Software Corp.
1923 Standard Library
to the noncentral beta distribution law
MathMomentsNoncentralBeta Calculates the theoretical numerical values of
the first 4 moments of the noncentral beta
distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\NoncentralBeta.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double a_par=2; // the first parameter of beta distribution (shape1)
input double b_par=5; // the second parameter of beta distribution (shape2)
input double l_par=1; // noncentrality parameter (lambda)
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=53; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the noncentral beta distribution
MathRandomNoncentralBeta(a_par,b_par,l_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityNoncentralBeta(x2,a_par,b_par,l_par,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
© 2000-2017, MetaQuotes Software Corp.
1924 Standard Library
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Noncentral Beta distribution alpha=%G beta=%G lambda=%G",
a_par,b_par,l_par));
graphic.BackgroundMainSize(16);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
© 2000-2017, MetaQuotes Software Corp.
1925 Standard Library
}
return (true);
}
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
1926 Standard Library
MathProbabilityDensityNoncentralBeta
Calculates the value of the probability density function of noncentral beta distribution with the a, b
and lambda parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityNoncentralBeta(
const double x, // value of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const double lambda, // noncentrality parameter
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of noncentral beta distribution with the a, b
and lambda parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityNoncentralBeta(
const double x, // value of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const double lambda, // noncentrality parameter
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of noncentral beta distribution with the a, b
and lambda parameters for an array of random variables x[]. In case of error it returns false. Analog
of the dbeta() in R.
bool MathProbabilityDensityNoncentralBeta(
const double& x[], // array with the values of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const double lambda, // noncentrality parameter
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of noncentral beta distribution with the a, b
and lambda parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityNoncentralBeta(
const double& x[], // array with the values of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const double lambda, // noncentrality parameter
double& result[] // array for values of the probability density function
);
Parameters
© 2000-2017, MetaQuotes Software Corp.
1927 Standard Library
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
a
[in] The first parameter of beta distribution (shape 1).
b
[in] The second parameter of beta distribution (shape 2)
lambda
[in] Noncentrality parameter
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
1928 Standard Library
MathCumulativeDistributionNoncentralBeta
Calculates the probability distribution function of noncentral beta distribution with the a, b and lambda
parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionNoncentralBeta(
const double x, // value of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const double lambda, // noncentrality parameter
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the probability distribution function of noncentral beta distribution with the a, b and lambda
parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionNoncentralBeta(
const double x, // value of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const double lambda, // noncentrality parameter
int& error_code // variable to store the error code
);
Calculates the probability distribution function of noncentral beta distribution with the a, b and lambda
parameters for an array of random variables x[]. In case of error it returns false. Analog of the pbeta()
in R.
bool MathCumulativeDistributionNoncentralBeta(
const double& x[], // array with the values of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const double lambda, // noncentrality parameter
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the probability distribution function of noncentral beta distribution with the a, b and lambda
parameters for an array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionNoncentralBeta(
const double& x[], // array with the values of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const double lambda, // noncentrality parameter
double& result[] // array for values of the probability function
);
© 2000-2017, MetaQuotes Software Corp.
1929 Standard Library
Parameters
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
a
[in] The first parameter of beta distribution (shape 1).
b
[in] The second parameter of beta distribution (shape 2)
lambda
[in] Noncentrality parameter
tail
[in] Flag of calculation. If true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
1930 Standard Library
MathQuantileNoncentralBeta
Calculates the value of the inverse probability distribution function of noncentral beta distribution with
the a, b and lambda parameters for the occurrence probability of a random variable probability. In
case of error it returns NaN.
double MathQuantileNoncentralBeta(
const double probability, // probability value of random variable occurrence
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const double lambda, // noncentrality parameter
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
Calculates the value of the inverse probability distribution function of noncentral beta distribution with
the a, b and lambda parameters for the occurrence probability of a random variable probability. In
case of error it returns NaN.
double MathQuantileNoncentralBeta(
const double probability, // probability value of random variable occurrence
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const double lambda, // noncentrality parameter
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the value of the
inverse probability distribution function of noncentral beta distribution with the a, b and lambda
parameters. In case of error it returns false. Analog of the qbeta() in R.
double MathQuantileNoncentralBeta(
const double& probability[], // array with probability values of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const double lambda, // noncentrality parameter
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the value of the
inverse probability distribution function of noncentral beta distribution with the a, b and lambda
parameters. In case of error it returns false.
bool MathQuantileNoncentralBeta(
const double& probability[], // array with probability values of random variable
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
© 2000-2017, MetaQuotes Software Corp.
1931 Standard Library
const double lambda, // noncentrality parameter
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
probability[]
[in] Array with probability values of random variable.
a
[in] The first parameter of beta distribution (shape1).
b
[in] The second parameter of beta distribution (shape2).
lambda
[in] Noncentrality parameter.
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
1932 Standard Library
MathRandomNoncentralBeta
Generates a pseudorandom variable distributed according to the law of noncentral beta distribution
the a, b and lambda parameters. In case of error it returns NaN.
double MathRandomNoncentralBeta(
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const double lambda, // noncentrality parameter
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of noncentral beta distribution the
a, b and lambda parameters. In case of error it returns false. Analog of the rbeta() in R.
bool MathRandomNoncentralBeta(
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const double lambda, // noncentrality parameter
const int data_count, // amount of required data
double& result[] // array to obtain the pseudorandom variables
);
Parameters
a
[in] The first parameter of beta distribution (shape1)
b
[in] The second parameter of beta distribution (shape2).
lambda
[in] Noncentrality parameter
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
1933 Standard Library
MathMomentsNoncentralBeta
Calculates the theoretical numerical values of the first 4 moments of the noncentral beta distribution
with the a, b and lambda parameters.
double MathMomentsNoncentralBeta(
const double a, // the first parameter of beta distribution (shape1)
const double b, // the second parameter of beta distribution (shape2)
const double lambda, // noncentrality parameter
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
a
[in] The first parameter of beta distribution (shape1).
b
[in] The second parameter of beta distribution (shape2).
lambda
[in] Noncentrality parameter
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
1934 Standard Library
Gamma distribution
This section contains functions for working with gamma distribution. They allow to calculate density,
probability, quantiles and to generate pseudo-random numbers distributed according to the
corresponding law. The gamma distribution is defined by the following formula:
where:
· x — value of the random variable
· a — the first parameter of distribution
· b — the second parameter of distribution
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityGamma Calculates the probability density function of
the gamma distribution
MathCumulativeDistributionGamma Calculates the value of the gamma probability
distribution function
MathQuantileGamma Calculates the value of the inverse gamma
distribution function for the specified
probability
MathRandomGamma Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the gamma distribution law
© 2000-2017, MetaQuotes Software Corp.
1935 Standard Library
MathMomentsGamma Calculates the theoretical numerical values of
the first 4 moments of the gamma distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\Gamma.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double alpha=9; // the first parameter of distribution (shape)
input double beta=0.5; // the second parameter of distribution (scale)
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the gamma distribution
MathRandomGamma(alpha,beta,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityGamma(x2,alpha,beta,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
© 2000-2017, MetaQuotes Software Corp.
1936 Standard Library
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Gamma distribution alpha=%G beta=%G",alpha,beta));
graphic.BackgroundMainSize(16);
//--- disable automatic scaling of the Y axis
graphic.YAxis().AutoScale(false);
graphic.YAxis().Max(NormalizeDouble(theor_max,1));
graphic.YAxis().Min(0);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
© 2000-2017, MetaQuotes Software Corp.
1937 Standard Library
}
return (true);
}
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
1938 Standard Library
MathProbabilityDensityNoncentralBeta
Calculates the value of the probability density function of gamma distribution with the a and b
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityNoncentralBeta(
const double x, // value of random variable
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of gamma distribution with the a and b
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityNoncentralBeta(
const double x, // value of random variable
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of gamma distribution with the a and b
parameters for an array of random variables x[]. In case of error it returns false. Analog of the
dgamma() in R.
bool MathProbabilityDensityNoncentralBeta(
const double& x[], // array with the values of random variable
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of gamma distribution with the a and b
parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityNoncentralBeta(
const double& x[], // array with the values of random variable
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
1939 Standard Library
[in] Array with the values of random variable.
a
[in] The first parameter of the distribution (shape).
b
[in] The second parameter of the distribution (scale).
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
1940 Standard Library
MathCumulativeDistributionGamma
Calculates the probability distribution function of gamma distribution with the a and b parameters for
a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionGamma(
const double x, // value of random variable
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the probability distribution function of gamma distribution with the a and b parameters for
a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionGamma(
const double x, // value of random variable
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
int& error_code // variable to store the error code
);
Calculates the probability distribution function of gamma distribution with the a and b parameters for
an array of random variables x[]. In case of error it returns false. Analog of the pgamma() in R.
bool MathCumulativeDistributionGamma(
const double& x[], // array with the values of random variable
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the probability distribution function of gamma distribution with the a and b parameters for
an array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionGamma(
const double& x[], // array with the values of random variable
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
1941 Standard Library
[in] Array with the values of random variable.
a
[in] The first parameter of the distribution (shape).
b
[in] The second parameter of the distribution (scale)
tail
[in] Flag of calculation. If true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
1942 Standard Library
MathQuantileGamma
For the specified probability, the function calculates the value of inverse gamma distribution function
with the a and b parameters. In case of error it returns NaN.
double MathQuantileGamma(
const double probability, // probability value of random variable occurrence
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse gamma distribution function
with the a and b parameters. In case of error it returns NaN.
double MathQuantileGamma(
const double probability, // probability value of random variable occurrence
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the value of inverse
gamma distribution function with the a and b parameters. In case of error it returns false. Analog of
the qgamma() in R.
double MathQuantileGamma(
const double& probability[], // array with probability values of random variable
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the value of inverse
gamma distribution function with the a and b parameters. In case of error it returns false.
bool MathQuantileGamma(
const double& probability[], // array with probability values of random variable
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
© 2000-2017, MetaQuotes Software Corp.
1943 Standard Library
probability[]
[in] Array with probability values of random variable.
a
[in] The first parameter of the distribution (shape).
b
[in] The second parameter of the distribution (scale).
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
1944 Standard Library
MathRandomGamma
Generates a pseudorandom variable distributed according to the law of gamma distribution with the a
and b parameters. In case of error it returns NaN.
double MathRandomGamma(
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of gamma distribution with the a
and b parameters. In case of error it returns false. Analog of the rgamma() in R.
bool MathRandomGamma(
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
a
[in] The first parameter of the distribution (shape).
b
[in] The second parameter of the distribution (scale).
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
1945 Standard Library
MathMomentsGamma
Calculates the theoretical numerical values of the first 4 moments of the gamma distribution with the
a and b parameters.
double MathMomentsGamma(
const double a, // the first parameter of the distribution (shape)
const double b, // the second parameter of the distribution (scale)
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
a
[in] The first parameter of the distribution (shape).
b
[in] The second parameter of the distribution (scale).
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
1946 Standard Library
Chi-squared distribution
This section contains functions for working with chi-squared distribution. They allow to calculate
density, probability, quantiles and to generate pseudo-random numbers distributed according to the
corresponding law. The chi-squared distribution is defined by the following formula:
where:
· x — value of the random variable
· n — number of degrees of freedom
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityChiSquare Calculates the probability density function of
the chi-squared distribution
MathCumulativeDistributionChiSquare Calculates the value of the chi-squared
probability distribution function
MathQuantileChiSquare Calculates the value of the inverse chi-squared
distribution function for the specified
probability
MathRandomChiSquare Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the chi-squared distribution law
© 2000-2017, MetaQuotes Software Corp.
1947 Standard Library
MathMomentsChiSquare Calculates the theoretical numerical values of
the first 4 moments of the chi-squared
distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\ChiSquare.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double nu_par=5; // the number of degrees of freedom
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the chi-squared distribution
MathRandomChiSquare(nu_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityChiSquare(x2,nu_par,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
© 2000-2017, MetaQuotes Software Corp.
1948 Standard Library
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("ChiSquare distribution nu=%G ",nu_par));
graphic.BackgroundMainSize(16);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
}
return (true);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1949 Standard Library
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
1950 Standard Library
MathProbabilityDensityChiSquare
Calculates the value of the probability density function of chi-squared distribution with the nu
parameter for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityChiSquare(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of chi-squared distribution with the nu
parameter for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityChiSquare(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of chi-squared distribution with the nu
parameter for an array of random variables x[]. In case of error it returns false. Analog of the dchisq()
in R.
bool MathProbabilityDensityChiSquare(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of chi-squared distribution with the nu
parameter for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityChiSquare(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
nu
[in] Parameter of distribution (number of degrees of freedom)
log_mode
© 2000-2017, MetaQuotes Software Corp.
1951 Standard Library
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
1952 Standard Library
MathCumulativeDistributionChiSquare
Calculates the probability distribution function of chi-squared distribution with the nu parameter for a
random variable x. In case of error it returns NaN.
double MathCumulativeDistributionChiSquare(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the probability distribution function of chi-squared distribution with the nu parameter for a
random variable x. In case of error it returns NaN
double MathCumulativeDistributionChiSquare(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
int& error_code // variable to store the error code
);
Calculates the probability distribution function of chi-squared distribution with the nu parameter for an
array of random variables x[]. In case of error it returns false. Analog of the pchisq() in R.
bool MathCumulativeDistributionChiSquare(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the probability distribution function of chi-squared distribution with the nu parameter for an
array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionChiSquare(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
nu
[in] Parameter of distribution (number of degrees of freedom).
© 2000-2017, MetaQuotes Software Corp.
1953 Standard Library
tail
[in] Flag of calculation. If true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
1954 Standard Library
MathQuantileChiSquare
For the specified probability, the function calculates the value of inverse chi-squared distribution
function. In case of error it returns NaN.
double MathQuantileChiSquare(
const double probability, // probability value of random variable occurrence
const double nu, // parameter of distribution (number of degrees of freedom)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse chi-squared distribution
function. In case of error it returns NaN.
double MathQuantileChiSquare(
const double probability, // probability value of random variable occurrence
const double nu, // parameter of distribution (number of degrees of freedom)
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the value of inverse
chi-squared distribution function. In case of error it returns false. Analog of the qchisq() in R.
double MathQuantileChiSquare(
const double& probability[], // array with probability values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the value of inverse
chi-squared distribution function. In case of error it returns false.
bool MathQuantileChiSquare(
const double& probability[], // array with probability values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
probability[]
[in] Array with probability values of random variable.
nu
[in] Parameter of distribution (number of degrees of freedom).
© 2000-2017, MetaQuotes Software Corp.
1955 Standard Library
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
1956 Standard Library
MathRandomChiSquare
Generates a pseudorandom variable distributed according to the law of chi-squared distribution with
the nu parameter. In case of error it returns NaN.
double MathRandomChiSquare(
const double nu, // parameter of distribution (number of degrees of freedom)
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of chi-squared distribution with
the nu parameter. In case of error it returns false. Analog of the rchisq() in R.
bool MathRandomChiSquare(
const double nu, // parameter of distribution (number of degrees of freedom)
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
nu
[in] Parameter of distribution (number of degrees of freedom).
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
1957 Standard Library
MathMomentsChiSquare
Calculates the theoretical numerical values of the first 4 moments of the chi-squared distribution with
the nu parameter.
double MathMomentsChiSquare(
const double nu, // parameter of distribution (number of degrees of freedom)
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
nu
[in] Parameter of distribution (number of degrees of freedom).
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
1958 Standard Library
Noncentral chi-squared distribution
This section contains functions for working with noncentral chi-squared distribution. They allow to
calculate density, probability, quantiles and to generate pseudo-random numbers distributed according
to the corresponding law. The noncentral chi-squared distribution is defined by the following formula:
where:
· x — value of the random variable
· n — number of degrees of freedom
· s — noncentrality parameter
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityNoncentralChiSquare Calculates the probability density function of
the noncentral chi-squared distribution
MathCumulativeDistributionNoncentralChiSquar Calculates the value of the noncentral chi-
e squared probability distribution function
MathQuantileNoncentralChiSquare Calculates the value of the inverse noncentral
chi-squared distribution function for the
specified probability
MathRandomNoncentralChiSquare Generates a pseudorandom variable/array of
pseudorandom variables distributed according
© 2000-2017, MetaQuotes Software Corp.
1959 Standard Library
to the noncentral chi-squared distribution law
MathMomentsNoncentralChiSquare Calculates the theoretical numerical values of
the first 4 moments of the noncentral chi-
squared distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\NoncentralChiSquare.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double nu_par=8; // the number of degrees of freedom
input double si_par=1; // noncentrality parameter
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the noncentral chi-squared distribution
MathRandomNoncentralChiSquare(nu_par,si_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityNoncentralChiSquare(x2,nu_par,si_par,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
© 2000-2017, MetaQuotes Software Corp.
1960 Standard Library
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Noncentral ChiSquare distribution nu=%G sigma=%G",nu_par,si
graphic.BackgroundMainSize(16);
//--- disable automatic scaling of the X axis
graphic.XAxis().AutoScale(false);
graphic.XAxis().Max(NormalizeDouble(max,0));
graphic.XAxis().Min(min);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
© 2000-2017, MetaQuotes Software Corp.
1961 Standard Library
if(ind>=cells) ind=cells-1;
frequency[ind]++;
}
return (true);
}
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
1962 Standard Library
MathProbabilityDensityNoncentralChiSquare
Calculates the value of the probability density function of noncentral chi-squared distribution with the
nu and sigma parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityNoncentralChiSquare(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of noncentral chi-squared distribution with the
nu and sigma parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityNoncentralChiSquare(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of noncentral chi-squared distribution with the
nu and sigma parameters for an array of random variables x[]. In case of error it returns false. Analog
of the dchisq() in R.
bool MathProbabilityDensityNoncentralChiSquare(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of noncentral chi-squared distribution with the
nu parameter for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityNoncentralChiSquare(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
1963 Standard Library
[in] Array with the values of random variable.
nu
[in] Parameter of distribution (number of degrees of freedom).
sigma
[in] Noncentrality parameter.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
1964 Standard Library
MathCumulativeDistributionNoncentralChiSquare
Calculates the probability distribution function of noncentral chi-squared distribution with the nu and
sigma parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionNoncentralChiSquare(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
const bool tail, // flag of calculation, if lower_tail=true, then the probability of
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the probability distribution function of noncentral chi-squared distribution with the nu and
sigma parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionNoncentralChiSquare(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
int& error_code // variable to store the error code
);
Calculates the probability distribution function of noncentral chi-squared distribution with the nu and
sigma parameters for an array of random variables x[]. In case of error it returns false. Analog of the
pchisq() in R.
bool MathCumulativeDistributionNoncentralChiSquare(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
const bool tail, // flag of calculation, if lower_tail=true, then the probability o
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the probability distribution function of noncentral chi-squared distribution with the nu and
sigma parameters for an array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionNoncentralChiSquare(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
© 2000-2017, MetaQuotes Software Corp.
1965 Standard Library
x[]
[in] Array with the values of random variable.
nu
[in] Parameter of distribution (number of degrees of freedom).
sigma
[in] Noncentrality parameter.
tail
[in] Flag of calculation. If true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
1966 Standard Library
MathQuantileNoncentralChiSquare
For the specified probability, the function calculates the value of inverse noncentral chi-squared
distribution function with the nu and sigma parameters. In case of error it returns NaN.
double MathQuantileNoncentralChiSquare(
const double probability, // probability value of random variable occurrence
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse noncentral chi-squared
distribution function with the nu and sigma parameters. In case of error it returns NaN.
double MathQuantileNoncentralChiSquare(
const double probability, // probability value of random variable occurrence
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the value of inverse
noncentral chi-squared distribution function with the nu and sigma parameters. In case of error it
returns false. Analog of the qchisq() in R.
double MathQuantileNoncentralChiSquare(
const double& probability[], // array with probability values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
const bool tail, // flag of calculation, if false, then calculation is performed f
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performe
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the value of inverse
noncentral chi-squared distribution function. In case of error it returns false.
bool MathQuantileNoncentralChiSquare(
const double& probability[], // array with probability values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
© 2000-2017, MetaQuotes Software Corp.
1967 Standard Library
probability[]
[in] Array with probability values of random variable.
nu
[in] Parameter of distribution (number of degrees of freedom).
sigma
[in] Noncentrality parameter.
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
1968 Standard Library
MathRandomNoncentralChiSquare
Generates a pseudorandom variable distributed according to the law of noncentral chi-squared
distribution with the nu and sigma parameters. In case of error it returns NaN.
double MathRandomNoncentralChiSquare(
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of noncentral chi-squared
distribution with the nu and sigma parameters. In case of error it returns false. Analog of the rchisq()
in R.
bool MathRandomNoncentralChiSquare(
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
nu
[in] Parameter of distribution (number of degrees of freedom).
sigma
[in] Noncentrality parameter.
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
1969 Standard Library
MathMomentsNoncentralChiSquare
Calculates the theoretical numerical values of the first 4 moments of the noncentral chi-squared
distribution with the nu and sigma parameters.
double MathMomentsNoncentralChiSquare(
const double nu, // parameter of distribution (number of degrees of freedom)
const double sigma, // noncentrality parameter
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
nu
[in] Parameter of distribution (number of degrees of freedom).
sigma
[in] Noncentrality parameter.
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
1970 Standard Library
Exponential
This section contains functions for working with exponential distribution. They allow to calculate
density, probability, quantiles and to generate pseudo-random numbers distributed according to the
law of exponential distribution. The exponential distribution is defined by the following formula:
where:
· x — value of the random variable
· m — expected value
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityExponential Calculates the probability density function of
the exponential distribution
MathCumulativeDistributionExponential Calculates the value of the exponential
probability distribution function
MathQuantileExponential Calculates the value of the inverse exponential
distribution function for the specified
probability
MathRandomExponential Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the law of exponential distribution
MathMomentsExponential Calculates the theoretical numerical values of
the first 4 moments of the exponential
© 2000-2017, MetaQuotes Software Corp.
1971 Standard Library
distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\Exponential.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double mu_par=1.5; // the number of degrees of freedom
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the exponential distribution
MathRandomExponential(mu_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityExponential(x2,mu_par,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
y[i]/=k;
//--- output charts
© 2000-2017, MetaQuotes Software Corp.
1972 Standard Library
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Exponential distribution mu=%G ",mu_par));
graphic.BackgroundMainSize(16);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+i*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
}
return (true);
}
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
1973 Standard Library
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
1974 Standard Library
MathProbabilityDensityExponential
Calculates the value of the probability density function of exponential distribution with the mu
parameter for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityExponential(
const double x, // value of random variable
const double mu, // parameter of the distribution (expected value)
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of exponential distribution with the mu
parameter for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityExponential(
const double x, // value of random variable
const double mu, // parameter of the distribution (expected value)
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of exponential distribution with the mu
parameter for an array of random variables x[]. In case of error it returns false. Analog of the dexp()
in R.
bool MathProbabilityDensityExponential(
const double& x[], // array with the values of random variable
const double mu, // parameter of the distribution (expected value)
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of exponential distribution with the mu
parameter for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityExponential(
const double& x[], // array with the values of random variable
const double mu, // parameter of the distribution (expected value)
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
mu
[in] Parameter of the distribution (expected value)
log_mode
© 2000-2017, MetaQuotes Software Corp.
1975 Standard Library
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
1976 Standard Library
MathCumulativeDistributionExponential
Calculates the exponential distribution function of probabilities with the mu parameter for a random
variable x. In case of error it returns NaN.
double MathCumulativeDistributionExponential(
const double x, // value of random variable
const double mu, // parameter of the distribution (expected value)
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the exponential distribution function of probabilities with the mu parameter for a random
variable x. In case of error it returns NaN.
double MathCumulativeDistributionExponential(
const double x, // value of random variable
const double mu, // parameter of the distribution (expected value)
int& error_code // variable to store the error code
);
Calculates the exponential distribution function of probabilities with the mu parameter for an array of
random variables x[]. In case of error it returns false. Analog of the pexp() in R.
bool MathCumulativeDistributionExponential(
const double& x[], // array with the values of random variable
const double mu, // parameter of the distribution (expected value)
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the exponential distribution function of probabilities with the mu parameter for an array of
random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionExponential(
const double& x[], // array with the values of random variable
const double mu, // parameter of the distribution (expected value)
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
mu
[in] Parameter of the distribution (expected value).
© 2000-2017, MetaQuotes Software Corp.
1977 Standard Library
tail
[in] Flag of calculation. If true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
1978 Standard Library
MathQuantileExponential
For the specified probability, the function calculates the value of inverse exponential distribution
function with the mu parameter. In case of error it returns NaN.
double MathQuantileExponential(
const double probability, // probability value of random variable occurrence
const double mu, // parameter of the distribution (expected value)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse exponential distribution
function with the mu parameter. In case of error it returns NaN.
double MathQuantileExponential(
const double probability, // probability value of random variable occurrence
const double mu, // parameter of the distribution (expected value)
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the value of inverse
exponential distribution function with the mu parameter. In case of error it returns false. Analog of
the qexp() in R.
double MathQuantileExponential(
const double& probability[], // array with probability values of random variable
const double mu, // parameter of the distribution (expected value)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the value of inverse
exponential distribution function with the mu parameter. In case of error it returns false.
bool MathQuantileExponential(
const double& probability[], // array with probability values of random variable
const double mu, // parameter of the distribution (expected value)
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
probability[]
[in] Array with probability values of random variable.
mu
© 2000-2017, MetaQuotes Software Corp.
1979 Standard Library
[in] Parameter of the distribution (expected value).
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
1980 Standard Library
MathRandomExponential
Generates a pseudorandom variable distributed according to the law of exponential distribution with
the mu parameter. In case of error it returns NaN.
double MathRandomExponential(
const double mu, // parameter of the distribution (expected value)
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of exponential distribution with
the mu parameter. In case of error it returns false. Analog of the rexp() in R.
bool MathRandomExponential(
const double mu, // parameter of the distribution (expected value)
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
mu
[in] Parameter of the distribution (expected value).
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
1981 Standard Library
MathMomentsExponential
Calculates the theoretical numerical values of the first 4 moments of the exponential distribution with
the mu parameter.
double MathMomentsExponential(
const double mu, // parameter of the distribution (expected value)
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
mu
[in] Parameter of the distribution (expected value).
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
1982 Standard Library
F-distribution
This section contains functions for working with F-distribution. They allow to calculate density,
probability, quantiles and to generate pseudo-random numbers distributed according to the law of
Fisher's F-distribution. The F-distribution is defined by the following formula:
where:
· x — value of the random variable
· n1 — the first parameter of distribution (number of degrees of freedom)
· n2 — the second parameter of distribution (number of degrees of freedom)
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityF Calculates the probability density function of
the F-distribution
MathCumulativeDistributionF Calculates the value of the F-distribution
function
MathQuantileF Calculates the value of the inverse F-
distribution function for the specified
probability
© 2000-2017, MetaQuotes Software Corp.
1983 Standard Library
MathRandomF Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the Fisher's law
MathMomentsF Calculates the theoretical numerical values of
the first 4 moments of the Fisher's F-
distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\F.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double nu_1=100; // the first number of degrees of freedom
input double nu_2=100; // the second number of degrees of freedom
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the Fisher's F-distribution
MathRandomF(nu_1,nu_2,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityF(x2,nu_1,nu_2,false,y2);
//--- set the scale
© 2000-2017, MetaQuotes Software Corp.
1984 Standard Library
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("F-distribution nu1=%G nu2=%G",nu_1,nu_2));
graphic.BackgroundMainSize(16);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(4);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
© 2000-2017, MetaQuotes Software Corp.
1985 Standard Library
}
return (true);
}
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
1986 Standard Library
MathProbabilityDensityF
Calculates the value of the probability density function of Fisher's F-distribution with the nu1 and nu2
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityF(
const double x, // value of random variable
const double nu1, // the first parameter of distribution (number of degrees of freedo
const double nu2, // the second parameter of distribution (number of degrees of freed
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of Fisher's F-distribution with the nu1 and nu2
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityF(
const double x, // value of random variable
const double nu1, // the first parameter of distribution (number of degrees of freedo
const double nu2, // the second parameter of distribution (number of degrees of freed
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of Fisher's F-distribution with the nu1 and nu2
parameters for an array of random variables x[]. In case of error it returns false. Analog of the df() in
R.
bool MathProbabilityDensityF(
const double& x[], // array with the values of random variable
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of Fisher's F-distribution with the nu1 and nu2
parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityF(
const double& x[], // array with the values of random variable
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
1987 Standard Library
[in] Array with the values of random variable.
nu1
[in] The first parameter of distribution (number of degrees of freedom).
nu2
[in] The second parameter of distribution (number of degrees of freedom).
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
1988 Standard Library
MathCumulativeDistributionF
Calculates the value of the probability distribution function of Fisher's F-distribution with the nu1 and
nu2 parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionF(
const double x, // value of random variable
const double nu1, // the first parameter of distribution (number of degrees of freedo
const double nu2, // the second parameter of distribution (number of degrees of freed
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability distribution function of Fisher's F-distribution with the nu1 and
nu2 parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionF(
const double x, // value of random variable
const double nu1, // the first parameter of distribution (number of degrees of freedo
const double nu2, // the second parameter of distribution (number of degrees of freed
int& error_code // variable to store the error code
);
Calculates the value of the probability distribution function of Fisher's F-distribution with the nu1 and
nu2 parameters for an array of random variables x[]. In case of error it returns false. Analog of the
pf() in R.
bool MathCumulativeDistributionF(
const double& x[], // array with the values of random variable
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then th
double& result[] // array for values of the probability function
);
Calculates the value of the probability distribution function of Fisher's F-distribution with the nu1 and
nu2 parameters for an array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionF(
const double& x[], // array with the values of random variable
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
© 2000-2017, MetaQuotes Software Corp.
1989 Standard Library
x[]
[in] Array with the values of random variable.
nu1
[in] The first parameter of distribution (number of degrees of freedom).
nu2
[in] The second parameter of distribution (number of degrees of freedom).
tail
[in] Flag of calculation. If true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
1990 Standard Library
MathQuantileF
For the specified probability, the function calculates the value of inverse Fisher's F-distribution
function with the nu1 and nu2 parameters. In case of error it returns NaN.
double MathQuantileF(
const double probability, // probability value of random variable occurrence
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse Fisher's F-distribution
function with the nu1 and nu2 parameters. In case of error it returns NaN.
double MathQuantileF(
const double probability, // probability value of random variable occurrence
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the value of inverse
Fisher's F-distribution function with the nu1 and nu2 parameters. In case of error it returns false.
Analog of the qf() in R.
double MathQuantileF(
const double& probability[], // array with probability values of random variable
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the value of inverse
Fisher's F-distribution function with the nu1 and nu2 parameters. In case of error it returns false.
bool MathQuantileF(
const double& probability[], // array with probability values of random variable
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
© 2000-2017, MetaQuotes Software Corp.
1991 Standard Library
probability[]
[in] Array with probability values of random variable.
nu1
[in] The first parameter of distribution (number of degrees of freedom).
nu2
[in] The second parameter of distribution (number of degrees of freedom).
tail
[in] Flag of calculation, if lower_tail=false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
1992 Standard Library
MathRandomF
Generates a pseudorandom variable distributed according to the law of Fisher's F-distribution with the
nu1 and nu2 parameters. In case of error it returns NaN.
double MathRandomF(
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of Fisher's F-distribution with the
nu1 and nu2 parameters. In case of error it returns false. Analog of the rf() in R.
bool MathRandomF(
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
nu1
[in] The first parameter of distribution (number of degrees of freedom).
nu2
[in] The second parameter of distribution (number of degrees of freedom).
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
1993 Standard Library
MathMomentsF
Calculates the theoretical numerical values of the first 4 moments of the Fisher's F-distribution with
the nu1 and nu2 parameters.
double MathMomentsF(
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
nu1
[in] The first parameter of distribution (number of degrees of freedom).
nu2
[in] The second parameter of distribution (number of degrees of freedom).
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
1994 Standard Library
Noncentral F-distribution
This section contains functions for working with noncentral F-distribution. They allow to calculate
density, probability, quantiles and to generate pseudo-random numbers distributed according to the
law of noncentral Fisher's F-distribution. The noncentral F-distribution is defined by the following
formula:
where:
· x — value of the random variable
· n1 — the first parameter of distribution (number of degrees of freedom)
· n2 — the second parameter of distribution (number of degrees of freedom)
· s — noncentrality parameter
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityNoncentralF Calculates the probability density function of
the noncentral F-distribution
MathCumulativeDistributionNoncentralF Calculates the value of the noncentral F-
distribution function
MathQuantileNoncentralF Calculates the value of the inverse noncentral
F-distribution function for the specified
probability
© 2000-2017, MetaQuotes Software Corp.
1995 Standard Library
MathRandomNoncentralF Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the noncentral Fisher's distribution law
MathMomentsNoncentralF Calculates the theoretical numerical values of
the first 4 moments of the noncentral Fisher's
F-distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\NoncentralF.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double nu_1=20; // the first number of degrees of freedom
input double nu_2=20; // the second number of degrees of freedom
input double sig=10; // noncentrality parameter
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the noncentral Fisher's F-distribution
MathRandomNoncentralF(nu_1,nu_2,sig,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityNoncentralF(x2,nu_1,nu_2,sig,false,y2);
© 2000-2017, MetaQuotes Software Corp.
1996 Standard Library
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Noncentral F-distribution nu1=%G nu2=%G sigma=%G",nu_1,nu_2
graphic.BackgroundMainSize(16);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
© 2000-2017, MetaQuotes Software Corp.
1997 Standard Library
frequency[ind]++;
}
return (true);
}
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
1998 Standard Library
MathProbabilityDensityNoncentralF
Calculates the value of the probability density function of noncentral Fisher's F-distribution with the
nu1, nu2 and sigma parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityNoncentralF(
const double x, // value of random variable
const double nu1, // the first parameter of distribution (number of degrees of freedo
const double nu2, // the second parameter of distribution (number of degrees of freed
const double sigma, // noncentrality parameter
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of noncentral Fisher's F-distribution with the
nu1, nu2 and sigma parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityNoncentralF(
const double x, // value of random variable
const double nu1, // the first parameter of distribution (number of degrees of freedo
const double nu2, // the second parameter of distribution (number of degrees of freed
const double sigma, // noncentrality parameter
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of noncentral Fisher's F-distribution with the
nu1, nu2 and sigma parameters for an array of random variables x[]. In case of error it returns false.
Analog of the df() in R.
bool MathProbabilityDensityNoncentralF(
const double& x[], // array with the values of random variable
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const double sigma, // noncentrality parameter
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of noncentral Fisher's F-distribution with the
nu1, nu2 and sigma parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityNoncentralF(
const double& x[], // array with the values of random variable
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const double sigma, // noncentrality parameter
double& result[] // array for values of the probability density function
);
Parameters
© 2000-2017, MetaQuotes Software Corp.
1999 Standard Library
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
nu1
[in] The first parameter of distribution (number of degrees of freedom).
nu2
[in] The second parameter of distribution (number of degrees of freedom).
sigma
[in] Noncentrality parameter.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
2000 Standard Library
MathCumulativeDistributionNoncentralF
Calculates the value of the probability distribution function of noncentral Fisher's F-distribution with
the nu1, nu2 and sigma parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionNoncentralF(
const double x, // value of random variable
const double nu1, // the first parameter of distribution (number of degrees of freedo
const double nu2, // the second parameter of distribution (number of degrees of freed
const double sigma, // noncentrality parameter
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
int& error_code // variable to store the error code
);
Calculates the value of the probability distribution function of noncentral Fisher's F-distribution with
the nu1, nu2 and sigma parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionNoncentralF(
const double x, // value of random variable
const double nu1, // the first parameter of distribution (number of degrees of freedo
const double nu2, // the second parameter of distribution (number of degrees of freed
const double sigma, // noncentrality parameter
int& error_code // variable to store the error code
);
Calculates the value of the probability distribution function of noncentral Fisher's F-distribution with
the nu1, nu2 and sigma parameters for an array of random variables x[]. In case of error it returns
false. Analog of the pf() in R.
bool MathCumulativeDistributionNoncentralF(
const double& x[], // array with the values of random variable
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const double sigma, // noncentrality parameter
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the value of the probability distribution function of noncentral Fisher's F-distribution with
the nu1, nu2 and sigma parameters for an array of random variables x[]. In case of error it returns
false.
bool MathCumulativeDistributionNoncentralF(
const double& x[], // array with the values of random variable
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const double sigma, // noncentrality parameter
double& result[] // array for values of the probability function
© 2000-2017, MetaQuotes Software Corp.
2001 Standard Library
);
Parameters
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
nu1
[in] The first parameter of distribution (number of degrees of freedom).
nu2
[in] The second parameter of distribution (number of degrees of freedom).
sigma
[in] Noncentrality parameter.
tail
[in] Flag of calculation. If true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
2002 Standard Library
MathQuantileF
For the specified probability, the function calculates the value of inverse noncentral Fisher's F-
distribution function with the nu1, nu2 and sigma parameters. In case of error it returns NaN.
double MathQuantileF(
const double probability, // probability value of random variable occurrence
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const double sigma, // noncentrality parameter
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse noncentral Fisher's F-
distribution function with the nu1, nu2 and sigma parameters. In case of error it returns NaN.
double MathQuantileF(
const double probability, // probability value of random variable occurrence
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const double sigma, // noncentrality parameter
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the value of inverse
noncentral Fisher's F-distribution function with the nu1, nu2 and sigma parameters. In case of error it
returns false. Analog of the qf() in R.
double MathQuantileF(
const double& probability[], // array with probability values of random variable
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const double sigma, // noncentrality parameter
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the value of inverse
noncentral Fisher's F-distribution function with the nu1, nu2 and sigma parameters. In case of error it
returns false.
bool MathQuantileF(
const double& probability[], // array with probability values of random variable
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
double& result[] // array with values of quantiles
);
© 2000-2017, MetaQuotes Software Corp.
2003 Standard Library
Parameters
probability
[in] Probability value of random variable.
probability[]
[in] Array with probability values of random variable.
nu1
[in] The first parameter of distribution (number of degrees of freedom).
nu2
[in] The second parameter of distribution (number of degrees of freedom).
sigma
[in] Noncentrality parameter.
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
2004 Standard Library
MathRandomNoncentralF
Generates a pseudorandom variable distributed according to the law of noncentral Fisher's F-
distribution with the nu1, nu2 and sigma parameters. In case of error it returns NaN.
double MathRandomNoncentralF(
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const double sigma, // noncentrality parameter
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of noncentral Fisher's F-
distribution with the nu1, nu2 and sigma parameters. In case of error it returns false. Analog of the
rf() in R.
bool MathRandomNoncentralF(
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const double sigma, // noncentrality parameter
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
nu1
[in] The first parameter of distribution (number of degrees of freedom).
nu2
[in] The second parameter of distribution (number of degrees of freedom).
sigma
[in] Noncentrality parameter.
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
2005 Standard Library
MathMomentsNoncentralF
Calculates the theoretical numerical values of the first 4 moments of the noncentral Fisher's F-
distribution with the nu1, nu2 and sigma parameters.
double MathMomentsNoncentralF(
const double nu1, // the first parameter of distribution (number of degrees of freed
const double nu2, // the second parameter of distribution (number of degrees of free
const double sigma, // noncentrality parameter
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
nu1
[in] The first parameter of distribution (number of degrees of freedom).
nu2
[in] The second parameter of distribution (number of degrees of freedom).
sigma
[in] Noncentrality parameter.
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2006 Standard Library
t-distribution
This section contains functions for working with Student's t-distribution. They allow to calculate
density, probability, quantiles and to generate pseudo-random numbers distributed according to the
Student's law. The t-distribution is defined by the following formula:
where:
· x — value of the random variable
· n — parameter of distribution (number of degrees of freedom)
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityT Calculates the probability density function of
the t-distribution
MathCumulativeDistributionT Calculates the value of the t-distribution
function
MathQuantileT Calculates the value of the inverse t-
distribution function for the specified
probability
MathRandomT Generates a pseudorandom variable/array of
pseudorandom variables distributed according
© 2000-2017, MetaQuotes Software Corp.
2007 Standard Library
to the law of Student's t-distribution
MathMomentsT Calculates the theoretical numerical values of
the first 4 moments of the Student's t-
distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\T.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double nu_par=10; // the number of degrees of freedom
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the Student's t-distribution
MathRandomT(nu_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityT(x2,nu_par,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
© 2000-2017, MetaQuotes Software Corp.
2008 Standard Library
for(int i=0; i<ncells; i++)
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("t-distribution nu=%G",nu_par));
graphic.BackgroundMainSize(16);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
}
return (true);
}
© 2000-2017, MetaQuotes Software Corp.
2009 Standard Library
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
2010 Standard Library
MathProbabilityDensityT
Calculates the value of the probability density function of Student's t-distribution with the nu
parameter for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityT(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of Student's t-distribution with the nu
parameter for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityT(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of Student's t-distribution with the nu
parameter for an array of random variables x[]. In case of error it returns false. Analog of the dt() in
R.
bool MathProbabilityDensityT(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of Student's t-distribution with the nu
parameter for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityT(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
nu
[in] Parameter of distribution (number of degrees of freedom).
log_mode
© 2000-2017, MetaQuotes Software Corp.
2011 Standard Library
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
2012 Standard Library
MathCumulativeDistributionT
Calculates the value of the Student's t-distribution function with the nu parameter for a random
variable x. In case of error it returns NaN.
double MathCumulativeDistributionT(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
int& error_code // variable to store the error code
);
Calculates the value of the Student's t-distribution function with the nu parameter for a random
variable x. In case of error it returns NaN.
double MathCumulativeDistributionT(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
int& error_code // variable to store the error code
);
Calculates the value of the Student's t-distribution function with the nu parameter for an array of
random variables x[]. In case of error it returns false. Analog of the pt() in R.
bool MathCumulativeDistributionT(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the value of the Student's t-distribution function with the nu parameter for an array of
random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionT(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
nu
[in] Parameter of distribution (number of degrees of freedom).
© 2000-2017, MetaQuotes Software Corp.
2013 Standard Library
tail
[in] Flag of calculation. If true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
2014 Standard Library
MathQuantileT
For the specified probability, the function calculates the value of inverse Student's t-distribution
function with the nu parameter. In case of error it returns NaN.
double MathQuantileT(
const double probability, // probability value of random variable occurrence
const double nu, // parameter of distribution (number of degrees of freedom)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse Student's t-distribution
function with the nu parameter. In case of error it returns NaN.
double MathQuantileT(
const double probability, // probability value of random variable occurrence
const double nu, // parameter of distribution (number of degrees of freedom)
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the value of inverse
Student's t-distribution function with the nu parameter. In case of error it returns false. Analog of
the qt() in R.
double MathQuantileT(
const double& probability[], // array with probability values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the value of inverse
Student's t-distribution function with the nu parameter. In case of error it returns false.
bool MathQuantileT(
const double& probability[], // array with probability values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
probability[]
[in] Array with probability values of random variable.
nu
© 2000-2017, MetaQuotes Software Corp.
2015 Standard Library
[in] Parameter of distribution (number of degrees of freedom).
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
2016 Standard Library
MathRandomT
Generates a pseudorandom variable distributed according to the law of Student's t-distribution with
the nu parameter. In case of error it returns NaN.
double MathRandomT(
const double nu, // parameter of distribution (number of degrees of freedom)
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of Student's t-distribution with the
nu parameter. In case of error it returns false. Analog of the rt() in R.
bool MathRandomT(
const double nu, // parameter of distribution (number of degrees of freedom)
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
nu
[in] Parameter of distribution (number of degrees of freedom).
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
2017 Standard Library
MathMomentsT
Calculates the theoretical numerical values of the first 4 moments of the Student's t-distribution with
the nu parameter.
double MathMomentsT(
const double nu, // parameter of distribution (number of degrees of freedom)
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
nu
[in] Parameter of distribution (number of degrees of freedom).
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2018 Standard Library
t-distribution
This section contains functions for working with noncentral Student's t-distribution. They allow to
calculate density, probability, quantiles and to generate pseudo-random numbers distributed according
to the law of noncentral t-distribution. The noncentral t-distribution is defined by the following
formula:
where:
· x — value of the random variable
· n — parameter of distribution (number of degrees of freedom)
· s — noncentrality parameter
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityNoncentralT Calculates the probability density function of
the noncentral t-distribution
MathCumulativeDistributionNoncentralT Calculates the value of the noncentral t-
distribution function
MathQuantileNoncentralT Calculates the value of the inverse noncentral t-
distribution function for the specified
probability
MathRandomNoncentralT Generates a pseudorandom variable/array of
pseudorandom variables distributed according
© 2000-2017, MetaQuotes Software Corp.
2019 Standard Library
to the noncentral Student's t-distribution law
MathMomentsNoncentralT Calculates the theoretical numerical values of
the first 4 moments of the noncentral Student's
t-distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\NoncentralT.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double nu_par=30; // the number of degrees of freedom
input double delta_par=5; // noncentrality parameter
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the noncentral Student's t-distribution
MathRandomNoncentralT(nu_par,delta_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityNoncentralT(x2,nu_par,delta_par,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
© 2000-2017, MetaQuotes Software Corp.
2020 Standard Library
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Noncentral t-distribution nu=%G delta=%G",nu_par,delta_par)
graphic.BackgroundMainSize(16);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
}
return (true);
© 2000-2017, MetaQuotes Software Corp.
2021 Standard Library
}
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
2022 Standard Library
MathProbabilityDensityNoncentralT
Calculates the value of the probability density function of noncentral Student's t-distribution with the
nu and delta parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityNoncentralT(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable for the error code
);
Calculates the value of the probability density function of noncentral Student's t-distribution with the
nu and delta parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityNoncentralT(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
int& error_code // variable for the error code
);
Calculates the value of the probability density function of noncentral Student's t-distribution with the
nu and delta parameters for an array of random variables x[]. In case of error it returns false. Analog
of the dt() in R.
bool MathProbabilityDensityNoncentralT(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of noncentral Student's t-distribution with the
nu and delta parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityNoncentralT(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
2023 Standard Library
[in] Array with the values of random variable.
nu
[in] Parameter of distribution (number of degrees of freedom).
delta
[in] Noncentrality parameter.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
2024 Standard Library
MathCumulativeDistributionNoncentralT
Calculates the probability distribution function of noncentral Student's t-distribution with the nu and
delta parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionNoncentralT(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
int& error_code // variable to store the error code
);
Calculates the probability distribution function of noncentral Student's t-distribution with the nu and
delta parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionNoncentralT(
const double x, // value of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
int& error_code // variable to store the error code
);
Calculates the probability distribution function of noncentral Student's t-distribution with the nu and
delta parameters for an array of random variables x[]. In case of error it returns false. Analog of the
pt() in R.
bool MathCumulativeDistributionNoncentralT(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the probability distribution function of noncentral Student's t-distribution with the nu and
delta parameters for an array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionNoncentralT(
const double& x[], // array with the values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
© 2000-2017, MetaQuotes Software Corp.
2025 Standard Library
x[]
[in] Array with the values of random variable.
nu
[in] Parameter of distribution (number of degrees of freedom).
delta
[in] Noncentrality parameter.
tail
[in] Flag of calculation. If true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
2026 Standard Library
MathQuantileNoncentralT
For the specified probability, the function calculates the value of inverse noncentral Student's t-
distribution function with the nu and delta parameters. In case of error it returns NaN.
double MathQuantileNoncentralT(
const double probability, // probability value of random variable occurrence
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
const bool tail, // flag of calculation, if lower_tail=false, then calculation is p
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse noncentral Student's t-
distribution function with the nu and delta parameters. In case of error it returns NaN.
double MathQuantileNoncentralT(
const double probability, // probability value of random variable occurrence
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the value of inverse
noncentral Student's t-distribution function with the nu and delta parameters. In case of error it
returns false. Analog of the qt() in R.
double MathQuantileNoncentralT(
const double& probability[], // array with probability values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
const bool tail, // flag of calculation, if lower_tail=false, then calculation is p
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the value of inverse
noncentral Student's t-distribution function with the nu and delta parameters. In case of error it
returns false.
bool MathQuantileNoncentralT(
const double& probability[], // array with probability values of random variable
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
double& result[] // array with values of quantiles
);
Parameters
probability
© 2000-2017, MetaQuotes Software Corp.
2027 Standard Library
[in] Probability value of random variable.
probability[]
[in] Array with probability values of random variable.
nu
[in] Parameter of distribution (number of degrees of freedom).
delta
[in] Noncentrality parameter.
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
2028 Standard Library
MathRandomNoncentralT
Generates a pseudorandom variable distributed according to the law of noncentral Student's t-
distribution with the nu and delta parameters. In case of error it returns NaN.
double MathRandomNoncentralT(
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of noncentral Student's t-
distribution with the nu and delta parameters. In case of error it returns false. Analog of the rt() in R.
bool MathRandomNoncentralT(
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
nu
[in] Parameter of distribution (number of degrees of freedom).
delta
[in] Noncentrality parameter.
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
2029 Standard Library
MathMomentsNoncentralT
Calculates the theoretical numerical values of the first 4 moments of the noncentral Student's t-
distribution with the nu and delta parameters.
double MathMomentsNoncentralT(
const double nu, // parameter of distribution (number of degrees of freedom)
const double delta, // noncentrality parameter
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
nu
[in] Parameter of distribution (number of degrees of freedom).
delta
[in] Noncentrality parameter.
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2030 Standard Library
Logistic distribution
This section contains functions for working with logistic distribution. They allow to calculate density,
probability, quantiles and to generate pseudo-random numbers distributed according to the logistic
law. The logistic distribution is defined by the following formula:
where:
· x — value of the random variable
· m — mean parameter of the distribution
· s — scale parameter of the distribution
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityLogistic Calculates the probability density function of
the logistic distribution
MathCumulativeDistributionLogistic Calculates the value of the logistic probability
distribution function
MathQuantileLogistic Calculates the value of the inverse logistic
distribution function for the specified
probability
MathRandomLogistic Generates a pseudorandom variable/array of
pseudorandom variables distributed according
© 2000-2017, MetaQuotes Software Corp.
2031 Standard Library
to the logistic law
MathMomentsLogistic Calculates the theoretical numerical values of
the first 4 moments of the logistic distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\Logistic.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double mu_par=6; // mean parameter of the distribution
input double sigma_par=2; // scale parameter of the distribution
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the logistic distribution
MathRandomLogistic(mu_par,sigma_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityLogistic(x2,mu_par,sigma_par,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
© 2000-2017, MetaQuotes Software Corp.
2032 Standard Library
for(int i=0; i<ncells; i++)
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Logistic distribution mu=%G sigma=%G",mu_par,sigma_par));
graphic.BackgroundMainSize(16);
//--- disable automatic scaling of the Y axis
graphic.YAxis().AutoScale(false);
graphic.YAxis().Max(theor_max);
graphic.YAxis().Min(0);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
© 2000-2017, MetaQuotes Software Corp.
2033 Standard Library
frequency[ind]++;
}
return (true);
}
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
2034 Standard Library
MathProbabilityDensityLogistic
Calculates the value of the probability density function of logistic distribution with the mu and sigma
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityLogistic(
const double x, // value of random variable
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of logistic distribution with the mu and sigma
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityLogistic(
const double x, // value of random variable
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of logistic distribution with the mu and sigma
parameters for an array of random variables x[]. In case of error it returns false. Analog of the
dlogis() in R.
bool MathProbabilityDensityLogistic(
const double& x[], // array with the values of random variable
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of logistic distribution with the mu and sigma
parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityLogistic(
const double& x[], // array with the values of random variable
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
2035 Standard Library
[in] Array with the values of random variable.
mu
[in] mean parameter of the distribution.
sigma
[in] scale parameter of the distribution.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
2036 Standard Library
MathCumulativeDistributionLogistic
Calculates the logistic distribution function of probabilities with the mu and sigma parameters for a
random variable x. In case of error it returns NaN.
double MathCumulativeDistributionLogistic(
const double x, // value of random variable
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
int& error_code // variable to store the error code
);
Calculates the logistic distribution function of probabilities with the mu and sigma parameters for a
random variable x. In case of error it returns NaN.
double MathCumulativeDistributionLogistic(
const double x, // value of random variable
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
int& error_code // variable to store the error code
);
Calculates the logistic distribution function of probabilities with the mu and sigma parameters for an
array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionLogistic(
const double& x[], // array with the values of random variable
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the logistic distribution function of probabilities with the mu and sigma parameters for an
array of random variables x[]. In case of error it returns false. Analog of the plogis() in R.
bool MathCumulativeDistributionLogistic(
const double& x[], // array with the values of random variable
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
2037 Standard Library
[in] Array with the values of random variable.
mu
[in] mean parameter of the distribution.
sigma
[in] scale parameter of the distribution.
tail
[in] Flag of calculation. If true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
2038 Standard Library
MathQuantileLogistic
For the specified probability, the function calculates the value of inverse logistic distribution function
with the mu and sigma parameters. In case of error it returns NaN.
double MathQuantileLogistic(
const double probability, // probability value of random variable occurrence
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse logistic distribution function
with the mu and sigma parameters. In case of error it returns NaN.
double MathQuantileLogistic(
const double probability, // probability value of random variable occurrence
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the value of inverse
logistic distribution function with the mu and sigma parameters. In case of error it returns false.
Analog of the qlogis() in R.
double MathQuantileLogistic(
const double& probability[], // array with probability values of random variable
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the value of inverse
logistic distribution function with the mu and sigma parameters. In case of error it returns false.
bool MathQuantileLogistic(
const double& probability[], // array with probability values of random variable
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
© 2000-2017, MetaQuotes Software Corp.
2039 Standard Library
probability[]
[in] Array with probability values of random variable.
mu
[in] mean parameter of the distribution.
sigma
[in] scale parameter of the distribution.
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
2040 Standard Library
MathRandomLogistic
Generates a pseudorandom variable distributed according to the law of logistic distribution with the
mu and sigma parameters. In case of error it returns NaN.
double MathRandomLogistic(
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of logistic distribution with the mu
and sigma parameters. In case of error it returns false. Analog of the rlogis() in R.
bool MathRandomLogistic(
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
mu
[in] mean parameter of the distribution.
sigma
[in] scale parameter of the distribution.
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
2041 Standard Library
MathMomentsLogistic
Calculates the theoretical numerical values of the first 4 moments of the logistic distribution with the
mu and sigma parameters.
double MathMomentsLogistic(
const double mu, // mean parameter of the distribution
const double sigma, // scale parameter of the distribution
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
mu
[in] mean parameter of the distribution.
sigma
[in] scale parameter of the distribution.
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2042 Standard Library
Cauchy distribution
This section contains functions for working with Cauchy distribution. They allow to calculate density,
probability, quantiles and to generate pseudo-random numbers distributed according to the Cauchy
law. The Cauchy distribution is defined by the following formula:
where:
· x — value of the random variable
· a — mean parameter of the distribution
· b — scale parameter of the distribution
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityCauchy Calculates the probability density function of
the Cauchy distribution
MathCumulativeDistributionCauchy Calculates the value of the Cauchy probability
distribution function
MathQuantileCauchy Calculates the value of the inverse Cauchy
distribution function for the specified
probability
MathRandomCauchy Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the Cauchy law
© 2000-2017, MetaQuotes Software Corp.
2043 Standard Library
MathMomentsCauchy Calculates the theoretical numerical values of
the first 4 moments of the Cauchy distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\Cauchy.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double a_par=-2; // mean parameter of the distribution
input double b_par=1; // scale parameter of the distribution
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the Cauchy distribution
MathRandomCauchy(a_par,b_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityCauchy(x2,a_par,b_par,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
© 2000-2017, MetaQuotes Software Corp.
2044 Standard Library
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Cauchy distribution a=%G b=%G",a_par,b_par));
graphic.BackgroundMainSize(16);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1)
return(false);
int size=ArraySize(data);
if(size<cells*10)
return(false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
Print("min=",minv," max=",maxv);
minv=-20;
maxv=20;
double range=maxv-minv;
double width=range/cells;
if(width==0)
return(false);
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+i*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=(int)MathRound((data[i]-minv)/width);
© 2000-2017, MetaQuotes Software Corp.
2045 Standard Library
if(ind>=0 && ind<cells)
frequency[ind]++;
}
return(true);
}
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
2046 Standard Library
MathProbabilityDensityCauchy
Calculates the value of the probability density function of Cauchy distribution with the a and b
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityCauchy(
const double x, // value of random variable
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of Cauchy distribution with the a and b
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityCauchy(
const double x, // value of random variable
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of Cauchy distribution with the a and b
parameters for an array of random variables x[]. In case of error it returns false. Analog of the
dcauchy() in R.
bool MathProbabilityDensityCauchy(
const double& x[], // array with the values of random variable
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of Cauchy distribution with the a and b
parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityCauchy(
const double& x[], // array with the values of random variable
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
2047 Standard Library
[in] Array with the values of random variable.
a
[in] mean parameter of the distribution.
b
[in] scale parameter of the distribution.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
2048 Standard Library
MathCumulativeDistributionCauchy
Calculates the probability distribution function of Cauchy distribution with the a and b parameters for
a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionCauchy(
const double x, // value of random variable
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
int& error_code // variable to store the error code
);
Calculates the probability distribution function of Cauchy distribution with the a and b parameters for
a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionCauchy(
const double x, // value of random variable
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
int& error_code // variable to store the error code
);
Calculates the probability distribution function of Cauchy distribution with the a and b parameters for
an array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionCauchy(
const double& x[], // array with the values of random variable
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the probability distribution function of Cauchy distribution with the a and b parameters for
an array of random variables x[]. In case of error it returns false. Analog of the plogis() in R.
bool MathCumulativeDistributionCauchy(
const double& x[], // array with the values of random variable
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
2049 Standard Library
[in] Array with the values of random variable.
a
[in] mean parameter of the distribution.
b
[in] scale parameter of the distribution.
tail
[in] Flag of calculation. If true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
2050 Standard Library
MathQuantileCauchy
For the specified probability, the function calculates the value of inverse Cauchy distribution function
with the a and b parameters. In case of error it returns NaN.
double MathQuantileCauchy(
const double probability, // probability value of random variable occurrence
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse Cauchy distribution function
with the a and b parameters. In case of error it returns NaN.
double MathQuantileCauchy(
const double probability, // probability value of random variable occurrence
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the value of inverse
Cauchy distribution function with the a and b parameters. In case of error it returns false. Analog of
the qcauschy() in R.
double MathQuantileCauchy(
const double& probability[], // array with probability values of random variable
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the value of inverse
Cauchy distribution function with the a and b parameters. In case of error it returns false.
bool MathQuantileCauchy(
const double& probability[], // array with probability values of random variable
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
© 2000-2017, MetaQuotes Software Corp.
2051 Standard Library
probability[]
[in] Array with probability values of random variable.
a
[in] mean parameter of the distribution.
b
[in] scale parameter of the distribution.
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
2052 Standard Library
MathRandomCauchy
Generates a pseudorandom variable distributed according to the law of Cauchy distribution with the a
and b parameters. In case of error it returns NaN.
double MathRandomCauchy(
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of Cauchy distribution with the a
and b parameters. In case of error it returns false. Analog of the rcauchy() in R.
bool MathRandomCauchy(
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
a
[in] mean parameter of the distribution.
b
[in] scale parameter of the distribution.
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
2053 Standard Library
MathMomentsCauchy
Calculates the theoretical numerical values of the first 4 moments of the Cauchy distribution with the
a and b parameters.
double MathMomentsCauchy(
const double a, // mean parameter of the distribution
const double b, // scale parameter of the distribution
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
a
[in] mean parameter of the distribution.
b
[in] scale parameter of the distribution.
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2054 Standard Library
Uniform distribution
This section contains functions for working with uniform distribution. They allow to calculate density,
probability, quantiles and to generate pseudo-random numbers distributed according to the uniform
law. The uniform distribution is defined by the following formula:
where:
· x — value of the random variable
· a — parameter of the distribution (lower bound)
· b — parameter of the distribution (upper bound)
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityUniform Calculates the probability density function of
the uniform distribution
MathCumulativeDistributionUniform Calculates the value of the uniform probability
distribution function
MathQuantileUniform Calculates the value of the inverse uniform
distribution function for the specified
probability
MathRandomUniform Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the uniform law
© 2000-2017, MetaQuotes Software Corp.
2055 Standard Library
MathMomentsUniform Calculates the theoretical numerical values of
the first 4 moments of the uniform distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\Uniform.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double a_par=0; // distribution parameter a (lower bound)
input double b_par=10; // distribution parameter b (upper bound)
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the uniform distribution
MathRandomUniform(a_par,b_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityUniform(x2,a_par,b_par,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
© 2000-2017, MetaQuotes Software Corp.
2056 Standard Library
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Uniform distribution a=%G b=%G",a_par,b_par));
graphic.BackgroundMainSize(16);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
}
return (true);
}
//+------------------------------------------------------------------+
© 2000-2017, MetaQuotes Software Corp.
2057 Standard Library
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
2058 Standard Library
MathProbabilityDensityUniform
Calculates the value of the probability density function of uniform distribution with the a and b
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityUniform(
const double x, // value of random variable
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of uniform distribution with the a and b
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityUniform(
const double x, // value of random variable
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of uniform distribution with the a and b
parameters for an array of random variables x[]. In case of error it returns false. Analog of the dunif()
in R.
bool MathProbabilityDensityUniform(
const double& x[], // array with the values of random variable
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of uniform distribution with the a and b
parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityUniform(
const double& x[], // array with the values of random variable
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
2059 Standard Library
[in] Array with the values of random variable.
a
[in] Distribution parameter a (lower bound).
b
[in] Distribution parameter b (upper bound).
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
2060 Standard Library
MathCumulativeDistributionUniform
Calculates the probability distribution function of uniform distribution with the a and b parameters for
a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionUniform(
const double x, // value of random variable
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
int& error_code // variable to store the error code
);
Calculates the probability distribution function of uniform distribution with the a and b parameters for
a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionUniform(
const double x, // value of random variable
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
int& error_code // variable to store the error code
);
Calculates the probability distribution function of uniform distribution with the a and b parameters for
an array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionUniform(
const double& x[], // array with the values of random variable
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the probability distribution function of uniform distribution with the a and b parameters for
an array of random variables x[]. In case of error it returns false. Analog of the punif() in R.
bool MathCumulativeDistributionUniform(
const double& x[], // array with the values of random variable
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
2061 Standard Library
[in] Array with the values of random variable.
a
[in] Distribution parameter a (lower bound).
b
[in] Distribution parameter b (upper bound).
tail
[in] Flag of calculation. If true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
2062 Standard Library
MathQuantileUniform
For the specified probability, the function calculates the value of inverse uniform distribution function
with the a and b parameters. In case of error it returns NaN.
double MathQuantileUniform(
const double probability, // probability value of random variable occurrence
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse uniform distribution function
with the a and b parameters. In case of error it returns NaN.
double MathQuantileUniform(
const double probability, // probability value of random variable occurrence
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the value of inverse
uniform distribution function with the a and b parameters. In case of error it returns false. Analog of
the qcauschy() in R.
double MathQuantileUniform(
const double& probability[], // array with probability values of random variable
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the value of inverse
uniform distribution function with the a and b parameters. In case of error it returns false.
bool MathQuantileUniform(
const double& probability[], // array with probability values of random variable
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
© 2000-2017, MetaQuotes Software Corp.
2063 Standard Library
probability[]
[in] Array with probability values of random variable.
a
[in] Distribution parameter a (lower bound).
b
[in] Distribution parameter b (upper bound).
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
2064 Standard Library
MathRandomUniform
Generates a pseudorandom variable distributed according to the law of uniform distribution with the a
and b parameters. In case of error it returns NaN.
double MathRandomUniform(
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of uniform distribution with the a
and b parameters. In case of error it returns false. Analog of the runif() in R.
bool MathRandomUniform(
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
a
[in] Distribution parameter a (lower bound).
b
[in] Distribution parameter b (upper bound).
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
2065 Standard Library
MathMomentsUniform
Calculates the theoretical numerical values of the first 4 moments of the uniform distribution with the
a and b parameters.
double MathMomentsUniform(
const double a, // distribution parameter a (lower bound)
const double b, // distribution parameter b (upper bound)
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
a
[in] Distribution parameter a (lower bound).
b
[in] Distribution parameter b (upper bound).
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2066 Standard Library
Weibull distribution
This section contains functions for working with Weibull distribution. They allow to calculate density,
probability, quantiles and to generate pseudo-random numbers distributed according to the Weibull
law. The Weibull distribution is defined by the following formula:
where:
· x — value of the random variable
· a — parameter of the distribution (shape)
· b — parameter of the distribution (scale)
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityWeibull Calculates the probability density function of
the Weibull distribution
MathCumulativeDistributionWeibull Calculates the value of the Weibull probability
distribution function
MathQuantileWeibull Calculates the value of the inverse Weibull
distribution function for the specified
probability
MathRandomWeibull Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the Weibull law
© 2000-2017, MetaQuotes Software Corp.
2067 Standard Library
MathMomentsWeibull Calculates the theoretical numerical values of
the first 4 moments of the Weibull distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\Weibull.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double a_par=1; // parameter of the distribution (shape)
input double b_par=5; // parameter of the distribution (scale)
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=51; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the Weibull distribution
MathRandomWeibull(a_par,b_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
step=MathMin(step,(max-min)/ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(min,max,step,x2);
MathProbabilityDensityWeibull(x2,a_par,b_par,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
© 2000-2017, MetaQuotes Software Corp.
2068 Standard Library
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Weibull distribution a=%G b=%G",a_par,b_par));
graphic.BackgroundMainSize(16);
//--- disable automatic scaling of the X axis
graphic.XAxis().AutoScale(false);
graphic.XAxis().Max(max);
graphic.XAxis().Min(min);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+i*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
© 2000-2017, MetaQuotes Software Corp.
2069 Standard Library
}
return (true);
}
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
2070 Standard Library
MathProbabilityDensityWeibull
Calculates the value of the probability density function of Weibull distribution with the a and b
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityWeibull(
const double x, // value of random variable
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of Weibull distribution with the a and b
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityWeibull(
const double x, // value of random variable
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
int& error_code // variable to store the error code
);
Calculates the value of the probability density function of Weibull distribution with the a and b
parameters for an array of random variables x[]. In case of error it returns false. Analog of the
dweibull() in R.
bool MathProbabilityDensityWeibull(
const double& x[], // array with the values of random variable
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability density function of Weibull distribution with the a and b
parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityWeibull(
const double& x[], // array with the values of random variable
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
2071 Standard Library
[in] Array with the values of random variable.
a
[in] Parameter of the distribution (scale).
b
[in] Parameter of the distribution (shape).
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
2072 Standard Library
MathCumulativeDistributionWeibull
Calculates the value of the Weibull distribution function with the a and b parameters for a random
variable x. In case of error it returns NaN.
double MathCumulativeDistributionWeibull(
const double x, // value of random variable
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
int& error_code // variable to store the error code
);
Calculates the value of the Weibull distribution function with the a and b parameters for a random
variable x. In case of error it returns NaN.
double MathCumulativeDistributionWeibull(
const double x, // value of random variable
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
int& error_code // variable to store the error code
);
Calculates the value of the Weibull distribution function with the a and b parameters for an array of
random variables x[]. In case of error it returns false. Analog of the pweibull() in R.
bool MathCumulativeDistributionWeibull(
const double& x[], // array with the values of random variable
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the value of the Weibull distribution function with the a and b parameters for an array of
random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionWeibull(
const double& x[], // array with the values of random variable
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
2073 Standard Library
[in] Array with the values of random variable.
a
[in] Parameter of the distribution (scale).
b
[in] Parameter of the distribution (shape).
tail
[in] Flag of calculation. If true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
2074 Standard Library
MathQuantileWeibull
For the specified probability, the function calculates the value of inverse Weibull distribution function
with the a and b parameters. In case of error it returns NaN.
double MathQuantileWeibull(
const double probability, // probability value of random variable occurrence
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the value of inverse Weibull distribution function
with the a and b parameters. In case of error it returns NaN.
double MathQuantileWeibull(
const double probability, // probability value of random variable occurrence
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the value of inverse
Weibull distribution function with the a and b parameters. In case of error it returns false. Analog of
the qweibull() in R.
double MathQuantileWeibull(
const double& probability[], // array with probability values of random variable
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the value of inverse
Weibull distribution function with the a and b parameters. In case of error it returns false.
bool MathQuantileWeibull(
const double& probability[], // array with probability values of random variable
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
© 2000-2017, MetaQuotes Software Corp.
2075 Standard Library
probability[]
[in] Array with probability values of random variable.
a
[in] Parameter of the distribution (scale).
b
[in] Parameter of the distribution (shape).
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
2076 Standard Library
MathRandomWeibull
Generates a pseudorandom variable distributed according to the law of Weibull distribution with the a
and b parameters. In case of error it returns NaN.
double MathRandomWeibull(
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of Weibull distribution with the a
and b parameters. In case of error it returns false. Analog of the rweibull() in R.
bool MathRandomWeibull(
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
a
[in] Parameter of the distribution (scale).
b
[in] Parameter of the distribution (shape).
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
2077 Standard Library
MathMomentsWeibull
Calculates the theoretical numerical values of the first 4 moments of the Weibull distribution with the
a and b parameters.
double MathMomentsWeibull(
const double a, // parameter of the distribution (shape)
const double b, // parameter of the distribution (scale)
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
a
[in] Parameter of the distribution (scale).
b
[in] Parameter of the distribution (shape).
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2078 Standard Library
Binomial distribution
This section contains functions for working with binomial distribution. They allow to calculate density,
probability, quantiles and to generate pseudo-random numbers distributed according to the binomial
law. The binomial distribution is defined by the following formula:
where:
· x — value of the random variable
· n — number of tests
· p — probability of success for each test
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityBinomial Calculates the probability density function of
the binomial distribution
MathCumulativeDistributionBinomial Calculates the value of the binomial probability
distribution function
MathQuantileBinomial Calculates the value of the inverse binomial
distribution function for the specified
probability
MathRandomBinomial Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the binomial law
© 2000-2017, MetaQuotes Software Corp.
2079 Standard Library
MathMomentsBinomial Calculates the theoretical numerical values of
the first 4 moments of the binomial distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\Binomial.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double n_par=40; // the number of tests
input double p_par=0.75; // probability of success for each test
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=20; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the binomial distribution
MathRandomBinomial(n_par,p_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(0,n_par,1,x2);
MathProbabilityDensityBinomial(x2,n_par,p_par,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
© 2000-2017, MetaQuotes Software Corp.
2080 Standard Library
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Binomial distributionn n=%G p=%G",n_par,p_par));
graphic.BackgroundMainSize(16);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory").LinesSmooth(true);
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
}
return (true);
}
© 2000-2017, MetaQuotes Software Corp.
2081 Standard Library
MathProbabilityDensityBinomial
Calculates the value of the probability mass function of binomial distribution with the n and p
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityBinomial(
const double x, // value of random variable
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence i
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability mass function of binomial distribution with the n and p
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityBinomial(
const double x, // value of random variable
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence i
int& error_code // variable to store the error code
);
Calculates the value of the probability mass function of binomial distribution with the n and p
parameters for an array of random variables x[]. In case of error it returns false. Analog of the
dbinom() in R.
bool MathProbabilityDensityBinomial(
const double& x[], // array with the values of random variable
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability mass function of binomial distribution with the n and p
parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityBinomial(
const double& x[], // array with the values of random variable
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
2082 Standard Library
[in] Array with the values of random variable.
n
[in] Parameter of the distribution (number of tests).
p
[in] Parameter of the distribution (probability of event occurrence in one test).
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
2083 Standard Library
MathCumulativeDistributionBinomial
Calculates the value of the probability distribution function for binomial law with the n and p
parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionBinomial(
const double x, // value of random variable
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence i
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
int& error_code // variable to store the error code
);
Calculates the value of the probability distribution function for binomial law with the n and p
parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionBinomial(
const double x, // value of random variable
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence i
int& error_code // variable to store the error code
);
Calculates the value of the probability distribution function for binomial law with the n and p
parameters for an array of random variables x[]. In case of error it returns false. Analog of the
pweibull() in R.
bool MathCumulativeDistributionBinomial(
const double& x[], // array with the values of random variable
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the value of the probability distribution function for binomial law with the n and p
parameters for an array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionBinomial(
const double& x[], // array with the values of random variable
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
© 2000-2017, MetaQuotes Software Corp.
2084 Standard Library
x[]
[in] Array with the values of random variable.
n
[in] Parameter of the distribution (number of tests).
p
[in] Parameter of the distribution (probability of event occurrence in one test).
tail
[in] Flag of calculation. If true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
2085 Standard Library
MathQuantileBinomial
For the specified probability, the function calculates the inverse value of distribution function for
binomial law with the n and p parameters. In case of error it returns NaN.
double MathQuantileBinomial(
const double probability, // probability value of random variable occurrence
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the inverse value of distribution function for
binomial law with the n and p parameters. In case of error it returns NaN.
double MathQuantileBinomial(
const double probability, // probability value of random variable occurrence
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the inverse value of
distribution function for binomial law with the n and p parameters. In case of error it returns false.
Analog of the qbinom() in R.
double MathQuantileBinomial(
const double& probability[], // array with probability values of random variable
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the inverse value of
distribution function for binomial law with the n and p parameters. In case of error it returns false.
bool MathQuantileBinomial(
const double& probability[], // array with probability values of random variable
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
© 2000-2017, MetaQuotes Software Corp.
2086 Standard Library
probability[]
[in] Array with probability values of random variable.
n
[in] Parameter of the distribution (number of tests).
p
[in] Parameter of the distribution (probability of event occurrence in one test).
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
2087 Standard Library
MathRandomBinomial
Generates a pseudorandom variable distributed according to the law of binomial distribution with the n
and p parameters. In case of error it returns NaN.
double MathRandomBinomial(
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of binomial distribution with the n
and p parameters. In case of error it returns false. Analog of the rweibull() in R.
bool MathRandomBinomial(
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
n
[in] Parameter of the distribution (number of tests).
p
[in] Parameter of the distribution (probability of event occurrence in one test).
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
2088 Standard Library
MathMomentsBinomial
Calculates the theoretical numerical values of the first 4 moments of the binomial distribution with the
n and p parameters.
double MathMomentsBinomial(
const double n, // parameter of the distribution (number of tests)
const double p, // parameter of the distribution (probability of event occurrence
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
n
[in] Parameter of the distribution (number of tests).
p
[in] Parameter of the distribution (probability of event occurrence in one test).
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2089 Standard Library
Negative binomial distribution
This section contains functions for working with negative binomial distribution. They allow to calculate
density, probability, quantiles and to generate pseudo-random numbers distributed according to the
negative binomial law. The negative binomial distribution is defined by the following formula:
where:
· x — value of the random variable
· r — number of successful tests
· p — probability of success
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityNegativeBinomial Calculates the probability density function of
the negative binomial distribution
MathCumulativeDistributionNegativeBinomial Calculates the value of the negative binomial
probability distribution function
MathQuantileNegativeBinomial Calculates the value of the inverse negative
binomial distribution function for the specified
probability
MathRandomNegativeBinomial Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the negative binomial law
© 2000-2017, MetaQuotes Software Corp.
2090 Standard Library
MathMomentsNegativeBinomial Calculates the theoretical numerical values of
the first 4 moments of the negative binomial
distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\NegativeBinomial.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double n_par=40; // the number of tests
input double p_par=0.75; // probability of success for each test
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=19; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the negative binomial distribution
MathRandomNegativeBinomial(n_par,p_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(0,n_par,1,x2);
MathProbabilityDensityNegativeBinomial(x2,n_par,p_par,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
y[i]/=k;
//--- output charts
CGraphic graphic;
© 2000-2017, MetaQuotes Software Corp.
2091 Standard Library
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Negative Binomial distributionn n=%G p=%G",n_par,p_par));
graphic.BackgroundMainSize(16);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory").LinesSmooth(true);
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
}
return (true);
}
© 2000-2017, MetaQuotes Software Corp.
2092 Standard Library
MathProbabilityDensityNegativeBinomial
Calculates the value of the probability mass function of negative binomial distribution with the r and p
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityNegativeBinomial(
const double x, // value of random variable (integer)
const double r, // number of successful tests
const double p, // probability of success
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability mass function of negative binomial distribution with the r and p
parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityNegativeBinomial(
const double x, // value of random variable (integer)
const double r, // number of successful tests
const double p, // probability of success
int& error_code // variable to store the error code
);
Calculates the value of the probability mass function of negative binomial distribution with the r and p
parameters for an array of random variables x[]. In case of error it returns false. Analog of the
dnbinom() in R.
bool MathProbabilityDensityNegativeBinomial(
const double& x[], // array with the values of random variable
const double r, // number of successful tests
const double p, // probability of success
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability mass function of negative binomial distribution with the r and p
parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityNegativeBinomial(
const double& x[], // array with the values of random variable
const double r, // number of successful tests
const double p, // probability of success
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
© 2000-2017, MetaQuotes Software Corp.
2093 Standard Library
[in] Array with the values of random variable.
r
[in] Number of successful tests
p
[in] Probability of success.
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
2094 Standard Library
MathCumulativeDistributionNegativeBinomial
Calculates the value of the probability distribution function for negative binomial law with the r and p
parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionNegativeBinomial(
const double x, // value of random variable (integer)
const double r, // number of successful tests
const double p, // probability of success
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
int& error_code // variable to store the error code
);
Calculates the value of the probability distribution function for negative binomial law with the r and p
parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionNegativeBinomial(
const double x, // value of random variable (integer)
const double r, // number of successful tests
const double p, // probability of success
int& error_code // variable to store the error code
);
Calculates the value of the probability distribution function for negative binomial law with the r and p
parameters for an array of random variables x[]. In case of error it returns false. Analog of the
pweibull() in R.
bool MathCumulativeDistributionNegativeBinomial(
const double& x[], // array with the values of random variable
const double r, // number of successful tests
const double p, // probability of success
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the value of the probability distribution function for negative binomial law with the r and p
parameters for an array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionNegativeBinomial(
const double& x[], // array with the values of random variable
const double r, // number of successful tests
const double p, // probability of success
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
© 2000-2017, MetaQuotes Software Corp.
2095 Standard Library
x[]
[in] Array with the values of random variable.
r
[in] Number of successful tests.
p
[in] Probability of success.
tail
[in] Flag of calculation, if true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value, if log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
2096 Standard Library
MathQuantileNegativeBinomial
For the specified probability, the function calculates the inverse value of distribution function for
negative binomial law with the r and p parameters. In case of error it returns NaN.
double MathQuantileNegativeBinomial(
const double probability, // probability value of random variable occurrence
const double r, // number of successful tests
const double p, // probability of success
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the inverse value of distribution function for
negative binomial law with the r and p parameters. In case of error it returns NaN.
double MathQuantileNegativeBinomial(
const double probability, // probability value of random variable occurrence
const double r, // number of successful tests
const double p, // probability of success
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the inverse value of
distribution function for negative binomial law with the r and p parameters. In case of error it returns
false. Analog of the qnbinom() in R.
double MathQuantileNegativeBinomial(
const double& probability[], // array with probability values of random variable
const double r, // number of successful tests
const double p, // probability of success
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the inverse value of
distribution function for negative binomial law with the r and p parameters. In case of error it returns
false.
bool MathQuantileNegativeBinomial(
const double& probability[], // array with probability values of random variable
const double r, // number of successful tests
const double p, // probability of success
double& result[] // array with values of quantiles
);
Parameters
probability
© 2000-2017, MetaQuotes Software Corp.
2097 Standard Library
[in] Probability value of random variable.
probability[]
[in] Array with probability values of random variable.
r
[in] Number of successful tests.
p
[in] Probability of success.
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
2098 Standard Library
MathRandomNegativeBinomial
Generates a pseudorandom variable distributed according to the law of negative binomial distribution
with the r and p parameters. In case of error it returns NaN.
double MathRandomNegativeBinomial(
const double r, // number of successful tests
const double p, // probability of success
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of negative binomial distribution
with the r and p parameters. In case of error it returns false. Analog of the rweibull() in R.
bool MathRandomNegativeBinomial(
const double r, // number of successful tests
const double p, // probability of success
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
r
[in] Number of successful tests.
p
[in] Probability of success.
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
2099 Standard Library
MathMomentsNegativeBinomial
Calculates the theoretical numerical values of the first 4 moments of the negative binomial
distribution with the r and p parameters.
double MathMomentsNegativeBinomial(
const double r, // number of successful tests
const double p, // probability of success
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
r
[in] Number of successful tests.
p
[in] Probability of success.
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2100 Standard Library
Geometric distribution
This section contains functions for working with geometric distribution. They allow to calculate
density, probability, quantiles and to generate pseudo-random numbers distributed according to the
geometric law. The geometric distribution is defined by the following formula:
where:
· x — value of the random variable (integer)
· p — probability of event occurrence in one test
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityGeometric Calculates the probability density function of
the geometric distribution
MathCumulativeDistributionGeometric Calculates the value of the geometric
probability distribution function
MathQuantileGeometric Calculates the value of the inverse geometric
distribution function for the specified
probability
MathRandomGeometric Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the geometric law
MathMomentsGeometric Calculates the theoretical numerical values of
the first 4 moments of the geometric
distribution
© 2000-2017, MetaQuotes Software Corp.
2101 Standard Library
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\Geometric.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double p_par=0.2; // probability of event occurrence in one test
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=47; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the geometric distribution
MathRandomGeometric(p_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
PrintFormat("max=%G min=%G",max,min);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(0,ncells,1,x2);
MathProbabilityDensityGeometric(x2,p_par,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
© 2000-2017, MetaQuotes Software Corp.
2102 Standard Library
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Geometric distribution p=%G",p_par));
graphic.BackgroundMainSize(16);
//--- disable automatic scaling of the X axis
graphic.XAxis().AutoScale(false);
graphic.XAxis().Max(max);
graphic.XAxis().Min(min);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory");
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+i*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
}
return (true);
}
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
© 2000-2017, MetaQuotes Software Corp.
2103 Standard Library
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
2104 Standard Library
MathProbabilityDensityGeometric
Calculates the value of the probability mass function of geometric distribution with the p parameter
for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityGeometric(
const double x, // value of random variable (integer)
const double p, // parameter of the distribution (probability of event occurrence i
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability mass function of geometric distribution with the p parameter
for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityGeometric(
const double x, // value of random variable (integer)
const double p, // parameter of the distribution (probability of event occurrence i
int& error_code // variable to store the error code
);
Calculates the value of the probability mass function of geometric distribution with the p parameter
for an array of random variables x[]. In case of error it returns false. Analog of the dgeom() in R.
bool MathProbabilityDensityGeometric(
const double& x[], // array with the values of random variable
const double p, // parameter of the distribution (probability of event occurrence
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability mass function of geometric distribution with the p parameter
for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityGeometric(
const double& x[], // array with the values of random variable
const double p, // parameter of the distribution (probability of event occurrence
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
p
[in] Parameter of the distribution (probability of event occurrence in one test).
log_mode
© 2000-2017, MetaQuotes Software Corp.
2105 Standard Library
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
2106 Standard Library
MathCumulativeDistributionGeometric
Calculates the value of the probability distribution function for geometric law with the p parameter for
a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionGeometric(
const double x, // value of random variable (integer)
const double p, // parameter of the distribution (probability of event occurrence i
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
int& error_code // variable to store the error code
);
Calculates the value of the probability distribution function for geometric law with the p parameter for
a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionGeometric(
const double x, // value of random variable (integer)
const double p, // parameter of the distribution (probability of event occurrence i
int& error_code // variable to store the error code
);
Calculates the value of the probability distribution function for geometric law with the p parameter for
an array of random variables x[]. In case of error it returns false. Analog of the pgeom() in R.
bool MathCumulativeDistributionGeometric(
const double& x[], // array with the values of random variable
const double p, // parameter of the distribution (probability of event occurrence
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability function
);
Calculates the value of the probability distribution function for geometric law with the p parameter for
an array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionGeometric(
const double& x[], // array with the values of random variable
const double p, // parameter of the distribution (probability of event occurrence
double& result[] // array for values of the probability function
);
Parameters
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
p
[in] Parameter of the distribution (probability of event occurrence in one test).
© 2000-2017, MetaQuotes Software Corp.
2107 Standard Library
tail
[in] Flag of calculation, if tail=true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value, if log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability function.
© 2000-2017, MetaQuotes Software Corp.
2108 Standard Library
MathQuantileGeometric
For the specified probability, the function calculates the inverse value of distribution function for
geometric law with the p parameter. In case of error it returns NaN.
double MathQuantileGeometric(
const double probability, // probability value of random variable occurrence
const double p, // parameter of the distribution (probability of event occurrence
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the inverse value of distribution function for
geometric law with the p parameter. In case of error it returns NaN.
double MathQuantileGeometric(
const double probability, // probability value of random variable occurrence
const double p, // parameter of the distribution (probability of event occurrence
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the inverse value of
distribution function for geometric law with the p parameter. In case of error it returns false. Analog
of the qgeom() in R.
double MathQuantileGeometric(
const double& probability[], // array with probability values of random variable
const double p, // parameter of the distribution (probability of event occurrence
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the inverse value of
distribution function for geometric law with the p parameter. In case of error it returns false.
bool MathQuantileGeometric(
const double& probability[], // array with probability values of random variable
const double p, // parameter of the distribution (probability of event occurrence
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
probability[]
[in] Array with probability values of random variable.
© 2000-2017, MetaQuotes Software Corp.
2109 Standard Library
[in] Parameter of the distribution (probability of event occurrence in one test).
tail
[in] Flag of calculation, if false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
2110 Standard Library
MathRandomGeometric
Generates a pseudorandom variable distributed according to the law of geometric distribution with the
p parameter. In case of error it returns NaN.
double MathRandomGeometric(
const double p, // parameter of the distribution (probability of event occurrence
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of geometric distribution with the
p parameter. In case of error it returns false. Analog of the rgeom() in R.
bool MathRandomGeometric(
const double p, // parameter of the distribution (probability of event occurrence
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
p
[in] Parameter of the distribution (probability of event occurrence in one test).
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
2111 Standard Library
MathMomentsGeometric
Calculates the theoretical numerical values of the first 4 moments of the geometric distribution with
the p parameter.
double MathMomentsGeometric(
const double p, // parameter of the distribution (probability of event occurrence
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
p
[in] Parameter of the distribution (probability of event occurrence in one test).
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2112 Standard Library
Hypergeometric distribution
This section contains functions for working with hypergeometric distribution. They allow to calculate
density, probability, quantiles and to generate pseudo-random numbers distributed according to the
hypergeometric law. The hypergeometric distribution is defined by the following formula:
where:
· x — value of the random variable (integer)
· m — total number of objects
· k — number of objects with the desired characteristic
· n — number of object draws
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityHypergeometric Calculates the probability density function of
the hypergeometric distribution
MathCumulativeDistributionHypergeometric Calculates the value of the hypergeometric
probability distribution function
MathQuantileHypergeometric Calculates the value of the inverse
hypergeometric distribution function for the
specified probability
© 2000-2017, MetaQuotes Software Corp.
2113 Standard Library
MathRandomHypergeometric Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the hypergeometric law
MathMomentsHypergeometric Calculates the theoretical numerical values of
the first 4 moments of the hypergeometric
distribution
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\Hypergeometric.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double m_par=60; // the total number of objects
input double k_par=30; // the number of objects with the desired characteristic
input double n_par=30; // the number of object draws
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=1000000; // the number of values in the sample
int ncells=15; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the hypergeometric distribution
MathRandomHypergeometric(m_par,k_par,n_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
PrintFormat("max=%G min=%G",max,min);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(0,n_par,1,x2);
MathProbabilityDensityHypergeometric(x2,m_par,k_par,n_par,false,y2);
© 2000-2017, MetaQuotes Software Corp.
2114 Standard Library
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Hypergeometric distribution m=%G k=%G n=%G",m_par,k_par,n_p
graphic.BackgroundMainSize(16);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory").LinesSmooth(true);
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
© 2000-2017, MetaQuotes Software Corp.
2115 Standard Library
frequency[ind]++;
}
return (true);
}
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
2116 Standard Library
MathProbabilityDensityHypergeometric
Calculates the value of the probability mass function of hypergeometric distribution with the m, k and
n parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityHypergeometric(
const double x, // value of random variable (integer)
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability mass function of hypergeometric distribution with the m, k and
n parameters for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityHypergeometric(
const double x, // value of random variable (integer)
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
int& error_code // variable to store the error code
);
Calculates the value of the probability mass function of hypergeometric distribution with the m, k and
n parameters for an array of random variables x[]. In case of error it returns false. Analog of the
dhyper() in R.
bool MathProbabilityDensityHypergeometric(
const double& x[], // array with the values of random variable
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability mass function of hypergeometric distribution with the m, k and
n parameters for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityHypergeometric(
const double& x[], // array with the values of random variable
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
double& result[] // array for values of the probability density function
);
Parameters
© 2000-2017, MetaQuotes Software Corp.
2117 Standard Library
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
m
[in] Total number of objects (integer).
k
[in] Number of objects with the desired characteristic (integer).
n
[in] Number of object draws (integer).
log_mode
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
2118 Standard Library
MathCumulativeDistributionHypergeometric
Calculates the value of the probability distribution function for hypergeometric law with the m, k and n
parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionHypergeometric(
const double x, // value of random variable (integer)
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
int& error_code // variable to store the error code
);
Calculates the value of the probability distribution function for hypergeometric law with the m, k and n
parameters for a random variable x. In case of error it returns NaN.
double MathCumulativeDistributionHypergeometric(
const double x, // value of random variable (integer)
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
int& error_code // variable to store the error code
);
Calculates the value of the probability distribution function for hypergeometric law with the m, k and n
parameters for an array of random variables x[]. In case of error it returns false. Analog of the
dhyper() in R.
bool MathCumulativeDistributionHypergeometric(
const double& x[], // array with the values of random variable
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the distribution function
);
Calculates the value of the probability distribution function for hypergeometric law with the m, k and n
parameters for an array of random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionHypergeometric(
const double& x[], // array with the values of random variable
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
double& result[] // array for values of the distribution function
);
© 2000-2017, MetaQuotes Software Corp.
2119 Standard Library
Parameters
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
m
[in] Total number of objects (integer).
k
[in] Number of objects with the desired characteristic (integer).
n
[in] Number of object draws (integer).
tail
[in] Flag of calculation, if true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value, if log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the distribution function.
© 2000-2017, MetaQuotes Software Corp.
2120 Standard Library
MathQuantileHypergeometric
For the specified probability, the function calculates the inverse value of distribution function for
hypergeometric law with the m, k and n parameters. In case of error it returns NaN.
double MathQuantileHypergeometric(
const double probability, // probability value of random variable occurrence
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the inverse value of distribution function for
hypergeometric law with the m, k and n parameters. In case of error it returns NaN.
double MathQuantileHypergeometric(
const double probability, // probability value of random variable occurrence
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the inverse value of
distribution function for hypergeometric law with the m, k and n parameters. In case of error it
returns false. Analog of the qhyper() in R.
double MathQuantileHypergeometric(
const double& probability[], // array with probability values of random variable
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the inverse value of
distribution function for hypergeometric law with the m, k and n parameters. In case of error it
returns false.
bool MathQuantileHypergeometric(
const double& probability[], // array with probability values of random variable
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
double& result[] // array with values of quantiles
© 2000-2017, MetaQuotes Software Corp.
2121 Standard Library
);
Parameters
probability
[in] Probability value of random variable.
probability[]
[in] Array with probability values of random variable.
m
[in] Total number of objects (integer).
k
[in] Number of objects with the desired characteristic (integer).
n
[in] Number of object draws (integer).
tail
[in] Flag of calculation, if tail=false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
2122 Standard Library
MathRandomHypergeometric
Generates a pseudorandom variable distributed according to the law of hypergeometric distribution
with the m, n and k parameters. In case of error it returns NaN.
double MathRandomHypergeometric(
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of hypergeometric distribution
with the m, n and k parameters. In case of error it returns false. Analog of the rgeom() in R.
bool MathRandomHypergeometric(
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
m
[in] Total number of objects (integer).
k
[in] Number of objects with the desired characteristic (integer).
n
[in] Number of object draws (integer).
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
2123 Standard Library
MathMomentsHypergeometric
Calculates the theoretical numerical values of the first 4 moments of the hypergeometric distribution
with the m, n and k parameters.
double MathMomentsHypergeometric(
const double m, // total number of objects (integer)
const double k, // number of objects with the desired characteristic (integer)
const double n, // number of object draws (integer)
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
m
[in] Total number of objects (integer).
k
[in] Number of objects with the desired characteristic (integer).
n
[in] Number of object draws (integer).
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2124 Standard Library
Poisson distribution
This section contains functions for working with Poisson distribution. They allow to calculate density,
probability, quantiles and to generate pseudo-random numbers distributed according to the Poisson
law. The Poisson distribution is defined by the following formula:
where:
· x — value of the random variable
· l — parameter of the distribution (mean)
In addition to the calculation of the individual random variables, the library also implements the ability
to work with arrays of random variables.
Function Description
MathProbabilityDensityPoisson Calculates the probability density function of
the Poisson distribution
MathCumulativeDistributionPoisson Calculates the value of the Poisson probability
distribution function
MathQuantilePoisson Calculates the value of the inverse Poisson
distribution function for the specified
probability
MathRandomPoisson Generates a pseudorandom variable/array of
pseudorandom variables distributed according
to the Poisson law
MathMomentsPoisson Calculates the theoretical numerical values of
the first 4 moments of the Poisson distribution
© 2000-2017, MetaQuotes Software Corp.
2125 Standard Library
Example:
#include <Graphics\Graphic.mqh>
#include <Math\Stat\Poisson.mqh>
#include <Math\Stat\Math.mqh>
#property script_show_inputs
//--- input parameters
input double lambda_par=10; // parameter of the distribution (mean)
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- hide the price chart
ChartSetInteger(0,CHART_SHOW,false);
//--- initialize the random number generator
MathSrand(GetTickCount());
//--- generate a sample of the random variable
long chart=0;
string name="GraphicNormal";
int n=100000; // the number of values in the sample
int ncells=13; // the number of intervals in the histogram
double x[]; // centers of the histogram intervals
double y[]; // the number of values from the sample falling within the interval
double data[]; // sample of random values
double max,min; // the maximum and minimum values in the sample
//--- obtain a sample from the Poisson distribution
MathRandomPoisson(lambda_par,n,data);
//--- calculate the data to plot the histogram
CalculateHistogramArray(data,x,y,max,min,ncells);
//--- obtain the sequence boundaries and the step for plotting the theoretical curve
double step;
GetMaxMinStepValues(max,min,step);
PrintFormat("max=%G min=%G",max,min);
//--- obtain the theoretically calculated data at the interval of [min,max]
double x2[];
double y2[];
MathSequence(0,int(MathCeil(max)),1,x2);
MathProbabilityDensityPoisson(x2,lambda_par,false,y2);
//--- set the scale
double theor_max=y2[ArrayMaximum(y2)];
double sample_max=y[ArrayMaximum(y)];
double k=sample_max/theor_max;
for(int i=0; i<ncells; i++)
y[i]/=k;
//--- output charts
CGraphic graphic;
if(ObjectFind(chart,name)<0)
graphic.Create(chart,name,0,0,0,780,380);
© 2000-2017, MetaQuotes Software Corp.
2126 Standard Library
else
graphic.Attach(chart,name);
graphic.BackgroundMain(StringFormat("Poisson distribution lambda=%G",lambda_par));
graphic.BackgroundMainSize(16);
//--- disable automatic scaling of the Y axis
graphic.YAxis().AutoScale(false);
graphic.YAxis().Max(NormalizeDouble(theor_max,2));
graphic.YAxis().Min(0);
//--- plot all curves
graphic.CurveAdd(x,y,CURVE_HISTOGRAM,"Sample").HistogramWidth(6);
//--- and now plot the theoretical curve of the distribution density
graphic.CurveAdd(x2,y2,CURVE_LINES,"Theory").LinesSmooth(true);
graphic.CurvePlotAll();
//--- plot all curves
graphic.Update();
}
//+------------------------------------------------------------------+
//| Calculate frequencies for data set |
//+------------------------------------------------------------------+
bool CalculateHistogramArray(const double &data[],double &intervals[],double &frequency[],
double &maxv,double &minv,const int cells=10)
{
if(cells<=1) return (false);
int size=ArraySize(data);
if(size<cells*10) return (false);
minv=data[ArrayMinimum(data)];
maxv=data[ArrayMaximum(data)];
double range=maxv-minv;
double width=range/cells;
if(width==0) return false;
ArrayResize(intervals,cells);
ArrayResize(frequency,cells);
//--- define the interval centers
for(int i=0; i<cells; i++)
{
intervals[i]=minv+(i+0.5)*width;
frequency[i]=0;
}
//--- fill the frequencies of falling within the interval
for(int i=0; i<size; i++)
{
int ind=int((data[i]-minv)/width);
if(ind>=cells) ind=cells-1;
frequency[ind]++;
}
return (true);
}
//+------------------------------------------------------------------+
//| Calculates values for sequence generation |
© 2000-2017, MetaQuotes Software Corp.
2127 Standard Library
//+------------------------------------------------------------------+
void GetMaxMinStepValues(double &maxv,double &minv,double &stepv)
{
//--- calculate the absolute range of the sequence to obtain the precision of normalization
double range=MathAbs(maxv-minv);
int degree=(int)MathRound(MathLog10(range));
//--- normalize the maximum and minimum values to the specified precision
maxv=NormalizeDouble(maxv,degree);
minv=NormalizeDouble(minv,degree);
//--- sequence generation step is also set based on the specified precision
stepv=NormalizeDouble(MathPow(10,-degree),degree);
if((maxv-minv)/stepv<10)
stepv/=10.;
}
© 2000-2017, MetaQuotes Software Corp.
2128 Standard Library
MathProbabilityDensityPoisson
Calculates the value of the probability mass function of Poisson distribution with the lambda
parameter for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityPoisson(
const double x, // value of random variable (integer)
const double lambda, // parameter of the distribution (mean)
const bool log_mode, // calculate the logarithm of the value, if log_mode=true, then the
int& error_code // variable to store the error code
);
Calculates the value of the probability mass function of Poisson distribution with the lambda
parameter for a random variable x. In case of error it returns NaN.
double MathProbabilityDensityPoisson(
const double x, // value of random variable (integer)
const double lambda, // parameter of the distribution (mean)
int& error_code // variable to store the error code
);
Calculates the value of the probability mass function of Poisson distribution with the lambda
parameter for an array of random variables x[]. In case of error it returns false. Analog of the dhyper()
in R.
bool MathProbabilityDensityPoisson(
const double& x[], // array with the values of random variable
const double lambda, // parameter of the distribution (mean)
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the probability density function
);
Calculates the value of the probability mass function of Poisson distribution with the lambda
parameter for an array of random variables x[]. In case of error it returns false.
bool MathProbabilityDensityPoisson(
const double& x[], // array with the values of random variable
const double lambda, // parameter of the distribution (mean)
double& result[] // array for values of the probability density function
);
Parameters
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
lambda
[in] Parameter of the distribution (mean).
log_mode
© 2000-2017, MetaQuotes Software Corp.
2129 Standard Library
[in] Flag to calculate the logarithm of the value. If log_mode=true, then the natural logarithm of
the probability density is returned.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the probability density function.
© 2000-2017, MetaQuotes Software Corp.
2130 Standard Library
MathCumulativeDistributionPoisson
Calculates the value of the Poisson distribution function with the lambda parameter for a random
variable x. In case of error it returns NaN.
double MathCumulativeDistributionPoisson(
const double x, // value of random variable (integer)
const double lambda, // parameter of the distribution (mean)
const bool tail, // flag of calculation, if true, then the probability of random var
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
int& error_code // variable to store the error code
);
Calculates the value of the Poisson distribution function with the lambda parameter for a random
variable x. In case of error it returns NaN.
double MathCumulativeDistributionPoisson(
const double x, // value of random variable (integer)
const double lambda, // parameter of the distribution (mean)
int& error_code // variable to store the error code
);
Calculates the value of the Poisson distribution function with the lambda parameter for an array of
random variables x[]. In case of error it returns false. Analog of the dhyper() in R.
bool MathCumulativeDistributionPoisson(
const double& x[], // array with the values of random variable
const double lambda, // parameter of the distribution (mean)
const bool tail, // flag of calculation, if true, then the probability of random va
const bool log_mode, // flag to calculate the logarithm of the value, if log_mode=true,
double& result[] // array for values of the distribution function
);
Calculates the value of the Poisson distribution function with the lambda parameter for an array of
random variables x[]. In case of error it returns false.
bool MathCumulativeDistributionPoisson(
const double& x[], // array with the values of random variable
const double lambda, // parameter of the distribution (mean)
double& result[] // array for values of the distribution function
);
Parameters
x
[in] Value of random variable.
x[]
[in] Array with the values of random variable.
lambda
[in] Parameter of the distribution (mean).
© 2000-2017, MetaQuotes Software Corp.
2131 Standard Library
tail
[in] Flag of calculation, if true, then the probability of random variable not exceeding x is
calculated.
log_mode
[in] Flag to calculate the logarithm of the value, if log_mode=true, then the natural logarithm of
the probability is calculated.
error_code
[out] Variable to store the error code.
result[]
[out] Array for values of the distribution function.
© 2000-2017, MetaQuotes Software Corp.
2132 Standard Library
MathQuantilePoisson
For the specified probability, the function calculates the inverse value of Poisson distribution function
with the lambda parameter. In case of error it returns NaN.
double MathQuantilePoisson(
const double probability, // probability value of random variable occurrence
const double lambda, // parameter of the distribution (mean)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
int& error_code // variable to store the error code
);
For the specified probability, the function calculates the inverse value of Poisson distribution function
with the lambda parameter. In case of error it returns NaN.
double MathQuantilePoisson(
const double probability, // probability value of random variable occurrence
const double lambda, // parameter of the distribution (mean)
int& error_code // variable to store the error code
);
For the specified probability[] array of probability values, the function calculates the inverse value of
Poisson distribution function with the lambda parameter. In case of error it returns false. Analog of
the qhyper() in R.
double MathQuantilePoisson(
const double& probability[], // array with probability values of random variable
const double lambda, // parameter of the distribution (mean)
const bool tail, // flag of calculation, if false, then calculation is performed fo
const bool log_mode, // flag of calculation, if log_mode=true, calculation is performed
double& result[] // array with values of quantiles
);
For the specified probability[] array of probability values, the function calculates the inverse value of
Poisson distribution function with the lambda parameter. In case of error it returns false.
bool MathQuantilePoisson(
const double& probability[], // array with probability values of random variable
const double lambda, // parameter of the distribution (mean)
double& result[] // array with values of quantiles
);
Parameters
probability
[in] Probability value of random variable.
probability[]
[in] Array with probability values of random variable.
lambda
© 2000-2017, MetaQuotes Software Corp.
2133 Standard Library
[in] Parameter of the distribution (mean).
tail
[in] Flag of calculation, if tail=false, then calculation is performed for 1.0-probability.
log_mode
[in] Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).
error_code
[out] Variable to get the error code.
result[]
[out] Array with values of quantiles.
© 2000-2017, MetaQuotes Software Corp.
2134 Standard Library
MathRandomPoisson
Generates a pseudorandom variable distributed according to the law of Poisson distribution with the
lambda parameter. In case of error it returns NaN.
double MathRandomPoisson(
const double lambda, // parameter of the distribution (mean)
int& error_code // variable to store the error code
);
Generates pseudorandom variables distributed according to the law of Poisson distribution with the
lambda parameter. In case of error it returns false. Analog of the rgeom() in R.
bool MathRandomPoisson(
const double lambda, // parameter of the distribution (mean)
const int data_count, // amount of required data
double& result[] // array with values of pseudorandom variables
);
Parameters
lambda
[in] Parameter of the distribution (mean).
error_code
[out] Variable to store the error code.
data_count
[out] Amount of required data.
result[]
[out] Array to obtain the values of pseudorandom variables.
© 2000-2017, MetaQuotes Software Corp.
2135 Standard Library
MathMomentsPoisson
Calculates the theoretical numerical values of the first 4 moments of the Poisson distribution with the
lambda parameter.
double MathMomentsPoisson(
const double lambda, // parameter of the distribution (mean)
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
int& error_code // variable for the error code
);
Parameters
lambda
[in] Parameter of the distribution (mean).
mean
[out] Variable to get the mean value.
variance
[out] Variable to get the variance.
skewness
[out] Variable to get the skewness.
kurtosis
[out] Variable to get the kurtosis.
error_code
[out] Variable to get the error code.
Return Value
Returns true if calculation of the moments has been successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2136 Standard Library
Subfunctions
Group of functions that perform basic mathematical operations: calculation of the gamma function,
beta function, factorial, exponential, logarithms with different bases, square root, etc.
They provide the ability to process both individual numeric values (real and integer) and arrays of such
values (with output of the results to a separate or the original array).
Function Description
MathRandomNonZero Returns a random number with a floating point
in the range from 0.0 to 1.0.
MathMoments Calculates the first 4 moments of array
elements: mean, variance, skewness, kurtosis.
MathPowInt Raises a number to the specified integer power.
MathFactorial Calculates the factorial of the specified integer.
MathTrunc Calculates the integer part of the specified
number or array elements.
MathRound Rounds a number or an array of numbers to the
specified number of decimal places.
MathArctan2 Calculates the angle, the tangent of which is
equal to the ratio of the two specified numbers
in the range of [-pi, pi].
MathGamma Calculates the value of the gamma function.
MathGammaLog Calculates the logarithm of the gamma
function.
MathBeta Calculates the value of the beta function.
MathBetaLog Calculates the logarithm of the beta function.
MathBetaIncomplete Calculates the value of the incomplete beta
function.
MathGammaIncomplete Calculates the value of the incomplete gamma
function.
MathBinomialCoefficient Calculates the binomial coefficient.
MathBinomialCoefficientLog Calculates the logarithm of the binomial
coefficient.
MathHypergeometric2F2 Calculates the value of the hypergeometric
function.
MathSequence Generates a sequence based on values: the first
element, the last element, the step of the
sequence.
© 2000-2017, MetaQuotes Software Corp.
2137 Standard Library
MathSequenceByCount Generates a sequence based on values: the first
element, the last element, the number of
elements in the sequence.
MathReplicate Generates a repeating sequence of values.
MathReverse Generates an array of values with reverse order
of elements.
MathIdentical Compares two arrays of values and returns true
if all elements match.
MathUnique Generates an array with unique values only.
MathQuickSortAscending Function for sorting in ascending order.
MathQuickSortDescending Function for sorting in descending order.
MathQuickSort Function for sorting.
MathOrder Generates an array with permutation according
to order of the array elements after sorting.
MathBitwiseNot Calculates the result of bitwise NOT operation
for array elements.
MathBitwiseAnd Calculates the result of bitwise AND operation
for elements of arrays.
MathBitwiseOr Calculates the result of bitwise OR operation for
elements of arrays.
MathBitwiseXor Calculates the result of bitwise XOR operation
for elements of arrays.
MathBitwiseShiftL Calculates the result of bitwise SHL operation
for array elements.
MathBitwiseShiftR Calculates the result of bitwise SHR operation
for array elements.
MathCumulativeSum Generates an array with the cumulative sums.
MathCumulativeProduct Generates an array with the cumulative
products.
MathCumulativeMin Generates an array with the cumulative
minima.
MathCumulativeMax Generates an array with the cumulative
maxima.
MathSin Calculates the values of the sin(x) function for
array elements.
MathCos Calculates the values of the cos(x) function for
array elements.
© 2000-2017, MetaQuotes Software Corp.
2138 Standard Library
MathTan Calculates the values of the tan(x) function for
array elements.
MathArcsin Calculates the values of the arcsin(x) function
for array elements.
MathArccos Calculates the values of the arccos(x) function
for array elements.
MathArctan Calculates the values of the arctan(x) function
for array elements.
MathSinPi Calculates the values of the sin(pi*x) function
for array elements.
MathCosPi Calculates the values of the cos(pi*x) function
for array elements.
MathTanPi Calculates the values of the tan(pi*x) function
for array elements.
MathAbs Calculates the absolute values of array
elements.
MathCeil Returns the nearest larger integers for array
elements.
MathFloor Returns the nearest smaller integers for array
elements.
MathSqrt Calculates the square roots of array elements.
MathExp Calculates the values of the exp(x) function for
array elements.
MathPow Calculates the values of the pow(x, power)
function for array elements.
MathLog Calculates the values of the log(x) function for
array elements.
MathLog2 Calculates the logarithm to the base 2 for the
array elements.
MathLog10 Calculates the logarithm to the base 10 for the
array elements.
MathDifference Generates an array with element differences of
y[i]=x[i+lag]-x[i].
MathSample Generates a random sample from the array
elements.
MathTukeySummary Calculates the Tukey's five-number summary for
the array elements.
MathRange Calculates the minima and maxima of array
elements.
© 2000-2017, MetaQuotes Software Corp.
2139 Standard Library
MathMin Returns the minimum value of all array
elements.
MathMax Returns the maximum value of all array
elements.
MathSum Returns the sum of array elements.
MathProduct Returns the product of array elements.
MathStandardDeviation Calculates the standard deviation of array
elements.
MathAverageDeviation Calculates the average absolute deviation of
array elements.
MathMedian Calculates the median value of array elements.
MathMean Calculates the mean values of array elements.
MathVariance Calculates the variance of the array elements.
MathSkewness Calculates the skewness of the array elements.
MathKurtosis Calculates the kurtosis of the array elements.
MathLog1p Calculates the values of the log(1+x) function
for array elements.
MathExpm1 Calculates the values of the exp(x)-1 function
for array elements.
MathSinh Calculates the values of the sinh(x) function for
array elements.
MathCosh Calculates the values of the cosh(x) function for
array elements.
MathTanh Calculates the values of the tanh(x) function for
array elements.
MathArcsinh Calculates the values of the arcsinh(x) function
for array elements.
MathArccosh Calculates the values of the arccosh(x) function
for array elements.
MathArctanh Calculates the values of the arctanh(x) function
for array elements.
MathSignif Rounds a value to the specified number of
digits in the mantissa.
MathRank Calculates the ranks of array elements.
MathCorrelationPearson Calculates the Pearson's correlation coefficient.
MathCorrelationSpearman Calculates the Spearman's correlation
coefficient.
© 2000-2017, MetaQuotes Software Corp.
2140 Standard Library
MathCorrelationKendall Calculates the Kendall's correlation coefficient.
MathQuantile Calculates sample quantiles corresponding to
the specified probabilities.
MathProbabilityDensityEmpirical Calculates the empirical probability density
function for random values.
MathCumulativeDistributionEmpirical Calculates the empirical cumulative distribution
function for random values.
© 2000-2017, MetaQuotes Software Corp.
2141 Standard Library
MathRandomNonZero
Returns a random number with a floating point in the range from 0.0 to 1.0.
double MathRandomNonZero()
Return Value
Random number with a floating point in the range from 0.0 to 1.0.
© 2000-2017, MetaQuotes Software Corp.
2142 Standard Library
MathMoments
Calculates the first 4 moments of array elements: mean, variance, skewness, kurtosis.
bool MathMoments(
const double& array[], // array of values
double& mean, // variable for the mean
double& variance, // variable for the variance
double& skewness, // variable for the skewness
double& kurtosis, // variable for the kurtosis
const int start=0, // initial index
const int count=WHOLE_ARRAY // the number of elements
)
Parameters
array[]
[in] Array of values.
mean
[out] Variable for the mean (1st moment).
variance
[out] Variable for the variance (2nd moment).
skewness
[out] Variable for the skewness (3rd moment).
kurtosis
[out] Variable for the kurtosis (4th moment).
start=0
[in] Initial index for calculation.
count=WHOLE_ARRAY
[in] The number of elements for calculation.
Return Value
Returns true if the moments have been calculated successfully, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2143 Standard Library
MathPowInt
Raises a number to the specified integer power.
double MathPowInt(
const double x, // value of the number
const int power // power to raise to
)
Parameters
x
[in] Double-precision floating-point number to be raised to the power.
power
[in] Integer specifying the power.
Return Value
The number x, raised to the specified power.
© 2000-2017, MetaQuotes Software Corp.
2144 Standard Library
MathFactorial
Calculates the factorial of the specified integer.
double MathFactorial(
const int n // value of the number
)
Parameters
n
[in] Integer number, the factorial of which is to be calculated.
Return Value
The factorial of the number.
© 2000-2017, MetaQuotes Software Corp.
2145 Standard Library
MathTrunc
Calculates the integer part of the specified number or array elements.
Version for working with a double-precision floating-point number:
double MathTrunc(
const double x // value of the number
)
Return Value
The integer part of the specified number.
Version for working with an array of double-precision floating-point numbers. The results are output to
a new array:
bool MathTrunc(
const double& array[], // array of values
double& result[] // array of results
)
Return Value
Returns true if successful, otherwise false.
Version for working with an array of double-precision floating-point numbers. The results are output to
the original array:
bool MathTrunc(
double& array[] // array of values
)
Return Value
Returns true if successful, otherwise false.
Parameters
x
[in] Double-precision floating-point number, the integer part of which is to be obtained.
array[]
[in] Array of double-precision floating-point numbers, the integer parts of which are to be
obtained.
array[]
[out] Array of output values.
result[]
[out] Array of output values.
© 2000-2017, MetaQuotes Software Corp.
2146 Standard Library
MathRound
Rounds a double-precision floating-point number or an array of such numbers to the specified number
of decimal places.
Version for rounding a double-precision floating-point number to the specified number of decimal
places:
double MathRound(
const double x, // value of the number
const int digits // the number of decimal places
)
Return Value
A number nearest to the x parameter, with the number of decimal places equal to digits.
Version for rounding an array of double-precision floating-point numbers to the specified number of
decimal places. The results are output to a new array.
bool MathRound(
const double& array[], // array of values
int digits, // the number of decimal places
double& result[] // array of results
)
Return Value
Returns true if successful, otherwise false.
Version for rounding an array of double-precision floating-point numbers to the specified number of
decimal places. The results are output to the original array.
bool MathRound(
double& array[], // array of values
int digits // the number of decimal places
)
Return Value
Returns true if successful, otherwise false.
Parameters
x
[in] Double-precision floating-point number to be rounded.
digits
[in] The number of decimal places in the returned value.
array[]
[in] Array of double-precision floating-point numbers to be rounded.
array[]
© 2000-2017, MetaQuotes Software Corp.
2147 Standard Library
[out] Array of output values.
result[]
[out] Array of output values.
© 2000-2017, MetaQuotes Software Corp.
2148 Standard Library
MathArctan2
Returns the arctangent of the quotient of two arguments (x, y).
Version for working with the ratio of the two specified numbers (x, y):
double MathArctan2(
const double y, // Y coordinate
const double x // X coordinate
)
Return Value
Angle θ, measured in radians, so that -π≤θ≤π and tan (θ) = y or x, where (x, y) is a point in a
Cartesian coordinate system.
Version for working with the ratio of the element pairs from the x and y arrays:
bool MathArctan2(
const double& x[], // array of x values
const double& y[], // array of y values
double& result[] // array of results
)
Return Value
Returns true if successful, otherwise false.
Parameters
y
[in] The Y coordinate of the point.
x
[in] The X coordinate of the point.
x[]
[in] Array of X coordinates of the points.
y[]
[in] Array of Y coordinates of the points.
result[]
[out] Array to output the results
Notes
Please note the following.
· For (x, y) in the quadrant 1, the return value will be: 0 < θ < π/2.
· For (x, y) in the quadrant 2, the return value will be: π/2 < θ≤π.
· For (x, y) in the quadrant 3, the return value will be: -π < θ <-π/2.
· For (x, y) in the quadrant 4, the return value will be: -π/2 < θ < 0.
© 2000-2017, MetaQuotes Software Corp.
2149 Standard Library
The return value for the points outside these quadrants is indicated below.
· If y is 0 and x is not negative, then θ = 0.
· If y is 0 and x is negative, then θ = π.
· If y is a positive number, and x is 0, then θ = π/2.
· If y is negative and х is 0, then θ = -π/2.
· If y is 0 and х is 0, then θ = -π/2.
If the value of the x or y parameter is NaN, or if the values of the x and y parameters are equal to
the value PositiveInfinity or NegativeInfinity, the method returns the NaN value.
© 2000-2017, MetaQuotes Software Corp.
2150 Standard Library
MathGamma
Calculates the value of the gamma function for the real argument x.
double MathGamma(
const double x // argument of the function
)
Parameters
x
[in] The real argument of the function.
Return Value
The value of the gamma function.
© 2000-2017, MetaQuotes Software Corp.
2151 Standard Library
MathGammaLog
Calculates the logarithm of the gamma function for the real argument x.
double MathGammaLog(
const double x // argument of the function
)
Parameters
x
[in] The real argument of the function.
Return Value
Logarithm of the function.
© 2000-2017, MetaQuotes Software Corp.
2152 Standard Library
MathBeta
Calculates the value of the beta function for the real arguments a and b.
double MathBeta(
const double a, // the first argument of the function
const double b // the second argument of the function
)
Parameters
a
[in] The a argument of the function.
b
[in] The b argument of the function.
Return Value
Value of the function.
© 2000-2017, MetaQuotes Software Corp.
2153 Standard Library
MathBetaLog
Calculates the logarithm of the beta function for the real arguments a and b.
double MathBetaLog(
const double a, // the first argument of the function
const double b // the second argument of the function
)
Parameters
a
[in] The a argument of the function.
b
[in] The b argument of the function.
Return Value
Logarithm of the function.
© 2000-2017, MetaQuotes Software Corp.
2154 Standard Library
MathBetaIncomplete
Calculates the value of the incomplete beta function.
double MathBetaIncomplete(
const double x, // argument of the function
const double p, // the first parameter of the function
const double q // the second parameter of the function
)
Parameters
x
[in] The argument of the function.
p
[in] The first parameter of the beta function, must be >0.0.
q
[in] The second parameter of the beta function, must be >0.0.
Return Value
Value of the function.
© 2000-2017, MetaQuotes Software Corp.
2155 Standard Library
MathGammaIncomplete
Calculates the value of the incomplete gamma function.
double MathGammaIncomplete(
double x, // argument of the function
double alpha // parameter of the function
)
Parameters
x
[in] The argument of the function.
alpha
[in] The parameter of the incomplete gamma function.
Return Value
Value of the function.
© 2000-2017, MetaQuotes Software Corp.
2156 Standard Library
MathBinomialCoefficient
Calculates the binomial coefficient: C(n,k)=n!/(k!*(n-k)!).
long MathBinomialCoefficient(
const int n, // the total number of elements
const int k // the number of elements in combination
)
Parameters
n
[in] The number of elements.
k
[in] The number of elements for each combination.
Return Value
The number of combinations of N choose K.
© 2000-2017, MetaQuotes Software Corp.
2157 Standard Library
MathBinomialCoefficientLog
Calculates the logarithm of the binomial coefficient: Log(C(n,k))=Log(n!/(k!*(n-k)!))
Version for integer arguments:
double MathBinomialCoefficientLog(
const int n, // the total number of elements
const int k // the number of elements in combination
)
Version for real arguments:
double MathBinomialCoefficientLog(
const double n, // the total number of elements
const double k // the number of elements in combination
)
Parameters
n
[in] The number of elements.
k
[in] The number of elements for each combination.
Return Value
The logarithm of C(n,k).
© 2000-2017, MetaQuotes Software Corp.
2158 Standard Library
MathHypergeometric2F2
Calculates the value of the Hypergeometric_2F2 (a, b, c, d, z) function using the Taylor's method.
double MathHypergeometric2F2(
const double a, // the first parameter of the function
const double b, // the second parameter of the function
const double c, // the third parameter of the function
const double d, // the fourth parameter of the function
const double z // the fifth parameter of the function
)
Parameters
a
[in] The first parameter of the function.
b
[in] The second parameter of the function.
c
[in] The third parameter of the function.
d
[in] The fourth parameter of the function.
z
[in] The fifth parameter of the function.
Return Value
Value of the function.
© 2000-2017, MetaQuotes Software Corp.
2159 Standard Library
MathSequence
Generates a sequence of values based on the following values: the first element, the last element, the
step of the sequence.
Version for working with real values:
bool MathSequence(
const double from, // initial value
const double to, // final value
const double step, // step
double& result[] // array of results
)
Version for working with integer values:
bool MathSequence(
const int from, // initial value
const int to, // final value
const int step, // step
int& result[] // array of results
)
Parameters
from
[in] The first value of the sequence
to
[in] The last value of the sequence
step
[in] The step of the sequence.
result[]
[out] Array to output the sequence.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2160 Standard Library
MathSequenceByCount
Generates a sequence of values based on the following values: the first element, the last element, the
number of elements in the sequence.
Version for working with real values:
bool MathSequenceByCount(
const double from, // initial value
const double to, // final value
const int count, // count
double& result[] // array of results
)
Version for working with integer values:
bool MathSequenceByCount(
const int from, // initial value
const int to, // final value
const int count, // count
int& result[] // array of results
)
Parameters
from
[in] The first value of the sequence.
to
[in] The last value of the sequence.
count
[in] The number of elements in the sequence.
result[]
[out] Array to output the sequence.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2161 Standard Library
MathReplicate
Generates a repeating sequence of values.
Version for working with real values:
bool MathReplicate(
const double& array[], // array of values
const int count, // number of repetitions
double& result[] // array of results
)
Version for working with integer values:
bool MathReplicate(
const int& array[], // array of values
const int count, // number of repetitions
int& result[] // array of results
)
Parameters
array[]
[in] Array for generating a sequence.
count
[in] The number of the array repetitions in the sequence.
result[]
[out] Array to output the sequence.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2162 Standard Library
MathReverse
Generates an array of values with reverse order of elements.
Version for working with real values and with output of the results to a new array:
bool MathReverse(
const double& array[], // array of values
double& result[] // array of results
)
Version for working with integer values and with output of the results to a new array:
bool MathReverse(
const int& array[], // array of values
int& result[] // array of results
)
Version for working with real values and with output of the results to the original array.
bool MathReverse(
double& array[] // array of values
)
Version for working with integer values and with output of the results to the original array:
bool MathReverse(
int& array[] // array of values
)
Parameters
array[]
[in] Array of values.
array[]
[out] Output array with the reverse order of values.
result[]
[out] Output array with the reverse order of values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2163 Standard Library
MathIdentical
Compares two arrays of values and returns true if all elements match.
Version for working with arrays of real values:
bool MathIdentical(
const double& array1[], // the first array of values
const double& array2[] // the second array of values
)
Version for working with arrays of integer values:
bool MathIdentical(
const int& array1[], // the first array of values
const int& array2[] // the second array of values
)
Parameters
array1[]
[in] The first array to compare.
array2[]
[in] The second array to compare.
Return Value
Returns true if the arrays are equal, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2164 Standard Library
MathUnique
Generates an array with unique values only.
Version for working with real values:
bool MathUnique(
const double& array[], // array of values
double& result[] // array of results
)
Version for working with integer values:
bool MathUnique(
const int& array[], // array of values
int& result[] // array of results
)
Parameters
array[]
[in] The source array.
result[]
[out] Array to output the unique values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2165 Standard Library
MathQuickSortAscending
The function for the simultaneous ascending sorting of the array[] and indices[] arrays using the
QuickSort algorithm.
void MathQuickSortAscending(
double& array[], // array of values
int& indices[], // array of indexes
int first, // initial value
int last // final value
)
Parameters
array[]
[in][out] Array to be sorted.
indices[]
[in][out] Array to store the indexes of the original array.
first
[in] Index of the element to start sorting from.
last
[in] Index of the element to stop sorting at.
© 2000-2017, MetaQuotes Software Corp.
2166 Standard Library
MathQuickSortDescending
The function for the simultaneous descending sorting of the array[] and indices[] arrays using the
QuickSort algorithm.
void MathQuickSortDescending(
double& array[], // array of values
int& indices[], // array of indexes
int first, // initial value
int last // final value
)
Parameters
array[]
[in][out] Array to be sorted.
indices[]
[in][out] Array to store the indexes of the original array.
first
[in] Index of the element to start sorting from.
last
[in] Index of the element to stop sorting at.
© 2000-2017, MetaQuotes Software Corp.
2167 Standard Library
MathQuickSort
The function for the simultaneous sorting of the array[] and indices[] arrays using the QuickSort
algorithm.
void MathQuickSort(
double& array[], // array of values
int& indices[], // array of indexes
int first, // initial value
int last, // final value
int mode // direction
)
Parameters
array[]
[in][out] Array to be sorted.
indices[]
[in][out] Array to store the indexes of the original array.
first
[in] Index of the element to start sorting from.
last
[in] Index of the element to stop sorting at.
mode
[in] Direction of sorting (>0 ascending; otherwise, descending).
© 2000-2017, MetaQuotes Software Corp.
2168 Standard Library
MathOrder
Generates an integer array with permutation according to order of the array elements after sorting.
Version for working with an array of real values:
bool MathOrder(
const double& array[], // array of values
int& result[] // array of results
)
Version for working with an array of integer values:
bool MathOrder(
const int& array[], // array of values
int& result[] // array of results
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array to output the sorted indexes.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2169 Standard Library
MathBitwiseNot
Calculates the result of bitwise NOT operation for array elements.
Version with output of the results to a new array:
bool MathBitwiseNot(
const int& array[], // array of values
int& result[] // array of results
)
Version with output of the results to the original array:
bool MathBitwiseNot(
int& array[] // array of values
)
Parameters
array[]
[in] Array of values.
array[]
[out] Array of output values.
result[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2170 Standard Library
MathBitwiseAnd
Calculates the result of bitwise AND operation for specified arrays.
bool MathBitwiseAnd(
const int& array1[], // the first array of values
const int& array2[], // the second array of values
int& result[] // array of results
)
Parameters
array1[]
[in] The first array of values.
array2[]
[in] The second array of values.
result[]
[out] Array to output the results.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2171 Standard Library
MathBitwiseOr
Calculates the result of bitwise OR operation for specified arrays.
bool MathBitwiseOr(
const int& array1[], // the first array of values
const int& array2[], // the second array of values
int& result[] // array of results
)
Parameters
array1[]
[in] The first array of values.
array2[]
[in] The second array of values.
result[]
[out] Array to output the results.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2172 Standard Library
MathBitwiseXor
Calculates the result of bitwise XOR operation for specified arrays.
bool MathBitwiseXor(
const int& array1[], // the first array of values
const int& array2[], // the second array of values
int& result[] // array of results
)
Parameters
array1[]
[in] The first array of values.
array2[]
[in] The second array of values.
result[]
[out] Array to output the results.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2173 Standard Library
MathBitwiseShiftL
Calculates the result of bitwise SHL (bitwise shift left) operation for array elements.
Version with output of the results to a new array:
bool MathBitwiseShiftL(
const int& array[], // array of values
const int n, // shift value
int& result[] // array of results
)
Version with output of the results to the original array:
bool MathBitwiseShiftL(
int& array[], // array of values
const int n // shift value
)
Parameters
array[]
[in] Array of values.
n
[in] The number of bits to shift.
array[]
[out] Array of output values.
result[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2174 Standard Library
MathBitwiseShiftR
Calculates the result of bitwise SHR (bitwise shift right) operation for array elements.
Version with output of the results to a new array:
bool MathBitwiseShiftR(
const int& array[], // array of values
const int n, // shift value
int& result[] // array of results
)
Version with output of the results to the original array:
bool MathBitwiseShiftR(
int& array[], // array of values
const int n // shift value
)
Parameters
array[]
[in] Array of values.
n
[in] The number of bits to shift.
array[]
[out] Array of output values.
result[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2175 Standard Library
MathCumulativeSum
Generates an array with the cumulative sums.
Version with output of the results to a new array:
bool MathCumulativeSum(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathCumulativeSum(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
array[]
[out] Array of output values.
result[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2176 Standard Library
MathCumulativeProduct
Generates an array with the cumulative products.
Version with output of the results to a new array:
bool MathCumulativeProduct(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathCumulativeProduct(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2177 Standard Library
MathCumulativeMin
Generates an array with the cumulative minima.
Version with output of the results to a new array:
bool MathCumulativeMin(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathCumulativeMin(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2178 Standard Library
MathCumulativeMax
Generates an array with the cumulative maxima.
Version with output of the results to a new array:
bool MathCumulativeMax(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathCumulativeMax(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2179 Standard Library
MathSin
Calculates the values of the sin(x) function for array elements.
Version with output of the results to a new array:
bool MathSin(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathSin(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2180 Standard Library
MathCos
Calculates the values of the cos(x) function for array elements.
Version with output of the results to a new array:
bool MathCos(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathCos(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2181 Standard Library
MathTan
Calculates the values of the tan(x) function for array elements.
Version with output of the results to a new array:
bool MathTan(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathTan(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2182 Standard Library
MathArcsin
Calculates the values of the arcsin(x) function for array elements.
Version with output of the results to a new array:
bool MathArcsin(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathArcsin(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2183 Standard Library
MathArccos
Calculates the values of the arccos(x) function for array elements.
Version with output of the results to a new array:
bool MathArccos(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathArccos(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2184 Standard Library
MathArctan
Calculates the values of the arctan(x) function for array elements.
Version with output of the results to a new array:
bool MathArctan(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathArctan(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2185 Standard Library
MathSinPi
Calculates the values of the sin(pi*x) function for array elements.
Version with output of the results to a new array:
bool MathSinPi(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathSinPi(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2186 Standard Library
MathCosPi
Calculates the values of the cos(pi*x) function for array elements.
Version with output of the results to a new array:
bool MathCosPi(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathCosPi(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2187 Standard Library
MathTanPi
Calculates the values of the tan(pi*x) function for array elements.
Version with output of the result to a new array:
bool MathTanPi(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the result to the original array:
bool MathTanPi(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2188 Standard Library
MathAbs
Calculates the absolute values of array elements.
Version with output of the results to a new array:
bool MathAbs(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathAbs(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2189 Standard Library
MathCeil
Returns the nearest larger integers for array elements.
Version with output of the results to a new array:
bool MathCeil(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathCeil(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2190 Standard Library
MathFloor
Returns the nearest smaller integers for array elements.
Version with output of the results to a new array:
bool MathFloor(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathFloor(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2191 Standard Library
MathSqrt
Calculates the square roots of array elements.
Version with output of the results to a new array:
bool MathSqrt(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathSqrt(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2192 Standard Library
MathExp
Calculates the values of the exp(x) function for array elements.
Version with output of the results to a new array:
bool MathExp(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathExp(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2193 Standard Library
MathPow
Calculates the values of the pow(x, power) function for array elements.
Version with output of the results to a new array:
bool MathPow(
const double& array[], // array of values
const double power, // power
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathPow(
double& array[], // array of values
const double power // power
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2194 Standard Library
MathLog
Calculates the values of the log(x) function for array elements.
Version for calculating the natural logarithm with output of the results to a new array.
bool MathLog(
const double& array[], // array of values
double& result[] // array of results
)
Version for calculating the natural logarithm with output of the results to the original array.
bool MathLog(
double& array[] // array of values
)
Version for calculating the logarithm to a specified base with output of the results to a new array.
bool MathLog(
const double& array[], // array of values
const double base, // base of the logarithm
double& result[] // array of results
)
Version for calculating the logarithm to a specified base with output of the results to the original
array.
bool MathLog(
double& array[], // array of values
const double base // base of the logarithm
)
Parameters
array[]
[in] Array of values.
base
[in] The base of the logarithm.
array[]
[out] Array of output values.
result[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2195 Standard Library
MathLog2
Calculates the logarithm to the base 2 for the array elements.
Version with output of the results to a new array:
bool MathLog2(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathLog2(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2196 Standard Library
MathLog10
Calculates the logarithm to the base 10 for the array elements.
Version with output of the results to a new array:
bool MathLog10(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathLog10(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2197 Standard Library
MathLog1p
Calculates the values of the log(1+x) function for array elements.
Version with output of the results to a new array:
bool MathLog1p(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathLog1p(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2198 Standard Library
MathDifference
Generates an array with element differences of y[i]=x[i+lag]-x[i].
Version for a single generation of an array of real values:
bool MathDifference(
const double &array[], // array of values
const int lag, // lag
double &result[] // array of results
)
Version for a single generation of an array of integer values:
bool MathDifference(
const int &array[], // array of values
const int lag, // lag
int &result[] // array of results
)
Version for iterated generation of an array of real values (the number of iterations is set in the input
parameters):
bool MathDifference(
const double &array[], // array of values
const int lag, // lag
const int differences, // number of iterations
double &result[] // array of results
)
Version for iterated generation of an array of integer values (the number of iterations is set in the
input parameters):
bool MathDifference(
const int& array[], // array of values
const int lag, // lag
const int differences, // number of iterations
int& result[] // array of results
)
Parameters
array[]
[in] Array of values.
lag
[in] Lag parameter.
differences
[in] The number of iterations.
result[]
© 2000-2017, MetaQuotes Software Corp.
2199 Standard Library
[out] Array to output the results.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2200 Standard Library
MathSample
Generates a random sample from the array elements.
Version for working with an array of real values:
bool MathSample(
const double& array[], // array of values
const int count, // count
double& result[] // array of results
)
Version for working with an array of integer values:
bool MathSample(
const int& array[], // array of values
const int count, // count
int& result[] // array of results
)
Version for working with an array of real values. It is possible to obtain a sample with replacement:
bool MathSample(
const double& array[], // array of values
const int count, // count
const bool replace, // flag
double& result[], // array of results
)
Version for working with an array of integer values. It is possible to obtain a sample with replacement:
bool MathSample(
const int& array[], // array of values
const int count, // count
const bool replace, // flag
int& result[] // array of results
)
Version for working with an array of real values, for which the probabilities of sampling are defined.
bool MathSample(
const double& array[], // array of values
double& probabilities[], // array of probabilities
const int count, // count
double& result[] // array of results
)
Version for working with an array of integer values, for which the probabilities of sampling are
defined.
© 2000-2017, MetaQuotes Software Corp.
2201 Standard Library
bool MathSample(
const int& array[], // array of values
double& probabilities[], // array of probabilities
const int count, // count
int& result[] // array of results
)
Version for working with an array of real values, for which the probabilities of sampling are defined. It
is possible to obtain a sample with replacement:
bool MathSample(
const double& array[], // array of values
double& probabilities[], // array of probabilities
const int count, // count
const bool replace, // flag
double& result[] // array of results
)
Version for working with an array of integer values, for which the probabilities of sampling are
defined. It is possible to obtain a sample with replacement:
bool MathSample(
const int& array[], // array of values
double& probabilities[], // array of probabilities
const int count, // count
const bool replace, // flag
int& result[] // array of results
)
Parameters
array[]
[in] Array of integer values.
probabilities[]
[in] Array of probabilities for sampling the elements.
count
[in] The number of elements.
replace
[in] Parameter that allows sampling with replacement.
result[]
[out] Array to output the results.
Return Value
Returns true if successful, otherwise false.
Note
© 2000-2017, MetaQuotes Software Corp.
2202 Standard Library
The replace=true argument allows performing random sampling of the elements with replacement
back to the original sequence.
© 2000-2017, MetaQuotes Software Corp.
2203 Standard Library
MathTukeySummary
Calculates the Tukey's five-number summary (minimum, lower quartile, median, upper quartile,
maximum) for the array elements.
bool MathTukeySummary(
const double& array[], // array of values
const bool removeNAN, // flag
double& minimum, // minimum value
double& lower_hinge, // lower quartile
double& median, // median value
double& upper_hinge, // upper quartile
double& maximum // maximum value
)
Parameters
array[]
[in] Array of real values.
removeNAN
[in] Flag that indicates if non-numeric values are to be removed.
minimum
[out] Variable to store the minimum value.
lower_hinge
[out] Variable to store the lower quartile.
median
[out] Variable to store the median value.
upper_hinge
[out] Variable to store the upper quartile.
maximum
[out] Variable to store the maximum value.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2204 Standard Library
MathRange
Calculates the minima and maxima of array elements.
bool MathRange(
const double& array[], // array of values
double& min, // minimum value
double& max // maximum value
)
Parameters
array[]
[in] Array of values.
min
[out] Variable to store the minimum value.
max
[out] Variable to store the maximum value.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2205 Standard Library
MathMin
Returns the minimum value of all array elements.
double MathMin(
const double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
Return Value
The minimum value.
© 2000-2017, MetaQuotes Software Corp.
2206 Standard Library
MathMax
Returns the maximum value of all array elements.
double MathMax(
const double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
Return Value
The maximum value.
© 2000-2017, MetaQuotes Software Corp.
2207 Standard Library
MathSum
Returns the sum of array elements.
double MathSum(
const double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
Return Value
The sum of the elements.
© 2000-2017, MetaQuotes Software Corp.
2208 Standard Library
MathProduct
Returns the product of array elements.
double MathProduct(
const double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
Return Value
The product of the elements.
© 2000-2017, MetaQuotes Software Corp.
2209 Standard Library
MathStandardDeviation
Calculates the standard deviation of array elements.
double MathStandardDeviation(
const double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
Return Value
Standard deviation.
© 2000-2017, MetaQuotes Software Corp.
2210 Standard Library
MathAverageDeviation
The function calculates the average absolute deviation of array elements.
double MathAverageDeviation(
const double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
Return Value
The average absolute deviation of array elements.
© 2000-2017, MetaQuotes Software Corp.
2211 Standard Library
MathMedian
Calculates the median value of array elements.
double MathMedian(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
Return Value
The median value.
© 2000-2017, MetaQuotes Software Corp.
2212 Standard Library
MathMean
Calculates the mean values of array elements.
double MathMean(
const double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
Return Value
The mean value.
© 2000-2017, MetaQuotes Software Corp.
2213 Standard Library
MathVariance
The function calculates the variance (second moment) of array elements.
double MathVariance(
const double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
Return Value
Value of the variance.
© 2000-2017, MetaQuotes Software Corp.
2214 Standard Library
MathSkewness
The function calculates the skewness (third moment) of array elements.
double MathSkewness(
const double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
Return Value
Skewness.
© 2000-2017, MetaQuotes Software Corp.
2215 Standard Library
MathKurtosis
The function calculates the kurtosis (fourth moment) of array elements.
double MathKurtosis(
const double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
Return Value
Kurtosis.
© 2000-2017, MetaQuotes Software Corp.
2216 Standard Library
MathExpm1
Calculates the values of the exp(x)-1 function for array elements.
Version with output of the results to a new array:
bool MathExpm1(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathExpm1(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2217 Standard Library
MathSinh
Calculates the values of the sinh(x) function for array elements.
Version with output of the results to a new array:
bool MathSinh(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathSinh(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2218 Standard Library
MathCosh
Calculates the values of the cosh(x) function for array elements.
Version with output of the results to a new array:
bool MathCosh(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathCosh(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2219 Standard Library
MathTanh
Calculates the values of the tanh(x) function for array elements.
Version with output of the results to a new array:
bool MathTanh(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathTanh(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2220 Standard Library
MathArcsinh
Calculates the values of the arcsinh(x) function for array elements.
Version with output of the results to a new array:
bool MathArcsinh(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathArcsinh(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2221 Standard Library
MathArccosh
Calculates the values of the arccosh(x) function for array elements.
Version with output of the results to a new array:
bool MathArccosh(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathArccosh(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2222 Standard Library
MathArctanh
Calculates the values of the arctanh(x) function for array elements.
Version with output of the results to a new array:
bool MathArctanh(
const double& array[], // array of values
double& result[] // array of results
)
Version with output of the results to the original array:
bool MathArctanh(
double& array[] // array of values
)
Parameters
array[]
[in] Array of values.
result[]
[out] Array of output values.
array[]
[out] Array of output values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2223 Standard Library
MathSignif
Rounds a value to the specified number of digits in the mantissa.
Version for working with a real value:
double MathSignif(
const double x, // value
const int digits // number of decimal places
)
Return Value
The rounded value.
Version for working with an array of real values and with output of the results to a separate array:
bool MathSignif(
const double& array[], // array of values
int digits, // number of decimal places
double result[] // array of results
)
Return Value
Returns true if successful, otherwise false.
Version for working with an array of real values and with output of the results to the original array:
bool MathSignif(
double& array[], // array of values
int digits // number of decimal places
)
Return Value
Returns true if successful, otherwise false.
Parameters
x
[in] Real value to be rounded.
digits
[in] Number of decimal places.
array[]
[in] Array of real values.
array[]
[out] Array of output values.
result[]
[out] Array of output values.
© 2000-2017, MetaQuotes Software Corp.
2224 Standard Library
© 2000-2017, MetaQuotes Software Corp.
2225 Standard Library
MathRank
Calculates the ranks of array elements.
Version for working with an array of real values:
bool MathRank(
const double& array[], // array of values
double& rank[] // array of ranks
)
Version for working with an array of integer values:
bool MathRank(
const int& array[], // array of values
double& rank[] // array of ranks
)
Parameters
array[]
[in] Array of values.
rank[]
[out] Array to output the ranks.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2226 Standard Library
MathCorrelationPearson
Calculates the Pearson's correlation coefficient.
Version for working with arrays of real values:
bool MathCorrelationPearson(
const double& array1[], // the first array of values
const double& array2[], // the second array of values
double& r // correlation coefficient
)
Version for working with arrays of integer values:
bool MathCorrelationPearson(
const int& array1[], // the first array of values
const int& array2[], // the second array of values
double& r // correlation coefficient
)
Parameters
array1[]
[in] The first array of values.
array2[]
[in] The second array of values.
r
[out] Variable to store the correlation coefficient.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2227 Standard Library
MathCorrelationSpearman
Calculates the Spearman's correlation coefficient.
Version for working with arrays of real values:
bool MathCorrelationSpearman(
const double& array1[], // the first array of values
const double& array2[], // the second array of values
double& r // correlation coefficient
)
Version for working with arrays of integer values:
bool MathCorrelationSpearman(
const int& array1[], // the first array of values
const int& array2[], // the second array of values
double& r // correlation coefficient
)
Parameters
array1[]
[in] The first array of values.
array2[]
[in] The second array of values.
r
[out] Variable to store the correlation coefficient.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2228 Standard Library
MathCorrelationKendall
Calculates the Kendall's correlation coefficient.
Version for working with arrays of real values:
bool MathCorrelationKendall(
const double& array1[], // the first array of values
const double& array2[], // the second array of values
double& tau // correlation coefficient
)
Version for working with arrays of integer values:
bool MathCorrelationKendall(
const int& array1[], // the first array of values
const int& array2[], // the second array of values
double& tau // correlation coefficient
)
Parameters
array1[]
[in] The first array of values.
array2[]
[in] The second array of values.
tau
[out] Variable to store the correlation coefficient.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2229 Standard Library
MathQuantile
Calculates sample quantiles corresponding to the specified probabilities: Q[i](p) = (1 - gamma)
*x[j] + gamma*x[j+1]
bool MathQuantile(
const double& array[], // array of values
const double& probs[], // array of probabilities
double& quantile[] // array to output the quantiles
)
Parameters
array[]
[in] Array of values.
probs[]
[in] Array of probabilities.
quantile[]
[out] Array to output the quantiles.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2230 Standard Library
MathProbabilityDensityEmpirical
The function calculates the empirical probability density function (pdf) for random values from an
array.
bool MathProbabilityDensityEmpirical(
const double& array[], // array of random values
const int count, // the number of pairs
double& x[], // array of x values
double& pdf[] // array of pdf values
)
Parameters
array[]
[in] Array of random values.
count
[in] The number of (x, pdf(x)) pairs.
x[]
[out] Array to output the x values.
pdf[]
[out] Array to output the pdf(x) values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2231 Standard Library
MathCumulativeDistributionEmpirical
The function calculates the empirical cumulative distribution function (cdf) for random values from an
array.
bool MathCumulativeDistributionEmpirical(
const double& array[], // array of random values
const int count, // the number of pairs
double& x[], // array of x values
double& cdf[] // array of cdf values
)
Parameters
array[]
[in] Array of random values.
count
[in] The number of (x, cdf(x)) pairs.
x[]
[out] Array to output the x values.
cdf[]
[out] Array to output the cdf(x) values.
Return Value
Returns true if successful, otherwise false.
© 2000-2017, MetaQuotes Software Corp.
2232 Standard Library
Fuzzy is a library for working with fuzzy logic
Fuzzy logic is a synthesis of the traditional Aristotelian logic when truth is marked as a linguistic
variable. Fuzzy logic, equivalent to classical logic, has its own fuzzy logic operations on fuzzy sets
defined. There are the same operations for fuzzy sets as well as for ordinary sets, only their
calculation is by far more difficult. We should also note that the composition of fuzzy sets constitutes
as a fuzzy set.
The main principles of fuzzy logic, setting it apart from classical logic, are the maximum proximity to
the reflection of reality and a high level of subjectivity, which can lead to significant errors in
calculations.
Fuzzy model (or system) is a mathematical model whose calculation is based on fuzzy logic.
Construction of such models is applicable when the subject of study has a weak formalization and its
exact mathematical description is too complex or unknown. The quality of these models' output values
(error model) directly depends only on the Expert Advisor, which set up this model. The best option to
minimize errors is to draw the most complete and comprehensive model and subsequently adjust it
with machine learning on a large training set.
The progress of a model construction can be divided into three main stages:
1. Definition of input and output characteristics of a model.
2. Building a knowledge base.
3. Selecting one of the methods of fuzzy inference (Mamdani or Sugeno).
The first stage directly effects the consequent two and determines the future operation of the model.
A knowledge base or, as sometimes called, rule base is a set of fuzzy rules type: "if, then" that define
the relationship between inputs and outputs of the examined object. The number of rules in the
system is not limited and is also determined by the Expert Advisor. The generalized format of fuzzy
rules is as follows:
If rule condition, then rule conclusion.
Rule condition describes the current state of the object, and rule conclusion — how this condition
affects the object. General view of conditions and conclusions cannot be selected because they are
determined by a fuzzy inference.
Each rule in the system has its weight — this characteristic defines the importance of a rule in the
model. Weighting factors are assigned to a rule within range [0, 1]. In many examples with fuzzy
models, which can be found in the relevant literature, weight data is not specified, but it does not
mean that it is not present. In fact, in such case for each rule from the database, the weight is fixed
and equals unity. There can be two types of terms and conclusions for each rule:
1. simple — includes one fuzzy variable;
2. complex — includes several fuzzy variables.
Depending on the created knowledge base, the system of fuzzy inference is determined for a model.
Fuzzy logical inference is a receipt of conclusion in form of a fuzzy set corresponding to the current
value of the inputs with use of knowledge base and fuzzy operations. The two main types of fuzzy
inference are Mamdani and Sugeno.
© 2000-2017, MetaQuotes Software Corp.
2233 Standard Library
Membership functions
A membership function is a function that allows to calculate the membership degree of a random
element of the universal set to a fuzzy set. Consequently, the domain of a membership function should
be within the range [0, 1].
In most cases, the membership function is continuous and monotonic.
Classes of membership functions Description
CConstantMembershipFunction Class for implementing a membership function
as a straight line in parallel with the coordinate
axis
CCompositeMembershipFunction Class for implementing a composition of
membership functions
CDifferencTwoSigmoidalMembershipFunction Class for implementing the membership
function in the form of a difference between
two sigmoid functions with the А1, А2, С1 and
С2 parameters
CGeneralizedBellShapedMembershipFunction Class for implementing a generalized bell-
shaped membership function with А, B and С
parameters
CNormalCombinationMembershipFunction Class for implementing a two-sided Gaussian
membership function with the B1, B2, Sigma1
and Sigma2 parameters
CNormalMembershipFunction Class for implementing a symmetrical Gaussian
membership function with the B and Sigma
parameters
CP_ShapedMembershipFunction Class for implementing a pi-shaped membership
function with the А, B, С and D parameters
CProductTwoSigmoidalMembershipFunction Class for implementing the membership
function in the form of a product of two
sigmoid functions with the А1, А2, С1 and С2
parameters
CS_ShapedMembershipFunction Class for implementing an S-like membership
function with the А and B parameters
CTrapezoidMembershipFunction Class for implementing a trapezoidal
membership function with the X1, X2, X3 and X4
parameters
CTriangularMembershipFunction Class for implementing a triangle membership
function with the X1, X2 and X3 parameters
CSigmoidalMembershipFunction Class for implementing a sigmoid membership
function with the A and C parameters
© 2000-2017, MetaQuotes Software Corp.
2234 Standard Library
CZ_ShapedMembershipFunction Class for implementing a z-like membership
function with the А and B parameters.
IMembershipFunction Basic class for all membership function classes.
© 2000-2017, MetaQuotes Software Corp.
2235 Standard Library
CConstantMembershipFunction
Class for implementing a membership function as a straight line in parallel with the coordinate axis.
Description
The function is described by the equation:
y(x)=c
Therefore, the membership degree for the function is the same along the entire numerical axis and is
equal to the parameter specified in the constructor.
A sample code for plotting a chart is displayed below.
Declaration
class CConstantMembershipFuncion : public IMembershipFunction
Title
#include <Math\Fuzzy\membershipfunction.mqh>
Inheritance hierarchy
CObject
IMembershipFunction
CConstantMembershipFunction
Class methods
Class method Description
GetValue Calculates the value of the membership
function by a specified argument.
© 2000-2017, MetaQuotes Software Corp.
2236 Standard Library
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Example
//+------------------------------------------------------------------+
//| ConstantMembershipFunction.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#include <Math\Fuzzy\membershipfunction.mqh>
#include <Graphics\Graphic.mqh>
//--- Create membership functions
CConstantMembershipFunction func1(0.2);
CConstantMembershipFunction func2(0.5);
CConstantMembershipFunction func3(0.8);
//--- Create wrappers for membership functions
double ConstantMembershipFunction1(double x) { return(func1.GetValue(x)); }
double ConstantMembershipFunction2(double x) { return(func2.GetValue(x)); }
double ConstantMembershipFunction3(double x) { return(func3.GetValue(x)); }
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create graphic
CGraphic graphic;
if(!graphic.Create(0,"ConstantMembershipFunction",0,30,30,780,380))
{
graphic.Attach(0,"ConstantMembershipFunction");
}
graphic.HistoryNameWidth(70);
graphic.BackgroundMain("ConstantMembershipFunction");
graphic.BackgroundMainSize(16);
//--- create curve
graphic.CurveAdd(ConstantMembershipFunction1,0.0,10.0,1.0,CURVE_LINES,"[0.2]");
graphic.CurveAdd(ConstantMembershipFunction2,0.0,10.0,1.0,CURVE_LINES,"[0.5]");
graphic.CurveAdd(ConstantMembershipFunction3,0.0,10.0,1.0,CURVE_LINES,"[0.8]");
//--- sets the X-axis properties
graphic.XAxis().AutoScale(false);
graphic.XAxis().Min(0.0);
graphic.XAxis().Max(10.0);
graphic.XAxis().DefaultStep(1.0);
//--- sets the Y-axis properties
graphic.YAxis().AutoScale(false);
graphic.YAxis().Min(0.0);
graphic.YAxis().Max(1.1);
graphic.YAxis().DefaultStep(0.2);
//--- plot
© 2000-2017, MetaQuotes Software Corp.
2237 Standard Library
graphic.CurvePlotAll();
graphic.Update();
}
GetValue
Calculates the value of the membership function by a specified argument.
double GetValue(
const double x // membership function argument
)
Parameters
x
[in] Membership function argument.
Return Value
Membership function value.
© 2000-2017, MetaQuotes Software Corp.
2238 Standard Library
CCompositeMembershipFunction
Class for implementing a composition of membership functions.
Description
Composition of membership functions is a combination of two or more membership functions using a
specified operator.
A sample code for plotting a chart is displayed below.
Declaration
class CCompositeMembershipFuncion : public IMembershipFunction
Title
#include <Math\Fuzzy\membershipfunction.mqh>
Inheritance hierarchy
CObject
IMembershipFunction
CCompositeMembershipFunction
Class methods
Class method Description
CompositionType Sets the composition operator.
MembershipFunctions Gets the list of membership functions.
GetValue Calculates the value of the membership
function by a specified argument.
© 2000-2017, MetaQuotes Software Corp.
2239 Standard Library
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Example
//+------------------------------------------------------------------+
//| CompositeMembershipFunction.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#include <Math\Fuzzy\membershipfunction.mqh>
#include <Graphics\Graphic.mqh>
//--- Create membership functions
CProductTwoSigmoidalMembershipFunctions func1(2,1,-1,7);
CP_ShapedMembershipFunction func2(0,6,7,9);
CCompositeMembershipFunction composite(ProdMF,GetPointer(func1),GetPointer(func2));
//--- Create wrappers for membership functions
double ProductTwoSigmoidalMembershipFunctions(double x) { return(func1.GetValue(x)); }
double P_ShapedMembershipFunction(double x) { return(func2.GetValue(x)); }
double CompositeMembershipFunction(double x) { return(composite.GetValue(x)); }
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create graphic
CGraphic graphic;
if(!graphic.Create(0,"CompositeMembershipFunction",0,30,30,780,380))
{
graphic.Attach(0,"CompositeMembershipFunction");
}
graphic.HistoryNameWidth(70);
graphic.BackgroundMain("CompositeMembershipFunction");
graphic.BackgroundMainSize(16);
//--- create curve
graphic.CurveAdd(P_ShapedMembershipFunction,0.0,10.0,0.1,CURVE_LINES,"Func1");
graphic.CurveAdd(ProductTwoSigmoidalMembershipFunctions,0.0,10.0,0.1,CURVE_LINES,"Func2");
graphic.CurveAdd(CompositeMembershipFunction,0.0,10.0,0.1,CURVE_LINES,"Func1 * Func2");
//--- sets the X-axis properties
graphic.XAxis().AutoScale(false);
graphic.XAxis().Min(0.0);
graphic.XAxis().Max(10.0);
graphic.XAxis().DefaultStep(1.0);
//--- sets the Y-axis properties
graphic.YAxis().AutoScale(false);
graphic.YAxis().Min(0.0);
graphic.YAxis().Max(1.1);
graphic.YAxis().DefaultStep(0.2);
//--- plot
© 2000-2017, MetaQuotes Software Corp.
2240 Standard Library
graphic.CurvePlotAll();
graphic.Update();
}
CompositionType
Sets the composition operator.
void CompositionType(
MfCompositionType value // operator type
)
Parameters
value
[in] Composition operator type.
Note
The following operator types are available:
· MinMF (minimum of functions)
· MaxMF (maximum of functions)
· ProdMF (product of functions)
· SumMF (sum of functions)
MembershipFunctions
Gets the list of membership functions included into a composition.
CList* MembershipFunctions(
void // list of membership functions
)
Return Value
List of membership functions.
GetValue
Calculates the value of the membership function by a specified argument.
double GetValue(
const x // membership function argument
)
Parameters
x
[in] Membership function argument.
Return Value
© 2000-2017, MetaQuotes Software Corp.
2241 Standard Library
Membership function value.
© 2000-2017, MetaQuotes Software Corp.
2242 Standard Library
CDifferencTwoSigmoidalMembershipFunction
Class for implementing the membership function in the form of a difference between two sigmoid
functions with the А1, А2, С1 and С2 parameters.
Description
The function is based on a sigmoid curve. It allows creating membership functions with the values
equal to 1 beginning with an argument value. Such functions are suitable if you need to set such
linguistic terms as "short" or "long".
A sample code for plotting a chart is displayed below.
Declaration
class CDifferencTwoSigmoidalMembershipFuncion : public IMembershipFunction
Title
#include <Math\Fuzzy\membershipfunction.mqh>
Inheritance hierarchy
CObject
IMembershipFunction
CDifferencTwoSigmoidalMembershipFunction
Class methods
Class method Description
A1 Gets and sets the first membership function
slope ratio.
© 2000-2017, MetaQuotes Software Corp.
2243 Standard Library
A2 Gets and sets the second membership function
slope ratio.
С1 Gets and sets the first membership function
inflection coordinate parameter.
С2 Gets and sets the second membership function
inflection coordinate parameter.
GetValue Calculates the value of the membership
function by a specified argument.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Example
//+------------------------------------------------------------------+
//| DifferencTwoSigmoidalMembershipFunction.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#include <Math\Fuzzy\membershipfunction.mqh>
#include <Graphics\Graphic.mqh>
//--- Create membership functions
CDifferencTwoSigmoidalMembershipFunction func1(5,1,8,7);
CDifferencTwoSigmoidalMembershipFunction func2(5,4,5,7);
CDifferencTwoSigmoidalMembershipFunction func3(5,6,2,7);
//--- Create wrappers for membership functions
double DifferencTwoSigmoidalMembershipFunction1(double x) { return(func1.GetValue(x)); }
double DifferencTwoSigmoidalMembershipFunction2(double x) { return(func2.GetValue(x)); }
double DifferencTwoSigmoidalMembershipFunction3(double x) { return(func3.GetValue(x)); }
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create graphic
CGraphic graphic;
if(!graphic.Create(0,"DifferencTwoSigmoidalMembershipFunction",0,30,30,780,380))
{
graphic.Attach(0,"DifferencTwoSigmoidalMembershipFunction");
}
graphic.HistoryNameWidth(70);
graphic.BackgroundMain("DifferencTwoSigmoidalMembershipFunction");
graphic.BackgroundMainSize(16);
//--- create curve
graphic.CurveAdd(DifferencTwoSigmoidalMembershipFunction1,0.0,10.0,0.1,CURVE_LINES,"[5, 1, 8, 7]
graphic.CurveAdd(DifferencTwoSigmoidalMembershipFunction2,0.0,10.0,0.1,CURVE_LINES,"[5, 4, 5, 7]
graphic.CurveAdd(DifferencTwoSigmoidalMembershipFunction3,0.0,10.0,0.1,CURVE_LINES,"[5, 6, 2, 7]
© 2000-2017, MetaQuotes Software Corp.
2244 Standard Library
//--- sets the X-axis properties
graphic.XAxis().AutoScale(false);
graphic.XAxis().Min(0.0);
graphic.XAxis().Max(10.0);
graphic.XAxis().DefaultStep(1.0);
//--- sets the Y-axis properties
graphic.YAxis().AutoScale(false);
graphic.YAxis().Min(0.0);
graphic.YAxis().Max(1.1);
graphic.YAxis().DefaultStep(0.2);
//--- plot
graphic.CurvePlotAll();
graphic.Update();
}
A1 (Get method)
Gets the first membership function slope ratio.
double A1()
Return Value
Slope ratio value.
A1 (Set method)
Sets the first membership function slope ratio.
void А1(
const double a1 // slope ratio value
)
Parameters
a1
[in] Slope ratio value.
A2 (Get method)
Gets the second membership function slope ratio.
double A2()
Return Value
Slope ratio value.
A2 (Set method)
Sets the second membership function slope ratio.
void А2(
© 2000-2017, MetaQuotes Software Corp.
2245 Standard Library
const double a2 // slope ratio value
)
Parameters
a2
[in] Slope ratio value.
C1 (Get method)
Gets the first membership function inflection coordinate parameter.
double C1()
Return Value
Inflection coordinate value.
С1 (Set method)
Sets the first membership function inflection coordinate parameter.
void С1(
const double с1 // inflection coordinate value
)
Parameters
с1
[in] Inflection coordinate value.
C2 (Get method)
Gets the second membership function inflection coordinate parameter.
double C2()
Return Value
Inflection coordinate value.
С2 (Set method)
Sets the second membership function inflection coordinate parameter.
void С2(
const double с2 // inflection coordinate value
)
Parameters
с2
© 2000-2017, MetaQuotes Software Corp.
2246 Standard Library
[in] Inflection coordinate value.
GetValue
Calculates the value of the membership function by a specified argument.
double GetValue(
const double x // membership function argument
)
Parameters
x
[in] Membership function argument.
Return Value
Membership function value.
© 2000-2017, MetaQuotes Software Corp.
2247 Standard Library
CGeneralizedBellShapedMembershipFunction
Class for implementing a generalized bell-shaped membership function with А, B and С parameters.
Description
Generalized bell-shaped membership function shape is similar to Gaussian functions. The function is
smooth and takes non-zero values along the entire definition area.
A sample code for plotting a chart is displayed below.
Declaration
class CGeneralizedBellShapedMembershipFuncion : public IMembershipFunction
Title
#include <Math\Fuzzy\membershipfunction.mqh>
Inheritance hierarchy
CObject
IMembershipFunction
CGeneralizedBellShapedMembershipFunction
Class methods
Class method Description
A Gets and sets the membership function
concentration ratio.
B Gets and sets the membership function slope
ratio.
© 2000-2017, MetaQuotes Software Corp.
2248 Standard Library
С Gets and sets the membership function
maximum coordinate.
GetValue Calculates the value of the membership
function by a specified argument.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Example
//+------------------------------------------------------------------+
//| GeneralizedBellShapedMembershipFunction.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#include <Math\Fuzzy\membershipfunction.mqh>
#include <Graphics\Graphic.mqh>
//--- Create membership functions
CGeneralizedBellShapedMembershipFunction func1(5, 1, 3);
CGeneralizedBellShapedMembershipFunction func2(5, 2, 3);
CGeneralizedBellShapedMembershipFunction func3(5, 3, 3);
//--- Create wrappers for membership functions
double GeneralizedBellShapedMembershipFunction1(double x) { return(func1.GetValue(x)); }
double GeneralizedBellShapedMembershipFunction2(double x) { return(func2.GetValue(x)); }
double GeneralizedBellShapedMembershipFunction3(double x) { return(func3.GetValue(x)); }
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create graphic
CGraphic graphic;
if(!graphic.Create(0,"GeneralizedBellShapedMembershipFunction",0,30,30,780,380))
{
graphic.Attach(0,"GeneralizedBellShapedMembershipFunction");
}
graphic.HistoryNameWidth(70);
graphic.BackgroundMain("GeneralizedBellShapedMembershipFunction");
graphic.BackgroundMainSize(16);
//--- create curve
graphic.CurveAdd(GeneralizedBellShapedMembershipFunction1,0.0,10.0,0.1,CURVE_LINES,"[5, 1, 3]");
graphic.CurveAdd(GeneralizedBellShapedMembershipFunction2,0.0,10.0,0.1,CURVE_LINES,"[5, 2, 3]");
graphic.CurveAdd(GeneralizedBellShapedMembershipFunction3,0.0,10.0,0.1,CURVE_LINES,"[5, 3, 3]");
//--- sets the X-axis properties
graphic.XAxis().AutoScale(false);
graphic.XAxis().Min(0.0);
graphic.XAxis().Max(10.0);
graphic.XAxis().DefaultStep(1.0);
© 2000-2017, MetaQuotes Software Corp.
2249 Standard Library
//--- sets the Y-axis properties
graphic.YAxis().AutoScale(false);
graphic.YAxis().Min(0.0);
graphic.YAxis().Max(1.1);
graphic.YAxis().DefaultStep(0.2);
//--- plot
graphic.CurvePlotAll();
graphic.Update();
}
A (Get method)
Gets the membership function concentration ratio.
double A()
Return Value
Concentration ratio value.
A (Set method)
Sets the membership function concentration ratio.
void А(
const double a // concentration ratio value
)
Parameters
a
[in] Membership function concentration ratio.
B (Get method)
Gets the membership function slope ratio.
double B()
Return Value
Slope ratio value.
B (Set method)
Sets the membership function slope ratio.
void B(
const double b // slope ratio value
© 2000-2017, MetaQuotes Software Corp.
2250 Standard Library
Parameters
b
[in] Membership function slope ratio.
C (Get method)
Gets the membership function maximum coordinate.
double C()
Return Value
Membership function maximum coordinate.
С (Set method)
Sets the membership function maximum coordinate.
void С(
const double с // maximum coordinate value
)
Parameters
с
[in] Membership function maximum coordinate.
GetValue
Calculates the value of the membership function by a specified argument.
double GetValue(
const x // membership function argument
)
Parameters
x
[in] Membership function argument.
Return Value
Membership function value.
© 2000-2017, MetaQuotes Software Corp.
2251 Standard Library
CNormalCombinationMembershipFunction
Class for implementing a two-sided Gaussian membership function with the B1, B2, Sigma1 and
Sigma2 parameters.
Description
The two-sided Gaussian membership function is formed using Gaussian distribution. It allows setting
asymmetrical membership functions. The function is smooth and takes non-zero values along the
entire definition area.
A sample code for plotting a chart is displayed below.
Declaration
class CNormalCombinationMembershipFuncion : public IMembershipFunction
Title
#include <Math\Fuzzy\membershipfunction.mqh>
Inheritance hierarchy
CObject
IMembershipFunction
CNormalCombinationMembershipFunction
Class methods
Class method Description
B1 Gets and sets the value of the first membership
function center.
© 2000-2017, MetaQuotes Software Corp.
2252 Standard Library
B2 Gets and sets the value of the second
membership function center.
Sigma1 Gets and sets the first parameter of the
membership function curvature.
Sigma2 Gets and sets the second parameter of the
membership function curvature.
GetValue Calculates the value of the membership
function by a specified argument.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Example
//+------------------------------------------------------------------+
//| NormalCombinationMembershipFunction.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#include <Math\Fuzzy\membershipfunction.mqh>
#include <Graphics\Graphic.mqh>
//--- Create membership functions
CNormalCombinationMembershipFunction func1(1,2,3,1);
CNormalCombinationMembershipFunction func2(4,2,5,1);
CNormalCombinationMembershipFunction func3(6,2,6,1);
//--- Create wrappers for membership functions
double NormalCombinationMembershipFunction1(double x) { return(func1.GetValue(x)); }
double NormalCombinationMembershipFunction2(double x) { return(func2.GetValue(x)); }
double NormalCombinationMembershipFunction3(double x) { return(func3.GetValue(x)); }
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create graphic
CGraphic graphic;
if(!graphic.Create(0,"NormalCombinationMembershipFunction",0,30,30,780,380))
{
graphic.Attach(0,"NormalCombinationMembershipFunction");
}
graphic.HistoryNameWidth(70);
graphic.BackgroundMain("NormalCombinationMembershipFunction");
graphic.BackgroundMainSize(16);
//--- create curve
graphic.CurveAdd(NormalCombinationMembershipFunction1,0.0,10.0,0.1,CURVE_LINES,"[1, 2, 3, 1]");
graphic.CurveAdd(NormalCombinationMembershipFunction2,0.0,10.0,0.1,CURVE_LINES,"[4, 2, 5, 1]");
graphic.CurveAdd(NormalCombinationMembershipFunction3,0.0,10.0,0.1,CURVE_LINES,"[6, 2, 6, 1]");
© 2000-2017, MetaQuotes Software Corp.
2253 Standard Library
//--- sets the X-axis properties
graphic.XAxis().AutoScale(false);
graphic.XAxis().Min(0.0);
graphic.XAxis().Max(10.0);
graphic.XAxis().DefaultStep(1.0);
//--- sets the Y-axis properties
graphic.YAxis().AutoScale(false);
graphic.YAxis().Min(0.0);
graphic.YAxis().Max(1.1);
graphic.YAxis().DefaultStep(0.2);
//--- plot
graphic.CurvePlotAll();
graphic.Update();
}
B1 (Get method)
Gets the value of the first membership function center.
double B1()
Return Value
Value of the first membership function center.
B1 (Set method)
Sets the value of the first membership function center.
void B1(
const double b1 // first center value
)
Parameters
b
[in] Value of the first membership function center.
B2 (Get method)
Gets the value of the second membership function center.
double B2()
Return Value
The value of the second membership function center.
B2 (Set method)
© 2000-2017, MetaQuotes Software Corp.
2254 Standard Library
Sets the value of the second membership function center.
void B2(
const double b2 // second center value
)
Parameters
b2
[in] Value of the second membership function center.
Sigma1 (Get method)
Gets the first parameter of the membership function curvature.
double Sigma1()
Return Value
The value of the first parameter of the membership function curvature.
Sigma1 (Set method)
Sets the value of the first parameter of the membership function curvature.
void Sigma1(
const double sigma1 // first curvature parameter value
)
Parameters
sigma1
[in] The first parameter of the membership function curvature.
Sigma2 (Get method)
Gets the second parameter of the membership function curvature.
double Sigma2()
Return Value
The value of the second parameter of the membership function curvature.
Sigma2 (Set method)
Sets the value of the second parameter of the membership function curvature.
void Sigma2(
© 2000-2017, MetaQuotes Software Corp.
2255 Standard Library
const double sigma2 // second curvature parameter value
)
Parameters
sigma2
[in] The second curvature parameter of the membership function.
GetValue
Calculates the value of the membership function by a specified argument.
double GetValue(
const x // membership function argument
)
Parameters
x
[in] Membership function argument.
Return Value
Membership function value.
© 2000-2017, MetaQuotes Software Corp.
2256 Standard Library
CNormalMembershipFunction
Class for implementing a symmetrical Gaussian membership function with the B and Sigma
parameters.
Description
The symmetrical Gaussian membership function is formed using Gaussian distribution. The function
is smooth and takes non-zero values along the entire definition area.
A sample code for plotting a chart is displayed below.
Declaration
class CNormalMembershipFuncion : public IMembershipFunction
Title
#include <Math\Fuzzy\membershipfunction.mqh>
Inheritance hierarchy
CObject
IMembershipFunction
CNormalMembershipFunction
Class methods
Class method Description
B Gets and sets the membership function center.
Sigma Gets and sets the parameter of the membership
function curvature.
© 2000-2017, MetaQuotes Software Corp.
2257 Standard Library
GetValue Calculates the value of the membership
function by a specified argument.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Example
//+------------------------------------------------------------------+
//| NormalMembershipFunction.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#include <Math\Fuzzy\membershipfunction.mqh>
#include <Graphics\Graphic.mqh>
//--- Create membership functions
CNormalMembershipFunction func1(5,0.5);
CNormalMembershipFunction func2(5,1);
CNormalMembershipFunction func3(5,3);
//--- Create wrappers for membership functions
double NormalMembershipFunction1(double x) { return(func1.GetValue(x)); }
double NormalMembershipFunction2(double x) { return(func2.GetValue(x)); }
double NormalMembershipFunction3(double x) { return(func3.GetValue(x)); }
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create graphic
CGraphic graphic;
if(!graphic.Create(0,"NormalMembershipFunction",0,30,30,780,380))
{
graphic.Attach(0,"NormalMembershipFunction");
}
graphic.HistoryNameWidth(70);
graphic.BackgroundMain("NormalMembershipFunction");
graphic.BackgroundMainSize(16);
//--- create curve
graphic.CurveAdd(NormalMembershipFunction1,0.0,10.0,0.1,CURVE_LINES,"[5, 0.0]");
graphic.CurveAdd(NormalMembershipFunction2,0.0,10.0,0.1,CURVE_LINES,"[5, 1]");
graphic.CurveAdd(NormalMembershipFunction3,0.0,10.0,0.1,CURVE_LINES,"[5, 3]");
//--- sets the X-axis properties
graphic.XAxis().AutoScale(false);
graphic.XAxis().Min(0.0);
graphic.XAxis().Max(10.0);
graphic.XAxis().DefaultStep(1.0);
//--- sets the Y-axis properties
graphic.YAxis().AutoScale(false);
© 2000-2017, MetaQuotes Software Corp.
2258 Standard Library
graphic.YAxis().Min(0.0);
graphic.YAxis().Max(1.1);
graphic.YAxis().DefaultStep(0.2);
//--- plot
graphic.CurvePlotAll();
graphic.Update();
}
B (Get method)
Gets the membership function center.
double B()
Return Value
The value of the membership function center.
B (Set method)
Sets the value of the membership function center.
void B(
const double b // function center value
)
Parameters
b
[in] Value of the membership function center.
Sigma (Get method)
Gets the parameter of the membership function curvature.
double Sigma()
Return Value
The value of the membership function curvature parameter.
Sigma (Set method)
Sets the value of the membership function curvature parameter.
void Sigma(
const double sigma // curvature parameter value
)
Parameters
sigma
[in] Membership function curvature parameter.
© 2000-2017, MetaQuotes Software Corp.
2259 Standard Library
GetValue
Calculates the value of the membership function by a specified argument.
double GetValue(
const double x // argument
)
Parameters
x
[in] Membership function argument.
Return Value
Membership function value.
© 2000-2017, MetaQuotes Software Corp.
2260 Standard Library
CP_ShapedMembershipFunction
Class for implementing a pi-shaped membership function with the А, B, С and D parameters.
Description
The pi-shaped membership function has the form of a curvilinear trapezoid. The function is used to
set asymmetric membership functions with a smooth transition from pessimistic to optimistic fuzzy
number assessment.
A sample code for plotting a chart is displayed below.
Declaration
class CP_ShapedMembershipFuncion : public IMembershipFunction
Title
#include <Math\Fuzzy\membershipfunction.mqh>
Inheritance hierarchy
CObject
IMembershipFunction
CP_ShapedMembershipFunction
Class methods
Class method Description
A Gets and sets the parameter of the fuzzy set
beginning.
B Gets and sets the first parameter of the fuzzy
set core.
© 2000-2017, MetaQuotes Software Corp.
2261 Standard Library
C Gets and sets the second parameter of the
fuzzy set core.
D Gets and sets the parameter of the fuzzy set
end.
GetValue Calculates the value of the membership
function by a specified argument.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Example
//+------------------------------------------------------------------+
//| P_ShapedMembershipFunction.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#include <Math\Fuzzy\membershipfunction.mqh>
#include <Graphics\Graphic.mqh>
//--- Create membership functions
CP_ShapedMembershipFunction func1(0,0.5,3,9);
CP_ShapedMembershipFunction func2(0,4,5.5,9);
CP_ShapedMembershipFunction func3(0,6,7,9);
//--- Create wrappers for membership functions
double P_ShapedMembershipFunction1(double x) { return(func1.GetValue(x)); }
double P_ShapedMembershipFunction2(double x) { return(func2.GetValue(x)); }
double P_ShapedMembershipFunction3(double x) { return(func3.GetValue(x)); }
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create graphic
CGraphic graphic;
if(!graphic.Create(0,"P_ShapedMembershipFunction",0,30,30,780,380))
{
graphic.Attach(0,"P_ShapedMembershipFunction");
}
graphic.HistoryNameWidth(70);
graphic.BackgroundMain("P_ShapedMembershipFunction");
graphic.BackgroundMainSize(16);
//--- create curve
graphic.CurveAdd(P_ShapedMembershipFunction1,0.0,10.0,0.1,CURVE_LINES,"[0, 0.5, 3, 9]");
graphic.CurveAdd(P_ShapedMembershipFunction2,0.0,10.0,0.1,CURVE_LINES,"[0, 4, 5.5, 9]");
graphic.CurveAdd(P_ShapedMembershipFunction3,0.0,10.0,0.1,CURVE_LINES,"[0, 6, 7, 9]");
//--- sets the X-axis properties
graphic.XAxis().AutoScale(false);
© 2000-2017, MetaQuotes Software Corp.
2262 Standard Library
graphic.XAxis().Min(0.0);
graphic.XAxis().Max(10.0);
graphic.XAxis().DefaultStep(1.0);
//--- sets the Y-axis properties
graphic.YAxis().AutoScale(false);
graphic.YAxis().Min(0.0);
graphic.YAxis().Max(1.1);
graphic.YAxis().DefaultStep(0.2);
//--- plot
graphic.CurvePlotAll();
graphic.Update();
}
A (Get method)
Gets the parameter of the fuzzy set beginning.
double A()
Return Value
Parameter of the fuzzy set beginning.
A (Set method)
Sets the parameter of the fuzzy set beginning.
void A(
const double a // parameter of the fuzzy set beginning
)
Parameters
a
[in] Parameter of the fuzzy set beginning.
В (Get method)
Gets the first parameter of the fuzzy set core.
double B()
Return Value
The first parameter of the fuzzy set core.
В (Set method)
Sets the first parameter of the fuzzy set core.
void B(
const double b // value of the fuzzy set core first parameter
)
© 2000-2017, MetaQuotes Software Corp.
2263 Standard Library
Parameters
b
[in] The first parameter of the fuzzy set core.
C (Get method)
Gets the second parameter of the fuzzy set core.
double C()
Return Value
The second parameter of the fuzzy set core.
C (Set method)
Sets the second parameter of the fuzzy set core.
void C(
const double c // value of the fuzzy set core second parameter
)
Parameters
c
[in] The second parameter of the fuzzy set core.
D (Get method)
Gets the parameter of the fuzzy set end.
double D()
Return Value
Value of the fuzzy set end parameter.
D (Set method)
Sets the parameter of the fuzzy set end.
void D(
const double d // value of the fuzzy set end parameter
)
Parameters
d
[in] Value of the fuzzy set end parameter.
GetValue
© 2000-2017, MetaQuotes Software Corp.
2264 Standard Library
Calculates the value of the membership function by a specified argument.
double GetValue(
const double x
)
Parameters
x
[in] membership function argument
Return Value
membership function value
© 2000-2017, MetaQuotes Software Corp.
2265 Standard Library
CProductTwoSigmoidalMembershipFunction
Class for implementing the membership function in the form of a product of two sigmoid functions
with the А1, А2, С1 and С2 parameters.
Description
A product of two sigmoid membership functions is applied for setting smooth asymmetric functions. It
allows creating membership functions with the values equal to 1 beginning with an argument value.
Such functions are suitable if you need to set such linguistic terms as "short" or "long".
A sample code for plotting a chart is displayed below.
Declaration
class CProductTwoSigmoidalMembershipFuncion : public IMembershipFunction
Title
#include <Math\Fuzzy\membershipfunction.mqh>
Inheritance hierarchy
CObject
IMembershipFunction
CProductTwoSigmoidalMembershipFunctions
Class methods
Class method Description
A1 Gets and sets the first membership function
slope ratio.
© 2000-2017, MetaQuotes Software Corp.
2266 Standard Library
A2 Gets and sets the second membership function
slope ratio.
C1 Gets the first membership function inflection
coordinate parameter.
C2 Gets the second membership function inflection
coordinate parameter.
GetValue Calculates the value of the membership
function by a specified argument.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Example
//+------------------------------------------------------------------+
//| ProductTwoSigmoidalMembershipFunctions.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#include <Math\Fuzzy\membershipfunction.mqh>
#include <Graphics\Graphic.mqh>
//--- Create membership functions
CProductTwoSigmoidalMembershipFunctions func1(2,1,-1,7);
CProductTwoSigmoidalMembershipFunctions func2(2,2,-4,7);
CProductTwoSigmoidalMembershipFunctions func3(2,3,-8,7);
//--- Create wrappers for membership functions
double ProductTwoSigmoidalMembershipFunctions1(double x) { return(func1.GetValue(x)); }
double ProductTwoSigmoidalMembershipFunctions2(double x) { return(func2.GetValue(x)); }
double ProductTwoSigmoidalMembershipFunctions3(double x) { return(func3.GetValue(x)); }
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create graphic
CGraphic graphic;
if(!graphic.Create(0,"ProductTwoSigmoidalMembershipFunctions",0,30,30,780,380))
{
graphic.Attach(0,"ProductTwoSigmoidalMembershipFunctions");
}
graphic.HistoryNameWidth(70);
graphic.BackgroundMain("ProductTwoSigmoidalMembershipFunctions");
graphic.BackgroundMainSize(16);
//--- create curve
© 2000-2017, MetaQuotes Software Corp.
2267 Standard Library
graphic.CurveAdd(ProductTwoSigmoidalMembershipFunctions1,0.0,10.0,0.1,CURVE_LINES,"[2, 1, -1, 7]
graphic.CurveAdd(ProductTwoSigmoidalMembershipFunctions2,0.0,10.0,0.1,CURVE_LINES,"[2, 2, -4, 7]
graphic.CurveAdd(ProductTwoSigmoidalMembershipFunctions3,0.0,10.0,0.1,CURVE_LINES,"[2, 3, -8, 7]
//--- sets the X-axis properties
graphic.XAxis().AutoScale(false);
graphic.XAxis().Min(0.0);
graphic.XAxis().Max(10.0);
graphic.XAxis().DefaultStep(1.0);
//--- sets the Y-axis properties
graphic.YAxis().AutoScale(false);
graphic.YAxis().Min(0.0);
graphic.YAxis().Max(1.1);
graphic.YAxis().DefaultStep(0.2);
//--- plot
graphic.CurvePlotAll();
graphic.Update();
}
A1 (Get method)
Gets the first membership function slope ratio.
double A1()
Return Value
The first membership function slope ratio.
A1 (Set method)
Sets the first membership function slope ratio.
void A1(
const double a1 // the first membership function slope ratio
)
Parameters
a1
[in] The first membership function slope ratio.
A2 (Get method)
Gets the second membership function slope ratio.
double A2()
Return Value
The second membership function slope ratio.
A2 (Set method)
© 2000-2017, MetaQuotes Software Corp.
2268 Standard Library
Sets the second membership function slope ratio.
void A2(
const double a2 // the second membership function slope ratio
)
Parameters
a2
[in] The second membership function slope ratio.
С1 (Get method)
Gets the first membership function inflection coordinate parameter.
double С1()
Return Value
The first membership function inflection coordinate.
С1 (Set method)
Sets the first membership function inflection coordinate.
void С1(
const double с1 // the first membership function inflection coordinate
)
Parameters
с1
[in] The first membership function inflection coordinate.
С2 (Get method)
Gets the second membership function inflection coordinate parameter.
double С2()
Return Value
The second membership function inflection coordinate.
С2 (Set method)
Sets the second membership function inflection coordinate.
void С2(
const double с2 // the second membership function inflection coordinate
)
Parameters
с2
© 2000-2017, MetaQuotes Software Corp.
2269 Standard Library
[in] The second membership function inflection coordinate.
GetValue
Calculates the value of the membership function by a specified argument.
double GetValue(
const x // membership function argument
)
Parameters
x
[in] Membership function argument.
Return Value
Membership function value.
© 2000-2017, MetaQuotes Software Corp.
2270 Standard Library
CS_ShapedMembershipFunction
Class for implementing an S-like membership function with the А and B parameters.
Description
The function sets an S-like two-parameter membership function. This is a non-decreasing function
that takes values from 0 to 1. The А and В parameters define the interval, within which the function
increases in non-linear trajectory from 0 to 1.
The function represents fuzzy sets of "very high" type (i.e. non-decreasing membership functions with
saturation are set).
A sample code for plotting a chart is displayed below.
Declaration
class CS_ShapedMembershipFuncion : public IMembershipFunction
Title
#include <Math\Fuzzy\membershipfunction.mqh>
Inheritance hierarchy
CObject
IMembershipFunction
CS_ShapedMembershipFunction
Class methods
Class method Description
A Gets and sets the parameter of the increasing
interval start.
© 2000-2017, MetaQuotes Software Corp.
2271 Standard Library
B Gets and sets the first parameter of the fuzzy
set core.
GetValue Calculates the value of the membership
function by a specified argument.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Example
//+------------------------------------------------------------------+
//| S_ShapedMembershipFunction.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#include <Math\Fuzzy\membershipfunction.mqh>
#include <Graphics\Graphic.mqh>
//--- Create membership functions
CS_ShapedMembershipFunction func1(2,1);
CS_ShapedMembershipFunction func2(2,4);
CS_ShapedMembershipFunction func3(2,7);
//--- Create wrappers for membership functions
double S_ShapedMembershipFunction1(double x) { return(func1.GetValue(x)); }
double S_ShapedMembershipFunction2(double x) { return(func2.GetValue(x)); }
double S_ShapedMembershipFunction3(double x) { return(func3.GetValue(x)); }
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create graphic
CGraphic graphic;
if(!graphic.Create(0,"S_ShapedMembershipFunction",0,30,30,780,380))
{
graphic.Attach(0,"S_ShapedMembershipFunction");
}
graphic.HistoryNameWidth(70);
graphic.BackgroundMain("S_ShapedMembershipFunction");
graphic.BackgroundMainSize(16);
//--- create curve
graphic.CurveAdd(S_ShapedMembershipFunction1,0.0,10.0,0.1,CURVE_LINES,"[2, 1]");
graphic.CurveAdd(S_ShapedMembershipFunction2,0.0,10.0,0.1,CURVE_LINES,"[2, 4]");
graphic.CurveAdd(S_ShapedMembershipFunction3,0.0,10.0,0.1,CURVE_LINES,"[2, 7]");
//--- sets the X-axis properties
graphic.XAxis().AutoScale(false);
graphic.XAxis().Min(0.0);
graphic.XAxis().Max(10.0);
graphic.XAxis().DefaultStep(1.0);
© 2000-2017, MetaQuotes Software Corp.
2272 Standard Library
//--- sets the Y-axis properties
graphic.YAxis().AutoScale(false);
graphic.YAxis().Min(0.0);
graphic.YAxis().Max(1.1);
graphic.YAxis().DefaultStep(0.2);
//--- plot
graphic.CurvePlotAll();
graphic.Update();
}
A (Get method)
Gets the parameter of the increasing interval start.
double A()
Return Value
Increasing interval start parameter.
A (Set method)
Sets the parameter of the increasing interval start.
void A(
const double a // increasing interval start parameter
)
Parameters
a
[in] Increasing interval start parameter.
B (Get method)
Gets the first parameter of the fuzzy set core.
double B()
Return Value
The first parameter of the fuzzy set core.
B (Set method)
Sets the first parameter of the fuzzy set core.
void B(
const double b // the first parameter of the fuzzy set core
)
Parameters
b
© 2000-2017, MetaQuotes Software Corp.
2273 Standard Library
[in] The first parameter of the fuzzy set core.
GetValue
Calculates the value of the membership function by a specified argument.
double GetValue(
const x // membership function argument
)
Parameters
x
[in] Membership function argument.
Return Value
Membership function value.
© 2000-2017, MetaQuotes Software Corp.
2274 Standard Library
CSigmoidalMembershipFunction
Class for implementing a sigmoid membership function with the A and C parameters.
Description
The sigmoid function is applied when setting monotonous membership functions. It allows creating
membership functions with the values equal to 1 beginning with an argument value. Such functions are
suitable if you need to set such linguistic terms as "short" or "long".
A sample code for plotting a chart is displayed below.
Declaration
class CSigmoidalMembershipFuncion : public IMembershipFunction
Title
#include <Math\Fuzzy\membershipfunction.mqh>
Inheritance hierarchy
CObject
IMembershipFunction
CSigmoidalMembershipFunction
Class methods
Class method Description
A Gets and sets the membership function slope
ratio.
С Gets and sets the membership function
inflection coordinate parameter.
© 2000-2017, MetaQuotes Software Corp.
2275 Standard Library
GetValue Calculates the value of the membership
function by a specified argument.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Example
//+------------------------------------------------------------------+
//| SigmoidalMembershipFunction.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#include <Math\Fuzzy\membershipfunction.mqh>
#include <Graphics\Graphic.mqh>
//--- Create membership functions
CSigmoidalMembershipFunction func1(-2, 4);
CSigmoidalMembershipFunction func2(1, 4);
CSigmoidalMembershipFunction func3(2, 4);
//--- Create wrappers for membership functions
double SigmoidalMembershipFunction1(double x) { return(func1.GetValue(x)); }
double SigmoidalMembershipFunction2(double x) { return(func2.GetValue(x)); }
double SigmoidalMembershipFunction3(double x) { return(func3.GetValue(x)); }
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create graphic
CGraphic graphic;
if(!graphic.Create(0,"SigmoidalMembershipFunction",0,30,30,780,380))
{
graphic.Attach(0,"SigmoidalMembershipFunction");
}
graphic.HistoryNameWidth(70);
graphic.BackgroundMain("SigmoidalMembershipFunction");
graphic.BackgroundMainSize(16);
//--- create curve
graphic.CurveAdd(SigmoidalMembershipFunction1,0.0,10.0,0.1,CURVE_LINES,"[-2, 4]");
graphic.CurveAdd(SigmoidalMembershipFunction2,0.0,10.0,0.1,CURVE_LINES,"[1, 4]");
graphic.CurveAdd(SigmoidalMembershipFunction3,0.0,10.0,0.1,CURVE_LINES,"[2, 4]");
//--- sets the X-axis properties
graphic.XAxis().AutoScale(false);
graphic.XAxis().Min(0.0);
graphic.XAxis().Max(10.0);
graphic.XAxis().DefaultStep(1.0);
//--- sets the Y-axis properties
graphic.YAxis().AutoScale(false);
© 2000-2017, MetaQuotes Software Corp.
2276 Standard Library
graphic.YAxis().Min(0.0);
graphic.YAxis().Max(1.1);
graphic.YAxis().DefaultStep(0.2);
//--- plot
graphic.CurvePlotAll();
graphic.Update();
}
A (Get method)
Gets the membership function slope ratio.
double A()
Return Value
The membership function slope ratio.
A (Set method)
Sets the membership function slope ratio.
void A(
const double a // the first membership function slope ratio
)
Parameters
a
[in] Membership function slope ratio.
С (Get method)
Gets the membership function inflection coordinate parameter.
double С()
Return Value
Membership function inflection coordinate.
С (Set method)
Sets the membership function inflection coordinate.
void С(
const double с // membership function inflection coordinate
)
Parameters
с
[in] The membership function inflection coordinate.
© 2000-2017, MetaQuotes Software Corp.
2277 Standard Library
GetValue
Calculates the value of the membership function by a specified argument.
double GetValue(
const x // membership function argument
)
Parameters
x
[in] Membership function argument.
Return Value
Membership function value.
© 2000-2017, MetaQuotes Software Corp.
2278 Standard Library
CTrapezoidMembershipFunction
Class for implementing a trapezoidal membership function with the X1, X2, X3 and X4 parameters.
Description
The function is formed using piecewise linear approximation. This is a generalization of the triangular
function allowing you to assign a fuzzy set core as an interval. Such a membership function makes it
possible to conveniently interpret optimistic/pessimistic assessments.
The function is used to set asymmetric membership functions of the variables with their most critical
values defined within a certain interval.
A sample code for plotting a chart is displayed below.
Declaration
class CTrapezoidMembershipFuncion : public IMembershipFunction
Title
#include <Math\Fuzzy\membershipfunction.mqh>
Inheritance hierarchy
CObject
IMembershipFunction
CTrapezoidMembershipFunction
Class methods
Class method Description
X1 Gets and sets the value of the first point on the
X axis.
© 2000-2017, MetaQuotes Software Corp.
2279 Standard Library
X2 Gets and sets the value of the second point on
the X axis.
X3 Gets and sets the value of the third point on
the X axis.
X4 Gets and sets the value of the fourth point on
the X axis.
GetValue Calculates the value of the membership
function by a specified argument.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Example
//+------------------------------------------------------------------+
//| TrapezoidMembershipFunction.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#include <Math\Fuzzy\membershipfunction.mqh>
#include <Graphics\Graphic.mqh>
//--- Create membership functions
CTrapezoidMembershipFunction func1(0,2,5,5);
CTrapezoidMembershipFunction func2(0,3,7,10);
CTrapezoidMembershipFunction func3(4,8,8,10);
//--- Create wrappers for membership functions
double TrapezoidMembershipFunction1(double x) { return(func1.GetValue(x)); }
double TrapezoidMembershipFunction2(double x) { return(func2.GetValue(x)); }
double TrapezoidMembershipFunction3(double x) { return(func3.GetValue(x)); }
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create graphic
CGraphic graphic;
if(!graphic.Create(0,"TrapezoidMembershipFunction",0,30,30,780,380))
{
graphic.Attach(0,"TrapezoidMembershipFunction");
}
graphic.HistoryNameWidth(70);
graphic.BackgroundMain("TrapezoidMembershipFunction");
graphic.BackgroundMainSize(16);
//--- create curve
graphic.CurveAdd(TrapezoidMembershipFunction1,0.0,10.0,0.1,CURVE_LINES,"[0, 2, 5, 5]");
graphic.CurveAdd(TrapezoidMembershipFunction2,0.0,10.0,0.1,CURVE_LINES,"[0, 5, 7, 10]");
graphic.CurveAdd(TrapezoidMembershipFunction3,0.0,10.0,0.1,CURVE_LINES,"[4, 8, 8, 10]");
© 2000-2017, MetaQuotes Software Corp.
2280 Standard Library
//--- sets the X-axis properties
graphic.XAxis().AutoScale(false);
graphic.XAxis().Min(0.0);
graphic.XAxis().Max(10.0);
graphic.XAxis().DefaultStep(1.0);
//--- sets the Y-axis properties
graphic.YAxis().AutoScale(false);
graphic.YAxis().Min(0.0);
graphic.YAxis().Max(1.1);
graphic.YAxis().DefaultStep(0.2);
//--- plot
graphic.CurvePlotAll();
graphic.Update();
}
X1 (Get method)
Gets the value of the first point on the X axis.
double X1()
Return Value
The value of the first point on the X axis.
X1 (Set method)
Sets the value of the first point on the X axis.
void X1(
const double x1 // value of the first point on the X axis
)
Parameters
x1
[in] The value of the first point on the X axis.
X2 (Get method)
Gets the value of the second point on the X axis.
double X2()
Return Value
The value of the second point on the X axis.
X2 (Set method)
Sets the value of the second point on the X axis.
void X2(
© 2000-2017, MetaQuotes Software Corp.
2281 Standard Library
const double x2 // value of the second point on the X axis
)
Parameters
x2
[in] The value of the second point on the X axis.
X3 (Get method)
Gets the value of the third point on the X axis.
double X3()
Return Value
The value of the third point on the X axis.
X3 (Set method)
Sets the value of the third point on the X axis.
void X3(
const double x3 // value of the third point on the X axis
)
Parameters
x3
[in] The value of the third point on the X axis.
X4 (Get method)
Gets the value of the fourth point on the X axis.
double X4()
Return Value
The value of the fourth point on the X axis.
X4 (Set method)
Sets the value of the fourth point on the X axis.
void X4(
const double x4 // value of the fourth point on the X axis
)
Parameters
x4
[in] The value of the fourth point on the X axis.
© 2000-2017, MetaQuotes Software Corp.
2282 Standard Library
GetValue
Calculates the value of the membership function by a specified argument.
double GetValue(
const x // membership function argument
)
Parameters
x
[in] Membership function argument.
Return Value
Membership function value.
© 2000-2017, MetaQuotes Software Corp.
2283 Standard Library
CTriangularMembershipFunction
Class for implementing a triangle membership function with the X1, X2 and X3 parameters.
Description
The function sets a membership function in the form of a triangle. This is a simple and most
frequently applied membership function.
A sample code for plotting a chart is displayed below.
Declaration
class CTriangularMembershipFuncion : public IMembershipFunction
Title
#include <Math\Fuzzy\membershipfunction.mqh>
Inheritance hierarchy
CObject
IMembershipFunction
CTriangularMembershipFunction
Class methods
Class method Description
X1 Gets the value of the first point on the X axis.
X2 Gets the value of the second point on the X
axis.
X3 Gets the value of the third point on the X axis.
© 2000-2017, MetaQuotes Software Corp.
2284 Standard Library
ToNormalMF Converts a triangle membership function into a
Gaussian one.
GetValue Calculates the value of the membership
function by a specified argument.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Example
//+------------------------------------------------------------------+
//| TriangularMembershipFunction.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#include <Math\Fuzzy\membershipfunction.mqh>
#include <Graphics\Graphic.mqh>
//--- Create membership functions
CTriangularMembershipFunction func1(0,2,5);
CTriangularMembershipFunction func2(0,5,10);
CTriangularMembershipFunction func3(8,8,10);
//--- Create wrappers for membership functions
double TriangularMembershipFunction1(double x) { return(func1.GetValue(x)); }
double TriangularMembershipFunction2(double x) { return(func2.GetValue(x)); }
double TriangularMembershipFunction3(double x) { return(func3.GetValue(x)); }
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create graphic
CGraphic graphic;
if(!graphic.Create(0,"TriangularMembershipFunction",0,30,30,780,380))
{
graphic.Attach(0,"TriangularMembershipFunction");
}
graphic.HistoryNameWidth(70);
graphic.BackgroundMain("TriangularMembershipFunction");
graphic.BackgroundMainSize(16);
//--- create curve
graphic.CurveAdd(TriangularMembershipFunction1,0.0,10.0,0.1,CURVE_LINES,"[0, 2, 5]");
graphic.CurveAdd(TriangularMembershipFunction2,0.0,10.0,0.1,CURVE_LINES,"[0, 5, 10]");
graphic.CurveAdd(TriangularMembershipFunction3,0.0,10.0,0.1,CURVE_LINES,"[8, 8, 10]");
//--- sets the X-axis properties
graphic.XAxis().AutoScale(false);
© 2000-2017, MetaQuotes Software Corp.
2285 Standard Library
graphic.XAxis().Min(0.0);
graphic.XAxis().Max(10.0);
graphic.XAxis().DefaultStep(1.0);
//--- sets the Y-axis properties
graphic.YAxis().AutoScale(false);
graphic.YAxis().Min(0.0);
graphic.YAxis().Max(1.1);
graphic.YAxis().DefaultStep(0.2);
//--- plot
graphic.CurvePlotAll();
graphic.Update();
}
X1 (Get method)
Gets the value of the first point on the X axis.
double X1()
Return Value
The value of the first point on the X axis.
X1 (Set method)
Sets the value of the first point on the X axis.
void X1(
const double x1 // value of the first point on the X axis
)
Parameters
x1
[in] The value of the first point on the X axis.
X2 (Get method)
Gets the value of the second point on the X axis.
double X2()
Return Value
The value of the second point on the X axis.
X2 (Set method)
Sets the value of the second point on the X axis.
void X2(
const double x2 // value of the second point on the X axis
)
© 2000-2017, MetaQuotes Software Corp.
2286 Standard Library
Parameters
x2
[in] The value of the second point on the X axis.
X3 (Get method)
Gets the value of the third point on the X axis.
double X3()
Return Value
The value of the third point on the X axis.
X3 (Set method)
Sets the value of the third point on the X axis.
void X3(
const double x3 // value of the third point on the X axis
)
Parameters
x3
[in] The value of the third point on the X axis.
ToNormalMF
Converts a triangle membership function into a Gaussian one.
CNormalMembershipFunction* ToNormalMF()
Return Value
The pointer to a Gaussian membership function.
GetValue
Calculates the value of the membership function by a specified argument.
double GetValue(
const x // membership function argument
)
Parameters
x
[in] Membership function argument.
© 2000-2017, MetaQuotes Software Corp.
2287 Standard Library
Return Value
Membership function value.
© 2000-2017, MetaQuotes Software Corp.
2288 Standard Library
CZ_ShapedMembershipFunction
Class for implementing a z-like membership function with the А and B parameters.
Description
The function sets a z-like two-parameter membership function. This is a non-increasing membership
function that takes values from 1 to 0. The function parameters define an interval, within which the
function decreases in non-linear trajectory from 1 to 0.
The function represents fuzzy sets of "very low" type. In other words, it sets non-increasing
membership functions with saturation.
A sample code for plotting a chart is displayed below.
Declaration
class CZ_ShapedMembershipFuncion : public IMembershipFunction
Title
#include <Math\Fuzzy\membershipfunction.mqh>
Inheritance hierarchy
CObject
IMembershipFunction
CZ_ShapedMembershipFunction
Class methods
Class method Description
A Gets and sets the parameter of the decreasing
interval start.
© 2000-2017, MetaQuotes Software Corp.
2289 Standard Library
B Gets and sets the parameter of the decreasing
interval end.
GetValue Calculates the value of the membership
function by a specified argument.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Example
//+------------------------------------------------------------------+
//| Z_ShapedMembershipFunction.mq5 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#include <Math\Fuzzy\membershipfunction.mqh>
#include <Graphics\Graphic.mqh>
//--- Create membership functions
CZ_ShapedMembershipFunction func1(2,1);
CZ_ShapedMembershipFunction func2(2,5);
CZ_ShapedMembershipFunction func3(2,9);
//--- Create wrappers for membership functions
double Z_ShapedMembershipFunction1(double x) { return(func1.GetValue(x)); }
double Z_ShapedMembershipFunction2(double x) { return(func2.GetValue(x)); }
double Z_ShapedMembershipFunction3(double x) { return(func3.GetValue(x)); }
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- create graphic
CGraphic graphic;
if(!graphic.Create(0,"Z_ShapedMembershipFunction",0,30,30,780,380))
{
graphic.Attach(0,"Z_ShapedMembershipFunction");
}
graphic.HistoryNameWidth(70);
graphic.BackgroundMain("Z_ShapedMembershipFunction");
graphic.BackgroundMainSize(16);
//--- create curve
graphic.CurveAdd(Z_ShapedMembershipFunction1,0.0,10.0,0.1,CURVE_LINES,"[2, 1]");
graphic.CurveAdd(Z_ShapedMembershipFunction2,0.0,10.0,0.1,CURVE_LINES,"[2, 5]");
graphic.CurveAdd(Z_ShapedMembershipFunction3,0.0,10.0,0.1,CURVE_LINES,"[2, 9]");
//--- sets the X-axis properties
graphic.XAxis().AutoScale(false);
graphic.XAxis().Min(0.0);
graphic.XAxis().Max(10.0);
graphic.XAxis().DefaultStep(1.0);
© 2000-2017, MetaQuotes Software Corp.
2290 Standard Library
//--- sets the Y-axis properties
graphic.YAxis().AutoScale(false);
graphic.YAxis().Min(0.0);
graphic.YAxis().Max(1.1);
graphic.YAxis().DefaultStep(0.2);
//--- plot
graphic.CurvePlotAll();
graphic.Update();
}
A (Get method)
Gets the parameter of the decreasing interval start.
double A()
Return Value
Decreasing interval start parameter.
A (Set method)
Sets the parameter of the decreasing interval start.
void A(
const double a // decreasing interval start parameter
)
Parameters
a
[in] Decreasing interval start parameter.
B (Get method)
Gets the parameter of the decreasing interval end.
double B()
Return Value
Decreasing interval end parameter.
B (Set method)
Sets the parameter of the decreasing interval end.
void B(
const double b // decreasing interval end parameter
)
Parameters
b
© 2000-2017, MetaQuotes Software Corp.
2291 Standard Library
[in] Decreasing interval end parameter.
GetValue
Calculates the value of the membership function by a specified argument.
double GetValue(
const x // membership function argument
)
Parameters
x
[in] Membership function argument.
Return Value
Membership function value.
© 2000-2017, MetaQuotes Software Corp.
2292 Standard Library
IMembershipFunction
Basic class for all membership function classes.
Declaration
class CZ_ShapedMembershipFuncion : public IMembershipFunction
Title
#include <Math\Fuzzy\membershipfunction.mqh>
Inheritance hierarchy
CObject
IMembershipFunction
Direct descendants
CCompositeMembershipFunction, CConstantMembershipFunction,
CDifferencTwoSigmoidalMembershipFunction, CGeneralizedBellShapedMembershipFunction,
CNormalCombinationMembershipFunction, CNormalMembershipFunction,
CP_ShapedMembershipFunction, CProductTwoSigmoidalMembershipFunctions,
CS_ShapedMembershipFunction, CSigmoidalMembershipFunction, CTrapezoidMembershipFunction,
CTriangularMembershipFunction, CZ_ShapedMembershipFunction
Class methods
Class method Description
GetValue Calculates the value of the membership
function by a specified argument.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
GetValue
Calculates the value of the membership function by a specified argument.
double GetValue(
const x // membership function argument
)
Parameters
x
[in] Membership function argument.
Return Value
Membership function value.
© 2000-2017, MetaQuotes Software Corp.
2293 Standard Library
Fuzzy systems rules
A fuzzy system (fuzzy logical inference system) is a receipt of conclusion in the form of a fuzzy set
corresponding to the current values of the inputs with the use of a set of fuzzy rules and fuzzy
operations.
The fuzzy rules determine the relationship between inputs and outputs of an examined object.
Amount of rules in the system is unlimited. The generalized format of fuzzy rules is as follows:
if rule condition, then rule conclusion.
Rule condition describes the current state of the object. Rule conclusion describes how the condition
affects the object.
Class of rules for fuzzy systems Description
CMamdaniFuzzyRule Class for implementing a fuzzy logic rule for the
Mamdani algorithm
CSugenoFuzzyRule Class for implementing a fuzzy logic rule for the
Sugeno algorithm
CSingleCondition The class sets a fuzzy condition expressed by
"Fuzzy variable — Fuzzy term" pair.
CConditions Class defines a set of fuzzy conditions
connected to each other by an operator.
CGenericFuzzyRule Base class for implementing the both types of
fuzzy rules.
© 2000-2017, MetaQuotes Software Corp.
2294 Standard Library
CMamdaniFuzzyRule
Mamdani-type fuzzy inference — one of the two basic types of fuzzy systems. Output variable values
are set using fuzzy terms.
Description
Fuzzy logic rule for the Mamdani algorithm can be described as follows:
where:
· X = (X1, X2, X3 ... Xn) — vector of input variables;
· Y — output variable;
· a = (a1, a2, a3 ... an) — vector of input variable values;
· d — output variable value;
· W — rule weight.
Declaration
class CMamdaniFuzzyRule : public CGenericFuzzyRule
Title
#include <Math\Fuzzy\fuzzyrule.mqh>
Inheritance hierarchy
CObject
IParsableRule
CGenericFuzzyRule
CMamdaniFuzzyRule
Class methods
Class method Description
Conclusion Gets and sets the Mamdani fuzzy rule
conclusion
Weight Gets and sets the Mamdani fuzzy rule weight
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Methods inherited from class CGenericFuzzyRule
Condition, Condition, CreateCondition, CreateCondition, CreateCondition
© 2000-2017, MetaQuotes Software Corp.
2295 Standard Library
Conclusion (Get method)
Gets the Mamdani fuzzy rule conclusion
CSingleConditon* Conclusion()
Return Value
Conclusion of a Mamdani fuzzy rule.
Conclusion (Set method)
Sets the Mamdani fuzzy rule conclusion.
void Conclusion(
CSingleConditon* value // conclusion of a Mamdani fuzzy rule
)
Parameters
value
[in] Conclusion of a Mamdani fuzzy rule.
Weight (Get method)
Gets the Mamdani fuzzy rule weight.
double Weight()
Return Value
Mamdani fuzzy rule weight.
Weight (Set method)
Sets the Mamdani fuzzy rule weight.
void Weight(
const double value // weight of a Mamdani fuzzy rule
)
Parameters
value
[in] Weight of a Mamdani fuzzy rule.
© 2000-2017, MetaQuotes Software Corp.
2296 Standard Library
CSugenoFuzzyRule
Sugeno-type fuzzy inference — one of the two basic types of fuzzy systems. Output variable values are
set as a linear combination of input variables.
Description
Unlike the Mamdani rule, an input variable value is set by a linear function from entries rather than by
a fuzzy term. Fuzzy logic rule for the Sugeno algorithm can be described as follows:
where:
· X = (X1, X2, X3 ... Xn) — vector of input variables;
· Y — output variable;
· a = (a1, a2, a3 ... an) — vector of input variable values;
· b = (b1, b2, b3 ... bn) — free term ratio in the linear function for an output value
· W — rule weight.
Declaration
class CSugenoFuzzyRule : public CGenericFuzzyRule
Title
#include <Math\Fuzzy\fuzzyrule.mqh>
Inheritance hierarchy
CObject
IParsableRule
CGenericFuzzyRule
CSugenoFuzzyRule
Class methods
Class method Description
Conclusion Gets and sets the Sugeno fuzzy rule conclusion
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Methods inherited from class CGenericFuzzyRule
Condition, Condition, CreateCondition, CreateCondition, CreateCondition
Conclusion (Get method)
© 2000-2017, MetaQuotes Software Corp.
2297 Standard Library
Gets the Sugeno fuzzy rule conclusion.
CSingleConditon* Conclusion()
Return Value
Sugeno fuzzy rule conclusion.
Conclusion (Set method)
Sets the Sugeno fuzzy rule conclusion.
void Conclusion(
CSingleCondition* value // conclusion of a Sugeno fuzzy rule
)
Parameters
value
[in] Conclusion of a Sugeno fuzzy rule.
© 2000-2017, MetaQuotes Software Corp.
2298 Standard Library
CSingleCondition
The class sets a fuzzy condition expressed by "Fuzzy variable — Fuzzy term" pair.
Description
According to a fuzzy condition, one variable corresponds to one term. A fuzzy condition can be
described by the following expression: X is a,
where:
· X is a fuzzy variable;
· a is a fuzzy variable value (fuzzy term).
Declaration
class CSingleCondition : public ICondition
Title
#include <Math\Fuzzy\fuzzyrule.mqh>
Inheritance hierarchy
CObject
ICondition
CSingleCondition
Direct descendants
CFuzzyCondition
Class methods
Class method Description
Not Gets and sets the flag indicating whether it is
necessary to apply negation to this condition.
Term Gets and sets a fuzzy term for this condition.
Var Gets and sets a fuzzy variable for this
condition.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Not (Get method)
Gets the flag indicating whether it is necessary to apply negation to this condition.
bool Not()
© 2000-2017, MetaQuotes Software Corp.
2299 Standard Library
Return Value
The flag value.
Not (Set method)
Sets the flag indicating whether it is necessary to apply negation to this condition.
void Not(
bool not // flag value
)
Parameters
not
[in] Flag value.
Term (Get method)
Gets a fuzzy term for the given condition.
INamedValue* Term()
Return Value
A fuzzy term for the given condition.
Term (Set method)
Sets a fuzzy term for the given condition.
void Term(
INamedValue*& value // fuzzy term for the given condition
)
Parameters
value
[in] A fuzzy term for the given condition.
Var (Get method)
Gets a fuzzy variable for the given condition.
INamedVariable* Var()
Return Value
A fuzzy variable for the given condition.
Var (Set method)
Sets a fuzzy variable for the given condition
© 2000-2017, MetaQuotes Software Corp.
2300 Standard Library
void Var(
INamedVariable*& value // a fuzzy variable for the given condition
)
Parameters
value
[in] fuzzy variable.
© 2000-2017, MetaQuotes Software Corp.
2301 Standard Library
CConditions
Class defines a set of fuzzy conditions connected to each other by an operator.
Description
A set of fuzzy conditions connected to each other by an operator may be described as follows:
where:
· X = (X1, X2, X3 ... Xn) — vector of input variables;
· a = (a1, a2, a3 ... an) — vector of input variable values.
In this example, the and operator is used. Besides, the or operator is available in this class.
Declaration
class CConditions : public ICondition
Title
#include <Math\Fuzzy\fuzzyrule.mqh>
Inheritance hierarchy
CObject
ICondition
CConditions
Class methods
Class method Description
ConditionsList Gets the list of all conditions
Not Gets and sets the flag indicating whether it is
necessary to apply negation to these conditions
Op Gets and sets a type of the conditions bundle
operator.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
ConditionsList
Gets the list of all conditions.
CList* ConditionsList()
© 2000-2017, MetaQuotes Software Corp.
2302 Standard Library
Return Value
List of all conditions.
Not (Get method)
Gets the flag indicating whether it is necessary to apply negation to these conditions.
bool Not()
Return Value
The flag value.
Not (Set method)
Sets the flag indicating whether it is necessary to apply negation to these conditions
void Not(
bool not // flag value
)
Parameters
not
[in] Flag value.
Op (Get method)
Gets a type of the conditions bundle operator. The and and or operators are available.
OperatorType Op()
Return Value
Type of the conditions bundle operator.
Op (Set method)
Set the conditions bundle operator. The and and or operators are available.
void Op(
OperatorType op // type of the conditions bundle operator
)
Parameters
op
[in] Type of the conditions bundle operator.
© 2000-2017, MetaQuotes Software Corp.
2303 Standard Library
CGenericFuzzyRule
Base class for both types of fuzzy rules.
Declaration
class CGenericFuzzyRule : public IParsableRule
Title
#include <Math\Fuzzy\fuzzyrule.mqh>
Inheritance hierarchy
CObject
IParsableRule
CGenericFuzzyRule
Direct descendants
CMamdaniFuzzyRule, CSugenoFuzzyRule
Class methods
Class method Description
Conclusion Gets and sets the fuzzy rule conclusion
Condition Gets and sets the 'if' condition (set of
conditions) for a fuzzy rule
CreateCondition Creates a condition for a fuzzy rule by specified
parameters
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Conclusion (Get method)
Gets the conclusion of a fuzzy rule.
CSingleConditon* Conclusion()
Return Value
Conclusion of a fuzzy rule.
Conclusion (Set method)
Sets the fuzzy rule conclusion.
virtual void Conclusion(
CSingleConditon* value // conclusion of a fuzzy rule
© 2000-2017, MetaQuotes Software Corp.
2304 Standard Library
Parameters
value
[in] Conclusion of a fuzzy rule.
Condition (Get method)
Gets the 'if' condition (set of conditions) for a fuzzy rule.
CConditons* Condition()
Return Value
Fuzzy condition (set of conditions).
Condition (Set method)
Sets the 'if' condition (set of conditions) for a fuzzy rule.
void Condition(
CConditons* value // 'if' condition (set of conditions) for a fuzzy rule
)
Parameters
value
[in] Fuzzy condition (set of conditions).
CreateCondition
Creates a condition for a fuzzy rule by specified parameters.
CFuzzyCondition* CreateCondition(
CFuzzyVariable* var, // fuzzy variable
CFuzzyTerm* term, // fuzzy term
)
Parameters
var
[in] Fuzzy variable.
term
[in] Fuzzy term.
Return Value
Fuzzy rule status.
CreateCondition
© 2000-2017, MetaQuotes Software Corp.
2305 Standard Library
Creates a condition for a fuzzy rule by specified parameters.
CFuzzyCondition* CreateCondition(
CFuzzyVariable* var, // fuzzy variable
CFuzzyTerm* term, // fuzzy term
bool not, // flag indicating whether it is necessary to apply negation to a con
)
Parameters
var
[in] Fuzzy variable.
term
[in] Fuzzy term.
not
[in] Flag indicating whether it is necessary to apply negation to a condition.
Return Value
Fuzzy rule status.
CreateCondition
Creates a condition for a fuzzy rule by specified parameters.
CFuzzyCondition* CreateCondition(
CFuzzyVariable* var, // fuzzy variable
CFuzzyTerm* term, // fuzzy term
bool not, // flag indicating whether it is necessary to apply negation to a cond
HedgeType hedge // condition bundle type
)
Parameters
var
[in] Fuzzy variable.
term
[in] Fuzzy term.
not
[in] Flag indicating whether it is necessary to apply negation to a condition.
hedge
[in] Condition bundle type.
Return Value
Fuzzy rule status.
© 2000-2017, MetaQuotes Software Corp.
2306 Standard Library
Fuzzy systems variables
Fuzzy (linguistic) variables are applied in fuzzy systems. These are the variables whose values are
words or word combinations in a natural or artificial language.
Linguistic variables comprise fuzzy sets. The nature and number of fuzzy variables change for each
certain task when defining fuzzy sets.
Class Description
CFuzzyVariable Class for creating general fuzzy variables.
CSugenoVariable Class for creating fuzzy Sugeno-type variables.
© 2000-2017, MetaQuotes Software Corp.
2307 Standard Library
CFuzzyVariable
Class for creating general fuzzy variables.
Description
Here, a fuzzy variable is created with the following parameters:
· maximum variable value;
· minimum variable value;
· fuzzy variable name;
· term set (set of all possible values, which a linguistic variable is capable of receiving).
Declaration
class CFuzzyVariable : public CNamedVariableImpl
Title
#include <Math\Fuzzy\fuzzyvariable.mqh>
Inheritance hierarchy
CObject
INamedValue
INamedVariable
CNamedVariableImpl
CFuzzyVariable
Class methods
Class method Description
AddTerm Adds a single fuzzy term to a fuzzy variable.
GetTermByName Gets a fuzzy term by a specified name.
Max Gets and sets a maximum value for a fuzzy
variable.
Min Gets and sets a minimum value for a fuzzy
variable.
Terms Gets and sets a list of fuzzy terms for the given
fuzzy variable.
Values Gets and sets a list of fuzzy terms for the given
fuzzy variable.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
© 2000-2017, MetaQuotes Software Corp.
2308 Standard Library
Methods inherited from class CNamedVariableImpl
Name, Name
AddTerm
Adds a single fuzzy term to a fuzzy variable.
void AddTerm(
CFuzzyTerm*& term // fuzzy term
)
Parameters
term
[in] Fuzzy term.
GetTermByName
Gets a fuzzy term by a specified name.
CFuzzyTerm* GetTermByName(
const string name // fuzzy term name
)
Parameters
name
[in] Fuzzy term name.
Return Value
Fuzzy term with a specified name.
Max (Get method)
Gets the maximum value for a fuzzy variable.
double Max()
Return Value
Maximum value for a fuzzy variable.
Max (Set method)
Sets the maximum value for a fuzzy variable.
void Max(
const double max // maximum value for a fuzzy variable
)
Parameters
© 2000-2017, MetaQuotes Software Corp.
2309 Standard Library
max
[in] Maximum value for a fuzzy variable.
Min (Get method)
Gets the minimum value for a fuzzy variable.
double Min()
Return Value
Minimum value for a fuzzy variable.
Max (Set method)
Sets the minimum value for a fuzzy variable.
void Min(
const double min // minimum value for a fuzzy variable
)
Parameters
min
[in] Minimum value for a fuzzy variable.
Terms (Get method)
Gets a list of fuzzy terms for the given fuzzy variable.
CList* Terms()
Return Value
List of fuzzy terms for the given fuzzy variable.
Terms (Set method)
Sets a list of fuzzy terms for the given fuzzy variable.
void Terms(
CList*& terms // list of fuzzy terms for the given variable
)
Parameters
terms
[in] list of fuzzy terms for the given fuzzy variable.
Values
Gets a list of fuzzy terms for the given fuzzy variable.
© 2000-2017, MetaQuotes Software Corp.
2310 Standard Library
CList* Values()
Return Value
List of fuzzy terms for the given variable.
© 2000-2017, MetaQuotes Software Corp.
2311 Standard Library
CSugenoVariable
Class for creating fuzzy Sugeno-type variables.
Description
Fuzzy Sugeno-type variable is different from the general linguistic variable since it is not set by a term
set but by a set of linear functions.
Declaration
class CSugenoVariable : public CNamedVariableImpl
Title
#include <Math\Fuzzy\sugenovariable.mqh>
Inheritance hierarchy
CObject
INamedValue
INamedVariable
CNamedVariableImpl
CSugenoVariable
Class methods
Class method Description
Functions Gets the list of linear functions of the fuzzy
Sugeno variable.
GetFuncByName Gets the linear function by a specified name.
Values Gets the list of linear functions of the fuzzy
Sugeno variable.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Methods inherited from class CNamedVariableImpl
Name, Name
Functions
Gets the list of linear functions of the fuzzy Sugeno variable.
CList* Functions()
Return Value
© 2000-2017, MetaQuotes Software Corp.
2312 Standard Library
List of linear functions.
GetFuncByName
Gets the linear function by a specified name.
ISugenoFunction* GetFuncByName(
const string name // linear function name
)
Parameters
name
[in] Linear function name.
Return Value
Linear function with a specified name.
Values
Gets the list of linear functions of the fuzzy Sugeno variable.
CList* Values()
Return Value
List of linear functions of the fuzzy Sugeno variable.
© 2000-2017, MetaQuotes Software Corp.
2313 Standard Library
CFuzzyTerm (fuzzy terms)
Class for implementing fuzzy terms.
Description
A term is any element of a term set. A term is defined by two components:
· fuzzy term name;
· membership function.
Declaration
class CFuzzyTerm : public CNamedValueImpl
Title
#include <Math\Fuzzy\fuzzyterm.mqh>
Inheritance hierarchy
CObject
INamedValue
CNamedValueImpl
CFuzzyTerm
Class methods
Class method Description
MembershipFunction Gets a membership function for the fuzzy term.
Methods inherited from class CObject
Prev, Prev, Next, Next, Save, Load, Type, Compare
Methods inherited from class CNamedValueImpl
Name, Name
© 2000-2017, MetaQuotes Software Corp.
2314 Standard Library
MembershipFunction
Gets a membership function for the fuzzy term.
IMembershipFunction* MembershipFunction()
Return Value
Membership function
© 2000-2017, MetaQuotes Software Corp.
2315 Standard Library
Fuzzy systems
Fuzzy system (or fuzzy model) is a mathematical model whose calculation is based on fuzzy logic.
Construction of such models is applicable when the subject of study has a weak formalization and its
exact mathematical description is too complex or unknown.
The progress of a model construction can be divided into three main stages:
1. Definition of input and output characteristics of a model.
2. Building a knowledge base.
3. Selecting one of the methods of fuzzy inference (Mamdani and Sugeno).
The first stage directly effects the consequent two and determines the future operation of the model.
A knowledge base (rule base) is a set of fuzzy rules of "if, then" type that define the relationship
between inputs and outputs of the examined object.
Rule condition describes the current state of the object, and rule conclusion — how this condition
affects the object.
There can be two types of terms and conclusions for each rule:
1. simple (link to Csinglcond) — includes one fuzzy variable;
2. complex (link to Cconditions) — includes several fuzzy variables.
Each rule in the system has its weight — importance of a rule in the model. Weighting factors are
assigned to a rule within range [0, 1].
Depending on the created knowledge base, the system of fuzzy inference is determined for a model.
Fuzzy logical inference is a receipt of conclusion in form of a fuzzy set corresponding to the current
value of the inputs with use of knowledge base and fuzzy operations. The two main types of fuzzy
inference are Mamdani and Sugeno.
© 2000-2017, MetaQuotes Software Corp.
2316 Standard Library
Mamdani system
Output variable values in the Mamdani system are set using fuzzy terms.
Description
Fuzzy logic rule for the Mamdani algorithm can be described as follows:
where:
· X = (X1, X2, X3 ... Xn) — vector of input variables;
· Y — output variable;
· a = (a1, a2, a3 ... an) — vector of input variable values;
· d — output variable value;
· W — rule weight.
Class methods
Class method Description
AggregationMethod Sets the type of conditions aggregation
Calculate Calculates a fuzzy inference for the system
DefuzzificationMethod Sets defuzzification method type
EmptyRule Creates an empty fuzzy Mamdani rule based on
the current system
ImplicationMethod Sets a type of the system implication operator
Output Gets the list of fuzzy Mamdani output variables.
OutputByName Gets a fuzzy Mamdani output variable by a
specified name.
ParseRule Creates a fuzzy Mamdani rule based on a
specified line.
Rules Returns the list of fuzzy Mamdani rules.
Methods inherited from class CGenericFuzzySystem
Input, AndMethod, AndMethod, OrMethod, OrMethod, InputByName, Fuzzify
AggregationMethod
Sets the type of conditions aggregation method.
void AggregationMethod(
AggregationMethod value // aggregation method type
© 2000-2017, MetaQuotes Software Corp.
2317 Standard Library
Parameters
value
[in] Type of conditions aggregation method.
Calculate
Calculates a fuzzy inference for the system
CList* Calculate(
CList* inputValues // input data
)
Parameters
inputValues
[in] Input data for calculation.
Return Value
Calculation result.
DefuzzificationMethod
Sets defuzzification method type.
void DefuzzificationMethod(
DefuzzificationMethod value // defuzzification method type.
)
Parameters
value
[in] Defuzzification method type.
EmptyRule
Creates an empty fuzzy Mamdani rule based on the current system
CMamdaniFuzzyRule* EmptyRule()
Return Value
Fuzzy Mamdani rule.
ImplicationMethod
Sets a type of the conditions implication operator.
void ImplicationMethod(
ImplicationMethod value // implication operator type
© 2000-2017, MetaQuotes Software Corp.
2318 Standard Library
Parameters
value
[in] Type of the conditions implication operator.
Output
Gets the list of fuzzy Mamdani output variables.
CList* Output()
Return Value
List of fuzzy variables.
OutputByName
Gets a fuzzy Mamdani output variable by a specified name.
CFuzzyVariable* OutputByName(
const string name // fuzzy variable name
)
Parameters
name
[in] Fuzzy variable name.
Return Value
Fuzzy Mamdani variable with a specified name.
ParseRule
Creates a fuzzy Mamdani rule based on a specified line.
CMamdaniFuzzyRule* ParseRule(
const string rule // string representation of a fuzzy rule
)
Parameters
rule
[in] String representation of a fuzzy Mamdani rule.
Return Value
Fuzzy Mamdani rule.
Rules
© 2000-2017, MetaQuotes Software Corp.
2319 Standard Library
Returns the list of fuzzy Mamdani rules.
CList* Rules()
Return Value
List of fuzzy Mamdani rules.
© 2000-2017, MetaQuotes Software Corp.
2320 Standard Library
Sugeno system
Sugeno fuzzy logic system is one of the two basic types of fuzzy systems. Output variable values are
set as a linear combination of input variables.
Description
Unlike the Mamdani rule, an input variable value is set by a linear function from entries rather than by
a fuzzy term. Fuzzy logic rule for the Sugeno algorithm can be described as follows:
where:
· X = (X1, X2, X3 ... Xn) — vector of input variables;
· Y — output variable;
· a = (a1, a2, a3 ... an) — vector of input variable values;
· b = (b1, b2, b3 ... bn) — free term ratio in the linear function for an output value
· W — rule weight.
Class methods
Class method Description
Calculate Calculates a fuzzy inference for the system
CreateSugenoFunction Creates a linear Sugeno function for the
system.
EmptyRule Creates an empty fuzzy Sugeno rule based on
the current system.
Output Gets the list of fuzzy Sugeno output variables.
OutputByName Gets a fuzzy Sugeno output variable by a
specified name.
ParseRule Creates a fuzzy Sugeno rule based on a
specified line.
Rules Returns the list of fuzzy rules.
Methods inherited from class CGenericFuzzySystem
Input, AndMethod, AndMethod, OrMethod, OrMethod, InputByName, Fuzzify
Calculate
Calculates a fuzzy inference for the system
CList* Calculate(
CList*& inputValues // input data
)
© 2000-2017, MetaQuotes Software Corp.
2321 Standard Library
Parameters
inputValues
[in] Input data for calculation.
Return Value
Calculation result.
CreateSugenoFunction
Creates a linear Sugeno function for the system.
CLinearSugenoFunction* CreateSugenoFunction(
const string name, // function name
const double& coeffs[] // function ratios
)
Parameters
name
[in] Function name.
coeffs[]
[in] Function ratios.
Return Value
Linear Sugeno function.
Note
The size of the ratio array may be equal to a number of inputs or exceed that number by one. In the
first case, the free term of the Sugeno linear function is equal to zero, while in the second case, it
is equal to the last ratio.
CreateSugenoFunction
Creates a linear Sugeno function for the system.
CLinearSugenoFunction* CreateSugenoFunction(
const string name, // function name
СList*& coeffs, // list of pairs fuzzy variable - its ratio
const double constValue // function free term ratio
)
Parameters
name
[in] Function name.
coeffs[]
[in] Function ratios.
© 2000-2017, MetaQuotes Software Corp.
2322 Standard Library
Return Value
Linear Sugeno function.
EmptyRule
Creates an empty fuzzy Sugeno rule based on the current system.
CSugenoFuzzyRule* EmptyRule()
Return Value
Fuzzy Sugeno rule.
Output
Gets the list of fuzzy Sugeno output variables.
CList* Output()
Return Value
List of fuzzy variables.
OutputByName
Gets a fuzzy Sugeno output variable by a specified name.
CSugenoVariable* OutputByName(
const string name // fuzzy variable name
)
Parameters
name
Fuzzy variable name.
Return Value
Fuzzy Sugeno variable with a specified name.
ParseRule
Creates a fuzzy Sugeno rule based on a specified line.
CSugenoFuzzyRule* ParseRule(
const string rule // string representation of a fuzzy Sugeno rule
)
Parameters
rule
[in] String representation of a fuzzy Sugeno rule.
© 2000-2017, MetaQuotes Software Corp.
2323 Standard Library
Return Value
Fuzzy Sugeno rule.
Rules
Returns the list of fuzzy rules.
CList* Rules()
Return Value
List of fuzzy rules.
© 2000-2017, MetaQuotes Software Corp.
2324 Standard Library
Class for working with OpenCL programs
The COpenCL class is a wrapper to facilitate working with the OpenCL functions. In some cases, use of
the GPU allows to substantially increase the speed of computations.
Examples of class use for calculations based on float and double values can be found in the
corresponding subdirectories of the MQL5\Scripts\Examples\OpenCL\ folder. The source codes of the
OpenCL programs are located in MQL5\Scripts\Examples\OpenCL\Double\Kernels and
MQL5\Scripts\Examples\OpenCL\Float\Kernels subdirectories.
· MatrixMult.mq5 - example of matrix multiplication using global and local memory
· BitonicSort.mq5 - example of parallel sorting of array elements in GPU
· FFT.mq5 - example of fast Fourier transform calculation
· Wavelet.mq5 - example of wavelet transform of data using the Morlet wavelet.
It is recommended to write the source code for OpenCL in separate CL files, which can later be
included in the MQL5 program using the resource variables.
Declaration
class COpenCL
Title
#include <OpenCL\OpenCL.mqh>
Class methods
Name Description
BufferCreate Creates an OpenCL buffer at the specified
index
BufferFree Deletes buffer at the specified index
BufferFromArray Creates a buffer at the specified index from an
array of values
BufferRead Reads an OpenCL buffer at the specified index
into an array
BufferWrite Writes an array of values into buffer at the
specified index
Execute Executes the OpenCL kernel with the specified
index
GetContext Returns handle of the OpenCL context
GetKernel Returns handle of the kernel object at the
specified index
GetKernelName Returns name of the kernel object at the
specified index
© 2000-2017, MetaQuotes Software Corp.
2325 Standard Library
GetProgram Returns handle of the OpenCL program
Initialize Initializes the OpenCL program
KernelCreate Creates an entry point into the OpenCL program
at the specified index
KernelFree Removes an OpenCL start function at the
specified index
SetArgument Sets a parameter for the OpenCL function at
the specified index
SetArgumentBuffer Sets an OpenCL buffer as a parameter of the
OpenCL function at the specified index
SetArgumentLocalMemory Sets a parameter in local memory for the
OpenCL function at the specified index
SetBuffersCount Sets the number of buffers
SetKernelsCount Sets the number of kernel objects
Shutdown Unloads the OpenCL program
SupportDouble Checks if floating point data types are
supported on the device
© 2000-2017, MetaQuotes Software Corp.
2326 Standard Library
BufferCreate
Creates an OpenCL buffer at the specified index.
bool BufferCreate(
const int buffer_index, // buffer index
const uint size_in_bytes, // buffer size in bytes
const uint flags // combination of flags that define the buffer properties
);
Parameters
buffer_index
[in] Index buffer.
size_in_bytes
[in] Buffer size in bytes.
flags
[in] Buffer properties that are set using a combination of flags.
Return Value
In case of successful execution, returns true, otherwise - false.
© 2000-2017, MetaQuotes Software Corp.
2327 Standard Library
BufferFree
Deletes buffer at the specified index.
bool BufferFree(
const int buffer_index // buffer index
);
Parameters
buffer_index
[in] Index buffer.
Return Value
In case of successful execution, returns true, otherwise - false.
© 2000-2017, MetaQuotes Software Corp.
2328 Standard Library
BufferFromArray
Creates a buffer at the specified index from an array of values.
template<typename T>
bool BufferFromArray(
const int buffer_index, // buffer index
T &data[], // array of values
const uint data_array_offset, // offset in the array of values, in bytes
const uint data_array_count, // number of values from the array to write
const uint flags // combination of flags that define the buffer properties
);
Parameters
buffer_index
[in] Index buffer.
&data[]
[in] An array of values to be written into the OpenCL buffer.
data_array_offset
[in] Offset in the array of values in bytes, from which writing of values begins.
data_array_count
[in] The number of values to be written.
flags
[in] Buffer properties that are set using a combination of flags.
Return Value
In case of successful execution, returns true, otherwise - false.
© 2000-2017, MetaQuotes Software Corp.
2329 Standard Library
BufferRead
Reads an OpenCL buffer at the specified index into an array.
template<typename T>
bool BufferRead(
const int buffer_index, // buffer index
T &data[], // array of values
const uint cl_buffer_offset, // offset in the OpenCL buffer, in bytes
const uint data_array_offset, // shift in the array elements
const uint data_array_count // number of values from the buffer to read
);
Parameters
buffer_index
[in] Index buffer.
&data[]
[in] Array to obtain the values of the OpenCL buffer.
cl_buffer_offset
[in] Offset in the OpenCL buffer in bytes, from which to start reading values.
data_array_offset
[in] Index of the first element of the array to write values of the OpenCL buffer.
data_array_count
[in] The number of values to be read.
Return Value
In case of successful execution, returns true, otherwise - false.
© 2000-2017, MetaQuotes Software Corp.
2330 Standard Library
BufferWrite
Writes an array of values into buffer at the specified index.
template<typename T>
bool BufferWrite(
const int buffer_index, // buffer index
T &data[], // array of values
const uint cl_buffer_offset, // offset in the OpenCL buffer, in bytes
const uint data_array_offset, // shift in the array elements
const uint data_array_count // number of values from the array to write
);
Parameters
buffer_index
[in] Index buffer.
&data[]
[in] An array of values to be written into the OpenCL buffer.
cl_buffer_offset
[in] Offset in the OpenCL buffer in bytes, from which to start writing values.
data_array_offset
[in] Index of the first element of the array, starting from which the array values are written to the
OpenCL buffer.
data_array_count
[in] The number of values to be written.
Return Value
In case of successful execution, returns true, otherwise - false.
© 2000-2017, MetaQuotes Software Corp.
2331 Standard Library
Execute
Executes the OpenCL program at the specified index.
bool Execute(
const int kernel_index, // index of the kernel
const int work_dim, // dimension of the tasks space
const uint &work_offset[], // initial offset in the tasks space
const uint &work_size[] // total number of tasks
);
Executes the OpenCL kernel with the specified index and number of tasks in the local group.
bool Execute(
const int kernel_index, // index of the kernel
const int work_dim, // dimension of the tasks space
const uint &work_offset[], // initial offset in the tasks space
const uint &work_size[], // total number of tasks
const uint &local_work_size[] // number of tasks in the local group
);
Parameters
kernel_index
[in] Index of the kernel object.
work_dim
[in] Dimension of the tasks space.
&work_offset[]
[in][out] Initial offset in the tasks space. Passed by reference.
&work_size[]
[in][out] The size of the tasks subset. Passed by reference.
&local_work_size[]
[in][out] The size of the local tasks subset in the group. Passed by reference.
Return Value
In case of successful execution, returns true, otherwise - false.
© 2000-2017, MetaQuotes Software Corp.
2332 Standard Library
GetContext
Returns handle of the OpenCL context.
int GetContext();
Return Value
Handle of the OpenCL context.
© 2000-2017, MetaQuotes Software Corp.
2333 Standard Library
GetKernel
Returns handle of the kernel object at the specified index.
int GetKernel(
const int kernel_index // index of the kernel
);
Parameters
kernel_index
[in] Index of the kernel object.
Return Value
Handle of the kernel object.
© 2000-2017, MetaQuotes Software Corp.
2334 Standard Library
GetKernelName
Returns name of the kernel object at the specified index.
string GetKernelName(
const int kernel_index // index of the kernel
);
Parameters
kernel_index
[in] Index of the kernel object.
Return Value
Name of the kernel object.
© 2000-2017, MetaQuotes Software Corp.
2335 Standard Library
GetProgram
Returns handle of the OpenCL program.
int GetProgram();
Return Value
Handle of the OpenCL program.
© 2000-2017, MetaQuotes Software Corp.
2336 Standard Library
Initialize
Initializes the OpenCL program.
bool Initialize(
const string program, // handle of the OpenCL program
const bool show_log=true // keep a log
);
Parameters
program
[in] Handle of the OpenCL program.
show_log=true
[in] Enable logging messages.
Return Value
Returns true, if the initialization succeeded. Otherwise, it returns false.
© 2000-2017, MetaQuotes Software Corp.
2337 Standard Library
KernelCreate
Creates an entry point into the OpenCL program at the specified index.
bool KernelCreate(
const int kernel_index, // index of the kernel
const string kernel_name // name of the kernel
);
Parameters
kernel_index
[in] Index of the kernel object.
kernel_name
[in] Name of the kernel object.
Return Value
In case of successful execution, returns true, otherwise - false.
© 2000-2017, MetaQuotes Software Corp.
2338 Standard Library
KernelFree
Removes an OpenCL start function at the specified index.
bool KernelFree(
const int kernel_index // index of the kernel
);
Parameters
kernel_index
[in] Index of the kernel object.
Return Value
In case of successful execution, returns true, otherwise - false.
© 2000-2017, MetaQuotes Software Corp.
2339 Standard Library
SetArgument
Sets a parameter for the OpenCL function at the specified index.
template<typename T>
bool SetArgument(
const int kernel_index, // index of the kernel
const int arg_index, // index of the function argument
T value // source code
);
Parameters
kernel_index
[in] Index of the kernel object.
arg_index
[in] Index of the function argument.
value
[in] The value of the function argument.
Return Value
In case of successful execution, returns true, otherwise - false.
© 2000-2017, MetaQuotes Software Corp.
2340 Standard Library
SetArgumentBuffer
Sets an OpenCL buffer as a parameter of the OpenCL function at the specified index.
bool SetArgumentBuffer(
const int kernel_index, // index of the kernel
const int arg_index, // index of the function argument
const int buffer_index // buffer index
);
Parameters
kernel_index
[in] Index of the kernel object.
arg_index
[in] Index of the function argument.
buffer_index
[in] Index buffer.
Return Value
In case of successful execution, returns true, otherwise - false.
© 2000-2017, MetaQuotes Software Corp.
2341 Standard Library
SetArgumentLocalMemory
Sets a parameter in local memory for the OpenCL function at the specified index.
bool SetArgumentLocalMemory(
const int kernel_index, // index of the kernel
const int arg_index, // index of the function argument
const int local_memory_size // size of the local memory
);
Parameters
kernel_index
[in] Index of the kernel object.
arg_index
[in] Index of the function argument.
local_memory_size
[in] Size of the local memory.
Return Value
In case of successful execution, returns true, otherwise - false.
© 2000-2017, MetaQuotes Software Corp.
2342 Standard Library
SetBuffersCount
Sets the number of buffers.
bool SetBuffersCount(
const int total_buffers // number of buffers
);
Parameters
total_buffers
[in] The total number of buffers.
Return Value
In case of successful execution, returns true, otherwise - false.
© 2000-2017, MetaQuotes Software Corp.
2343 Standard Library
SetKernelsCount
Sets the number of kernel objects.
bool SetKernelsCount(
const int total_kernels // number of kernels
);
Parameters
total_kernels
[in] The total number of kernels.
Return Value
In case of successful execution, returns true, otherwise - false.
© 2000-2017, MetaQuotes Software Corp.
2344 Standard Library
Shutdown
Unloads the OpenCL program.
void Shutdown();
Return Value
No return value.
© 2000-2017, MetaQuotes Software Corp.
2345 Standard Library
SupportDouble
Checks if floating point data types are supported on the device.
bool SupportDouble();
Return Value
Returns true, if the device supports floating point data types.
© 2000-2017, MetaQuotes Software Corp.
2346 Standard Library
Basic Class CObject
Class CObject is the base class for constructing a MQL5 Standard Library.
Description
Class CObject allows all its descendants to be part of a linked list. Also, a number of virtual methods
for further implementation in descendant classes are identified.
Declaration
class CObject
Title
#include <Object.mqh>
Inheritance hierarchy
CObject
Direct descendants
CAccountInfo, CArray, CChart, CChartObject, CCurve, CDealInfo, CDictionary_Obj_Double,
CDictionary_Obj_Obj, CDictionary_String_Obj, CExpertBase, CFile, CHistoryOrderInfo, CList,
COrderInfo, CPositionInfo, CString, CSymbolInfo, CTerminalInfo, CTrade, CTreeNode, CWnd,
ICondition, IExpression, IMembershipFunction, INamedValue, IParsableRule
Class Methods by Groups
Attributes
Prev Gets the value of the previous item
Prev Sets the value of the previous item
Next Gets the value of the subsequent element
Next Sets the next element
Compare methods
virtual Compare Returns the result of comparison with another
object
Input/output
virtual Save Writes object to a file
virtual Load Reads the object from the file
virtual Type Returns the type of object
© 2000-2017, MetaQuotes Software Corp.
2347 Standard Library
Prev
Gets a pointer to the previous element in the list.
CObject* Prev()
Return Value
Pointer to the previous element in the list. If an item is listed first, then return NULL.
Example:
//--- example for CObject::Prev()
#include <Object.mqh>
//---
void OnStart()
{
CObject *object_first,*object_second;
//---
object_first=new CObject;
if(object_first==NULL)
{
printf("Object create error");
return;
}
object_second=new CObject;
if(object_second==NULL)
{
printf("Object create error");
delete object_first;
return;
}
//--- set interconnect
object_first.Next(object_second);
object_second.Prev(object_first);
//--- use prev object
CObject *object=object_second.Prev();
//--- delete objects
delete object_first;
delete object_second;
}
© 2000-2017, MetaQuotes Software Corp.
2348 Standard Library
Prev
Sets the pointer to the previous element in the list.
void Prev(
CObject* object // Pointer to the previous element in the list
)
Parameters
object
[in] New value of the pointer to the previous element in the list.
Example:
//--- example for CObject::Prev(CObject*)
#include <Object.mqh>
//---
void OnStart()
{
CObject *object_first,*object_second;
//---
object_first=new CObject;
if(object_first==NULL)
{
printf("Object create error");
return;
}
object_second=new CObject;
if(object_second==NULL)
{
printf("Object create error");
delete object_first;
return;
}
//--- set interconnect
object_first.Next(object_second);
object_second.Prev(object_first);
//--- use objects
//--- ...
//--- delete objects
delete object_first;
delete object_second;
}
© 2000-2017, MetaQuotes Software Corp.
2349 Standard Library
Next
Gets a pointer to the next element in the list.
CObject* Next()
Return Value
Pointer to the next element in the list. If this is the last element in the list, return NULL.
Example:
//--- example for CObject::Next()
#include <Object.mqh>
//---
void OnStart()
{
CObject *object_first,*object_second;
//---
object_first=new CObject;
if(object_first==NULL)
{
printf("Object create error");
return;
}
object_second=new CObject;
if(object_second==NULL)
{
printf("Object create error");
delete object_first;
return;
}
//--- set interconnect
object_first.Next(object_second);
object_second.Prev(object_first);
//--- use next object
CObject *object=object_first.Next();
//--- delete objects
delete object_first;
delete object_second;
}
© 2000-2017, MetaQuotes Software Corp.
2350 Standard Library
Next
Sets the pointer to the next element in the list.
void Next(
CObject* object // Pointer to the next element in the list
)
Parameters
object
[in] New value of the pointer to the next element in the list.
Example:
//--- example for CObject::Next(CObject*)
#include <Object.mqh>
//---
void OnStart()
{
CObject *object_first,*object_second;
//---
object_first=new CObject;
if(object_first==NULL)
{
printf("Object create error");
return;
}
object_second=new CObject;
if(object_second==NULL)
{
printf("Object create error");
delete object_first;
return;
}
//--- set interconnect
object_first.Next(object_second);
object_second.Prev(object_first);
//--- use objects
//--- ...
//--- delete objects
delete object_first;
delete object_second;
}
© 2000-2017, MetaQuotes Software Corp.
2351 Standard Library
Compare
Compares the data on a list element with data on another list element.
virtual int Compare(
const CObject* node, // element
const int mode=0 // variant
) const
Parameters
node
[in] Pointer to a list element to compare
mode=0
[in] Comparison variant
Return Value
0 - in case the list elements are equal, -1 - if the list element is less than the element used for
comparison (node), 1 - if the list element is greater than the element used for comparison (node).
Note
Compare() method in CObject class always returns 0 and does not perform any action. If you want to
compare data in derived class, the Compare(...) method should be implemented. The 'mode'
parameter should be used when implementing multivariate comparison.
Example:
//--- example for CObject::Compare(...)
#include <Object.mqh>
//---
void OnStart()
{
CObject *object_first,*object_second;
//---
object_first=new CObject;
if(object_first==NULL)
{
printf("Object create error");
return;
}
object_second=new CObject;
if(object_second==NULL)
{
printf("Object create error");
delete object_first;
return;
}
//--- set interconnect
object_first.Next(object_second);
© 2000-2017, MetaQuotes Software Corp.
2352 Standard Library
object_second.Prev(object_first);
//--- compare objects
int result=object_first.Compare(object_second);
//--- delete objects
delete object_first;
delete object_second;
}
© 2000-2017, MetaQuotes Software Corp.
2353 Standard Library
Save
Saves list element data in a file.
virtual bool Save(
int file_handle // File handle
)
Parameters
file_handle
[in] Handle of the binary file opened earlier using the FileOpen () function
Return Value
true - successfully completed, false - error.
Note
Save(int) method in CObject class always returns 'true' and does not perform any action. If you want
to save the data of a derived class in a file, the Save(int) method should be implemented.
Example:
//--- example for CObject::Save(int)
#include <Object.mqh>
//---
void OnStart()
{
int file_handle;
CObject *object=new CObject;
//---
if(object!=NULL)
{
printf("Object create error");
return;
}
//--- set objects data
//--- . . .
//--- open file
file_handle=FileOpen("MyFile.bin",FILE_WRITE|FILE_BIN|FILE_ANSI);
if(file_handle>=0)
{
if(!object.Save(file_handle))
{
//--- file save error
printf("File save: Error %d!",GetLastError());
delete object;
FileClose(file_handle);
//---
return;
}
© 2000-2017, MetaQuotes Software Corp.
2354 Standard Library
FileClose(file_handle);
}
delete object;
}
© 2000-2017, MetaQuotes Software Corp.
2355 Standard Library
Load
Loads list element data from a file.
virtual bool Load(
int file_handle // file handle
)
Parameters
file_handle
[in] Handle of the binary file opened earlier using the FileOpen() function.
Return Value
true – successfully completed, false - error.
Note
Load(int) method in the CObject class always returns 'true' and does not perform any action. If you
want to load the data of a derived class from a file, the Load(int) method should be implemented.
Example:
//--- example for CObject::Load(int)
#include <Object.mqh>
//---
void OnStart()
{
int file_handle;
CObject *object=new CObject;
//---
if(object!=NULL)
{
printf("Object create error");
return;
}
//--- open file
file_handle=FileOpen("MyFile.bin",FILE_READ|FILE_BIN|FILE_ANSI);
if(file_handle>=0)
{
if(!object.Load(file_handle))
{
//--- file load error
printf("File load: Error %d!",GetLastError());
delete object;
FileClose(file_handle);
//---
return;
}
FileClose(file_handle);
}
© 2000-2017, MetaQuotes Software Corp.
2356 Standard Library
//--- use object
//--- . . .
delete object;
}
© 2000-2017, MetaQuotes Software Corp.
2357 Standard Library
Type
Gets the type identifier.
virtual int Type() const
Return Value
Type identifier (for CObject - 0).
Example:
//--- example for CObject::Type()
#include <Object.mqh>
//---
void OnStart()
{
CObject *object=new CObject;
//---
object=new CObject;
if(object ==NULL)
{
printf("Object create error");
return;
}
//--- get objects type
int type=object.Type();
//--- delete object
delete object;
}
© 2000-2017, MetaQuotes Software Corp.
2358 Standard Library
Data Structures
This section contains the technical details on working with various data structures (arrays, linked lists,
etc.) and description of the relevant components of the MQL5 Standard Library.
Using classes of data structures will save time when creating custom data stores of various formats
(including composite data structures).
MQL5 Standard Library (in terms of data sets) is placed in the working directory of the terminal in the
Include\Arrays folder.
Data Arrays
Use of classes of dynamic data arrays will save time when creating a custom data stores of various
formats (including multidimensional arrays).
MQL5 Standard Library (in terms of arrays of data) is located in the working directory of the terminal
in the Include\Arrays folder.
Class Description
CArray Base class of dynamic data array
CArrayChar Dynamic array of char or uchar variables
CArrayShort Dynamic array of short or ushort variables
CArrayInt Dynamic array of int or uint variables
CArrayLong Dynamic array of long or ulong variables
CArrayFloat Dynamic array of float variables
CArrayDouble Dynamic array of double variables
CArrayString Dynamic array of string variables
CArrayObj Dynamic array of CObject pointers
CList Provides the ability to work with a list of
instances of CObject class and its descendants
CTreeNode Provides the ability to work with nodes of the
CTree binary tree
CTree Provides the ability to work with the binary tree
of the CTreeNode class instances and its
descendants
© 2000-2017, MetaQuotes Software Corp.
2359 Standard Library
CArray
CArray class is the base class of a dynamic array of variables.
Description
Class CArray is intended to operate on dynamic arrays of variables: memory allocation, sorting, and
working with files.
Declaration
class CArray : public CObject
Title
#include <Arrays\Array.mqh>
Inheritance hierarchy
CObject
CArray
Direct descendants
CArrayChar, CArrayDouble, CArrayFloat, CArrayInt, CArrayLong, CArrayObj, CArrayShort,
CArrayString
Class Methods by Groups
Attributes
Step Gets the increment size of the array
Step Sets the increment size of the array
Total Gets the number of elements in the array
Available Gets the number of free elements of the array
that are available without additional memory
allocation
Max Gets the maximum possible size of the array
without memory reallocation
IsSorted Gets the flag of array being sorted using
specified sorting mode
SortMode Gets the sorting mode for an array
Clear methods
Clear Deletes all of the array elements without
memory release
Sort methods
© 2000-2017, MetaQuotes Software Corp.
2360 Standard Library
Sort Sorts an array to the specified option
Input/output
virtual Save Saves data array in a file
virtual Load Loads data array from a file
Methods inherited from class CObject
Prev, Prev, Next, Next, Type, Compare
© 2000-2017, MetaQuotes Software Corp.
2361 Standard Library
Step
Gets the increment size of the array.
int Step() const
Return Value
Increment size of the array.
Example:
//--- example for CArray::Step()
#include <Arrays\Array.mqh>
//---
void OnStart()
{
CArray *array=new CArray;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- get resize step
int step=array.Step();
//--- use array
//--- ...
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2362 Standard Library
Step
Sets the increment size of the array.
bool Step(
int step // step
)
Parameters
step
[in] The new value of the increment size of the array.
Return Value
true - successful, false - there was an attempt to establish a step less than or equal to zero.
Example:
//--- example for CArray::Step(int)
#include <Arrays\Array.mqh>
//---
void OnStart()
{
CArray *array=new CArray;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- set resize step
bool result=array.Step(1024);
//--- use array
//--- ...
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2363 Standard Library
Total
Gets the number of elements in the array.
int Total() const;
Return Value
Number of elements in the array.
Example:
//--- example for CArray::Total()
#include <Arrays\Array.mqh>
//---
void OnStart()
{
CArray *array=new CArray;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- check total
int total=array.Total();
//--- use array
//--- ...
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2364 Standard Library
Available
Gets the number of free elements of the array that are available without additional memory allocation.
int Available() const
Return Value
Number of free elements of the array available without additional memory allocation.
Example:
//--- example for CArray::Available()
#include <Arrays\Array.mqh>
//---
void OnStart()
{
CArray *array=new CArray;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- check available
int available=array.Available();
//--- use array
//--- ...
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2365 Standard Library
Max
Gets the maximum possible size of the array without memory reallocation.
int Max() const
Return Value
The maximum possible size of the array without memory reallocation.
Example:
//--- example for CArray::Max()
#include <Arrays\Array.mqh>
//---
void OnStart()
{
CArray *array=new CArray;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- check maximum size
int max=array.Max();
//--- use array
//--- ...
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2366 Standard Library
IsSorted
Gets the flag of array being sorted using the specified sorting mode.
bool IsSorted(
int mode=0 // sorting mode
) const
Parameters
mode=0
[in] Tested sorting mode.
Return Value
Flag of the sorted list. If the list is sorted using the specified mode - true, otherwise - false.
Note
The sort flag cannot be changed directly. It is set by the Sort() method and reset by any add/insert
method except for the InserSort(...).
Example:
//--- example for CArray::IsSorted()
#include <Arrays\Array.mqh>
//---
void OnStart()
{
CArray *array=new CArray;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- check sorted
if(array.IsSorted())
{
//--- use methods for sorted array
//--- ...
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2367 Standard Library
SortMode
Gets the sorting mode for an array.
int SortMode() const;
Return Value
Sorting mode.
Example:
//--- example for CArray::SortMode()
#include <Arrays\Array.mqh>
//---
void OnStart()
{
CArray *array=new CArray;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- check sort mode
int sort_mode=array.SortMode();
//--- use array
//--- ...
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2368 Standard Library
Clear
Deletes all of the array elements without memory release.
void Clear()
Return Value
None.
Example:
//--- example for CArray::Clear()
#include <Arrays\Array.mqh>
//---
void OnStart()
{
CArray *array=new CArray;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- use array
//--- ...
//--- clear array
array.Clear();
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2369 Standard Library
Sort
Sorts an array using the specified option.
void Sort(
int mode=0 // sorting mode
)
Parameters
mode=0
[in] Mode of array sorting.
Return Value
No.
Note
Sorting an array is always ascending. For arrays of primitive data types (CArrayChar, CArrayShort,
etc.), the 'mode' parameter is not used. For the CArrayObj array, multivariate sorting should be
implemented in the Sort(int) method of derived classes.
Example:
//--- example for CArray::Sort(int)
#include <Arrays\Array.mqh>
//---
void OnStart()
{
CArray *array=new CArray;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- sorting by mode 0
array.Sort(0);
//--- use array
//--- ...
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2370 Standard Library
Save
Saves data array in the file.
virtual bool Save(
int file_handle // file handle
)
Parameters
file_handle
[in] Handle of a binary file previously opened using the FileOpen(...) function.
Return Value
true - successfully completed, false - error.
Example:
//--- example for CArray::Save(int)
#include <Arrays\Array.mqh>
//---
void OnStart()
{
int file_handle;
CArray *array=new CArray;
//---
if(array!=NULL)
{
printf("Object create error");
return;
}
//--- open file
file_handle=FileOpen("MyFile.bin",FILE_WRITE|FILE_BIN|FILE_ANSI);
if(file_handle>=0)
{
if(!array.Save(file_handle))
{
//--- file save error
printf("File save: Error %d!",GetLastError());
delete array;
FileClose(file_handle);
//---
return;
}
FileClose(file_handle);
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2371 Standard Library
Load
Loads data array from a file.
virtual bool Load(
int file_handle // file handle
)
Parameters
file_handle
[in] Handle of a binary file previously opened using the FileOpen () function.
Return Value
true - successfully completed, false - error.
Example:
//--- example for CArray::Load(...)
#include <Arrays\Array.mqh>
//---
void OnStart()
{
int file_handle;
CArray *array=new CArray;
//---
if(array!=NULL)
{
printf("Object create error");
return;
}
//--- open file
file_handle=FileOpen("MyFile.bin",FILE_READ|FILE_BIN|FILE_ANSI);
if(file_handle>=0)
{
if(!array.Load(file_handle))
{
//--- file load error
printf("File load: Error %d!",GetLastError());
delete array;
FileClose(file_handle);
//---
return;
}
FileClose(file_handle);
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2372 Standard Library
CArrayChar
CArrayChar is a class of dynamic array of char or uchar variables.
Description
CArrayChar class provides the ability to work with a dynamic array of char or uchar variables. The class
allows adding/inserting/deleting array elements, performing an array sorting, and searching in a
sorted array. In addition, methods of working with files have been implemented.
Declaration
class CArrayChar : public CArray
Title
#include <Arrays\ArrayChar.mqh>
Inheritance hierarchy
CObject
CArray
CArrayChar
Class Methods
Memory control
Reserve Allocates memory to increase the size of the
array
Resize Sets a new (smaller) size of the array
Shutdown Clears the array with a full memory release
Add methods
Add Adds an element to the end of the array
AddArray Adds elements of one array to the end of
another
AddArray Adds elements of one array to the end of
another
Insert Inserts an element to the specified position in
the array
InsertArray Inserts to an array elements from another array
from the specified position
InsertArray Inserts to an array elements from another array
from the specified position
AssignArray Copies the elements of one array to another
© 2000-2017, MetaQuotes Software Corp.
2373 Standard Library
AssignArray Copies the elements of one array to another
Modify methods
Update Changes the element at the specified array
position
Shift Moves an element from a given position in the
array to the specified offset
Delete methods
Delete Removes the element from the specified array
position
DeleteRange Deletes a group of elements from the specified
array position
Access methods
At Gets the element from the specified array
position
Compare methods
CompareArray Compares the array with another one
CompareArray Compares the array with another one
Sorted array methods
InsertSort Inserts an element in a sorted array
Search Searches for an element equal to the sample in
the sorted array
SearchGreat Searches for an element with a value exceeding
the value of the sample in the sorted array
SearchLess Searches for an element with a value less than
the value of the sample in the sorted array
SearchGreatOrEqual Searches for an element with a value greater
than or equal to the value of the sample in the
sorted array
SearchLessOrEqual Searches for an element with a value less than
or equal to the value of the sample in the
sorted array
SearchFirst Searches for the first element equal to the
sample in the sorted array
SearchLast Searches for the last element equal to the
sample in the sorted array
SearchLinear Searches for the element equal to the sample in
the array
© 2000-2017, MetaQuotes Software Corp.
2374 Standard Library
Input/output
virtual Save Saves data array in the file
virtual Load Loads data array from the file
virtual Type Gets the array type identifier
Methods inherited from class CObject
Prev, Prev, Next, Next, Compare
Methods inherited from class CArray
Step, Step, Total, Available, Max, IsSorted, SortMode, Clear, Sort
© 2000-2017, MetaQuotes Software Corp.
2375 Standard Library
Reserve
Allocates memory to increase the size of the array.
bool Reserve(
int size // number
)
Parameters
size
[in] The number of additional elements of the array.
Return Value
true - successful, false - there was an attempt to request for an amount less than or equal to zero,
or failed to increase the array.
Note
To reduce fragmentation of memory, the array size is increased by the step previously determined
by the Step(int) method or the default step of 16.
Example:
//--- example for CArrayChar::Reserve(int)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- reserve memory
if(!array.Reserve(1024))
{
printf("Reserve error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2376 Standard Library
Resize
Sets a new (smaller) size of the array.
bool Resize(
int size // size
)
Parameters
size
[in] New size of the array.
Return Value
true - successful, false - there was an attempt to set the size less than or equal to zero.
Note
Changing the size of the array allows using the memory optimally. Excessive elements on the right
are lost. To reduce fragmentation of memory, the array size is changed by the step previously
determined by the Step(int) method or the default step of 16.
Example:
//--- example for CArrayChar::Resize(int)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- resize array
if(!array.Resize(10))
{
printf("Resize error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2377 Standard Library
Shutdown
Clears the array with a full memory release.
bool Shutdown()
Return Value
true - successful, false - error.
Example:
//--- example for CArrayChar::Shutdown()
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- shutdown array
if(!array.Shutdown())
{
printf("Shutdown error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2378 Standard Library
Add
Adds an element to the end of the array.
bool Add(
char element // element to add
)
Parameters
element
[in] Value of the element to add to the array.
Return Value
true - successful, false - cannot add an element.
Example:
//--- example for CArrayChar::Add(char)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
for(int i=0;i<100;i++)
{
if(!array.Add(i))
{
printf("Element addition error");
delete array;
return;
}
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2379 Standard Library
AddArray
Adds elements of one array to the end of another.
bool AddArray(
const char& src[] // source array
)
Parameters
src[]
[in] Reference to an array of source elements to add.
Return Value
true - successful, false - cannot add items.
Example:
//--- example for CArrayChar::AddArray(const char &[])
#include <Arrays\ArrayChar.mqh>
//---
char src[];
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add another array
if(!array.AddArray(src))
{
printf("Array addition error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2380 Standard Library
AddArray
Adds elements of one array to the end of another.
bool AddArray(
const CArrayChar* src // pointer to the source
)
Parameters
src
[in] Pointer to an instance of CArrayChar class used as a source of elements to add.
Return Value
true - successful, false - cannot add items.
Example:
//--- example for CArrayChar::AddArray(const CArrayChar*)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayChar *src=new CArrayChar;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- add another array
if(!array.AddArray(src))
{
printf("Array addition error");
delete src;
delete array;
return;
}
//--- delete source array
delete src;
© 2000-2017, MetaQuotes Software Corp.
2381 Standard Library
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2382 Standard Library
Insert
Inserts an element to the specified position in the array.
bool Insert(
char element, // element to insert
int pos // position
)
Parameters
element
[in] Value of the element to be inserted into the array
pos
[in] Position in the array to insert
Return Value
true - successful, false - cannot insert the element.
Example:
//--- example for CArrayChar::Insert(char,int)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- insert elements
for(int i=0;i<100;i++)
{
if(!array.Insert(i,0))
{
printf("Insert error");
delete array;
return;
}
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2383 Standard Library
InsertArray
Inserts elements of one array from the specified position of another array.
bool InsertArray(
const char& src[], // source array
int pos // position
)
Parameters
src[]
[in] Reference to an array used as a source of elements to insert
pos
[in] Position in the array to insert
Return Value
true - successful, false - cannot insert items.
Example:
//--- example for CArrayChar::InsertArray(const char &[],int)
#include <Arrays\ArrayChar.mqh>
//---
char src[];
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- insert another array
if(!array.InsertArray(src,0))
{
printf("Array inserting error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2384 Standard Library
InsertArray
Inserts elements of one array from the specified position of another array.
bool InsertArray(
CArrayChar* src, // pointer to the source
int pos // position
)
Parameters
src
[in] Pointer to an instance of the CArrayChar class used as a source of elements to insert.
pos
[in] Position in the array to insert
Return Value
true - successful, false - cannot insert items.
Example:
//--- example for CArrayChar::InsertArray(const CArrayChar*,int)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayChar *src=new CArrayChar;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- insert another array
if(!array.InsertArray(src,0))
{
printf("Array inserting error");
delete src;
delete array;
© 2000-2017, MetaQuotes Software Corp.
2385 Standard Library
return;
}
//--- delete source array
delete src;
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2386 Standard Library
AssignArray
Copies the elements of one array to another.
bool AssignArray(
const char& src[] // source array
)
Parameters
src[]
[in] Reference to an array used as a source of elements to copy.
Return Value
true - successful, false - cannot copy the items.
Example:
//--- example for CArrayChar::AssignArray(const char &[])
#include <Arrays\ArrayChar.mqh>
//---
char src[];
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- assign another array
if(!array.AssignArray(src))
{
printf("Array assigned error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2387 Standard Library
AssignArray
Copies the elements of one array to another.
bool AssignArray(
const CArrayChar* src // pointer to the source
)
Parameters
src
[in] Pointer to an instance of the CArrayChar class used as a source of elements to copy.
Return Value
true - successful, false - cannot copy the elements.
Example:
//--- example for CArrayChar::AssignArray(const CArrayChar*)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayChar *src =new CArrayChar;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- assign another array
if(!array.AssignArray(src))
{
printf("Array assigned error");
delete src;
delete array;
return;
}
//--- arrays are identical
//--- delete source array
© 2000-2017, MetaQuotes Software Corp.
2388 Standard Library
delete src;
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2389 Standard Library
Update
Changes the element at the specified array position.
bool Update(
int pos, // position
char element // value
)
Parameters
pos
[in] Position of the element in the array to change
element
[in] New value of the element
Return Value
true - successful, false - cannot change the element.
Example:
//--- example for CArrayChar::Update(int,char)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- update element
if(!array.Update(0,'A'))
{
printf("Update error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2390 Standard Library
Shift
Moves an item from a given position in the array to the specified offset.
bool Shift(
int pos, // position
int shift // value
)
Parameters
pos
[in] Position of the moved element in the array
shift
[in] The shift value (both positive and negative).
Return Value
true - successful, false - cannot move the element.
Example:
//--- example for CArrayChar::Shift(int,int)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- shift element
if(!array.Shift(10,-5))
{
printf("Shift error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2391 Standard Library
Delete
Removes the element from the specified array position.
bool Delete(
int pos // position
)
Parameters
pos
[in] Position of the array element to be removed.
Return Value
true - successful, false - cannot remove the element.
Example:
//--- example for CArrayChar::Delete(int)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- delete element
if(!array.Delete(0))
{
printf("Delete error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2392 Standard Library
DeleteRange
Deletes a group of elements from the specified array position.
bool DeleteRange(
int from, // position of the first element
int to // position of the last element
)
Parameters
from
[in] Position of the first array element to be removed.
to
[in] Position of the last array element to be removed.
Return Value
true - successful, false - cannot remove the elements.
Example:
//--- example for CArrayChar::DeleteRange(int,int)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- delete elements
if(!array.DeleteRange(0,10))
{
printf("Delete error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2393 Standard Library
At
Gets the element from the specified array position.
char At(
int pos // position
) const
Parameters
pos
[in] Position of the desired element in the array.
Return Value
The value of the element - success, CHAR_MAX - there was an attempt to get an element from a
non-existing position (the last error code is ERR_OUT_OF_RANGE).
Note
Of course, CHAR_MAX may be a valid value of an array element. Therefore, always check the last
error code after receiving such a value.
Example:
//--- example for CArrayChar::At(int)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
for(int i=0;i<array.Total();i++)
{
char result=array.At(i);
if(result==CHAR_MAX && GetLastError()==ERR_OUT_OF_RANGE)
{
//--- error of reading from array
printf("Get element error");
delete array;
return;
}
//--- use element
//--- . . .
}
© 2000-2017, MetaQuotes Software Corp.
2394 Standard Library
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2395 Standard Library
CompareArray
Compares the array with another one.
bool CompareArray(
const char& src[] // source array
) const
Parameters
src[]
[in] Reference to an array used as a source of elements for comparison.
Return Value
true - arrays are equal, false - arrays are not equal.
Example:
//--- example for CArrayChar::CompareArray(const char &[])
#include <Arrays\ArrayChar.mqh>
//---
char src[];
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- compare with another array
int result=array.CompareArray(src);
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2396 Standard Library
CompareArray
Compares the array with another one.
bool CompareArray(
const CArrayChar* src // pointer to the source
) const
Parameters
src
[in] Pointer to an instance of the CArrayChar class used as a source of elements for comparison.
Return Value
true - arrays are equal, false - arrays are not equal.
Example:
//--- example for CArrayChar::CompareArray(const CArrayChar*)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayChar *src=new CArrayChar;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- compare with another array
int result=array.CompareArray(src);
//--- delete arrays
delete src;
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2397 Standard Library
InsertSort
Inserts an element in a sorted array.
bool InsertSort(
char element // element to insert
)
Parameters
element
[in] Value of the element to be inserted into a sorted array
Return Value
true - successful, false - cannot insert the element.
Example:
//--- example for CArrayChar::InsertSort(char)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- insert element
if(!array.InsertSort('A'))
{
printf("Insert error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2398 Standard Library
Search
Searches for an element equal to the sample in the sorted array.
int Search(
char element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayChar::Search(char)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.Search('A')!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2399 Standard Library
SearchGreat
Searches for an element with a value exceeding the value of the sample in the sorted array.
int SearchGreat(
char element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element, if successful, -1 - the element not found.
Example:
//--- example for CArrayChar::SearchGreat(char)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchGreat('A')!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2400 Standard Library
SearchLess
Searches for an element with a value less than the value of the sample in the sorted array.
int SearchLess(
char element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayChar::SearchLess(char)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchLess('A')!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2401 Standard Library
SearchGreatOrEqual
Searches for an element with a value greater than or equal to the value of the sample in the sorted
array.
int SearchGreatOrEqual(
char element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayChar::SearchGreatOrEqual(char)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchGreatOrEqual('A')!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2402 Standard Library
SearchLessOrEqual
Searches for an element with a value less than or equal to the value of the sample in the sorted array.
int SearchLessOrEqual(
char element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayChar::SearchLessOrEqual(char)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchLessOrEqual('A')!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2403 Standard Library
SearchFirst
Searches for the first element equal to the sample in the sorted array.
int SearchFirst(
char element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayChar::SearchFirst(char)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchFirst('A')!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2404 Standard Library
SearchLast
Searches for the last element equal to the sample in the sorted array.
int SearchLast(
char element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayChar::SearchLast(char)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchLast('A')!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2405 Standard Library
SearchLinear
Searches for the element equal to the sample in the array.
int SearchLinear(
char element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Note
The method uses the linear search (or sequential search) algorithm for unsorted arrays.
Example:
//--- example for CArrayChar::SearchLinear(char)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- search element
if(array.SearchLinear('A')!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2406 Standard Library
Save
Saves data array in the file.
virtual bool Save(
int file_handle // file handle
)
Parameters
file_handle
[in] Handle of the binary file previously opened using the FileOpen(...) function.
Return Value
true – successfully completed, false - error.
Example:
//--- example for CArrayChar::Save(int)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
int file_handle;
CArrayChar *array=new CArrayChar;
//---
if(array!=NULL)
{
printf("Object create error");
return;
}
//--- open file
file_handle=FileOpen("MyFile.bin",FILE_WRITE|FILE_BIN|FILE_ANSI);
if(file_handle>=0)
{
if(!array.Save(file_handle))
{
//--- file save error
printf("File save: Error %d!",GetLastError());
delete array;
FileClose(file_handle);
//---
return;
}
FileClose(file_handle);
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2407 Standard Library
Load
Loads data array from the file.
virtual bool Load(
int file_handle // file handle
)
Parameters
file_handle
[in] Handle of the binary file previously opened using the FileOpen(...) function.
Return Value
true – successfully completed, false - error.
Example:
//--- example for CArrayChar::Load(int)
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
int file_handle;
CArrayChar *array=new CArrayChar;
//---
if(array!=NULL)
{
printf("Object create error");
return;
}
//--- open file
file_handle=FileOpen("MyFile.bin",FILE_READ|FILE_BIN|FILE_ANSI);
if(file_handle>=0)
{
if(!array.Load(file_handle))
{
//--- file load error
printf("File load: Error %d!",GetLastError());
delete array;
FileClose(file_handle);
//---
return;
}
FileClose(file_handle);
}
//--- use arrays elements
for(int i=0;i<array.Total();i++)
{
printf("Element[%d] = ’%c’",i,array.At(i));
© 2000-2017, MetaQuotes Software Corp.
2408 Standard Library
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2409 Standard Library
Type
Gets the array type identifier.
virtual int Type() const
Return Value
Array type identifier (for CArrayChar - 77).
Example:
//--- example for CArrayChar::Type()
#include <Arrays\ArrayChar.mqh>
//---
void OnStart()
{
CArrayChar *array=new CArrayChar;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- get array type
int type=array.Type();
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2410 Standard Library
CArrayShort
CArrayShort is a class of dynamic array of short or ushort variables.
Description
Class CArrayShort provides the ability to work with a dynamic array of short or ushort variables. The
class allows adding/inserting/deleting array elements, performing an array sorting, and searching in a
sorted array. In addition, methods of working with files have been implemented.
Declaration
class CArrayShort : public CArray
Title
#include <Arrays\ArrayShort.mqh>
Inheritance hierarchy
CObject
CArray
CArrayShort
Class Methods by Groups
Memory control
Reserve Allocates memory to increase the size of the
array
Resize Sets a new (smaller) size of the array
Shutdown Clears the array with a full memory release
Add methods
Add Adds an element to the end of the array
AddArray Adds elements of one array to the end of
another
AddArray Adds elements of one array to the end of
another
Insert Inserts an element to the specified position in
the array
InsertArray Inserts to an array elements from another array
from the specified position
InsertArray Inserts to an array elements from another array
from the specified position
AssignArray Copies the elements of one array to another
© 2000-2017, MetaQuotes Software Corp.
2411 Standard Library
AssignArray Copies the elements of one array to another
Update methods
Update Changes the element at the specified array
position
Shift Moves an element from a given position in the
array to the specified offset
Delete methods
Delete Removes the element from the specified array
position
DeleteRange Deletes a group of elements from the specified
array position
Access methods
At Gets the element from the specified array
position
Compare methods
CompareArray Compares the array with another one
CompareArray Compares the array with another one
Sorted array operations
InsertSort Inserts an element in a sorted array
Search Searches for an element equal to the sample in
the sorted array
SearchGreat Searches for an element with a value exceeding
the value of the sample in the sorted array
SearchLess Searches for an element with a value less than
the value of the sample in the sorted array
SearchGreatOrEqual Searches for an element with a value greater
than or equal to the value of the sample in the
sorted array
SearchLessOrEqual Searches for an element with a value less than
or equal to the value of the sample in the
sorted array
SearchFirst Searches for the first element equal to the
sample in the sorted array
SearchLast Searches for the last element equal to the
sample in the sorted array
SearchLinear Searches for the element equal to the sample in
the array
© 2000-2017, MetaQuotes Software Corp.
2412 Standard Library
Input/output
virtual Save Saves data array in the file
virtual Load Loads data array from the file
virtual Type Gets the type identifier of the array
Methods inherited from class CObject
Prev, Prev, Next, Next, Compare
Methods inherited from class CArray
Step, Step, Total, Available, Max, IsSorted, SortMode, Clear, Sort
© 2000-2017, MetaQuotes Software Corp.
2413 Standard Library
Reserve
Allocates memory to increase the size of the array.
bool Reserve(
int size // number
)
Parameters
size
[in] The number of additional elements of the array.
Return Value
true - successful, false - there was an attempt to request for an amount less than or equal to zero,
or failed to increase the array.
Note
To reduce fragmentation of memory, the array size is changed using the step previously determined
by the Step(int) method or the default step of 16.
Example:
//--- example for CArrayShort::Reserve(int)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- reserve memory
if(!array.Reserve(1024))
{
printf("Reserve error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2414 Standard Library
Resize
Sets a new (smaller) size of the array.
bool Resize(
int size // size
)
Parameters
size
[in] New size of the array.
Return Value
true - successful, false - there was an attempt to set the size less than or equal to zero.
Note
Changing the size of the array allows using the memory optimally. Excessive elements on the right
are lost. To reduce fragmentation of memory, the array size is changed by the step previously
determined by the Step(int) method or the default step of 16.
Example:
//--- example for CArrayShort::Resize(int)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- resize array
if(!array.Resize(10))
{
printf("Resize error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2415 Standard Library
Shutdown
Clears the array with a full memory release.
bool Shutdown()
Return Value
true - successful, false - error.
Example:
//--- example for CArrayShort::Shutdown()
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- shutdown array
if(!array.Shutdown())
{
printf("Shutdown error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2416 Standard Library
Add
Adds an element to the end of the array.
bool Add(
short element // element to add
)
Parameters
element
[in] Value of the element to add to the array.
Return Value
true - successful, false - cannot add an element.
Example:
//--- example for CArrayShort::Add(short)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
for(int i=0;i<100;i++)
{
if(!array.Add(i))
{
printf("Element addition error");
delete array;
return;
}
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2417 Standard Library
AddArray
Adds elements of one array to the end of another.
bool AddArray(
const short& src[] // source array
)
Parameters
src[]
[in] Reference to an array of source elements to add.
Return Value
true - successful, false - cannot add items.
Example:
//--- example for CArrayShort::AddArray(const short &[])
#include <Arrays\ArrayShort.mqh>
//---
short src[];
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add another array
if(!array.AddArray(src))
{
printf("Array addition error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2418 Standard Library
AddArray
Adds elements of one array to the end of another.
bool AddArray(
const CArrayShort* src // pointer to the source
)
Parameters
src
[in] Pointer to an instance of CArrayShort class used as a source of elements to add.
Return Value
true - successful, false - cannot add items.
Example:
//--- example for CArrayShort::AddArray(const CArrayShort*)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayShort *src=new CArrayShort;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- add another array
if(!array.AddArray(src))
{
printf("Array addition error");
delete src;
delete array;
return;
}
//--- delete source array
delete src;
© 2000-2017, MetaQuotes Software Corp.
2419 Standard Library
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2420 Standard Library
Insert
Inserts an element to the specified position in the array.
bool Insert(
short element, // element to insert
int pos // position
)
Parameters
element
[in] Value of the element to be inserted into the array
pos
[in] Position in the array to insert
Return Value
true - successful, false - cannot insert the element.
Example:
//--- example for CArrayShort::Insert(short,int)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- insert elements
for(int i=0;i<100;i++)
{
if(!array.Insert(i,0))
{
printf("Insert error");
delete array;
return;
}
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2421 Standard Library
InsertArray
Inserts elements of one array from the specified position of another array.
bool InsertArray(
const short& src[], // source array
int pos // position
)
Parameters
src[]
[in] Reference to an array used as a source of elements to insert
pos
[in] Position in the array to insert
Return Value
true - successful, false - cannot insert items.
Example:
//--- example for CArrayShort::InsertArray(const short &[],int)
#include <Arrays\ArrayShort.mqh>
//---
short src[];
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- insert another array
if(!array.InsertArray(src,0))
{
printf("Array inserting error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2422 Standard Library
InsertArray
Inserts elements of one array from the specified position of another array.
bool InsertArray(
CArrayShort* src, // pointer to the source
int pos // position
)
Parameters
src
[in] Pointer to an instance of the CArrayShort class used as a source of elements to insert.
pos
[in] Position in the array to insert.
Return Value
true - successful, false - cannot insert items.
Example:
//--- example for CArrayShort::InsertArray(const CArrayShort*,int)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayShort *src=new CArrayShort;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- insert another array
if(!array.InsertArray(src,0))
{
printf("Array inserting error");
delete src;
delete array;
© 2000-2017, MetaQuotes Software Corp.
2423 Standard Library
return;
}
//--- delete source array
delete src;
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2424 Standard Library
AssignArray
Copies the elements of one array to another.
bool AssignArray(
const short& src[] // source array
)
Parameters
src[]
[in] Reference to an array used as a source of elements to copy.
Return Value
true - successful, false - cannot copy the items.
Example:
//--- example for CArrayShort::AssignArray(const short &[])
#include <Arrays\ArrayShort.mqh>
//---
short src[];
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- assign another array
if(!array.AssignArray(src))
{
printf("Array assigned error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2425 Standard Library
AssignArray
Copies the elements of one array to another.
bool AssignArray(
const CArrayShort* src // pointer to the source
)
Parameters
src
[in] Pointer to an instance of the CArrayShort class used as a source of elements to copy.
Return Value
true - successful, false - cannot copy the elements.
Example:
//--- example for CArrayShort::AssignArray(const CArrayShort*)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayShort *src =new CArrayShort;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- assign another array
if(!array.AssignArray(src))
{
printf("Array assigned error");
delete src;
delete array;
return;
}
//--- arrays is identical
//--- delete source array
© 2000-2017, MetaQuotes Software Corp.
2426 Standard Library
delete src;
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2427 Standard Library
Update
Changes the element at the specified array position.
bool Update(
int pos, // position
short element // value
)
Parameters
pos
[in] Position of the element in the array to change
element
[in] New value of the element
Return Value
true - successful, false - cannot change the element.
Example:
//--- example for CArrayShort::Update(int,short)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- update element
if(!array.Update(0,100))
{
printf("Update error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2428 Standard Library
Shift
Moves an item from a given position in the array to the specified offset.
bool Shift(
int pos, // positions
int shift // shift
)
Parameters
pos
[in] Position of the moved element in the array
shift
[in] The shift value (both positive and negative).
Return Value
true - successful, false - cannot move the element.
Example:
//--- example for CArrayShort::Shift(int,int)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- shift element
if(!array.Shift(10,-5))
{
printf("Shift error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2429 Standard Library
Delete
Removes the element from the specified array position.
bool Delete(
int pos // position
)
Parameters
pos
[in] Position of the array element to be removed.
Return Value
true - successful, false - cannot remove the element.
Example:
//--- example for CArrayShort::Delete(int)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- delete element
if(!array.Delete(0))
{
printf("Delete error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2430 Standard Library
DeleteRange
Deletes a group of elements from the specified array position.
bool DeleteRange(
int from, // position of the first element
int to // position of the last element
)
Parameters
from
[in] Position of the first array element to be removed.
to
[in] Position of the last array element to be removed.
Return Value
true - successful, false - cannot remove the elements.
Example:
//--- example for CArrayShort::DeleteRange(int,int)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- delete elements
if(!array.DeleteRange(0,10))
{
printf("Delete error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2431 Standard Library
At
Gets the element from the specified array position.
short At(
int pos // position
) const
Parameters
pos
[in] Position of the desired element in the array.
Return Value
The value of the element - success, SHORT_MAX - there was an attempt to get an element from a
non-existing position (the last error code is ERR_OUT_OF_RANGE).
Note
Of course, SHORT_MAX may be a valid value of an array element. Therefore, always check the last
error code after receiving such a value.
Example:
//--- example for CArrayShort::At(int)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
for(int i=0;i<array.Total();i++)
{
short result=array.At(i);
if(result==SHORT_MAX && GetLastError()==ERR_OUT_OF_RANGE)
{
//--- error of reading from array
printf("Get element error");
delete array;
return;
}
//--- use element
//--- . . .
}
© 2000-2017, MetaQuotes Software Corp.
2432 Standard Library
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2433 Standard Library
CompareArray
Compares the array with another one.
bool CompareArray(
const short& src[] // source array
) const
Parameters
src[]
[in] Reference to an array used as a source of elements for comparison.
Return Value
true - arrays are equal, false - arrays are not equal.
Example:
//--- example for CArrayShort::CompareArray(const short &[])
#include <Arrays\ArrayShort.mqh>
//---
short src[];
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- compare with another array
int result=array.CompareArray(src);
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2434 Standard Library
CompareArray
Compares the array with another one.
bool CompareArray(
const CArrayShort* src // pointer to the source
) const
Parameters
src
[in] Pointer to an instance of the CArrayShort class used as a source of elements for comparison.
Return Value
true - arrays are equal, false - arrays are not equal.
Example:
//--- example for CArrayShort::CompareArray(const CArrayShort*)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayShort *src=new CArrayShort;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- compare with another array
int result=array.CompareArray(src);
//--- delete arrays
delete src;
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2435 Standard Library
InsertSort
Inserts an element in a sorted array.
bool InsertSort(
short element // element to insert
)
Parameters
element
[in] Value of the element to be inserted into a sorted array
Return Value
true - successful, false - cannot insert the element.
Example:
//--- example for CArrayShort::InsertSort(short)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- insert element
if(!array.InsertSort(100))
{
printf("Insert error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2436 Standard Library
Search
Searches for an element equal to the sample in the sorted array.
int Search(
short element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayShort::Search(short)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.Search(100)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2437 Standard Library
SearchGreat
Searches for an element with a value exceeding the value of the sample in the sorted array.
int SearchGreat(
short element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - element not found.
Example:
//--- example for CArrayShort::SearchGreat(short)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchGreat(100)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2438 Standard Library
SearchLess
Searches for an element with a value less than the value of the sample in the sorted array.
int SearchLess(
short element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayShort::SearchLess(short)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchLess(100)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2439 Standard Library
SearchGreatOrEqual
Searches for an element with a value greater than or equal to the value of the sample in the sorted
array.
int SearchGreatOrEqual(
short element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayShort::SearchGreatOrEqual(short)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchGreatOrEqual(100)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2440 Standard Library
SearchLessOrEqual
Searches for an element with a value less than or equal to the value of the sample in the sorted array.
int SearchLessOrEqual(
short element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayShort::SearchLessOrEqual(short)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchLessOrEqual(100)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2441 Standard Library
SearchFirst
Searches for the first element equal to the sample in the sorted array.
int SearchFirst(
short element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayShort::SearchFirst(short)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchFirst(100)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2442 Standard Library
SearchLast
Searches for the last element equal to the sample in the sorted array.
int SearchLast(
short element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayShort::SearchLast(short)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchLast(100)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2443 Standard Library
SearchLinear
Searches for the element equal to the sample in the array.
int SearchLinear(
short element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Note
The method uses the linear search (or sequential search) algorithm for unsorted arrays.
Example:
//--- example for CArrayShort::SearchLinear(short)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- search element
if(array.SearchLinear(100)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2444 Standard Library
Save
Saves data array in the file.
virtual bool Save(
int file_handle // file handle
)
Parameters
file_handle
[in] Handle of the binary file previously opened using the FileOpen(...) function.
Return Value
true – successfully completed, false - error.
Example:
//--- example for CArrayShort::Save(int)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
int file_handle;
CArrayShort *array=new CArrayShort;
//---
if(array!=NULL)
{
printf("Object create error");
return;
}
//--- add 100 arrays elements
for(int i=0;i<100;i++)
{
array.Add(i);
}
//--- open file
file_handle=FileOpen("MyFile.bin",FILE_WRITE|FILE_BIN|FILE_ANSI);
if(file_handle>=0)
{
if(!array.Save(file_handle))
{
//--- file save error
printf("File save: Error %d!",GetLastError());
delete array;
FileClose(file_handle);
//---
return;
}
FileClose(file_handle);
© 2000-2017, MetaQuotes Software Corp.
2445 Standard Library
}
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2446 Standard Library
Load
Loads data array from the file.
virtual bool Load(
int file_handle // file handle
)
Parameters
file_handle
[in] Handle of the binary file previously opened using the FileOpen(...) function.
Return Value
true – successfully completed, false - error.
Example:
//--- example for CArrayShort::Load(int)
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
int file_handle;
CArrayShort *array=new CArrayShort;
//---
if(array!=NULL)
{
printf("Object create error");
return;
}
//--- open file
file_handle=FileOpen("MyFile.bin",FILE_READ|FILE_BIN|FILE_ANSI);
if(file_handle>=0)
{
if(!array.Load(file_handle))
{
//--- file load error
printf("File load: Error %d!",GetLastError());
delete array;
FileClose(file_handle);
//---
return;
}
FileClose(file_handle);
}
//--- use arrays elements
for(int i=0;i<array.Total();i++)
{
printf("Element[%d] = %d",i,array.At(i));
© 2000-2017, MetaQuotes Software Corp.
2447 Standard Library
}
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2448 Standard Library
Type
Gets the array type identifier.
virtual int Type() const
Return Value
Array type identifier (for CArrayShort - 82).
Example:
//--- example for CArrayShort::Type()
#include <Arrays\ArrayShort.mqh>
//---
void OnStart()
{
CArrayShort *array=new CArrayShort;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- get array type
int type=array.Type();
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2449 Standard Library
CArrayInt
CArrayInt is a class of dynamic array of int or uint variables.
Description
The class CArrayInt provides the ability to work with a dynamic array of int or uint variables. The class
allows adding/inserting/deleting array elements, performing an array sorting, and searching in a
sorted array. In addition, methods of working with files have been implemented.
Declaration
class CArrayInt : public CArray
Title
#include <Arrays\ArrayInt.mqh>
Inheritance hierarchy
CObject
CArray
CArrayInt
Direct descendants
CSpreadBuffer
Class Methods by Groups
Memory control
Reserve Allocates memory to increase the size of the
array
Resize Sets a new (smaller) size of the array
Shutdown Clears the array with a full memory release
Add methods
Add Adds an element to the end of the array
AddArray Adds elements of one array to the end of
another
AddArray Adds elements of one array to the end of
another
Insert Inserts an element to the specified position in
the array
InsertArray Inserts to an array elements from another array
from the specified position
© 2000-2017, MetaQuotes Software Corp.
2450 Standard Library
InsertArray Inserts to an array elements from another array
from the specified position
AssignArray Copies the elements of one array to another
AssignArray Copies the elements of one array to another
Update methods
Update Changes the element at the specified array
position
Shift Moves an element from a given position in the
array to the specified offset
Delete methods
Delete Removes the element from the specified array
position
DeleteRange Deletes a group of elements from the specified
array position
Access methods
At Gets the element from the specified array
position
Compare methods
CompareArray Compares the array with another one
CompareArray Compares the array with another one
Sorted array operations
InsertSort Inserts an element in a sorted array
Search Searches for an element equal to the sample in
the sorted array
SearchGreat Searches for an element with a value exceeding
the value of the sample in the sorted array
SearchLess Searches for an element with a value less than
the value of the sample in the sorted array
SearchGreatOrEqual Searches for an element with a value greater
than or equal to the value of the sample in the
sorted array
SearchLessOrEqual Searches for an element with a value less than
or equal to the value of the sample in the
sorted array
SearchFirst Searches for the first element equal to the
sample in the sorted array
© 2000-2017, MetaQuotes Software Corp.
2451 Standard Library
SearchLast Searches for the last element equal to the
sample in the sorted array
SearchLinear Searches for the element equal to the sample in
the array
Input/output
virtual Save Saves data array in the file
virtual Load Loads data array from the file
virtual Type Gets the type identifier of the array
Methods inherited from class CObject
Prev, Prev, Next, Next, Compare
Methods inherited from class CArray
Step, Step, Total, Available, Max, IsSorted, SortMode, Clear, Sort
© 2000-2017, MetaQuotes Software Corp.
2452 Standard Library
Reserve
Allocates memory to increase the size of the array.
bool Reserve(
int size // number
)
Parameters
size
[in] The number of additional elements of the array.
Return Value
true - successful, false - there was an attempt to request for an amount less than or equal to zero,
or failed to increase the array.
Note
To reduce fragmentation of memory, the array size is changed using the step previously determined
by the Step(int) method or the default step of 16.
Example:
//--- example for CArrayInt::Reserve(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- reserve memory
if(!array.Reserve(1024))
{
printf("Reserve error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2453 Standard Library
Resize
Sets a new (smaller) size of the array.
bool Resize(
int size // number
)
Parameters
size
[in] New size of the array.
Return Value
true - successful, false - there was an attempt to set the size less than or equal to zero.
Note
Changing the size of the array allows using the memory optimally. Excessive elements on the right
are lost. To reduce fragmentation of memory, the array size is changed by the step previously
determined by the Step(int) method or the default step of 16.
Example:
//--- example for CArrayInt::Resize(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- resize array
if(!array.Resize(10))
{
printf("Resize error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2454 Standard Library
Shutdown
Clears the array with a full memory release.
bool Shutdown()
Return Value
true - successful, false - error.
Example:
//--- example for CArrayInt::Shutdown()
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- shutdown array
if(!array.Shutdown())
{
printf("Shutdown error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2455 Standard Library
Add
Adds an element to the end of the array.
bool Add(
int element // element to add
)
Parameters
element
[in] Value of the element to add to the array.
Return Value
true - successful, false - cannot add an element.
Example:
//--- example for CArrayInt::Add(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
for(int i=0;i<100;i++)
{
if(!array.Add(i))
{
printf("Element addition error");
delete array;
return;
}
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2456 Standard Library
AddArray
Adds elements of one array to the end of another.
bool AddArray(
const int& src[] // source array
)
Parameters
src[]
[in] Reference to an array of source elements to add.
Return Value
true - successful, false - cannot add items.
Example:
//--- example for CArrayInt::AddArray(const int &[])
#include <Arrays\ArrayInt.mqh>
//---
int src[];
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add another array
if(!array.AddArray(src))
{
printf("Array addition error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2457 Standard Library
AddArray
Adds elements of one array to the end of another.
bool AddArray(
const CArrayInt* src // pointer to the source
)
Parameters
src
[in] Pointer to an instance of CArrayInt class used as a source of elements to add.
Return Value
true - successful, false - cannot add items.
Example:
//--- example for CArrayInt::AddArray(const CArrayInt*)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayInt *src=new CArrayInt;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- add another array
if(!array.AddArray(src))
{
printf("Array addition error");
delete src;
delete array;
return;
}
//--- delete source array
delete src;
© 2000-2017, MetaQuotes Software Corp.
2458 Standard Library
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2459 Standard Library
Insert
Inserts an element to the specified position in the array.
bool Insert(
int element, // element to insert
int pos // position
)
Parameters
element
[in] Value of the element to be inserted into the array
pos
[in] Position in the array to insert
Return Value
true - successful, false - cannot insert the element.
Example:
//--- example for CArrayInt::Insert(int,int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- insert elements
for(int i=0;i<100;i++)
{
if(!array.Insert(i,0))
{
printf("Insert error");
delete array;
return;
}
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2460 Standard Library
InsertArray
Inserts elements of one array from the specified position of another array.
bool InsertArray(
const int& src[], // source array
int pos // position
)
Parameters
src[]
[in] Reference to an array used as a source of elements to insert
pos
[in] Position in the array to insert
Return Value
true - successful, false - cannot insert items.
Example:
//--- example for CArrayInt::InsertArray(const int &[],int)
#include <Arrays\ArrayInt.mqh>
//---
int src[];
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- insert another array
if(!array.InsertArray(src,0))
{
printf("Array inserting error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2461 Standard Library
InsertArray
Inserts elements of one array from the specified position of another array.
bool InsertArray(
CArrayInt* src, // pointer to the source
int pos // position
)
Parameters
src
[in] Pointer to an instance of the CArrayInt class used as a source of elements to insert.
pos
[in] Position in the array to insert.
Return Value
true - successful, false - cannot insert items.
Example:
//--- example for CArrayInt::InsertArray(const CArrayInt*,int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayInt *src=new CArrayInt;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- insert another array
if(!array.InsertArray(src,0))
{
printf("Array inserting error");
delete src;
delete array;
© 2000-2017, MetaQuotes Software Corp.
2462 Standard Library
return;
}
//--- delete source array
delete src;
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2463 Standard Library
AssignArray
Copies the elements of one array to another.
bool AssignArray(
const int& src[] // source array
)
Parameters
src[]
[in] Reference to an array used as a source of elements to copy.
Return Value
true - successful, false - cannot copy the items.
Example:
//--- example for CArrayInt::AssignArray(const int &[])
#include <Arrays\ArrayInt.mqh>
//---
int src[];
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- assign another array
if(!array.AssignArray(src))
{
printf("Array assigned error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2464 Standard Library
AssignArray
Copies the elements of one array to another.
bool AssignArray(
const CArrayInt* src // pointer to the source
)
Parameters
src
[in] Pointer to an instance of the CArrayInt class used as a source of elements to copy.
Return Value
true - successful, false - cannot copy the elements.
Example:
//--- example for CArrayInt::AssignArray(const CArrayInt*)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayInt *src =new CArrayInt;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- assign another array
if(!array.AssignArray(src))
{
printf("Array assigned error");
delete src;
delete array;
return;
}
© 2000-2017, MetaQuotes Software Corp.
2465 Standard Library
//--- arrays is identical
//--- delete source array
delete src;
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2466 Standard Library
Update
Changes the element at the specified array position.
bool Update(
int pos, // position
int element // value
)
Parameters
pos
[in] Position of the element in the array to change.
element
[in] New value of the element
Return Value
true - successful, false - cannot change the element.
Example:
//--- example for CArrayInt::Update(int,int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- update element
if(!array.Update(0,10000))
{
printf("Update error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2467 Standard Library
Shift
Moves an item from a given position in the array to the specified offset.
bool Shift(
int pos, // position
int shift // shift
)
Parameters
pos
[in] Position of the moved element in the array
shift
[in] The shift value (both positive and negative).
Return Value
true - successful, false - cannot move the element.
Example:
//--- example for CArrayInt::Shift(int,int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- shift element
if(!array.Shift(10,-5))
{
printf("Shift error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2468 Standard Library
Delete
Removes the element from the specified array position.
bool Delete(
int pos // position
)
Parameters
pos
[in] Position of the array element to be removed.
Return Value
true - successful, false - cannot remove the element.
Example:
//--- example for CArrayInt::Delete(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- delete element
if(!array.Delete(0))
{
printf("Delete error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2469 Standard Library
DeleteRange
Deletes a group of elements from the specified array position.
bool DeleteRange(
int from, // position of the first element
int to // position of the last element
)
Parameters
from
[in] Position of the first array element to be removed.
to
[in] Position of the last array element to be removed.
Return Value
true - successful, false - cannot remove the elements.
Example:
//--- example for CArrayInt::DeleteRange(int,int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- delete elements
if(!array.DeleteRange(0,10))
{
printf("Delete error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2470 Standard Library
At
Gets the element from the specified array position.
int At(
int pos // position
) const
Parameters
pos
[in] Position of the desired element in the array.
Return Value
The value of the element - success, INT_MAX - there was an attempt to get an element from a non-
existing position (the last error code is ERR_OUT_OF_RANGE).
Note
Of course, INT_MAX may be a valid value of an array element. Therefore, always check the last error
code after receiving such a value.
Example:
//--- example for CArrayInt::At(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
for(int i=0;i<array.Total();i++)
{
int result=array.At(i);
if(result==INT_MAX && GetLastError()==ERR_OUT_OF_RANGE)
{
//--- error of reading from array
printf("Get element error");
delete array;
return;
}
//--- use element
//--- . . .
}
© 2000-2017, MetaQuotes Software Corp.
2471 Standard Library
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2472 Standard Library
CompareArray
Compares the array with another one.
bool CompareArray(
const int& src[] // source array
) const
Parameters
src[]
[in] Reference to an array used as a source of elements for comparison.
Return Value
true - arrays are equal, false - arrays are not equal.
Example:
//--- example for CArrayInt::CompareArray(const int &[])
#include <Arrays\ArrayInt.mqh>
//---
int src[];
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- compare with another array
int result=array.CompareArray(src);
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2473 Standard Library
CompareArray
Compares the array with another one.
bool CompareArray(
const CArrayInt* src // pointer to the source
) const
Parameters
src
[in] Pointer to an instance of the CArrayInt class used as a source of elements for comparison.
Return Value
true - arrays are equal, false - arrays are not equal.
Example:
//--- example for CArrayInt::CompareArray(const CArrayInt*)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayInt *src=new CArrayInt;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- compare with another array
int result=array.CompareArray(src);
//--- delete arrays
delete src;
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2474 Standard Library
InsertSort
Inserts an element in a sorted array.
bool InsertSort(
int element // element to insert
)
Parameters
element
[in] Value of the element to be inserted into a sorted array
Return Value
true - successful, false - cannot insert the element.
Example:
//--- example for CArrayInt::InsertSort(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- insert element
if(!array.InsertSort(10000))
{
printf("Insert error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2475 Standard Library
Search
Searches for an element equal to the sample in the sorted array.
int Search(
int element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayInt::Search(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.Search(10000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2476 Standard Library
SearchGreat
Searches for an element with a value exceeding the value of the sample in the sorted array.
int SearchGreat(
int element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayInt::SearchGreat(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchGreat(10000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2477 Standard Library
SearchLess
Searches for an element with a value less than the value of the sample in the sorted array.
int SearchLess(
int element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayInt::SearchLess(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchLess(10000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2478 Standard Library
SearchGreatOrEqual
Searches for an element with a value greater than or equal to the value of the sample in the sorted
array.
int SearchGreatOrEqual(
int element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayInt::SearchGreatOrEqual(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchGreatOrEqual(10000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2479 Standard Library
SearchLessOrEqual
Searches for an element with a value less than or equal to the value of the sample in the sorted array.
int SearchLessOrEqual(
int element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayInt::SearchLessOrEqual(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchLessOrEqual(10000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2480 Standard Library
SearchFirst
Searches for the first element equal to the sample in the sorted array.
int SearchFirst(
int element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayInt:: SearchFirst(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchFirst(10000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2481 Standard Library
SearchLast
Searches for the last element equal to the sample in the sorted array.
int SearchLast(
int element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayInt::SearchLast(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchLast(10000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2482 Standard Library
SearchLinear
Searches for the element equal to the sample in the array.
int SearchLinear(
int element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Note
The method uses the linear search (or sequential search) algorithm for unsorted arrays.
Example:
//--- example for CArrayInt::SearchLinear(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- search element
if(array.SearchLinear(10000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2483 Standard Library
Save
Saves data array in the file.
virtual bool Save(
int file_handle // file handle
)
Parameters
file_handle
[in] Handle of the binary file previously opened using the FileOpen(...) function.
Return Value
true – successfully completed, false - error.
Example:
//--- example for CArrayInt::Save(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
int file_handle;
CArrayInt *array=new CArrayInt;
//---
if(array!=NULL)
{
printf("Object create error");
return;
}
//--- add 100 arrays elements
for(int i=0;i<100;i++)
{
array.Add(i);
}
//--- open file
file_handle=FileOpen("MyFile.bin",FILE_WRITE|FILE_BIN|FILE_ANSI);
if(file_handle>=0)
{
if(!array.Save(file_handle))
{
//--- file save error
printf("File save: Error %d!",GetLastError());
delete array;
FileClose(file_handle);
//---
return;
}
FileClose(file_handle);
© 2000-2017, MetaQuotes Software Corp.
2484 Standard Library
}
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2485 Standard Library
Load
Loads data array from the file.
virtual bool Load(
int file_handle // file handle
)
Parameters
file_handle
[in] Handle of the binary file previously opened using the FileOpen(...) function.
Return Value
true – successfully completed, false - error.
Example:
//--- example for CArrayInt::Load(int)
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
int file_handle;
CArrayInt *array=new CArrayInt;
//---
if(array!=NULL)
{
printf("Object create error");
return;
}
//--- open file
file_handle=FileOpen("MyFile.bin",FILE_READ|FILE_BIN|FILE_ANSI);
if(file_handle>=0)
{
if(!array.Load(file_handle))
{
//--- file load error
printf("File load: Error %d!",GetLastError());
delete array;
FileClose(file_handle);
//---
return;
}
FileClose(file_handle);
}
//--- use arrays elements
for(int i=0;i<array.Total();i++)
{
printf("Element[%d] = %d",i,array.At(i));
© 2000-2017, MetaQuotes Software Corp.
2486 Standard Library
}
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2487 Standard Library
Type
Gets the array type identifier.
virtual int Type() const
Return Value
Array type identifier (for CArrayInt - 82).
Example:
//--- example for CArrayInt::Type()
#include <Arrays\ArrayInt.mqh>
//---
void OnStart()
{
CArrayInt *array=new CArrayInt;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- get array type
int type=array.Type();
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2488 Standard Library
CArrayLong
CArrayLong class is a class of dynamic array of long or ulong variables.
Description
The CArrayLong class provides the ability to work with a dynamic array of long or ulong variables. The
class allows adding/inserting/deleting array elements, performing an array sorting, and searching in a
sorted array. In addition, methods of working with files have been implemented.
Declaration
class CArrayLong : public CArray
Title
#include <Arrays\ArrayLong.mqh>
Inheritance hierarchy
CObject
CArray
CArrayLong
Direct descendants
CRealVolumeBuffer, CTickVolumeBuffer, CTimeBuffer
Class Methods by Groups
Memory control
Reserve Allocates memory to increase the size of the
array
Resize Sets a new (smaller) size of the array
Shutdown Clears the array with a full memory release
Add methods
Add Adds an element to the end of the array
AddArray Adds elements of one array to the end of
another
AddArray Adds elements of one array to the end of
another
Insert Inserts an element to the specified position in
the array
InsertArray Inserts to an array elements from another array
from the specified position
© 2000-2017, MetaQuotes Software Corp.
2489 Standard Library
InsertArray Inserts to an array elements from another array
from the specified position
AssignArray Copies the elements of one array to another
AssignArray Copies the elements of one array to another
Update methods
Update Changes the element at the specified array
position
Shift Moves an element from a given position in the
array to the specified offset
Delete methods
Delete Removes the element from the specified array
position
DeleteRange Deletes a group of elements from the specified
array position
Access methods
At Gets the element from the specified array
position
Compare methods
CompareArray Compares the array with another one
CompareArray Compares the array with another one
Sorted array operations
InsertSort Inserts an element in a sorted array
Search Searches for an element equal to the sample in
the sorted array
SearchGreat Searches for an element with a value exceeding
the value of the sample in the sorted array
SearchLess Searches for an element with a value less than
the value of the sample in the sorted array
SearchGreatOrEqual Searches for an element with a value greater
than or equal to the value of the sample in the
sorted array
SearchLessOrEqual Searches for an element with a value less than
or equal to the value of the sample in the
sorted array
SearchFirst Searches for the first element equal to the
sample in the sorted array
© 2000-2017, MetaQuotes Software Corp.
2490 Standard Library
SearchLast Searches for the last element equal to the
sample in the sorted array
SearchLinear Searches for the element equal to the sample in
the array
Input/output
virtual Save Saves data array in the file
virtual Load Loads data array from the file
virtual Type Gets the type identifier of the array
Methods inherited from class CObject
Prev, Prev, Next, Next, Compare
Methods inherited from class CArray
Step, Step, Total, Available, Max, IsSorted, SortMode, Clear, Sort
© 2000-2017, MetaQuotes Software Corp.
2491 Standard Library
Reserve
Allocates memory to increase the size of the array.
bool Reserve(
int size // number
)
Parameters
size
[in] The number of additional elements of the array.
Return Value
true - successful, false - there was an attempt to request for an amount less than or equal to zero,
or failed to increase the array.
Note
To reduce fragmentation of memory, the array size is changed using the step previously determined
by the Step(int) method or the default step of 16.
Example:
//--- example for CArrayLong::Reserve(int)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- reserve memory
if(!array.Reserve(1024))
{
printf("Reserve error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2492 Standard Library
Resize
Sets a new (smaller) size of the array.
bool Resize(
int size // size
)
Parameters
size
[in] New size of the array.
Return Value
true - successful, false - there was an attempt to set the size less than or equal to zero.
Note
Changing the size of the array allows using the memory optimally. Excessive elements on the right
are lost. To reduce fragmentation of memory, the array size is changed by the step previously
determined by the Step(int) method or the default step of 16.
Example:
//--- example for CArrayLong::Resize(int)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- resize array
if(!array.Resize(10))
{
printf("Resize error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2493 Standard Library
Shutdown
Clears the array with a full memory release.
bool Shutdown()
Return Value
true - successful, false - error.
Example:
//--- example for CArrayLong::Shutdown()
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- shutdown array
if(!array.Shutdown())
{
printf("Shutdown error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2494 Standard Library
Add
Adds an element to the end of the array.
bool Add(
long element // element to add
)
Parameters
element
[in] Value of the element to add to the array.
Return Value
true - successful, false - cannot add an element.
Example:
//--- example for CArrayLong::Add(long)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
for(int i=0;i<100;i++)
{
if(!array.Add(i))
{
printf("Element addition error");
delete array;
return;
}
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2495 Standard Library
AddArray
Adds elements of one array to the end of another.
bool AddArray(
const long& src[] // source array
)
Parameters
src[]
[in] Reference to an array of source elements to add.
Return Value
true - successful, false - cannot add items.
Example:
//--- example for CArrayLong::AddArray(const long &[])
#include <Arrays\ArrayLong.mqh>
//---
long src[];
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add another array
if(!array.AddArray(src))
{
printf("Array addition error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2496 Standard Library
AddArray
Adds elements of one array to the end of another.
bool AddArray(
const CArrayLong* src // pointer to the source
)
Parameters
src
[in] Pointer to an instance of CArrayLong class used as a source of elements to add.
Return Value
true - successful, false - cannot add items.
Example:
//--- example for CArrayLong::AddArray(const CArrayLong*)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayLong *src=new CArrayLong;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- add another array
if(!array.AddArray(src))
{
printf("Array addition error");
delete src;
delete array;
return;
}
//--- delete source array
delete src;
© 2000-2017, MetaQuotes Software Corp.
2497 Standard Library
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2498 Standard Library
Insert
Inserts an element to the specified position in the array.
bool Insert(
long element, // element to insert
int pos // position
)
Parameters
element
[in] Value of the element to be inserted into the array
pos
[in] Position in the array to insert
Return Value
true - successful, false - cannot insert the element.
Example:
//--- example for CArrayLong::Insert(long,int)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- insert elements
for(int i=0;i<100;i++)
{
if(!array.Insert(i,0))
{
printf("Insert error");
delete array;
return;
}
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2499 Standard Library
InsertArray
Inserts elements of one array from the specified position of another array.
bool InsertArray(
const long& src[], // source array
int pos // position
)
Parameters
src[]
[in] Reference to an array used as a source of elements to insert
pos
[in] Position in the array to insert
Return Value
true - successful, false - cannot insert items.
Example:
//--- example for CArrayLong::InsertArray(const long &[],int)
#include <Arrays\ArrayLong.mqh>
//---
long src[];
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- insert another array
if(!array.InsertArray(src,0))
{
printf("Array inserting error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2500 Standard Library
InsertArray
Inserts elements of one array from the specified position of another array.
bool InsertArray(
CArrayLong* src, // pointer to the source
int pos // position
)
Parameters
src
[in] Pointer to an instance of the CArrayLong class used as a source of elements to insert.
pos
[in] Position in the array to insert
Return Value
true - successful, false - cannot insert items.
Example:
//--- example for CArrayLong::InsertArray(const CArrayLong*,int)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayLong *src=new CArrayLong;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- insert another array
if(!array.InsertArray(src,0))
{
printf("Array inserting error");
delete src;
delete array;
© 2000-2017, MetaQuotes Software Corp.
2501 Standard Library
return;
}
//--- delete source array
delete src;
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2502 Standard Library
AssignArray
Copies the elements of one array to another.
bool AssignArray(
const long& src[] // source array
)
Parameters
src[]
[in] Reference to an array used as a source of elements to copy.
Return Value
true - successful, false - cannot copy the items.
Example:
//--- example for CArrayLong::AssignArray(const long &[])
#include <Arrays\ArrayLong.mqh>
//---
long src[];
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- assign another array
if(!array.AssignArray(src))
{
printf("Array assigned error");
delete array;
return;
}
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2503 Standard Library
AssignArray
Copies the elements of one array to another.
bool AssignArray(
const CArrayLong* src // pointer to the source
)
Parameters
src
[in] Pointer to an instance of the CArrayLong class used as a source of elements to copy.
Return Value
true - successful, false - cannot copy the elements.
Example:
//--- example for CArrayLong::AssignArray(const CArrayLong*)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayLong *src =new CArrayLong;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- assign another array
if(!array.AssignArray(src))
{
printf("Array assigned error");
delete src;
delete array;
return;
}
//--- arrays is identical
//--- delete source array
© 2000-2017, MetaQuotes Software Corp.
2504 Standard Library
delete src;
//--- use array
//--- . . .
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2505 Standard Library
Update
Changes the element at the specified array position.
bool Update(
int pos, // position
long element // value
)
Parameters
pos
[in] Position of the element in the array to change
element
[in] New value of the element
Return Value
true - successful, false - cannot change the element.
Example:
//--- example for CArrayLong::Update(int,long)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- update element
if(!array.Update(0,1000000))
{
printf("Update error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2506 Standard Library
Shift
Moves an item from a given position in the array to the specified offset.
bool Shift(
int pos, // position
int shift // shift
)
Parameters
pos
[in] Position of the moved element in the array
shift
[in] The shift value (both positive and negative).
Return Value
true - successful, false - cannot move the element.
Example:
//--- example for CArrayLong::Shift(int,int)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- shift element
if(!array.Shift(10,-5))
{
printf("Shift error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2507 Standard Library
Delete
Removes the element from the specified array position.
bool Delete(
int pos // position
)
Parameters
pos
[in] Position of the array element to be removed.
Return Value
true - successful, false - cannot remove the element.
Example:
//--- example for CArrayLong::Delete(int)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- delete element
if(!array.Delete(0))
{
printf("Delete error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2508 Standard Library
DeleteRange
Deletes a group of elements from the specified array position.
bool DeleteRange(
int from, // position of the first element
int to // position of the last element
)
Parameters
from
[in] Position of the first array element to be removed.
to
[in] Position of the last array element to be removed.
Return Value
true - successful, false - cannot remove the elements.
Example:
//--- example for CArrayLong::DeleteRange(int,int)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- delete elements
if(!array.DeleteRange(0,10))
{
printf("Delete error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2509 Standard Library
At
Gets the element from the specified array position.
long At(
int pos // position
) const
Parameters
pos
[in] Position of the desired element in the array.
Return Value
The value of the element - success, LONG_MAX - there was an attempt to get an element from a
non-existing position (the last error code is ERR_OUT_OF_RANGE).
Note
Of course, LONG_MAX may be a valid value of an array element. Therefore, always check the last
error code after receiving such a value.
Example:
//--- example for CArrayLong::At(int)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
for(int i=0;i<array.Total();i++)
{
long result=array.At(i);
if(result==LONG_MAX && GetLastError()==ERR_OUT_OF_RANGE)
{
//--- Error reading from the array
printf("Get element error");
delete array;
return;
}
//--- use element
//--- . . .
}
© 2000-2017, MetaQuotes Software Corp.
2510 Standard Library
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2511 Standard Library
CompareArray
Compares the array with another one.
bool CompareArray(
const long& src[] // source array
) const
Parameters
src[]
[in] Reference to an array used as a source of elements for comparison.
Return Value
true - arrays are equal, false - arrays are not equal.
Example:
//--- example for CArrayLong::CompareArray(const long &[])
#include <Arrays\ArrayLong.mqh>
//---
long src[];
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- compare with another array
int result=array.CompareArray(src);
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2512 Standard Library
CompareArrayconst
Compares the array with another one.
bool CompareArrayconst(
const CArrayLong* src // pointer to the source
) const
Parameters
src
[in] Pointer to an instance of the CArrayLong class used as a source of elements for comparison.
Return Value
true - arrays are equal, false - arrays are not equal.
Example:
//--- example for CArrayLong::CompareArray(const CArrayLong*)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- create source array
CArrayLong *src=new CArrayLong;
if(src==NULL)
{
printf("Object create error");
delete array;
return;
}
//--- add source arrays elements
//--- . . .
//--- compare with another array
int result=array.CompareArray(src);
//--- delete arrays
delete src;
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2513 Standard Library
InsertSort
Inserts an element in a sorted array.
bool InsertSort(
long element // element to insert
)
Parameters
element
[in] Value of the element to be inserted into a sorted array
Return Value
true - successful, false - cannot insert the element.
Example:
//--- example for CArrayLong::InsertSort(long)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- insert element
if(!array.InsertSort(1000000))
{
printf("Insert error");
delete array;
return;
}
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2514 Standard Library
Search
Searches for an element equal to the sample in the sorted array.
int Search(
long element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayLong::Search(long)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.Search(1000000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2515 Standard Library
SearchGreat
Searches for an element with a value exceeding the value of the sample in the sorted array.
int SearchGreat(
long element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayLong::SearchGreat(long)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchGreat(1000000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2516 Standard Library
SearchLess
Searches for an element with a value less than the value of the sample in the sorted array.
int SearchLess(
long element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayLong::SearchLess(long)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchLess(1000000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2517 Standard Library
SearchGreatOrEqual
Searches for an element with a value greater than or equal to the value of the sample in the sorted
array.
int SearchGreatOrEqual(
long element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayLong::SearchGreatOrEqual(long)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchGreatOrEqual(1000000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2518 Standard Library
SearchLessOrEqual
Searches for an element with a value less than or equal to the value of the sample in the sorted array.
int SearchLessOrEqual(
long element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayLong::SearchLessOrEqual(long)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchLessOrEqual(1000000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2519 Standard Library
SearchFirst
Searches for the first element equal to the sample in the sorted array.
int SearchFirst(
long element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayLong::SearchFirst(long)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchFirst(1000000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2520 Standard Library
SearchLast
Searches for the last element equal to the sample in the sorted array.
int SearchLast(
long element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Example:
//--- example for CArrayLong::SearchLast(long)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- sort array
array.Sort();
//--- search element
if(array.SearchLast(1000000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2521 Standard Library
SearchLinear
Searches for the element equal to the sample in the array.
int SearchLinear(
long element // sample
) const
Parameters
element
[in] The sample element to search in the array.
Return Value
The position of the found element - successful, -1 - the element not found.
Note
The method uses the linear search (or sequential search) algorithm for unsorted arrays.
Example:
//--- example for CArrayLong::SearchLinear(long)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL)
{
printf("Object create error");
return;
}
//--- add arrays elements
//--- . . .
//--- search element
if(array.SearchLinear(1000000)!=-1) printf("Element found");
else printf("Element not found");
//--- delete array
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2522 Standard Library
Save
Saves data array in the file.
virtual bool Save(
int file_handle // file handle
)
Parameters
file_handle
[in] Handle of the binary file previously opened using the FileOpen(...) function.
Return Value
true – successfully completed, false - error.
Example:
//--- example for CArrayLong::Save(int)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
int file_handle;
CArrayLong *array=new CArrayLong;
//---
if(array!=NULL)
{
printf("Object create error");
return;
}
//--- add 100 arrays elements
for(int i=0;i<100;i++)
{
array.Add(i);
}
//--- open file
file_handle=FileOpen("MyFile.bin",FILE_WRITE|FILE_BIN|FILE_ANSI);
if(file_handle>=0)
{
if(!array.Save(file_handle))
{
//--- file save error
printf("File save: Error %d!",GetLastError());
delete array;
FileClose(file_handle);
//---
return;
}
FileClose(file_handle);
© 2000-2017, MetaQuotes Software Corp.
2523 Standard Library
}
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2524 Standard Library
Load
Loads data array from the file.
virtual bool Load(
int file_handle // file handle
)
Parameters
file_handle
[in] Handle of the binary file previously opened using the FileOpen(...) function.
Return Value
true – successfully completed, false - error.
Example:
//--- example for CArrayLong::Load(int)
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
int file_handle;
CArrayLong *array=new CArrayLong;
//---
if(array!=NULL)
{
printf("Object create error");
return;
}
//--- open file
file_handle=FileOpen("MyFile.bin",FILE_READ|FILE_BIN|FILE_ANSI);
if(file_handle>=0)
{
if(!array.Load(file_handle))
{
//--- file load error
printf("File load: Error %d!",GetLastError());
delete array;
FileClose(file_handle);
//---
return;
}
FileClose(file_handle);
}
//--- use arrays elements
for(int i=0;i<array.Total();i++)
{
printf("Element[%d] = %I64",i,array.At(i));
© 2000-2017, MetaQuotes Software Corp.
2525 Standard Library
}
delete array;
}
© 2000-2017, MetaQuotes Software Corp.
2526 Standard Library
Type
Gets the array type identifier.
virtual int Type() const
Return Value
Array type identifier (for CArrayLong - 84).
Example:
//--- example for CArrayLong::Type()
#include <Arrays\ArrayLong.mqh>
//---
void OnStart()
{
CArrayLong *array=new CArrayLong;
//---
if(array==NULL
You might also like
- MQL5 Programming For Traders by MetaQuotes100% (6)MQL5 Programming For Traders by MetaQuotes2,046 pages
- Expert Advisor Programming For Metatrader 586% (7)Expert Advisor Programming For Metatrader 5338 pages
- Expert Advisor Programming Andrew Young PDFNo ratings yetExpert Advisor Programming Andrew Young PDF2 pages
- Expert Advisor Programming For Metatrader 5100% (1)Expert Advisor Programming For Metatrader 5318 pages
- Introduction To MetaTrader 5 and Programming With MQL5 (Rafael - F. - v. - C. - Santos)100% (6)Introduction To MetaTrader 5 and Programming With MQL5 (Rafael - F. - v. - C. - Santos)154 pages
- How To Create An Expert Advisor With EA Builder100% (1)How To Create An Expert Advisor With EA Builder20 pages
- Andrew Young Expert Advisor Programming Creating Automated Trading SystemsNo ratings yetAndrew Young Expert Advisor Programming Creating Automated Trading Systems212 pages
- MetaQuotes Language MQL4 - MQL5 - WikipediaNo ratings yetMetaQuotes Language MQL4 - MQL5 - Wikipedia4 pages
- MQL4 Basics - Understanding The Framework of An EANo ratings yetMQL4 Basics - Understanding The Framework of An EA14 pages
- Mql5 Language Reference: For The Metatrader 5 Client TerminalNo ratings yetMql5 Language Reference: For The Metatrader 5 Client Terminal5,741 pages
- Mql4 Course: MQL4? What, Why An D Whe R e ?100% (4)Mql4 Course: MQL4? What, Why An D Whe R e ?263 pages
- Introduction To Programming Expert Advisors in MQL4100% (2)Introduction To Programming Expert Advisors in MQL489 pages
- MQL II Training & Expert Advisors (Alpari)100% (1)MQL II Training & Expert Advisors (Alpari)75 pages
- MQL5 Site - 'The Algorithm of Ticks' Generation Within The Strategy Tester of The MetaTrader 5 Terminal - MQL5 ArticlesNo ratings yetMQL5 Site - 'The Algorithm of Ticks' Generation Within The Strategy Tester of The MetaTrader 5 Terminal - MQL5 Articles6 pages
- GridTrendMultiplier Expert Advisor Users Guide100% (1)GridTrendMultiplier Expert Advisor Users Guide55 pages
- List of MQL4 Functions - MQL4 ReferenceNo ratings yetList of MQL4 Functions - MQL4 Reference29 pages
- Deep Reinforcement Learning in High Frequency TradNo ratings yetDeep Reinforcement Learning in High Frequency Trad6 pages
- Breaking Free in Forex: How you can Make 400k+in the Forex Market with just $100 Start and Set a Platform for a Life of Wealth!From EverandBreaking Free in Forex: How you can Make 400k+in the Forex Market with just $100 Start and Set a Platform for a Life of Wealth!No ratings yet
- Options Trading for Income: Learn the strategies and techniques for maximizing returns and minimizing risk in the options market (2023 Guide for Beginners)From EverandOptions Trading for Income: Learn the strategies and techniques for maximizing returns and minimizing risk in the options market (2023 Guide for Beginners)No ratings yet
- PG TRB Computer Instructor Grade I Unit 5 Study Material (2021 2022) Srimaan CoachingNo ratings yetPG TRB Computer Instructor Grade I Unit 5 Study Material (2021 2022) Srimaan Coaching22 pages
- II I Cse Aids Aiml Cse(Aiml) Cse(DS) JAVA QUESTIONNo ratings yetII I Cse Aids Aiml Cse(Aiml) Cse(DS) JAVA QUESTION5 pages
- casting - error_ cast from 'char_' to 'int' loses precision [-fpermissive] on using reinterpret_cast (C++) - Stack OverflowNo ratings yetcasting - error_ cast from 'char_' to 'int' loses precision [-fpermissive] on using reinterpret_cast (C++) - Stack Overflow4 pages
- College Automation System Project PDF College Automation System Project PDFNo ratings yetCollege Automation System Project PDF College Automation System Project PDF16 pages