MQL4多时间段指标

Question

I would like to write out an indicator that can take in input the int shift of an assigned timeframe, and turns out a value related to another timeframe.

As an example, I would like to write an MACD indicator over a 100 periods of M15, that can return out its value 1,2,3,4,5,6,7... minutes before the current candle.

Since in the current candle this indicator "changes" its value, tick by tick, I think that should be possible to write out such an indicator, but I can not figure out how to do it.

Answer 1

MQL4 language principally has tools for this:

However, as noted above, your experimentation will need thorough quant validations, as the earlier Builds did not support this in [MT4-Strategy Tester] code-execution environment ( and more recent shifts into New- MQL4.56789 have devastated performance constraints for all [CustomIndicators] , the all [MT4-graph] -GUI-s together plus the all [Expert Advisor] -s use, since all these suddenly share one ( yes, ONE and THE ONLY ) computing thread.

Ok, you have been warned :o)

So,
if indeed keen to equip your [CustomIndicator] so as to be independent of the GUI-native-TimeFrame, all your calculations inside such [CustomIndicator]-code must use indirect access-tools to source the PriceDOMAIN data - so never use any { Open[] | High[] | Low[] | Close[] } { Open[] | High[] | Low[] | Close[] } { Open[] | High[] | Low[] | Close[] } -TimeSeries data directly, but only using { iOpen() | iHigh() | iLow() | iClose() } { iOpen() | iHigh() | iLow() | iClose() }

All these access tools conceptually have a common signature:

double  iLow( string   symbol,          // symbol 
              int      timeframe,       // timeframe 
              int      shift            // shift
              );

and
if your code
obeys this duty,
your [CustomIndicator] ^{( iff the StrategyTester will not finally spoil the game -- due quant testing will show this )}
will be working with data from timeframe & shift of your wish.

---

Implementation remarks:

Your [CustomIndicator]-code has to implement a "non-GUI-shift" independently from the GUI-native-TimeFrame shift -counting. See an iCustom() signature template for inspiration. The GUI-TimeFrame- shift is like moving the line-graph on GUI-screen, ie in GUI-native-TimeFrame steps, not taking into account your [CustomIndicator] "internal"- "non-GUI-shift" values, so your code has to be smarter, so as to process this "internal"- "non-GUI-shift" during a value generation. If in doubts, during prototyping, validate the proper "mechanics" on Time[aShiftINTENDED] vs iTime( _Symbol, PERIOD_INTENDED, aShiftINTENDED )

Due to quite a lot of points, where an iCustom() call-interface may be a bit misleading, or a revision-change-management error-prone, we got used to use a formal template for each [Custom Indicator] code, helping to maintain referential integrity with a iCustom() use in the actual [ExpertAdvisor] code. It might seem a bit dumb, but those, who have spent man*hours in search for a bug in { un- | ill- }-propagated call-interface changes, this may become a life-saver.

We formalise the call-interface in such a way, that this section, maintained in the [CustomIndicator]-code, can always be copied into the [ExpertAdviser] code, so that the iCustom() signature-match can be inspected.

//vvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvv
//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
//!!!!
//---- indicator parameters -------------------------------------------------
//                          POSITIONAL ORDINAL-NUMBERED CALLING INTERFACE
//                      all iCustom() calls MUST BE REVISED ON REVISION
//!!!!
//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
#define          XEMA_CUSTOM_INDICATOR_NAME    "EMA_DEMA_TEMA_XEMA_wShift"   // this.
//--- input parameters ------------------------------------------------------   iCustom( ) CALL INTERFACE
input  int                 nBARs_period      = 8;
extern double              MUL_SIGMA         = 2.5;
sinput ENUM_APPLIED_PRICE  aPriceTYPE        = PRICE_CLOSE;
extern int                 ShiftBARs         = 0;
//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
/*      = iCustom( _Symbol,
                   PERIOD_CURRENT, XEMA_CUSTOM_INDICATOR_NAME,  // |-> iCustom INDICATOR NAME
                                   XEMA_nBARs_period,           // |->                         input    nBARs_period
                                   XEMA_MUL_SIGMA,              // |->                         input    MUL_SIGMA
                                   XEMA_PRICE_TYPE,             // |->                         input    aPriceTYPE       from: ENUM_APPLIED_PRICE
                                   XEMA_ShiftBARs,              // |->                         input    ShiftBARs
                                   XEMA_<_VALUE_>_BUFFER_ID,    // |-> line# --------------------------------------------from: { #define'd (e)nums ... }
                                   0                            // |-> [0]-aTimeDOMAIN-offset
                                   );                           //                                                                                      
*/                                                              
#define                            XEMA_Main_AXIS_BUFFER_ID  0  // <----xEMA<maxEMAtoCOMPUTE>[]
#define                            XEMA_UpperBAND_BUFFER_ID  1  
#define                            XEMA_LowerBAND_BUFFER_ID  2  
#define                            XEMA_StdDEV____BUFFER_ID  3  
#define                            XEMA_SimpleEMA_BUFFER_ID  4  // sEMA
#define                            XEMA_DoubleEMA_BUFFER_ID 10  // dEMA
#define                            XEMA_TripleEMA_BUFFER_ID 11  // tEMA

//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! 
//!!!!
//---- indicator parameters -------------------------------------------------
//                          POSITIONAL ORDINAL-NUMBERED CALLING INTERFACE
//                      all iCustom() calls MUST BE REVISED ON REVISION
//!!!!
//!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
//^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

Answer 2

Found a way to write it in a very simple way:

double M1  (int shift) {double val = iCustom(NULL,PERIOD_M1, "my_indicator",100,2.0,30.0,0,shift); return(val);}
double M15 (int shift) {double val = iCustom(NULL,PERIOD_M15,"my_indicator",100,2.0,30.0,0,shift); return(val);}

int s1_15;
double B_M1_M15(int i) {

                          if (i>=0  && i<15 ) s1_15=0;
                     else if (i>=15 && i<30 ) s1_15=1;
                     else if (i>=30 && i<45 ) s1_15=2;
                     else if (i>=45 && i<60 ) s1_15=3;
                     else if (i>=60 && i<75 ) s1_15=4;

                     return NormalizeDouble(MathAbs(M1(i) - M15(s1_15)),Digits);

                     } 

and so on for every others couples of timeframe.