47steps47steps 2007.11.02 04:25 

Once again on iMAONARRAY.

The examples I have found of setting up arrays seem only to apply to indicators. My problem is with an expert advisor. I am not sure I have implemented the array properly, so I would be very grateful if you could double check the code I am using for an iMAOnArray in an expert advisor.

There are two arrays, and this is how I have set them up.

double RSI[];
ArrayResize(RSI,100);
ArraySetAsSeries(RSI,true);
double OBV[];
ArrayResize(OBV,100);
ArraySetAsSeries(OBV,true);
for(int i=100; i>=0; i--)
{
RSI[i] = (iRSI(NULL,0,13,PRICE_CLOSE,i));
OBV[i] = (iOBV(NULL,0,PRICE_MEDIAN,i));
}

I then want to run MAs on the two arrays, as follows:
double Green0 = iMAOnArray(RSI,0,2,0,MODE_SMA,0);
double Green1 = iMAOnArray(RSI,0,2,0,MODE_SMA,1);
and
double OBV0 = iMAOnArray(OBV,0,P_OBVPer,0,P_OBVMode,0);
double OBV1 = iMAOnArray(OBV,0,P_OBVPer,0,P_OBVMode,1);

I do not seem to be able to get meaningful trades with this code. When I use Bars instead of 100, the EA cannot even complete one day of data. What am I doing wrong?

Thanks for your help.

Roy

47steps47steps 2007.11.02 17:24 

I'll give it a try, thanks. I guess that I have to make sure that i= is always a smaller number than the array size, is that the case?

What if I use Bars instead of a specific figure?

47steps47steps 2007.11.02 20:49 

Thanks for the clarification. I think that the code below is working. In any case I do get trades that seem sensible. I suppose that if I set ArrayResize to Bars, I would need to have i=Bars-1.

As I said, it seems to work this way, but I'm wondering if it isn't counting backwards. Under what circumstances would you have ArraySetAsSeries true, with i=0 and <=101, and i++??

Very grateful for the help.

47

double OBV[];
ArrayResize(OBV,101);
ArraySetAsSeries(OBV,false);
for(int i=100; i>=0; i--)
{
OBV[i] = (iOBV(NULL,0,PRICE_MEDIAN,i));
}
double OBV0 = iMAOnArray(OBV,0,P_OBVPer,0,P_OBVMode,P_ZBar);
double OBV1 = iMAOnArray(OBV,0,P_OBVPer,0,P_OBVMode,(P_ZBar+1));

47steps47steps 2007.11.02 23:59 

I have problems following the documentation on MQL, and find I have to experiment in most cases before I get anything right. Perhaps a background in programming (which I don't have) would help.

The Documentation says the following about ArraySetAsSeries:

"Sets indexing direction of the array. If the set parameter has the TRUE value, the array will be indexed in a reversed order, i.e., the last element has a zero index. The FALSE value sets a standard indexing order. The function returns the previous status."

By this account, when you set as TRUE you need int i=0; i>=100; i++ since the last array element is 0 and in the ixxxonarray function you will count from zero backwards from 0 by +1 increments.

When you set as FALSE you need int int i=100; i>=0; i-- since the last array element is 100 and in the ixxxonarray function you will count backwards by -1 increments.

Which is the correct choice for use in an EA?

Or do I completely misunderstand this???

47

47steps47steps 2007.11.04 02:38 

Thank you for your very helpful explanations. I appreciate your patience. I think the code is running properly, although I find it extremely slow when doing backtesting or optimizing.

47

47steps47steps 2007.11.05 04:54 

Thanks again for your helpful suggestions. Let us say that I want to run xxxonArray on 3 different Indicators: RSI, OBV, Force. Then in each case, I assume that I would only need to fill the array with a number of elements equal to the longest period of the xxxonArray + 1. Is that correct? The code would look as below. Would this be efficient coding? Can I use any letters I wish instead of i,j,k?

Also If I use ArraySetAsSeries TRUE for an array of xx elements, then the loop should be (int i=0; i<=xx; i++). Is this correct?

Thanks,
47

double RSI[];
ArrayResize(RSI,35);
ArraySetAsSeries(RSI,false);
for(int i=34; i>=0; i--)
{
RSI[i] = (iRSI(NULL,0,13,PRICE_CLOSE,i));
}
double Green0 = iMAOnArray(RSI,0,2,0,MODE_SMA,0);
double Green1 = iMAOnArray(RSI,0,2,0,MODE_SMA,1);
double Red0 = iMAOnArray(RSI,0,7,0,MODE_SMA,0);
double Red1 = iMAOnArray(RSI,0,7,0,MODE_SMA,1);
double Yellow0 = iMAOnArray(RSI,0,34,0,MODE_SMA,0);
double Yellow1 = iMAOnArray(RSI,0,34,0,MODE_SMA,1);
double BlueUpp0 = iBandsOnArray(RSI,0,34,1.6185,0,MODE_UPPER,0);
double BlueUpp1 = iBandsOnArray(RSI,0,34,1.6185,0,MODE_UPPER,1);
double BlueLow0 = iBandsOnArray(RSI,0,34,1.6185,0,MODE_LOWER,0);
double BlueLow1 = iBandsOnArray(RSI,0,34,1.6185,0,MODE_LOWER,1);

double OBV[];
ArrayResize(OBV,14);
ArraySetAsSeries(OBV,false);
for(int j=13; j>=0; j--)
{
OBV[j] = (iOBV(NULL,0,PRICE_MEDIAN,j));
}
double OBV0 = iMAOnArray(OBV,0,P_OBVPer,0,P_OBVMode,0);
double OBV1 = iMAOnArray(OBV,0,P_OBVPer,0,P_OBVMode,1);

double Force[];
ArrayResize(Force,14);
ArraySetAsSeries(Force,false);
for(int k=13; k>=0; k--)
{
Force[k]= (iForce(NULL,0,MODE_SMMA,PRICE_TYPICAL,k));
}
double FFast0 = iMAOnArray(Force,0,2,0,MODE_EMA,0);
double FFast1 = iMAOnArray(Force,0,2,0,MODE_EMA,1);
double FSlow0 = iMAOnArray(Force,0,13,0,MODE_EMA,0);
double FSlow1 = iMAOnArray(Force,0,13,0,MODE_EMA,1);