Earn a Vouch - Find the Bug

Dear Forum,

first let me explain what I'm trying to do.

Basically you can define every candleshape with 2 Parameters.
Let's define High-Low of any Bar as 100%.The candle Opens at 0% (the Bottom) and closes at 100% (the Top) you have a strong bullish bar without any wicks. If you look at a 0/5 Bar it will be a Pinbar with 95% of the candle beeing the upwick.

Since both parameters range from 0 to 100% you get 10.000 different candle types. To find out if there is any predictive value in some Bars you look for a bar defined by X/Y and measure the result (Price Difference) after x Bars with: Close[i](our "Signal Bar")-Close[i-shift](the "Result Bar")/Point which gives you the distance traveled in Pips. If the same Bar occurs again -> record the Result.

I tried to do this with a 3 dimensional Array
[Open Percentage][Close Percentage][Result] but it didn't really work.
All output files just contained 0 so I tried another approach. Now my 3rd Dimension only uses the first index [0] but as a string array so we simply add the 2nd Result to the last one and seperate them with ;. Now the only thing I have to do is take 2 for loops (0->100 first dimension 0->100 second dimension ) to read every result which does work but every file contains the same line over and over again. Also the Script records roughly 14K results in a single line which doesn't make sense because that would mean that almost all of my Bars in my History (~15k Bars) fall in the same category (out of 10k available). I assume that the script took the result of every bar and placed it in the same array which I absolutely don't understand why.

I added a function which will print the results (as much as MT4 can handle) in the Experts Tab and everything seems to work well, but it doesn't.

Be carefull the script writes about 2 Gigs of Data for 15k Bars into 10.000 Files and take a few minues to excecute.
You could easily change this to make a file for every OpenPercentage and all 100 of its ClosePercentages (one row for every ClosePercentage) this would reduce the files to 100 but will result in bigger files.


Could anyone take a look at in and get that damn thing to work?

hey tjpld.... will take a look and see what gives..... how were you figuring on displaying the results......


//---
did something similar a while back..... charted every candlestick on every pair on every timeframe.... the historic success/failure could be seen via colors .... maximum bars shown at any one time was 200, which is a lot coverage in days and weeks but not much in 5 and 15 minute bars....

it was tremendously intriguing study.....


will take a look at your code...... h

Why a 3 dimensional array when you can just use 3 parallel arrays?

Thanks for the response sofar.

I wanted to display them with Excel if every line is like

05,90,-23,25,3,1,0,-56,32,12,7,8,0,1,-4 with the first two numbers beeing the parameters you can simply count how many -4s you have in your results and how many -3s and so one. If you plot that graph you will see how your results are distributed. For a pinbar down you should see that most of the results are in the negative terretory and which results occured the most often etc. You could load these results into an indicator and display every possible outcome with its probabilits.

@Ronald

Well a 3 dimensional array made the most sense to me to begin with.
I'm eager to learn if you can show me an easier and more logical or efficient way.

This is basically a 2 coordinate system. Every candle has an open and close at x% relative to the high/low.

So, why not turn this into two coordinates?

Using arrays, you have two options:

 

1. Convert the coordinates into a string.
2. Use two parallel arrays.

So, using method #1:

Using method #2

Thanks!

But I'm not sure if that will solve the problem will this assign the right result to every candletype?
I am sure that my calculation routines are ok and that I assign every result into the right dimension. But why does the script repeat the same line of results over and over again? I simply can't figure out why it does this. That's what frustrates me the most. As long as this happens no matter how my array looks like I'll still run into problems. Right?

Are you sure you're printing every different element of the array?

I'd say so.


x and y is controlled by 2 loops and the results for every candletype are stored
in the first index of the 3rd dimension. So I only have to print one element which is the "super string" contructed by.


I also tried to fill every array with


So if there are already 5 results for this specific candletype the next time we find this candle the result goes into the 6th index and so on.

This would take me 3 loops to print out my results in files if the array is [x][y][z]

my last loop would have to be like this


since there could be varying amounts of results for every candletype we'd have to look for the amount of elements in the 3rd dimension which has the index 2.

With this method I only got 1000 files containing only one 0.

Had a bug some times ago, where I had to initialize / dimensionize the array with ArrayResize or something like that.... hope you could use that info...

Or at least define your array with fixed size....

That's an interesting idea. But I would graph it like a volumetric surface.

X/Y would be both of your 0-100 values (wick size).
Z would be the number of candles in the future we try to predict
and the color of the point would be based on the percentage of winning predictions.

Something like this:

http://www.mathworks.com/access/help...aphics_s21.gif


http://www.csar.illinois.edu/F_softw...rface_mesh.gif


http://www.creative-wisdom.com/pub/multi-vis/volume.GIF

Thanks for all your support guys. But we allready have a winner.
Even though I don't why this makes such a huge difference Resizing my array solved the problem.
I was racking my head for Days on this.

Took me even longer to solve this...

... now I'm looking for your next competition

By the way... I think MQL needs some better exception handling. I think, when using undefined array like yours, internally MT4 creates them like Array[10] - where 10 might be replaced with the correct number.

Now the problem is, when you try to access array[11] every nice programming language would answer with "Index out of bounds exception" - but for not confusing the dumb traders, MT4 just answers with "0".

wow.... wish i could talk like that.
.