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Sorting.

  • #1
  • First Post: Oct 8, 2008 9:25am Oct 8, 2008 9:25am
Generally speaking, how do you sort data using metatrader?

I am trying my hand at indicator development and right now I'm trying to get the ATRs of 10 different currencies, and then rank them. So, for example:

Input ATR Values:
EURUSD: 100
GBPJPY: 150
GBPUSD: 91
AUDUSD: 99
USDJPY: 111
GBPCHF: 123
USDCAD: 321
EURCAD: 110
USDCHF: 50
EURJPY: 90

Output ATR Values:
USDCAD: 321
GBPJPY: 150
GBPCHF: 123
USDJPY: 111
EURCAD: 110
EURUSD: 100
AUDUSD: 99
GBPUSD: 91
EURJPY: 90
USDCHF: 50

Output: Rank
USDCAD: 10
GBPJPY: 9
GBPCHF: 8
USDJPY: 7
EURCAD: 6
EURUSD: 5
AUDUSD: 4
GBPUSD: 3
EURJPY: 2
USDCHF: 1



That way, in the indicator window, there will be 10 distinct levels showing order as opposed to a spaghetti-esque jumble.
  • #2
  • Oct 8, 2008 9:32am Oct 8, 2008 9:32am
Quoting Ronald Raygun
Generally speaking, how do you sort data using metatrader?

I am trying my hand at indicator development and right now I'm trying to get the ATRs of 10 different currencies, and then rank them. So, for example:

Input ATR Values:
EURUSD: 100
GBPJPY: 150
GBPUSD: 91
AUDUSD: 99
USDJPY: 111
GBPCHF: 123
USDCAD: 321
EURCAD: 110
USDCHF: 50
EURJPY: 90

Output ATR Values:
USDCAD: 321
GBPJPY: 150
GBPCHF: 123
USDJPY: 111
EURCAD: 110
EURUSD: 100
AUDUSD: 99
GBPUSD: 91
EURJPY: 90
USDCHF: 50

Output: Rank
USDCAD: 10
GBPJPY: 9
GBPCHF: 8
USDJPY: 7
EURCAD: 6
EURUSD: 5
AUDUSD: 4
GBPUSD: 3
EURJPY: 2
USDCHF: 1



That way, in the indicator window, there will be 10 distinct levels showing order as opposed to a spaghetti-esque jumble.
Would using the MaxMax() function work? For example:
PHP Code
MathMax(MathMax(1,2),3)
I don't know...something like that.
Request custom Expert Advisor or Indicator: dostapyuk "at" gmail . com
  • #3
  • Oct 8, 2008 9:50am Oct 8, 2008 9:50am
MathMax works for finding the highest in a set. But there's a problem with that.

How do I link the values to the label?

Using only the mathmax method I would end up with this:

Input ATR Values:
EURUSD: 100
GBPJPY: 150
GBPUSD: 91
AUDUSD: 99
USDJPY: 111
GBPCHF: 123
USDCAD: 321
EURCAD: 110
USDCHF: 50
EURJPY: 90


Output:
EURUSD: 321
GBPJPY: 150
GBPUSD: 123
AUDUSD: 111
USDJPY: 110
GBPCHF: 100
USDCAD: 99
EURCAD: 91
USDCHF: 90
EURJPY: 50

Unless you're thinking of something I'm not.
  • #4
  • Oct 8, 2008 10:42am Oct 8, 2008 10:42am
Quoting Ronald Raygun
MathMax works for finding the highest in a set. But there's a problem with that.

How do I link the values to the label?

Using only the mathmax method I would end up with this:

Input ATR Values:
EURUSD: 100
GBPJPY: 150
GBPUSD: 91
AUDUSD: 99
USDJPY: 111
GBPCHF: 123
USDCAD: 321
EURCAD: 110
USDCHF: 50
EURJPY: 90


Output:
EURUSD: 321
GBPJPY: 150
GBPUSD: 123
AUDUSD: 111
USDJPY: 110
GBPCHF: 100
USDCAD: 99
EURCAD: 91
USDCHF: 90
EURJPY: 50

Unless you're thinking of something I'm not.
You would have to use ObjectCreate() to make a label, and ObjectSetText() to put the value in.
Request custom Expert Advisor or Indicator: dostapyuk "at" gmail . com
  • #5
  • Oct 8, 2008 10:46am Oct 8, 2008 10:46am
I'm probably using the wrong terms.

But on a completely different note, are you familiar with the "ArraySort()" function?
  • #6
  • Oct 8, 2008 1:07pm Oct 8, 2008 1:07pm
Well in your case a bubble sort should suffice. So implement the following pseudo code ...

string names[10]; // or however large yo want
double vals[10];
int maxarray = 9;

names[0] = "EURUSD";
vals[0] = IATR("EURUSD",PERIOD,0); // or however you calculate ATR
names[1] = "GBPUSD";
vals[1] = IATR("GBPUSD",PERIOD,0); // or however you calculate ATR
// etc.

bool swapped = true;
int pos;
double tempd;
string temps;

while (swapped)
{
swapped = false;
pos = 0;
while (pos < maxarray)
{
if (vals[pos] < vals[pos+1]) // flip to > if you want smallest to largest
{
tempd = vals[pos];
temps = names[pos];
vals[pos] = vals[pos+1];
names[pos] = names[pos+1];
vals[pos+1] = tempd;
names[pos+1] = temps;
swapped = true;
}
pos++;
}
}

// now both string and double arrays are in order largest to smallest
  • #7
  • Last Post: Oct 8, 2008 2:42pm Oct 8, 2008 2:42pm
Thank you RangeBound

Perhaps it's better if I show what I'm trying to do here is the complete code:


Inserted Code
//+------------------------------------------------------------------+
//|                                        Trader101 TradeBasket.mq4 |
//|                      Copyright © 2008, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"

#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 15
#property indicator_buffers 1
#property indicator_color1 Red

extern string Remark4 = "== Global Settings ==";
extern int BarsBack = 10;
extern color Color = Red;
extern string Remark5 = "";
extern string Remark1 = "== Buy Direction Pairs ==";
extern string Buy1 = "GBPUSD";
extern bool ShowRank1 = False;
extern string Buy2 = "EURGBP";
extern bool ShowRank2 = False;
extern string Buy3 = "GBPCHF";
extern bool ShowRank3 = False;
extern string Buy4 = "CHFJPY";
extern bool ShowRank4 = False;
extern string Buy5 = "AUDJPY";
extern bool ShowRank5 = False;
extern string Buy6 = "EURJPY";
extern bool ShowRank6 = False;
extern string Buy7 = "USDCHF";
extern bool ShowRank7 = False;

extern string Remark2 = "";
extern string Remark3 = "== Sell Direction Pairs ==";
extern string Sell1 = "CADJPY";
extern bool ShowRank8 = False;
extern string Sell2 = "AUDUSD";
extern bool ShowRank9 = False;
extern string Sell3 = "USDJPY";
extern bool ShowRank10 = False;
extern string Sell4 = "EURUSD";
extern bool ShowRank11 = False;
extern string Sell5 = "EURCHF";
extern bool ShowRank12 = False;
extern string Sell6 = "GBPJPY";
extern bool ShowRank13 = False;
extern string Sell7 = "USDCAD";
extern bool ShowRank14 = False;


//---- buffers
double Rank[];
double StartingArray[13];
double ReferenceArray[13];
int RankArray[13];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE, EMPTY, 1, Color);
   SetIndexBuffer(0,Rank);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    i,counted_bars=IndicatorCounted();
//----

i=Bars-counted_bars-1;

while(i>=0) 
{
   StartingArray[0] = BuyProfit(Buy1, i);
   StartingArray[1] = BuyProfit(Buy2, i);
   StartingArray[2] = BuyProfit(Buy3, i);
   StartingArray[3] = BuyProfit(Buy4, i);
   StartingArray[4] = BuyProfit(Buy5, i);
   StartingArray[5] = BuyProfit(Buy6, i);
   StartingArray[6] = BuyProfit(Buy7, i);
   StartingArray[7] = SellProfit(Sell1, i);
   StartingArray[8] = SellProfit(Sell2, i);
   StartingArray[9] = SellProfit(Sell3, i);
   StartingArray[10] = SellProfit(Sell4, i);
   StartingArray[11] = SellProfit(Sell5, i);
   StartingArray[12] = SellProfit(Sell6, i);
   StartingArray[13] = SellProfit(Sell7, i);
   Print("Establish Starting Array");
   
   ReferenceArray[0] = BuyProfit(Buy1, i);
   ReferenceArray[1] = BuyProfit(Buy2, i);
   ReferenceArray[2] = BuyProfit(Buy3, i);
   ReferenceArray[3] = BuyProfit(Buy4, i);
   ReferenceArray[4] = BuyProfit(Buy5, i);
   ReferenceArray[5] = BuyProfit(Buy6, i);
   ReferenceArray[6] = BuyProfit(Buy7, i);
   ReferenceArray[7] = SellProfit(Sell1, i);
   ReferenceArray[8] = SellProfit(Sell2, i);
   ReferenceArray[9] = SellProfit(Sell3, i);
   ReferenceArray[10] = SellProfit(Sell4, i);
   ReferenceArray[11] = SellProfit(Sell5, i);
   ReferenceArray[12] = SellProfit(Sell6, i);
   ReferenceArray[13] = SellProfit(Sell7, i);
   Print("Establish Reference Array");
   
   
   bool swapped = true;
   int pos;
   double tempd;
   string temps;
   
   while (swapped)
   {
   swapped = false;
   pos = 0;
   while (pos < 13)
   {
   if (StartingArray[pos] > StartingArray[pos+1]) // flip to > if you want smallest to largest
   {
   tempd = StartingArray[pos];
   StartingArray[pos] = StartingArray[pos+1];
   StartingArray[pos+1] = tempd;
   swapped = true;
   }
   pos++;
   }
   }
   Print("Sorting");
   
   for(int j = 0; j<14; j++) {
      for(int k = 0; k <14; k++){
         if(StartingArray[j] == ReferenceArray[k]) RankArray[k] = j;
         Print("Pairing");
         }
      }
  int RankCount = 0;    
  if(ShowRank1) RankCount++;
  if(ShowRank2) RankCount++;
  if(ShowRank3) RankCount++;
  if(ShowRank4) RankCount++;
  if(ShowRank5) RankCount++;
  if(ShowRank6) RankCount++;
  if(ShowRank7) RankCount++;
  if(ShowRank8) RankCount++;
  if(ShowRank9) RankCount++;
  if(ShowRank10) RankCount++;
  if(ShowRank11) RankCount++;
  if(ShowRank12) RankCount++;
  if(ShowRank13) RankCount++;
  if(ShowRank14) RankCount++;
  if(RankCount != 1) Alert("ERROR: Please select one rank to display only");
  Print("Checking Rank Count");
  
  if(ShowRank1 && RankCount == 1) Rank[i] = RankArray[0];
  if(ShowRank2 && RankCount == 1) Rank[i] = RankArray[1];
  if(ShowRank3 && RankCount == 1) Rank[i] = RankArray[2];
  if(ShowRank4 && RankCount == 1) Rank[i] = RankArray[3];
  if(ShowRank5 && RankCount == 1) Rank[i] = RankArray[4];
  if(ShowRank6 && RankCount == 1) Rank[i] = RankArray[5];
  if(ShowRank7 && RankCount == 1) Rank[i] = RankArray[6];
  if(ShowRank8 && RankCount == 1) Rank[i] = RankArray[7];
  if(ShowRank9 && RankCount == 1) Rank[i] = RankArray[8];
  if(ShowRank10 && RankCount == 1) Rank[i] = RankArray[9];
  if(ShowRank11 && RankCount == 1) Rank[i] = RankArray[10];
  if(ShowRank12 && RankCount == 1) Rank[i] = RankArray[11];
  if(ShowRank13 && RankCount == 1) Rank[i] = RankArray[12];
  if(ShowRank14 && RankCount == 1) Rank[i] = RankArray[13];
  Print("Drawing Rank");
  
  

   }
   

//----
   return(0);
  }
//+------------------------------------------------------------------+


double BuyProfit(string Symbols, int Shift) {
   
   double ProfitsBuy = (iClose(Symbols, 0, Shift) - iClose(Symbols, 0, BarsBack)) / MarketInfo(Symbols, MODE_POINT);
   
   return(ProfitsBuy);
   }

double SellProfit(string Symbols, int Shift) {
   
   double ProfitsSell = (iClose(Symbols, 0, BarsBack) - iClose(Symbols, 0, Shift)) / MarketInfo(Symbols, MODE_POINT);
   
   return(ProfitsSell);
   }



Here's what I'm trying to get the indicator to do:

  1. Find the profit for each pair
  2. Rank the pairs
  3. Assign each ranked pair a value from 1 - 14.
  4. Plot the selected pair.

That way, I can just attach 14 of these indicators and effectively have a more orderly version of this (see attached):

Attached Image (click to enlarge)
Click to Enlarge Name: chart.gif Size: 50 KB
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