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Modifying indicator to account for NULL values - A Little Help, please!

  • #1
  • First Post: Sep 28, 2010 7:41am Sep 28, 2010 7:41am
Hi Everyone,

I have an indicator for MT4 - Chaikin Money Flow (CMF) and was wondering if anyone can figure out how to modify the formula to account for NULL values as the VT TRADER's formula (below) does:

_AD:= if(((((C-L)-(H-C)) / (H-L)) * V)=NULL,0,(((C-L)-(H-C)) / (H-L)) * V);
_CMF:= mov(_AD,periods,S)/mov(V,periods,S);

Please find attached the MT4 indicator.

Any help is greatly appreciated!!!

Cheers,

Venge.
Attached File(s)
File Type: mq4 CMF_v1.mq4   1 KB | 794 downloads
  • #2
  • Edited 8:11am Sep 28, 2010 7:58am | Edited 8:11am
Quoting Vengeance
Hi Everyone,

I have an indicator for MT4 - Chaikin Money Flow (CMF) and was wondering if anyone can figure out how to modify the formula to account for NULL values as the VT TRADER's formula (below) does:

_AD:= if(((((C-L)-(H-C)) / (H-L)) * V)=NULL,0,(((C-L)-(H-C)) / (H-L)) * V);
_CMF:= mov(_AD,periods,S)/mov(V,periods,S);

Please find attached the MT4 indicator.

Any help is greatly appreciated!!!

Cheers,

Venge.
is it EL?
mov is Moving Average (iMA(...)) if i understand correct?
and what _ means on the names?

looks like incorrect (at least for c) when a variable is getting value thru if construction
this part cannot be used in mql by this way

i would help if you would explain what this construction means :
Inserted Code
=NULL,0,(((C-L)-(H-C)) / (H-L)) * V);
the syntax here is really strange, looks like a function's parameters without function's name
  • #3
  • Sep 28, 2010 8:24am Sep 28, 2010 8:24am
Quoting sashasan
is it EL?
mov is Moving Average (iMA(...)) if i understand correct?
and what _ means on the names?

looks like incorrect (at least for c) when a variable is getting value thru if construction
this part cannot be used in mql by this way

i would help if you would explain what this construction means :
Inserted Code
=NULL,0,(((C-L)-(H-C)) / (H-L)) * V);
the syntax here is really strange, looks like a function's parameters without function's name
Hi Sashasan,

To be honest, I am not quite sure what all that means as I have absolutely no programming skills. None.

The formula I posted is the fromula from CMS Forex's VT Trader, which is a different programming language than MQL.

All I know is that the CMF has a weakness -- it does not account for price gaps. If a gap in prices occurs, the CMF indicator will have a NULL value (i.e.: no value) for n-periods after the gap. However, the formula has been slightly altered in VT Trader to avoid any NULL values.

So I think the '=NULL,0,(((C-L)-(H-C)) / (H-L)) * V' refers to the NULL Value.

Not sure if this helps...

Does anyone out there program for VT Trader and MT4? Bemac, I've seen you on VT's forums before...maybe you have some thoughts to add?

Thanks,

Venge.
  • #4
  • Sep 28, 2010 11:00am Sep 28, 2010 11:00am
Quoting Vengeance
Hi Everyone,

I have an indicator for MT4 - Chaikin Money Flow (CMF) and was wondering if anyone can figure out how to modify the formula to account for NULL values as the VT TRADER's formula (below) does:

_AD:= if(((((C-L)-(H-C)) / (H-L)) * V)=NULL,0,(((C-L)-(H-C)) / (H-L)) * V);
_CMF:= mov(_AD,periods,S)/mov(V,periods,S);

Please find attached the MT4 indicator.

Any help is greatly appreciated!!!

Cheers,

Venge.
My guess:
_AD:= if(((((C-L)-(H-C)) / (H-L)) * V) == NULL ? 0 : (((C-L)-(H-C)) / (H-L)) * V);

or

if(((((C-L)-(H-C)) / (H-L)) * V) == NULL) _AD=0;
else _AD = (((C-L)-(H-C)) / (H-L)) * V;

cmiiw
  • #5
  • Sep 28, 2010 11:12am Sep 28, 2010 11:12am
Quoting sangmane
My guess:
_AD:= if(((((C-L)-(H-C)) / (H-L)) * V) == NULL ? 0 : (((C-L)-(H-C)) / (H-L)) * V);

or

if(((((C-L)-(H-C)) / (H-L)) * V) == NULL) _AD=0;
else _AD = (((C-L)-(H-C)) / (H-L)) * V;

cmiiw

I'll be honest, I have no idea what either of those mean or which is correct. Is this your translation of the VT formula into MQL?

Thanks,

Venge.
  • #6
  • Sep 28, 2010 12:56pm Sep 28, 2010 12:56pm
I think sangmane got it right, but you will probably not need to worry about nulls in this equation using doubles. It's already testing for a zero result, but to be sure you could also check for EMPTY_VALUES (I think that will work, not sure if it is a reserved word just for buffers or not).

2 problems:
1) dN_Sum += Volume[shift+i]*(Close[shift+i]-Open[shift+i]) / (High[shift+i]-Low[shift+i]);

Sooner or later the high will equal the low and this will give an error.

2) using a variable the same name as a reserved function name is asking for trouble:
extern int Periods=20;

Is this correct?
CMF[shift]=dN_Sum/Volume_Sum;
original code:
_CMF:= mov(_AD,periods,S)/mov(V,periods,S);
My Ninja Trader indi has that as the result of 2 MAs divided, but maybe that is what the loop is doing, I didn't study it that much.
  • #7
  • Sep 28, 2010 12:59pm Sep 28, 2010 12:59pm
Quoting Kenz987
I think sangmane got it right, but you will probably not need to worry about nulls in this equation using doubles. It's already testing for a zero result, but to be sure you could also check for EMPTY_VALUES (I think that will work, not sure if it is a reserved word just for buffers or not).

2 problems:
1) dN_Sum += Volume[shift+i]*(Close[shift+i]-Open[shift+i]) / (High[shift+i]-Low[shift+i]);

Sooner or later the high will equal the low and this will give an error.

2) using a variable the same name as a reserved function name is asking...
Hi Kenz,

I wish I could answer your questions...but I have no idea whatsoever if you are right/wrong/somewhere in the middle etc.

If you could code what you think is correct into the previously attached CMF file, and upload the new one, I could give it a go and see if it matches up with the VT one...

Regardless, thanks!

Venge.
  • #8
  • Sep 29, 2010 10:05am Sep 29, 2010 10:05am
Hi everyone,

Nevermind about helping out more. Someone on another forum was kind enough to code the indicator for me.

Appreciate the input, though!

Cheers,

Venge.
Attached File(s)
File Type: mq4 CMF correct.mq4   2 KB | 1,052 downloads
  • #9
  • Last Post: Mar 1, 2019 3:43am Mar 1, 2019 3:43am
Quoting Vengeance
Hi everyone, Nevermind about helping out more. Someone on another forum was kind enough to code the indicator for me. Appreciate the input, though! Cheers, Venge. {file}
Please don't underestimate the value of the help you provided in getting this indicator properly modified. It's exactly what I was looking for
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