MT4 MTF Correlation table and Correlation oscillator indicators

O.K. problem solved. The newer builds of the MT4 terminal don't like the name mangling done by Visual Studio C++ compiler. So I just had to add a module definition file to Visual Studio project.

So attached is a zip file with these 2 updated files:

1. libninety47-stats-0.1.1.dll (replaces libninety47stats-0.1.dll)
2. include/ninety47_stats.mqh

The steps to deploy are:

1. close Metatrader
2. delete <MT_HOME>/experts/indicators/ninety47_correlation_oscillator.ex4
3. delete <MT_HOME>/experts/indicators/ninety47_correlation_table.ex4
4. delete <MT_HOME>/experts/libraries/libninety47stats-0.1.dll
5. extract the zip file to some where sensible, (will refer to it as <ZIP_LOCATION>
6. copy <ZIP_LOCATION>/libninety47-stats-0.1.1.dll to <MT_HOME>/experts/libraries/libninety47-stats-0.1.1.dll
7. copy <ZIP_LOCATION>/ninety47_stats.mqh to <MT_HOME>/experts/include/ninety47_stats.mqh
8. restart the Metatrader terminal.

Optionally you may need to open the Meta Editor and compile the indicators.

The code changes have been pushed to Github as well and tag as new version (v0.1.1). The full release can be downloaded from here, and is also attached to the post in the zip file mt4-libs-0.1.1zip - note you still need to download the indicators if you haven't done so already.

Will see if I can edit the 1st post to reflect these changes.

HI
thanks alot
it works

Release of the libninety47-stats source code and project files.

If anyone is interested here is the source for the DLL being used by the ninety47_stats library to calculate the Correlations.
It doubles a nice and simple single function example of how to write your own DLL for MT4.

The ninety47-stats Dynamic Link Library (DLL) source code:

1. Current version: v0.1.1
2. Attached as zip file: libninety47-stats-0.1.1.zip
3. Contains the C++ source code and Visual C++ 2010 project files.
4. If you don't know how to use Visual Studio or what C/C++ is your don't need to download this.
5. The latest release can be found: https://github.com/ninety47/libninety47-stats/releases
6. The projects GitHub page is: https://github.com/ninety47/libninety47-stats

Enjoy!

ninety47

Any time.

Hi 9047

Nice project. Clean and transparent coding.
Downloaded the latest files from the git hub, however, zeroes is all I get.
Any idea?

Greetings, Sven

Hi Sven,

Apologies its not working for you out of the box. A couple of quick questions:

1. Do you have DLL imports enabled?
2. Can you post some of the "experts" log output (tab in the Terminal dialog box at the bottom of the screen).

If you're a programmer the code for the DLL and Visual Studio build files are available here (https://github.com/ninety47/libninety47-stats).



Regards,

ninety47

DLL imports definitely enabled.

Experts log:

2014.02.01 01:12:57 ninety47_correlation_table EURUSD,H1: cannot load library 'libninety47-stats-0.1.1.dll' (error 126)


The .dll is definitely in the libraries folder.

Seems to be related to juhanimi's problem.
On the other hand, I assume that I downloaded the most recent versions from the git hub.

Have to say, I'm strictly on a Ubuntu box here, no windows option.

My bad: The edit suggested in this post is not required. I viewed a stale copy of the code base leading me to this think this was an error I'd made.




Found it. Missed a file in my last commit.

Edit line 54 of ninety47_stats.mqh to be:


The updated file is attached.

I'll push an update (to github) for the indicators and libs soon and will update the first post.
I'll add some better error handlers to the indicator. Also have some new additions to the common and string but these don't affect the operation of the correlation indicators.

Regards,

ninety47.

Same error.

Then I inserted the missing hyphen --->

#import "libninety47-stats-0.1.1.dll"

Deleted all relevant .ex4 files, recompiled, relaunched the platform and inserted the indicator (allowing DLL imports).

Still, the same '126' error.

I assume the issue is related to the underlying operating system and will stay away from indicators using their own .dlls in future,
since this seems to be a notorious source of trouble.


Best, Sven

Hi Sven,

Quite odd its not working for you. Some more questions:

1. What build of MT4 are you using? (Using the drop down menus go to "Help -> About")
2. Which Broker are you using?
3. Which version of Ubuntu are you running?
4. What version of WINE are you running?

My setup is:

1. MT4 Build 509
2. Pepperstone
3. Kubuntu 12.10
4. WINE 1.4.1

The DLL I've used can found here: https://github.com/ninety47/mt4-libs...tats-0.1.1.dll




Here are some screenshots of it working:

Table

Oscillator



Other notes:

1. I've installed MT4 outside the "Program Files" folder
2. The path to the MT4 (under WINE) experts folder on my machine is:
   1. ~/.wine/drive_c/MetaTrader/Pepperstone/experts/

3. I used wget to download the DLL into the libraries folder directly. Specifically I used the following commands:
   1. cd ~/.wine/drive_c/MetaTrader/Pepperstone/experts/libraries
   2. wget https://github.com/ninety47/mt4-libs...tats-0.1.1.dll

1. I tried to install AxiTrader's MT4 platform under WINE but the installer kept crashing.

Please let me know if this helps.

Regards,

ninety47

Hi Sven,

Its me again.
Apologies I made a mistake here. The code on GitHub is up-to-date - the version I viewed (in the "code" folder on my VM) was stale.

So download the mqh file again the direct link is:

1. https://github.com/ninety47/mt4-libs...ty47_stats.mqh

And if you haven't already the DLL:

1. https://github.com/ninety47/mt4-libs...tats-0.1.1.dll

Regards,



ninety47

Hi,

Ubuntu 12.04 (64 bit) , Wine 1.4 (wine --version) and Build 509.
Mt4 install outside the 'Program Files' folder, below 'drive_c'.
Downloaded from here ("The code on GitHub is up-to-date")

1. http://ninety47.github.io/mt4-indies (ninety47-mt4-indies-v0.1-0-gfdb5333.zip)
2. http://ninety47.github.io/mt4-libs (ninety47-mt4-libs-v0.1.1-0-gfea13b2.zip)

Copied 'include' and 'library' files from 'common', 'stats' and 'string', nothing else.



Same problem: error 126.

( wget https://github.com/ninety47/mt4-libs...tats-0.1.1.dll + recompilation makes no difference)

Hi Sven,

I think this might just be a "WINE" issue - possibly your missing a DLL that I have or possibly a version mismatch. "Error 126" is probably one of the most vague error message that the Win32 API can generate - the causes of it are numerous and then adding WINE on top of that and your stretching my limited Win32 development experience.

Some of the newer beta releases of MT4 have a debugger in the MQL editor (about time!!!) - not too sure if that will extend to helping with DLL imports though. It might be worth installing the appropriate beta and see if it works - if you've got the time or motivation to solve the problem

I'll keep investigating at this end - don't like problems unresolved!

Regards,

ninety47

Hi 9047,

yes, let's leave it at this point, since we tested the most obvious sources of error.
I'm sure, sooner or later everything will fall into place, maybe we just overlooked a tiny detail.
Anyway, I appreciate a lot your excellent work and contributions to the Linux/Mt community.
Suggestion: In case you also want to achieve Ubuntu compatibility,
maybe you should rather consider the LTS versions (now 12.04) as a reference,
since these are the common denominator for most Ubuntu users.

Regards, Sven

This indicator is broken by mt4 build 600 , I cannot compile it. Is anybody running previous compiled versions?
I cannot run old metatrader because it gets updated

I managed to compile the indicator in previous release of MetaEditor. XD

I found this thread searching for a correlation indicator to test a correlation hedging strategy.

You can see a long thread about this here:
http://www.forexfactory.com/showthread.php?t=160912

Has anybody tried this indicator with the strategy?

The idea is to buy/sell 2 very correlated pairs like EURCAD (buy) and USDCAD (sell). when the correlation has a gap. When the correlation reestablish, the difference between both positions will be possitive (see attached image).

I have tested with the indicator on the other thread and with this indicator through ForexTester. The problems of this strategy are 3:

1. When to open the positions
2. Positions directions (which to buy, which to sell)
3. When to close.

I would appreciate any hints on this

Here I am, I traded this strategy live for some months and I know almost perfectly the argument, so I can explain it to you. I think that we can give a try implementing it with your oscillator. I found it really interesting and I tried to load it in my mt4 but it didn't work, could you please re-upload it here so I can do some research by myself?

Hi Davidex,

I'm in the process of porting code over to the new version of MQL 4. The new code and libraries provides the ability to easily add some nice features so watch this space. Well don't watch literally it will take me a week or 2 get this done (lots of demands on my time at the moment).

Regards,

ninety47

Ok, so let the good job go on

What I'm interested in it's what happens when the two lines cross each other, since I use the 'Going Home' method in a different way: I don't sell one pair buying another one at the same time, but I open a position on the 'synthetic' pair (e.g. instead shorting USDJPY and longing GBPJPY I buy GBPUSD because JPY is mathematically irrelevant and I can have all the informations provided by the other indicators in GBPUSD).
So I'd basically like to see what happens in GBPUSD when the lines of USDJPY and GBPJPY cross, it could be just nothing at all, but I think is worth to give a try.