Need help with arrays and arraysort

I created a script which compares the percent movement of all pairs over the course of the day and, from those numbers, averages out the percent movement of each individual currency. So at the end, I know how much JPY, AUD, EUR, USD, GBP, CAD, NZD, and CHF have moved individually on the previous day. What I would like to do is determine which currency's % movement value is highest (gained the most) and which currency's % movement is lowest (lost the most) and then reference those two values to form a pair for an order command (if that pair exists).

So if USD gained 2% in a day compared to all currencies, and AUD lost 1.5% in a day compared to all currencies, I would want to open a short trade on AUDUSD at Sydney open the next day.

I will share the script if anyone thinks they can help me understand the sorting procedure or if you think you can tweak the existing script to do what I'm describing. Visual tests over time have been promising but I want to back test it and am not very good at actual programming.

Thanks

See if you can make this work.
Not sure who the author is but I have successfully employed it in my code.

//+----------------------------------------------------------------------------+
//| void ShellsortDoubleArray(double &a[], bool desc=false)
//+----------------------------------------------------------------------------+
// Performs a shell sort (rapid resorting) of double array 'a'
// default is ascending order, unless 'desc' is set to true
//+----------------------------------------------------------------------------+
void ShellsortDoubleArray(double &a[], bool desc=false)
{
int n=ArraySize(a);
int j,i,k,m;
double mid;
for(m=n/2; m>0; m/=2)
{
for(j=m; j<n; j++)
{
for(i=j-m; i>=0; i-=m)
{
if (desc)
{
if (a[i+m] <= a)
break;
else
{
mid = a;
a = a[i+m];
a[i+m] = mid;
}
}
else
{
if (a[i+m] >= a)
break;
else
{
mid = a;
a = a[i+m];
a[i+m] = mid;
}
}
}
}
}
return(0);
}

I believe hanover wrote it, at least it is part of his "hanover --- extensible functions (np).mqh" which can be found in the thread below
http://www.forexfactory.com/showthread.php?t=165557

Highly recommend checking it out if you haven't already since it is, as per usual when it comes to stuff that hanover creates, very useful.

Thanks a bunch to both of you. Trying to emulate Hanover has made me cry before. Soooooo it looks like it's gonna be a long night There will be difficulty classifying which pairs align with those offered by my broker and considering how to manage those strings' placement to order the correct pairs (eg AUDUSD instead of USDAUD). Anyway, I'll poke at it. Thanks again!

If I want to create a list of all the available pairs from my broker, I use the code below. If you have identified the currencies as AUD and USD, it should be pretty simple to search the asAvailableSymbols array for the string that contains both AUD and USD, since it will only be one symbol that has both.

Then adjust the trade type (buy or sell) based on whether the currency you would like to buy/sell is the left pair or the right pair in the symbol string.
At least this is how I think I would do it.


//Start of code-------------

string asAvailableSymbols[]; //array that holds all available currency pairs for the broker
string sSymbolAppendix; //any extra characters at the end of the currency pair names. If broker uses symbols like EURUSDi, set this to "i"

sSymbolAppendix = GetSymbolAppendix();
CreateSymbolList(asAvailableSymbols,sSymbolAppendix);

//Functions
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//+------------------------------------------------------------------+
//| Creates an array that holds all available currency pairs |
//| Credit to http://www.forexfactory.com/longtobefree |
//+------------------------------------------------------------------+
void CreateSymbolList(string &Symbols[], string sAppendix)
{
string sDelim = ",";
//string Symbols[];
int SymbolCount;
string allsyms;
string Currencies[] = {"AED", "AUD", "BHD", "BRL", "CAD", "CHF", "CNY", "CYP", "CZK", "DKK", "DZD", "EEK", "EGP", "EUR", "GBP", "HKD", "HRK", "HUF", "IDR", "ILS", "INR", "IQD", "IRR", "ISK", "JOD", "JPY", "KRW", "KWD", "LBP", "LTL", "LVL", "LYD", "MAD", "MXN", "MYR", "NOK", "NZD", "OMR", "PHP", "PLN", "QAR", "RON", "RUB", "SAR", "SEK", "SGD", "SKK", "SYP", "THB", "TND", "TRY", "TWD", "USD", "VEB", "XAG", "XAU", "YER", "ZAR"};
int CurrencyCount = ArrayRange(Currencies, 0);
int Loop, SubLoop;
string TempSymbol;
for(Loop = 0; Loop < CurrencyCount; Loop++)
for(SubLoop = 0; SubLoop < CurrencyCount; SubLoop++)
{
TempSymbol = Currencies[Loop] + Currencies[SubLoop]+sAppendix;
if(MarketInfo(TempSymbol, MODE_BID) > 0)
{
ArrayResize(Symbols, SymbolCount + 1);
Symbols[SymbolCount] = TempSymbol;
allsyms = allsyms + TempSymbol +"n";
SymbolCount++;
}

TempSymbol = Currencies[Loop] + Currencies[SubLoop] +"m";
if(MarketInfo(TempSymbol, MODE_BID) > 0)
{
ArrayResize(Symbols, SymbolCount + 1);
Symbols[SymbolCount] = TempSymbol;
allsyms = allsyms + TempSymbol +"n";
SymbolCount++;
}
}
}
//----------------------------------------------------------------------------------------------------------------------

//----------------------------------------------------------------------------------------------------------------------
string GetSymbolAppendix()
//returns

{
string sAppendix;
string sTemp;
int iLength;

sTemp = Symbol();

iLength = StringLen(sTemp);

if(iLength == 6)
{
sAppendix = "";

}else{
sAppendix = StringSubstr(sTemp,6, iLength - 6);
// Print(sAppendix);
} //End else

return(sAppendix);
}
//-----------------------------------------------------------------------------------------------------------------------

//End of code----------------------------------------------------------------------

Thanks, Aim. Although I don't follow a lot of it just yet, it appears to have some immediate value. I might be able to get some error-free version of my implementation of it in 8 or 10 months

All the best.

ra457,

Not sure if it helps but I have attached an indicator that simply lists all available pairs and the spread for each. It uses the code I described in the previous post.

Please let me know if something needs further clarification.

Aim

hi, ra457, can you share your script. thanks.

hi, AimHigher, how to use your indicator, its not displaying anything on chart.

thanks & regards
Hukam

hukam,

The indicator should be added to a chart like any other indicator. It "should" show a sorted list of all available currency pairs for the broker and the current spread in pips for each pair in a second column. I downloaded the version I uploaded and it works for me.

What happens when you add it to a chart? Any error messages in the Expert tab? Which broker did you try it on? Does that broker add any characters (prefix or suffix) to the currency symbols e.g. EURUSDi?

Regards,

Aim