Number of bars between two past crossovers | Forex Factory

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Number of bars between two past crossovers

  • #1
  • First Post: Jan 12, 2014 12:21pm Jan 12, 2014 12:21pm
Hi all,

It all started with making some small changes in an EA and for the past 3 weeks I learnt a lot about coding but got stuck at this point now. Did some research but couldn't manage to find it so far.

What I want to do is to find the number of bars between past two [Price Vs MA] crossovers. Is it possible to find this number?

I've attached an image to make it a bit easy to understand. Any suggestion or help would be highly appreciated.

Many thanks,
mem
Attached Image
  • #2
  • Jan 12, 2014 12:58pm Jan 12, 2014 12:58pm
if there occurs a cross, e.g. high>ma && low<ma, you could loop back to find the previous cross (candle number, i), scheme:

if (iLow(NULL,0,i)<ma && iHigh(NULL,0,i)>ma) ...
i++;
PM me with coding requests and I'll probably put you on my ignore list
  • #3
  • Jan 12, 2014 3:39pm Jan 12, 2014 3:39pm
Quoting fxdaytrader_
if there occurs a cross, e.g. high>ma && low<ma, you could loop back to find the previous cross (candle number, i), scheme: if (iLow(NULL,0,i)<ma && iHigh(NULL,0,i)>ma) ... i++;
Since I'm looking for actual crosses, rather than iLow iHigh, should I use;

Inserted Code
(iOpen(NULL,0,i)<ma && iClose(NULL,0,i)>ma)

and in this case there are going to be two crosses in the past, first one that happened X bars ago and second one just happened after previous bar close. Not sure if I understood how to implement it and call the candle number..
  • #4
  • Edited 6:56pm Jan 12, 2014 4:18pm | Edited 6:56pm
coded quickly, pls check ... (it is an indicator, so it belongs to mt4/experts/indicators)

edit: bloop found, pls. redownload at http://www.forexfactory.com/showthre...85#post7207485
PM me with coding requests and I'll probably put you on my ignore list
  • #5
  • Jan 12, 2014 6:38pm Jan 12, 2014 6:38pm
Quoting fxdaytrader_
coded quickly, pls check ... (it is an indicator, so it belongs to mt4/experts/indicators) {file}
Thank you so much for spending time on this. Just checked but got me confused, is it prompting the distance to the very last crossover or the one before? When I back test and do the count sometimes it's the last cross sometimes the one before.

I also tried applying it to SuperTrend indicator instead of MA, it works but gives totally different results compared to actual crossovers. I've attached the modified one for SuperTrend.
Attached File(s)
File Type: mq4 GetMaBarCrosses_ST.mq4   2 KB | 583 downloads
File Type: mq4 xSuperTrend.mq4   4 KB | 489 downloads
  • #6
  • Jan 12, 2014 6:50pm Jan 12, 2014 6:50pm
Quoting mntemel
Just checked but got me confused, is it prompting the distance to the very last crossover or the one before?
The one before. I have attached a mod. one which displays if there was also a crossover at the previous bar.

Btw - I cannot see any sense in using this indicator with the supertrend-indi, but maybe I did not understand ...

Attached Image (click to enlarge)
Click to Enlarge Name: getmacross_example.png Size: 25 KB
Attached File(s)
File Type: mq4 GetMaBarCrosses.mq4   2 KB | 580 downloads
PM me with coding requests and I'll probably put you on my ignore list
  • #7
  • Jan 12, 2014 8:59pm Jan 12, 2014 8:59pm
Quoting mntemel
What I want to do is to find the number of bars between past two [Price Vs MA] crossovers. Is it possible to find this number?
//-----

hey mntemel..... take a look at the code below.... you can see i only used the close.... and not the open...... that is very important......

also keep in mind that occasionally the cross will take more than 2 bars..... so you must make allowances for that......h

//------
Inserted Code
#property indicator_chart_window
extern int pds  = 100;
int up[100];int dn[100];
int init()
 {
 return(0);
 }
int deinit()
 {
 return(0);
 }
int start()
 { 
 for(int i = 0;i<Bars-pds;i++)
    {
    int j,k;
    if( Close[i+1] > iMA(Symbol(),0,pds,0,0,0,i+1) && Close[i+2] < iMA(Symbol(),0,pds,0,0,0,i+2) )
       {
       up[j] = i;
       j++;
       }
       
    if( Close[i+1] < iMA(Symbol(),0,pds,0,0,0,i+1) && Close[i+2] > iMA(Symbol(),0,pds,0,0,0,i+2) )
       {
       dn[k] = i;
       k++;
       }       
    }
 Comment(up[0],"  ",dn[0],"  ",up[1],"  ",dn[1],"  ",up[2],"  ",dn[2],"  ",up[3],"  ",dn[3]);
 return(0);
}


//-----
to trade and code, keep both simple... no call to impress....h
  • #8
  • Jan 13, 2014 2:01am Jan 13, 2014 2:01am
Quoting fxdaytrader_
The one before. I have attached a mod. one which displays if there was also a crossover at the previous bar. Btw - I cannot see any sense in using this indicator with the supertrend-indi, but maybe I did not understand ...
I use SuperTrend to identify turning points (past two tops or past two bottoms) and then I check MACD levels at these points to measure the divergence level. I find most divergence indis very inefficient, that's how I've been using it for a long time. Many thanks for the indi! Helped me understand how to call back past occurrences.

Quoting hayseed
hey mntemel..... take a look at the code below
Yours is more than what I needed mate, thank you so much! calls past 8 occurrences, gives me a lot more to analyze!
  • #9
  • Last Post: Jan 16, 2014 1:39am Jan 16, 2014 1:39am
@hayseed

I was gonna have quick questions about the code. When I implement this in an EA, it gets extremely slow. Back testing becomes at least 20 times slower. Is this normal or would there be a trick to make it faster?
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