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  • #121
  • May 9, 2015 8:43am May 9, 2015 8:43am
broketrader, I just wanted to drop a quick note to let you know your thread is still helping people. Thank you for taking the time to write up this tutorial, and provide the code examples. I am not entirely new to coding, but all I have ever worked with has been procedural coding, so the OOP has been just ...... very weird for me to fully grasp how it works. Before this, (and I am currently only up to page 2 of this thread) I knew enough to decipher pre-existing code, given enough time.....but not enough to write out new code from scratch. As of now, I am grasping enough of the OOP concept that I am starting to have a lot of ideas on how I can improve previous code I have written, and more. Anyway....thank you immensely for sharing your experience and knowledge with us!
  • #122
  • Edited 5:22am May 20, 2015 4:09am | Edited 5:22am
Quoting MehZhure
broketrader, I just wanted to drop a quick note to let you know your thread is still helping people. Thank you for taking the time to write up this tutorial, and provide the code examples. I am not entirely new to coding, but all I have ever worked with has been procedural coding, so the OOP has been just ...... very weird for me to fully grasp how it works. Before this, (and I am currently only up to page 2 of this thread) I knew enough to decipher pre-existing code, given enough time.....but not enough to write out new code from scratch. As of...
It's a pleasure to see that the thread is still having some effects That was the main goal, helping others to see the potential of OOP and as per your post, I see that you sense the potential behind it.

You are on the right path and if you have any question, I'm here to help, don't hesitate.

Thank you for your post.
Simplicity is the Ultimate Sophistication.
  • #123
  • May 26, 2015 2:28pm May 26, 2015 2:28pm
broketrader, I do happen to have a question on a topic not yet discussed. That is, what is the best way to store objects in an array via mql4?

For instance, let us say, in the program I declare 10 objects that will be used and reused to store a specific group of data. At different points I need to search through, and compare different parts of data in these objects to current data, for the purpose of determining whether to update the objects data, or whether to reset the objects data to NULL.

I know the simplest way to scan through, and compare, data points is via a for loop(when the # of data points to be checked is known). So, a for loop is the mechanism I had in mind for the scanning.

Here are the issues I am trying to decide on currently. I cannot just declare an array of the type of object and store the objects in the array. MQL4 requires the objects to be constants, and that ruins the entire purpose. Maybe an array of pointers? I am not entirely sure how to declare an array of pointers right at this moment, but anyway...those are my thoughts.
  • #124
  • May 26, 2015 3:06pm May 26, 2015 3:06pm
Hi MehZhure,

I think that there is not a best way but different ways to serve different needs.

And from what I understand in your post, I would say yes, you need an array of pointers to store your objects.

Then, you have two choices, either you know the size of your array and declare it straight away as shown below, but this is a bit rigid.
Or you use a more object oriented approach and use the dynamic list CList which is provided with MQL4 to store your objects, I will give you an example on a next post.

First, the simple example with the array:

The class that stores the data :
Inserted Code
   class MyData {
  
      public:
  
      double m_Price;
  
   };

Array declaration :
Inserted Code
   #define MAX_ITEMS 10
 
   MyData* MyDataArray[MAX_ITEMS];

Initialization :
Inserted Code
   for( int i=0; i<MAX_ITEMS; i++ ){
      MyDataArray[i] = new MyData;
   }

Usage :
Inserted Code
   for( int i=0; i<MAX_ITEMS; i++ ){
      MyDataArray[i].m_Price = 0;
   }
Simplicity is the Ultimate Sophistication.
  • #125
  • May 26, 2015 3:44pm May 26, 2015 3:44pm
Then you have the CList container class which is not exactly an array but a chained list of the objects you insert into it.

To use it, you must first include its header:

Inserted Code
#include <Arrays/List.mqh>

Then we declare our array which becomes now a list:

Inserted Code
CList   MyDataList;


Then, to be able to insert the MyData objects into MyDataList we need to make a little modification to our MyData class.

In fact, as CList accepts only objects of type CObject, which is by the way the base type in MQL4, we need to derivate MyData from CObject. And by doing this, our MyData class becomes a member of the CObjet family which allows it to be accepted by the CList container.

And this is not a big job, we just have to rewrite the MyData class like this :

Inserted Code
class MyData : public CObject {
  
   public:
  
   double m_Price;
  
};

That's it, now MyData derives from CObject, that means that MyData objects are not only MyData objects but from now on also CObject objects.
This is polymorphism, wonderful isn't it ?

With CList, no need to declare a limit for your array list, you just put the objects you want into it :

Inserted Code
MyDataList.Add( new MyData );
MyDataList.Add( new MyData );
 
for( int i=0; i<6; i++ ){
   MyDataList.Add( new MyData );
}

Then CList provides methods to handle its objects :

Inserted Code
   int Items = MyDataList.Total(); // Items in list
   MyData* Data = (MyData*)MyDataList.GetFirstNode(); // Gets first node in list
   Data.m_Price = 0;
   MyDataList.Clear(); // Erases the list


Now to iterate through your list of objects, this is the way :

Inserted Code
   MyData* Data = (MyData*)MyDataList.GetFirstNode();
   while( Data != NULL ){
      Data.m_Price = 0;
      Data = (MyData*)MyDataList.GetNextNode();
   }


You can look at the CList class in List.mqh to see the methods provided by the base class. And you can also provide your own methods in the MyData class of course.

You will think that this is a complicated way at looking at arrays but not at all, it's just the OOP way of looking at it, it's just a matter of being used to it and in the process I assure you that you will win flexibility and power.
Simplicity is the Ultimate Sophistication.
  • #126
  • May 26, 2015 4:13pm May 26, 2015 4:13pm
broketrader, Thank you for the rapid reply! I will review the info and make use of it. Again, I very much appreciate you taking time to share your experience!
  • #127
  • Jun 7, 2015 4:49am Jun 7, 2015 4:49am
Hi All,

Time to come back with additional tools that can dramatically improve the quality of the software we write.

Software logic and mostly complex software logic often needs to be presented in blocks to allow the human, in our case the programmer, having a clear view of what the software does without being forced to read the entire code.

That's called "Modeling language", even "Graphical Modeling Language" if we use a graphical approach rather than a textual one.

A modeling language as per Wikipedia is "designed to provide a standard way to visualize the design of a system" I emphasize here the word visualize as this is exactly what we want to do before going into the details of the implementation.

There are a myriad of modeling languages out there, maybe the better known are UML which stands for Unified Modeling Language which fits well OOP. And a simpler one which is the Flow Chart which excels by its simplicity and still helps in designing complex systems.

The study of UML being out of scope I will focus on the Flow Chart approach which is in my opinion more adapted to our trading needs.

So after a little introduction to flow charts, I will completely design a simple EA that trades on two MA crosses, that way you will discover the way to go from software requirements, to design and finally, to implementation.
Simplicity is the Ultimate Sophistication.
  • #128
  • Jun 7, 2015 5:17am Jun 7, 2015 5:17am
So,

How do we represent software logic visually ?
Well, we just use simple drawing shapes with some text inside and interconnected with lines and arrows that show the flow of execution.

Among others far less used, the following are the 3 most used shapes :

The rounded rectangle which serves to visualize the beginning and the end of an execution block.

The rectangle which serves to visualize a processing block.

The diamond which visualizes a decision block.

Wikipedia has a complete list of shapes used but I assure you with these three we can do almost everything.

Here is an example for illustration and I'm sure that without any explanation you will understand what this piece of code does.

Attached Image
Simplicity is the Ultimate Sophistication.
  • #129
  • Jun 7, 2015 6:02am Jun 7, 2015 6:02am
Ok, so here is the mail I received from Mr Gekko asking for an EA and providing for it very clear requirements:

Hi Mr programmer,


I would like an EA to trade 2 simple MA cross.

The fast MA has a period of 10 and the slow, a period of 30.


I want to trade in the direction of the fast MA crossing the slow MA.

I want also a long signal to close any open short trade and vice-versa.


As I haven't decided of any money management yet, I would like to trade only 0.01 lots for the time being.

I would like also, at a later time, ask you to replace the MAs crossing logic by any other logic I could provide.


With warmest greetings, please accept, Mr Programmer, the assurances of my highest consideration.


Gordon Gekko



Well, I would have preferred some minor role with him in a next wall street movie but anyway, I take the challenge...
Simplicity is the Ultimate Sophistication.
  • #130
  • Jun 7, 2015 6:20am Jun 7, 2015 6:20am
broketrader, I have a suggestion that directly correlates with this newest project you are posting. I know, for an EA this simplistic, it is virtually pointless to do so, but consider constructing it with a dll interface. Handle everything, that does not require it to be done in mql4, in the dll. I am suggesting this because I am currently learning to do this, and am encountering all kinds of issues. On a side note, I am using MS Visual Studio 2013 to do my C++ coding. If not, no biggie. If you choose to take me up on this suggestion, I would massively appreciate it.
  • #131
  • Edited 7:46am Jun 7, 2015 6:52am | Edited 7:46am
Quoting MehZhure
broketrader, I have a suggestion that directly correlates with this newest project you are posting. I know, for an EA this simplistic, it is virtually pointless to do so, but consider constructing it with a dll interface. Handle everything, that does not require it to be done in mql4, in the dll. I am suggesting this because I am currently learning to do this, and am encountering all kinds of issues. On a side note, I am using MS Visual Studio 2013 to do my C++ coding. If not, no biggie. If you choose to take me up on this suggestion, I would massively...
Hi Mehzure,

The subject is not the EA itself, it's there for the example. The subject was the manner to do so by illustrating flow charts.

My idea is, that once we have the flowchart of the EA, to identify from it the objects we could implement and then implement them and the EA itself.

It's ok, and a good idea, to then get one of those objects and implement it in a DLL in C++ and a later time in C#

Did you had a particular problem interfacing your C++ DLL I should focus on ?
Simplicity is the Ultimate Sophistication.
  • #132
  • Jun 7, 2015 7:17am Jun 7, 2015 7:17am
Sure. As of this moment, I am having errors just getting a basic DLL built. I am using the sample dll project (in the mt4 /scripts/examples/dll/ folder) as a reference.

Attached Image (click to enlarge)
Click to Enlarge Name: Image1.png Size: 10 KB


If you look at the code, you will see it is mostly verbatim from the mt4 sample project. The solution was too large (19.3MB) to upload here, so I am having to post a link for you to be able to download it....if you would like to/need to see the code. http://www.filedropper.com/mydlltrial
  • #133
  • Jun 7, 2015 7:28am Jun 7, 2015 7:28am
Quoting MehZhure
Sure. As of this moment, I am having errors just getting a basic DLL built. I am using the sample dll project (in the mt4 /scripts/examples/dll/ folder) as a reference. {image} If you look at the code, you will see it is mostly verbatim from the mt4 sample project. The solution was too large (19.3MB) to upload here, so I am having to post a link for you to be able to download it....if you would like to/need to see the code. http://www.filedropper.com/mydlltrial
Ok, I will have a look at it, give me some time I don't have 2013 on my machine, only a old 2008, I'm downloading it now...
Simplicity is the Ultimate Sophistication.
  • #134
  • Jun 7, 2015 7:32am Jun 7, 2015 7:32am
I almost forgot. I followed the instructions on this website. http://www.mgaforex.com/2012/04/10/9/
  • #135
  • Jun 7, 2015 7:41am Jun 7, 2015 7:41am
Quoting MehZhure
I almost forgot. I followed the instructions on this website. http://www.mgaforex.com/2012/04/10/9/
Ok, not finished downloading yet, but from what I can see you have DllMain declared twice. In dllmain.cpp and in MyDLLtrial.cpp, you have to remove one of both.
This will clear your first error "DllMain@12 already defined".

The second error is that you declare GetDoubleValue in MyDLLtrial.def file but that function does not exist in the code. You have either to implement it or remove it from the EXPORTS section code in the .def file.
Simplicity is the Ultimate Sophistication.
  • #136
  • Jun 7, 2015 8:19am Jun 7, 2015 8:19am
So here we go with our flow chart for our Gekko EA :

Attached Image


It's a first draft to have an idea of what could be the logic behind the requirements.
As simple as it is we already can see 4 distinct blocks.

Money Management, Signal processing and Long and Short order processing.

Let's dive into a more detailed version and compose our object list:

Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot2.png Size: 77 KB


We have detailed the blocs after the decision bloc and can now clearly see what are the needed objects that will implement our EA.
Here they are identified as: Component Name => Software Object

Money Management => MoneyManager
Signal Processing => SignalProcesor
Long Order => LongOrder
Short Order => ShortOrder
Simplicity is the Ultimate Sophistication.
  • #137
  • Jun 7, 2015 8:26am Jun 7, 2015 8:26am
Huzzah! I tidied up everything you pointed out. Now it works....and I understand why. Thanks for the help, broketrader! Also, looking forward to seeing the new tutorial you are in the process of posting!
  • #138
  • Jun 7, 2015 8:29am Jun 7, 2015 8:29am
Quoting MehZhure
Huzzah! I tidied up everything you pointed out. Now it works....and I understand why. Thanks for the help, broketrader! Also, looking forward to seeing the new tutorial you are in the process of posting!
Well done, so now you can continue with your work. Don't hesitate to post any other issue you could have.
Simplicity is the Ultimate Sophistication.
  • #139
  • Jun 7, 2015 8:47am Jun 7, 2015 8:47am
Ok, back to our Gekko thing

Now that we have our object list, we have to detail a bit their functionality in order to have an idea of the work to do.
This can be also useful when managing a team so we can distribute the work across team members.

By looking at the flowchart, we can easily identify the tasks that each object has to implement. Of course, not all the details will come at the surface but for sure we have the essence of what each object should do.

So here we go with the functionality list by object:

MoneyManager:

It's not evident in the flow chart but we can guess that it has to calculate the lot size to be traded => GetLotSize


SignalProcessor:

Has to provide a buy/sell signal according to requirements. => GetSignal


LongOrder:

Has to provide methods to open a long (buy) order at market price, to close that same order and to inform if the order is active (open) or not (closed)

So respectively we have => OpenAtMarket, Close, IsActive.


ShortOrder:

Same functionality as LongOrder but for shorts.



Wonderful, we now know how many classes (4) we ave to write and what to put in it.

And what's still more wonderful is that once we have wrote those classes, they will be reusable as is or refined for other EAs without any copy-paste in that code and that's what's really cool with OOP.
Simplicity is the Ultimate Sophistication.
  • #140
  • Jun 7, 2015 8:59am Jun 7, 2015 8:59am
Quoting broketrader
{quote} Well done, so now you can continue with your work. Don't hesitate to post any other issue you could have.
I may take you up on that offer in the coming weeks. In case you are interested, what I am actually preparing to do is take a 3000-lines-of-code indicator I have streamlined in MT4 (using the OOP concepts I learned here), and move everything possible into a dll. The end result I am aiming for is a dll that I can interface with multiple platforms (MT4, NinjaTrader, MultiCharts, and TradingView are on the list currently). In short, I want to set up a unified code that all I need to do is connect it to the platform, the dll processes everything, and the platform code handles the drawing of the chart objects. I figured it was best to start by making a basic dll work. Then I can start working out how to make the data persistent from tick to tick, etc.

On a side note, I was able to decrease my indicator's time to 1/30th of the original version by applying these OOP techniques in some creative ways. This allowed me to create a new section that is capable of displaying huge sections of historical data. Before, this was not possible. Of course, it may also be due to me becoming a better programmer over time. I have only been doing this for a couple years, so there is plenty of room to improve.
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