Data from different symbol in Indicator - MT4 | Forex Factory

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Data from different symbol in Indicator - MT4

  • #1
  • First Post: Apr 4, 2016 8:49am Apr 4, 2016 8:49am
Hey, can anyone help with an MT4 indicator problem?

I am experiencing some strange anomalies with a custom indicator I have built. After whittling away for several hours I have gotten it down to just a few lines of code and one buffer. The problem seems to be when I reference a Symbol which isn't the main symbol of the chart. EUR/GBP when the chart is USD/GBP for example.

The chart looks fine but when I query the results in my EA they start to pull away from what the graph below is stating. Very odd. I wondered if I didn't have the data downloaded for both symbols but checked and all seems fine. In the strategy tester they start out exactly the same, both reporting 1.23456 but after a few bars in the EA is saying it is getting back 1.22345 and the indicator is saying 1.334455.

I am referencing the closed bar (index 1) and have removed all parameters from the indicator so as to remove any chance of the difference.

I wondered the following:
Has anyone else had success pulling data from multiple symbols in one indicator? (Or experienced problems)
Is it possible to trap errors in Indicators and how can I log or alert for them? EG if a symbol is not returning data.

Many thanks in advance
Rich
  • #2
  • Apr 4, 2016 4:01pm Apr 4, 2016 4:01pm
Thought I would try and add more information in the hope someone will be able to help.
Here are two screenshots showing the problem, first before the strategy test starts, second during:

Start of Robot
Attached Image




Then they are different during running
Attached Image (click to enlarge)
Click to Enlarge Name: End of robot.PNG Size: 21 KB

Also note the chart is flat-lining!

Here is my example indicator code, cut right down.
Inserted Code
//--------------------------------------------------------------------
// test.mq4
// The code should be used for testing purpose only.
//--------------------------------------------------------------------
#property indicator_buffers 1       // Number of buffers
#property indicator_color1 Blue     // Color of the 1st line
#property  indicator_separate_window
string Symbol2           = "EURGBP";
double Buf_0[];        
 
//--------------------------------------------------------------------
int init()                        
  {
   SetIndexBuffer(0,Buf_0);        
   SetIndexStyle (0,DRAW_LINE,STYLE_SOLID,2);
  }
//--------------------------------------------------------------------
int start()                        
  {
   int i, Counted_bars;                
   Counted_bars=IndicatorCounted();
   i=Bars-Counted_bars-1;          
   while(i>=0)                      
     {
      double calc=0;
      calc=NormalizeDouble(iClose(Symbol2,0,i),4);
      Buf_0[i]=calc;  
      i--;                          
     }
  }
//--------------------------------------------------------------------

I am calling "iCustom(NULL,0,"PairsX4",0,0);" from within the EA

Any help, greatly appreciated. The indicator I am trying to build relies on reading other symbols to compare the market.
  • #3
  • Apr 4, 2016 4:03pm Apr 4, 2016 4:03pm
The last time I checked (a few months ago) the mt4 backtester did not support accessing data of multiple pairs. Nothing you can do there besides either switching to mt5, forward testing your data or pre calculating your data. You could write a script export the indicator values to a file and read them in the strategy tester.
  • #4
  • Apr 4, 2016 4:32pm Apr 4, 2016 4:32pm
As far as I know, accessing different pairs' data in the tester can be unreliable as the tester will not manufacture ticks for the other pair.
To have any sort of accuracy, you need to be sure that the symbol is fully updated for the timeframe that you are using.
Do not use
Inserted Code
calc=NormalizeDouble(iClose(Symbol2,0,i),4);
Replace it with
Inserted Code
  int index=iBarShift(Symbol2,0,Time[i]);
  calc=NormalizeDouble(iClose(Symbol2,0,index),4);
Please Do Not PM Me With Coding Enquiries
  • #5
  • Apr 4, 2016 6:11pm Apr 4, 2016 6:11pm
Thanks both. I have tried the code but alas no luck. The indicator line stays flat unless I set it to the same symbol as the parent chart.

Following up on Kilian19's reply, it seems that multi-symbol indicators are not possible via the strategy tester. What a pain in the rear!!

Thanks again for your help
  • #6
  • Apr 4, 2016 7:19pm Apr 4, 2016 7:19pm
Quoting RichyF
Thanks both. I have tried the code but alas no luck. The indicator line stays flat unless I set it to the same symbol as the parent chart. Following up on Kilian19's reply, it seems that multi-symbol indicators are not possible via the strategy tester. What a pain in the rear!! Thanks again for your help
Did you make sure that the "EURGBP" was fully updated in the time-frame that you are using in the tester?
Please Do Not PM Me With Coding Enquiries
  • #7
  • Apr 5, 2016 4:32am Apr 5, 2016 4:32am
I just found a good article on the matter.

Quote
Modelling Prices on Other Symbols
The amount of modelled data for an accurate testing on the history is sometimes large and may require more memory and processor resources. The tester in MetaTrader 4 does not allow carrying portfolio testing, but computer technologies are developed so fast, that, probably, soon we will be able to carry an accurate testing of complex strategies, which open positions on numerous symbols. Nevertheless, the tester in MetaTrader 4 allows receiving information about prices of other symbols, different...

https://www.mql5.com/en/articles/1490

I still don't know if iCustom will work for different symbols.
  • #8
  • Last Post: Apr 6, 2016 4:41pm Apr 6, 2016 4:41pm
Hi guys

Sorry for late reply, been away on business. Thanks also for the help, I am really interested in trading strategies involving multiple pairs, hopefully gaining an edge as not as many people do it, appreciate your help.

Gumrai, I have checked in the history center, all looked fine but re-downloaded the data anyway. Still no luck, in strategy tester the indicator line stays flat and the icustom value in the EA comes back incorrect. Tested on a new symbol that I didnt have, downloaded the data manually in HC and loaded the same chart below. No luck. Is that what you meant by 'Fully Updated'?

Kilian, reading the article I liked the sound of "Nevertheless, the tester in Metatrader 4 allows info re other symbols" but am unclear on how to reference the data 'as it is'.
Do you think this means we cannot access the data for the current bar? My strategy is 30m/1H thus I can take the close of bar 1 as a reference if that is possible. Unsure how though.

I had all but given up but sleeping on it I also wonder if I could export the data for a few months of 30m/1H on the alternate symbol and import it in realtime in the indicator! Maybe someone has already done this on FF!?!?
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