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fix indicator plots starting at the wrong timestamp under certain cond.

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plots would shift if the processing of indicaters would shift, if a new candle would for in MT while processing of indicator data of the client was still in process. The fix ensure, that any new indicator data starts at the correct timestamp.
This commit is contained in:
Gunther Schulz
2020-11-10 16:22:02 +01:00
parent de0f3468f1
commit 2510e59cd6
2 changed files with 238 additions and 117 deletions
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Indicators/JsonAPIIndicator.mq5
+182 -52
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@@ -31,10 +31,10 @@ input string ShortName="JsonAPIIndicator";
double B0[], B1[], B2[], B3[], B4[], B5[], B6[], B7[], B8[], B9[], B10[];
double B11[], B12[], B13[], B14[], B15[], B16[], B17[], B18[], B19[], B20[];
double B21[], B22[], B23[], B24[], B25[], B26[], B27[], B28[], B29[];
double alive[];
bool debug = false;
bool first = false;
int activeBufferCount = 0;
long mtChartId = 0;
bool setFormingCandleBlank = true;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
@@ -61,7 +61,6 @@ int OnInit()
chartSubscriptionSocket.setReceiveHighWaterMark(5); // TODO confirm settings
}
//--- indicator buffers mapping;
ArraySetAsSeries(B0,true);
ArraySetAsSeries(B1,true);
@@ -93,8 +92,6 @@ int OnInit()
ArraySetAsSeries(B27,true);
ArraySetAsSeries(B28,true);
ArraySetAsSeries(B29,true);
ArraySetAsSeries(alive,true);
SetIndexBuffer(0,B0,INDICATOR_CALCULATIONS);
SetIndexBuffer(1,B1,INDICATOR_CALCULATIONS);
@@ -126,9 +123,6 @@ int OnInit()
SetIndexBuffer(27,B27,INDICATOR_CALCULATIONS);
SetIndexBuffer(28,B28,INDICATOR_CALCULATIONS);
SetIndexBuffer(29,B29,INDICATOR_CALCULATIONS);
SetIndexBuffer(29,B29,INDICATOR_CALCULATIONS);
SetIndexBuffer(30,alive,INDICATOR_CALCULATIONS); // If the buffer index changes, the line starting with "CopyBuffer(chartWindowIndicators[i].indicatorHandle," in JsonAPI.mq5 has to be updated
//---
IndicatorSetString(INDICATOR_SHORTNAME,ShortName);
@@ -136,6 +130,14 @@ int OnInit()
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
// Print("INDI DEINIT ",reason);
}
//+------------------------------------------------------------------+
//| |
@@ -165,7 +167,9 @@ int OnCalculate(const int rates_total,
{
// While a new candle is forming, set the current value to be empty
if(rates_total>prev_calculated)
if(rates_total>prev_calculated && setFormingCandleBlank)
{
B0[0] = EMPTY_VALUE;
B1[0] = EMPTY_VALUE;
@@ -198,9 +202,6 @@ int OnCalculate(const int rates_total,
B28[0] = EMPTY_VALUE;
B29[0] = EMPTY_VALUE;
}
if(first==false)
alive[0] = 1;
// ChartRedraw(0);
//--- return value of prev_calculated for next call
return(rates_total);
@@ -222,7 +223,7 @@ void SubscriptionHandler(ZmqMsg &chartMsg)
Alert("Deserialization Error");
ExpertRemove();
}
if(message["indicatorChartId"]==IndicatorId)
if(message["chartIndicatorId"]==IndicatorId)
{
if(message["action"]=="PLOT" && message["actionType"]=="DATA")
@@ -378,6 +379,7 @@ void SubscriptionHandler(ZmqMsg &chartMsg)
WriteToBuffer(message, B29);
SetIndexBuffer(29,B29,INDICATOR_DATA);
}
ChartRedraw(mtChartId);
}
else
if(message["action"]=="PLOT" && message["actionType"]=="ADDBUFFER")
@@ -387,30 +389,165 @@ void SubscriptionHandler(ZmqMsg &chartMsg)
string linetypeStr = message["style"]["linetype"].ToStr();
string linestyleStr = message["style"]["linestyle"].ToStr();
int linewidth = message["style"]["linewidth"].ToInt();
setFormingCandleBlank = message["style"]["blankforming"].ToBool();
color colorstyle = StringToColor(colorstyleStr);
int linetype = StringToEnumInt(linetypeStr);
int linestyle = StringToEnumInt(linestyleStr);
/*
//if (aa == false) {
Print("SETBUFF ActCount ",activeBufferCount);
if (activeBufferCount == 0) {SetIndexBuffer(0,B1,INDICATOR_DATA);} // Two semicolons ar required! No idea why. Seems to be a timing problem, better to keep it in init()
if (activeBufferCount == 1) {SetIndexBuffer(1,B2,INDICATOR_DATA);;}
if (activeBufferCount == 2) {SetIndexBuffer(2,B3,INDICATOR_DATA);;}
if (activeBufferCount == 3) {SetIndexBuffer(3,B4,INDICATOR_DATA);;}
if (activeBufferCount == 4) {SetIndexBuffer(4,B5,INDICATOR_DATA);;}
//aa = true;}
*/
SetStyle(activeBufferCount, linelabel, colorstyle, linetype, linestyle, linewidth);
activeBufferCount = activeBufferCount + 1;
ClearBuffer(activeBufferCount-1);
}
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void Clear(double &buffer[])
{
int bufferSize = ArraySize(buffer);
for(int i=0; i<bufferSize; i++)
{
buffer[i] = EMPTY_VALUE;
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void ClearBuffer(int bufferIdx)
{
switch(bufferIdx)
{
case 0:
{
Clear(B0);
}
case 1:
{
Clear(B1);
}
case 2:
{
Clear(B2);
}
case 3:
{
Clear(B3);
}
case 4:
{
Clear(B4);
}
case 5:
{
Clear(B5);
}
case 6:
{
Clear(B6);
}
case 7:
{
Clear(B7);
}
case 8:
{
Clear(B8);
}
case 9:
{
Clear(B9);
}
case 10:
{
Clear(B10);
}
case 11:
{
Clear(B11);
}
case 12:
{
Clear(B12);
}
case 13:
{
Clear(B13);
}
case 14:
{
Clear(B14);
}
case 15:
{
Clear(B15);
}
case 16:
{
Clear(B16);
}
case 17:
{
Clear(B17);
}
case 18:
{
Clear(B18);
}
case 19:
{
Clear(B19);
}
case 20:
{
Clear(B20);
}
case 21:
{
Clear(B21);
}
case 22:
{
Clear(B22);
}
case 23:
{
Clear(B23);
}
case 24:
{
Clear(B24);
}
case 25:
{
Clear(B25);
}
case 26:
{
Clear(B26);
}
case 27:
{
Clear(B27);
}
case 28:
{
Clear(B28);
}
case 29:
{
Clear(B29);
}
break;
default:
{} break;
}
}
//+------------------------------------------------------------------+
//| Update indicator buffer function |
//+------------------------------------------------------------------+
@@ -418,39 +555,32 @@ void WriteToBuffer(CJAVal &message, double &buffer[])
{
int bufferSize = ArraySize(buffer);
for(int i=0; i<bufferSize; i++)
{
buffer[i] = EMPTY_VALUE;
}
int messageDataSize = message["data"].Size();
// TODO check if this is working as expected. Seems to
if(first==false)
{
for(int i=0; i<activeBufferCount; i++)
{
//Print("BUFF ",bufferSize-messageDataSize, " ",ArraySize(B2)," ", ArraySize(B3), " ",messageDataSize);
PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,bufferSize-messageDataSize);
}
first = true;
}
// calculate the buffer offset
MqlRates r[];
mtChartId =(datetime)message["mtChartId"].ToInt();
datetime fromDate=(datetime)message["fromDate"].ToInt();
datetime toDate=TimeCurrent();
ENUM_TIMEFRAMES period = ChartPeriod(mtChartId);
string symbol = ChartSymbol(mtChartId);
int rateCount;
rateCount = CopyRates(symbol, period, fromDate, toDate, r);
int offset = rateCount - 1;
// write to buffer
for(int i=0; i<messageDataSize; i++)
{
// don't add more elements than the automatically sized buffer array can hold
if(i+1<bufferSize)
// don't add more elements than the automatically sized buffer array can
if(i+offset<bufferSize)
{
// the first element is the current unformed candle, so we start at index 1
// we reverse the order of the incoming values, which are expected to be ascending
//buffer[i+1] = message["data"][messageDataSize-1-i].ToDbl();
buffer[i+1] = message["data"][messageDataSize-1-i].ToDbl();
double val = message["data"][i].ToDbl();
if(val >= EMPTY_VALUE)
val = EMPTY_VALUE;
buffer[i+offset] = val;
}
//if(i == messageDataSize-1)
// buffer[i+1] = EMPTY_VALUE;
}
// Set the most recent plotted value to nothing, as we do not have any data for yet unformed candles
buffer[0] = EMPTY_VALUE;
}