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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 746c03196f
commit 6e05a9d27e
2 changed files with 238 additions and 117 deletions
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Experts/JsonAPI.mq5
+56 -65
View File
@@ -101,10 +101,6 @@ struct ChartWindowIndicator
ChartWindowIndicator chartWindowIndicators[];
int chartWindowIndicatorCount = 0;
// Refresh chart window interval for JsonAPIIndicator
int chartWindowTimerInterval = 1; // Cycles of the globally set EventSetMillisecondTimer interval
int chartWindowTimerCounter = 0; // Keeps track of the current cycle
// Error handling
ControlErrors mControl;
@@ -465,25 +461,19 @@ void OnTimer()
// Ensure that all indicators have finished intitailisation
for(int i=0; i<ArraySize(chartWindowIndicators); i++)
{
CopyBuffer(chartWindowIndicators[i].indicatorHandle, 7, 0, 1, values); // '7' is the number of the 'alive' indicator buffer
//CopyBuffer(chartWindowIndicators[i].indicatorHandle, 7, 0, 1, values); // '7' is the number of the 'alive' indicator buffer
// Wait for CopyBuffer to return. Ensures that indicator has been initialized
CopyBuffer(chartWindowIndicators[i].indicatorHandle, 0, 0, 1, values); // '7' is the number of the 'alive' indicator buffer
}
chartIndicatorDataSocket.send(chartMsg,true);
}
// TODO: It looks like it is not necessary to throttle this.
// Trigger the indicator JsonAPIIndicator to check for new Messages
if(chartWindowTimerCounter >= chartWindowTimerInterval)
for(int i=0; i<ArraySize(chartWindows); i++)
{
for(int i=0; i<ArraySize(chartWindows); i++)
{
long ChartId = chartWindows[i].id;
EventChartCustom(ChartId, 222, 222, 222.0);
}
chartWindowTimerCounter = 0;
long chartId = chartWindows[i].id;
EventChartCustom(chartId, 222, 222, 222.0);
}
else
chartWindowTimerCounter++;
}
//+------------------------------------------------------------------+
@@ -823,6 +813,7 @@ void OpenChart(CJAVal &dataObject)
CJAVal message;
message["error"]=(bool) false;
message["chartId"] = (string) chartId;
message["mtChartId"] = (string) chartWindows[idx].id;
string t=message.Serialize();
if(debug)
@@ -837,16 +828,16 @@ void AddChartIndicator(CJAVal &dataObject)
{
string chartIdStr=dataObject["chartId"].ToStr();
string chartIndicatorId=dataObject["indicatorChartId"].ToStr();
string chartIndicatorId=dataObject["chartIndicatorId"].ToStr();
int chartIndicatorSubWindow=dataObject["chartIndicatorSubWindow"].ToInt();
string shortName = dataObject["shortName"].ToStr();
int chartIdx = GetChartWindowIdxByChartWindowId(chartIdStr);
long ChartId = chartWindows[chartIdx].id;
long chartId = chartWindows[chartIdx].id;
double chartIndicatorHandle = iCustom(ChartSymbol(ChartId),ChartPeriod(ChartId),"JsonAPIIndicator",chartIndicatorId,shortName); //linelabel,colorstyle,linetype,linestyle,linewidth);
double chartIndicatorHandle = iCustom(ChartSymbol(chartId),ChartPeriod(chartId),"JsonAPIIndicator",chartIndicatorId,shortName); //linelabel,colorstyle,linetype,linestyle,linewidth);
if(ChartIndicatorAdd(ChartId, chartIndicatorSubWindow, chartIndicatorHandle))
if(ChartIndicatorAdd(chartId, chartIndicatorSubWindow, chartIndicatorHandle))
{
chartWindowIndicatorCount++;
ArrayResize(chartWindowIndicators,chartWindowIndicatorCount);
@@ -1527,54 +1518,54 @@ ENUM_TIMEFRAMES GetTimeframe(string chartTF)
{
ENUM_TIMEFRAMES tf;
tf=NULL;
if(chartTF=="TICK")
tf=PERIOD_CURRENT;
else
if(chartTF=="M1")
tf=PERIOD_M1;
else
if(chartTF=="M5")
tf=PERIOD_M5;
else
if(chartTF=="M15")
tf=PERIOD_M15;
else
if(chartTF=="M30")
tf=PERIOD_M30;
else
if(chartTF=="H1")
tf=PERIOD_H1;
else
if(chartTF=="H2")
tf=PERIOD_H2;
else
if(chartTF=="H3")
tf=PERIOD_H3;
else
if(chartTF=="H4")
tf=PERIOD_H4;
else
if(chartTF=="H6")
tf=PERIOD_H6;
else
if(chartTF=="H8")
tf=PERIOD_H8;
else
if(chartTF=="H12")
tf=PERIOD_H12;
else
if(chartTF=="D1")
tf=PERIOD_D1;
else
if(chartTF=="W1")
tf=PERIOD_W1;
else
if(chartTF=="MN1")
tf=PERIOD_MN1;
//error will be raised in config function
else
tf=NULL;
if(chartTF=="M1")
tf=PERIOD_M1;
if(chartTF=="M5")
tf=PERIOD_M5;
if(chartTF=="M15")
tf=PERIOD_M15;
if(chartTF=="M30")
tf=PERIOD_M30;
if(chartTF=="H1")
tf=PERIOD_H1;
if(chartTF=="H2")
tf=PERIOD_H2;
if(chartTF=="H3")
tf=PERIOD_H3;
if(chartTF=="H4")
tf=PERIOD_H4;
if(chartTF=="H6")
tf=PERIOD_H6;
if(chartTF=="H8")
tf=PERIOD_H8;
if(chartTF=="H12")
tf=PERIOD_H12;
if(chartTF=="D1")
tf=PERIOD_D1;
if(chartTF=="W1")
tf=PERIOD_W1;
if(chartTF=="MN1")
tf=PERIOD_MN1;
//if tf == NULL an error will be raised in config function
return(tf);
}
Indicators/JsonAPIIndicator.mq5
+182 -52
View File
@@ -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 |
@@ -58,7 +58,6 @@ int OnInit()
Print("Accepting Chart Indicator data on port ", CHART_SUB_PORT);
}
//--- indicator buffers mapping;
ArraySetAsSeries(B0,true);
ArraySetAsSeries(B1,true);
@@ -90,8 +89,6 @@ int OnInit()
ArraySetAsSeries(B27,true);
ArraySetAsSeries(B28,true);
ArraySetAsSeries(B29,true);
ArraySetAsSeries(alive,true);
SetIndexBuffer(0,B0,INDICATOR_CALCULATIONS);
SetIndexBuffer(1,B1,INDICATOR_CALCULATIONS);
@@ -123,9 +120,6 @@ 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);
@@ -133,6 +127,14 @@ int OnInit()
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
// Print("INDI DEINIT ",reason);
}
//+------------------------------------------------------------------+
//| |
@@ -162,7 +164,9 @@ 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;
@@ -195,9 +199,6 @@ 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);
@@ -219,7 +220,7 @@ void SubscriptionHandler(ZmqMsg &chartMsg)
Alert("Deserialization Error");
ExpertRemove();
}
if(message["indicatorChartId"]==IndicatorId)
if(message["chartIndicatorId"]==IndicatorId)
{
if(message["action"]=="PLOT" && message["actionType"]=="DATA")
@@ -375,6 +376,7 @@ void SubscriptionHandler(ZmqMsg &chartMsg)
WriteToBuffer(message, B29);
SetIndexBuffer(29,B29,INDICATOR_DATA);
}
ChartRedraw(mtChartId);
}
else
if(message["action"]=="PLOT" && message["actionType"]=="ADDBUFFER")
@@ -384,30 +386,165 @@ 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 |
//+------------------------------------------------------------------+
@@ -415,39 +552,32 @@ 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;
}