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- 2013.01.08 14:46
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- 2016.11.22 07:32
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Description
The CEROnRingBuffer class is designed to calculate the technical indicator Efficiency Ratio (ER) used in the Adaptive Moving Average (Adaptive Moving Average, AMA) using the algorithm of the ring buffer.
Declaration
class CEROnRingBuffer : public CArrayRing
Title
#include <IncOnRingBuffer\CEROnRingBuffer.mqh>
File of the CEROnRingBuffer.mqh class must be placed in the IncOnRingBuffer folder that need to be established in MQL5\Include\. Two files with the examples used by the class from this folder are attached to the description. File with the class of the ring buffer also must be in this folder.
Class methods
//--- initialization method: bool Init( // if error it returns false, if successful - true int period = 34, // the period of calculation the ER int size_buffer = 256, // the size of the ring buffer, the number of stored data bool as_series = false // true, if a timeseries, false - if a usual indexing of the input data );
//--- the method of calculation based on a time series or indicator buffer: int MainOnArray( // returns the number of processed elements const int rates_total, // the size of the array array[] const int prev_calculated, // processed elements on the previous call const double &array[] // the array of the input values );
//--- //--- the method of calculation based on the separate series elements of the array
double MainOnValue( // returns the ER value for the set element
const int rates_total, // the size of the array
const int prev_calculated, // processed elements of the array
const int begin, // from where the significant data of the array starts
const double value, // the element value of the array
const int index // the element index
);
//--- the methods of access to the data: int BarsRequired(); // Returns the necessary number of bars to draw the indicator string Name() // Returns the name of the indicator int Period() // Returns the period of ER calculation int Size(); // Returns the size of the ring buffer
To get the calculated data of the indicator from the ring buffer is possible as from the usual array. For example:
//--- the class with the methods of calculation of the ER indicator: #include <IncOnRingBuffer\CEROnRingBuffer.mqh> CEROnRingBuffer er; ... //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const int begin, const double &price[]) { //--- calculation of the indicator based on price times series: er.MainOnArray(rates_total,prev_calculated,price); ... //--- use data from the ring buffer "er", // for example, copy data in the indicator buffers: for(int i=start;i<rates_total;i++) { ER_Buffer[i] = er[rates_total-1-i]; // indicator line } //--- return value of prev_calculated for next call: return(rates_total); }
Please note that indexing in the ring buffer is the same as in the time series.
Examples
- The Test_ER_OnArrayRB.mq5 file calculates the indicator based on price time series. The MainOnArray() method application is demonstrated
- The Test_ER_OnValueRB.mq5 demonstrates the use of the MainOnValue() method. At first the ER indicator is calculated and drawn. Then on the basis of this indicator's ring buffer one more ER is drawn.
The result of the work of the Test_ER_OnArrayRB.mq5 with the size of the ring buffer of 256 elements When writing code the developments of MetaQuotes Software Corp., Integer and GODZILLA were used.
The results of the work of the Test_ER_OnValueRB.mq5 with the size of the ring buffer of 256 elements
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/1374
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