Custom Indicator max and min of last 50 bars

[mtsTrader]

Hello all,

at the moment I'm traying to create an indicator. The indicator should plot every bar the maximum and the minimum of the last 50 bars to the chart-window. Also it should calculate the difference of maximum and minimum.

I tried it like this:

#property copyright ""

//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots   2
#property indicator_type1   DRAW_ARROW
#property indicator_type2   DRAW_ARROW
#property indicator_color1  DodgerBlue
#property indicator_color2  Red
 
//--- External parametrs
input int                   InpBigPeriod = 50;                                           //BigPeriod

//---- buffers
double                      ExtDeltaBigBuffer[];
double                      ExtHighBuffer[];
double                      ExtLowBuffer[];

//--- global variables
int                         ExtBigPeriod; 
double                      ExtHigh;
double                      ExtLow;

//------------------------------------------------------------------
// Custom indicator initialization function                         
//------------------------------------------------------------------
void OnInit()
{
        //--- checking input data
        if(InpBigPeriod < 0)
    {
                ExtBigPeriod = 50;
                Print("Input parameter InpBigPeriod has incorrect value. Indicator will use value", ExtBigPeriod,"for calculations.");
    }
        
        else ExtBigPeriod=InpBigPeriod;
        

        //---- indicator buffers
        SetIndexBuffer(0,ExtDeltaBigBuffer);
        SetIndexBuffer(1,ExtHighBuffer,INDICATOR_CALCULATIONS);
        SetIndexBuffer(2,ExtLowBuffer,INDICATOR_CALCULATIONS);
        //--- set arrow symbol
        PlotIndexSetInteger(1,PLOT_ARROW,159);          //Plot High
        PlotIndexSetInteger(2,PLOT_ARROW,159);          //Plot Low
        //--- set indicator digits
        IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
        //--- set label name
        PlotIndexSetString(0,PLOT_LABEL,"DeltaBig("+
                      DoubleToString(ExtHigh,5)+","+
                      DoubleToString(ExtLow,5)+")");
}
//------------------------------------------------------------------
// Custom indicator iteration function                              
//------------------------------------------------------------------
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
{
        
        if(rates_total < ExtBigPeriod + 1)      
                                                                                
    return(0);
        
        
        int pos=prev_calculated-1;


        if(pos<1)
        {
                pos=1;                                                                          
                ExtHighBuffer[0] = 0;   
                ExtLowBuffer[0] = 0;
                ExtDeltaBigBuffer[0] = 0;
        }

        //---main cycle
        for(int i=pos;i<rates_total-1 && !IsStopped();i++)   
    {           
                ExtHighBuffer[i+1] = GetHigh(i,i-InpBigPeriod,high);
                ExtLowBuffer[i+1] = GetLow(i,i-InpBigPeriod,low);
                ExtDeltaBigBuffer[i+1] = ExtHighBuffer[i+1] - ExtLowBuffer[i+1];                
    }    //if main cycle close
     
//---- OnCalculate done. Return new prev_calculated.
   return(rates_total);
   
}   //oncalculate close

//------------------------------------------------------------------
// Find highest price from start to current position                
//------------------------------------------------------------------
double GetHigh(int nPosition,int nStartPeriod,const double &HiData[])
{
        //--- calculate
        double result=HiData[nStartPeriod];
        for(int j=nStartPeriod;j<=nPosition;j++) if(result<HiData[j]) result=HiData[j];
        return(result);
}
//------------------------------------------------------------------
// Find lowest price from start to current position                 
//------------------------------------------------------------------
double GetLow(int nPosition,int nStartPeriod,const double &LoData[])
{
        //--- calculate
        double result=LoData[nStartPeriod];
        for(int j=nStartPeriod;j<=nPosition;j++) if(result>LoData[j]) result=LoData[j];
        return(result);
}

If I trie to debug it I get the message that the array is out of range.

Does anybody know what the problem is?

[Alain Verleyen]

You are trying to access array with a negative index (out of range). Change this line :

        if(pos<1)
        {
                pos=InpBigPeriod;                                                                          
                ExtHighBuffer[0] = 0;   
                ExtLowBuffer[0] = 0;
                ExtDeltaBigBuffer[0] = 0;
        }