M1 bars difference

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Hi,

Here's the scenario:

i use the tester to test my indicator (A). The indicator uses M1 bars but is running in M5.

I create a template Tester and add the same indicator with a different parameter (B).


So, while executing the tester, (A) is updated just fine but (B) always stay the same.

So, i dug by printing info.

At initialization, the indicator generate a MathRand to deferentiate (A) from (B).

I log iBars of M1.

Here's the result:

2023.04.17 11:10:49.850 2021.01.11 02:51:00  Indic EURUSD,M5: r=20845, m1Bars=1164

2023.04.17 11:10:49.850 2021.01.11 02:51:00  Indic EURUSD,M5: r=20183, m1Bars=7926662

2023.04.17 11:10:49.850 2021.01.11 02:50:54  Indic EURUSD,M5: r=20845, m1Bars=1163

2023.04.17 11:10:49.850 2021.01.11 02:50:54  Indic EURUSD,M5: r=20183, m1Bars=7926662


Since (A) changes visually while the Tester is running, we can say the (A) has the random value 20845 because a new M1 bars appears to become 1164 bars.

And (B) always stay the same since the bars stays at 7926662.


My questions are:

- Why aren't the bars the same ?  7926662 versus 1164

- Why does (B) has a value so high ?

- Why does (B) doesn't get a new bar ?


In this test, i'm using the data of MT4, no TickStory or TickDataSuite.

I tried it on another computer where i have TickDataSuite and it's the same result.


Thanks for the help

Ben


 

Please don't post randomly in any section. Your question is not related to the section you posted.

MT4/mql4 has it's own section on the forum.

Your thread has been moved, so please don't create another duplicate topic.

 

We cannot read your mind nor see your computer. We have no ideia how you came up with those numbers.

If you want to discuss them, then please show the code that generates them as well as the test conditions in which the code ran to produce those numbers.

 

Hi,

well here i wrote one simple code which gives me the same results.

Create an indicator named "testM1bars": 

#property strict
#property indicator_chart_window

extern int param = 1; //param
int randomNumber = MathRand();

int OnInit() { return(INIT_SUCCEEDED); }

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[])
{
   Print("random=", randomNumber, ", m1Bars=", iBars(NULL, PERIOD_M1), ", param=", param);
   return(rates_total);
}


With this simple template called "Tester.tpl" :

<chart>
id=133186389516586264
symbol=EURUSD
period=60
leftpos=1099
digits=5
scale=32
graph=0
fore=0
grid=1
volume=0
scroll=1
shift=0
ohlc=1
one_click=0
one_click_btn=1
askline=0
days=1
descriptions=0
shift_size=20
fixed_pos=0
window_left=0
window_top=0
window_right=534
window_bottom=732
window_type=3
background_color=0
foreground_color=16777215
barup_color=65280
bardown_color=65280
bullcandle_color=0
bearcandle_color=16777215
chartline_color=65280
volumes_color=3329330
grid_color=10061943
askline_color=255
stops_color=255

<window>
height=69
fixed_height=0
<indicator>
name=main
</indicator>
<indicator>
name=Custom Indicator
<expert>
name=testM1bars
flags=339
window_num=0
<inputs>
param=1
</inputs>
</expert>
shift_0=0
draw_0=0
color_0=0
style_0=0
weight_0=0
period_flags=0
show_data=1
</indicator>
</window>
</chart>


Launch the StrategyTester on testM1bars.mq4 with param=2.

Here's an extract of what's logged where there's a minute change:

2023.04.17 13:54:46.373 2021.01.11 05:01:02  testM1bars EURUSD,M5: random=25889, m1Bars=7926662, param=1
2023.04.17 13:54:46.373 2021.01.11 05:01:00  testM1bars EURUSD,M5: random=26451, m1Bars=1294, param=2
2023.04.17 13:54:46.373 2021.01.11 05:01:00  testM1bars EURUSD,M5: random=25889, m1Bars=7926662, param=1
2023.04.17 13:54:46.373 2021.01.11 05:00:48  testM1bars EURUSD,M5: random=26451, m1Bars=1293, param=2
2023.04.17 13:54:46.373 2021.01.11 05:00:48  testM1bars EURUSD,M5: random=25889, m1Bars=7926662, param=1
2023.04.17 13:54:46.373 2021.01.11 05:00:47  testM1bars EURUSD,M5: random=26451, m1Bars=1293, param=2

You see the testM1bars with param=2 which is launch in the StrategyTester has an increase in m1 bars.

But the testM1bars with param=1 which is loaded through the template Tester.tpl has a number of bars wrong, pretty high and is not increased on the minute change.

Thanks

 
Benoit Dumont #: But the testM1bars with param=1 which is loaded through the template Tester.tpl has a number of bars wrong, pretty high and is not increased on the minute change.

You are reading/printing garbage.

On MT4: Unless the current chart is that specific symbol(s)/TF(s) referenced, you must handle 4066/4073 errors before accessing candle/indicator values.
          Download history in MQL4 EA - MQL4 programming forum - Page 3 #26.4 (2019)

 

Here's the code:

#property strict
#property indicator_chart_window

extern int param = 1; //param

int OnInit() { return(INIT_SUCCEEDED); }

bool     download_history(ENUM_TIMEFRAMES period=PERIOD_CURRENT){
   return download_history(_Symbol, period);
}

bool     download_history(string symbol, ENUM_TIMEFRAMES period=PERIOD_CURRENT){
   if(period == PERIOD_CURRENT)  period = (ENUM_TIMEFRAMES)_Period;
   ResetLastError();
   datetime other = iTime(symbol, period, 0);
   if(_LastError == 0 && other != 0)   return true;
   if(_LastError != ERR_HISTORY_WILL_UPDATED && _LastError != ERR_NO_HISTORY_DATA)
      PrintFormat("iTime(%s,%i) Failed: %i", symbol, period, _LastError);
   return false;
}

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[])
{
   while(!download_history(PERIOD_M1) && !_StopFlag ){ Print( "BAD download of history. ",_LastError); Sleep(500); RefreshRates(); }
   
   Print("m1Bars=", iBars(NULL, PERIOD_M1), ", close=", iClose(NULL,PERIOD_M1,0), ", param=", param);
   return(rates_total);
}


Results:

2023.04.19 16:49:55.217 2021.01.11 00:04:00  testM1bars EURUSD,M5: m1Bars=1004, close=1.2214, param=2
2023.04.19 16:49:55.217 2021.01.11 00:04:00  testM1bars EURUSD,M5: m1Bars=7926662, close=1.22116, param=1
2023.04.19 16:49:55.123 2021.01.11 00:03:59  testM1bars EURUSD,M5: m1Bars=1003, close=1.22133, param=2
2023.04.19 16:49:55.123 2021.01.11 00:03:59  testM1bars EURUSD,M5: m1Bars=7926662, close=1.22116, param=1


And i installed another new MT4 platform:

2023.04.19 17:10:58.407 2022.01.03 00:06:00  testM1bars EURUSD,M5: m1Bars=1003, close=1.13689, param=2
2023.04.19 17:10:58.407 2022.01.03 00:06:00  testM1bars EURUSD,M5: m1Bars=8292623, close=1.13693, param=1
2023.04.19 17:10:58.314 2022.01.03 00:05:10  testM1bars EURUSD,M5: m1Bars=1002, close=1.13688, param=2
2023.04.19 17:10:58.314 2022.01.03 00:05:10  testM1bars EURUSD,M5: m1Bars=8292623, close=1.13693, param=1


It never once logged "BAD download of history. " on neither platform.

Do you have any insights? 

Thanks

  
int OnCalculate(…){
   while(!download_history(PERIOD_M1) && !_StopFlag ){ Print( "BAD download of history. ",_LastError); Sleep(500); RefreshRates(); }

Indicators can not sleep. Indicators can not delay. Return and wait for a new tick.

 
William Roeder #:

Indicators can not sleep. Indicators can not delay. Return and wait for a new tick.

Thanks for that information but it doesn't correct the problem.

The number of M1 bars is anormally high and is not increasing on new M1 bars.

To me it seems to be a MT4 platform bug. Maybe trying the same thing with the MT5 platform would confirm that.

 

Result on MT5:


2023.04.25 09:52:23.469 2023.01.02 17:59:59   m1Bars=373485, close=1.06603, param=1
2023.04.25 09:52:23.469 2023.01.02 17:59:59   m1Bars=373485, close=1.06603, param=2
2023.04.25 09:52:23.469 2023.01.02 18:00:00   m1Bars=373486, close=1.06602, param=1
2023.04.25 09:52:23.469 2023.01.02 18:00:00   m1Bars=373486, close=1.06602, param=2

The number of bars is the same and is increased...

 
Somebody knows if the team at MT4 are informed of this bug or where can i report it ?
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