Code error - Open Buy & Sell trades using Nadaraya Envelope

Sathish Justin 2023.05.07 13:54

I have used the code of Nadaraya Envelope from LuxAlgo, the indicator code is as below

//+------------------------------------------------------------------+
//|                                                           nd.mq5 |
//|                                  Copyright 2022, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2022, Grasco."
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots   2
#property indicator_type1   DRAW_LINE
#property indicator_type2   DRAW_LINE
#property indicator_width1  2
#property indicator_width2  2
#property indicator_color1  Blue
#property indicator_color2  Red
#property indicator_applied_price PRICE_WEIGHTED
//--- input parameters
input int                Length=500;              // Bars Count
input int                Bandwidth=17;                // Bandwidth
input double             Multiplayer=1.5;
// n = get the bar index

//--- indicator buffers
double                   ExtUpBuffer[];
double                   ExtDownBuffer[];
double                   ExtCABuffer[];
double                   y[]; // for calculation
int                      ExtBarsHandle;
int                      k = 2;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit(){
//--- indicator buffers mapping
   SetIndexBuffer(0,ExtUpBuffer);
   SetIndexBuffer(1,ExtDownBuffer);
   SetIndexBuffer(2,y,INDICATOR_CALCULATIONS);
//---
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//--- sets first bar from what index will be drawn
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,0);
   PlotIndexGetInteger(1,PLOT_DRAW_BEGIN,0);
   PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);
   PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0.0);
//--- name for DataWindow
   string short_name=StringFormat("Nadraya",Length);
   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
   PlotIndexSetString(0,PLOT_LABEL,short_name+" Upper");
   PlotIndexSetString(1,PLOT_LABEL,short_name+" Lower");
   
   ExtBarsHandle = iMA(_Symbol,_Period,Length,0,MODE_EMA,PRICE_WEIGHTED);
   return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const int begin,
                const double &price[])
  {
//---
   if(IsStopped()) return 0;
   int calculated=BarsCalculated(ExtBarsHandle);
   if(rates_total<calculated) return(0);
   if(rates_total<Length)
      return(0);
   
   int copyBars = 0;
   if (prev_calculated>rates_total || prev_calculated<=0){
      copyBars = rates_total;
   }
   else{
      copyBars = rates_total-prev_calculated;
      if(prev_calculated>0) copyBars++;
   }
   int start=prev_calculated-1;
   if(start<Length)
      start=Length;
   
   
   double sum_e = 0.0;
   for(int i=rates_total-Length; i<rates_total && !IsStopped(); i++){
      double sum = 0.0;
      double sumw= 0.0;
      for(int j = rates_total-Length;j<rates_total-1;j++){
         double w = MathExp(-(MathPow(i-j,2)/(Bandwidth*Bandwidth*2)));
         sum += price[j]*w;
         sumw += w;
      }
      double y2 = sum/sumw;
      sum_e += (MathAbs(price[i]-y2));
      y[i] = y2;
   }
   double mae = sum_e/Length*Multiplayer;
   for(int i=rates_total-Length+1; i<rates_total && !IsStopped(); i++){
      double y2 = y[i];
      double y1 = y[i-1];
         
      ExtUpBuffer[i]=y2+mae;
      ExtDownBuffer[i]=y2-mae;
      //Print(mae);
      //Print(y[i]);
   }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+

And I have added the below condition to return true value when the current price is above the envelope and below the envelope.

When I am running the EA, this is not opening any trades, Can someone tell, whether any error is there in the code?

bool NW_Rule(int option){
   if(!NW_Filter) return true;
   if(NW_Filter){
   if(option==1 && (ExtDownBuffer[0]>=Bid)) return true;
   if(option==2 && (Ask>=ExtUpBuffer[0])) return true;     
}
   return false;
}

Carl Schreiber 2023.05.07 15:16 #1

An indicator cannot open trades only EAs can:

Quickstart for newbies: https://www.mql5.com/en/articles/496
and: https://www.mql5.com/en/articles/100
cookbook: https://www.mql5.com/en/search#!keyword=cookbook

Quick Start: Short Guide for Beginners

www.mql5.com

Hello dear reader! In this article, I will try to explain and show you how you can easily and quickly get the hang of the principles of creating Expert Advisors, working with indicators, etc. It is beginner-oriented and will not feature any difficult or abstruse examples.

Sathish Justin 2023.05.08 12:00 #2

Carl Schreiber #:

An indicator cannot open trades only EAs can:

Quickstart for newbies: https://www.mql5.com/en/articles/496
and: https://www.mql5.com/en/articles/100
cookbook: https://www.mql5.com/en/search#!keyword=cookbook

Sir,

Thanks for your reply and i have read and added the code as below, but still it is not working, will you please help resolving this. I am herewith pasting the entire code

#property copyright "https://www.mql5.com/"
#property link      "https://www.mql5.com/"
#property version   "2.00"
#property strict
#include <Trade\Trade.mqh>
#include <Trade\OrderInfo.mqh>
#include <Trade\DealInfo.mqh>
CTrade trade;
COrderInfo orderInfo;
CDealInfo dealInfo;

input double BuyLot=0.01;     //Buy Lot #1
input double SellLot=0.01;    //Sell Lot #1
input double BuySL=0;         //Buy SL
input double SellSL=0;        //Sell SL
input double BuyTP=0;         //Buy TP
input double SellTP=0;        //Sell TP
input int Magic=56798;        //Magic Number
input bool NW_Filter=false;   //NW Filter
//--- input parameters for NW Envelope
input int                Length=500;              // Bars Count
input int                Bandwidth=8;             // Bandwidth
input double             Multiplayer=3;

//+------------------------------------------------------------------+
//| VARIABLES
//+------------------------------------------------------------------+

double neg=-1;
ulong Buy1=0;
ulong Sell1=0;
double Ask;
double Bid;
//--- indicator buffers for NW Envelope
double                   ExtUpBuffer[];
double                   ExtDownBuffer[];
double                   ExtCABuffer[];
double                   y[]; // for calculation
int                      ExtBarsHandle;
int                      k = 2;

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit(){

   //INDICATORS      
   ExtBarsHandle = iMA(Symbol(),Period(),Length,0,MODE_EMA,PRICE_WEIGHTED);
   
   //MN
   trade.SetExpertMagicNumber(Magic);
   
   //RETURN
   return(INIT_SUCCEEDED);
   
}

//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason){}
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick(){
 
//define Ask, Bid
   Ask = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_ASK),_Digits);
   Bid = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_BID),_Digits);
   
//Indicators
   Load_NW();
      
//First Entry
   FirstTrade(); //BUY & SELL
   
//EXITS

   SL();
   TP(); 
   
}


//+------------------------------------------------------------------+
//| Custom iteration function Nadaraya Watson Envelope     |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const int begin,
                const double &price[])
  {
//---
   if(IsStopped()) return 0;
   int calculated=BarsCalculated(ExtBarsHandle);
   if(rates_total<calculated) return(0);
   if(rates_total<Length)
      return(0);
   
   int copyBars = 0;
   if (prev_calculated>rates_total || prev_calculated<=0){
      copyBars = rates_total;
   }
   else{
      copyBars = rates_total-prev_calculated;
      if(prev_calculated>0) copyBars++;
   }
   int start=prev_calculated-1;
   if(start<Length)
      start=Length;
   
   
   double sum_e = 0.0;
   for(int i=rates_total-Length; i<rates_total && !IsStopped(); i++){
      double sum = 0.0;
      double sumw= 0.0;
      for(int j = rates_total-Length;j<rates_total-1;j++){
         double w = MathExp(-(MathPow(i-j,2)/(Bandwidth*Bandwidth*2)));
         sum += price[j]*w;
         sumw += w;
      }
      double y2 = sum/sumw;
      sum_e += (MathAbs(price[i]-y2));
      y[i] = y2;
   }
   
   double mae = sum_e/Length*Multiplayer;
   for(int i=rates_total-Length+1; i<rates_total && !IsStopped(); i++){
      double y2 = y[i];
      double y1 = y[i-1];
         
      ExtUpBuffer[i]=y2+mae;
      ExtDownBuffer[i]=y2-mae;
      //Print(mae);
      //Print(y[i]);
   }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+


//+------------------------------------------------------------------+
//| NADARAYA WATSON ENVELOPE FILTER
//+------------------------------------------------------------------+

bool NW_Rule(int option){
   if(!NW_Filter) return true;
   if(NW_Filter){
   if(option==1 && (ExtDownBuffer[0]-Bid)>0) return true;
   if(option==2 && (Ask-ExtUpBuffer[0])>0) return true;     
}
   return false;
}

//+------------------------------------------------------------------+
//| TP
//+------------------------------------------------------------------+
void TP(){
      if(TotalProfit(1)>=BuyTP){
         CloseAll(1);
         ResetTicket(1);
      }
      if(TotalProfit(2)>=SellTP){
         CloseAll(2);
         ResetTicket(2);
      }
}

//+------------------------------------------------------------------+
//| SL
//+------------------------------------------------------------------+
void SL(){

      if(TotalProfit(1)<=BuySL*neg){
         CloseAll(1);
         ResetTicket(1);
         
      } 
      if(TotalProfit(2)<=SellSL*neg){
         CloseAll(2);
         ResetTicket(2);
         
      }
}

//+------------------------------------------------------------------+
//| FIRST TRADE
//+------------------------------------------------------------------+
void FirstTrade(){ 
   //BUY
   if(Buy1==0 && Sell1==0 && NW_Rule(1)){
         trade.Buy(BuyLot,Symbol(),SymbolInfoDouble(Symbol(),SYMBOL_ASK),0,0,NULL);
         Buy1=PositionGetTicket(PositionsTotal()-1);
   }
   //SELL
   if(Sell1==0 && Buy1==0 && NW_Rule(2)){
         trade.Sell(SellLot,Symbol(),SymbolInfoDouble(Symbol(),SYMBOL_BID),0,0,NULL);
         Sell1=PositionGetTicket(PositionsTotal()-1);
}
}


//+------------------------------------------------------------------+
//| TOTAL PROFIT
//+------------------------------------------------------------------+
double TotalProfit(int option){
   double Profit=0;
   for(int pos=PositionsTotal()-1; pos>=0; pos--){
      ulong ticket=PositionGetTicket(pos);
      PositionSelectByTicket(ticket);
      if(PositionGetInteger(POSITION_MAGIC)==Magic){
         if(option==0) Profit+=PositionGetDouble(POSITION_PROFIT);
         if(option==1 && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)  Profit+=PositionGetDouble(POSITION_PROFIT);
         if(option==2 && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL) Profit+=PositionGetDouble(POSITION_PROFIT);
      }
   }
   return Profit;
}

//+------------------------------------------------------------------+
//| CLOSE ALL
//+------------------------------------------------------------------+
void CloseAll(int option){
   for(int pos=PositionsTotal()-1; pos>=0; pos--){
      ulong ticket=PositionGetTicket(pos);
      PositionSelectByTicket(ticket);
      if(PositionGetInteger(POSITION_MAGIC)==Magic){
         if(option==0) trade.PositionClose(ticket,-1);
         if(option==1 && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)  trade.PositionClose(ticket,-1);
         if(option==2 && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL) trade.PositionClose(ticket,-1);
      }
   }
}

//+------------------------------------------------------------------+
//| RESET TICKET
//+------------------------------------------------------------------+
void ResetTicket(int option){
   if(option==1){
      Buy1=0;
   }
   if(option==2){
      Sell1=0;
   }
}

//+------------------------------------------------------------------+
//| LOAD NADARAYA WATSON ENVELOPE
//+------------------------------------------------------------------+
void Load_NW(){
   ArraySetAsSeries(ExtUpBuffer,true);
   ArraySetAsSeries(ExtDownBuffer,true);
   
   CopyBuffer(ExtBarsHandle,0,0,iBars(Symbol(),Period()),ExtUpBuffer);
   CopyBuffer(ExtBarsHandle,1,0,iBars(Symbol(),Period()),ExtDownBuffer);  
}

Solving Non Closure of Errors, bugs, questions What is wrong with

Sathish Justin 2023.05.10 06:22 #3

Sathish Justin #:

Sir,

Thanks for your reply and i have read and added the code as below, but still it is not working, will you please help resolving this. I am herewith pasting the entire code

Waiting for someone to answer plz

Yashar Seyyedin 2023.05.10 06:32 #4

Sathish Justin #:

Waiting for someone to answer plz

Dear do you think converting an indocator to an EA is that easy? Definitely it is not.

You should keep your indicator and create a separate EA for trading purpose. use iCustom to access buffers from indicator in your EA.

Using ex4 indicator in Converting Indicator to EA icustom indicator that can

Sathish Justin 2023.05.10 20:39 #5

Yashar Seyyedin #:

Dear do you think converting an indocator to an EA is that easy? Definitely it is not.

You should keep your indicator and create a separate EA for trading purpose. use iCustom to access buffers from indicator in your EA.

Will you please share some articles to refer the code

Yashar Seyyedin 2023.05.11 06:35 #6

Sathish Justin #:

Will you please share some articles to refer the code

int nd_handle=0;

int OnInit()
  {
//---
   nd_handle=iCustom(_Symbol, PERIOD_CURRENT, "nd");
//---
   return(INIT_SUCCEEDED);
  }

void OnTick()
  {   
   if(NW_Rule_Buy(0)) //buy
   if(NW_Rule_Sell(0)) //sell
  }

bool NW_Rule_Buy(int index)
{
   double Bid=SymbolInfoDouble(_Symbol, SYMBOL_BID);
   double array[];
   ArraySetAsSeries(array, true);
   CopyBuffer(nd_handle, 0, index, 1, array);
   return Bid>array[0];
}

bool NW_Rule_Sell(int index)
{
   double Bid=SymbolInfoDouble(_Symbol, SYMBOL_BID);
   double array[];
   ArraySetAsSeries(array, true);
   CopyBuffer(nd_handle, 1, index, 1, array);
   return Bid<array[0];
}

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