Beginner - Moving data between arrays and using ArraySetAsSeries
It's a bit confusing why I cannot just :
ArraySetAsSeries(rates[i].open,true);
because ArraySetAsSeries needs to be applied to the whole array not a single element....
ArraySetAsSeries(rates,true);bool ArraySetAsSeries( const void& array[], // array by reference bool flag // true denotes reverse order of indexing );
//+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { MqlRates rates[]; ArraySetAsSeries(rates, true); int copied = CopyRates(Symbol(), 0, 0, 5, rates); // 5 bars are easier for now int newArrSize = ArraySize(rates); if(copied > 0) { Print("Bars copied: " + string(copied)); } else Print("Failed to get history data for the symbol ", Symbol()); PrintRatesForwardsAndBackwards(rates); // calling of the custom function } //+------------------------------------------------------------------+ //| custom function to pass rates[] to | //+------------------------------------------------------------------+ void PrintRatesForwardsAndBackwards(MqlRates &rates_array[]) //passing the rates[] array with reference to the custom function { Print("\nSeries==true: "); for(int i = 0; i < ArraySize(rates_array); i++) { Print(rates_array[i].close); } ArraySetAsSeries(rates_array, false); Print("\nSeries==false: "); for(int i = 0; i < ArraySize(rates_array); i++) { Print(rates_array[i].close); } Print("\nPrint Rates Array directly: "); ArrayPrint(rates_array); } //+------------------------------------------------------------------+
You can always pass an array by reference to a function and do something with it, MqlRates is no exception. Unfortunately you have to do the ArrayPrint yourself if you can't pass a single array but it is possible to ArrayPrint rates directly.
You can always pass an array by reference to a function and do something with it, MqlRates is no exception. Unfortunately you have to do the ArrayPrint yourself if you can't pass a single array but it is possible to ArrayPrint rates directly.
Thank you for your time and effort! I was able to modify your example and the rest of the code with these changes and get the results I was looking for. Your amazing!
void OnTick() { MqlRates rates[]; ArraySetAsSeries(rates,true); int copied=CopyRates(Symbol(),0,0,100,rates); int newArrSize = ArraySize(rates); if(copied>0) { Print("Bars copied: "+copied); double OpenArray[], CloseArray[]; int size=fmin(copied,10); ArrayResize(OpenArray, newArrSize); ArrayResize(CloseArray, newArrSize); for(int i=0; i<newArrSize; i++) { OpenArray[i] = rates[i].open; } for(int i=0; i<newArrSize; i++) { CloseArray[i] = rates[i].close; } ArrayPrint(OpenArray); ArrayPrint(CloseArray); } else Print("Failed to get history data for the symbol ",Symbol()); }
You can copy synchronized timeseries to separate arrays with a single CopySeries function call
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MetaQuotes, 2023.03.03 11:14
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MQL5: Added new CopySeries function for copying synchronized timeseries from MqlRates into separate arrays.
The CopySeries function allows obtaining only the necessary timeseries into different specified arrays during one call, while all of timeseries data will be synchronized. This means that all values in the resulting arrays at a certain index N will belong to the same bar on the specified Symbol/Timeframe pair. Therefore, there is no need for the programmer to additionally synchronize the received timeseries by the bar opening time.
Unlike CopyRates, which returns the full set of timeseries as an MqlRates array, the CopySeries function allows obtaining specific required timeseries into separate arrays. This can be done by specifying a combination of flags to select the type of timeseries. The order of the arrays passed to the function must match the order of the fields in the MqlRates structure:
struct MqlRates { datetime time; // period beginning time double open; // open price double high; // high price for the period double low; // low price for the period double close; // close price long tick_volume; // tick volume int spread; // spread long real_volume; // exchange volume }
Thus, if you need to get the values of the 'time', 'close' and 'real_volume' timeseries for the last 100 bars of the current Symbol/Timeframe, you should use the following call:
datetime time[]; double close[]; long volume[]; CopySeries(NULL,0,0,100,COPY_RATES_TIME|COPY_RATES_CLOSE|COPY_RATES_VOLUME_REAL,time,close,volume);
The order of the arrays "time, close, volume" must match the order of the fields in the MqlRates structure. The order of values in the rates_mask is ignored. The mask could be as follows:
COPY_RATES_VOLUME_REAL|COPY_RATES_TIME|COPY_RATES_CLOSE
Example
//--- input parameters input datetime InpDateFrom=D'2022.01.01 00:00:00'; input datetime InpDateTo =D'2023.01.01 00:00:00'; input uint InpCount =20; //+------------------------------------------------------------------+ //| Script program start function | //+------------------------------------------------------------------+ void OnStart(void) { //--- arrays to get timeseries from the Rates structure double open[]; double close[]; float closef[]; datetime time1[], time2[]; //---request close prices to a double array ResetLastError(); int res1=CopySeries(NULL, PERIOD_CURRENT, 0, InpCount, COPY_RATES_TIME|COPY_RATES_CLOSE, time1, close); PrintFormat("1. CopySeries returns %d values. Error code=%d", res1, GetLastError()); ArrayPrint(close); //--- now also request open prices; use float array for close prices ResetLastError(); int res2=CopySeries(NULL, PERIOD_CURRENT, 0, InpCount, COPY_RATES_TIME|COPY_RATES_CLOSE|COPY_RATES_OPEN, time2, open, closef); PrintFormat("2. CopySeries returns %d values. Error code=%d", res2, GetLastError()); ArrayPrint(closef); //--- compare the received data if((res1==res2) && (time1[0]==time2[0])) { Print(" | Time | Open | Close double | Close float |"); for(int i=0; i<10; i++) { PrintFormat("%d | %s | %.5f | %.5f | %.5f |", i, TimeToString(time1[i]), open[i], close[i], closef[i]); } } /* Result 1. CopySeries returns 0 values. Error code=0 [ 0] 1.06722 1.06733 1.06653 1.06520 1.06573 1.06649 1.06694 1.06675 1.06684 1.06604 [10] 1.06514 1.06557 1.06456 1.06481 1.06414 1.06394 1.06364 1.06386 1.06239 1.06247 2. CopySeries returns 0 values. Error code=0 [ 0] 1.06722 1.06733 1.06653 1.06520 1.06573 1.06649 1.06694 1.06675 1.06684 1.06604 [10] 1.06514 1.06557 1.06456 1.06481 1.06414 1.06394 1.06364 1.06386 1.06239 1.06247 | Time | Open | Close double | Close float | 0 | 2023.03.01 17:00 | 1.06660 | 1.06722 | 1.06722 | 1 | 2023.03.01 18:00 | 1.06722 | 1.06733 | 1.06733 | 2 | 2023.03.01 19:00 | 1.06734 | 1.06653 | 1.06653 | 3 | 2023.03.01 20:00 | 1.06654 | 1.06520 | 1.06520 | 4 | 2023.03.01 21:00 | 1.06520 | 1.06573 | 1.06573 | 5 | 2023.03.01 22:00 | 1.06572 | 1.06649 | 1.06649 | 6 | 2023.03.01 23:00 | 1.06649 | 1.06694 | 1.06694 | 7 | 2023.03.02 00:00 | 1.06683 | 1.06675 | 1.06675 | 8 | 2023.03.02 01:00 | 1.06675 | 1.06684 | 1.06684 | 9 | 2023.03.02 02:00 | 1.06687 | 1.06604 | 1.06604 | */ }
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Please be gentle. I have been through the documentation, and adding or moving data between arrays is not straight forward.
I'm trying to take the open and place all of the values into another array, so I can use ArraySetAsSeries for another function.
My code, works if I ArrayPrint, but I cannot add to ArraySetAsSeries:
It's a bit confusing why I cannot just :
I get the error:
'OpenArray' - undeclared identifier
I am trying to move the onCalculate to a EA using onTick instead of using an indicator
https://www.mql5.com/en/docs/array/arraysetasseries