Accès à l'indicateur vwap en MQL5

jerome77 2023.12.19 12:12

Bonjour,

je tente d'accéder aux valeurs de l'indicateur Wvap_lite.mq5. Cela fonctionne pour accéder à la valeur Daily mais je n'arrive pas à accéder aux valeurs Weekly & Monthly.

Est-ce que vous pouvez m'aider svp?

Merci beaucoup!

-----

HI,

I try to access the values Daily/Weekly and Monthly from the Vwap lite Indicator with this piece of code that I wrote but it seems that I only have the Daily value :-( Can someone help me to access Weekly and Monthly too?

#include <Trade\Trade.mqh>
CTrade trade;

#resource "\\Indicators\\vwap_lite.ex5"

int      handle;
double   VwapArrayDaily[];
double   VwapArrayWeekly[];
double   VwapArrayMonthly[];

int OnInit()

{

   handle = iCustom(_Symbol,PERIOD_CURRENT,"\\Indicators\\vwap_lite.ex5");

   if(handle == INVALID_HANDLE)

   {

      Alert("Unable to load indicator handle");

      return INIT_FAILED;

   }

   return(INIT_SUCCEEDED);

}

void OnTick()
{

   ArraySetAsSeries(VwapArrayDaily,true);
   ArraySetAsSeries(VwapArrayWeekly,true);
   ArraySetAsSeries(VwapArrayMonthly,true);
     
   CopyBuffer(handle,0,0,3,VwapArrayDaily);
   CopyBuffer(handle,1,0,3,VwapArrayWeekly);
   CopyBuffer(handle,2,0,3,VwapArrayMonthly);

   double VwapValueDaily = NormalizeDouble(VwapArrayDaily[0],3);
   double VwapValueWeekly = NormalizeDouble(VwapArrayWeekly[0],3);
   double VwapValueMonthly = NormalizeDouble(VwapArrayMonthly[0],3);


}

Gerard Willia G J B M Dinh Sy 2023.12.19 15:58 #1

Bonjour.

Ça manque de détail.

C'est quoi cet indicateur ? Tu as le code source ?

Parce que s'il n'est pas prévu pour accéder aux ut autre que la commande, tu n'auras pas accès à tes valeurs

Humour Je vais écrire l'indicateur FOREX - Tendances, prévisions

jerome77 2023.12.20 09:55 #2

Gerard Willia G J B M Dinh Sy #:
Bonjour.

Ça manque de détail.

C'est quoi cet indicateur ? Tu as le code source ?

Parce que s'il n'est pas prévu pour accéder aux ut autre que la commande, tu n'auras pas accès à tes valeurs

Bonjour,

oh désolé je pensais l'avoir attaché :-(

Comment je sais que je peux accéder aux valeurs weekly et monthly?

Merci infiniment pour votre aide!

//+------------------------------------------------------------------+
//|                                                    VWAP_Lite.mq5 |
//|                     Copyright 2016, SOL Digital Consultoria LTDA |
//|                          http://www.soldigitalconsultoria.com.br |
//+------------------------------------------------------------------+
#property copyright         "Copyright 2016, SOL Digital Consultoria LTDA"
#property link              "http://www.soldigitalconsultoria.com.br"
#property version           "1.49"

#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots   3

#property indicator_label1  "VWAP Daily"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrRed
#property indicator_style1  STYLE_DASH
#property indicator_width1  2

#property indicator_label2  "VWAP Weekly"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrBlue
#property indicator_style2  STYLE_DASH
#property indicator_width2  2

#property indicator_label3  "VWAP Monthly"
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrGreen
#property indicator_style3  STYLE_DASH
#property indicator_width3  2
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
enum DATE_TYPE 
  {
   DAILY,
   WEEKLY,
   MONTHLY
  };
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
enum PRICE_TYPE 
  {
   OPEN,
   CLOSE,
   HIGH,
   LOW,
   OPEN_CLOSE,
   HIGH_LOW,
   CLOSE_HIGH_LOW,
   OPEN_CLOSE_HIGH_LOW
  };
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
datetime CreateDateTime(DATE_TYPE nReturnType=DAILY,datetime dtDay=D'2000.01.01 00:00:00',int pHour=0,int pMinute=0,int pSecond=0) 
  {
   datetime    dtReturnDate;
   MqlDateTime timeStruct;

   TimeToStruct(dtDay,timeStruct);
   timeStruct.hour = pHour;
   timeStruct.min  = pMinute;
   timeStruct.sec  = pSecond;
   dtReturnDate=(StructToTime(timeStruct));

   if(nReturnType==WEEKLY) 
     {
      while(timeStruct.day_of_week!=0) 
        {
         dtReturnDate=(dtReturnDate-86400);
         TimeToStruct(dtReturnDate,timeStruct);
        }
     }

   if(nReturnType==MONTHLY) 
     {
      timeStruct.day=1;
      dtReturnDate=(StructToTime(timeStruct));
     }

   return dtReturnDate;
  }

sinput  string      Indicator_Name      = "Volume Weighted Average Price (VWAP)";
input   PRICE_TYPE  Price_Type          = CLOSE_HIGH_LOW;
input   bool        Calc_Every_Tick     = false;
input   bool        Enable_Daily        = true;
input   bool        Show_Daily_Value    = true;
input   bool        Enable_Weekly       = false;
input   bool        Show_Weekly_Value   = false;
input   bool        Enable_Monthly      = false;
input   bool        Show_Monthly_Value  = false;

double          VWAP_Buffer_Daily[],VWAP_Buffer_Weekly[],VWAP_Buffer_Monthly[];
double          nPriceArr[],nTotalTPV[],nTotalVol[];
double          nSumDailyTPV = 0, nSumWeeklyTPV = 0, nSumMonthlyTPV = 0;
double          nSumDailyVol = 0, nSumWeeklyVol = 0, nSumMonthlyVol = 0;
int             nIdxDaily=0,nIdxWeekly=0,nIdxMonthly=0,nIdx=0;
bool            bIsFirstRun=true;
string          sDailyStr = "", sWeeklyStr  = "", sMonthlyStr = "";
datetime        dtLastDay = CreateDateTime(DAILY), dtLastWeek = CreateDateTime(WEEKLY), dtLastMonth = CreateDateTime(MONTHLY);
ENUM_TIMEFRAMES LastTimePeriod=PERIOD_MN1;
int             nStringYDistance=40;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int OnInit() 
  {
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

   SetIndexBuffer(0,VWAP_Buffer_Daily,INDICATOR_DATA);
   SetIndexBuffer(1,VWAP_Buffer_Weekly,INDICATOR_DATA);
   SetIndexBuffer(2,VWAP_Buffer_Monthly,INDICATOR_DATA);

   if(Show_Daily_Value) 
     {
      ObjectCreate(0,"VWAP_Daily",OBJ_LABEL,0,0,0);
      ObjectSetInteger(0,"VWAP_Daily",OBJPROP_CORNER,3);
      ObjectSetInteger(0,"VWAP_Daily",OBJPROP_XDISTANCE,180);
      ObjectSetInteger(0,"VWAP_Daily",OBJPROP_YDISTANCE,nStringYDistance);
      ObjectSetInteger(0,"VWAP_Daily",OBJPROP_COLOR,indicator_color1);
      ObjectSetInteger(0,"VWAP_Daily",OBJPROP_FONTSIZE,7);
      ObjectSetString(0,"VWAP_Daily",OBJPROP_FONT,"Verdana");
      ObjectSetString(0,"VWAP_Daily",OBJPROP_TEXT," ");
      nStringYDistance=nStringYDistance+20;
     }

   if(Show_Weekly_Value) 
     {
      ObjectCreate(0,"VWAP_Weekly",OBJ_LABEL,0,0,0);
      ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_CORNER,3);
      ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_XDISTANCE,180);
      ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_YDISTANCE,nStringYDistance);
      ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_COLOR,indicator_color2);
      ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_FONTSIZE,7);
      ObjectSetString(0,"VWAP_Weekly",OBJPROP_FONT,"Verdana");
      ObjectSetString(0,"VWAP_Weekly",OBJPROP_TEXT," ");
      nStringYDistance=nStringYDistance+20;
     }

   if(Show_Monthly_Value) 
     {
      ObjectCreate(0,"VWAP_Monthly",OBJ_LABEL,0,0,0);
      ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_CORNER,3);
      ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_XDISTANCE,180);
      ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_YDISTANCE,nStringYDistance);
      ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_COLOR,indicator_color3);
      ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_FONTSIZE,7);
      ObjectSetString(0,"VWAP_Monthly",OBJPROP_FONT,"Verdana");
      ObjectSetString(0,"VWAP_Monthly",OBJPROP_TEXT," ");
     }

   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnDeinit(const int pReason) 
  {
   if(Show_Daily_Value) ObjectDelete(0,"VWAP_Daily");
   if(Show_Weekly_Value) ObjectDelete(0,"VWAP_Weekly");
   if(Show_Monthly_Value) ObjectDelete(0,"VWAP_Monthly");
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
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(PERIOD_CURRENT!=LastTimePeriod) 
     {
      bIsFirstRun=true;
      LastTimePeriod=PERIOD_CURRENT;
     }

   if(rates_total>prev_calculated || bIsFirstRun || Calc_Every_Tick) 
     {
      ArrayResize(nPriceArr,rates_total);
      ArrayResize(nTotalTPV,rates_total);
      ArrayResize(nTotalVol,rates_total);

      if(Enable_Daily)   {nIdx = nIdxDaily;   nSumDailyTPV = 0;   nSumDailyVol = 0;}
      if(Enable_Weekly)  {nIdx = nIdxWeekly;  nSumWeeklyTPV = 0;  nSumWeeklyVol = 0;}
      if(Enable_Monthly) {nIdx = nIdxMonthly; nSumMonthlyTPV = 0; nSumMonthlyVol = 0;}

      for(; nIdx<rates_total; nIdx++) 
        {
         VWAP_Buffer_Daily[nIdx]=EMPTY_VALUE;
         VWAP_Buffer_Weekly[nIdx]=EMPTY_VALUE;
         VWAP_Buffer_Monthly[nIdx]=EMPTY_VALUE;

         if(CreateDateTime(DAILY,time[nIdx])!=dtLastDay) 
           {
            nIdxDaily=nIdx;
            nSumDailyTPV = 0;
            nSumDailyVol = 0;
           }
         if(CreateDateTime(WEEKLY,time[nIdx])!=dtLastWeek) 
           {
            nIdxWeekly=nIdx;
            nSumWeeklyTPV = 0;
            nSumWeeklyVol = 0;
           }
         if(CreateDateTime(MONTHLY,time[nIdx])!=dtLastMonth) 
           {
            nIdxMonthly=nIdx;
            nSumMonthlyTPV = 0;
            nSumMonthlyVol = 0;
           }

         nPriceArr[nIdx] = 0;
         nTotalTPV[nIdx] = 0;
         nTotalVol[nIdx] = 0;

         switch(Price_Type) 
           {
            case OPEN:
               nPriceArr[nIdx]=open[nIdx];
               break;
            case CLOSE:
               nPriceArr[nIdx]=close[nIdx];
               break;
            case HIGH:
               nPriceArr[nIdx]=high[nIdx];
               break;
            case LOW:
               nPriceArr[nIdx]=low[nIdx];
               break;
            case HIGH_LOW:
               nPriceArr[nIdx]=(high[nIdx]+low[nIdx])/2;
               break;
            case OPEN_CLOSE:
               nPriceArr[nIdx]=(open[nIdx]+close[nIdx])/2;
               break;
            case CLOSE_HIGH_LOW:
               nPriceArr[nIdx]=(close[nIdx]+high[nIdx]+low[nIdx])/3;
               break;
            case OPEN_CLOSE_HIGH_LOW:
               nPriceArr[nIdx]=(open[nIdx]+close[nIdx]+high[nIdx]+low[nIdx])/4;
               break;
            default:
               nPriceArr[nIdx]=(close[nIdx]+high[nIdx]+low[nIdx])/3;
               break;
           }

         if(tick_volume[nIdx]) 
           {
            nTotalTPV[nIdx] = (nPriceArr[nIdx] * tick_volume[nIdx]);
            nTotalVol[nIdx] = (double)tick_volume[nIdx];
              } else if(volume[nIdx]) {
            nTotalTPV[nIdx] = (nPriceArr[nIdx] * volume[nIdx]);
            nTotalVol[nIdx] = (double)volume[nIdx];
           }

         if(Enable_Daily && (nIdx>=nIdxDaily)) 
           {
            nSumDailyTPV += nTotalTPV[nIdx];
            nSumDailyVol += nTotalVol[nIdx];

            if(nSumDailyVol)
               VWAP_Buffer_Daily[nIdx]=(nSumDailyTPV/nSumDailyVol);

            if((sDailyStr!="VWAP Daily: "+(string)NormalizeDouble(VWAP_Buffer_Daily[nIdx],_Digits)) && Show_Daily_Value) 
              {
               sDailyStr="VWAP Daily: "+(string)NormalizeDouble(VWAP_Buffer_Daily[nIdx],_Digits);
               ObjectSetString(0,"VWAP_Daily",OBJPROP_TEXT,sDailyStr);
              }
           }

         if(Enable_Weekly && (nIdx>=nIdxWeekly)) 
           {
            nSumWeeklyTPV += nTotalTPV[nIdx];
            nSumWeeklyVol += nTotalVol[nIdx];

            if(nSumWeeklyVol)
               VWAP_Buffer_Weekly[nIdx]=(nSumWeeklyTPV/nSumWeeklyVol);

            if((sWeeklyStr!="VWAP Weekly: "+(string)NormalizeDouble(VWAP_Buffer_Weekly[nIdx],_Digits)) && Show_Weekly_Value) 
              {
               sWeeklyStr="VWAP Weekly: "+(string)NormalizeDouble(VWAP_Buffer_Weekly[nIdx],_Digits);
               ObjectSetString(0,"VWAP_Weekly",OBJPROP_TEXT,sWeeklyStr);
              }
           }

         if(Enable_Monthly && (nIdx>=nIdxMonthly)) 
           {
            nSumMonthlyTPV += nTotalTPV[nIdx];
            nSumMonthlyVol += nTotalVol[nIdx];

            if(nSumMonthlyVol)
               VWAP_Buffer_Monthly[nIdx]=(nSumMonthlyTPV/nSumMonthlyVol);

            if((sMonthlyStr!="VWAP Monthly: "+(string)NormalizeDouble(VWAP_Buffer_Monthly[nIdx],_Digits)) && Show_Monthly_Value) 
              {
               sMonthlyStr="VWAP Monthly: "+(string)NormalizeDouble(VWAP_Buffer_Monthly[nIdx],_Digits);
               ObjectSetString(0,"VWAP_Monthly",OBJPROP_TEXT,sMonthlyStr);
              }
           }

         dtLastDay=CreateDateTime(DAILY,time[nIdx]);
         dtLastWeek=CreateDateTime(WEEKLY,time[nIdx]);
         dtLastMonth=CreateDateTime(MONTHLY,time[nIdx]);
        }

      bIsFirstRun=false;
     }

   return(rates_total);
  }
//+------------------------------------------------------------------+

Gerard Willia G J B M Dinh Sy 2023.12.20 11:54 #3

Bonjour
Si le code fonctionne, les buffers sont indiqués là

   SetIndexBuffer(0,VWAP_Buffer_Daily,INDICATOR_DATA);
   SetIndexBuffer(1,VWAP_Buffer_Weekly,INDICATOR_DATA);
   SetIndexBuffer(2,VWAP_Buffer_Monthly,INDICATOR_DATA);

Ca correspond aussi au numéro de buffer pour le copybuffer après le icustom

jerome77 2023.12.20 11:59 #4

Gerard Willia G J B M Dinh Sy #:

Bonjour
Si le code fonctionne, les buffers sont indiqués là

Ca correspond aussi au numéro de buffer pour le copybuffer après le icustom

Merci beaucoup pour cette information!

Alors qqch n'est pas bon car c'est exactement comme cela que j'appel les numéros de Buffers après icustom ou alors il manque qqch dans mon icustom :-(

   CopyBuffer(handle,0,0,3,VwapArrayDaily);
   CopyBuffer(handle,1,0,3,VwapArrayWeekly);
   CopyBuffer(handle,2,0,3,VwapArrayMonthly);

Merci infiniment pour votre aide j'apprécie beaucoup. Je vais essayer de chercher le problème.

Indicateurs multitemporels Croix universelle MA EA Comment coder ?

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