我正在尝试让这个指标在mql4中使用2个缓冲区进行量化。经过很长一段时间的阅读后，我已经放了2个额外的缓冲区来挤压它：/因为：
指标目前位于 0.1430-0.1427 之间，但没有固定的顶部和底部。
我似乎无法理解它;很酷的指标，但不会公平！
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Lime
#property indicator_color2 Red
#property indicator_color3 CLR_NONE
#property indicator_color4 CLR_NONE
//#property indicator_minimum 0
//#property indicator_maximum 100
extern int P = 13;
extern int T = 3000;
extern double P2 = 0.001;
//int MIN = 0;
//int MAX = 100;
double G[];
double R[];
double B3[];
double B4[];
int init(){
IndicatorBuffers(4);
SetIndexBuffer( 0, G );SetIndexStyle( 0, DRAW_LINE, STYLE_SOLID, 1, Lime );
SetIndexBuffer( 1, R );SetIndexStyle( 1, DRAW_LINE, STYLE_SOLID, 1, Red );
SetIndexBuffer( 2, B3 );SetIndexStyle( 2, DRAW_NONE );
SetIndexBuffer( 3, B4 );SetIndexStyle( 3, DRAW_NONE );
return(0);
}
int start(){
if ( T >= Bars ) T = Bars;
SetIndexDrawBegin( 0, Bars - T + P + 1 );
SetIndexDrawBegin( 1, Bars - T + P + 1 );
SetIndexDrawBegin( 2, Bars - T + P + 1 );
SetIndexDrawBegin( 3, Bars - T + P + 1 );
int Z, C, Opt = IndicatorCounted();
if ( Bars <= 38 ) return(0);
if ( Opt < P ){
for ( Z = 1; Z <= 0; Z++ ) G[T-Z] = 0.0;
for ( Z = 1; Z <= 0; Z++ ) R[T-Z] = 0.0;
}
Z = T - P - 1;
while( Z >= 0 ){
double A, S1, S2;
S1 = 0.0; for ( C = 0; C <= P - 1; C++ ){ S1 = S1 + ( High[Z+C] + Low[Z+C] ) / 2;}
S2 = 0.0; for ( C = 0; C <= P - 1; C++ ){ S2 = S2 + ( ( High[Z+C] + Low[Z+C] ) * ( C+1 ) / 2 );}
A = S1 / S2;
// if ( A < MIN ){ MIN = A;}
// if ( A > MAX ){ MAX = A;}
// A = ( MIN / MAX ) * 100;
G[Z] = A;
if ( Z > 0 ){ R[Z-1] = A;}
Z--;
}
for ( int N = T-P-2; N >= 0; N-- ){
if ( N > 0 ){
if ( G[N-1] > G[N] ){ R[N] = EMPTY_VALUE; continue;}
if ( G[N-1] < G[N] ){ G[N] = R[N]; continue;}
}
B3[0] = G[0] + P2;
B4[0] = G[0] - P2; //forced quantise using 2 extra buffers
}
return(0);
}
答案 0 :(得分：1)
0 ）指标逻辑
1 ）指标量化步骤
2 ）指标效果
MQL4 自定义指标编程依赖于对底层 MetaTrader4终端平台的更深入理解。每个外部市场事件（更改交易的工具价格）都通过网络传递来自 MetaTrader4服务器的 QUOTE ... 消息通知lcoalhost。这也就是Tick，它会触发对最初名为 start() 的函数的调用，在较新的新 - MQL4.56789中重命名为 {{ 1}}
以下修改后的OnTick()列表包含核心逻辑消歧的备注，该备注必须位于以下列出的所有步骤之前。
虽然代码仍然非常低效（如下面[2]所述），但逻辑不包括任何直接的障碍形式，其输出量化为其任何形式{binary |三元|任意数量的状态} - 量化系统。当指标核心逻辑被清除时，量化步骤只是从 R（1）到 I（1）的微不足道的转换。
任何Tick到达都可以，但无需修改MQL4或High[0]，这是建议的自定义指标演算的唯一可变部分。
这是关于如何减少重新计算范围的核心思想，Low[0]代码必须实现每个滴答。在MT4的最新版本中，所有自定义指标共享一个线程，对自定义指标的高效算法化施加的压力就越大，这可能会阻碍平台在糟糕，低效的代码循环上做出的交易决策。卷积/递归重新执行。
MQL4#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Lime
#property indicator_color2 Red
#property indicator_color3 CLR_NONE
#property indicator_color4 CLR_NONE
extern int P = 13;
extern int T = 3000;
extern double P2 = 0.001;
double G[]; // 0: LINE
double R[]; // 1: LINE
double B3[]; // 2: BUT NEVER PAINTED, NEVER CONSUMED _?_
double B4[]; // 3: BUT NEVER PAINTED, NEVER CONSUMED _?_
int init(){
IndicatorBuffers(4);
SetIndexBuffer( 0, G );SetIndexStyle( 0, DRAW_LINE, STYLE_SOLID, 1, Lime );
SetIndexBuffer( 1, R );SetIndexStyle( 1, DRAW_LINE, STYLE_SOLID, 1, Red );
SetIndexBuffer( 2, B3 );SetIndexStyle( 2, DRAW_NONE );
SetIndexBuffer( 3, B4 );SetIndexStyle( 3, DRAW_NONE );
return(0);
}
int start(){
if ( Bars <= 38 ) return(0); // JIT/RET in case Bars < 39 --^ --^ --^ --^
if ( T >= Bars ) T = Bars; // (TRIM´d) T < Bars .OR. = Bars
int aDrawBegins = Bars - T + P + 1; // ( extern P = 13 ) + 1 + ( Bars - ( extern T = 3000 if T < Bars else Bars ) )
//tIndexDrawBegin( 0, Bars - T + P + 1 ); // PREF: ( reused 4x )
SetIndexDrawBegin( 0, aDrawBegins ); // Draw 14+ last candles -- PREF: why a per tick hard-coded SHIFTING / enforced re-draw?
SetIndexDrawBegin( 1, aDrawBegins ); // Draw 14+ last candles -- PREF: why a per tick hard-coded SHIFTING / enforced re-draw?
SetIndexDrawBegin( 2, aDrawBegins ); // Draw 14+ last candles -- PREF: why a per tick hard-coded SHIFTING / enforced re-draw?
SetIndexDrawBegin( 3, aDrawBegins ); // Draw 14+ last candles -- PREF: why a per tick hard-coded SHIFTING / enforced re-draw?
double A, S1, S2; // auxiliary var for bar-mid-price calculi
int Z; // auxiliary stepper
int Opt = IndicatorCounted(); // Opt ( NEVER RE-USED )
if ( Opt < P ){ // if ( ( extern P = 13 ) > IndicatorCounted() )
// ----------------------- ??? ----------------------------------------------------- NEVER EXEC´d: for( Z = 1++ v/s Z <= 0 )
for ( Z = 1; Z <= 0; Z++ ) G[T-Z] = 0.0; // .STO G[T-Z], 0., BUT NEVER EXEC´d: for( Z = 1++ v/s Z <= 0 )
for ( Z = 1; Z <= 0; Z++ ) R[T-Z] = 0.0; // .STO R[T-Z], 0., BUT NEVER EXEC´d: for( Z = 1++ v/s Z <= 0 )
// ----------------------- ??? ----------------------------------------------------- NEVER EXEC´d: for( Z = 1++ v/s Z <= 0 )
}
Z = T - P - 1; // .STO Z, ( T = Bars (TRIM´d) ) - ( extern P = 13 ) - 1
while( Z >= 0 ){ // .DEC Z
// !!! ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ // PERF: very inefficient to RE-calc STATIC ( ( extern P = 13 ) - 1 )-DEEP CONVOLUTIONS per tick !!
S1 = 0.0; for ( int C = 0; C <= P - 1; C++ ){ S1 = S1 + ( High[Z+C] + Low[Z+C] ) / 2; }
S2 = 0.0; for ( int C = 0; C <= P - 1; C++ ){ S2 = S2 + ( ( High[Z+C] + Low[Z+C] ) * ( C+1 ) / 2 );}
// !!! ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ // PERF: very inefficient to RE-calc STATIC ( ( extern P = 13 ) - 1 )-DEEP CONVOLUTIONS per tick !!
A = S1 / S2;
G[Z] = A; // .STO G[Z], A if Z >= 0
if ( Z > 0 ){ R[Z-1] = A;} // .STO R[Z-1], A if Z > 0
Z--;
}
for ( int N = T - P - 2; N >= 0; N-- ){ // .STO N, ( T = Bars (TRIM´d) ) - ( extern P = 13 ) - 2
if ( N > 0 ){ // N > 0:
if ( G[N-1] > G[N] ){ R[N] = EMPTY_VALUE; continue;} // .BLNK R[N], EMPTY if G[N-1] > G[N]
if ( G[N-1] < G[N] ){ G[N] = R[N]; continue;} // .SET G[N], R[N] if G[N-1] < G[N]
}
// ?? ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ // WHY MANY-TIMES RE-ASSIGNED A CONST. VALUE HERE, INSIDE A FOR(){...}-loop body? -------------- ??
B3[0] = G[0] + P2; // .STO B3[0], G[0] + ( extern P2 = 0.001 )
B4[0] = G[0] - P2; // .STO B4[0], G[0] - ( extern P2 = 0.001 )
// forced quantise using 2 extra buffers
// ?? ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ // WHY MANY-TIMES RE-ASSIGNED A CONST. VALUE HERE, INSIDE A FOR(){...}-loop body? -------------- ??
}
return(0);
}
语法当需要通过 Calculate事件计算指标值时，仅在自定义指标中调用 MQL4.56789 函数。这通常在收到符号的新刻度时发生，为此计算指标。此指标不需要附加到此符号的任何价格图表中。
第一个 OnCalculate() 参数包含 rates_total 的数量，可用于计算指标，并对应于可用的柱数在图表中。
我们应该注意 bars 的返回值与第二个输入参数 OnCalculate() 之间的关联。在prev_calculated函数调用期间，OnCalculate()参数包含{strong}上一次调用期间prev_calculated返回的值。这允许用于计算自定义指标的经济算法，以避免重复计算自上次运行此函数以来未发生变化的那些条。
为此，通常足以返回OnCalculate()参数的值，该参数包含当前函数调用中的柱数。如果自rates_total的最后一次调用以来价格数据发生了变化（下载了更深的历史记录或填充了历史空白），则终端将输入参数OnCalculate() 的值设置为零。
prev_calculated