我正在尝试使用OpenCL库修改指标文件。
但我无法理解如何才能做到这一点。我试图阅读并理解文档,但不能。
这是我的代码:
#include <MovingAverages.mqh>
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_plots 3
#property indicator_type1 DRAW_LINE
#property indicator_color1 Yellow//LightSeaGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
#property indicator_type2 DRAW_LINE
#property indicator_color2 Lime//YellowGreen
#property indicator_style2 STYLE_SOLID//STYLE_DOT
#property indicator_width2 1
#property indicator_type3 DRAW_LINE
#property indicator_color3 Red//Wheat
#property indicator_style3 STYLE_SOLID//STYLE_DOT
#property indicator_width3 1
#property indicator_label1 "ADX"
#property indicator_label2 "+DI"
#property indicator_label3 "-DI"
//--- input parameters
input int InpPeriodADX=14; // Period
//---- buffers
double ExtADXBuffer[];
double ExtPDIBuffer[];
double ExtNDIBuffer[];
double ExtPDBuffer[];
double ExtNDBuffer[];
double ExtTmpBuffer[];
//--- global variables
int ExtADXPeriod;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- check for input parameters
if(InpPeriodADX>=100 || InpPeriodADX<=0)
{
ExtADXPeriod=14;
printf("Incorrect value for input variable Period_ADX=%d. Indicator will use value=%d for calculations.",InpPeriodADX,ExtADXPeriod);
}
else ExtADXPeriod=InpPeriodADX;
//---- indicator buffers
SetIndexBuffer(0,ExtADXBuffer);
SetIndexBuffer(1,ExtPDIBuffer);
SetIndexBuffer(2,ExtNDIBuffer);
SetIndexBuffer(3,ExtPDBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(4,ExtNDBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(5,ExtTmpBuffer,INDICATOR_CALCULATIONS);
//--- indicator digits
IndicatorSetInteger(INDICATOR_DIGITS,2);
//--- set draw begin
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtADXPeriod<<1);
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtADXPeriod);
PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtADXPeriod);
//--- indicator short name
string short_name="ADX("+string(ExtADXPeriod)+")";
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- change 1-st index label
PlotIndexSetString(0,PLOT_LABEL,short_name);
//---- end of initialization function
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
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[])
{
//--- checking for bars count
if(rates_total<ExtADXPeriod)
return(0);
//--- detect start position
int start;
if(prev_calculated>1) start=prev_calculated-1;
else
{
start=1;
ExtPDIBuffer[0]=0.0;
ExtNDIBuffer[0]=0.0;
ExtADXBuffer[0]=0.0;
}
//--- main cycle
for(int i=start;i<rates_total && !IsStopped();i++)
{
//--- get some data
double Hi =high[i];
double prevHi=high[i-1];
double Lo =low[i];
double prevLo=low[i-1];
double prevCl=close[i-1];
//--- fill main positive and main negative buffers
double dTmpP=Hi-prevHi;
double dTmpN=prevLo-Lo;
if(dTmpP<0.0) dTmpP=0.0;
if(dTmpN<0.0) dTmpN=0.0;
if(dTmpP>dTmpN) dTmpN=0.0;
else
{
if(dTmpP<dTmpN) dTmpP=0.0;
else
{
dTmpP=0.0;
dTmpN=0.0;
}
}
//--- define TR
double tr=MathMax(MathMax(MathAbs(Hi-Lo),MathAbs(Hi-prevCl)),MathAbs(Lo-prevCl));
//---
if(tr!=0.0)
{
ExtPDBuffer[i]=100.0*dTmpP/tr;
ExtNDBuffer[i]=100.0*dTmpN/tr;
}
else
{
ExtPDBuffer[i]=0.0;
ExtNDBuffer[i]=0.0;
}
//--- fill smoothed positive and negative buffers
ExtPDIBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtPDIBuffer[i-1],ExtPDBuffer);
ExtNDIBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtNDIBuffer[i-1],ExtNDBuffer);
//--- fill ADXTmp buffer
double dTmp=ExtPDIBuffer[i]+ExtNDIBuffer[i];
if(dTmp!=0.0)
dTmp=100.0*MathAbs((ExtPDIBuffer[i]-ExtNDIBuffer[i])/dTmp);
else
dTmp=0.0;
ExtTmpBuffer[i]=dTmp;
//--- fill smoothed ADX buffer
ExtADXBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtADXBuffer[i-1],ExtTmpBuffer);
}
//---- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+
请帮助我使用OpenCL修改上述内容,以便它能帮助我理解我能用它做什么。
答案 0 :(得分:1)
不,先生,正如许多MQL4 / 5帖子中所发表的那样, [ CustomIndicator ]
MQL4 / 5类型的代码不能用于其他任何事情,但最终同步响应可能的外部 QUOTE
-stream事件处理,因此没有阻塞,没有GUI-MMI交互,没有Print()
,没有任何可能无论如何减速,阻塞越少所有[ CustomIndicator ]
数据刷新/事件同步处理的独奏线程(SPOF)。
OpenCL不是一个工具(如果没有其他原因,它会增加延迟)。
OpenCL程序用于在支持 OpenCL 1.1或更高版本的视频卡上执行计算。现代视频卡包含数百个小型专用处理器,可以同时对输入数据流执行简单的数学运算。
OpenCL
语言组织并行计算,为某类任务提供更快的速度。
如果进入OpenCL领域,最好从简单的非顺序开始(所以大多数技术指标,无论如何都在TimeDOMAIN中卷入)并发计算,因为异步,分布式协作需要掌握多个域:
<COMPUTING RESOURCES>
:void OnStart() {
uchar cDATA[1024];
uint aSIZE;
int aDevCOUNT = CLGetInfoInteger( 0, CL_DEVICE_COUNT );
for ( int aDEVICE = 0;
aDEVICE < aDevCOUNT;
aDEVICE++
)
{
int clCONTEXT = CLContextCreate( aDEVICE );
if (clCONTEXT == -1 ) Print( "ERROR in CLContextCreate() for aDEVICE#", aDEVICE );
string aDeviceNAME;
CLGetInfoString( clCONTEXT,
CL_DEVICE_NAME,
aDeviceNAME
); Print( "INF[", aDEVICE, "].NAME:: ", aDeviceNAME );
CLGetDeviceInfo( clCONTEXT,
CL_DEVICE_VENDOR,
cDATA,
aSIZE
); Print( "INF[", aDEVICE, "].VENDOR:: ", CharArrayToString( cDATA ) );
}
}