让我们先拆分任务
0 ) 指标逻辑
1 ) 指标量化步骤
2 ) 指标性能
MQL4自定义指标编程依赖于对底层MetaTrader4 Terminal平台的更深入理解。每个改变交易工具价格的外部市场事件都通过QUOTE ...来自MetaTrader4 Server. 这又称为 Tick，它触发了对最初调用的函数的调用start()，在较新的New中-MQL4.56789重命名为OnTick().
下面的修改MQL4清单包含核心逻辑消歧的注释，它必须在下面列出的所有步骤之前。
1）指标量化步骤
虽然代码仍然非常低效（根据下面的 [2]），但逻辑不包括任何将输出量化为任何形式的直接障碍形式 { 二进制 | 三元 | 任意状态数}-量化系统。当指标核心逻辑被清除后，量化步骤只是从R(1)到I(1)的简单转换。
2）指标性能
任何 Tick 到达可以但不需要修改High[0]或Low[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，MQL4代码必须在每个刻度上实现。在最新版本的 MT4 中，所有自定义指标共享一个线程，对自定义指标的有效算法化施加的压力更大，在这些情况下，可能会阻止平台对糟糕、低效的代码循环和卷积/递归重新执行的交易决策。
#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);
}
新-MQL4.56789语法
OnCalculate()仅当需要通过Calculate event. 这通常发生在收到交易品种的新报价时，指标为其计算。该指标不需要附加到该代码的任何价格图表上。
第一个rates_total参数包含bars可用于计算的指标的数量，并且对应于图表中可用的柱数。
我们应该注意返回值OnCalculate()和第二个输入参数之间的联系prev_calculated。在OnCalculate()函数调用期间，prev_calculated参数包含上一次OnCalculate()调用期间返回的值。这允许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更改的那些柱。
为此，通常返回rates_total参数的值就足够了，其中包含当前函数调用中的柱数。如果自上次调用OnCalculate()价格数据以来发生了变化（下载了更深的历史记录或填充了历史空白），输入参数的值prev_calculated 将被终端设置为零。
//+------------------------------------------------------------------+
//| 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[]
)
{
// Get the number of bars available now for the current Symbol and chart period
int barsNow = Bars( _Symbol, PERIOD_CURRENT );
// .RET value of prev_calculated for a next call
return( rates_total );
}