The class for drawing the ER using the ring buffer – indicator MetaTrader 5

Description

The CEROnRingBuffer class is designed to calculate the technical indicator Efficiency Ratio (ER) used in the Adaptive Moving Average (Adaptive Moving Average, AMA) using the algorithm of the ring buffer. 

Declaration

class CEROnRingBuffer : public CArrayRing

Title

#include <IncOnRingBuffer\CEROnRingBuffer.mqh>

File of the CEROnRingBuffer.mqh class must be placed in the IncOnRingBuffer folder that need to be established in MQL5\Include\. Two files with the examples used by the class from this folder are attached to the description. File with the class of the ring buffer also must be in this folder.

Class methods

//--- initialization method:
bool Init(                                  // if error it returns false, if successful - true
   int            period        = 34,       // the period of calculation the ER  
   int            size_buffer   = 256,      // the size of the ring buffer, the number of stored data
   bool           as_series     = false     // true, if a timeseries, false - if a usual indexing of the input data
   );

//--- the method of calculation based on a time series or indicator buffer:          
int MainOnArray(                  // returns the number of processed elements  
   const int     rates_total,     // the size of the array array[]
   const int     prev_calculated, // processed elements on the previous call
   const double &array[]          // the array of the input values
   );

//--- //--- the method of calculation based on the separate series elements of the array           
double MainOnValue(              // returns the ER value for the set element
   const int    rates_total,     // the size of the array
   const int    prev_calculated, // processed elements of the array
   const int    begin,           // from where the significant data of the array starts
   const double value,           // the element value of the array
   const int    index            // the element index
    );

//--- the methods of access to the data:
int    BarsRequired();   // Returns the necessary number of bars to draw the indicator
string Name()            // Returns the name of the indicator
int    Period()          // Returns the period of ER calculation
int    Size();           // Returns the size of the ring buffer

To get the calculated data of the indicator from the ring buffer is possible as from the usual array. For example:

//--- the class with the methods of calculation of the ER indicator:
#include <IncOnRingBuffer\CEROnRingBuffer.mqh>
CEROnRingBuffer er;

...

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int    rates_total, 
                const int    prev_calculated, 
                const int    begin, 
                const double &price[]) 
  {
//--- calculation of the indicator based on price times series:
   er.MainOnArray(rates_total,prev_calculated,price);

...

//--- use data from the ring buffer "er",
//    for example, copy data in the indicator buffers:
   for(int i=start;i<rates_total;i++)
     {
      ER_Buffer[i]   = er[rates_total-1-i];          // indicator line
     }
//--- return value of prev_calculated for next call:
   return(rates_total);
  }

Examples

1. The Test_ER_OnArrayRB.mq5 file calculates the indicator based on price time series. The MainOnArray() method application is demonstrated
2. The Test_ER_OnValueRB.mq5 demonstrates the use of the MainOnValue() method. At first the ER indicator is calculated and drawn. Then on the basis of this indicator’s ring buffer one more ER is drawn. 

The result of the work of the Test_ER_OnArrayRB.mq5 with the size of the ring buffer of 256 elements

The results of the work of the Test_ER_OnValueRB.mq5 with the size of the ring buffer of 256 elements

 

When writing code the developments of MetaQuotes Software Corp., Integer and GODZILLA were used.