[Build126Dev6] SqADX indicator Snippet and MT4 code/result divergence

Hello,

SqADX indicator code for SQ and MT4/5 has difference in initialization leading to very long value convergence time with potential impact on H4/D1 strategies.

Also please unify M4/M5 code for consistency:

Enyx


diff MetaTrader4/Indicators/SqADX.mq4 MetaTrader5/Indicators/SqADX.mq5 12c12,13 < #property indicator_buffers 3 --- > #property indicator_buffers 6 > #property indicator_plots 3 52,56c53,55 < IndicatorBuffers(6); < < SetIndexBuffer(0,ExtADXBuffer,INDICATOR_DATA); < SetIndexBuffer(1,ExtPDIBuffer,INDICATOR_DATA); < SetIndexBuffer(2,ExtNDIBuffer,INDICATOR_DATA); --- > SetIndexBuffer(0,ExtADXBuffer); > SetIndexBuffer(1,ExtPDIBuffer); > SetIndexBuffer(2,ExtNDIBuffer); 60,67d58 < < ArraySetAsSeries(ExtADXBuffer, false); < ArraySetAsSeries(ExtPDIBuffer, false); < ArraySetAsSeries(ExtNDIBuffer, false); < ArraySetAsSeries(ExtSumDmPlusBuffer, false); < ArraySetAsSeries(ExtSumDmMinusBuffer, false); < ArraySetAsSeries(ExtSumTrBuffer, false); < 95,101d85 < < ArraySetAsSeries(time, false); < ArraySetAsSeries(open, false); < ArraySetAsSeries(high, false); < ArraySetAsSeries(low, false); < ArraySetAsSeries(close, false); < 120,121c104,105 < double _High = high[i]; < double _Low = low[i]; --- > double High = high[i]; > double Low = low[i]; 127,130c111,114 < double deltaHH = NormalizeDouble(_High - prevHigh, 8); < double deltaLL = NormalizeDouble(prevLow - _Low, 8); < double deltaHC = NormalizeDouble(_High - prevClose, 8); < double deltaLC = NormalizeDouble(_Low - prevClose, 8); --- > double deltaHH = NormalizeDouble(High - prevHigh, 8); > double deltaLL = NormalizeDouble(prevLow - Low, 8); > double deltaHC = NormalizeDouble(High - prevClose, 8); > double deltaLC = NormalizeDouble(Low - prevClose, 8);



Attachments
CodeDiff.png
(74.72 KiB)
Diveregence.png
(14.61 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

DB
#1

Enyx

21.07.2020 13:43

Task created

DB
#2

Enyx

22.07.2020 14:54

In private communication it has been demonstrated it's possible for SqADX to have a full match (Zero reserved bars) between MT indicator and SQ code which requires some fixes both ways. It can (and should be) in generall applied for other SqX indicators.


Crossing fingers it will be corrected/applied in next release.


Enyx

TB
#3

Tomas Brynda

24.09.2020 20:28

Status changed from New to Fixed


Votes: 0

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