الأحد، 18 مايو، 2008

MQL4 Bar Counting and Bar Indexing Guide

MQL4 Bar Counting and Bar Indexing Guide

I am going to make an additional attempt at dispelling the obscurity of bar counting and bar referencing with regards to how it is done in MQL4. This article was highly inspired by Codersguru, for whom I have nothing but thanks.[1] I re-wrote the topic, because not everyone learns the same way, and I felt that if I put things a little differently, others would be able to comprehend this issue more clearly.

There are two terms you need to understand about bar counting in order to grasp how bars are counted and referred to in MQL4.

Here are my two definitions:

Bar Count : The total number of bars on a chart. Counted from 1 to whatever the total count is. We count bars in MetaTrader 4 from 1 to x as we go BACKWARDS in time. Other Back Testing and optimization environments such as Wealth-Lab reference bars differently.[2]

Bar Index. The Bar Index is how the bars are referred to and accessed in MQL4. It is the reference indexing system used to reference bars.

People mix these two terms up all the time, and that is what confuses and frustrates. No one means to make it confusing, but if the right terminology is not used consistently, confusion will just happen.

MQL 4 uses a “Zero-Based Array” Bar Index system. What does that mean?

Let us break it down:

Array: This is a fancy name for a numbered list. In this particular case it is like a table with rows, and each row is numbered. Some people call it a “bucket” to store a bunch of values in. An item that is listed in the table is referred to as an “Element” in the array.

Zero-Based numbering system: This is a numbering system that starts counting from zero (0) instead of 1.[3]

Zero-Based numbering is less intuitive for people, because we were taught from a young age to count from 1 to 10 on our fingers, and not from 0 to 9. The One-Based numbering system is what we are used to because it is the relative convention; it is the one we were taught all our lives. No one introduces their daughter as “Daughter number zero”. Nobody says: “Welcome to the New Year, January 0, 2006.”

So what is a Zero-Based array? It is a fancy name for a software list-table with numbered rows starting or indexed with zero. What does this mean? It means that we start indexing items from the number zero instead of one. You might think this is crazy, and for the most part I agree that it is. However, that is how it is, and as the saying goes “the way it is, is the way it is.”

However, zero based numbering is more rational for computers. Why? Why do men have nipples? Who knows why? The reason why is because computer hardware switching circuits referenced the first state of a switch, “0” as Off, and the second state “1” as On.
It became apparent that 0’s and 1’s, also known as the Base 2 Binary Numbering system was the best math representation to use for describing digital electronics functionality. Later this math system was applied in electronics in vast switching circuits such as memory, and other Logic devices. Computer software followed suit in microprocessor Assembly Language, and then later in higher level languages such as C which evolved using the same zero-based numbering convention.


Let us review an example of how people can get all screwed up with this concept. I put 10 candy bars in a row in front of you, and I say: “You can have candy bars 5 through 10.” How many candy bars do you get? 5 right? WRONG!
The actual answer is 6, because in this case 5 is counted too. 5 (1), 6 (2), 7 (3), 8 (4), 9 (5), 10 (6). I was referring to the candy bars by their index number, and that is where you took a left turn into the desert of confusion. Or even more confusing, what if I tell you that you can have candy bars 10 through 5? It is very easy to get confused.

At this point, it is important to emphasis another counter intuitive issue: That is that we count UP as we go BACK in time. It is very confusing for a person to look at a chart, and to see time counting up as you go from left to right, and bars indexing up from right to left. The human brain has a lot to keep track of in this situation.

Consider this: In a chart of bars, regardless of time period, time is indexed up as it goes forward into the future, but on those exact same bars, in MQL4 we are incrementing the indexing of the bars as we go into the past. This makes you a little cross eyed at first because you see time going forward, and bar indexing doing the reverse.


The “actual count” of the items in a One Based numbering system will always be equal to the total count of the items. In a Zero-Based “Indexed” counting scheme, the total count is found from counting from zero to the (maximum index count – 1). The indexed count is always equal to the actual count, but the base number of the Index is what is really changing the final number you come up with. Are you still confused? Look at this table:

When you are programming, and you want to reference a Bar in MQL4, you MUST use the Zero-Based Array Index numbering system, and count up as you move backwards in time. Always start counting with 0. The actual bar you want to access is indexed as the actual bar number – 1.

Pop quiz: The Bar in a Zero-Based Array indexed list is 1528. What is actual Bar number in a One-Based Indexed system?
If you guessed the number 1528, then re-read this article from the beginning. If you guessed 1529, then good for you. Nice job.


Individual Bars and Bar components, such as High, Low, Close, Open, are all indexed. Every time there is a NEW bar, all index values increment by 1.

Bar Functions Available in MQL4

Please copy these into the MetaTrader 4, MetaQuotes Language Editor (aka MetaEditor) , and after placing the cursor over them, press F1 to access the examples in the Editor.

int Bars
This internally updated variable returns the number of bars on the current chart, including the incomplete current bar. Bars is a reserved word and can be used in your code. It will reference the One Based numbering system count of all bars on the chart.

int iBars( string symbol, int timeframe)
iBars returns the number of bars on the current specified chart. The symbol and time frame is placed in the function parameters as needed. It returns the exact same number of bars as int Bars, unless you change the timeframe parameter to some other time frame than the one that is currently used.

int IndicatorCounted(
)

This Function could be better thought of as the
int Count_Of_Fully_Completed_Bars_Which_Are On_the_Chart ( ) .
This function actually returns the bar count of fully completed bars that has not changed since the last time a quote was received, but does Not count the current uncompleted bar. In most cases, the same total count of index numbers will have not changed between individually received quotes and it is a big waste of time and effort for the program to recount the Bar array index every time the int Start () function is executed because a new quote has been received.
It has a return value in the int Start () of the total count of Bars – 1. The newest Bar is not counted if it is an incomplete bar and still in the process of forming. Until the new bar is complete, it will not be counted.

datetime Time[]
Open time of the Bar. Time [ ] is the number of seconds elapsed from 00:00 January 1, 1970. Time Increments as you go into the future!
double Volume[]
Returns the number of the total ticks counted for the referenced bar. Think of this as how many price fluctuations there have been during the time period, NOT how many contracts.




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