96 lines
3.9 KiB
MQL5
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//| RepaintProbe.mq5 |
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//| Copyright 2026, Allan Niñal |
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//| https://www.allanninal.dev/mql5 |
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//+------------------------------------------------------------------+
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//| Test tool for the Strategy Tester (never trades). On every new |
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//| bar it records the indicator's buffers on the bar that just |
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//| closed, as they were at that moment. At the end it reads the |
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//| same bars again and counts every value that changed afterwards |
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//| (= repainting). It also counts signals that were ever shown on |
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//| the live bar. Writes Common\Files\repaint_<tag>.csv |
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//+------------------------------------------------------------------+
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// SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0 (see LICENSE)
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#property copyright "Copyright 2026, Allan Niñal <https://www.allanninal.dev/mql5>"
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#property version "1.00"
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#include <IndTest\Params.mqh>
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input string InpIndicator = "UTBotAlerts\\UTBotAlerts"; // indicator path under MQL5\Indicators
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input string InpParams = ""; // parameters (empty = defaults)
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input string InpBuffers = "2,3"; // buffers to check (signal arrows)
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input string InpLiveBufs = "2,3"; // buffers that must stay empty on the live bar
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input string InpTag = "probe"; // file name suffix
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int g_ind=INVALID_HANDLE;
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int g_bufs[],g_live[];
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datetime g_last=0;
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datetime g_t[];
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double g_v[]; // [bar*nb + j]
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long g_live_hits=0,g_ticks=0;
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int OnInit()
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{
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ParseInts(InpBuffers,g_bufs);
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ParseInts(InpLiveBufs,g_live);
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g_ind=MakeHandle(_Symbol,_Period,InpIndicator,InpParams);
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return(g_ind==INVALID_HANDLE ? INIT_FAILED : INIT_SUCCEEDED);
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}
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void OnTick()
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{
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g_ticks++;
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double x[];
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for(int j=0; j<ArraySize(g_live); j++) // a signal on the forming bar would be a repaint risk
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if(CopyBuffer(g_ind,g_live[j],0,1,x)==1 && x[0]!=EMPTY_VALUE && x[0]!=0)
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g_live_hits++;
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datetime t0=iTime(_Symbol,_Period,0);
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if(t0==g_last)
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return;
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g_last=t0;
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datetime t1=iTime(_Symbol,_Period,1);
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if(t1==0)
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return;
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int nb=ArraySize(g_bufs),k=ArraySize(g_t);
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ArrayResize(g_t,k+1,100000);
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ArrayResize(g_v,(k+1)*nb,100000*nb);
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g_t[k]=t1;
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for(int j=0; j<nb; j++)
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g_v[k*nb+j]=(CopyBuffer(g_ind,g_bufs[j],1,1,x)==1 ? x[0] : -1);
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}
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void OnDeinit(const int reason)
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{
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int nb=ArraySize(g_bufs),n=ArraySize(g_t),changed=0,signals=0,checked=0;
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int f=FileOpen("repaint_"+InpTag+".csv",FILE_WRITE|FILE_TXT|FILE_ANSI|FILE_COMMON);
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string rows="";
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for(int k=0; k<n; k++)
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{
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int sh=iBarShift(_Symbol,_Period,g_t[k],true);
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if(sh<1)
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continue;
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checked++;
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double x[];
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for(int j=0; j<nb; j++)
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{
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double then=g_v[k*nb+j],now=(CopyBuffer(g_ind,g_bufs[j],sh,1,x)==1 ? x[0] : -1);
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if(then!=EMPTY_VALUE && then!=0)
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signals++;
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bool same=(then==now) || (MathAbs(then-now)<=1e-9*MathMax(1.0,MathAbs(now)));
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if(!same)
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{
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changed++;
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if(changed<=20)
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rows+=StringFormat("%s,buffer %d,then %.10g,now %.10g\n",TimeToString(g_t[k]),g_bufs[j],then,now);
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}
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}
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}
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if(f!=INVALID_HANDLE)
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{
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FileWriteString(f,StringFormat("indicator,%s\nparams,%s\nsymbol,%s\nperiod,%s\nticks,%I64d\nbars_checked,%d\nsignals,%d\nchanged_after_close,%d\nlive_bar_signals,%I64d\n",
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InpIndicator,InpParams,_Symbol,EnumToString(_Period),g_ticks,checked,signals,changed,g_live_hits));
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FileWriteString(f,rows);
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FileWriteString(f,"DONE\n");
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FileClose(f);
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}
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}
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//+------------------------------------------------------------------+
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