| //+------------------------------------------------------------------+
|
| //| Dump4.mqh |
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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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| //| MT4 test harness for an indicator, run as an EA in the Strategy |
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| //| Tester (MT4 iCustom takes its inputs at compile time, so the |
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| //| test EA defines IndValue(buf,shift) with its iCustom call |
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| //| BEFORE including this file). |
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| //| During the test: on every new bar, records which signal buffers |
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| //| are set on the bar that just closed; on every tick, counts |
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| //| signals drawn on the live bar (must stay 0). |
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| //| At the end (tester/files): |
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| //| <tag>_<SYM>_<TF>.csv time,open,high,low,close,b<n>... |
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| //| for every bar (empty = no value) |
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| //| repaint_<tag>_<SYM>_<TF>.csv closed bars checked, signals |
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| //| seen live, mismatches with the |
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| //| final values, live-bar signals |
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| //+------------------------------------------------------------------+
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| // SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0 (see LICENSE)
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| #property strict
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|
|
| input string InpTag = "default"; // Tag for the output file names
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| input string InpBuffers = "0,2,3"; // Buffers to dump
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| input string InpProbe = "2,3"; // Signal buffers checked for repainting
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|
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| int g_bufs[],g_probe[];
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| datetime g_bar=0;
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| datetime g_rec_t[];
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| int g_rec_i[]; // the bar's position counted from the oldest bar (stable as bars are added)
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| int g_rec_f[];
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| int g_rec_n=0,g_live0=0;
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|
|
| void ParseInts(const string text,int &out[])
|
| {
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| string parts[];
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| int n=StringSplit(text,',',parts);
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| ArrayResize(out,n);
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| for(int k=0; k<n; k++)
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| out[k]=(int)StringToInteger(parts[k]);
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| }
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|
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| string TfText()
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| {
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| switch(_Period)
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| {
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| case PERIOD_M1: return("M1");
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| case PERIOD_M5: return("M5");
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| case PERIOD_M15: return("M15");
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| case PERIOD_M30: return("M30");
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| case PERIOD_H1: return("H1");
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| case PERIOD_H4: return("H4");
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| case PERIOD_D1: return("D1");
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| }
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| return("M"+IntegerToString(_Period));
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| }
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|
|
| //--- bit k set = probe buffer k has a value on the bar at `shift`
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| int Flags(const int shift)
|
| {
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| int f=0;
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| for(int k=0; k<ArraySize(g_probe); k++)
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| if(IndValue(g_probe[k],shift)!=EMPTY_VALUE)
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| f|=(1<<k);
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| return(f);
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| }
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|
|
| int OnInit()
|
| {
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| ParseInts(InpBuffers,g_bufs);
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| ParseInts(InpProbe,g_probe);
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| ArrayResize(g_rec_t,0,100000);
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| ArrayResize(g_rec_f,0,100000);
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| ArrayResize(g_rec_i,0,100000);
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| return(INIT_SUCCEEDED);
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| }
|
|
|
| void OnTick()
|
| {
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| if(Flags(0)!=0)
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| g_live0++;
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| if(Time[0]==g_bar)
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| return;
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| g_bar=Time[0];
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| if(Bars<3)
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| return;
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| ArrayResize(g_rec_t,g_rec_n+1,100000);
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| ArrayResize(g_rec_f,g_rec_n+1,100000);
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| ArrayResize(g_rec_i,g_rec_n+1,100000);
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| g_rec_t[g_rec_n]=Time[1];
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| g_rec_i[g_rec_n]=Bars-2;
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| g_rec_f[g_rec_n]=Flags(1);
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| g_rec_n++;
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| }
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|
|
| //--- the dump and the repaint check, once (from OnTester, or OnDeinit outside the tester)
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| bool g_done=false;
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| void Finish()
|
| {
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| if(g_done)
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| return;
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| g_done=true;
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| string name=InpTag+"_"+_Symbol+"_"+TfText()+".csv";
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| int h=FileOpen(name,FILE_WRITE|FILE_TXT|FILE_ANSI);
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| if(h==INVALID_HANDLE)
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| {
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| Print("Dump4: cannot write ",name," error ",GetLastError());
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| return;
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| }
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| string head="time,open,high,low,close";
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| for(int k=0; k<ArraySize(g_bufs); k++)
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| head+=",b"+IntegerToString(g_bufs[k]);
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| FileWriteString(h,head+"\n");
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| for(int s=Bars-1; s>=0; s--)
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| {
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| string row=TimeToString(Time[s],TIME_DATE|TIME_MINUTES)+","+DoubleToString(Open[s],_Digits)+","+
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| DoubleToString(High[s],_Digits)+","+DoubleToString(Low[s],_Digits)+","+DoubleToString(Close[s],_Digits);
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| for(int k=0; k<ArraySize(g_bufs); k++)
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| {
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| double v=IndValue(g_bufs[k],s);
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| row+=","+(v==EMPTY_VALUE ? "" : StringFormat("%.16g",v));
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| }
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| FileWriteString(h,row+"\n");
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| }
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| FileClose(h);
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| //--- repainting: the signals recorded when each bar closed against the final values
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| int bad=0,sig=0,lost=0;
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| for(int r=0; r<g_rec_n; r++)
|
| {
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| int s=Bars-1-g_rec_i[r];
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| if(s<1 || s>=Bars || Time[s]!=g_rec_t[r])
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| {
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| lost++; // the bar could not be found again: counts as a failure
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| continue;
|
| }
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| if(g_rec_f[r]!=0)
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| sig++;
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| if(Flags(s)!=g_rec_f[r])
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| bad++;
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| }
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| h=FileOpen("repaint_"+name,FILE_WRITE|FILE_TXT|FILE_ANSI);
|
| if(h!=INVALID_HANDLE)
|
| {
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| FileWriteString(h,StringFormat("closed_bars_checked,%d\nsignals_seen_live,%d\nmismatches,%d\nlive_bar_signals,%d\nbars,%d\nnot_found,%d\n",
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| g_rec_n-lost,sig,bad,g_live0,Bars,lost));
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| FileClose(h);
|
| }
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| PrintFormat("Dump4 %s: %d bars dumped; %d closed bars checked (%d not found), %d signals, %d mismatches, %d live-bar signals",
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| name,Bars,g_rec_n-lost,lost,sig,bad,g_live0);
|
| }
|
|
|
| double OnTester()
|
| {
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| Finish();
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| return(0.0);
|
| }
|
|
|
| void OnDeinit(const int reason)
|
| {
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| Finish();
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| }
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| //+------------------------------------------------------------------+
|
