Heiken Ashi indicator returns wrong values when called from my MT5 EA

Indicators
#1

Hi all.

I am getting crazy with this issue.
I have a MT5 EA using the native MT5 Heiken Ashi indicator. It just displays the values of open, high, low, close of the current Heiken Ashi candle.
When applying the EA to a graph which has the indicator applied, values printed by the EA do match the one I see on the graph, in real time.
When launching the EA in back test mode, with option “open price only”, displayed values do not match the Heiken Ashi candles I can see on the graph.

Anybody has a clue why and how I can fix that?

Here is the EA code:

#property copyright "Copyright 2017, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
 

 double         bufferOpen[], bufferHigh[], bufferLow[], bufferClose[]; 
 double openH, highH, lowH, closeH;
 
int handle; 

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
 handle=iCustom(Symbol(),Period(),"Examples\\Heiken_Ashi");
//---
   return(INIT_SUCCEEDED);
  }

void OnTick()
  {
CopyBuffer(handle,0,0,1,bufferOpen); 
CopyBuffer(handle,1,0,1,bufferHigh); 
CopyBuffer(handle,2,0,1,bufferLow);
CopyBuffer(handle,3,0,1,bufferClose);


openH = bufferOpen[0];
highH = bufferHigh[0];
lowH = bufferLow[0];
closeH = bufferClose[0];


printf(openH + " " + highH + " " + lowH + " "+closeH);

return;
}

Thanks in advance for your help!

#2

Because what you see on the chart is calculated at close of the candle, but what you printed is at open.

In ‘Open prices only’, your EA receives 1 tick at open of each bar, but there are 2 ticks generated (and used to draw candles and indicators).

Example:     EURUSD,H1: 768 ticks, 384 bars generated. Environment synchronized in 0:00:00.125. Test passed in 0:00:00.687 (including ticks preprocessing 0:00:00.016).

Use the debugger and place a breakpoint on your last “return”, and check the values.

#3

Thank you so much.

I fixed the issue by modifying the following lines :

CopyBuffer(handle,0,0,2,bufferOpen); 
CopyBuffer(handle,1,0,2,bufferHigh); 
CopyBuffer(handle,2,0,2,bufferLow);
CopyBuffer(handle,3,0,2,bufferClose);

If I understand correctly, in backtest mode “open price only”, for each new candle, 1 tick event is sent to the EA, but 2 ticks are actually registered by the indicator : one for the current candle open, one for the last candle close. Is that correct?

#4

Not exactly, see this article

The Fundamentals of Testing in MetaTrader 5 The Fundamentals of Testing in MetaTrader 5

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#5

Thanks for the reference!