我正在尝试使用OpenCL库修改指标文件 .
但我无法理解如何才能做到这一点 . 我试图阅读并理解文档,但不能 .
这是我的代码:
#include <MovingAverages.mqh>
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_plots 3
#property indicator_type1 DRAW_LINE
#property indicator_color1 Yellow//LightSeaGreen
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
#property indicator_type2 DRAW_LINE
#property indicator_color2 Lime//YellowGreen
#property indicator_style2 STYLE_SOLID//STYLE_DOT
#property indicator_width2 1
#property indicator_type3 DRAW_LINE
#property indicator_color3 Red//Wheat
#property indicator_style3 STYLE_SOLID//STYLE_DOT
#property indicator_width3 1
#property indicator_label1 "ADX"
#property indicator_label2 "+DI"
#property indicator_label3 "-DI"
//--- input parameters
input int InpPeriodADX=14; // Period
//---- buffers
double ExtADXBuffer[];
double ExtPDIBuffer[];
double ExtNDIBuffer[];
double ExtPDBuffer[];
double ExtNDBuffer[];
double ExtTmpBuffer[];
//--- global variables
int ExtADXPeriod;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- check for input parameters
if(InpPeriodADX>=100 || InpPeriodADX<=0)
{
ExtADXPeriod=14;
printf("Incorrect value for input variable Period_ADX=%d. Indicator will use value=%d for calculations.",InpPeriodADX,ExtADXPeriod);
}
else ExtADXPeriod=InpPeriodADX;
//---- indicator buffers
SetIndexBuffer(0,ExtADXBuffer);
SetIndexBuffer(1,ExtPDIBuffer);
SetIndexBuffer(2,ExtNDIBuffer);
SetIndexBuffer(3,ExtPDBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(4,ExtNDBuffer,INDICATOR_CALCULATIONS);
SetIndexBuffer(5,ExtTmpBuffer,INDICATOR_CALCULATIONS);
//--- indicator digits
IndicatorSetInteger(INDICATOR_DIGITS,2);
//--- set draw begin
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtADXPeriod<<1);
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtADXPeriod);
PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtADXPeriod);
//--- indicator short name
string short_name="ADX("+string(ExtADXPeriod)+")";
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- change 1-st index label
PlotIndexSetString(0,PLOT_LABEL,short_name);
//---- end of initialization function
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//--- checking for bars count
if(rates_total<ExtADXPeriod)
return(0);
//--- detect start position
int start;
if(prev_calculated>1) start=prev_calculated-1;
else
{
start=1;
ExtPDIBuffer[0]=0.0;
ExtNDIBuffer[0]=0.0;
ExtADXBuffer[0]=0.0;
}
//--- main cycle
for(int i=start;i<rates_total && !IsStopped();i++)
{
//--- get some data
double Hi =high[i];
double prevHi=high[i-1];
double Lo =low[i];
double prevLo=low[i-1];
double prevCl=close[i-1];
//--- fill main positive and main negative buffers
double dTmpP=Hi-prevHi;
double dTmpN=prevLo-Lo;
if(dTmpP<0.0) dTmpP=0.0;
if(dTmpN<0.0) dTmpN=0.0;
if(dTmpP>dTmpN) dTmpN=0.0;
else
{
if(dTmpP<dTmpN) dTmpP=0.0;
else
{
dTmpP=0.0;
dTmpN=0.0;
}
}
//--- define TR
double tr=MathMax(MathMax(MathAbs(Hi-Lo),MathAbs(Hi-prevCl)),MathAbs(Lo-prevCl));
//---
if(tr!=0.0)
{
ExtPDBuffer[i]=100.0*dTmpP/tr;
ExtNDBuffer[i]=100.0*dTmpN/tr;
}
else
{
ExtPDBuffer[i]=0.0;
ExtNDBuffer[i]=0.0;
}
//--- fill smoothed positive and negative buffers
ExtPDIBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtPDIBuffer[i-1],ExtPDBuffer);
ExtNDIBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtNDIBuffer[i-1],ExtNDBuffer);
//--- fill ADXTmp buffer
double dTmp=ExtPDIBuffer[i]+ExtNDIBuffer[i];
if(dTmp!=0.0)
dTmp=100.0*MathAbs((ExtPDIBuffer[i]-ExtNDIBuffer[i])/dTmp);
else
dTmp=0.0;
ExtTmpBuffer[i]=dTmp;
//--- fill smoothed ADX buffer
ExtADXBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtADXBuffer[i-1],ExtTmpBuffer);
}
//---- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+
请帮助我使用OpenCL修改上述内容,以便它能帮助我理解我能用它做什么 .
1 回答
A校长:
不,先生,正如已发布在许多MQL4 / 5帖子中的那样, [ CustomIndicator ] 类型的MQL4 / 5代码不能用于其他任何事情,但最终尽可能同步响应外部 QUOTE -stream事件处理,因此没有阻塞,没有GUI -MMI-交互,没有
Print()
-ing,无论如何都不会减慢,所有[ CustomIndicator ]
数据刷新/事件同步处理的独奏线程(SPOF)的阻塞就越少 .OpenCL不是一个工具(如果没有其他原因,它会增加延迟) .
OpenCL打开大门,利用异构计算资源CPU GPU manyCore-device(s)并组织ComputingJOBs的工作流程 .
如果进入OpenCL领域,最好从简单的非顺序开始(因此大多数技术指标,无论如何都在TimeDOMAIN中卷入)并发计算,因为异步,分布式协作需要掌握多个域:
始终首先测试现有的<COMPUTING RESOURCES>: