As an exemple I put a simple algo int the specialBars.c script. It doesn't work. So what I have to do in order to make work the algo with multi asset special bars?


// Special bars example //////////////////////////////

#define MULTI_ASSET

var BarRange = 0.0030; // 0.3 cents bar range

// Range Bars
int Range(vars Open,vars High,vars Low,vars Close)
{
if(Open[0] != Close[1]) {
High[0] = max(Open[0],Close[1]);
Low[0] = min(Open[0],Close[1]);
Open[0] = Close[1];
}
if(High[0]-Low[0] >= BarRange)
return 1;
return 4;
}

// Renko Bars, variant 1
int Renko1(vars Open,vars High,vars Low,vars Close)
{
Open[0] = roundto(Close[1],BarRange);
if(Close[0]-Open[0] >= BarRange) {
Close[0] = Open[0]+BarRange;
High[0] = Close[0];
Low[0] = Open[0];
return 1;
}
if(Open[0]-Close[0] >= BarRange) {
Close[0] = Open[0]-BarRange;
High[0] = Open[0];
Low[0] = Close[0];
return 1;
}
return 4;
}

// Renko Bars, variant 2
int Renko2(vars Open, vars High, vars Low, vars Close)
{
var OpenDiff = abs(Close[0]-Open[1]);
var CloseDiff = abs(Close[0]-Close[1]);
if(OpenDiff < CloseDiff) // we have a valley or peak
Open[0] = Open[1];
else // we are moving with the trend
Open[0] = roundto(Close[1],BarRange);
if(Close[0]-Open[0] >= BarRange) { // going up
Close[0] = Open[0]+BarRange;
High[0] = Close[0];
Low[0] = Open[0];
return 1;
}
if(Open[0]-Close[0] >= BarRange) { // going down
Close[0] = Open[0]-BarRange;
High[0] = Open[0];
Low[0] = Close[0];
return 1;
}
return 4;
}

// Mean Renko Bars
int Renko3(vars Open, vars High, vars Low, vars Close)
{
Open[0] = 0.5*(Close[1]+Open[1]);
if(Close[0] <= Open[0] - BarRange) {
Close[0] = Open[0] - BarRange;
return 1;
} else if(Close[0] >= Open[0] + BarRange) {
Close[0] = Open[0] + BarRange;
return 1;
}
return 4;
}

// Haiken Ashi Bars
int HA(vars Open,vars High,vars Low,vars Close)
{
Close[0] = (Open[0]+High[0]+Low[0]+Close[0])/4;
Open[0] = (Open[1]+Close[1])/2;
High[0] = max(High[0],max(Open[0],Close[0]));
Low[0] = min(Low[0],min(Open[0],Close[0]));
return 8;
}

// Point-and-Figure Bars
int PAF(vars Open,vars High,vars Low,vars Close)
{
static int direction = 0;
if(direction == 1 && High[0]-Close[0] >= BarRange) {
Open[0] = roundto(Low[0],BarRange);
Close[0] = roundto(High[0],BarRange);
Low[0] = Open[0];
High[0] = Close[0];
direction = 0;
return 1;
}
if(direction == 0 && Close[0]-Low[0] >= BarRange) {
Open[0] = roundto(High[0],BarRange);
Close[0] = roundto(Low[0],BarRange);
High[0] = Open[0];
Low[0] = Close[0];
direction = 1;
return 1;
}
return 4;
}

#ifndef MULTI_ASSET // single asset user bars ////////////////////

int bar() {} // dummy function to be set to the real bar function

void run()
{
bar = Renko1;
BarPeriod = 15; // determines only the number of allocated bars, not the bar period
StartDate = 20180601;
EndDate = 20180901;
LookBack = 0;
set(PLOTNOW);
// ... perform the algorithm.



#else // multi asset user bars ///////////////////////////////////

int _bar(vars Open,vars High,vars Low,vars Close); // prototype

int nextBar(vars Open,vars High,vars Low,vars Close)
{
var O[2],H[2],L[2],C[2]; // parameters for the bar function
O[0] = priceOpen(0); O[1] = Open[1];
H[0] = priceHigh(0); H[1] = High[1];
L[0] = priceLow(0); L[1] = Low[1];
C[0] = priceClose(0); C[1] = Close[1];
if(_bar(O,H,L,C) == 1) {
shift(Open,O[0],LookBack);
shift(High,H[0],LookBack);
shift(Low,L[0],LookBack);
shift(Close,C[0],LookBack);
return 1;
} else return 0;
}

void run()
{
BarPeriod = 1; // determines here the time resolution of the bar
StartDate = 20180601;
EndDate = 20180901;
LookBack = 0;
set(PLOTNOW+TICKS);

while(asset(loop("EUR/USD","GBP/USD")))
{
_bar = Renko1;
vars O = series(priceOpen(),-LookBack), // series must be static here
H = series(priceHigh(),-LookBack),
L = series(priceLow(),-LookBack),
C = series(priceClose(),-LookBack);
if(nextBar(O,H,L,C)) {
// ... perform the algorithm. Use only static series.
// Do not use indicators that internally create series.

vars Closes=series(priceClose());

if(Closes[0]>Closes[1] and NumOpenLong<1)
{
enterLong(1);
}

if(Closes[0]<Closes[1] and NumOpenShort<1)
{
enterShort(1);
}

printf("#\nNew Bar");
}
plot("Renko",C,LINE,RED);
}
}
#endif