I am trying to loop through an array of close prices to get the rate of return of each asset. The code that I wrote is:
´´´
void Returns(MqlRates &rt[], int a_size)
{
double rtacao[];
ArraySetAsSeries(rtacao, true);
ArrayResize(rtacao,(a_size-1));
for(int i=1;i<=a_size;i++)
{
rtacao[i]=MathLog(rt[i].close/rt[i-1].close);
}
return;
}
void OnStart()
{
int nacoes=144;
string acao[];
count_instr("ativos.txt",nacoes);
ArrayResize(acao,nacoes);
load_instr("ativos.txt",nacoes,acao,100);
MqlRates rates[];
ArraySetAsSeries(rates,true);
ArrayResize (rates,100);
for (int i=0;i<nacoes;i++)
{
SymbolSelect(acao[i],true);
if(CopyRates(acao[i],APeriod,0,100,rates)!=100)
{
Print("CopyRates of ",acao[i]," failed, no history");
//Erase(acao, i);
//nacoes=nacoes-1;
} else
{
Returns(rates, 100);
}
}
}
´´´
I am getting the following error message:
2019.12.30 08:11:57.983 OnStart (IBOV,D1) array out of range in 'OnStart.mq5' (39,15)
That refers to the array - rtacao[] - in the calculation of the return. I couldn't see what I am doing wrong in the loop. Can someone help me?
Arrays are start counting from 0. That means the last index of an array is (array_size - 1). According to that you should use "i < a_size" instead of "i <= a_size" in your loop:
for(int i=0;i<a_size;i++)
{
rtacao[i]=MathLog(rt[i].close/rt[i-1].close);
}
But you have to consider your term rt[i-1] which would be -1 in your first run of the loop. That means you need a specification for your first run of the loop. Something like:
for(int i=0;i<a_size;i++)
{
if(i==0)
// something that happens when i is 0
else
rtacao[i]=MathLog(rt[i].close/rt[i-1].close);
}
Or:
// something that happens when i is 0
for(int i=1;i<a_size;i++)
{
rtacao[i]=MathLog(rt[i].close/rt[i-1].close);
}