WIP. Trying to make indicators to work with historic ticks.

Also changed .clang-format in order to indent macros.
Changed Indi_Bands's OnCalculate param names in order to prevent warnings.

.clang-format

@@ -2,3 +2,4 @@
 Language: Cpp
 BasedOnStyle: Google
 ColumnLimit: 120
+IndentPPDirectives: BeforeHash

Indicator/Indicator.h

@@ -687,10 +687,13 @@ class Indicator : public IndicatorData {
         }
 
         if (_LastError != ERR_SUCCESS) {
-          datetime _bar_dt = (datetime)_bar_time;
-          Print("Error: Code ", _LastError, " while trying to retrieve entry at shift ", _rel_shift, " (absolute ",
-                ToAbsShift(_rel_shift), "), mode ", _mode, ", time ", _bar_dt);
-          DebugBreak();
+          if (_LastError != 4806) {
+            // Error occured and it's not "4806 Requested data not found".
+            datetime _bar_dt = (datetime)_bar_time;
+            Print("Error: Code ", _LastError, " while trying to retrieve entry at shift ", _rel_shift, " (absolute ",
+                  ToAbsShift(_rel_shift), "), mode ", _mode, ", time ", _bar_dt);
+            DebugBreak();
+          }
         }
       }
       GetEntryAlter(_entry, _rel_shift);

Indicator/IndicatorTf.provider.h

@@ -25,8 +25,8 @@
 #define INDICATOR_TF_PROVIDER_H
 
 #ifndef __MQL__
-// Allows the preprocessor to include a header file when it is needed.
-#pragma once
+  // Allows the preprocessor to include a header file when it is needed.
+  #pragma once
 #endif
 
 /**
@@ -159,9 +159,11 @@ class ItemsHistoryTfCandleProvider : public ItemsHistoryCandleProvider<TV> {
 
           // Adding candle to the output array.
           ArrayPushObject(_out_arr, _candle);
-          --_num_items;
         }
 
+        // Even if we don't form an item (a candle), we assume we've done one item.
+        --_num_items;
+
         if (_dir == ITEMS_HISTORY_DIRECTION_FORWARD) {
           _from_time_ms += _candle_length_ms;
         } else {

Indicators/Indi_Bands.mqh

@@ -176,33 +176,33 @@ class Indi_Bands : public Indicator<IndiBandsParams> {
   /**
    * OnCalculate() method for Bands indicator.
    */
-  static int Calculate(INDICATOR_CALCULATE_METHOD_PARAMS_SHORT, ValueStorage<double> &ExtMLBuffer,
-                       ValueStorage<double> &ExtTLBuffer, ValueStorage<double> &ExtBLBuffer,
-                       ValueStorage<double> &ExtStdDevBuffer, int InpBandsPeriod, int InpBandsShift,
-                       double InpBandsDeviations) {
+  static int Calculate(INDICATOR_CALCULATE_METHOD_PARAMS_SHORT, ValueStorage<double> &_ExtMLBuffer,
+                       ValueStorage<double> &_ExtTLBuffer, ValueStorage<double> &_ExtBLBuffer,
+                       ValueStorage<double> &_ExtStdDevBuffer, int _InpBandsPeriod, int _InpBandsShift,
+                       double _InpBandsDeviations) {
     int ExtBandsPeriod, ExtBandsShift;
     double ExtBandsDeviations;
     int ExtPlotBegin = 0;
 
-    if (InpBandsPeriod < 2) {
+    if (_InpBandsPeriod < 2) {
       ExtBandsPeriod = 20;
       PrintFormat("Incorrect value for input variable InpBandsPeriod=%d. Indicator will use value=%d for calculations.",
-                  InpBandsPeriod, ExtBandsPeriod);
+                  _InpBandsPeriod, ExtBandsPeriod);
     } else
-      ExtBandsPeriod = InpBandsPeriod;
-    if (InpBandsShift < 0) {
+      ExtBandsPeriod = _InpBandsPeriod;
+    if (_InpBandsShift < 0) {
       ExtBandsShift = 0;
       PrintFormat("Incorrect value for input variable InpBandsShift=%d. Indicator will use value=%d for calculations.",
-                  InpBandsShift, ExtBandsShift);
+                  _InpBandsShift, ExtBandsShift);
     } else
-      ExtBandsShift = InpBandsShift;
-    if (InpBandsDeviations == 0.0) {
+      ExtBandsShift = _InpBandsShift;
+    if (_InpBandsDeviations == 0.0) {
       ExtBandsDeviations = 2.0;
       PrintFormat(
           "Incorrect value for input variable InpBandsDeviations=%f. Indicator will use value=%f for calculations.",
-          InpBandsDeviations, ExtBandsDeviations);
+          _InpBandsDeviations, ExtBandsDeviations);
     } else
-      ExtBandsDeviations = InpBandsDeviations;
+      ExtBandsDeviations = _InpBandsDeviations;
 
     if (rates_total < ExtPlotBegin) return (0);
     //--- indexes draw begin settings, when we've recieved previous begin
@@ -221,13 +221,13 @@ class Indi_Bands : public Indicator<IndiBandsParams> {
     //--- main cycle
     for (int i = pos; i < rates_total && !IsStopped(); i++) {
       //--- middle line
-      ExtMLBuffer[i] = Indi_MA::SimpleMA(i, ExtBandsPeriod, price);
+      _ExtMLBuffer[i] = Indi_MA::SimpleMA(i, ExtBandsPeriod, price);
       //--- calculate and write down StdDev
-      ExtStdDevBuffer[i] = StdDev_Func(i, price, ExtMLBuffer, ExtBandsPeriod);
+      _ExtStdDevBuffer[i] = StdDev_Func(i, price, _ExtMLBuffer, ExtBandsPeriod);
       //--- upper line
-      ExtTLBuffer[i] = ExtMLBuffer[i] + ExtBandsDeviations * ExtStdDevBuffer[i].Get();
+      _ExtTLBuffer[i] = _ExtMLBuffer[i] + ExtBandsDeviations * _ExtStdDevBuffer[i].Get();
       //--- lower line
-      ExtBLBuffer[i] = ExtMLBuffer[i] - ExtBandsDeviations * ExtStdDevBuffer[i].Get();
+      _ExtBLBuffer[i] = _ExtMLBuffer[i] - ExtBandsDeviations * _ExtStdDevBuffer[i].Get();
     }
     //--- OnCalculate done. Return new prev_calculated.
     return (rates_total);

Indicators/Indi_MA.mqh

@@ -25,6 +25,8 @@
 #define INDI_MA_MQH
 
 // Includes.
+#include <MovingAverages.mqh>
+
 #include "../Dict.mqh"
 #include "../DictObject.mqh"
 #include "../Indicator/Indicator.h"
@@ -33,7 +35,14 @@
 #include "../Storage/ValueStorage.h"
 #include "../String.mqh"
 
-#ifndef __MQL4__
+#ifdef __MQL4__
+// MQL4 version of the method doesn't have last parameter.
+int LinearWeightedMAOnBuffer(const int rates_total, const int prev_calculated, const int begin, const int period,
+                             const double &price[], double &buffer[]) {
+  int _weight_sum;
+  return LinearWeightedMAOnBuffer(rates_total, prev_calculated, begin, period, price, buffer, _weight_sum);
+}
+#else   // !__MQL__4
 // Defines global functions (for MQL4 backward compability).
 double iMA(string _symbol, int _tf, int _ma_period, int _ma_shift, int _ma_method, int _ap, int _shift) {
   ResetLastError();
@@ -45,7 +54,7 @@ double iMAOnArray(double &_arr[], int _total, int _period, int _ma_shift, int _m
   ResetLastError();
   return Indi_MA::iMAOnArray(_arr, _total, _period, _ma_shift, _ma_method, _abs_shift, _cache);
 }
-#endif
+#endif  // __MQL4__
 
 // Structs.
 struct IndiMAParams : IndicatorParams {

Indicators/Tick/Indi_TickMt.mqh

@@ -26,8 +26,8 @@
  */
 
 #ifndef __MQL__
-// Allows the preprocessor to include a header file when it is needed.
-#pragma once
+  // Allows the preprocessor to include a header file when it is needed.
+  #pragma once
 #endif
 
 // Includes.
@@ -196,10 +196,10 @@ class Indi_TickMt : public IndicatorTick<Indi_TickMtParams, double, ItemsHistory
       } else {
         for (int i = 0; i < _num_copied; ++i) {
           TickTAB<double> _tick(_tmp_ticks[i]);
-#ifdef __debug_verbose__
+  #ifdef __debug_verbose__
           Print("Fetched tick at ", TimeToString(_tmp_ticks[i].time, TIME_DATE | TIME_MINUTES | TIME_SECONDS), ": ",
                 _tmp_ticks[i].ask, ", ", _tmp_ticks[i].bid);
-#endif
+  #endif
           ArrayPushObject(_out_ticks, _tick);
         }
 
@@ -232,6 +232,9 @@ class Indi_TickMt : public IndicatorTick<Indi_TickMtParams, double, ItemsHistory
     double _bid = Bid;
     long _time = TimeCurrent();
 #else
+
+  #ifdef __DISABLE
+
     static MqlTick _tmp_ticks[];
     // Copying only the last tick.
     int _num_copied = CopyTicks(GetSymbol(), _tmp_ticks, COPY_TICKS_INFO, 0, 1);
@@ -248,15 +251,24 @@ class Indi_TickMt : public IndicatorTick<Indi_TickMtParams, double, ItemsHistory
       return;
     }
 
-#ifdef __debug_verbose__
+    #ifdef __debug_verbose__
     Print("CpyT: ", TimeToString(_tmp_ticks[0].time, TIME_DATE | TIME_MINUTES | TIME_SECONDS), " = ", _tmp_ticks[0].bid,
           " (", _tmp_ticks[0].time, ")");
     Print("RlCl: ", TimeToString(::iTime(GetSymbol(), PERIOD_CURRENT, 0), TIME_DATE | TIME_MINUTES | TIME_SECONDS),
           " = ", ::iClose(GetSymbol(), PERIOD_CURRENT, 0));
-#endif
+    #endif
 
     double _ask = _tmp_ticks[0].ask;
     double _bid = _tmp_ticks[0].bid;
+
+  #endif
+
+    MqlTick _tick_data;
+    SymbolInfoTick(GetSymbol(), _tick_data);
+
+    double _ask = _tick_data.ask;
+    double _bid = _tick_data.bid;
+
     // long _time = _tmp_ticks[0].time;
     long _time = TimeCurrent();
 #endif