Event Handling Functions
The MQL4 language provides processing of some predefined events. Functions for handling these events must be defined in a MQL4 program; function name, return type, composition of parameters (if there are any) and their types must strictly conform to the description of the event handler function.
The event handler of the client terminal identifies functions, handling this or that event, by the type of return value and type of parameters. If other parameters, not corresponding to below descriptions, are specified for a corresponding function, or another return type is indicated for it, such a function will not be used as an event handler.
The OnStart() function is the Start event handler, which is automatically generated only for running scripts. It must be of void type, with no parameters:
For the OnStart() function, the int return type can be specified.
The OnInit() function is the Init event handler. It must be of void or int type, with no parameters:
The Init event is generated immediately after an Expert Advisor or an indicator is downloaded; The OnInit() function is used for initialization. If OnInit() has the int type of the return value, the non-zero return code means unsuccessful initialization, and it generates the Deinit event with the code of deinitialization reason REASON_INITFAILED.
OnInit() function execution result is analyzed by the terminal's runtime subsystem only if the program has been compiled using #property strict.
To optimize input parameters of an Expert Advisor, it is recommended to use values of the ENUM_INIT_RETCODE enumeration as the return code.. During initialization of an Expert Advisor before the start of testing you can request information about the configuration and resources using the TerminalInfoInteger() function.
The OnInit() function of the void type always denotes successful initialization.
The OnDeinit() function is called during deinitialization and is the Deinit event handler. It must be declared as the void type and should have one parameter of the const int type, which contains the code of deinitialization reason. If a different type is declared, the compiler will generate a warning, but the function will not be called.
The Deinit event is generated for Expert Advisors and indicators in the following cases:
The NewTick event is generated for Expert Advisors only when a new tick for a symbol is received, to the chart of which the Expert Advisor is attached. It's useless to define the OnTick() function in a custom indicator or script, because the NewTick event is not generated for them.
The Tick event is generated only for Expert Advisors, but this does not mean that Expert Advisors required the OnTick() function, since not only NewTick events are generated for Expert Advisors, but also events of Timer, BookEvent and ChartEvent are generated. It must be declared as the void type, with no parameters:
The OnTimer() function is called when the Timer event occurs, which is generated by the system timer only for Expert Advisors and indicators - it can't be used in scripts. The frequency of the event occurrence is set when subscribing to notifications about this event to be received by the EventSetTimer() function.
You can unsubscribe from receiving timer events for a particular Expert Advisor using the EventKillTimer() function. The function must be defined with the void type, with no parameters:
It is recommended to call the EventSetTimer() function once in the OnInit() function, and the EventKillTimer() function should be called once in OnDeinit().
Every Expert Advisor, as well as every indicator works with its own timer and receives events only from it. As soon as the mql4 program stops operating, the timer is destroyed forcibly, if it was created but hasn't been disabled by the EventKillTimer() function.
The OnTester() function is the handler of the Tester event that is automatically generated after a history testing of an Expert Advisor on the chosen interval is over. The function must be defined with the double type, with no parameters:
The function is called right before the call of OnDeinit() and has the same type of the return value - double. OnTester() can be used only in the testing of Expert Advisors. Its main purpose is to calculate a certain value that is used as the Custom max criterion in the genetic optimization of input parameters.
In the genetic optimization descending sorting is applied to results within one generation. I.e. from the point of view of the optimization criterion, the best results are those with largest values (for the Custom max optimization criterion values returned by the OnTester function are taken into account). In such a sorting, the worst values are positioned at the end and further thrown off and do not participate in the forming of the next generation.
OnChartEvent() is the handler of a group of ChartEvent events:
The function can be called only in Expert Advisors and indicators. The function should be of void type with 4 parameters:
For each type of event, the input parameters of the OnChartEvent() function have definite values that are required for the processing of this event. The events and values passed through these parameters are listed in the table below.
The OnCalculate() function is called only in custom indicators when it's necessary to calculate the indicator values by the Calculate event. This usually happens when a new tick is received for the symbol, for which the indicator is calculated. This indicator is not required to be attached to any price chart of this symbol.
The OnCalculate() function must have a return type int.
Parameters of open, high, low and close contain arrays with open prices, high and low prices and close prices of the current time frame. The time parameter contains an array with open time values, the spread parameter has an array containing the history of spreads (if any spread is provided for the traded security). The parameters of volume and tick_volume contain the history of trade and tick volume, respectively.
To determine the indexing direction of time, open, high, low, close, tick_volume, volume and spread, call ArrayGetAsSeries(). In order not to depend on default values, you should unconditionally call the ArraySetAsSeries() function for those arrays, which are expected to work with.
The first rates_total parameter contains the number of bars, available to the indicator for calculation, and corresponds to the number of bars available in the chart.
We should note the connection between the return value of OnCalculate() and the second input parameter prev_calculated. During the function call, the prev_calculated parameter contains a value returned by OnCalculate() during previous call. This allows for economical algorithms for calculating the custom indicator in order to avoid repeated calculations for those bars that haven't changed since the previous run of this function.
For this, it is usually enough to return the value of the rates_total parameter, which contains the number of bars in the current function call. If since the last call of OnCalculate() price data has changed (a deeper history downloaded or history blanks filled), the value of the input parameter prev_calculated will be set to zero by the terminal.
To understand it better, it would be useful to start the indicator, which code is attached below.