Thank you Vonasi for your reply. I am in fact looking at data from Tradersway on MT4 and data from Interactive Broker on PRT. So it makes sense that the graph is different. However I find it suspicious that my DM+ and DM- curves have such stronger movements on MT4 and are so much flater on PRT. As far as I know, it’s not possible to import data from Interactive Broker into MT4 or import data from Tradersway into PRT: this was an idea to doublecheck your hypothesis.

I will show you one area for example that’s very different to me compared to the chandeliers’ movements (there is one hour difference between both broker).

Capture-d’écran-2020-05-02-à-10.32.52.png Capture-d’écran-2020-05-02-à-10.32.29.png

I found a similar indicator online with the same results in MQ4.

//+------------------------------------------------------------------+
//| average-directional-index.mq4 |
//| ©2011 Best-metatrader-indicators.com. All rights reserved |
//| http://www.best-metatrader-indicators.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2011 Best-metatrader-indicators.com."
#property link "http://www.best-metatrader-indicators.com"

#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 DodgerBlue
#property indicator_color2 Tomato
#property indicator_color3 Gold
//---- input parameters
extern int ADXPeriod=14;
//---- buffers
double ADXBuffer[];
double PlusDiBuffer[];
double MinusDiBuffer[];
double PlusSdiBuffer[];
double MinusSdiBuffer[];
double TempBuffer[];
string Copyright="\xA9 WWW.BEST-METATRADER-INDICATORS.COM";
string MPrefix="FI";
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- 3 additional buffers are used for counting.
IndicatorBuffers(6);
//---- indicator buffers
SetIndexBuffer(0,ADXBuffer);
SetIndexBuffer(1,PlusDiBuffer);
SetIndexBuffer(2,MinusDiBuffer);
SetIndexBuffer(3,PlusSdiBuffer);
SetIndexBuffer(4,MinusSdiBuffer);
SetIndexBuffer(5,TempBuffer);
//---- name for DataWindow and indicator subwindow label
IndicatorShortName("ADX("+ADXPeriod+")");
SetIndexLabel(0,"ADX");
SetIndexLabel(1,"+DI");
SetIndexLabel(2,"-DI");
//----
SetIndexDrawBegin(0,ADXPeriod);
SetIndexDrawBegin(1,ADXPeriod);
SetIndexDrawBegin(2,ADXPeriod);
//----
DL("001", Copyright, 5, 20,Gold,"Arial",10,0);
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
ClearObjects();
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
double pdm,mdm,tr;
double price_high,price_low;
int starti,i,counted_bars=IndicatorCounted();
//----
i=Bars-2;
PlusSdiBuffer[i+1]=0;
MinusSdiBuffer[i+1]=0;
if(counted_bars>=i) i=Bars-counted_bars-1;
starti=i;
//----
while(i>=0)
{
price_low=Low[i];
price_high=High[i];
//----
pdm=price_high-High[i+1];
mdm=Low[i+1]-price_low;
if(pdm<0) pdm=0; // +DM
if(mdm<0) mdm=0; // -DM
if(pdm==mdm) { pdm=0; mdm=0; }
else if(pdm<mdm) pdm=0;
else if(mdm<pdm) mdm=0; //---- double num1=MathAbs(price_high-price_low); double num2=MathAbs(price_high-Close[i+1]); double num3=MathAbs(price_low-Close[i+1]); tr=MathMax(num1,num2); tr=MathMax(tr,num3); //---- counting plus/minus direction if(tr==0) { PlusSdiBuffer[i]=0; MinusSdiBuffer[i]=0; } else { PlusSdiBuffer[i]=100.0*pdm/tr; MinusSdiBuffer[i]=100.0*mdm/tr; } //---- i--; } //---- last counted bar will be recounted if(counted_bars>0) counted_bars--;
int limit=Bars-counted_bars;
//---- apply EMA to +DI
for(i=0; i<=limit; i++)
PlusDiBuffer[i]=iMAOnArray(PlusSdiBuffer,Bars,ADXPeriod,0,MODE_EMA,i);
//---- apply EMA to -DI
for(i=0; i<=limit; i++) MinusDiBuffer[i]=iMAOnArray(MinusSdiBuffer,Bars,ADXPeriod,0,MODE_EMA,i); //---- Directional Movement (DX) i=Bars-2; TempBuffer[i+1]=0; i=starti; while(i>=0)
{
double div=MathAbs(PlusDiBuffer[i]+MinusDiBuffer[i]);
if(div==0.00) TempBuffer[i]=0;
else TempBuffer[i]=100*(MathAbs(PlusDiBuffer[i]-MinusDiBuffer[i])/div);
i--;
}
//---- ADX is exponential moving average on DX
for(i=0; i<limit; i++)
ADXBuffer[i]=iMAOnArray(TempBuffer,Bars,ADXPeriod,0,MODE_EMA,i);
//----
return(0);
}
//+------------------------------------------------------------------+
//| DL function |
//+------------------------------------------------------------------+
void DL(string label, string text, int x, int y, color clr, string FontName = "Arial",int FontSize = 12, int typeCorner = 1)

{
string labelIndicator = MPrefix + label;
if (ObjectFind(labelIndicator) == -1)
{
ObjectCreate(labelIndicator, OBJ_LABEL, 0, 0, 0);
}

ObjectSet(labelIndicator, OBJPROP_CORNER, typeCorner);
ObjectSet(labelIndicator, OBJPROP_XDISTANCE, x);
ObjectSet(labelIndicator, OBJPROP_YDISTANCE, y);
ObjectSetText(labelIndicator, text, FontSize, FontName, clr);

}

//+------------------------------------------------------------------+
//| ClearObjects function |
//+------------------------------------------------------------------+
void ClearObjects()
{
for(int i=0;i<ObjectsTotal();i++)
if(StringFind(ObjectName(i),MPrefix)==0) { ObjectDelete(ObjectName(i)); i--; }
}
//+------------------------------------------------------------------+

`

average-directional-index.zip Capture-d’écran-2020-05-02-à-15.02.47.png