MT4 loading late bars

An advanced topic:

Suppose it is Sunday and your broker is not online for whatever reason. 4 hours passes, and suddenly the connection is established.

A few seconds later, the 4 hours of missing data from all timeframes is loaded (M1, M5, etc.)


Here's the question: Suppose you are running an EA that evening, and it sits idly for the first 4 hour while it waits for data (how frustrating).... will it trade erroneously back in time for candlesticks that loaded, say, 2 hours into the evening?

Here's what I'm trying to say. A setup may have come 2 hours into the night.... it would have been valid then. But because we are 2 hours late (at 4 hours into the night) we DO NOT WANT TO TRADE THE SIGNAL. It is no longer valid.... especially if it is a scalper or trading with a tight stop.

Help!

I think you are just going to get the very last tick from the downloaded data.

If your EA is just watching the first few array elements for a setup to march by I think it is going to miss it. In order to catch the event you'll probably need to monitor one of the Time[] elements. If it jumps by more than Period()*60 from one tick to the next, you'll know that a bunch of data has just come down all at once and you need to look in the past for any possible setup.

Another, more general way is to structure your logic to always look forward in time from a given price array index that you update as you rule out bars for whatever your setup might be. Then you need to remember the most recent time up to which the EA is sure there can be no setup. On each tick that you scan for another possible setup pass that remembered time to iBarShift to get its current array index (in light of any possible download blob) and then send the index on to the setup scanner.

That way even if a big blob comes down and the array shifts a bunch all at once, you'll be covered.

Best of luck,
Royce