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Is it possible to create a new symbol in MT4

  • #21
  • Edited 1:46pm Oct 25, 2021 9:34am | Edited 1:46pm
Quoting mashna
{quote} Hi sir, i have a problem , my Broker is Exness , spread in XAUUSD is good , but have a problem that its 3 Digits in Gold ex : Gold
price is 1080.545 , and many EA cant work with this Pair Because Read spread is high, How i can Create new XAUUSD Symbol in Exness Broker with 2 Digits?
The correct and much more easy way to solve your problem is to fix your EA. There's a standard procedure for handling digits (0-1-2-3-4-5) and your EA developer should know how to do that:

Inserted Code
int PipDigits = _Digits & (~1);
double Pip = NormalizeDouble(1/MathPow(10, PipDigits), PipDigits);

With this the variable Pip always holds the correct value of 1 pip, no matter the digit-ness of your broker.

edit/ps: Can somebody tell me a broker offering an instrument with 6 digits? I heared about such cases but have never seen it by myself. Would like to test it. Thanks
It takes blood, sweat and enough tears to wash away the blood.
  • #22
  • Oct 26, 2021 12:40am Oct 26, 2021 12:40am
Quoting emmzett
{quote} The correct and much more easy way to solve your problem is to fix your EA. There's a standard procedure for handling digits (0-1-2-3-4-5) and your EA developer should know how to do that: int PipDigits = _Digits & (~1); double Pip = NormalizeDouble(1/MathPow(10, PipDigits), PipDigits); With this the variable Pip always holds the correct value of 1 pip, no matter the digit-ness of your broker. edit/ps: Can somebody tell me a broker offering an instrument with 6 digits? I heared about such cases but have never seen it by myself. Would like...
Thank you, I havnt access To EA developer . i download it in web,You do not suggest another way?
  • #23
  • Oct 29, 2021 5:03am Oct 29, 2021 5:03am
Hi Emmzett,
Thank you for the steps of index generation so far. I read it carefully and I think I jumped on this "lesson" . I manually generated the tickers with the program you mentioned.
(Please note that due to my poor English skills, reading and writing is also done for me using a google translator.)
I did it well?
Attached Image (click to enlarge)
Click to Enlarge Name: UKGohKl.png Size: 142 KB


I would also like to ask how the indexes created in this way should be filled with data, turned into a real online chart. Do you have a simple description / video for this, maybe?
Also, I would like to ask if you (or someone here on the forum) may have any super, profitable strategies for trading the indexess produced in this way?

FxJacem


Quoting emmzett
{quote} It turns out that right now I cannot afford the time to start and maintain a full new thread. A single post has to make it and will hopefully give you a start in the right direction. To the main question: How to create a custom symbol in MT4? All known terminal symbols are stored in <mt4data-dir>/history/<broker-dir>/symbols.raw Symbols are organized in groups. Groups are stored in <mt4data-dir>/history/<broker-dir>/symgroups.raw On every reconnect the terminal downloads the list of symbols and groups from the trade server and overwrites...
  • #24
  • Edited Oct 31, 2021 2:19am Oct 30, 2021 12:27pm | Edited Oct 31, 2021 2:19am
Quoting jacem
...I did it well?...
What you have done here looks very good to me. At this point I don't see any issues.

Quoting jacem
...I would also like to ask how the indexes created in this way should be filled with data, turned into a real online chart. Do you have a simple description / video for this, maybe?...
In post #7 I posted a screenshot of the data recorder. I will update the documentation of it and post a full code example with descriptions.
The original sources are here: perma-link v2021.10.30 LFX-Monitor/Recorder (most current master version). Please have 1-2 days patience. Thank you.

edit: Added perma and master links.
It takes blood, sweat and enough tears to wash away the blood.
  • #25
  • Oct 31, 2021 12:30am Oct 31, 2021 12:30am
Thank you very much for your reply and help in advance!

I checked your codes uploaded to github: My face dropped
I don’t think if I live to be 1000 years old, I won’t be able to write such beautiful, organized, structured source code either. Congratulations!

(Unfortunately I have never studied programming, I have been an avid amateur for 20 years. I am already familiar with many programming languages, I have been whining mql4 for the last few years )

Quoting emmzett
{quote} What you have done here looks very good to me. At this point I don't see any issues. {quote} In post #7 I posted a screenshot of the data recorder. I will update the documentation of it and post a full code example with descriptions. The original sources are here: LFX-Monitor/Recorder. Please have 1-2 days patience. Thank you.
  • #26
  • Edited 6:41am Nov 7, 2021 1:20am | Edited 6:41am
Quoting jacem
Thank you very much for your reply and help in advance!
As always it took longer :-) Let's get started.

First things first. I updated the struct SYMBOL and all WinHex form templates for it: MT4 Symbols (1).tpl (updated the fields "index" and "ID"). Make one more time sure that your created "symbols.raw" file is correct.

  1. The "index" must be unique for all symbols and I recommend to use the array index for it (that's just a recommendation and not a MUST).
  2. "ID" is a numeric alias for the symbol's name and must be unique as well (any integer value).

I use a program to check the file (mt4-listSymbols) but you can do it as well manually with the WinHex forms. Results must be something like this:

Attached Image (click to enlarge)
Click to Enlarge Name: symbols.png Size: 197 KB
On errors you will not be able to launch the intended symbol/chart from the "Market Watch" window. If you are not sure you may upload your "symbols.raw" here or send me a link to it, so I may check it.
It takes blood, sweat and enough tears to wash away the blood.
  • #27
  • Edited 10:15pm Nov 7, 2021 10:01pm | Edited 10:15pm
The next prerequisite of the indicator I'm going to post is a free Windows tool called Link Shell Extension by Hermann Schinagl. It's a file explorer plugin to create/edit/manage Windows reparse points. Windows reparse points are links between files or directories, and can be soft (symbolic) links, hard links or directory junctions. This Windows feature allows to map one directory to another directory, so mapped directories show up and can be accessed at the original and at the mapped location. Install it.
Attached Image


In our case we need only junctions. As I explained above recording custom MT4 symbols requires a connected terminal for data recording and a disconnected terminal for charting (if we were to stay in one terminal our custom symbols are limited to offline charts which is not what we want). The recording terminal needs to store data in the history directory of the charting terminal. However access of MQL file functions is restricted to the "MQL4/files" directory and by language design MQL is not allowed to access anything outside of it. In the next major version of the indicator this limitation will be removed. In the current version the Link Shell Extension will provide a way to work around the "MQL4/files" restriction.

With the Link Shell Extension we map the history directory of the charting terminal to the "MQL4/files" directory of the recording terminal. Mapping names don't matter, the indicator has an input field to point it later to your choosen target directory. In the following screenshot I created a junction (mapping) from the history directory of my charting terminal (right: MetaTrader installation "F1") to the "MQL4/files" directory of my recording terminal (left: MetaTrader installation "S7"). It's named "Custom-Synthetic-History" and for the charting terminal ("F1") this is the server name returned by the MQL4 function AccountServer().
Attached Image (click to enlarge)
Click to Enlarge Name: mapped-history.png Size: 113 KB

Now I can access (read/write) the history directory of terminal "F1" with the standard MQL file functions of terminal "S7".
It takes blood, sweat and enough tears to wash away the blood.
  • #28
  • Nov 8, 2021 10:46pm Nov 8, 2021 10:46pm
Quoting emmzett
The next prerequisite of the indicator I'm going to post is a free Windows tool called Link Shell Extension by Hermann Schinagl. It's a file explorer plugin to create/edit/manage Windows reparse points. Windows reparse points are links between files or directories, and can be soft (symbolic) links, hard links or directory junctions.....
Hi Emmzett!
Thank you very much for the descriptions! I will try to implement and report with the result.
Regards,
FxJacem
  • #29
  • Nov 11, 2021 12:14am Nov 11, 2021 12:14am
Quoting emmzett
The next prerequisite of the indicator I'm going to post is a free Windows tool called Link Shell Extension by Hermann Schinagl.
Hi Emmzett!

I started completely from the beginning.

I installed two MT4 platform forms.
Attached Image


The one on the left is online (this will be the recording), the one on the right is offline (this will be the charting).
Attached Image (click to enlarge)
Click to Enlarge Name: 02-két MT4 egymás mellett2.PNG Size: 152 KB


I also recreated the two required raw files for security, I copied them to the charting platform. I will attach this as well (with the txt extension). Please take a look at them.
Attached File(s)
File Type: txt symbols.raw.txt   68 KB | 385 downloads
Attached File(s)
File Type: txt symgroups.raw.txt   3 KB | 300 downloads


I queried the AccountServer() at the recordig terminal, and the result was:
Attached Image


I'm looking for the system folders for two terminals. During the recording I connected them with the help of "MQL4 \ Files" and the charting terminal "history \ Alpari-Trade02" and the dos mklink program (junction):
Attached Image (click to enlarge)
Click to Enlarge Name: 04-két terminál összekötéseJunction.PNG Size: 119 KB


Once this is successful, I see this as a result:
Attached Image (click to enlarge)
Click to Enlarge Name: 05-MT4 könyvtárak összekötve.PNG Size: 35 KB


I hope I did well, as described.
(I’m “a little” insecure because I know I’m able to do these descriptions, it just goes hard because of my language limitations.)

Regards,
FxJacem
  • #30
  • Nov 11, 2021 1:18am Nov 11, 2021 1:18am
Quoting jacem
{quote} Hi Emmzett! I started completely from the beginning. I installed two MT4 platform forms. {image} The one on the left is online (this will be the recording), the one on the right is offline (this will be the charting). {image} I also recreated the two required raw files for security, I copied them to the charting platform. I will attach this as well (with the txt extension). Please take a look at them. {file}{file} I queried the AccountServer() at the recordig terminal, and the result was: {image} I'm looking for the system folders for two...
All good so far. Your 2 files are fine. Using mklink is OK as well. The advantage of the Link Shell Extension is (1) it's more comfortable to handle and (2) it adds better overlay icons to your linked folders (for all types) so you see more easily what's going on. As you continue on this journey you will realize soon. Your folder setup looks good so far, too. Don't worry about account server names at this stage. As I said names don't matter.
It takes blood, sweat and enough tears to wash away the blood.
  • #31
  • Nov 11, 2021 1:39am Nov 11, 2021 1:39am
Quoting emmzett
{quote} All good so far. Your 2 files are fine. Using mklink is OK as well. The advantage of the Link Shell Extension is (1) it's more comfortable to handle and (2) it adds better overlay icons to your linked folders (for all types) so you see more easily what's going on. As you continue on this journey you will realize soon. Your folder setup looks good so far, too. Don't worry about account server names at this stage. As I said names don't matter.
Super, thank you very much!
I'm glad you found everything right
I hope I can solve the next lesson too ...

Best regards,
FxJacem
  • #32
  • Edited Nov 12, 2021 8:44am Nov 11, 2021 3:23pm | Edited Nov 12, 2021 8:44am
Finally here comes the indicator to record a selection of synthetic currency indexes.
Attached Image
For index descriptions see https://github.com/rosasurfer/mt4-to.../lib/synthetic


Overview
This indicator doesn't record the typical single offline chart. Instead it records max. 15 full history sets (9 timeframes each) which together makes 135 separate history files. Compare this for example with the USDLFX offline chart creator by MathTrader7. The performance impact and the CPU usage are still insignificantly small.

The indicator has a status display with 3 columns: index name, index value and current spread (if one wanted to trade such an instrument). The indicator always calculates the index based on the median price = (Bid+Ask)/2, no matter the displayed spread.

Indexes enabled for calculation are by default displayed in Blue, disabled indexes are by default displayed in Gray (colors are configurable). If the market of a required pair is not open it's also displayed in Gray. Further there's also a little spinner animation to show that the indicator is working.

To prevent mis-calculations the indicator internally uses a "stale quotes" detector. If a symbol doesn't receive new ticks for 10 minutes depending indexes automatically switch to Gray and recording of such stale prices stops. As new ticks come in recording automatically continues and the display switches back to Blue. This feature is mainly important for exotic pairs like USDNOK, USDSEK, USDSGD and USDZAR which on a Monday morning might not receive ticks for an hour or so. Internally the indicator uses a timer event and recalculates available indexes every 500 msec.

A word to the Gold index (XAUI). It represents the value of Gold against a basket of the 7 major world currencies. So it removes the fluctuations of the currencies and the result is only the inner strength or weakness of Gold itself.


Requirements
Depending on which indexes are activated the indicator requires prices of a few standard currency pairs. If one of the required pairs is missing the indicator shows a message telling you so. In this case open the "Market Watch" window and add the requested pairs. Or create a chart profile which contains all the charts/symbols your desired indexes need, and load the indicator via that profile. If your broker uses symbols with suffixes set that prefix via input parameter "Broker.SymbolSuffix".

To detect stale prices the indicator needs to know your broker's timezone. Timezone configuration will be explained in a later post.

History is recorded to a sub/directory in the "MQL4/files" folder. Please look at the previous posts #27 and #30 on how to link the history folder of the charting terminal to the "MQL4/files" folder of the recording terminal.


Input parameter description
Attached Image (click to enlarge)
Click to Enlarge Name: 2-inputs.png Size: 64 KB

  1. USDLFX.Enabled: Whether calculation of the USDLFX index is enabled.
  2. AUDLFX.Enabled: Whether calculation of the AUDLFX index is enabled.
  3. CADLFX.Enabled: Whether calculation of the CADLFX index is enabled.
  4. CHFLFX.Enabled: Whether calculation of the CHFLFX index is enabled.
  5. EURLFX.Enabled: Whether calculation of the EURLFX index is enabled.
  6. GBPLFX.Enabled: Whether calculation of the GBPLFX index is enabled.
  7. JPYLFX.Enabled: Whether calculation of the JPYLFX index is enabled.
  8. NZDLFX.Enabled: Whether calculation of the NZDLFX index is enabled.

  1. NOKFX7.Enabled: Whether calculation of the NOKFX7 index is enabled.
  2. SEKFX7.Enabled: Whether calculation of the SEKFX7 index is enabled.
  3. SGDFX7.Enabled: Whether calculation of the SGDFX7 index is enabled.
  4. ZARFX7.Enabled: Whether calculation of the ZARFX7 index is enabled.

  1. EURX.Enabled: Whether calculation of the ICE EUR index is enabled.
  2. USDX.Enabled: Whether calculation of the ICE USD index is enabled.
  3. XAUI.Enabled: Whether calculation of the Gold index is enabled.

  1. Recording.Enabled: Whether recording of active indexes is enabled.
  2. Recording.HistoryDirectory: Name of the history directory to store recorded data. Must be a located in the "MQL4/files" directory. If the directory doesn't exist it is created. The name may contain subdirectories and supports both forward and backward slashes.
  3. Recording.HistoryFormat: Created history format if an history file doesn't yet exist. If an history file already exists it's re-used (in any format) and the format is not changed (leave to 401 if you'r unsure about it's meaning).

  1. Broker.SymbolSuffix: Symbol suffix for brokers with non-standard symbols.

  1. AutoConfiguration: For simplicity all manual inputs may also be specified in the MetaTrader framework configuration. If "AutoConfiguration" is enabled configuration settings found in the configuration files override manual settings in the indicator's input dialog. It will be more explained in a later post. Additional auto-config settings not available in the input dialog:

Inserted Code
  
[LFX-Monitor]
 Status.xDistance          = {int}      ; horizontal offset from right in pixels
 Status.yDistance          = {int}      ; vertical offset from top in pixels
 Status.BgColor            = {color}    ; background color (web color name, integer or RGB triplet)
 Status.FontName           = {string}   ; font family
 Status.FontSize           = {int}      ; font size
 Status.FontColor.Active   = {color}    ; font color of active indexes
 Status.FontColor.Inactive = {color}    ; font color of inactive indexes
 Status.LineHeight         = {int}      ; line height of status rows
Don't touch the parameter __lpSuperContext (if you do so your MetaTrader terminal will crash). It ensures communication between terminal, indicator and DLL. It's part of the framework and must never be used by regular users.


Installation
The attached ZIP file contains the indicator, some libraries and some scripts. All files are required for the indicator to work and must be copied to the respective folders.
Attached File(s)
File Type: zip LFX-Monitor-v2021.11.12.zip   2.4 MB | 431 downloads

Attached is also the indicator source file but only for reference. The indicator is part of my MQL4 framework and most people don't know anymore how to compile MQL4 (the MQL5 compiler which comes with current MetaEditors will not do).
Attached File(s)
File Type: mq4 LFX-Monitor.mq4   61 KB | 391 downloads

Full source code of the indicator is available at: https://github.com/rosasurfer/mt4-mq...FX-Monitor.mq4
Full source code of the MT4Expander DLL is available at: https://github.com/rosasurfer/mt4-expander

Enjoy
It takes blood, sweat and enough tears to wash away the blood.
  • #33
  • Nov 12, 2021 1:51am Nov 12, 2021 1:51am
Quoting emmzett
Finally here comes the indicator to record a selection of synthetic currency indexes. .... Enjoy
Hi Emmzett

Thank you very much for the description! I see you've been upstairs for a long time

Based on your description, I did everything again and the following result was obtained (I didn't compile the source file, I only worked with the files you compressed):
I received a warning after installing LFX-Monitor:
Attached Image (click to enlarge)
Click to Enlarge Name: alert.PNG Size: 12 KB

(I didn't deal with this, because I can't parameterize it and it's "just" a warning and not an error anyway )

I launched the offline platform and was very happy to see the first one minute candle
Then I had other things to do, I walked past the plane. Then when I got back, I felt like they had lost touch with each other (online - offline). This picture was revealed to me:
Attached Image (click to enlarge)
Click to Enlarge Name: error.PNG Size: 104 KB


I looked in the file system and on the online page I see that the date of the files is not increasing:
Attached Image


What do you think I don't notice or what I didn't set up properly?
Regards,
FxJacem
  • #34
  • Edited 3:22am Nov 14, 2021 3:11am | Edited 3:22am
Quoting jacem
...I received a warning after installing LFX-Monitor: {image} (I didn't deal with this, because I can't parameterize it and it's "just" a warning and not an error anyway ...
Execute the script "Config.Global" (from the "scripts" folder. A config file will open. Add the following to the config file and adjust your broker's timezone identifier accordingly:
Inserted Code
[Timezones]
Alpari-Trade02 = FXT

Save the file and reload the indicator. Whether FXT is right you can check with the correct display of DST transitions. Currently supported timezone ids are:
Inserted Code
America/New_York
Europe/Berlin
Europe/Kiev
Europe/London
Europe/Minsk
GMT
FXT                 ; Forex standard time which is America/New_York+0700
FXT-0200            ; Europe/London with DST transitions of America/New_York
Attached Image (click to enlarge)
Click to Enlarge Name: global-config.png Size: 34 KB
It takes blood, sweat and enough tears to wash away the blood.
  • #35
  • Nov 14, 2021 3:20am Nov 14, 2021 3:20am
Quoting jacem
...I looked in the file system and on the online page I see that the date of the files is not increasing: {image} What do you think I don't notice or what I didn't set up properly?
That's a bug in the MQL4 function FileFlush(). Even while the Microsoft documentation clearly states that after flushing file buffers SetFileTime() should be called to update the timestamp, the geniuses at MetaQuotes decided to ignore it. Anyway, by now you have probably realized that the file content updates even if the timestamp does not.
It takes blood, sweat and enough tears to wash away the blood.
  • #36
  • Edited 4:25am Nov 14, 2021 3:52am | Edited 4:25am
Some more info regarding the auto-configuration feature.

The purpose is to simplify providing input parameters or other config values especially when working with multiple terminals/accounts. Every user has different screen sizes and/or color preferences. Instead of entering the same values again and again it would be nice to have a central place and enter all important settings only once. Or imagine you store a chart template with all your settings, and now you switch the account and the other account has for example different broker symbol suffixes than the first account.

This is what the auto-config feature is for. It is part of my MQL4 framework and provides a central layer of:

  1. global configuration (all installed terminals, loaded via script "Config.Global"
  2. terminal configuration (for a single terminal only, loaded via script "Config.Terminal"
  3. account configuration (applies only to a single account, loaded via script "Config.Account"

Each configuration has a separate file and at runtime all found files are merged. If duplicate settings are found the terminal config overrides the global config and the account config overrides a terminal config. With this mechanism a user can "configure once, run anywhere". If one doesn't want this feature the input parameter "AutoConfiguration" may simply be disabled.

Another advantage of this feature is that it allows a much more finegrained configuration of possible aspects without cluttering an MQL program's input dialog. In the case of the LFX-Monitor the following screenshot shows all possible config values:

Attached Image (click to enlarge)
Click to Enlarge Name: auto-config.png Size: 70 KB


"Config.Global" and "Config.Account" are contained in the above posted ZIP file (with the indicator). Here comes "Config.Terminal" and a universal script "Config" which loads all 3 mentioned config files at once. These scripts require the rsfMT4Expander.dll installed which was posted in the ZIP file in post #32. As can be seen in the screenshot in post #34 one can also configure the preferred config file editor.
Attached File(s)
File Type: ex4 Config.Account.ex4   298 KB | 302 downloads
Attached File(s)
File Type: ex4 Config.ex4   300 KB | 296 downloads

An example of a global config file can be seen here: https://github.com/rosasurfer/mt4-mq...ig.example.ini

The last part will be to make the charting terminal updating the chart automatically. To be continued...
It takes blood, sweat and enough tears to wash away the blood.
  • #37
  • Nov 15, 2021 9:25am Nov 15, 2021 9:25am
Quoting emmzett
Some more info regarding the auto-configuration feature. ..... To be continued...
Hi Emmzett,

Thank you very much for your patience.

I’ll tell you honestly I didn’t understand so much why it didn’t update that I set up another machine as a test. In fact, since you did junction with an external program in your original description, I also installed it on this machine (thinking it was the only difference from your description).
Thank you for reassuring me and pointing out that I didn't spoil the process .

I also removed the warning as described. I've added a few other (more important to me) settings to the file:
Attached Image


I’m still just amazed and amazed at how complex and yet how versatile each of your systems can be parameterized. I think it took a few months, years to get so perfect.

I am curious about how to overcome the weaknesses in writing platform files.

Regards,
FxJacem
  • #38
  • Nov 15, 2021 10:32am Nov 15, 2021 10:32am
Quoting jacem
...I am curious about how to overcome the weaknesses in writing platform files...
That's not so difficult as it may seem. In general best practice in MetaTrader/MQL world is to move as much code as possible away from MetaQuote's scripting language (MQL4/MQL5) toward a real programming language (C++). Means moving as much as possible to a DLL. Not only is it about 10 times faster (MQL is an interpreted language) but also you gain from library standards (not available in MQL). There are countless issues in MQL and with a real language like C++ they can be solved.

The real work in this process is the implementation time needed for doing so. Not all can be moved (e.g. trade functionaility) but system functionality like I/O can. I started with the framework more then 10 years ago. Extensive configuration and error handling are the central and most important pillars.
It takes blood, sweat and enough tears to wash away the blood.
  • #39
  • Nov 15, 2021 9:51pm Nov 15, 2021 9:51pm
Quoting emmzett
{quote} That's not so difficult as it may seem. ...
Hi Emmzett,

I felt you had quite a bit of work and time in this program and the Github repo.
I used to read a comparison of programming languages to see what could be solved and how. As well as which one is how efficient, fast and machine / memory friendly. For me, the main hit 20+ years ago was clipper / dbase, followed by python and mql. With so little knowledge, I can say that there are differences, not even a little .

In the case of the LFX-Monitor, is there a hidden switch / setting that shows candles to the past at start-up?

(Last night, with the junction function, I managed to generate the historical data on one machine and display it on another machine with the offline Metatrader )

Regards,
FxJacem
  • #40
  • Last Post: Edited Sep 12, 2022 9:03am Sep 11, 2022 9:39pm | Edited Sep 12, 2022 9:03am
Quoting emmzett
{quote} It turns out that right now I cannot afford the time to start and maintain a full new thread. A single post has to make it and will hopefully give you a start in the right direction. To the main question: How to create a custom symbol in MT4? All known terminal symbols are stored in <mt4data-dir>/history/<broker-dir>/symbols.raw Symbols are organized in groups. Groups are stored in <mt4data-dir>/history/<broker-dir>/symgroups.raw On every reconnect the terminal downloads the list of symbols and groups from the trade server and overwrites...
Hi emmzett
Is it possible to teach the steps of adding symbols by video file?
I'm having trouble adding two index items (CAD-CHF)
I was able to find and download the symgroups.raw file, but I could not find the symbols.raw file to download

thank you
Attached Image(s) (click to enlarge)
Click to Enlarge Name: indexes.jpg Size: 56 KB
Click to Enlarge Name: symgroups.jpg Size: 132 KB
Click to Enlarge Name: ooooo.png Size: 17 KB
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