EA to collect data each millisecond , not just when Ticks occur

Is it possible to get data out of an EA each and every moment and not only when a tick occures ? I need this to be so because the EA that I am writing takes price data from a few currencies and measures weather they have gone up in price or down in price , and this is impossible to do if it only takes the data each tick as it misses the change in data of all the other currencies..

Thanks a lot

Yes, but not practical. Some options:
1) Use a script. Every milisecond look at the data with MarketInfo. Very CPU intensive.
2) Use a capture EA on each symbol. Fires whan a tick is received for that symbol, send that info to a script that activates every milisecond.
3) Use Excel DDE. Fires when a tick is received from whichever symbol sent it. Do your analysis here, send the orders back to MT4.
===
All cumbersome, but doable.
ps: I'm assuming here that you mean using MT4. For realtime analysis get a live data feed like esignal.

I was hoping there would be an easier way to do it than exporting it first , thanks a lot Lots of programming work ahead for me haha JOY Ill try my best to follow your directions.

How I would approach it:
=======================
2) Script - run on any chart.
while(true)
{
... do forever
... look at GlobalVariableget(symbol1,time)
... look at GlobalVariableget(symbol1,price)
... look at GlobalVariableget(symbol1,volume)
...
... look at GlobalVariableget(symbol9,time)
... look at GlobalVariableget(symbol9,price)
... look at GlobalVariableget(symbol9,volume)
...
do the compares and make big decisions here.
send and manage orders
Sleep(1 millleey second or less ) // eats CPU , so buy a fast one
}
=======================
EA: Run on each symbol desired:
Each tick, (ie start)
GlobalVariableSet(symbolx,time)
GlobalVariableSet(symbolx,price)
GlobalVariableSet(symbolx,volume)
====================
not much to it.

hey xlr8er..... you sure have come up with a very interesting and wide varity of tasks these past 8 months..... most people just want to color a bar blue or red......

//---

you might be able to write the values to global variables where time was a factor..... then attach it to every symbol, not only the ones involved and update the variables if time had past since last update......

in that case you would be using every tick from every symbol to update the values..... they might step on each other..... would have to give it more thought.....

not sure if that would help though..... the trade producing ea can not take an action till a tick comes in any way, so not sure if there would be any technical advantage.....


//--
//--

and this has crossed my mind before.... i believe it is possible for any tick from any pair to force update any ea attached to any other pair....

my thoughts were to force update some of the intense graphical dashboards more frequently but i do believe this could be extended to carry out any action.....

another words , any ea attached to any pair might be able to force a 'dormant' or 'tickless' ea attached to any other pair to preform any action including sending orders.....h

hayseed and xlr8, yes that is done in the range bar and renko programs using PostMessage( proper code here)
(don't remember the code)

hey ken.... yes it's the postmessage i had on my mind..... postmessage is something i use often but never incoporated it into an ea to bring to life another dormant ea and force action.....

was half tempted to mention you or zznbrm as possible candidates.....h

You can use a tick sender software, like this one:

http://www.forexmt4.com/Windows%20pr...nder-Setup.exe

Basically it let mt4 eas act like if there is a tick, every x milliseconds (in the software you choose every how many milliseconds let mt4 belive that there is a tick movement), with this you can just write an ea that write stats on a file and it will be executed every millisecond if you want.

Yes I think Tunera has the solution to all our problems ! It works perfectly... It does however burn resourses... Intel I7 Extreme here I come

This is the code that I was working on... It kind of dosent work , my aim is to get the strength of a CURRENCY not a currency pair... I thought I should use tick data from all the different pairs to construct somthing to give indication as to how strong it is... I wrote the following for the AUD.Im not sure whats wrong tho because every time a tick occures it just carrys on adding numbers...Thought this might be usefull to all of you guys if you ever have the need to know which currency is the strongest overall.

double AUDNZD;
double AUDUSD;
double AUDCAD;
double AUDCHF;
double AUDJPY;
double EURAUD;
double GBPAUD;
int StrengthAUDNZD = 0 ;
int StrengthAUDUSD = 0 ;
int StrengthAUDCAD = 0 ;
int StrengthAUDCHF = 0 ;
int StrengthAUDJPY = 0 ;
int StrengthEURAUD = 0 ;
int StrengthGBPAUD = 0 ;
int StrengthTOTAL = 0 ;
int init()
{
//----

//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----

//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
//----
AUDNZD = MarketInfo("AUDNZD", MODE_BID);
AUDUSD = MarketInfo("AUDUSD", MODE_BID);
AUDCAD = MarketInfo("AUDCAD", MODE_BID);
AUDCHF = MarketInfo("AUDCHF", MODE_BID);
AUDJPY = MarketInfo("AUDJPY", MODE_BID);
EURAUD = MarketInfo("EURAUD", MODE_BID);
GBPAUD = MarketInfo("GBPAUD", MODE_BID);

if (MarketInfo("AUDNZD", MODE_BID) != AUDNZD)
{
if (AUDNZD > MarketInfo("AUDNZD", MODE_BID)) StrengthAUDNZD = (StrengthAUDNZD + 1) ;
if (AUDNZD < MarketInfo("AUDNZD", MODE_BID)) StrengthAUDNZD = (StrengthAUDNZD - 1) ;
}

if (MarketInfo("AUDUSD", MODE_BID) != AUDUSD)
{

if (AUDUSD > MarketInfo("AUDUSD", MODE_BID)) StrengthAUDUSD = (StrengthAUDUSD + 1);
if (AUDUSD < MarketInfo("AUDUSD", MODE_BID)) StrengthAUDUSD = (StrengthAUDUSD - 1);
}

if (MarketInfo("AUDCAD", MODE_BID) != AUDCAD)
{

if (AUDCAD > MarketInfo("AUDCAD", MODE_BID)) StrengthAUDCAD = (StrengthAUDCAD + 1);
if (AUDCAD < MarketInfo("AUDCAD", MODE_BID)) StrengthAUDCAD = (StrengthAUDCAD - 1);
}
if (MarketInfo("AUDCHF", MODE_BID) != AUDCHF)
{

if (AUDCHF > MarketInfo("AUDCHF", MODE_BID)) StrengthAUDCHF = (StrengthAUDCHF + 1);
if (AUDCHF < MarketInfo("AUDCHF", MODE_BID))StrengthAUDCHF = (StrengthAUDCHF - 1) ;
}

if (MarketInfo("AUDJPY", MODE_BID) != AUDJPY)
{

if (AUDJPY > MarketInfo("AUDJPY", MODE_BID)) StrengthAUDJPY = (StrengthAUDJPY + 1) ;
if (AUDJPY < MarketInfo("AUDJPY", MODE_BID)) StrengthAUDJPY = (StrengthAUDJPY - 1);
}

if (MarketInfo("EURAUD", MODE_BID) != EURAUD)
{

if (EURAUD < MarketInfo("EURAUD", MODE_BID)) StrengthEURAUD = (StrengthEURAUD + 1) ;
if (EURAUD > MarketInfo("EURAUD", MODE_BID)) StrengthEURAUD = (StrengthEURAUD - 1);

}

if (MarketInfo("GBPAUD", MODE_BID) != GBPAUD)
{

if (GBPAUD < MarketInfo("GBPAUD", MODE_BID)) StrengthGBPAUD = (StrengthGBPAUD + 1) ;
if (GBPAUD > MarketInfo("GBPAUD", MODE_BID)) StrengthGBPAUD = (StrengthGBPAUD - 1);
}


StrengthTOTAL = StrengthAUDNZD + StrengthAUDUSD + StrengthAUDCAD + StrengthAUDCHF + StrengthAUDJPY + StrengthEURAUD + StrengthGBPAUD;

Monitor("nama", "Armand Strauss ", 12, 3, 20, Silver, 1);
Monitor("web", "http://www.xlr8ed.biz", 12, 3, 40, Silver, 1);
Monitor("web1", "XLR8ED TRADING", 12, 3, 60, Silver, 1);
Comment(WindowExpertName(), "",
"nnn", "AUDNZD Strength : " ,StrengthAUDNZD,
"n", "AUDUSD Strength : " ,StrengthAUDUSD,
"n", "AUDCAD Strength : " ,StrengthAUDCAD,
"n", "AUDCHF Strength : " ,StrengthAUDCHF,
"n", "AUDJPY Strength : " ,StrengthAUDJPY,
"n", "EURAUD Strength : " ,StrengthEURAUD,
"n", "GBPAUD Strength : " ,StrengthGBPAUD,
"n", "TOTAL STRENGTH AUD : " ,StrengthTOTAL



);
//----
return(0);
}
//+------------------------------------------------------------------+
void Monitor(string a_name_0, string a_text_8, int a_fontsize_16, int a_x_20, int a_y_24, color a_color_28, int a_corner_32) {
ObjectCreate(a_name_0, OBJ_LABEL, 0, 0, 0, 0, 0);
ObjectSet(a_name_0, OBJPROP_CORNER, a_corner_32);
ObjectSet(a_name_0, OBJPROP_XDISTANCE, a_x_20);
ObjectSet(a_name_0, OBJPROP_YDISTANCE, a_y_24);
ObjectSetText(a_name_0, a_text_8, a_fontsize_16, "Tahoma", a_color_28);
}

I got it to work by just adding some Sleep(1000); The Tick sender software is working like a bomb perfect.

Why do you need to waste cpu resources with data from each millisecond? You should only need to run a script, ea, function, ect, each time there is a change in the data...Tick, event ect... a+b = 2 until the value of a or b changes. your not going to get different results.

This is actually counterproductive because if your in the middle of a loop when a new tick comes in, MT4 will finish the loop before starting again with the new tick resulting in an additional lag of your calculations.

My suggestion is to write your code in preparation for the next tick and execute your trades as soon as you as it comes in with a simple if statement.

If you are running a multi currency EA and have to get data from a non chart currency pair you will need another solution. The fastest way I have found to do this is to open a chart for each currency that you are using and run a script that updates the pricing data to a single file which can be read or common variable in a library.

Need no external software for sending ticks. Attach the above script to a chart and it will send ticks to this chart. Change the Sleep(200) to make it faster or slower.

Is there a read me for this software? Im trying to get tick by tick bid and ask price data.. Ive downloaded it and installed it but have no idea how to configure it..

This software is not needed. the script in the previous post does the exact same thing.

cheers, i will have a more indepth look tomorrow, is it easy to get it going my something like MySQL? will run out of rows pretty quickly in excel..

Thank you 7bit
easy and simple - like many great things - better then to use any executable that basically does the same

That script has a flaw it only makes the ea think theres a new tick if the ea does not stop it will not see new data. It will make the MT platform run and look and feel like its working


"Experts and scripts operate with their own copy of history data. Data of the current symbol are copied at the first launch of the expert or script. At each subsequent launch of the expert (remember that script is executed only once and does not depend on incoming ticks), the initial copy will be updated. One or more new ticks can income while the expert or script is operating, and data can become out of date. "

this script fulfills my needs - nothing else to do
that infinite loop on script send the ticks one per second or how many I want to specify and the EA can operate normally

if there is a need for checking the new Bid or other data it can be easily done.

I thought of it but did not try the next thing:

as soon as I have some action - let's say a loop where smth was triggered - I can end that loop with break; and then send a tick message to platform after that loop so it can initiate a new start() function

what do you thing guys?

That quote at the bottom of above post is from MT, I used that same script and had a minor problem with it that you should correct, but you'll learn.

Keit