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

  • #21
  • Mar 6, 2012 12:00am Mar 6, 2012 12:00am
Quoting CockeyedCowboy
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
thank you Keit for letting me know

by the way - what was the error you had
can you please share with us?

Regards
  • #22
  • Mar 6, 2012 7:57am Mar 6, 2012 7:57am
it is pointless to store by millisecond. It would be a waste of resources and wouldn't give you any additional insight. The way I store data is onQuoteUpdate.
I also store level 2 data and I do it on Market depth updates. In mt4 the best solution will be to do tick by tick otherwise you would be just doing loads of extra work. If the issue is because you feel that every millisecond is a sense of continuous time then after storing the data to csv run an instance that fills in for every millisecond at the previous quote untill you hit the next quote... in a loop until file ends. It's solely up to you just my 2 cents
  • #23
  • Edited 9:52am Mar 6, 2012 9:41am | Edited 9:52am
eronyx

Now thats the way to answer a post if you want to learn.

If your using it to just make your indicators run by time instead of tick wise it will work just fine, It will NOT how ever save data in milliseconds MT dosnot automaticlly do that even if the sysyem is tirgged. it will save data based on the time scale of the chart, unless you program it to do other wise.

Also, with the this tick generator, only the MT window it is attached to will run tick wise, if you want to have more then one window run tick wise you have to have the code applyed to all open windows. If you use an external script to through ticks it make the complete platform run tick wise.

Now for the error, it comes in when you run the tick generator in an EA or script that ALSO trades OR manages trades. You will need to add some code to it to get it to update the EA copy of the data, Like my first post states a Script or EA uses a SECOND copy of data, that copy only gets updated when the EA or Scipt ends which will not happen if you code it into a loop. You must call the RefreshRate() function just after you have the script trigger a tick.

If you wate, I will post the copy of the script I use later tonight.


Keit

edit... I must also add that if the EA or script calls any indicators either builtin or custom ones it will be sending the stale data as input to the indicator function call which will return stale data too. so the copy of the indictor you see on the chart will be update normally but the ea or script will be working with old data that just gets older if you donot refresh the input data.

Quoting eronyx
thank you Keit for letting me know

by the way - what was the error you had
can you please share with us?

Regards
Trader Keit ... Methods Of A Dirt Road Mad Man....
  • #24
  • Edited 8:23pm Mar 10, 2012 12:27am | Edited 8:23pm
Quoting CockeyedCowboy
...
If you wait, I will post the copy of the script I use later tonight.

Keit
Hi CockeyedCowboy, thanks for your info Look forward to your script.

I've got a query for Keit, 7bit or any of you other smartter than the average bears out there -
What ea action happens when another tick arrives;

A. The ea is stopped from doing whatever it is up to (like calculating or comparing if() functions) and restarts at the start() function.

B. "ignores" and drops all incoming ticks until it finishes with the last one.

C. CrapT4 does whatever is on the "random" list.

D. None or any of the above.

cheers scalpz
Target 2 : Stoploss in the green
  • #25
  • Mar 17, 2012 1:23am Mar 17, 2012 1:23am
Quoting scalpz
...
What ea action happens when another tick arrives;
A. The ea is stopped from doing whatever it is up to (like calculating or comparing if() functions) and restarts at the start() function.
B. "ignores" and drops all incoming ticks until it finishes with the last one.
C. CrapT4 does whatever is on the "random" list.
D. None or any of the above.
cheers scalpz
And the answer is meant to be - B.
http://book.mql4.com/programm/special
Thanks to garyfritz for tracking down a reference source.

cheers scalpz
Target 2 : Stoploss in the green
  • #26
  • Mar 17, 2012 1:29pm Mar 17, 2012 1:29pm
Quoting CockeyedCowboy

I must also add that if the EA or script calls any indicators either builtin or custom ones it will be sending the stale data as input to the indicator function call which will return stale data too. so the copy of the indictor you see on the chart will be update normally but the ea or script will be working with old data that just gets older if you donot refresh the input data.
That's a good point - I will have to check on that as well
thank you about that

by the way about your script - will you be able to post it in here?

PS: the main ideas I was going to use that is to send to MT4 the ticks from dll so it an react faster - and I agree with you on the using refrash rates and all other stuff in case we are using the infinite loop
Regards
  • #27
  • Last Post: Nov 1, 2015 3:12pm Nov 1, 2015 3:12pm
Quoting 7bit
/** * MT4/experts/scripts/ticks.mq4 * send a fake tick every 200 ms to the chart and * all its indicators and EA until this script is removed. */ #property copyright " Bernd Kreuss" #import "user32.dll" int PostMessageA(int hWnd,int Msg,int wParam,int lParam); int RegisterWindowMessageA(string lpString); #import int start(){ int hwnd=WindowHandle(Symbol(), Period()); int msg = RegisterWindowMessageA("MetaTrader4_Internal_Message"); while(!IsStopped()){ PostMessageA(hwnd, msg, 2, 1); Sleep(200); } } Need no external software for sending ticks. Attach...

I assume i have to attach this to an OFFLINE chart right?

Regards,
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