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How to preserve variable in indicator when switching timeframes?

  • Post #41
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  • Edited 11:58pm Mar 20, 2013 6:47pm | Edited 11:58pm
A generic trade manager has to play nice with any other EAs running in MT4 and therefore may not automatically pickup any other open tickets not being managed by instances of itself. If it is using it's own window functionality, it can supply a list of unmanaged tickets so the user can easily load ticket(s) of his/her choice. No windowing means using magic numbers via the EA properties box.

Keeping track of orphaned tickets (previously handled by said EA) and letting the EA reload the ticket data is not anymore difficult than saving the ticket data in some form (globalvariables/file/registry/etc).

Handling access to shared data in a secure way will probably be required on occasion since each EA runs in its own thread. If one has written ones own dll(s) for the EA then there are probably language native constructs to make it easier. Otherwise the windows API provides functions for that and they can be called from the within the EA. Examples:
- Delphi/Lazarus: TCriticalSection.
- Win32 API: CreateMutex(), WaitForSingleObject(), ReleaseMutex(ghMutex) etc.
This thread is the hart of writing good programing. HaySeed, Fxtr51, nubcake, and xaphod all have great idars but one needs to stop looking at things as my, yours, or his. Each has a useful purpose were one is more aproperate then the other. All that was mentioned (files, Globals, and objects) have goods and bad points.

First this thread started with two questions, ones was answered in veries ways the other was not answered.

Both have simple answers but a more general purpose answer, will have more usefullness.

Now as for Hangover's use of objects to retain a values has more value then any of you guys (gals) have explored. I tryed to explain how I have made one indicator communicated with each other with out the use of iCustom() function. How I created graphics as a user communication method that the user can control all aspects of trading including crash recovery right on the chart.

The topic is so intents that it is imposible to explain in one post. I have attached three functions to this post, (you may have to copy it and past it in to meta editor to get the full benifit). I am fully aware that all the posters to this thread have the knowleadge to understand the bases of the code, may be not the style...

Theres a few things that one has to understand about MT, one is that you can write to the Object Discription field of ANY object not just Labels and Text Objects with the function ObjectSetText() and there for pass strings by way of objects too. Another is the way MT runs, It was mentioned that one EA may find an ophend order at the same time as another EA and both will try to manage it. Well if you have two or three charts on the same currency on the same timeframe only one chart has control as all EAs run in the same thread but only one is in control. when a new tick incomes, the chart with the hi-lighted title bar runs first, when complete, the chart that was hi-light before then runs, and so on in order of when it was hi lighted. Now one may say that it would be posible to miss or work with old data, but the EAs/Scripts do not maintain there price data it makes a copy of the price data from the main thread and runs with it. The indicators run in the main thread and are updated all at once. not so for the trade thread.... theres more but this topic is much larger then your all can invision.

Graphic objects if one refers to them by name are just like using variables the values are kept in memory and can be retreived faster then files or using a search function. Objects donot have to be visiable to be usefull either. you can have 100 invisiable objects on your chart all passing information to any code that is attached to that chart to read. That information can be of any type and the boundorise are limitless. You can pass lot sizing from your lot size code(indicator), trade information from your trade signal code(indicator) stops from your stop code(indicator) etc... to your EA/Script that only reads this information and places or manage trades nothing more. remember all indicators run at the same time in the main thread, EAs/Scripts run in the trade thread. theres only two ways that you can pass information from indicators to your EA that is with iCustom() or objects. Objects do not have the overhead that iCustom() has. You need to understand how iCustom() effects the run time of your EAs one will never use it when one understands that.

any way theres more to what is being discussed here then you all invision and it is of importance to anyone that plans to write code more then a simple indicator with alerts....

The code below is only part of a larger control libaray a Control Device is just a switch (of varies types) nothing more

Keit.



Inserted Code
/*===============================================================================================|
||                                                                                               ||
||  $_CreateDevice Function Procedure         v3.10           Date 06.10.2009             KTL    ||
||                                                                                               ||
||  Returns:     True or False depending if the function seccessed or not. OnError we can view   ||
||               the error condition on the 'Objects List' dialog box, as the error will be      ||
||               listed in the text field. This feild will show 'Device: XXX' in that feild if   ||
||               all went well, or the word 'ERROR' along with MT error code.                    ||
||                                                                                               ||
||  Purpose:     This procedure creates a switching device that is accessable by all other       ||
||               programs which are running within the same Chart window. This creates and sets  ||
||               the default value. If the value is unknown then that can also be set.           ||
||                                                                                               ||
||  Parameters:  Controller  ---  This is the controller ID Typically the same as the window ID. ||
||               ControlName ---  The Name you want the Device to have.                          ||
||               Type        ---  The type of switch that is created, (list below for macros).   ||
||               Key         ---  Is the value of this device when created. Typically UnKnown    ||
||                                ( -1 ) at time of creation if the value of which is unknown.   ||
||                                 ON 1 or OFF 0.                                                ||
||                                                                                               ||
||  Note:        A device is only a switch not just on and off but can be a list or a rotatry    ||
||               type of design. It opperates off the Font size setting of the labal object and  ||
||               only accepts an 'int' type inputs. This can include type bool, color, and       ||
||               datetime types, as well.                                                        ||
||                                                                                               ||
||               A device should be viewed as a property of the controler were other programs    ||
||               opperating within the same chart window can access and or change its setting    ||
||               but should not delete them, devices that are labaled with the controller ID     ||
||               there fore should be created and deleted by the controller overlay program.     ||
||                                                                                               ||
||  Example:     CreateDevice( $_ControlID, "System ON", OFF ); This will create a device        ||
||               called 'System ON' and set it to OFF (zero). If one looks in the Objects List   ||
||               box you will see a label that will look similar to this example, and state;     ||
||               '999999 Device: System ON'  and in the text feild will read 'Device:  OFF' and  ||
||               if you look at the font size feild you will see the value of this device as it  ||
||               was last set.                                                                   ||
||                                                                                               ||
||  Note:        The code out put was changed to show the value of the Device key in the text    ||
||               feild of the Objects List box so a user can see its value without opening up    ||
||               the objects dialog box. If an error occoured the error state will show instead. ||
||               and the device type index was added and the device type is visible in the angle ||
||               feild on the device dialog box.                                                 ||
||                                                                                               ||
||               AnchorX and AnchorY are not used but listed to locate control device at the     ||
||               0 0 X/Y coordiances.                                                            ||
||                                                                                               ||
||  Switchs:     There are 9 different style devices switches avaliable depending on there out   ||
||               put action. If a device setting is not known then the setting will reflect an   ||
||               UnSet state. The Preset macros avaiable are:                                    ||
||                                                                                               ||
||                  $_DeviceSWITCH     1        Shows the state of a switch that is  ON or OFF   ||
||                                              a -1 means UnSet.                                ||
||                  $_DeviceROTARY     2        Rotates within a given list of options, a zero   ||
||                                              will generate an Error as this should never be a ||
||                                              zero. at end of list the device will Restart at  ||
||                                              at the begining of the list again.               ||
||                  $_DeviceLISTS      3        Shows which option from a list is selected       ||
||                                              were zero means ALL.                             ||
||                  $_DeviceTOTALS     4        Accumlative totals, were zero means NONE.        ||
||                  $_DeviceCOMFIRM    5        Comfirms an action occured as in YES or NO. -1   ||
||                                              means UnKnown                                    ||
||                  $_DeviceDATE       6        Shows either the last date or future data of an  ||
||                                              action. Were zero means UnKnow.                  ||
||                  $_DeviceTIME:      7        Show the time of the last action or a future     ||
||                                              action to take place.                            ||
||                  $_DeviceAction:    8        This is used to indicate direction of price      ||
||                                              or the type of contion of the current price.     ||
||                  $_DeviceUpDate     9        UpDate type switch;                              ||
||                                                                                               ||
|-----------------------------------------------------------------------------------------------*/
bool
    $_CreateDevice( string Controller, string DeviceName, int SwitchType, int SetValue ) {
        bool     Success    =   False;
        int      GetError   =   GetLastError();
        int      Object     =   $_ControlDevice;
        string   KeyState   =   Clear;
        string   Control    =   $_ROOT + Controller + "Device: " + DeviceName;
        string   OutPut     =   Clear;
            Success  =  ObjectCreate ( Control, Object, $_MainWindow, 0, 0 );
                ObjectSet( Control, $_DeviceTYPE,               SwitchType );
                ObjectSet( Control, $_DeviceVALUE,                SetValue );
                ObjectSet( Control, $_AnchorCORNER,                  Empty );
                ObjectSet( Control, $_AnchorX,                       Empty );
                ObjectSet( Control, $_AnchorY,                       Empty );
                ObjectSet( Control, $_SetOnBOTTOM,                    True );
                ObjectSet( Control, $_ControlSTATE,           $_ControlUNK );
                ObjectSet( Control, $_ControlVISIBLE,        $_ControlHIDE );
            KeyState  =  $_GetDeviceType( SwitchType, SetValue );
            GetError  =  GetLastError();
            Success   =  IFFn( GetError > 0, False, Success );
            if( GetError > 0 ) { OutPut  =  " CREATE ERROR: " + DoubleToStr( GetError, 0 ); }
            OutPut  =  $_GetString( GetError > 0, OutPut + " :Device: " + KeyState );
            ObjectSetText( Control, OutPut, SetValue, Space, $_ControlUNK );
    return( Success );
} // End Routine Procedure, $_CreateDevice:
 

/*===============================================================================================|
||                                                                                               ||
||  $_SetDevice Function Procedure         v3.00           Date 06.10.2009              KTL      ||
||                                                                                               ||
||  Returns:     Returns true if the function success. False other wise.                         ||
||                                                                                               ||
||  Purpose:     This will set an existing device, but will not create it. Therefore if the      ||
||               device was not created first or if it cannot be found then it will not be       ||
||               created nor set. It will return an error code with GetLastError() if it fails.  ||
||                                                                                               ||
||  Parameters:  Controller  ---  This is the controller ID Typically the same as the window ID. ||
||               DeviceName  ---  The Name of the device you want to set the value of.           ||
||               SetValue    ---  The new value to set the device too.                           ||
||                                                                                               ||
||  Note:        Version updated to change the text feild which was not getting updated on the   ||
||               change of a device change. Version 3 has an error reporting to the text boy     ||
||               if an error occurred when setting the device. If the text field reads           ||
||               "SET ERROR: xxxx" an error ocurred the number that is seen will be the MT error ||
||               code.                                                                           ||
||                                                                                               ||
||  Example:     SetDevice( $_ControlID, "System ON",  ON );  This will set the device to return ||
||               'ON' or in reality '1' the next time this Device is read by any other program.  ||
||                                                                                               ||
||  Switchs:     There are 9 different style devices switches avaliable depending on there out   ||
||               put action. If a device setting is not known then the setting will reflect an   ||
||               UnSet state. The Preset macros avaiable are:                                    ||
||                                                                                               ||
||                  $_DeviceSWITCH     1        Shows the state of a switch that is  ON or OFF   ||
||                                              a -1 means UnSet.                                ||
||                  $_DeviceROTARY     2        Rotates within a given list of options, a zero   ||
||                                              will generate an Error as this should never be a ||
||                                              zero. at end of list the device will Restart at  ||
||                                              at the begining of the list again.               ||
||                  $_DeviceLISTS      3        Shows which option from a list is selected       ||
||                                              were zero means ALL.                             ||
||                  $_DeviceTOTALS     4        Accumlative totals, were zero means NONE.        ||
||                  $_DeviceCOMFIRM    5        Comfirms an action occured as in YES or NO. -1   ||
||                                              means UnKnown                                    ||
||                  $_DeviceDATE       6        Shows either the last date or future data of an  ||
||                                              action. Were zero means UnKnow.                  ||
||                  $_DeviceTIME:      7        Show the time of the last action or a future     ||
||                                              action to take place.                            ||
||                  $_DeviceAction:    8        This is used to indicate direction of price      ||
||                                              or the type of contion of the current price.     ||
||                  $_DeviceUpDate     9        UpDate type switch;                              ||
||                                                                                               ||
|-----------------------------------------------------------------------------------------------*/
bool
    $_SetDevice( string Controller, string DeviceName, int SetValue ) {
        bool     Success      =   False;
        int      GetError     =   GetLastError();
        int      SwitchType   =   Empty;
        string   KeyState     =   Clear;
        string   Control      =   $_ROOT + Controller + "Device: " + DeviceName;
        string   OutPut       =   Clear;
            if( ObjectFind( Control ) != UnKnown  ) {
                SwitchType  =  NormalizeDouble( ObjectGet( Control, $_DeviceTYPE ), 0 );
                KeyState    =  $_GetDeviceType( SwitchType, SetValue );
                Success     =  ObjectSet( Control, $_DeviceVALUE, SetValue );
            } // End If, ObjectFind:
            GetError  =  GetLastError();
            OutPut    =  "Device:  " + KeyState;
            Success   =  IFFn( GetError > 0, False, Success );
            if( GetError > 0 ) { OutPut  =  " SET ERROR: " + DoubleToStr( GetError, 0 ); }
            ObjectSetText( Control, OutPut, SetValue, Space, $_ControlUNK );
    return( Success );
} // End Routine Procedure, $_SetDevice:
 

/*===============================================================================================|
||                                                                                               ||
||  $_GetDevice Function Procedure         v1.00           Date 06.10.2009             KTL       ||
||                                                                                               ||
||  Returns:     Returns the value of the device, zero typically means OFF, a one for ON a minus ||
||               is typically the setting for UnKnown or if the device has not been set. It is   ||
||               possible to have it return other negitive numbers but it is not generally the   ||
||               typical usage here, a negitive number larger (smaller) then one generally means ||
||               an error occoured, the return number will be the MT error value.                ||
||                                                                                               ||
||  Purpose:     This will retrive an existing control device value.                             ||
||                                                                                               ||
||  Parameters:  Controller  ---  This is the controller ID Typically the same as the window ID. ||
||               DeviceName  ---  The Name of the device you want to get the value of.           ||
||                                                                                               ||
||  Note:        Care should be taken if negitive numbers are to be used with this function. As  ||
||               the error reporting is all with negitive values.                                ||
||                                                                                               ||
||  Example:     int IsSystemOn  =  GetDevice( $_ControlID, "System ON" ); This function will    ||
||               assign the device return value to the variable IsSystemOn.                      ||
||                                                                                               ||
|-----------------------------------------------------------------------------------------------*/
int
    $_GetDevice( string Controller, string DeviceName ) {
        int      GetError   =   GetLastError();
        int      GetValue   =   Empty;
        string   Control    =   $_ROOT + Controller + "Device: " + DeviceName;
        string   OutPut     =   ObjectDescription( Control );
            GetValue  =  NormalizeDouble( ObjectGet( Control, $_DeviceVALUE ), 0 );
            GetError  =  GetLastError();
            GetValue  =  IFFn( GetError > 0, NonActive, GetValue );
            if( GetError > 0 ) { OutPut  =  " GET ERROR: " + DoubleToStr( GetError, 0 ); }
            ObjectSetText( Control, OutPut, GetValue, Space, $_ControlUNK );
    return( GetValue );    
} // End Function Procedure, $_GetDevice:
 

/*===============================================================================================|
||                                                                                               ||
||  $_GetDeviceType Function Procedure        v1.00         Date 11.02.2010             KTL      ||
||                                                                                               ||
||  Returns:     Returns the the state of the given device which is printed to the device Text   ||
||               feild. This will also output and errors that may occure.                        ||
||                                                                                               ||
||  Purpose:     Private pricedure to establish the state of the given device. It is used in the ||
||               CreateDevice() and SetDevice() functions and has no public uses.                ||
||                                                                                               ||
||  Parameters:  Type --- This is the type of device which is stored in the angle feild of the   ||
||                        device.                                                                ||
||               Key  --- is the current value of that device, this will be set to the font      ||
||                        feild of the device.                                                   ||
||                                                                                               ||
||  Note:        See notes on both CreateDevice() and SetDevice() functions.                     ||
||                                                                                               ||
||                                                                                               ||
||  Switchs:     There are 9 different style devices switches avaliable depending on there out   ||
||               put action. If a device setting is not known then the setting will reflect an   ||
||               UnSet state. The Preset macros avaiable are:                                    ||
||                                                                                               ||
||                  $_DeviceSWITCH     1        Shows the state of a switch that is  ON or OFF   ||
||                                              a -1 means UnSet.                                ||
||                  $_DeviceROTARY     2        Rotates within a given list of options, a zero   ||
||                                              will generate an Error as this should never be a ||
||                                              zero. at end of list the device will Restart at  ||
||                                              at the begining of the list again.               ||
||                  $_DeviceLISTS      3        Shows which option from a list is selected       ||
||                                              were zero means ALL.                             ||
||                  $_DeviceTOTALS     4        Accumlative totals, were zero means NONE.        ||
||                  $_DeviceCOMFIRM    5        Comfirms an action occured as in YES or NO. -1   ||
||                                              means UnKnown                                    ||
||                  $_DeviceDATE       6        Shows either the last date or future data of an  ||
||                                              action. Were zero means UnKnow.                  ||
||                  $_DeviceTIME:      7        Show the time of the last action or a future     ||
||                                              action to take place.                            ||
||                  $_DeviceAction:    8        This is used to indicate direction of price      ||
||                                              or the type of contion of the current price.     ||
||                  $_DeviceUpDate     9        UpDate type switch;                              ||
||                                                                                               ||
||  Example:     None                                                                            ||
||                                                                                               ||
|-----------------------------------------------------------------------------------------------*/
string
    $_GetDeviceType( int Type, int Key ) {
        string   State    =   DoubleToStr( Key, 0 );
            switch( Type ) {
                case $_DeviceSWITCH:
                    State  =  $_GetStringStatus( Key != -1, Key, "ON:OFF:UnSET" );
                    break;
                case $_DeviceROTARY:
                    State  =  $_GetStringStatus( Key != -1, Key > 0, State + ":NONE :UnSET" );
                    break;
                case $_DeviceLISTS:
                    State  =  $_GetStringStatus( Key != -1, Key > 0, State + ":ALL:UnSET" );
                    break;
                case $_DeviceTOTALS:
                    State  =  $_GetStringStatus( Key != -1, Key > 0, State + ":NONE:UnSET" );
                    break;
                case $_DeviceCOMFIRM:
                    State  =  $_GetStringStatus( Key != -1, Key, "YES:NO:UnKnown" );
                    break;
                case $_DeviceDATE:
                    State  =  $_GetString( Key > 0, TimeToStr( Key, TIME_DATE ) + " :UnKnown" );
                    break;
                case $_DeviceTIME:
                    State  =  TimeToStr( Key, TIME_MINUTES ) + "  GMT";
                    State  =  $_GetString( Key == 0, "UnKnown:" + State );
                    break;
                case $_DeviceAction:
                    State  =  $_GetStringStatus( Key != 0, Key == 1, "UP:DOWN:NUTRUAL" );
                    break;
                case $_DeviceUpDate:
                    State  =  $_GetStringStatus( Key != -1, Key == 1, "YES:NO:UnKnown" );
                    State  =  $_GetString( Key == 3, "OffLine:" + State );
                    break;
                default:
                    State  =  "OverFlow  " + State;
            } // End Switch Case, Type:
    return( State );
} // End Function Procedure, $_GetDeviceType:
Trader Keit ... Methods Of A Dirt Road Mad Man....
Quoting CockeyedCowboy
as all EAs run in the same thread but only one is in control.
MT4 creates a new thread for each EA to process received ticks and destroys the thread when the EAs start() function returns.

In windows, using mutex objects is the correct way of handling shared objects in a multi-threaded environment. By using mutex objects one most likely will not have worry about which thread runs first.

Quote
theres only two ways that you can pass information from indicators to your EA that is with iCustom() or objects.

  1. One can pass information via global variables in a dll if the calling programs (EAs/indicators) are in the same process, which they are if they are running in the same instance of MT4.
  2. One can pass information via shared memory.
  3. One can pass information via named pipes.

Quoting Xaphod
MT4 creates a new thread for each EA to process received ticks and destroys the thread when the EAs start() function returns. In windows, using mutex objects is the correct way of handling shared objects in a multi-threaded environment. By using mutex objects one most likely will not have worry about which thread runs first. One can pass information via global variables in a dll if the calling...
it's tedious, if not criminal, to pass strings via globals. as for pipes and so on, that can become a PIT(f'ing)A if you aren't well-versed in all of that windows dark magik. as a bit of a convenient kludge for moving data around within mt4 the ol' objects-as-a-communications-layer ain't half bad.
Congratulations ScalaFX for coming out of the closet!
Quoting nubcake
it's tedious, if not criminal, to pass strings via globals. as for pipes and so on, that can become a PIT(f'ing)A if you aren't well-versed in all of that windows dark magik. as a bit of a convenient kludge for moving data around within mt4 the ol' objects-as-a-communications-layer ain't half bad.
Oh come on. You say it is criminal to share data via the use of globals in a dll which you can strictly control access to and then in the next sentence say it ain't half bad to share data via GLOBAL chart objects which any user or program can DELETE or CHANGE at any time.
Quoting Xaphod
Oh come on. You say it is criminal to share data via the use of globals in a dll which you can strictly control access to and then in the next sentence say it ain't half bad to share data via GLOBAL chart objects which any user or program can DELETE or CHANGE at any time.
no i misread what you said. global vars of mt4... not globally scoped vars within a dll, which i believe is what you meant and not what i read. i skim FF since it's mostly banal stuff that makes me dumber, and sometimes i misread things of merit.

don't hate me because i'm beautiful!?!

plus, i'm not endorsing global objects on a chart as some way to store more long-term important data or anything like that. that's just silly and what files are for, like i've said previously in here i think.
Congratulations ScalaFX for coming out of the closet!
Quoting Xaphod
In windows, using mutex objects is the correct way of handling shared objects in a multi-threaded environment. By using mutex objects one most likely will not have worry about which thread runs first. One can pass information via global variables in a dll if the calling programs (EAs/indicators) are in the same process, which they are if they are running in the same instance of MT4. One can pass...


You may be correct in the above, and may be I should of qualified my statment with the "only ways in MQ native language". But that statement still lacks the use of Global Variables. Which are also possible How ever the two methods I mentioned are used to restrict access (scope) to only the code blocks that are located within the same window. Global Variables have a global scope to all open windows on the platform. Global Variables should only be used when such scope is needed.



Quoting Xaphod
MT4 creates a new thread for each EA to process received ticks and destroys the thread when the EAs start() function returns.


This I have to question, Unless MT changed things sence my tests. Run two windows both on the same platform, same symbol, and time frame. Create an EA which is overloaded with iCustom() calls and place it on both windows. If you grossly overloaded the EA you will see a diffinet lag in the when both run. Even the bid line on both charts will move indipendently with the Hi Lighted chart updating first.



Quoting Xaphod
... bad to share data via GLOBAL chart objects which any user or program can DELETE or CHANGE at any time.


[Note the above quote was taken out of context.]

If your code is done correctly any user deletions should be replaced by the code if that object has any importance. Any program is also out of hand because all code should be done to control its own objects. Here I would not apply any code that was not writen as part of the overall system. When you code a system in multiple code blocks they must run as a unit and if one code block is removed the system should set an alarm to warn the user. In my system I have 12 indiviual code blocks each with their own 'program ID' (PID) Now there is one Control Overlay program with its 'control ID' (CID) The overlay Keeps an eye on all other programs as well as any user requests. Which it passes to the correct program for action.

I would be a crime to use just any ones elses code in connection to a complete system...

The frase 'GLOBAL chart objects ' is not correct as chart objects are Local to the chart that its applied too. Global objects would imply that the objects scope would be accessable by any code on any window with in the platform. As is Global Variables are....



Keit


Edit:
When deleting any chart objects one needs to do it in view of how the system was shut down with in the exit code. and control the object deletion accordenly. when ever MT shuts down it will record all objects with in a .ini file. If all went right then all objects should be deleted on exit. If the exit code is that of a time frame change or symbol change then one can control which object are deleted or kept in such conditions.
Trader Keit ... Methods Of A Dirt Road Mad Man....
Quoting nubcake

... i'm not endorsing global objects on a chart as some way to store more long-term important data or anything like that. that's just silly and what files are for, like i've said previously in here i think.

nubcake is 100% right in the above statement (except with the use of the term 'global'). I would go one step farther. When your system exits it should update its own .ini file to be read when the system restarts. I should also maintain a recovery file while it is actively running, as well as, other logs. anything else would be stupid.


Keit
Trader Keit ... Methods Of A Dirt Road Mad Man....
In mql4 you have global variables.
http://book.mql4.com/variables/types

and then you have GlobalVariables
http://book.mql4.com/variables/globals

They are not the same thing.

Quoting CockeyedCowboy
You may be correct in the above, and may be I should of qualified my statment with the "only ways in MQ native language". But that statement still lacks the use of Global Variables.
Maybe.

Quote
This I have to question, Unless MT changed things sence my tests. Run two windows both on the same platform, same symbol, and time frame. Create an EA which is overloaded with iCustom() calls and place it on both windows. If you grossly overloaded the EA you will see a diffinet lag in the when both run. Even the bid line on both charts will move indipendently with the Hi Lighted chart updating first.
Nothing has changed. Printing out the windows thread id in the script/EA/indicator will tell you which thread it is running in. It is the only way to be sure.

Quote
The frase 'GLOBAL chart objects ' is not correct as chart objects are Local to the chart that its applied too. Global objects would imply that the objects scope would be accessable by any code on any window with in the platform. As is Global Variables are....

Semantics. The chart objects are global in relation to all the individual programs running on the chart. That was the point. They can be manipulated by other indicators/ea/scripts that did not create them.
I've got better things to do then to split hairs with narrow minded people.

GlobalVariables or Global Variables the caps would of made it clear to an average person there the same.



"They are not the same thing...." "Maybe...." "Nothing has changed...." "Semantics...."

I all ready say it.... Narrow Minded


"The chart objects are global in relation to all the individual programs running on the chart. That was the point. They can be manipulated by other indicators/ea/scripts that did not create them. "

Thats only true if one is not a compitent programer....




To bad there is a lot that could of be shared here.... I've got better things to spend my time on then to continue this stupidity....


Keit
Trader Keit ... Methods Of A Dirt Road Mad Man....
  • Post #51
  • Quote
  • Edited 4:39pm Apr 6, 2013 2:27pm | Edited 4:39pm
Quoting CockeyedCowboy
I've got better things to do then to split hairs with narrow minded people. GlobalVariables or Global Variables the caps would of made it clear to an average person there the same. "They are not the same thing...." "Maybe...." "Nothing has changed...." "Semantics...." I all ready say it.... Narrow Minded "The chart objects are global in relation to all the individual programs running on the chart. That was the point. They can be manipulated by other indicators/ea/scripts that did not create them. " Thats only true if one is not a compitent programer.... I've got better things to spend my time on then to continue this stupidity....
Resorting to insults. How classy.
Quoting CockeyedCowboy
nubcake is 100% right in the above statement (except with the use of the term 'global').
you caught me. it seems i was having an 'off' day. at least, more than what is normal for me. i haven't done any mql4 for awhile so that's my excuse for being more retarded than usual.
Congratulations ScalaFX for coming out of the closet!
Hay nubcake

Glad to see you didn't take it as ... insulting.

Its the way of this forum, when ever theres a thread that is the least bit interesting you get some one jumpin up and down with there narrow mindness telling every one they dont know what they are talking about and doing. Disagreeing with every thing that is being said with no bases for their disagreement. The best you can get is a 'maybe'. I am supprized he didnt say something about my spelling, like "hell you cant even spell your name". Who losses; is the ones that want to learn and improve their skills.

Sounds like these people are pissed off at the world and everbody in it, simply because they dont have what it takes to trade. At least profitable, that is.

I've been at this for 15+ shit make that almost 20 years, and it doesn't change. I was going to retire and go fishing in the mountains and check out the night life.. I mean the wild life.. What I was thinking of, was to finding a few under priviledged kids (25+ that is) and teaching them my system as my exit into retirment and get the hell off forums. This sounds better and better to me as the days progress.

Till next time.

Keit
Trader Keit ... Methods Of A Dirt Road Mad Man....
  • Post #54
  • Quote
  • Edited 9:17pm Apr 8, 2013 12:09pm | Edited 9:17pm
Quote
"MT4 creates a new thread for each EA to process received ticks and destroys the thread when the EAs start() function returns."

This I have to question, Unless MT changed things sence my tests. Run two windows both on the same platform, same symbol, and time frame. Create an EA which is overloaded with iCustom() calls and place it on both windows. If you grossly overloaded the EA you will see a diffinet lag in the when both run. Even the bid line on both charts will move indipendently with the Hi Lighted chart updating first.

The results from the above method will be on par with the method itself.

In order to determine which thread an indicator or EA is running in, one can simply call GetCurrentThreadId(). It only takes a few lines of code:
Inserted Code
#import "kernel32.dll"
  int GetCurrentThreadId();
#import

int start() {
  int iThread=GetCurrentThreadId();
  Comment("Indicator Thread Id="+iThread);
  Print("Indicator Thread Id="+iThread);
  return(0);
}

If one wants to determine the sequence in which different EAs and indicators are called, one can set a time stamp at the beginning of the start() functions. As the resolution of the tick counter in windows is only about 10ms, one will probably have to create ones own tick counter using the high resolution timer functions provided by windows.

Now, the documentation for mql4 does state that threads and scripts run in their own threads, and that an EA will load iCustom functions into its own thread space. It also goes into how one can make EAs less dependent of the main window thread by looping in the start function with periodic calls to sleep().

Calling graphical functions in such an EA however may degrade the performance of the EA as it will then have to sync up with window thread. Or maybe they use windows messaging which gets queued for such calls and in that case it may not matter.
Attached File(s)
File Type: mq4 ThreadId-Indicator.mq4   < 1 KB | 394 downloads
File Type: mq4 ThreadId-EA.mq4   < 1 KB | 333 downloads
Quoting CockeyedCowboy
...Well if you have two or three charts on the same currency on the same timeframe only one chart has control as all EAs run in the same thread but only one is in control. when a new tick incomes, the chart with the hi-lighted title bar runs first, when complete, the chart that was hi-light before then runs, and so on in order of when it was hi lighted. Now one may say that it would be posible to miss or work with old data, but the EAs/Scripts do not maintain there price data it makes a copy of the price data from the main thread...
I have to correct my quote above Xaphod was correct to state that EAs run in sepperate threads. So my statement "all EAs run in the same thread" was incorrect. Each EA runs in sepperate threads BUT it appears that theres can only be ONE trade thread at any one time. I assumed that it was the same thread, as I did not test that aspect. The rest of what I stated is correct. Only one EA can have control which is determindec by the z-order that the chart windows were last clicked on. It also appears that the windows donot have to be the same. The order that each runs is controled the same way.

Now the fact that each EA runs in sepperate threads is not matterial. What is important is that, if one has an EA that is slow it will effect other EAs running on other windows on the same plateform. My first tests was to overload an EA and applied it to three charts of the same symbol and timeframe. A noticable lag existed even with the updating of the bid line. Each chart again each where of the same symbol and timeframe.

I Updated a version 2 of Xaphod code and uploaded below along with two screen shots. The first screen shot shows 3 charts all the same symbol on the same timeframe. I clicked on the 3 charts in the order of A B C leaving C hi-lighted. the order in the Experts window the order of each execution remains in the same order. In the second screen shot I clicked on the center chart making the order of clicks as A B C. Now as you can see in the Expert window the order of execution now changes.


Now, MT states that a second copy of each indicator the EA calls with the iCustom() function. The EA doesnot access any information from any indicator on the chart itself. The ea can call an indicator with different parameters then those that the indicator shows on the chart. The chart copy of the indicator is for the users visual benifit, not for the EA. If the EA installs a second copy it has to run that code and updated it at the same time, adding to the EAs run time. If your EAs lengthty and are calculating lot size, calculating stops, etc. and importing indicator trade signals form iCustom() calls. What I have done is to use the indicators that are already on the chart those 'for the users visual effect' to pass information back to the EA with objects. If you create an EA that only places and manages orders and nothing else. then the EA can run with out calcalating even lot size, stops, or any other duties you may place on it. A reminder Scripts and EAs do not maintain price data, they make a copy of that data from the main thread before they run.

Its getting late, may continue this at another time.


Keit
Attached Image(s) (click to enlarge)
Click to Enlarge Name: three same symbol charts.gif Size: 76 KB
Click to Enlarge Name: Test three same symbols.gif Size: 77 KB
Attached File(s)
File Type: mq4 ThreadId-EA v2 .mq4   < 1 KB | 475 downloads
Trader Keit ... Methods Of A Dirt Road Mad Man....
EA's run in a separate thread from the GUI thread, if an EA lags, you need to add a 5ms Sleep(), as it may be calling server data and you need to add latency to stop the flood of requests which will eventually hang MT4; i suspect this is a bug in mql, that doesn't handle a stream of requests correctly and it eventually throws its toys out of the pram.

Adding pauses in an EA within data intensive loops, allows the data to be parsed and processed before the next loop.
Politics is the womb in which war develops.
  • Post #57
  • Quote
  • Edited 3:09pm Apr 10, 2013 2:27pm | Edited 3:09pm
If anyone is interested in this the code I posted in post 42 creates devices as listed in the first screen shot.

Attached Image

Attached Image (click to enlarge)
Click to Enlarge Name: Control Devices.jpg Size: 79 KB

The above shot shows what the device looks like.

The second screen shot is that of drop objects, which is one form of user control on the price chart.

Attached Image



The last picture is that of other types of controls, it shows how one can control all the programs in a system.

Attached Image (click to enlarge)
Click to Enlarge Name: Object list.jpg Size: 116 KB





The '!' in the object discription indicates that these objects are control objects on the chart.
These screen shots are all old file copies and are shots I may have posted in the past.


Keit
Trader Keit ... Methods Of A Dirt Road Mad Man....
My system flow chart looks like this;


Attached Image (click to enlarge)
Click to Enlarge Name: System.jpg Size: 45 KB


The pool of knowledge is the control objects that are used to communicate between programs. It is also the objects that the user communicates to the system.

This is an older screen shot.


Keit
Trader Keit ... Methods Of A Dirt Road Mad Man....
  • Post #59
  • Quote
  • Edited 2:54pm Apr 10, 2013 2:43pm | Edited 2:54pm
In line with the use of objects you can create interesting pop ups and layered graphics displays.

Attached Image (click to enlarge)
Click to Enlarge Name: MT New Alert iCons.jpg Size: 83 KB

If you look at the top writing its in 3D, as well.


Attached Image (click to enlarge)
Click to Enlarge Name: STOP.jpg Size: 61 KB


Attached Image (click to enlarge)
Click to Enlarge Name: risk management.jpg Size: 64 KB

The above ledger sheet was created using layed graphics.

These are all old screen shots


Keit
Trader Keit ... Methods Of A Dirt Road Mad Man....
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