Blue Dream. - page 5

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Suddenly I run into a problem, seemingly out of the blue.

Suppose some technology requires access to historical data organised in a certain way:
- the data (bits, for example) must be without "holes";
- the data must be organized on a weekly basis - a row in an array contains 7200 elements.

It is not difficult to construct an algorithm to generate such an array: fill in the "holes" and ignore "extra" bars randomly generated on weekends.

Difficulties begin with determining the moment of trading opening on Monday and trading closing on Friday.

1. Different brokers start the trading day at different astronomical times.
2. Different brokers start the trading day at different local times.
3. Some brokers shift the time in summer and winter.

As a result it is not possible to strictly identify "useful" bars, which are adjacent to the weekends.

"Non-strict" option - to analyze the frequency of bars on the first hour of Monday (and the last hour of Friday, and not hours, and how many hours?) is not suitable for 2 reasons:
- in some cases it will not be Monday but Sunday, e.g. 9pm.
- some brokers give (I don't know why) as many quotes on weekend as there may be in the first trading hour, crowded with "holes".

I suggest that the developers think about strict parameters for the beginning and end of trading and the possibility of their request by a user for program processing, for example, through MarketInfo (), MODE_TIME_OPEN, MODE_DAY_OPEN, MODE_TIME_CLOSE, MODE_DAY_CLOSE.

This approach allows you to solve the current issue of closing orders before the end of the week programmatically.

 
The point is that instruments have up to three token sessions. I don't think it would be correct to put them in the MQL4 language.
 

You don't have to take it out.
You just need a proper way to separate the wheat from the chaff.


 

I think it would be appropriate to at least give the broker's time offset in relation to Greenwich.
Without this, it is difficult to link the accumulated (including "trained") files to a specific brokerage account.

 
I too have a "blue dream", I want the MT to finally have a full-fledged tick chart available to the analysis tools. ...
 

It would be nice to have a graph of balance distribution on time rather than on operation number, like in the championship. The graph is cleverly made there.
And sorting of open windows with charts (bookmarks) by dragging and dropping with mouse (drag and drop).
But these are rosy dreams, and they take precedence over MQ :)

 

And we also need a tick generator with the ability to simulate the nature of price changes.
This was important before - to work on weekends and in standalone mode.
And now - another argument: we could simulate "classic" shapes and use them to work out the criteria of opening, closing and modifying orders.

 
U Menja jestj odin pozhelanije k razrabotchikam. Na reale Ja rabotaju only with otlozhennimi orders i u brokera kotorij vipolnaj ih po zadannim cena. No testitj strategiju Ja lublju po market orders, potomu shto tako legko i bestrej mozhno napisatj algoritm. But, Ja chastenko nemogu sebe it pozvolozhitj tak jesli Ja v testeru budu ispolzovatj market orders, toizza to shto shto vnutri bara cena pereprigivajet, rezult poluchitsa netakim kakim on poluchilsa, jesli bi Ja ispolzoval otlozhennij orders. Poetomu prosjba kompanii Metaquotes . pozhalusta podemajte nad temtobi v tester dabavitj galochku, kotoruju vkluchiv, tester market order ispolnjal bi po zhe principles shto i otlozhennije orders.
 
SK. писал (а):

It would also be nice to be able to sort files in ME Navigator:
- by date;
- by name.

In my inclide directory I have accumulated approx. 200 files. Before I manage to find the right file in the cluttered list, sometimes a few foul words come out involuntarily:)


No one forbids creating other folders in the include folder, and the result is very nice and structured. The code itself accordingly.
#include <CommandSystemInit.mqh>
#include <CommandSystemPutSignal.mqh>
...
#include <TradeSystemInit_20070101.mqh>
#include <TradeSystemOrdersSupport_Best.mqh>
...
 
As the comedian said, "the dream is so blue, it's dark blue".
Question: How can I quickly navigate through the module text to the required function? (for example, in the dialog with function names, select the required one and move to its declaration)
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