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last minute store ticks

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florenceale
42
florenceale  

Hi im trying to create an array with a lenght of 59, where each value stores the tick number second by second.


i have simplified the code here, I can also define it from 1 to 59 using for or while but after few ticks it says "array out of range" 263

  time = TimeSeconds(TimeCurrent());
   
  
   array_price_difference[time] = (Bid - open_price)*100000;
 

whroeder1
15902
whroeder1  
  1. florenceale: I can also define it from 1 to 59 using for or while but after few ticks it says "array out of range" 263
    Show all relevant code. Like your definition of array_price_difference and its context.

  2. array_price_difference[time] = (Bid - open_price)*100000;
    Don't hard code constants. Your 100000 breaks on JPY pairs and metals. Divide by _Point instead.

  3. Do you realize that you're not going to get a tick each second, so what you're doing with the array may be bogus. What if there are no ticks during a specific candle period? There can be minutes between ticks during the Asian session, think M1 chart.
              "Free-of-Holes" Charts - MQL4 Articles
              No candle if open = close ? - MQL4 and MetaTrader 4 - MQL4 programming forum
    A wrap around buffer may be better:
    double array_price_difference[60]; int iLast=0;
    void newTick(void){ array_price_difference[++iLast % 60] = Bid - open_price; }
    int  getDiff(int iTick){ return array_price_difference[(iLast - iTick + 60) % 60]/_Point; }

    getDiff(0) is the current value, getDiff(1) is the previous, etc.

florenceale
42
florenceale  

i have this:

aopen[0] = iOpen(0,PERIOD_CURRENT,0); //this returns the opening price correctly

int time = TimeSeconds(TimeCurrent()); //this returns the number of seconds correcty. Sometime if the trade is very slow we have to consider that some seconds can be skipped

cur_var = (Bid - aopen[0])*100000; //and this returns the ticks positive of negative are passed from the beginning of the current candle.

this is the base modifying it with _Point as u said.

my goal now should be to define a period inside the minute, like ten seconds...and understand every ten seconds how big is the tick variation. 

florenceale
42
florenceale  
whroeder1:
  1. Show all relevant code. Like your definition of array_price_difference and its context.

  2. Don't hard code constants. Your 100000 breaks on JPY pairs and metals. Divide by _Point instead.

  3. Do you realize that you're not going to get a tick each second, so what you're doing with the array may be bogus. What if there are no ticks during a specific candle period? There can be minutes between ticks during the Asian session, think M1 chart.
              "Free-of-Holes" Charts - MQL4 Articles
              No candle if open = close ? - MQL4 and MetaTrader 4 - MQL4 programming forum
    A wrap around buffer may be better:


yes i had considered that we could have seconds with no ticks, and also seconds with more ticks...but i think i will use this in fast moments of trading where surely all the seconds have ticks. Anyways ill checkout your link.
whroeder1
15902
whroeder1  
florenceale: my goal now should be to define a period inside the minute, like ten seconds...and understand every ten seconds how big is the tick variation. 

Why don't you just create a EMA of the variations:

Not compiled, not tested.

double roc10(void){ 
   static double   price[60]; static datetime when[60]; static int iLast=0;
   datetime now = TimeCurrent();
   if(when[iLast] != now){
      iLast = (iLast + 1) % 60;
      when[iLast] = now;
   }
   price[iLast] = Bid;
   static double roc=0;
   #define SMOOTHING 5
   static const double alpha = 2.0 / (SMOOTHING+1);
   #define SECONDS_BACK 10
   int i = (iLast - SECONDS_BACK + 60) % 60;
   roc += alpha*( (Bid - price[i]) / (now - when[i]) )
   return roc;
}
void OnTick(void){
   double roc = rac10();
Not compiled, not tested.
florenceale
42
florenceale  
whroeder1:

Why don't you just create a EMA of the variations:

Not compiled, not tested.

Not compiled, not tested.

ok ill study a little bit the code you wrote me and ill tell you if i can make it works. Thanks a lot.

florenceale
42
florenceale  

maybe is not the most stylish code, i have studied this language from just few weeks...but now it works. I made that it fills the gaps by itself, with the previous values, every second now has a value. I took some idea from yours. Thanks for help


double roc10(void){ 
   static double   price[60];
   static datetime when[60];
   static int iLast=1;
   static int s;
   static int tempo_a=0;
   static int tempo_c[10];
   static int dif_tempo;
   static int old_price;
     
   price[0]=(Bid-(iOpen(0,PERIOD_M1,0)))*100000; 
   //tempo_c[0]=0; 
  
   Print(iOpen(0,PERIOD_M1,0));
   
   if(iLast == 1){
   tempo_c[iLast]=TimeSeconds(TimeCurrent());
   iLast = 2;
   dif_tempo = tempo_c[1]-tempo_c[2];
   //when we have gaps
   if(dif_tempo>1){
   for(s=1; s <= dif_tempo; s++ ){
   price[tempo_c[2]+s]=price[tempo_c[2]];
   }
   }
   //when go back to beginning with gap
   if(dif_tempo<0){
   for(s=1; s <= tempo_c[1]; s++ ){
   price[0+s]=price[0];
   }   
   }
   price[tempo_c[1]]=(Bid-iOpen(0,PERIOD_M1,0))*100000;
   //Alert("diff: ",dif_tempo," secondi:",tempo_c[1]," prezzo",price[tempo_c[1]]);
   
   }
   if(iLast == 2){
   tempo_c[iLast]=TimeSeconds(TimeCurrent());
   iLast = 1;
   dif_tempo = tempo_c[2]-tempo_c[1];
   

   //when we have gaps
   if(dif_tempo>1){
   for(s=1; s <= dif_tempo; s++ ){
   price[tempo_c[1]+s]=price[tempo_c[1]];
   }
   }
   //when goes back to beginning with gap
   if(dif_tempo<0){
   for(s=1; s <= tempo_c[2]; s++ ){
   price[0+s]=price[0];
   }
   }
   price[tempo_c[2]]=(Bid-iOpen(0,PERIOD_M1,0))*100000;
   //Alert("diff: ",dif_tempo," secondi:",tempo_c[2]," prezzo:",price[tempo_c[2]]);
   }
   
    
   
   Print("Tempo:",TimeSeconds(TimeCurrent())," Prezzo:",price[1]," ",price[2]," ",price[3]," ",price[4]," ",price[5]," ",price[6]," ",price[7]," ",price[8]," ",price[9]," ",price[10]," ",price[11]," ",price[12]," ",price[13]," ",price[14]," ",price[15]," ",price[16]," ",price[17]," ",price[18]," ",price[19]," ",price[20]," ",price[21]," ",price[22]," ",price[23]," ",price[24]);
   }
   
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