NamedPipes for metatrader 4

fxsaber 2017.11.30 13:18 #11

Hannan Nussbaum:

What I need is a simple array with ask bid for 2 terminals.

Exchange_Data.mqh

#include <MemMapLib.mqh>
#include <TypeToBytes.mqh>

template <typename T>
class EXCHANGE_DATA
{
private:
  CMemMapFile* FileMemory;

public:  
  // Выделяет память заданной длины под данные 
  EXCHANGE_DATA( const int Amount, const bool ModeCreate = false, string FileName = "Local\\test" )
  {
//    FileName += _Symbol;
    
    this.FileMemory = new CMemMapFile;
      
    if (this.FileMemory.Open(FileName, sizeof(T) * Amount + sizeof(int) + HEAD_MEM, ModeCreate ? modeCreate : modeOpen) != 0)
    {
      Alert("FileMemory.Open - ERROR!");
      
      delete &this;
    }
  }
  
  ~EXCHANGE_DATA( void )
  {
    this.FileMemory.Close();
    
    delete this.FileMemory;
  }

  // Записывает данные в память
  void DataSave( const T &Data[], const bool FromBegin = true  ) const
  {
    const int Size = ::ArraySize(Data) * sizeof(T);
    uchar Bytes[];
    
    _ArrayCopy(Bytes, _R(Size).Bytes);              // Записали количество  
    _ArrayCopy(Bytes, _R(Data).Bytes, sizeof(int)); // Записали данные
  
        if (FromBegin)
          this.FileMemory.Seek(0, SEEK_SET);
  
        this.FileMemory.Write(Bytes, ::ArraySize(Bytes)); // Сбросили все в память
    
    return;
  }
  
  // Считывает данные из памяти
  int DataLoad( T &Data[], const bool FromBegin = true ) const
  {
        if (FromBegin)
          this.FileMemory.Seek(0, SEEK_SET);
  
        uchar Bytes[];
          
        this.FileMemory.Read(Bytes, sizeof(int));  // Прочли из памяти количество данных        
        this.FileMemory.Read(Bytes, _R(Bytes)[0]); // Получили сами данные
  
        _ArrayCopy(Data, Bytes);              // Сбросили данные в массив
    
    return(::ArraySize(Data));
  }  
};

PriceGiver.mq4

#property strict

#include "Exchange_Data.mqh"

#define AMOUNT 100

EXCHANGE_DATA<MqlTick> ExchangeTicks(AMOUNT, true);

const bool Init = EventSetMillisecondTimer(100);

void OnTimer( void )
{
  static MqlTick Ticks[1];
  
  if (SymbolInfoTick(_Symbol, Ticks[0]))
    ExchangeTicks.DataSave(Ticks);
}

PriceTaker.mq4

#property strict

#include "Exchange_Data.mqh"

#define AMOUNT 100

EXCHANGE_DATA<MqlTick> ExchangeTicks(AMOUNT);

const bool Init = EventSetMillisecondTimer(100);

#define TOSTRING(A) (#A + " = " + (string)(A) + " ")

void OnTimer( void )
{  
  static MqlTick PrevTick = {0};  
  MqlTick Ticks[];
  
  if ((ExchangeTicks.DataLoad(Ticks) > 0) &&
      ((Ticks[0].bid != PrevTick.bid) || (Ticks[0].ask != PrevTick.ask)))
  {
    Print(TOSTRING(Ticks[0].time) + TOSTRING(Ticks[0].bid) + TOSTRING(Ticks[0].ask));
    
    PrevTick = Ticks[0];
  }
}

Run PriceGiver.ex4 and PriceTaker.ex4.

Result

2017.11.30 15:13:55.101 Expert PriceGiver EURUSD,M1: removed
2017.11.30 15:13:55.091 PriceGiver EURUSD,M1: uninit reason 1
2017.11.30 15:13:51.006 Expert PriceTaker GBPAUD,M1: removed
2017.11.30 15:13:50.996 PriceTaker GBPAUD,M1: uninit reason 1
2017.11.30 15:13:49.168 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:41 Ticks[0].bid = 1.18483 Ticks[0].ask = 1.18487 
2017.11.30 15:13:48.838 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:41 Ticks[0].bid = 1.18484 Ticks[0].ask = 1.18489 
2017.11.30 15:13:48.186 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:40 Ticks[0].bid = 1.18483 Ticks[0].ask = 1.18487 
2017.11.30 15:13:47.751 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:40 Ticks[0].bid = 1.18484 Ticks[0].ask = 1.18488 
2017.11.30 15:13:42.178 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:34 Ticks[0].bid = 1.18485 Ticks[0].ask = 1.18489 
2017.11.30 15:13:41.633 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:34 Ticks[0].bid = 1.18484 Ticks[0].ask = 1.18488 
2017.11.30 15:13:37.588 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:30 Ticks[0].bid = 1.18483 Ticks[0].ask = 1.18487 
2017.11.30 15:13:36.175 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:28 Ticks[0].bid = 1.18481 Ticks[0].ask = 1.18485 
2017.11.30 15:13:30.717 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:23 Ticks[0].bid = 1.18482 Ticks[0].ask = 1.18486 
2017.11.30 15:13:29.514 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:22 Ticks[0].bid = 1.18483 Ticks[0].ask = 1.18487 
2017.11.30 15:13:27.324 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:19 Ticks[0].bid = 1.1848 Ticks[0].ask = 1.18484 
2017.11.30 15:13:26.994 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:19 Ticks[0].bid = 1.18482 Ticks[0].ask = 1.18486 
2017.11.30 15:13:26.012 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:18 Ticks[0].bid = 1.18481 Ticks[0].ask = 1.18485 
2017.11.30 15:13:25.584 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:18 Ticks[0].bid = 1.18482 Ticks[0].ask = 1.18486 
2017.11.30 15:13:25.254 PriceTaker GBPAUD,M1: Ticks[0].time = 2017.11.30 15:13:16 Ticks[0].bid = 1.18481 Ticks[0].ask = 1.18485 
2017.11.30 15:13:25.147 PriceTaker GBPAUD,M1: initialized
2017.11.30 15:13:24.049 Expert Sparring\PriceTaker GBPAUD,M1: loaded successfully
2017.11.30 15:13:21.157 PriceGiver EURUSD,M1: initialized
2017.11.30 15:13:19.617 Expert Sparring\PriceGiver EURUSD,M1: loaded successfully

Hannan Nussbaum 2017.12.01 12:46 #12

Thank you. It works. My questions is, will it work in full duplex mode? Meaning each platform is both giver and taker of ticks?

fxsaber 2017.12.01 17:25 #13

Hannan Nussbaum:

Thank you. It works. My questions is, will it work in full duplex mode? Meaning each platform is both giver and taker of ticks?

Read the source!

Hannan Nussbaum 2017.12.01 18:37 #14

Is this EA code correct? (seems to be working)

//+------------------------------------------------------------------+

//| Forex Arb.mq4 |

//| https://www.mql5.com |

//+------------------------------------------------------------------+

#property link "https://www.mql5.com"

#property version "1.00"

#property strict

#include <Exchange_Data.mqh>

#define AMOUNT 100

EXCHANGE_DATA<MqlTick> ExchangeTicks(AMOUNT, true);

const bool Init = EventSetMillisecondTimer(10);

#define TOSTRING(A) (#A + " = " + (string)(A) + " ")

//+------------------------------------------------------------------+

//| Expert initialization function |

//+------------------------------------------------------------------+

int OnInit()

{

//--- create timer

//EventSetTimer(60);

//---

return(INIT_SUCCEEDED);

}

//+------------------------------------------------------------------+

//| Expert deinitialization function |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

{

//--- destroy timer

EventKillTimer();

}

//+------------------------------------------------------------------+

//| Expert tick function |

//+------------------------------------------------------------------+

void OnTick()

{

//---

}

//+------------------------------------------------------------------+

//| Timer function |

//+------------------------------------------------------------------+

void OnTimer()

{

//Transmitter

static MqlTick Ticks_Trn[1];

if (SymbolInfoTick(_Symbol, Ticks_Trn[0]))

ExchangeTicks.DataSave(Ticks_Trn);

//Receiver

static MqlTick PrevTick_Rcv = {0};

MqlTick Ticks_Rcv[];

if ((ExchangeTicks.DataLoad(Ticks_Rcv) > 0) &&

((Ticks_Rcv[0].bid != PrevTick_Rcv.bid) || (Ticks_Rcv[0].ask != PrevTick_Rcv.ask)))

{

Print(TOSTRING(Ticks_Rcv[0].time) + TOSTRING(Ticks_Rcv[0].bid) + TOSTRING(Ticks_Rcv[0].ask));

PrevTick_Rcv = Ticks_Rcv[0];

}

//+------------------------------------------------------------------+

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Questions from Beginners MQL4 PROBLEM expert advisor - miscellaneous

Hannan Nussbaum 2017.12.01 20:48 #15

Is it possible to save tick data info (bid,ask) together with symbol?

So I can loop thru list of symbols and save,load all data in one expert instead of attaching separate expert to separate chart symbols?

Save and Load data Wishes for MT5 Wishes for MQL5

Hannan Nussbaum 2017.12.01 22:21 #16

Not working in full duplex mode. It prints quotes from both terminals however I do not know which is which.

Hannan Nussbaum 2017.12.02 11:17 #17

I tried to define my own struct:

struct MyTick

{

public:

datetime time; // Time of the last prices update

double bid; // Current Bid price

double ask; // Current Ask price

double last; // Price of the last deal (Last)

ulong volume; // Volume for the current Last price

string symbol;

string company;

};

and use:

static MyTick Ticks[1];

Ticks[0].time = TimeLocal();

Ticks[0].bid = Bid;

ExchangeTicks.DataSave(Ticks, true);

However when saving the array throws an error: 'Ticks' - parameter conversion not allowed PriceGiver.mq4 58 27

It is expecting struct of type MqlTick.

Can this be changed?

Change Symbol Data Will the EA crash Can there be more

NamedPipes for metatrader 4 - page 2