Expert Advisors: Multicurrency OnTick (string symbol) event handler - page 3

[Mykola Demko]

Re-read with interest, hmmm.

These all dances with tambourine would not be necessary!!! if!!! MQs would switch on!!! the broadcasting of the glass on the DC server by default, and would not allow DCs to switch them off. Let it be an empty bet with only bid and ask, but it should be broadcasted.

Then a multicurrency tick can be easily tracked in OnBookEvent by subscribing to the required instrument.

In fact, OnBookEvent is a standard multicurrency tick handler.

And so far it is possible only in dillings that translate the glass.

[Konstantin Gruzdev]

micle:

The code from the article is outdated.

Yes, the code was written when OnChartEvent handler didn't work in the tester yet.

Urain:

Re-read with interest, hmmm.

These all tambourine dances would not be necessary!!! if!!! MQs would enable!!! beaker broadcasting on the DC server by default, and would not let DCs switch them off. Let it be an empty bet with only bid and ask, but it should be broadcasted.

Then a multicurrency tick can be easily tracked in OnBookEvent by subscribing to the required instrument.

In fact, OnBookEvent is a standard multicurrency tick handler.

And so far it is possible only in dillings that translate the glass.

I played with OnBookEvent once. For experts, in general, it would work. Although I would remove "broadcasting" and make a subscription for charts. Another minus: it doesn't work in indicators. I haven't tried it in the tester.

Since the first publications on this topic a lot of tambourines have been killed. Something more acceptable has appeared. Maybe I will publish it sometime.

[Mykola Demko]

Lizar:

Yes, the code was written when the OnChartEvent handler didn't work in the tester yet.

I was playing with OnBookEvent. For experts, in general, it would be fine. Although I would remove "broadcasting" and make a subscription for charts. Another minus: it doesn't work in indicators. I haven't tried it in the tester.

Since the first publications on this topic a lot of tambourines have been killed. Something more acceptable has appeared. Maybe I will publish it sometime.

There is a more subtle way of doing it, there is a subscription not for charts, but for specific Expert Advisors.

So you will not receive the signals of the chart without subscription. Therefore, the broadcasting is quite qualitatively processed.

Run owls in the attachment on two charts that have a stack. Each owl will receive only the signal to which it is subscribed.

[emred]

Hi Lizar,

I want to use your code, but my broker using mql4 language (TradeMasterFX Meta, Version: 4.00 Build 890),

Is there a way to upgrade my terminal to mql5 supporting terminal?

Thanks for your advise,

 

Emre 

[Andrey Khatimlianskii]

Konstantin Gruzdev:

Welcome to the discussion ;)

Forum on trading, automated trading systems and testing trading strategies

Features of mql5 language, subtleties and techniques of work

Andrey Khatimlianskii, 2018.10.09 23:18

When running an empty Expert Advisor using spy on 50 instruments, messages start pouring into the log:

2018.10.09 22:49:24.730 Spy (AUDNZD,W1) indicator is too slow, 4281 ms. rewrite the indicator, please

If you add a filter to the indicator for the frequency of sending kastum events in 500 ms, the errors become less frequent, but do not disappear.

Is it just me?

EA code:

#define  ForEach(index,array)   for(int index=0, max_##index=ArraySize(array);  index<max_##index;  index++)

string Symbols[];

int OnInit()
{
   ArrayResize( Symbols, SymbolsTotal(true) );

   ForEach( i, Symbols )
   {
      Symbols[i] = SymbolName(i,true);

      if( Symbols[i] != _Symbol )
         iCustom( Symbols[i], PERIOD_W1, "Spy.ex5", ChartID(), i );
   }
   return(INIT_SUCCEEDED);
}

void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam)
{
   if( id == CHARTEVENT_CUSTOM )
      OnTickMS( Symbols[ (int)lparam ] );
}

void OnTick()
{
   CheckSignal( _Symbol );
}

void OnTickMS(const string &Symb)
{
   CheckSignal( Symb );
}

void CheckSignal(const string symbol)
{
   //Comment( symbol, ": ",
   // DoubleToString( SymbolInfoDouble( symbol, SYMBOL_BID ), 5 ), " / ",
   // DoubleToString( SymbolInfoDouble( symbol, SYMBOL_ASK ), 5 )) );
   return;
}

Profiler shows 95% of the time iCustom, OnChartEvent takes almost nothing. The processor (i5-3570) is loaded at 75%.

[nra_]

Andrey Khatimlianskii:

I invite discussion ;)

There is a suggestion to try to use IndicatorRelease() and IndicatorDelete () an appropriate number of times in OnDeinit() of your EA.

[Andrey Khatimlianskii]

nra_:
I have a suggestion to try to use IndicatorRelease() and IndicatorDelete () the appropriate number of times in OnDeinit() of your EA.

It should not come to OnDeinit, I need it all to work.

After deleting the EA everything is ok, memory is freed after some time.

[Stanislav Korotky]

Andrey Khatimlianskii:

It doesn't have to come down to OnDeinit, I need it all to work.

After deleting the Expert Advisor everything is ok, memory is freed after some time.

I suggest profiling the indicator to find out where exactly 4281 ms are wasted. Maybe in the message sending itself.

[Andrey Khatimlianskii]

Stanislav Korotky:

It is reasonable to profile the indicator to find out where exactly 4281 ms are wasted. Could be in the message sending itself.

We did it.

EventChartCustom at some point starts to run for more than 3 seconds.

[nra_]

I realise that OnDeinit in the EA should not come to OnDeinit, but this is ideal. Are you sure that during 15 hours of your test OnInit was called 1 time in the Expert Advisor?