Discussion of article "Timeseries in DoEasy library (part 37): Timeseries collection - database of timeseries by symbols and periods"

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New article Timeseries in DoEasy library (part 37): Timeseries collection - database of timeseries by symbols and periods has been published:

The article deals with the development of the timeseries collection of specified timeframes for all symbols used in the program. We are going to develop the timeseries collection, the methods of setting collection's timeseries parameters and the initial filling of developed timeseries with historical data.

These are all the improvements of the test EA.
Compile and launch it specifying the usage of the current symbol and the current timeframe in the parameters.
The following messages are displayed in the journal:

--- Initializing "DoEasy" library ---
Working with the current symbol only: "EURUSD"
Working with the current timeframe only: H4
EURUSD symbol timeseries: 
Timeseries "EURUSD" H4: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5330
Library initialization time: 00:00:00.141

Configure using the current symbol and the specified timeframe list in the settings (the list features the main timeframes).
The following messages are displayed in the journal:

--- Initializing "DoEasy" library ---
Working with the current symbol only: "EURUSD"
Working with the specified timeframe list:
"M1"  "M5"  "M15" "M30" "H1"  "H4"  "D1"  "W1"  "MN1"
EURUSD symbol timeseries: 
Timeseries "EURUSD" M1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3286
Timeseries "EURUSD" M5: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3566
Timeseries "EURUSD" M15: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3109
Timeseries "EURUSD" M30: Requested: 1000, Actual: 1000, Created: 1000, On the server: 2894
Timeseries "EURUSD" H1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5505
Timeseries "EURUSD" H4: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5330
Timeseries "EURUSD" D1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5087
Timeseries "EURUSD" W1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 2564
Timeseries "EURUSD" MN1: Requested: 1000, Actual: 590, Created: 590, On the server: 590
Library initialization time: 00:00:00.032

Configure using the current symbol and the full list of timeframes.
The following messages are displayed in the journal:

--- Initializing "DoEasy" library ---
Working with the current symbol only: "EURUSD"
Working with the full list of timeframes:
"M1"  "M2"  "M3"  "M4"  "M5"  "M6"  "M10" "M12" "M15" "M20" "M30" "H1"  "H2"  "H3"  "H4"  "H6"  "H8"  "H12" "D1"  "W1"  "MN1"
EURUSD symbol timeseries: 
Timeseries "EURUSD" M1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3390
Timeseries "EURUSD" M2: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5626
Timeseries "EURUSD" M3: Requested: 1000, Actual: 1000, Created: 1000, On the server: 4713
Timeseries "EURUSD" M4: Requested: 1000, Actual: 1000, Created: 1000, On the server: 4254
Timeseries "EURUSD" M5: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3587
Timeseries "EURUSD" M6: Requested: 1000, Actual: 1000, Created: 1000, On the server: 4805
Timeseries "EURUSD" M10: Requested: 1000, Actual: 1000, Created: 1000, On the server: 4035
Timeseries "EURUSD" M12: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3842
Timeseries "EURUSD" M15: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3116
Timeseries "EURUSD" M20: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3457
Timeseries "EURUSD" M30: Requested: 1000, Actual: 1000, Created: 1000, On the server: 2898
Timeseries "EURUSD" H1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5507
Timeseries "EURUSD" H2: Requested: 1000, Actual: 1000, Created: 1000, On the server: 6303
Timeseries "EURUSD" H3: Requested: 1000, Actual: 1000, Created: 1000, On the server: 6263
Timeseries "EURUSD" H4: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5331
Timeseries "EURUSD" H6: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5208
Timeseries "EURUSD" H8: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5463
Timeseries "EURUSD" H12: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5205
Timeseries "EURUSD" D1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5087
Timeseries "EURUSD" W1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 2564
Timeseries "EURUSD" MN1: Requested: 1000, Actual: 590, Created: 590, On the server: 590
Library initialization time: 00:00:00.094

Configure using the specified symbol list and set three symbols EURUSD,AUDUSD,EURAUD in the settings. Also, configure using the specified timeframe list (main timeframes are specified in the list).
The following messages are displayed in the journal:

--- Initializing "DoEasy" library ---
Working with predefined symbol list. The number of used symbols: 3
"AUDUSD" "EURUSD" "EURAUD"
Working with the specified timeframe list:
"M1"  "M5"  "M15" "M30" "H1"  "H4"  "D1"  "W1"  "MN1"
AUDUSD symbol timeseries: 
Timeseries "AUDUSD" M1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3394
Timeseries "AUDUSD" M5: Requested: 1000, Actual: 1000, Created: 1000, On the server: 4024
Timeseries "AUDUSD" M15: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3262
Timeseries "AUDUSD" M30: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3071
Timeseries "AUDUSD" H1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5104
Timeseries "AUDUSD" H4: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5026
Timeseries "AUDUSD" D1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5289
Timeseries "AUDUSD" W1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 1401
Timeseries "AUDUSD" MN1: Requested: 1000, Actual: 323, Created: 323, On the server: 323
EURAUD symbol timeseries: 
Timeseries "EURAUD" M1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3393
Timeseries "EURAUD" M5: Requested: 1000, Actual: 1000, Created: 1000, On the server: 4025
Timeseries "EURAUD" M15: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3262
Timeseries "EURAUD" M30: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3071
Timeseries "EURAUD" H1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5104
Timeseries "EURAUD" H4: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5026
Timeseries "EURAUD" D1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 4071
Timeseries "EURAUD" W1: Requested: 1000, Actual: 820, Created: 820, On the server: 820
Timeseries "EURAUD" MN1: Requested: 1000, Actual: 189, Created: 189, On the server: 189
EURUSD symbol timeseries: 
Timeseries "EURUSD" M1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3394
Timeseries "EURUSD" M5: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3588
Timeseries "EURUSD" M15: Requested: 1000, Actual: 1000, Created: 1000, On the server: 3116
Timeseries "EURUSD" M30: Requested: 1000, Actual: 1000, Created: 1000, On the server: 2898
Timeseries "EURUSD" H1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5507
Timeseries "EURUSD" H4: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5331
Timeseries "EURUSD" D1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 5087
Timeseries "EURUSD" W1: Requested: 1000, Actual: 1000, Created: 1000, On the server: 2564
Timeseries "EURUSD" MN1: Requested: 1000, Actual: 590, Created: 590, On the server: 590
Library initialization time: 00:00:00.266
As we can see, the required timeseries are created depending on the symbols and timeframes specified in the EA settings. Timeseries creation time depends on the EA launch (cold/hot), as well as on whether the selected symbols and their timeframes were used before.

Author: Artyom Trishkin

 

Hi there... Can you please clarify where and how the spread multiplier is used in the library? I have looked around and it seems to be used primarily for error correction in CTrading::RequestErrorsCorrecting() and functions called from there. What is the actual purpose of the multiplier in this process?

engine.SetSpreadMultiplier(InpSpreadMultiplier);
 
Dima Diall # :

Hi there... Can you please clarify where and how the spread multiplier is used in the library? I have looked around and it seems to be used primarily for error correction in CTrading::RequestErrorsCorrecting() and functions called from there. What is the actual purpose of the multiplier in this process?

If the StopLevel is set to zero on the server, then this does not mean that it does not exist. This indicates that this level is floating. And usually it is equal to two spread sizes. The multiplier is just needed in order to indicate for such a situation by how much the spread value needs to be multiplied in order to get the correct StopLevel level.

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