Testing 'CopyTicks' - page 6

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Karputov Vladimir:
They are different on MetaQuotes-Demo - because, once again, the example should be as simple as possible. My flags are the same on MetaQuotes-Demo today.

Result of your indicator today, server Meta-Quotes demo. The flags via SymbolInfoTick come null.

 
zimbabve15:

Result of your indicator today, server Meta-Quotes demo. Flags through SymbolInfoTick come with nulls.

It's been 10 minutes and I haven't seen any mismatch between the flags received through CopyTicks and SymbolInfoTick on EURUSD on MetaQoutes-Demo.
 
Karputov Vladimir:
It's been 10 minutes - but I have never seen a mismatch between the flags of ticks received through CopyTicks and SymbolInfoTick on EURUSD on MetaQoutes-Demo.

at 16.53 mismatches ended when the peak of activity had passed

 
Karputov Vladimir:
It's been 10 minutes, but I've never seen on MetaQoutes-Demo, on EURUSD, flags of ticks received through CopyTicks and SymbolInfoTick do not coincide.

The same thing again on a strong move

 
Karputov Vladimir:
It took me 10 minutes and I have not seen any mismatch between the flags of ticks received through CopyTicks and SymbolInfoTick on EURUSD on MetaQoutes-Demo.

I propose the following code for testing:

#property copyright "Copyright © 2015, Vladimir Karputov"
#property link      "http://wmua.ru/slesar/"
#property version   "1.44"
#property description "Indicator for comparing the three modes of receiving ticks"
#property description "Индикатор для сравнения трёх режимов получения тиков"
#property indicator_plots 0
#property indicator_chart_window
int count=1; //считаем пришедшие тики в OnCalculate
int depth_save_tick=10; // количество тиков для записи
//с приходом каждого тика в OnCalculate будем писать в массив структуру тика через функцию SymbolInfoTick depth_save_tick раз
MqlTick SymbolInfoTick_array_depth_save_tick[10]; 
//с приходом каждого тика в OnCalculate будем получать в массив структуру последнего тика через функцию CopyTicks 
MqlTick CopyTick_array_one_tick[];
//с приходом каждого тика в OnCalculate будем писать в массив структуру тика через функцию CopyTicks depth_save_tick раз
MqlTick  CopyTick_array_depth_save_tick[10]; 
//когда придет depth_save_tick тиков  запишем их одним запросом через CopyTicks
MqlTick CopyTick_array[]; 

int OnCalculate(const int rates_total,
                const int prev_calculated,
                const int begin,
                const double &price[])
  {
   MqlTick last_tick;
   SymbolInfoTick(Symbol(),last_tick);
   if(count%depth_save_tick==0)
     {
      int copied=CopyTicks(_Symbol,CopyTick_array,COPY_TICKS_ALL,0,depth_save_tick);
      Comment("");
     }
   else
     {
      SymbolInfoTick_array_depth_save_tick[count-1]=last_tick;
      CopyTicks(_Symbol,CopyTick_array_one_tick,COPY_TICKS_ALL,0,1);
      CopyTick_array_depth_save_tick[count-1]=CopyTick_array_one_tick[0];
     }
   count++;
   return(rates_total);
  }

The idea: your indicator will compare values received through SymbolInfoTick and CopyTicks with a depth of 1 tick, that is the last values that come from the server. In the indicator, in procedureOnCalculate we will save the first and the second value in arrays with every coming of a new tick. The output will contain two arrays of ticks, obtained by different methods. Let's set the recording depth to 10. After reaching this depth let's make a requestCopyTicks for the same 10 ticks and compare these three arrays, and thus test the work of your idea with the simplest example, and see how does CopyTicks work with a history depth of more than 1 tick.

As it seems, your idea of the "simple example with one file" works and the indicator shows correctly the values of ticks via SymbolInfoTick and CopyTicks with a depth of 1 tick (I haven't considered yet the strong movements, as I wrote yesterday, where 0 flags were received, we will wait till the opening of america today). But as soon as we start comparing these histories, the picture with flags and other values in the structure of the tick becomes unclear. The picture shows exactly what it is. Moreover, time in ticks obtained using three methods coincides, i.e. the ticks are the same, but they have different filling. Server MetaQuotes-Demo

And I did not have to wait for the US, again on a strong movement:

I managed to write the tick data on the movement, they are in the attachment, the zeros come through SymbolInfoTick can be seen clearly, I can give screen shots compare your indicator alarm time and the zeros in the file. MetaQuotes-Demo server

 

How does this thriller end?

I've read the whole thing and there's no ending.

 
Nemoys:

How does this thriller end?

I've read the whole thing and there's no ending.

Service Desk replied:

Good afternoon. Your requests are in the works. We will reply in each one when the problem has been resolved.

An update seems to have been promised for early March, so we are waiting.

[Deleted]  

Is the timing and sequence of ticks consistent with the exchange data or with the metatrader's trading server data?

For example, could it be that a particular bid on the exchange was born at the 100th millisecond and died at the 101st, but in the metatrader's history this bid is either missing or with a birth/death time not equal to 100/101?

 
Anton Zverev:

Does the timing and sequence of ticks match the stock exchange data or the metatrader's trading server data?

For example, can it be that a particular bid on the exchange was born at the 100th millisecond and died at the 101st, but in the metatrader's history this bid is either missing, or with a birth/death time not equal to 100/101?

All ticks are absolutely accurate, with no omissions or other errors.

The tick base is the same for all processes in MetaTrader 5: servers, terminals, testers, etc.

[Deleted]  
MetaQuotes Software Corp.:

All ticks are absolutely accurate, with no omissions or other errors.

The tick-base is the same for all MetaTrader 5 processes: servers, terminals, testers, etc.

It turns out that if I download the history of ticks from the exchange site and from the five, it will be a complete match with an accuracy of ms?

Are ticks in the tester for FORTS Demo or for real?

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