Tick story

[Vladimir Karputov]

The terminal has already been updated to build1178:

2015.10.14 21:52:27.848 Terminal        MetaTrader 5 x64 build 1178 started (MetaQuotes Software Corp.)

Searched all the help on MQL5, but so far I haven't found any innovations on working with ticks.

Added:
Script v. 1.01 for downloading ticks (Who does not have enough RAM, blame yourself :) )

//+------------------------------------------------------------------+
//|                                                    CopyTicks.mq5 |
//|                        Copyright 2015, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2015, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.01"
//--- покажем окно входных параметров при запуске скрипта
#property script_show_inputs
input int  ticks=200000000;  // количество запрашиваемых тиков
//---
MqlTick ExTicks[];
//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
  {
//--- запросим тики
   int copied=CopyTicks(_Symbol,ExTicks,COPY_TICKS_ALL,0,ticks);
//--- если тики получены, то выведем на график значения Bid и Ask  
   Print("Получено тиков: ",copied," код ошибки: ",GetLastError());
   if(copied>1)
     {
      Print("Тик: ",ExTicks[0].time," bid: ",ExTicks[0].bid," ask: ",ExTicks[0].ask," last: ",ExTicks[0].last," [0]");
      Print("Тик: ",ExTicks[copied-1].time," bid: ",ExTicks[copied-1].bid," ask: ",ExTicks[copied-1].ask," last: ",ExTicks[copied-1].last," [",copied-1,"]");
     }
   Print("Size ",((long)copied*sizeof(MqlTick))>>20, " Mb");
  }
//+------------------------------------------------------------------+

Added:

Indicator"CopyTicksInd.mq5" v1.44 to compare three tick display modes. Also displays the name of flag type:

[Anatoli Kazharski]

Karputov Vladimir:

Now the terminal has been updated to build1178:

I searched all MQL5 help, but I haven't found any innovations on working with ticks yet.

Usually announcements are published: List of changes to MetaTrader 5 Client Terminal builds >>>, but this time there was none.

[Vladimir Karputov]

Anatoli Kazharski:

Usually announcements are published: List of changes in MetaTrader 5 Client Terminal builds >>>, but this time there were none.

This time the innovations are

>>> are not so much interested. I want to feel the tick history already.

[Vladimir Karputov]

There have been some changes with the ticks though. In the help an example onCopyTicks:

//+------------------------------------------------------------------+
//|                                                    CopyTicks.mq5 |
//|                        Copyright 2014, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2014, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
#property version   "1.00"
//--- input parameters
input int      ticks=10;  // количество запрашиваемых тиков
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//--- массив для приема тиков
   MqlTick tick_array[];
//--- запросим тики
   int copied=CopyTicks(_Symbol,tick_array,COPY_TICKS_ALL,0,ticks);
//--- если тики получены, то выведем на график значения Bid и Ask  
   if(copied>0)
     {
      string comment="#  Time       Bid        Ask\r\n";
      //--- сформируем содержимое комментария      
      for(int i=0;i<copied;i++)
        {
         MqlTick tick=tick_array[i];
         string tick_string=StringFormat("%d: %s  %G  %G",
                                         i,
                                         TimeToString(tick.time,TIME_MINUTES|TIME_SECONDS),
                                         tick.bid,
                                         tick.ask);
         comment=comment+tick_string+"\r\n";
        }
      //--- выводим комментарий на график        
      Comment(comment);
     }
   else // сообщим об ошибке при получении тиков
     {
      Comment("Не удалось загрузить тики. GetLastError()=",GetLastError());
     }
  }
//+------------------------------------------------------------------+

Has started to work wrong. Now the list is updated bottom-up

and before it was vice versa: the data crawled from top to bottom.

[[Deleted]]

Let's wait, maybe they haven't had time to prepare a list of updates yet.

[[Deleted]]

Karputov Vladimir:

There have been some changes with the ticks though. In the help an example onCopyTicks:

Has started to work wrong. Now the list is updated bottom-up

and before it was vice versa: the data crawled from top to bottom.

And, about the innovations, at least they added debugging of indicators on historical data!

[Vladimir Karputov]

Tapochun:
And, about the innovations, at least they added debugging of indicators on historical data!

No, debugging on historical data has already been added. It appeared in the 1500 build.

[[Deleted]]

Karputov Vladimir:
No, debugging on the story was already in place. It appeared in the 1500 build.

I didn't know there was one!) But seriously, there wasn't. The Service Desk for indicators fixed it just before the release of 1178. For indicators! For Expert Advisors - yes, it was there since 1150.

[Renat Fatkhullin]

What's new about ticks is that they are fully incorporated into common data delivery protocols to client terminals. That is, full access and synchronisation of the deep tick history. Next we will use this tick history in the strategy tester.

The list of changes and improvements is long, we will publish it soon. The release will be next Friday.

[Renat Fatkhullin]

Please actively use beta versions from our MetaQuotes-Demo server and post comments in the forum or on the Service Desk.

This will help to better test the programs before the release.

[Oleg Tsarkov]

Renat Fatkhullin:

What's new about ticks is that they are fully incorporated into common data delivery protocols to client terminals. That is, full access and synchronisation of the deep tick history. Next we will use this tick history in the strategy tester.

The list of changes and improvements is long, we will publish it soon. The release will be next Friday.

You can't wait for the deep tick history from the brokers. They have learned on five to turn minutes into hours and if you complain about it they answer that they cannot afford to load the server with gigabytes of historical data. What kind of ticks are there...