MT5 and trans2quik.dll

Andrey Azatskiy 2021.02.05 07:44 #171

Vitalii Ananev:

It is not a commission. It is the difference in price between the commodity and the futures contract. If the futures contract is more expensive than the commodity, it is called a contango. If it's cheaper, it's called a backwardation.

I know that. 42.5 is the commission at the standard opening rate for 100 shares + 1 futures (both ways). At more advantageous futures it will be more convenient, but also the volume of means will be more necessary, it will be necessary to open with limits or one leg with limit the other with a market that the parity remained profitable.

And spread on short futures is about 20 p. maximum, on long futures is more profitable, but there is no liquidity on futures at all.

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Aleksey Vyazmikin 2021.02.05 09:00 #172

prostotrader:

It's unlikely that a "dummy" will write his own application that will accept PostMessage from MT5 and manage trades via Quick API

Of course he won't, I thought there was enough open source code to reproduce a working terminal mapping.

prostotrader 2021.02.05 11:12 #173

Aleksey Vyazmikin:

Of course he won't, I thought there was enough open source code to reproduce a working terminal binding.

The problem is that MT5 doesn't handle external colbacs,

If there were, we could write everything in MQL5

prostotrader 2021.02.05 11:35 #174

I rewrote the crypt to avoid the HWND_BROADCAST system "chugging" all the time,

messages are sent at the start of the script and when the money changes

w32 = require("w32")

is_run = false
HWND_BROADCAST = 0xFFFF
WParam = 2

WM_EBS_MONEY = w32.RegisterWindowMessage("WM_EBS_MONEY")

if WM_EBS_MONEY >= 0xC000 then
  a_table = getPortfolioInfoEx("MCХХХХХХХХХХ", "ХХХХХ", 2)
  lpParam = math.floor(a_table.limit_open_pos * 100)
  w32.PostMessage(HWND_BROADCAST, WM_EBS_MONEY, WParam, lpParam)

  is_run = true
else
  message("Message not registered!") 
end

function OnStop()
  is_run = false
end

function OnMoneyLimit(m_limit)
  a_table = getPortfolioInfoEx("MCХХХХХХХХХХ", "ХХХХХ", 2)  
  lpParam = math.floor(a_table.limit_open_pos * 100)
  w32.PostMessage(HWND_BROADCAST, WM_EBS_MONEY, WParam, lpParam)
--  message("OnMoneyLimit")
end

function OnDepoLimit(d_limit)
  a_table = getPortfolioInfoEx("MCХХХХХХХХХХ", "ХХХХХ", 2)  
  lpParam = math.floor(a_table.limit_open_pos * 100)
  w32.PostMessage(HWND_BROADCAST, WM_EBS_MONEY, WParam, lpParam)
--  message("OnDepoLimit")
end

function OnFuturesClientHolding(f_holding)
  a_table = getPortfolioInfoEx("MCХХХХХХХХХХ", "ХХХХХ", 2)  
  lpParam = math.floor(a_table.limit_open_pos * 100)  
  w32.PostMessage(HWND_BROADCAST, WM_EBS_MONEY, WParam, lpParam)  
--  message("OnFuturesClientHolding")
end


function OnFuturesLimitChange(f_change)
  a_table = getPortfolioInfoEx("MCХХХХХХХХХХ", "ХХХХХ", 2)  
  lpParam = math.floor(a_table.limit_open_pos * 100)
  w32.PostMessage(HWND_BROADCAST, WM_EBS_MONEY, WParam, lpParam)
--  message("OnFuturesLimitChange")
end

function main()
 while is_run do
   sleep(1000)
  end
end