Services. Are they up and running yet? - page 14

New comment
 
Maxim Dmitrievsky:

many platforms have this option, for example. It is common practice to use one feed and trade with a different broker

arbitrage has nothing to do with it.

For example, the other provider has the market depth, other informational symbols (indexes, futures) and other goodies

Yeah, I'm learning to take volumes with Ninja Trader 8. I have done it quickly and poorly, through files. I'll try to do it through services.

 
fxsaber:

Without the DLL, you cannot "extend the GUI" of the Terminal.

Communication via Memory Mapping, at the same time will be two-way.

 
fxsaber:

I understand, an arbitrator's dream is a similar API. The only way to solve this problem is to run several terminals in parallel.

You take a Master Terminal and use the Service to collect data from other open terminals. In total on the Master Terminal you have

EURUSD_Alpari.

EURUSD_Dukascopy

EURUSD_LMAX

----


In case the Master Terminal is running on a slow brokerage company, an elementary Expert Advisor can be written that does not exceed the scope of MQL. All the dirty work is done by the Service.

How does it work? Two words, please.

 
Реter Konow:

A user-defined process in the Terminal that can be accessed by each EA. You can run endless calculations related to the market environment in separate threads in services and take current results from the processes at the right time.

Ring buffers.

It is a pity, that unlike the winndows services of MT5 are local within the terminal...

 
Alexey Volchanskiy:

Yeah, I'm learning how to take volumes with Ninja Trader 8. I did a quick and cheesy one, through files. I'll try it through services.

NT is a dead project, imho.

 
Maxim Dmitrievsky:

NT is a dead project, imho.

It is alive and growing

 
Alexey Volchanskiy:

Is there an example of data transfer on the fly via resources?

A search should find it.

Alexey Volchanskiy:

How to do it? In a nutshell.

FILE_COMMON or DLL.

 
Maxim Dmitrievsky:

NT is a dead project, imho.

When I say that, I write further because firstly ..., secondly .... etc. But that's just another fart in a vacuum.)

Still it's full-fledged C#, .NET rather recent version, like 4.5 or 4.6. You can write and debug programs right in VS2017, does it say anything? Plus all the power of the .NET libraries. And most importantly for me, access to volumes on futures. But not the Moscow Stock Exchange, where everything lags behind global fluctuations by tens of minutes. By the way, there's Market too, though I haven't studied it, it's too early.

 
fxsaber:

FILE_COMMON or DLL.

Ahh, I thought something new had been invented in terms of services.

 
Alexey Volchanskiy:

It's still full-fledged C#, with a fairly recent version of .NET, like 4.5 or 4.6. You can write and debug programs in VS2017, does that say anything?

We're not in the know here either!

I rewrote the Momentum indicator from MT5 delivery within 10 minutes... Rewritten it... copied it to VS2017 )))

MQL5 source code:

#import "tst_momentum.dll"
#import
..... текст оригинала индикатора Momentum.mql5

int OnCalculate(const int rates_total,
                const int prev_calculated,
                const int begin,
                const double &price[])
  {
   int StartCalcPosition;
   double pr[];
   ArrayCopy(pr,price);
   momentum::oncalculate(ExtMomentumPeriod,rates_total,prev_calculated,begin,pr,StartCalcPosition,ExtMomentumBuffer);
   if(begin>0) PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartCalcPosition+(ExtMomentumPeriod-1));
   return(rates_total);
  }

C# source

namespace tst_momentum
{
    public class momentum
    {
        public static void oncalculate(int ExtMomentumPeriod,
                                int rates_total,
                                int prev_calculated,
                                int begin,
                                double[] price,
                                ref int StartCalcPosition,
                                ref double[] OUTArray)
        {
            StartCalcPosition = (ExtMomentumPeriod - 1) + begin;
            if (rates_total < StartCalcPosition) return;
            int pos = prev_calculated - 1;
            if (pos < StartCalcPosition) pos = begin + ExtMomentumPeriod;
            for (int i = pos; i < rates_total;  i++)
            {
                OUTArray[i] = price[i] * 100 / price[i - ExtMomentumPeriod];
            }
        }
    }
}

MQL5 does memory allocation, C# does calculations

ZS: I don't know how to pass price[] to C#without copying - any variants?

1...789101112131415161718192021...25
New comment