30s Timeframe MA Cross EA - how do you pull tick data when you cant choose seconds in the enum_timeframes?
Im trying to make an EA as im learning to be able to place a trade on a 30s MA cross.
I can make an EA that can trade based on MA crosses but the second time frame is super confusing.
im a scalper so the 30s timeframe is great and i use tradingview, but i was wondering if there was a way to make an EA using those micro timeframes.
How do you define that you want the MAs to be on the 30s Timeframe and for all trading to occur based on these 30s MA Crosses?
I thought maybe the periodseconds but that just tells you the amount of seconds within the current chart timeframe
i dont visually need to see a 30s chart, but perhaps the easiest way would be to show a 30s chart and then to run the MAs on the Period_Current?
if so, how do you create a 30s chart?
you can write a function PERIOD_S30 for that and then modify
iMA function as well then it will work
Currenly by default MT5 does not support seconds timeframe
you can write a function PERIOD_S30 for that and then modify
function as well then it will work
Currenly by default MT5 does not support seconds timeframe
Sorry how do you do that?
If this is my code and works on other timeframes.. how do i get it to work on the seconds?
(i realise its not going to be a profitable EA being just an MA cross but i'm trying to understand how to incorporate the seconds in so im not stuck with 1min and above...)
#include <Trade/Trade.mqh> CTrade trade; int OnInit(){ return(INIT_SUCCEEDED); } void OnDeinit(const int reason) { } void OnTick() { static datetime timestamp; datetime time = iTime(_Symbol,PERIOD_CURRENT,0); if(timestamp != time) { timestamp = time; static int handleSlowMA = iMA(_Symbol,PERIOD_CURRENT, 240 ,0,MODE_EMA,PRICE_CLOSE); double slowMaArray[]; CopyBuffer(handleSlowMA,0,1,2,slowMaArray); ArraySetAsSeries(slowMaArray,true); static int handleFastMA = iMA(_Symbol,PERIOD_CURRENT, 21 ,0,MODE_EMA,PRICE_CLOSE); double fastMaArray[]; CopyBuffer(handleFastMA,0,1,2,fastMaArray); ArraySetAsSeries(fastMaArray,true); if(fastMaArray [0] > slowMaArray[0] && fastMaArray[1] < slowMaArray[1]) { Print("Fast MA is now > than slow ma"); double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK); double sl = ask - 100 * SymbolInfoDouble(_Symbol,SYMBOL_POINT); double tp = ask + 500 * SymbolInfoDouble(_Symbol,SYMBOL_POINT); trade.Buy(0.01,_Symbol,ask,sl,tp,"Buy"); } if(fastMaArray [0] < slowMaArray[0] && fastMaArray[1] > slowMaArray[1]) { Print("Fast MA is now < than slow ma"); double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID); double sl = bid + 100 * SymbolInfoDouble(_Symbol,SYMBOL_POINT); double tp = bid - 500 * SymbolInfoDouble(_Symbol,SYMBOL_POINT); trade.Sell(0.01,_Symbol,bid,sl,tp,"Sell"); } Comment("\nslowMaArray[0]: ",slowMaArray[0], "\nslowMaArray[0]: ",slowMaArray[1], "\nfastMaArray[0]: ",fastMaArray[0], "\nfastMaArray[0]: ",fastMaArray[1]); } }
There is no "PERIOD_S30". What are you on about?
MetaTrader does not have standard support for time-frames with seconds, only with minutes.
To be able to work with seconds or any other non-standard time-frame you have to build yourself from the historical tick data.
There usually two options:
- Either you build a Custom Symbol for the non-standard time-frame, or ...
- you process the tick-data in real-time and use incremental calculations for indicators.
- www.mql5.com
There is no "PERIOD_S30". What are you on about?
MetaTrader does not have standard support for time-frames with seconds, only with minutes.
To be able to work with seconds or any other non-standard time-frame you have to build yourself from the historical tick data.
There usually two options:
- Either you build a Custom Symbol for the non-standard time-frame, or ...
- you process the tick-data in real-time and use incremental calculations for indicators.
There usually two options:
- Either you build a Custom Symbol for the non-standard time-frame, or ...
- you process the tick-data in real-time and use incremental calculations for indicators.
- www.mql5.com
It is somewhat complex and can easily be a couple hundred lines of code.
Here is a skeleton code example for the tick processing and timing of a seconds based time-frame. It does however, not build the OHLC bar data. In simply uses the open mid price "(Ask + Bid)/2".
You will have to extend the functionality if you want to build the OHLC data as well.
//--------------------------------------------------------------------------------------------------------------------- #property copyright "Copyright \x00A9 2022, Fernando M. I. Carreiro, All rights reserved" #property link "https://www.mql5.com/en/users/FMIC" //--------------------------------------------------------------------------------------------------------------------- //--- Parameter settings input group "Parameters: Tick data processing" input uint i_nTimeframeSeconds = 15, // Time-frame in seconds i_nTickHistoryDays = 5; // Days to backtrack tick history // enough to cover long weekends //--- Macro definitions // Define macro for invalid parameter values #define MCheckParameter( _condition, _text ) if( _condition ) \ { Print( "Error: Invalid parameter - ", _text ); return INIT_PARAMETERS_INCORRECT; } // Define macros for time masking #define MDayMinutes ( 24 * 60 ) #define MDaySeconds ( 24 * 60 * 60 ) #define MTimeOnly( _vardatetime ) ( int( ( _vardatetime ) % MDaySeconds ) ) #define MDateOnly( _vardatetime ) ( int( ( _vardatetime ) / MDaySeconds ) ) #define MDateTime( _vardate, _vartime ) ( datetime( ( _vardate ) * MDaySeconds + ( _vartime ) ) ) //--- Structures and classes // Tick data processor structure struct STickProcessor { // Declare member variables long m_nTicksTimeMsc; // Next search time (milliseconds) int m_nTicksTimeCount, // Next search duplicate time counter m_iTicksIndex, // Index of current tick data m_iTicksLast, // Index of last valid tick data m_nTicksCount; // Count of available ticks in the cached data MqlTick m_oTicks[]; // Tick data cache string m_sSymbol; // Symbol name for tick data bool m_bRealtime; // Real-time processing flag // Default deconstructor ~STickProcessor( void ) { ArrayFree( m_oTicks ); }; // Default constructor STickProcessor( void ) : m_nTicksTimeMsc( WRONG_VALUE ), m_nTicksTimeCount( WRONG_VALUE ), m_iTicksIndex( WRONG_VALUE ), m_iTicksLast( WRONG_VALUE ), m_nTicksCount( WRONG_VALUE ), m_bRealtime( false ), m_sSymbol( "" ) {}; // Initialiser bool Init( string sSymbol, long nTicksTimeMsc ) { if( ( nTicksTimeMsc > 0 ) && ( sSymbol.Length() > 0 ) ) { m_nTicksTimeMsc = nTicksTimeMsc; m_nTicksTimeCount = 0; m_iTicksIndex = m_iTicksLast = m_nTicksCount = WRONG_VALUE; m_bRealtime = false; m_sSymbol = sSymbol; return true; }; return false; // Failed to initialise }; // Verify validaty of current tick data state bool IsValid( void ) { return ( m_nTicksCount > 0 ) && ( m_iTicksIndex >= 0 ) && ( m_iTicksIndex <= m_iTicksLast ); }; // Update Real-time status void RealTimeUpdate( void ) { if( m_iTicksIndex == m_iTicksLast ) m_bRealtime = m_oTicks[ m_iTicksIndex ].time >= TimeCurrent(); }; // Advance to next tick bool Next( void ) { if( ( m_nTicksCount > 0 ) && ( m_iTicksIndex < m_iTicksLast ) ) { m_iTicksIndex++; // Next tick if( !m_bRealtime ) RealTimeUpdate(); // Update Real-time status return true; }; if( m_nTicksTimeMsc > 0 ) { // Acquire new data for the cache ResetLastError(); m_nTicksCount = _StopFlag ? 0 : CopyTicks( m_sSymbol, m_oTicks, COPY_TICKS_ALL, m_nTicksTimeMsc ); if( m_nTicksCount > m_nTicksTimeCount ) { // Count final ticks as there may be more in the future with the same timestamp int iTicksFinal = m_nTicksCount - 1; m_iTicksLast = iTicksFinal; m_nTicksTimeMsc = m_oTicks[ m_iTicksLast ].time_msc; while( ( iTicksFinal >= 0 ) && ( m_oTicks[ iTicksFinal ].time_msc >= m_nTicksTimeMsc ) ) iTicksFinal--; m_iTicksIndex = m_nTicksTimeCount; // Dismiss initial duplicate ticks m_nTicksTimeCount = m_iTicksLast - iTicksFinal; if( !m_bRealtime ) RealTimeUpdate(); // Update Real-time status return m_iTicksIndex <= m_iTicksLast; // Succeeded in acquiring tick data }; // Report any errors while acquiring the tick data if( ( m_nTicksCount == WRONG_VALUE ) || ( _LastError != ERR_SUCCESS ) ) PrintFormat( "Error %d: Unable to acquire tick data for symbol %s", _LastError, m_sSymbol ); // Reset everything m_iTicksIndex = m_iTicksLast = m_nTicksCount = WRONG_VALUE; }; return false; // Failed to acquire tick data }; // Get current tick time - Attention! For the sake of efficiency, validity is not verified datetime Time( void ) { return m_oTicks[ m_iTicksIndex ].time; }; // Get current mid price - Attention! For the sake of efficiency, validity is not verified double MidPrice( void ) { return 0.5 * ( m_oTicks[ m_iTicksIndex ].ask + m_oTicks[ m_iTicksIndex ].bid ); }; }; //--- Global variable declarations STickProcessor g_oTickProcessor; // Tick data processor structure object //--- Event handling functions // Initialisation event handler int OnInit( void ) { // Validate inputs and calculate parameter variables MCheckParameter( i_nTickHistoryDays < 1, "days to backtrack tick history" ); MCheckParameter( i_nTimeframeSeconds < 1, "time-frame in seconds" ); return INIT_SUCCEEDED; // Successful initialisation of indicator }; // Tick event handler void OnTick( void ) { // Detect first tick static bool bFirstTick = true; if( bFirstTick ) { // Initialise tick processing object with symbol and backtracking time g_oTickProcessor.Init( _Symbol, ( TimeCurrent() - i_nTickHistoryDays * MDaySeconds ) * 1000 ); bFirstTick = false; // First tick condition complete }; // Process tick data while( g_oTickProcessor.Next() ) { // Detect a change in timestamp (new bar in specified time-frame) static datetime dtTimeStampCurrent = WRONG_VALUE; datetime dtTimeStampPrevious = dtTimeStampCurrent; dtTimeStampCurrent = g_oTickProcessor.Time() / i_nTimeframeSeconds; bool bTimeStampNew = dtTimeStampCurrent != dtTimeStampPrevious; // Process opening state for new time (second based time-frame) if( bTimeStampNew ) { // Build data ... // ... do something with data ... // Check if we processing data in real-time if( g_oTickProcessor.m_bRealtime ) { // ... carry out trading operations ... }; }; }; }; //---------------------------------------------------------------------------------------------------------------------
- www.mql5.com
The skeleton code I provided is for processing in real-time in the EA against the real symbol data, not for using a Custom Symbol. It also requires that you calculate all indicator values internally and not via standard indicator functions.
If you are going to build your own Custom Symbol, then you don't need my example code. You can just code a normal EA the reads from the Custom Symbol, but trades against the Real Symbol.
The skeleton code I provided is for processing in real-time in the EA against the real symbol data, not for using a Custom Symbol.
If you are going to build your own Custom Symbol, then you don't need my example code. You can just code a normal EA the reads from the Custom Symbol, but trades against the Real Symbol.
As the display is essential for me, I have the impression that the solution with the custom symbol is the most appropriate for my needs.
Unless there are other solutions to display graphics with custom TF?
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
You agree to website policy and terms of use
Im trying to make an EA as im learning to be able to place a trade on a 30s MA cross.
I can make an EA that can trade based on MA crosses but the second time frame is super confusing.
im a scalper so the 30s timeframe is great and i use tradingview, but i was wondering if there was a way to make an EA using those micro timeframes.
How do you define that you want the MAs to be on the 30s Timeframe and for all trading to occur based on these 30s MA Crosses?
I thought maybe the periodseconds but that just tells you the amount of seconds within the current chart timeframe
i dont visually need to see a 30s chart, but perhaps the easiest way would be to show a 30s chart and then to run the MAs on the Period_Current?
if so, how do you create a 30s chart?