Can't make tick comparison function pick up the difference in flags between two ticks

Lorentzos Roussos 2023.07.10 18:07

Hi i have this comparator of ticks (to determine whether or not compression and decompression results in the same tick stream)

The function reports a difference in tick flags but i cannot make it report on which flags specifically.

this is the function :

bool compareTicks(MqlTick &a,MqlTick &b){
if(a.time!=b.time){Print("Different time");return(false);}
if(a.time_msc!=b.time_msc){Print("Different MSC");return(false);}
if(a.ask!=b.ask){Print("Different ASK ("+DoubleToString(a.ask,_Digits)+") ("+DoubleToString(b.ask,_Digits)+")");return(false);}
if(a.bid!=b.bid){Print("Different BID");return(false);}
if(a.last!=b.last){Print("Different LAST");return(false);}
if(a.flags!=b.flags)
  {
  Print("Different FLAGS");
  bool a_bid=(a.flags&TICK_FLAG_BID)==TICK_FLAG_BID;
  bool a_ask=(a.flags&TICK_FLAG_ASK)==TICK_FLAG_ASK;
  bool a_last=(a.flags&TICK_FLAG_LAST)==TICK_FLAG_LAST;
  bool a_vol=(a.flags&TICK_FLAG_VOLUME)==TICK_FLAG_VOLUME;
  bool a_buy=(a.flags&TICK_FLAG_BUY)==TICK_FLAG_BUY;
  bool a_sell=(a.flags&TICK_FLAG_SELL)==TICK_FLAG_SELL;
  bool b_bid=(b.flags&TICK_FLAG_BID)==TICK_FLAG_BID;
  bool b_ask=(b.flags&TICK_FLAG_ASK)==TICK_FLAG_ASK;
  bool b_last=(b.flags&TICK_FLAG_LAST)==TICK_FLAG_LAST;
  bool b_vol=(b.flags&TICK_FLAG_VOLUME)==TICK_FLAG_VOLUME;
  bool b_buy=(b.flags&TICK_FLAG_BUY)==TICK_FLAG_BUY;
  bool b_sell=(b.flags&TICK_FLAG_SELL)==TICK_FLAG_SELL;  
  if(a_bid!=b_bid){Print("Different BID FLAG");}
  if(a_ask!=b_ask){Print("Different ASK FLAG");}
  if(a_last!=b_last){Print("Different LAST FLAG");}
  if(a_vol!=b_vol){Print("Different VOLUME FLAG");}
  if(a_buy!=b_buy){Print("Different BUY FLAG");}
  if(a_sell!=b_sell){Print("Different SELL FLAG");}
  Print("A("+IntegerToString(a.flags)+")B("+IntegerToString(b.flags)+")");
  return(false);
  }
if(a.volume!=b.volume){Print("Different VOLUME");return(false);}
if(a.volume_real!=b.volume_real){Print("Different VOLUME REAL");return(false);}
return(true);
}

and this is what it reprorts

thank you

Lorentzos Roussos 2023.07.10 19:58 #1

I changed the function to this :

bool compareTicks(MqlTick &a,MqlTick &b){
if(a.time!=b.time){Print("Different time");return(false);}
if(a.time_msc!=b.time_msc){Print("Different MSC");return(false);}
if(a.ask!=b.ask){Print("Different ASK ("+DoubleToString(a.ask,_Digits)+") ("+DoubleToString(b.ask,_Digits)+")");return(false);}
if(a.bid!=b.bid){Print("Different BID");return(false);}
if(a.last!=b.last){Print("Different LAST");return(false);}
if(a.flags!=b.flags)
  {
  Print("Different FLAGS");
  bool a_bid=(a.flags&TICK_FLAG_BID)==TICK_FLAG_BID;
  bool a_ask=(a.flags&TICK_FLAG_ASK)==TICK_FLAG_ASK;
  bool a_last=(a.flags&TICK_FLAG_LAST)==TICK_FLAG_LAST;
  bool a_vol=(a.flags&TICK_FLAG_VOLUME)==TICK_FLAG_VOLUME;
  bool a_buy=(a.flags&TICK_FLAG_BUY)==TICK_FLAG_BUY;
  bool a_sell=(a.flags&TICK_FLAG_SELL)==TICK_FLAG_SELL;
  bool b_bid=(b.flags&TICK_FLAG_BID)==TICK_FLAG_BID;
  bool b_ask=(b.flags&TICK_FLAG_ASK)==TICK_FLAG_ASK;
  bool b_last=(b.flags&TICK_FLAG_LAST)==TICK_FLAG_LAST;
  bool b_vol=(b.flags&TICK_FLAG_VOLUME)==TICK_FLAG_VOLUME;
  bool b_buy=(b.flags&TICK_FLAG_BUY)==TICK_FLAG_BUY;
  bool b_sell=(b.flags&TICK_FLAG_SELL)==TICK_FLAG_SELL;  
  if(a_bid!=b_bid){Print("Different BID FLAG");}
  if(a_ask!=b_ask){Print("Different ASK FLAG");}
  if(a_last!=b_last){Print("Different LAST FLAG");}
  if(a_vol!=b_vol){Print("Different VOLUME FLAG");}
  if(a_buy!=b_buy){Print("Different BUY FLAG");}
  if(a_sell!=b_sell){Print("Different SELL FLAG");}

  if(a_ask){Print("A::ASK");}
  if(a_bid){Print("A::BID");}
  if(a_last){Print("A::LAST");}
  if(a_buy){Print("A::BUY");}
  if(a_sell){Print("A::SELL");}
  if(a_vol){Print("A::VOL");}

  if(b_ask){Print("B::ASK");}
  if(b_bid){Print("B::BID");}
  if(b_last){Print("B::LAST");}
  if(b_buy){Print("B::BUY");}
  if(b_sell){Print("B::SELL");}
  if(b_vol){Print("B::VOL");}
  
  //scan b for extra flags as it is a default tick
    //4 bytes
      for(int i=0;i<4;i++){
      //8 bits
        uint v=0;
        for(int j=0;j<8;j++){
        if(v==0){v=1;}else{v*=2;}
        uint test_flag=v<<(i*8);
        if((b.flags&test_flag)==test_flag){
          Print("B::TEST FLAG ("+IntegerToString(test_flag)+") present");
          }
        }
      }
  
  Print("A("+IntegerToString(a.flags)+")B("+IntegerToString(b.flags)+")");
  return(false);
  }
if(a.volume!=b.volume){Print("Different VOLUME");return(false);}
if(a.volume_real!=b.volume_real){Print("Different VOLUME REAL");return(false);}
return(true);
}

I discovered that both ticks have the same "known" flags but then found an undocumented tick flag in the "default" (downloaded not uncompressed) tick.

Tick A:: is the result of reconstruction from the compressed stream

Tick B:: is the tick as it was downloaded

The report catces TICK_FLAG_ASK and TICK_FLAG_B on both and on the downloaded tick (B) it catches flag with value 128.

these are the values of the tick flags from another script :

There is no flag with bit resulting in 128

  MqlTick a,b={0};

  a.flags=TICK_FLAG_ASK;
  Print("ASK ("+IntegerToString(a.flags)+")");
  a.flags=TICK_FLAG_BID;
  Print("BID ("+IntegerToString(a.flags)+")");
  a.flags=TICK_FLAG_LAST;
  Print("LAST ("+IntegerToString(a.flags)+")");
  a.flags=TICK_FLAG_VOLUME;
  Print("VOLU ("+IntegerToString(a.flags)+")");
  a.flags=TICK_FLAG_BUY;
  Print("BUY ("+IntegerToString(a.flags)+")");
  a.flags=TICK_FLAG_SELL;
  Print("SELL ("+IntegerToString(a.flags)+")");

So , unless i'm not messing up something , (i'm not touching the downloaded ticks they remain as is) ,

what is the undocumented tick flag ?

Lorentzos Roussos 2023.07.10 20:54 #2

Here is the response for the undocumented tick flag(s)

Did not understand nothing.

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Slava, 2018.12.04 11:09

Это - служебный флаг, который выставляет датафид, если у тика по какой-либо причине не был выставлен флаг TICK_FLAG_BID, при том что тик должен быть применён к бару.

Translation :

This is a service flag that sets the datafeed if the tick has not had the TICK_FLAG_BID flag set for any reason, while the tick must be applied to the bar.

I just checked the documented (the flags they want us to know about) flags and the tick streams matched .

I hope there isn't any easter egg tick flag that represents "Synthesized ticks" or something ...

anyway , the docs are good for motivating you to go to the gym i give them that .

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Alain Verleyen 2023.07.10 21:59 #3

Lorentzos Roussos #:

Here is the response for the undocumented tick flag(s)

Did not understand nothing.

Translation :

I just checked the documented (the flags they want us to know about) flags and the tick streams matched .

I hope there isn't any easter egg tick flag that represents "Synthesized ticks" or something ...

anyway , the docs are good for motivating you to go to the gym i give them that .

It's an internal flag for the platform, you should just ignore it.

Lorentzos Roussos 2023.07.11 10:34 #4

Alain Verleyen #:
It's an internal flag for the platform, you should just ignore it.

Yeah , they could have added it in the docs though .

I mean :

them documenting it , 3.2 seconds
me discovering it , 5 hours

I understand that is rare someone may come across it , but just put it in there . Just write it

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Alain Verleyen 2023.07.11 21:39 #5

Lorentzos Roussos #:

Yeah , they could have added it in the docs though .

I mean :

them documenting it , 3.2 seconds
me discovering it , 5 hours

I understand that is rare someone may come across it , but just put it in there . Just write it

Or you read/search the forum. I made a post about it 5 years ago already.

But who is searching and reading nowadays...

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How to decompose tick volume into buy and sell ticks?

Alain Verleyen, 2018.12.07 16:10

We will never get these information on Forex, simply because they are not provided by the broker. On some broker (still talking about Forex) you will find FLAG_BUY and FLAG_SELL set, but always both at the same time.
There is an undocumented flag (=128), seems it's more internal information from MT5, I asked to the developer but I didn't understand clearly the answer.
CopyTicks() and CopyTicksRange() have several weaknesses (or bugs ? ), and they seems to be too slow. Well they can manipulate a lot of data so it takes time but it seems too much time. I am currently trying to get answers from developers.

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Lorentzos Roussos 2023.07.11 22:55 #6

Alain Verleyen #:

Or you read/search the forum. I made a post about it 5 years ago already.

But who is searching and reading nowadays...

Yeah , i found the response to your question actually .

The thing is as a bad coder i tend to assume there's something wrong on my end first so we i'll go through all scenarios before the "wait a minute" .

If i went back in time the Alain that discovered this would agree "it could be in the docs." 😋 (would also but dogecoin).

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