how can i copy the buy and sell prices

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Hi, thanks for all , I want to copy the historic buy and sell prices. what can I do for that? my respects to everyone.
[Deleted]  
Mouloud Aghbal: Hi, thanks for all , I want to copy the historic buy and sell prices. what can I do for that? my respects to everyone.

When in doubt, please refer to the documentation ...

 
Fernando Carreiro #:

When in doubt, please refer to the documentation ...

thanks about your reply. I mean copy in programming with mql5 language.
[Deleted]  
Mouloud Aghbal #: thanks about your reply. I mean copy in programming with mql5 language.

Please learn to research the documentation ...

CopyTicks

Gets ticks in the MqlTick format into ticks_array

CopyTicksRange

Gets ticks in the MqlTick format within the specified date range to ticks_array

CopyRates

Gets history data of the Rates structure for a specified symbol and period into an array

CopySeries

Gets the synchronized timeseries from the Rates structure for the specified symbol-period and the specified amount

CopyTime

Gets history data on bar opening time for a specified symbol and period into an array

CopyOpen

Gets history data on bar opening price for a specified symbol and period into an array

CopyHigh

Gets history data on maximal bar price for a specified symbol and period into an array

CopyLow

Gets history data on minimal bar price for a specified symbol and period into an array

CopyClose

Gets history data on bar closing price for a specified symbol and period into an array

CopyTickVolume

Gets history data on tick volumes for a specified symbol and period into an array

CopyRealVolume

Gets history data on trade volumes for a specified symbol and period into an array

CopySpread

Gets history data on spreads for a specified symbol and period into an array
 
Fernando Carreiro #:

Please learn to research the documentation ...

CopyTicks

Gets ticks in the MqlTick format into ticks_array

CopyTicksRange

Gets ticks in the MqlTick format within the specified date range to ticks_array

CopyRates

Gets history data of the Rates structure for a specified symbol and period into an array

CopySeries

Gets the synchronized timeseries from the Rates structure for the specified symbol-period and the specified amount

CopyTime

Gets history data on bar opening time for a specified symbol and period into an array

CopyOpen

Gets history data on bar opening price for a specified symbol and period into an array

CopyHigh

Gets history data on maximal bar price for a specified symbol and period into an array

CopyLow

Gets history data on minimal bar price for a specified symbol and period into an array

CopyClose

Gets history data on bar closing price for a specified symbol and period into an array

CopyTickVolume

Gets history data on tick volumes for a specified symbol and period into an array

CopyRealVolume

Gets history data on trade volumes for a specified symbol and period into an array

CopySpread

Gets history data on spreads for a specified symbol and period into an array
yes, I use CopyTicksRange function but it repeat the prices . what can i do programmaticly one price change ask or bid? thanks my brother.
[Deleted]  

Please read the following post ...

Forum on trading, automated trading systems and testing trading strategies

30s Timeframe MA Cross EA - how do you pull tick data when you cant choose seconds in the enum_timeframes?

Fernando Carreiro, 2023.09.04 15:57

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 ...
                        };
                  };
            };
      };

 //---------------------------------------------------------------------------------------------------------------------
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