Slawa, Please Read This.
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I sent you this message a while ago:
"I have recorded some data using the ticks collector, but I attached the expert to the H1 chart so I only have recorded ticks that are sliced into 1 hour candles. I am asking if there is a method that could allow me converting this recorded H1 data into H4 data?
The output file is .fxt extension, I can't use the PeriodConverter_Optimized to do it.
Please Help, "
and you answered giving me this script.
//+------------------------------------------------------------------+ //| fxt2fxt.mq4 | //| Copyright © 2006, MetaQuotes Software Corp. | //| http://www.metaquotes.net | //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, MetaQuotes Software Corp." #property link "http://www.metaquotes.net" #property show_inputs #include <FXTHeader.mqh> extern string ExtFxtFile="EURUSD15_0.fxt"; int ExtTicks; int ExtBars; int ExtFxtHandle=-1; int ExtHandle=-1; int ExtTmpHandle=-1; string ExtFileName; string ExtTmpFileName; int ExtPeriodSeconds; datetime ExtLastTime; datetime ExtLastBarTime; double ExtLastOpen; double ExtLastLow; double ExtLastHigh; double ExtLastClose; double ExtLastVolume; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void deinit() { //---- close all files if they are not closed yet if(ExtHandle>0) { FileClose(ExtHandle); ExtHandle=-1; } if(ExtFxtHandle>0) { FileClose(ExtFxtHandle); ExtFxtHandle=-1; } if(ExtTmpHandle>0) { FileClose(ExtTmpHandle); ExtTmpHandle=-1; } //---- } //+------------------------------------------------------------------+ //| script program start function | //+------------------------------------------------------------------+ int start() { datetime cur_time,cur_open; double tick_price; bool new_bar; string symbol=Symbol(); //---- check input fxt file if(ExtFxtFile=="") { Print("Input fxt file is not specified"); return(-1); } int offset=StringFind(ExtFxtFile,"_0.fxt"); if(offset<0) { offset=StringFind(ExtFxtFile,"_0.FXT"); if(offset<0) { Print("Input fxt file name is incorrect"); return(-1); } } //---- get period value from filename and check file int len=StringLen(symbol); int period=StrToInteger(StringSubstr(ExtFxtFile,len,offset-len)); if(period<=0 || period>=PERIOD_W1 || period==Period()) { Print("Input fxt period is incorrect"); return(-1); } ExtFxtHandle=FileOpen(ExtFxtFile,FILE_BIN|FILE_READ); if(ExtFxtHandle<0) return(-1); if(!ReadAndCheckHeader(ExtFxtHandle,period,len)) { Print("Input fxt file is wrong"); return(-1); } //---- check output temp file period=Period(); ExtTmpFileName=symbol+period+"_ticks.tmp"; ExtTmpHandle=FileOpen(ExtTmpFileName,FILE_BIN|FILE_WRITE); if(ExtTmpHandle<0) return(-1); //---- check existing fxt file ExtPeriodSeconds=period*60; ExtFileName=symbol+period+"_0.fxt"; ExtHandle=FileOpen(ExtFileName,FILE_BIN|FILE_READ); if(ExtHandle>0) { if(!ReadAndCheckHeader(ExtHandle,period,ExtBars)) { //---- file is wrong FileClose(ExtHandle); ExtHandle=-1; } } //---- ExtBars=0; ExtTicks=0; ExtLastTime=0; ExtLastBarTime=0; WriteHeaderAndFirstBars(); //---- double volume_diff=1; double last_open=0; double last_low=0; double last_high=0; double last_close=0; double last_volume=0; int last_shift=iBarShift(NULL,0,ExtLastBarTime,true); if(last_shift>0) { last_open=Open[last_shift]; last_low=Low[last_shift]; last_high=High[last_shift]; last_close=Close[last_shift]; last_volume=Volume[last_shift]; } //---- while(!IsStopped()) { new_bar=false; if(!ReadNextTick(cur_time,tick_price,volume_diff)) break; cur_open=cur_time/ExtPeriodSeconds; cur_open*=ExtPeriodSeconds; //---- new bar? if(ExtLastBarTime!=cur_open) { new_bar=true; //---- finalize bar if(last_shift>0) { if(ExtLastHigh!=last_high || ExtLastLow!=last_low || ExtLastClose!=last_close || ExtLastVolume!=last_volume) { FileWriteInteger(ExtHandle, ExtLastBarTime, LONG_VALUE); FileWriteDouble(ExtHandle, last_open, DOUBLE_VALUE); FileWriteDouble(ExtHandle, last_low, DOUBLE_VALUE); FileWriteDouble(ExtHandle, last_high, DOUBLE_VALUE); FileWriteDouble(ExtHandle, last_close, DOUBLE_VALUE); FileWriteDouble(ExtHandle, last_volume, DOUBLE_VALUE); FileWriteInteger(ExtHandle, ExtLastBarTime+ExtPeriodSeconds-1, LONG_VALUE); FileWriteInteger(ExtHandle, 1, LONG_VALUE); } } //---- new bar time ExtLastBarTime=cur_open; //---- take next bar last_shift=iBarShift(NULL,0,ExtLastBarTime,true); if(last_shift>=0) { last_open=Open[last_shift]; last_low=Low[last_shift]; last_high=High[last_shift]; last_close=Close[last_shift]; last_volume=Volume[last_shift]; } //---- check open price if(last_open!=tick_price) { ExtLastOpen=last_open; ExtLastLow=last_open; ExtLastHigh=last_open; ExtLastClose=last_open; ExtLastVolume=1; WriteTick(); ExtBars++; new_bar=false; } } //---- check for maximum and minimum of the existing bar if(last_shift>=0) { if(tick_price>last_high) tick_price=last_high; else if(tick_price<last_low) tick_price=last_low; } if(new_bar) { ExtLastOpen=tick_price; ExtLastLow=tick_price; ExtLastHigh=tick_price; ExtLastClose=tick_price; ExtLastVolume=volume_diff; WriteTick(); ExtBars++; } else { //---- check for current minimum and maximum if(ExtLastLow>tick_price) ExtLastLow=tick_price; if(ExtLastHigh<tick_price) ExtLastHigh=tick_price; ExtLastClose=tick_price; ExtLastVolume+=volume_diff; if(last_shift>=0 && ExtLastVolume>last_volume) ExtLastVolume=last_volume; WriteTick(); } } //---- if(!IsStopped()) { //---- store processed bars amount FileFlush(ExtTmpHandle); FileSeek(ExtTmpHandle,88,SEEK_SET); FileWriteInteger(ExtTmpHandle,ExtBars,LONG_VALUE); //---- Print(ExtTicks," ticks added. ",ExtBars," bars finalized in the header"); FileClose(ExtTmpHandle); ExtTmpHandle=-1; } //---- return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void WriteHeaderAndFirstBars() { datetime cur_time,cur_open; double tick_price,volume_diff; int start_bar=0; //---- ExtHandle=FileOpen(ExtFileName,FILE_BIN|FILE_WRITE); if(ExtHandle<0) return; //---- if(!ReadNextTick(cur_time,tick_price,volume_diff)) return; int shift=iBarShift(NULL,0,cur_time); if(shift<Bars) { start_bar=shift+100; if(start_bar>=Bars) start_bar=Bars-1; } else shift=0; WriteHeader(ExtHandle,Symbol(),Period(),start_bar-shift); //---- 100 bars before first tick for(int i=start_bar; i>shift; i--,ExtBars++) { cur_open=Time[i]; FileWriteInteger(ExtHandle, cur_open, LONG_VALUE); FileWriteDouble(ExtHandle, Open[i], DOUBLE_VALUE); FileWriteDouble(ExtHandle, Low[i], DOUBLE_VALUE); FileWriteDouble(ExtHandle, High[i], DOUBLE_VALUE); FileWriteDouble(ExtHandle, Close[i], DOUBLE_VALUE); FileWriteDouble(ExtHandle, Volume[i], DOUBLE_VALUE); //---- generated current time for bar state FileWriteInteger(ExtHandle, cur_open+ExtPeriodSeconds-1, LONG_VALUE); //---- flag 0 - testing is not evaluated FileWriteInteger(ExtHandle, 0, LONG_VALUE); } //---- cur_open=cur_time/ExtPeriodSeconds; ExtLastBarTime=cur_open*ExtPeriodSeconds; ExtLastOpen=tick_price; ExtLastLow=tick_price; ExtLastHigh=tick_price; ExtLastClose=tick_price; ExtLastVolume=volume_diff; WriteTick(); ExtBars++; } //+------------------------------------------------------------------+ //| YYYY.MM.DD HH:MI:SS;1.2345 | //+------------------------------------------------------------------+ bool ReadNextTick(datetime& cur_time, double& tick_price, double& volume_diff) { //---- while(!IsStopped()) { //---- first read date and time string date_time=FileReadString(ExtFxtHandle); if(FileIsEnding(ExtFxtHandle)) return(false); cur_time=StrToTime(date_time); //---- read tick price tick_price=FileReadNumber(ExtFxtHandle); if(FileIsEnding(ExtFxtHandle)) return(false); //---- time must go forward. if no then read further if(cur_time>ExtLastTime) break; } //---- price must be normalized tick_price=NormalizeDouble(tick_price,Digits); ExtLastTime=cur_time; return(true); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void WriteTick() { FileWriteInteger(ExtHandle, ExtLastBarTime, LONG_VALUE); FileWriteDouble(ExtHandle, ExtLastOpen, DOUBLE_VALUE); FileWriteDouble(ExtHandle, ExtLastLow, DOUBLE_VALUE); FileWriteDouble(ExtHandle, ExtLastHigh, DOUBLE_VALUE); FileWriteDouble(ExtHandle, ExtLastClose, DOUBLE_VALUE); FileWriteDouble(ExtHandle, ExtLastVolume, DOUBLE_VALUE); FileWriteInteger(ExtHandle, ExtLastTime, LONG_VALUE); FileWriteInteger(ExtHandle, 4, LONG_VALUE); ExtTicks++; } //+------------------------------------------------------------------+well, now -- I can see that the script is doing something like the recording. It generates two files, tmp and fxt .. and looks like the fxt is increasing with time as if its recording the market.
if that is really what it is doing, then that's not really what I want to, I mean, now what's the link between the input file and the recording as long as the file is taking data from live market?