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Testing arbitrage

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ozstockman
20
ozstockman 2015.09.04 12:04 

Hi guys,

 

I did some programming for metatrader before but it was a few years ago. Now I am back and I have MT5 and I want to build a robot for myself for arbitrage trading. But first I just want to test and get all required values and then use them in either a graph format or just as a spreadsheet/text file so I can see a history data or current trading data and analyze it.

 

The problem is I need to work with bid/ask values for two symbols at the same time so in every tick in any of two symbols that I am interested in I can do some simple calculation between bid of one symbol and ask of the other and vice versa.  I have tried expert adviser sample code and added and modified some code with OnTick Event but it seems I am only getting data from a symbol the adviser is running on. Here is a code

 

void OnTick()

  {

   MqlTick last_tick1;

   MqlTick last_tick2;

   double spreadBuy;

   double spreadSell;

   

//---

   if(SymbolInfoTick(SYMB1,last_tick1)|| SymbolInfoTick(SYMB2,last_tick2))

     {

      spreadBuy=last_tick1.ask-last_tick2.bid;

      spreadSell=last_tick2.bid-last_tick1.ask;

      //Print(last_tick1.time,": Bid = ",last_tick1.bid, " Ask = ",last_tick1.ask);

      Print(last_tick1.time,": Sell = ",spreadSell, ": Buy = ",spreadBuy);

     }

   else Print("SymbolInfoTick() failed, error = ",GetLastError());

//---

   

  } 

 SYMB1 and SYMB2 are just a string variables that are in fact symbols codes.

 

Is there any way I can get the onTick event triggering  on two symbols  at the same time? 

If not, how can I do what I want? I guess I can run two expert advisers(one on each symbol), storing all acquired data in the same file and then analyzing it. Is there any other simpler way?

stoffern
153
stoffern 2015.09.04 12:24  
Look at this
Files:
ozstockman
20
ozstockman 2015.09.04 13:38  
Thank you stoffern, I will have a look at the files.
stoffern
153
stoffern 2015.09.04 22:42  
ozstockman:
Thank you stoffern, I will have a look at the files.
np :)
Alain Verleyen
Moderator
30752
Alain Verleyen 2015.09.04 23:42  
http://forum.mql4.com/69079#1020703
Testing arbitrage - MQL4 forum
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Testing arbitrage - MQL4 forum
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