Testing arbitrage

[ozstockman]

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]

Look at this

[ozstockman]

Thank you stoffern, I will have a look at the files.

[stoffern]

ozstockman:
Thank you stoffern, I will have a look at the files.

np :)

[Alain Verleyen]

http://forum.mql4.com/69079#1020703