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Yes you can . . . you can count the ticks as you see them for the current bar and check the value of the tick volume for the current bar, when your count and the tick volume don't match then you have missed one or more ticks . . .
only for a computer, a standard value? my computer's running frequency will be different from one other. so every computer's handling time may be different.
in stochastic point, for one interval you can get zero missing and one other you get multiple missing, it is a dynamic system it would be frustrating to work on that to get an average value, I cant calculate it, not me, I really mean it...
But it is a good idea I admit it. I could't think of that. I will try it someday
and I promise, I add a phrase to description which states there may be missing ticks :)
The best way to get periodic data (according to me) is to use MT4 history, u can download and export (to excel) the historic data. but if u want a reedit of this code for periodic data, I think this will work for u:
if u wish csv export, u can use the file functions and variables as in the main code
Thank you
only for a computer, a standard value? my computer's running frequency will be different from one other. so every computer's handling time may be different.
in stochastic point, for one interval you can get zero missing and one other you get multiple missing, it is a dynamic system it would be frustrating to work on that to get an average value, I cant calculate it, not me, I really mean it...
But it is a good idea I admit it. I could't think of that. I will try it someday
and I promise, I add a phrase to description which states there may be missing ticks :)
csv-file can be opened only after closing the platform. What to do?
Good afternoon!
csv-file can be opened only after closing the platform. What to do?
Add a flag to the file opening procedure:
FILE_SHARE_READ совместный доступ по чтению со стороны нескольких программShould help.Add a flag to the file opening procedure:
Should help.This Expert Advisor has a big disadvantage: when a new tick is received, for example, Ask, the csv file displays the Bid price that has not changed. For correct high-frequency analysis, it would be necessary to leave empty those cells where the price has not changed. Is it possible to do it here, or do I need to write another Expert Advisor?
would you please write the same function code for MT4?
hey,
sorry for late response.. it is compatible with mql4 you can just change the ".mq5" extension as ".mq4" and copy it into data_foder/MQL4/Experts folder. to reach data folder u can use file menu in terminal