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Market book tester

1

Using data from the order book in the strategy tester

Key features:

  • Simultaneous use of several symbols, up to 7 pieces
  • DOM visualization
  • With the visualization of order books, real-time simulation is available, as well as acceleration or deceleration

Working with the library:

This product also requires a utility to save data: https://www.mql5.com/en/market/product/71642

Speed control utility: https://www.mql5.com/en/market/product/81409

Include file:   https://c.mql5.com/31/735/Market_book_synhron_lib.mqh

Version for optimization: https://www.mql5.com/en/market/product/81400#!tab=comments&page=1&comment=39641857

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Market book saver
Aliaksandr Hryshyn
Saving data from the order book. Data replay utility: https://www.mql5.com/en/market/product/71640 Library for use in the strategy tester: https://www.mql5.com/en/market/product/81409 Perhaps, then a library will appear for using the saved data in the strategy tester, depending on the interest in this development. Now there are developments of this kind using shared memory, when only one copy of the data is in RAM. This not only solves the memory issue, but gives faster initialization on each
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Shigeo Sorihashi
99
Shigeo Sorihashi 2024.03.24 11:16 
 

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Version 1.4 2022.05.15
//Packing/unpacking data
//Initial loading of decompressed data is noticeably faster
bool cMBS_Zip(
bool zip_compression,//true=pack false=unpack
string input_file_name,//Original filename
string output_file_name=NULL//New file name.NULL=Original file is replaced
);//Returns the success of the operation

//Packing/unpacking data
//Initial loading of decompressed data is noticeably faster
bool Zip(
bool zip_compression,//true=pack false=unpack
string &input_file_names[],//Original filenames
string &output_file_names[]//Names of new files. For NULL names, the original name will be taken. The size of the array can be less than input_file_names
);//Returns the success of the operation
Version 1.3 2022.05.14
Оптимизация
Version 1.2 2022.05.14
Added the ability to shift the time for Depth of Market events

//Replacing MarketBookAdd
//Maximum 7 instruments
bool cMBS_Sy_MarketBookAdd(
const string symbol_name,//Instrument
string server_name=NULL,//Server name. NULL=current server
int time_shift=0//Time offset in ms. The event will occur at the specified time later
);
Version 1.1 2022.05.10
Небольшие улучшения