Connection Monitor with login action

Name: Paranoid Connection Monitor

Purpose: Prevent disconnections of terminal or long breaks in tick stream

Why: The terminal automatically attempts to login if it notices it is disconnected. The time before terminal find it self disconnected is depending on TCP/IP settings of the operating system. The time is long and a lot can happen.

This software would calculate the average tick interval and if tick is not received in a time depending on the average, it performs a login of the terminal (or rescan).

Challenges:

• To my knowledge there is no function for login in MQL4. But the solution can be found here http://forum.mql4.com/15325#101492

• Indicator start() function is called up on arrival of a new tick. Therefore an Indicator can not wait nor perform a task (e.g. login) if a tick does not arrive. I think this could be solved with a Script polling General Variables to which an Indicator writes.

System Description

The average tick interval is calculated over number of ticks (TicksInAverage) in the Indicator. The interval and time of the last tick (TimeOfLastTick) is then made available for the Script. To my restricted knowledge MQL4 does not support events triggered in Script from an Indicator. That would be better than my algorithm below which I use here for the sole purpose describing the function, not necessarily the code that I would like have.

User sets variables: TicksInAverage, TimeOutFactor

The initialisations are not addressed here.

AvgInterval() Returns latest value TicksInAverage in Indicator

TimeOfLastTick() Return latest value TimeOfLastTick in Indicator

SkipNextTick() Communicates to Indicator

TakeAction() It's a timeout. Take action. Function contain code both to do a login and rescan. The choice is made before compiling by turning one or the other section of code to comments (//).

Variable TimeLeft, TimeCpy

Loop { TimeLeft = AvgInterval() x TimeOutFactor - current time - TimeOfLastTick()

if TimeLeft<0

{ TimeCpy=TimeOfLastTick()

TakeAction()

SkipNextTick(TRUE)

whilst TimeCpy==TimeOfLastTick() {sleep(AvgInterval())}

}

else

{ sleep(TimeLeft)

}

}

The Indicator would have a function off:

AvgInterval() calculates average interval and communicates it to Script

TimeOfLastTick() communicates time of last tick to Script

SkipNextTick() communicate from Script if next tick should be skipped

Variables Interval

loop

{ Interval = tick time – TimeOfOldTick

TimeOfLastTick()

if FALSE==SkipNextTick()

{ AvgInterval(Interval)

}

TimeOfOldTick= tick time

}

Preliminary Requirements Specification

• Name: Paranoid Connection Monitor

• To work on windows 2003 and written in MQL4. Expert Advisor, Indicator and/or script
  

• Risks to unsuccessful login or rescan shall be addressed by coder. E.g. Does simulated key strokes pose a risk and why. This Requirements Specification may be edited accordingly.

• A login or rescan shall take place when average tick interval X a factor (TimeOutFactor) is exceeded. The initiation of login or rescan shall take place before average tick interval X (TimeOutFactor+1) provided enough CPU speed.

• The average tick interval shall be calculated using a certain amount of ticks (TicksInAverage)

• The average tick interval shall not take into account interval in between two ticks separated by a login or rescan

• A log file shall be written (text or CSV) containing following information separated with Tab or “;” . Date, Login Start , average tick interval, Login end time. E.g.:

  19/02/2012 Interval 0.3 Start 19:03:32 End 19:03:47

  Login is considered completed / ended after first received tick

• User can set varibales TimeOutFactor, TicksInAverage

• A method of restarting the terminal in case of longer connection loss shall be described by coder and necessary tools provided. This may not have anything to do with the actual Paranoid Connection Monitor it self. But should be provided as extra guard.