//+------------------------------------------------------------------+
//| CustomTicksReplace.mq5 |
//| Copyright 2024, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property version "1.00"
#define CUSTOM_SYMBOL_NAME Symbol()+".C" // nom du symbole personnalisé
#define CUSTOM_SYMBOL_PATH "Forex" // nom du groupe dans lequel le symbole sera créé
#define CUSTOM_SYMBOL_ORIGIN Symbol() // nom d'un symbole sur lequel le symbole personnalisé sera construit
#define DATATICKS_TO_COPY UINT_MAX // nombre de ticks copiés
#define DATATICKS_TO_PRINT 20 // nombre de ticks envoyé dans le journal
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//--- obtient le code d'erreur lors de la création d'un symbole personnalisé
int create=CreateCustomSymbol(CUSTOM_SYMBOL_NAME, CUSTOM_SYMBOL_PATH, CUSTOM_SYMBOL_ORIGIN);
//--- si le code d'erreur est différent de 0 (symbole créé avec succès) et pas 5304 (le symbole a déjà été créé) - on sort
if(create!=0 && create!=5304)
return;
//--- obtient les ticks du symbole standard, dans le tableau MqlTicks
MqlTick array[]={};
if(!GetTicksToArray(CUSTOM_SYMBOL_ORIGIN, DATATICKS_TO_COPY, array))
return;
//--- affiche les heures du premier et du dernier tick du symbole standard
int total=(int)array.Size();
PrintFormat("First tick time: %s.%03u, Last tick time: %s.%03u",
TimeToString(array[0].time,TIME_DATE|TIME_MINUTES|TIME_SECONDS), array[0].time_msc%1000,
TimeToString(array[total-1].time, TIME_DATE|TIME_MINUTES|TIME_SECONDS), array[total-1].time_msc%1000);
//--- affiche dans le journal les DATATICKS_TO_PRINT derniers ticks du symbole standard
PrintFormat("\nThe last %d ticks for the standard symbol '%s':", DATATICKS_TO_PRINT, CUSTOM_SYMBOL_ORIGIN);
for(int i=total-DATATICKS_TO_PRINT; i<total; i++)
{
if(i<0)
continue;
PrintFormat(" %dth Tick: %s", i, GetTickDescription(array[i]));
}
//--- ajoute un symbole personnalisé à la fenêtre du Market Watch
ResetLastError();
if(!SymbolSelect(CUSTOM_SYMBOL_NAME, true))
{
Print("SymbolSelect() failed. Error ", GetLastError());
return;
}
//--- ajoute le tableau des ticks à l'historique des prix du symbole personnalisé
Print("...");
uint start=GetTickCount();
PrintFormat("Start of adding %u ticks to the history of the custom symbol '%s'", array.Size(), CUSTOM_SYMBOL_NAME);
int added=CustomTicksAdd(CUSTOM_SYMBOL_NAME, array);
PrintFormat("Added %u ticks to the history of the custom symbol '%s' in %u ms", added, CUSTOM_SYMBOL_NAME, GetTickCount()-start);
//--- récupère les données des ticks du nouveau symbole personnalisé dans le tableau MqlTick
Print("...");
if(!GetTicksToArray(CUSTOM_SYMBOL_NAME, array.Size(), array))
return;
//--- affiche les heures du premier et du dernier tick du symbole personnalisé
total=(int)array.Size();
PrintFormat("First tick time: %s.%03u, Last tick time: %s.%03u",
TimeToString(array[0].time, TIME_DATE|TIME_MINUTES|TIME_SECONDS), array[0].time_msc%1000,
TimeToString(array[total-1].time, TIME_DATE|TIME_MINUTES|TIME_SECONDS), array[total-1].time_msc%1000);
//--- affiche dans le journal les DATATICKS_TO_PRINT derniers ticks du symbole personnalisé
PrintFormat("\nThe last %d ticks for the custom symbol '%s':", DATATICKS_TO_PRINT, CUSTOM_SYMBOL_NAME);
for(int i=total-DATATICKS_TO_PRINT; i<total; i++)
{
if(i<0)
continue;
PrintFormat(" %dth Tick: %s", i, GetTickDescription(array[i]));
}
//--- change maintenant les valeurs Ask et Bid des ticks dans le tableau en utilisant l'équation Ask(Symbol) = 1.0 / Ask(Symbol), Bid(Symbol) = 1.0 / Bid(Symbol)
for(int i=0; i<total; i++)
{
array[i].ask = (array[i].ask !=0 ? 1.0 / array[i].ask : array[i].ask);
array[i].bid = (array[i].bid !=0 ? 1.0 / array[i].bid : array[i].bid);
}
Print("\nNow the ticks are changed");
//--- remplace l'historique des ticks du symbole personnalisé avec les données du tableau modifié des ticks
Print("...");
start=GetTickCount();
PrintFormat("Start replacing %u changed ticks in the history of the custom symbol '%s'", array.Size(), CUSTOM_SYMBOL_NAME);
int replaced=CustomTicksReplace(CUSTOM_SYMBOL_NAME, array[0].time_msc, array[total-1].time_msc, array);
PrintFormat("Replaced %u ticks in the history of the custom symbol '%s' in %u ms", replaced, CUSTOM_SYMBOL_NAME, GetTickCount()-start);
//--- récupère les données des ticks du nouveau symbole personnalisé dans le tableau MqlTick
Print("...");
if(!GetTicksToArray(CUSTOM_SYMBOL_NAME, array.Size(), array))
return;
//--- affiche les heures du premier et du dernier tick modifiés reçus du symbole personnalisé
total=(int)array.Size();
PrintFormat("First changed tick time: %s.%03u, Last changed tick time: %s.%03u",
TimeToString(array[0].time, TIME_DATE|TIME_MINUTES|TIME_SECONDS), array[0].time_msc%1000,
TimeToString(array[total-1].time, TIME_DATE|TIME_MINUTES|TIME_SECONDS), array[total-1].time_msc%1000);
//--- affiche dans le journal les DATATICKS_TO_PRINT derniers ticks modifiés du symbole personnalisé
PrintFormat("\nThe last %d changed ticks for the custom symbol '%s':", DATATICKS_TO_PRINT, CUSTOM_SYMBOL_NAME);
for(int i=total-DATATICKS_TO_PRINT; i<total; i++)
{
if(i<0)
continue;
PrintFormat(" %dth Changed tick: %s", i, GetTickDescription(array[i]));
}
//--- affiche une infobulle sur les touches de fin de script dans le commentaire du graphique
Comment(StringFormat("Press 'Esc' to exit or 'Del' to delete the '%s' symbol and exit", CUSTOM_SYMBOL_NAME));
//--- attend que la touche Echap ou Suppr soit appuyée pour sortir de la boucle sans fin
while(!IsStopped() && TerminalInfoInteger(TERMINAL_KEYSTATE_ESCAPE)==0)
{
Sleep(16);
//--- si on appuie sur la touche Suppr, efface le symbole personnalisé créé et ses données
if(TerminalInfoInteger(TERMINAL_KEYSTATE_DELETE)<0)
{
//--- efface les données de la barre
int deleted=CustomRatesDelete(CUSTOM_SYMBOL_NAME, 0, LONG_MAX);
if(deleted>0)
PrintFormat("%d history bars of the custom symbol '%s' were successfully deleted", deleted, CUSTOM_SYMBOL_NAME);
//--- efface les données du tick
deleted=CustomTicksDelete(CUSTOM_SYMBOL_NAME, 0, LONG_MAX);
if(deleted>0)
PrintFormat("%d history ticks of the custom symbol '%s' were successfully deleted", deleted, CUSTOM_SYMBOL_NAME);
//--- supprime le symbole
if(DeleteCustomSymbol(CUSTOM_SYMBOL_NAME))
PrintFormat("Custom symbol '%s' deleted successfully", CUSTOM_SYMBOL_NAME);
break;
}
}
//--- efface le graphique avant de sortir
Comment("");
/*
résultat :
Requested 4294967295 ticks to get tick history for the symbol 'EURUSD'
The tick history for the 'EURUSD' symbol is received in the amount of 351195822 ticks in 55735 ms
First tick time: 2011.12.19 00:00:08.000, Last tick time: 2024.06.21 08:39:03.113
The last 20 ticks for the standard symbol 'EURUSD':
351195802th Tick: 2024.06.21 08:38:10.076 Ask=1.07194 (Info tick)
351195803th Tick: 2024.06.21 08:38:13.162 Ask=1.07195 (Info tick)
351195804th Tick: 2024.06.21 08:38:13.872 Bid=1.07195 (Info tick)
351195805th Tick: 2024.06.21 08:38:14.866 Ask=1.07194 Bid=1.07194 (Info tick)
351195806th Tick: 2024.06.21 08:38:17.374 Bid=1.07194 (Info tick)
351195807th Tick: 2024.06.21 08:38:18.883 Bid=1.07194 (Info tick)
351195808th Tick: 2024.06.21 08:38:19.771 Bid=1.07194 (Info tick)
351195809th Tick: 2024.06.21 08:38:20.873 Ask=1.07195 Bid=1.07195 (Info tick)
351195810th Tick: 2024.06.21 08:38:22.278 Ask=1.07196 Bid=1.07196 (Info tick)
351195811th Tick: 2024.06.21 08:38:22.775 Bid=1.07196 (Info tick)
351195812th Tick: 2024.06.21 08:38:23.477 Bid=1.07196 (Info tick)
351195813th Tick: 2024.06.21 08:38:38.194 Ask=1.07197 (Info tick)
351195814th Tick: 2024.06.21 08:38:38.789 Ask=1.07196 (Info tick)
351195815th Tick: 2024.06.21 08:38:39.290 Ask=1.07197 (Info tick)
351195816th Tick: 2024.06.21 08:38:43.695 Ask=1.07196 (Info tick)
351195817th Tick: 2024.06.21 08:38:52.203 Ask=1.07195 Bid=1.07195 (Info tick)
351195818th Tick: 2024.06.21 08:38:55.105 Ask=1.07196 Bid=1.07196 (Info tick)
351195819th Tick: 2024.06.21 08:38:57.607 Ask=1.07195 Bid=1.07195 (Info tick)
351195820th Tick: 2024.06.21 08:39:00.512 Ask=1.07196 Bid=1.07196 (Info tick)
351195821th Tick: 2024.06.21 08:39:03.113 Ask=1.07195 Bid=1.07195 (Info tick)
...
Start of adding 351195822 ticks to the history of the custom symbol 'EURUSD.C'
Added 351195822 ticks to the history of the custom symbol 'EURUSD.C' in 349407 ms
...
Requested 351195822 ticks to get tick history for the symbol 'EURUSD.C'
The tick history for the 'EURUSD.C' symbol is received in the amount of 351195822 ticks in 190203 ms
First tick time: 2011.12.19 00:00:08.000, Last tick time: 2024.06.21 08:39:03.113
The last 20 ticks for the custom symbol 'EURUSD.C':
351195802th Tick: 2024.06.21 08:38:10.076 Ask=1.07194 Bid=1.07194 (Info tick)
351195803th Tick: 2024.06.21 08:38:13.162 Ask=1.07195 Bid=1.07195 (Info tick)
351195804th Tick: 2024.06.21 08:38:13.872 Ask=1.07195 Bid=1.07195 (Info tick)
351195805th Tick: 2024.06.21 08:38:14.866 Ask=1.07194 Bid=1.07194 (Info tick)
351195806th Tick: 2024.06.21 08:38:17.374 Ask=1.07194 Bid=1.07194 (Info tick)
351195807th Tick: 2024.06.21 08:38:18.883 Ask=1.07194 Bid=1.07194 (Info tick)
351195808th Tick: 2024.06.21 08:38:19.771 Ask=1.07194 Bid=1.07194 (Info tick)
351195809th Tick: 2024.06.21 08:38:20.873 Ask=1.07195 Bid=1.07195 (Info tick)
351195810th Tick: 2024.06.21 08:38:22.278 Ask=1.07196 Bid=1.07196 (Info tick)
351195811th Tick: 2024.06.21 08:38:22.775 Ask=1.07196 Bid=1.07196 (Info tick)
351195812th Tick: 2024.06.21 08:38:23.477 Ask=1.07196 Bid=1.07196 (Info tick)
351195813th Tick: 2024.06.21 08:38:38.194 Ask=1.07197 Bid=1.07197 (Info tick)
351195814th Tick: 2024.06.21 08:38:38.789 Ask=1.07196 Bid=1.07196 (Info tick)
351195815th Tick: 2024.06.21 08:38:39.290 Ask=1.07197 Bid=1.07197 (Info tick)
351195816th Tick: 2024.06.21 08:38:43.695 Ask=1.07196 Bid=1.07196 (Info tick)
351195817th Tick: 2024.06.21 08:38:52.203 Ask=1.07195 Bid=1.07195 (Info tick)
351195818th Tick: 2024.06.21 08:38:55.105 Ask=1.07196 Bid=1.07196 (Info tick)
351195819th Tick: 2024.06.21 08:38:57.607 Ask=1.07195 Bid=1.07195 (Info tick)
351195820th Tick: 2024.06.21 08:39:00.512 Ask=1.07196 Bid=1.07196 (Info tick)
351195821th Tick: 2024.06.21 08:39:03.113 Ask=1.07195 Bid=1.07195 (Info tick)
Now the ticks are changed
...
Start replacing 351195822 changed ticks in the history of the custom symbol 'EURUSD.C'
Replaced 351195822 ticks in the history of the custom symbol 'EURUSD.C' in 452266 ms
...
Requested 351195822 ticks to get tick history for the symbol 'EURUSD.C'
The tick history for the 'EURUSD.C' symbol is received in the amount of 351195822 ticks in 199812 ms
First changed tick time: 2011.12.19 00:00:08.000, Last changed tick time: 2024.06.21 08:39:03.113
The last 20 changed ticks for the custom symbol 'EURUSD.C':
351195802th Changed tick: 2024.06.21 08:38:10.076 Ask=0.93289 Bid=0.93289 (Info tick)
351195803th Changed tick: 2024.06.21 08:38:13.162 Ask=0.93288 Bid=0.93288 (Info tick)
351195804th Changed tick: 2024.06.21 08:38:13.872 Ask=0.93288 Bid=0.93288 (Info tick)
351195805th Changed tick: 2024.06.21 08:38:14.866 Ask=0.93289 Bid=0.93289 (Info tick)
351195806th Changed tick: 2024.06.21 08:38:17.374 Ask=0.93289 Bid=0.93289 (Info tick)
351195807th Changed tick: 2024.06.21 08:38:18.883 Ask=0.93289 Bid=0.93289 (Info tick)
351195808th Changed tick: 2024.06.21 08:38:19.771 Ask=0.93289 Bid=0.93289 (Info tick)
351195809th Changed tick: 2024.06.21 08:38:20.873 Ask=0.93288 Bid=0.93288 (Info tick)
351195810th Changed tick: 2024.06.21 08:38:22.278 Ask=0.93287 Bid=0.93287 (Info tick)
351195811th Changed tick: 2024.06.21 08:38:22.775 Ask=0.93287 Bid=0.93287 (Info tick)
351195812th Changed tick: 2024.06.21 08:38:23.477 Ask=0.93287 Bid=0.93287 (Info tick)
351195813th Changed tick: 2024.06.21 08:38:38.194 Ask=0.93286 Bid=0.93286 (Info tick)
351195814th Changed tick: 2024.06.21 08:38:38.789 Ask=0.93287 Bid=0.93287 (Info tick)
351195815th Changed tick: 2024.06.21 08:38:39.290 Ask=0.93286 Bid=0.93286 (Info tick)
351195816th Changed tick: 2024.06.21 08:38:43.695 Ask=0.93287 Bid=0.93287 (Info tick)
351195817th Changed tick: 2024.06.21 08:38:52.203 Ask=0.93288 Bid=0.93288 (Info tick)
351195818th Changed tick: 2024.06.21 08:38:55.105 Ask=0.93287 Bid=0.93287 (Info tick)
351195819th Changed tick: 2024.06.21 08:38:57.607 Ask=0.93288 Bid=0.93288 (Info tick)
351195820th Changed tick: 2024.06.21 08:39:00.512 Ask=0.93287 Bid=0.93287 (Info tick)
351195821th Changed tick: 2024.06.21 08:39:03.113 Ask=0.93288 Bid=0.93288 (Info tick)
*/
}
//+------------------------------------------------------------------+
//| Crée un symbole personnalisé, retourne un code d'erreur |
//+------------------------------------------------------------------+
int CreateCustomSymbol(const string symbol_name, const string symbol_path, const string symbol_origin=NULL)
{
//--- définit le nom du symbole à partir duquel le symbole personnalisé sera construit
string origin=(symbol_origin==NULL ? Symbol() : symbol_origin);
//--- si le symbole personnalisé n'a pas pu être créé et que le code de l'erreur n'est pas 5304, rapporte cette erreur dans le journal
ResetLastError();
int error=0;
if(!CustomSymbolCreate(symbol_name, symbol_path, origin))
{
error=GetLastError();
if(error!=5304)
PrintFormat("CustomSymbolCreate(%s, %s, %s) failed. Error %d", symbol_name, symbol_path, origin, error);
}
//--- succès
return(error);
}
//+------------------------------------------------------------------+
//| Supprime un symbole personnalisé |
//+------------------------------------------------------------------+
bool DeleteCustomSymbol(const string symbol_name)
{
//--- cache le symbole de la fenêtre du Market Watch
ResetLastError();
if(!SymbolSelect(symbol_name, false))
{
PrintFormat("SymbolSelect(%s, false) failed. Error %d", GetLastError());
return(false);
}
//--- en cas d'échec de la suppression du symbole personnalisé, rapporte cette erreur dans le journal et retourne 'false'
ResetLastError();
if(!CustomSymbolDelete(symbol_name))
{
PrintFormat("CustomSymbolDelete(%s) failed. Error %d", symbol_name, GetLastError());
return(false);
}
//--- succès
return(true);
}
//+------------------------------------------------------------------+
//| Récupère le nombre spécifié de ticks dans le tableau |
//+------------------------------------------------------------------+
bool GetTicksToArray(const string symbol, const uint count, MqlTick &array[])
{
//--- notification du début du chargement des données de l'historique
PrintFormat("Requested %u ticks to get tick history for the symbol '%s'", count, symbol);
//--- tente 3 fois de récupérer les ticks
int attempts=0;
while(attempts<3)
{
//--- mesure l'heure de début avec de récupérer les ticks
uint start=GetTickCount();
//--- demande l'historique depuis le 1970.01.01 00:00.001 (paramètre from=1 ms)
int received=CopyTicks(symbol, array, COPY_TICKS_ALL, 1, count);
if(received!=-1)
{
//--- affiche le nombre de ticks et le temps passé
PrintFormat("The tick history for the '%s' symbol is received in the amount of %u ticks in %d ms", symbol, received, GetTickCount()-start);
//--- si l'historique des ticks est synchronisé, le code d'erreur est égal à 0 - retourne 'true'
if(GetLastError()==0)
return(true);
PrintFormat("%s: Ticks are not synchronized yet, %d ticks received for %d ms. Error=%d",
symbol, received, GetTickCount()-start, GetLastError());
}
//--- compte le nombre de tentatives
attempts++;
//--- pause d'1 seconde pour attendre la fin de la synchronisation de la base de données des ticks
Sleep(1000);
}
//--- échec de la copie des ticks en 3 tentatives
return(false);
}
//+------------------------------------------------------------------+
//| Retourne la description textuelle d'un tick |
//+------------------------------------------------------------------+
string GetTickDescription(MqlTick &tick)
{
string desc=StringFormat("%s.%03u ", TimeToString(tick.time, TIME_DATE|TIME_MINUTES|TIME_SECONDS),tick.time_msc%1000);
//--- vérifie les flags du tick
bool buy_tick = ((tick.flags &TICK_FLAG_BUY) == TICK_FLAG_BUY);
bool sell_tick = ((tick.flags &TICK_FLAG_SELL) == TICK_FLAG_SELL);
bool ask_tick = ((tick.flags &TICK_FLAG_ASK) == TICK_FLAG_ASK);
bool bid_tick = ((tick.flags &TICK_FLAG_BID) == TICK_FLAG_BID);
bool last_tick = ((tick.flags &TICK_FLAG_LAST) == TICK_FLAG_LAST);
bool volume_tick= ((tick.flags &TICK_FLAG_VOLUME)== TICK_FLAG_VOLUME);
//--- vérifie le flag de trading en premier (il n'y en a pas pour CustomTicksAdd())
if(buy_tick || sell_tick)
{
//--- construit une sortie pour un tick de trading
desc += (buy_tick ? StringFormat("Buy Tick: Last=%G Volume=%d ", tick.last, tick.volume) : "");
desc += (sell_tick? StringFormat("Sell Tick: Last=%G Volume=%d ",tick.last, tick.volume) : "");
desc += (ask_tick ? StringFormat("Ask=%G ", tick.ask) : "");
desc += (bid_tick ? StringFormat("Bid=%G ", tick.ask) : "");
desc += "(Trade tick)";
}
else
{
//--- construit une sortie un peu différente pour un tick d'information
desc += (ask_tick ? StringFormat("Ask=%G ", tick.ask) : "");
desc += (bid_tick ? StringFormat("Bid=%G ", tick.ask) : "");
desc += (last_tick ? StringFormat("Last=%G ", tick.last) : "");
desc += (volume_tick? StringFormat("Volume=%d ",tick.volume): "");
desc += "(Info tick)";
}
//--- retourne la description du tick
return(desc);
}
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