Perché non c'è un EA completo nel Code-Base? - pagina 3

 
WHRoeder:
Ecco il mio senza la logica di trading vera e propria.
Ho avuto un PM riguardante il filtro giorno/ora di trading. La richiesta era 1800-0600 lunedì-venerdì. Questo richiede di escludere 0-0600 lunedì e 1800-close il venerdì. Il codice permetteva il roll over del tempo ma non dei giorni. Miglioramento:
    /*++++ Day/Time allowed to open*/{
    datetime    now = TimeGMT();
    //extern double   TradeHr.UTC.Start   =   7.3;    // London-1
    //extern double   TradeHr.UTC.End     =  12.9;    // NY open
    int secStart    = 3600*TradeHr.UTC.Start,
        secEnd      = 3600*TradeHr.UTC.End,
        hrBeg       = (now-secStart+86400)%86400,
        hrEnd       = (now-secEnd  +86400)%86400;
    if (hrBeg > hrEnd){ double Tminus=hrBeg/3600.-24;
                StrApnd(EA.status," HR", DoubleToStr(Tminus,2));    return; }
    // TradeHr: 0600-1800       1800-0600       1800-0600
    // TOD:     0600-1800       1800-2359       0000-0600
    // DOW:     DOW(today)      DOW(today)      DOW(yesterday)
    int         TOD = now % 86400;      // Time of the day
    datetime    BOD = now - TOD;        // Beginning of the day (today 0000z)
    if (TOD < secStart) int DOW = TimeDayOfWeek(BOD - 1);       // Yesterday.
    else                    DOW = TimeDayOfWeek(BOD),   /* https://www.mql5.com/en/forum/127483
            // reports DayOfWeek() always returns 5 in the tester. No refresh?*/
        int DayMask = 1 << DOW; // #define DAYS_MAX    0x3F// 1<<6-1=63. (S-F)
    //extern int      Days.Mask               =  55;      // Not Wed
    if ((Days.Mask & DayMask) == 0){  StrApnd(EA.status," Day=",DOW); return; }
    /*---- Day/Time allowed to open*/}
E la mia correzione per il commento di RaptorUK:
double  PointValuePerLot(string pair="") {
    /* Value in acnSum currency of a Point of Symbol.
     * In tester I had a sale: open=1.35883 close=1.35736 (0.00147)
     * gain$=97.32/6.62 lots/147 points=$0.10/point or $1.00/pip.
     * IBFX demo/mini       EURUSD TICKVALUE=0.1 MAXLOT=50 LOTSIZE=10,000
     * IBFX demo/standard   EURUSD TICKVALUE=1.0 MAXLOT=50 LOTSIZE=100,000
     *                                  $1.00/point or $10.00/pip.
     *
     * https://www.mql5.com/en/forum/127584 CB: MODE_TICKSIZE will usually return the
     * same value as MODE_POINT (or Point for the current symbol), however, an
     * example of where to use MODE_TICKSIZE would be as part of a ratio with
     * MODE_TICKVALUE when performing money management calculations which need
     * to take acnSum of the pair and the acnSum currency. The reason I use
     * this ratio is that although TV and TS may constantly be returned as
     * something like 7.00 and 0.00001 respectively, I've seen this
     * (intermittently) change to 14.00 and 0.00002 respectively (just example
     * tick values to illustrate). */
    if (pair == "") pair = Symbol();
    return(  MarketInfo(pair, MODE_TICKVALUE)
           / MarketInfo(pair, MODE_TICKSIZE) ); // Not Point.
}
 
WHRoeder:
E la mia correzione per il commento di RaptorUK:
Ho rinominato PointValuePerLot in DeltaValuePerLot poiché aCurrencyChange = aPriceChange * OrderSize() * DeltaValuePerLot(). Ho anche aggiunto altri commenti.
double  PipValuePerLot(string pair=""){ return(DeltaValuePerLot() * pips2dbl); }
double  DeltaValuePerLot(string pair=""){
    /* Value in account currency of a Point of Symbol.
     * In tester I had a sale: open=1.35883 close=1.35736 (0.0147)
     * gain$=97.32/6.62 lots/147 points=$0.10/point or $1.00/pip.
     * IBFX demo/mini       EURUSD TICKVALUE=0.1 MAXLOT=50 LOTSIZE=10,000
     * IBFX demo/standard   EURUSD TICKVALUE=1.0 MAXLOT=50 LOTSIZE=100,000
     *                                  $1.00/point or $10.0/pip.
     *
     * https://www.mql5.com/en/forum/127584 CB: MODE_TICKSIZE will usually return the
     * same value as MODE_POINT (or Point for the current symbol), however, an
     * example of where to use MODE_TICKSIZE would be as part of a ratio with
     * MODE_TICKVALUE when performing money management calculations which need
     * to take account of the pair and the account currency. The reason I use
     * this ratio is that although TV and TS may constantly be returned as
     * something like 7.00 and 0.0001 respectively, I've seen this
     * (intermittently) change to 14.00 and 0.0002 respectively (just example
     * tick values to illustrate).
     * https://www.mql5.com/en/forum/135345 zzuegg reports for non-currency DE30:
     * MarketInfo(Symbol(),MODE_TICKSIZE) returns 0.5
     * MarketInfo(Symbol(),MODE_DIGITS) return 1
     * Point = 0.1
     * Prices to open must be a multiple of ticksize */
    if (pair == "") pair = Symbol();
    return(  MarketInfo(pair, MODE_TICKVALUE)
           / MarketInfo(pair, MODE_TICKSIZE) ); // Not Point.
}
 
double  PipValuePerLot(string pair=""){ return(DeltaValuePerLot(pair) * pips2dbl); }
 
Ho modificato il codice di Polyline per permettere le sovrapposizioni, ad es:
double  bottom      =         WindowPriceMin(),
        top         = MathMax(WindowPriceMax(), bottom+pips2dbl),// Div0
        topQuarter  = (3*top +   bottom)/4.,
        botQuarter  = (top   + 3*bottom)/4.;
int     iVisible    =           WindowFirstVisibleBar(),
        iVisEnd     = MathMaxI( iVisible-WindowBarsPerChart(),0);// Shft
static bool drawOnTop = false;
if      (Bid >= topQuarter) drawOnTop = false;  // Hysteresis - previous
else if (Bid <= botQuarter) drawOnTop = true;   // location otherwise.
if (drawOnTop)  bottom  = topQuarter;
else            top     = botQuarter;
for(iWpr = MathMinI(iWprBegin, iVisible); iWpr >= iVisEnd; iWpr--)
    Polyline( WPR_NAME, wprValue[iWpr], Color.Wpr, iWpr,
              0., 100., bottom, top );
Compatibile all'indietro:
void TLine( string name, datetime T0, double P0, datetime T1, double P1,
            color clr, double V0=INF, double V1=INF, bool ray=false){
    if (!Show.Objects)  return;                         #define WINDOW_MAIN 0
    if      (ObjectMove( name, 0, T0, P0 ))     ObjectMove(name, 1, T1, P1);
    else if (!ObjectCreate( name, OBJ_TREND, WINDOW_MAIN, T0, P0, T1, P1 ))
        Alert("ObjectCreate(",name,",TREND) failed: ", GetLastError() );
    else if (!ObjectSet( name, OBJPROP_RAY, ray ))
        Alert("ObjectSet(", name, ",Ray) failed: ", GetLastError());
    if (!ObjectSet(name, OBJPROP_COLOR, clr )) // Allow color change
        Alert("ObjectSet(", name, ",Color) [2] failed: ", GetLastError());
    if (V0 == INF || V0 == P0){
        string  P0t = PriceToStr(P0);           if (MathAbs(P0 - P1) >= Point)
                P0t = StringConcatenate(P0t, " to ", PriceToStr(P1));       }
    else if (V0 == V1)  P0t = StringConcatenate(V0,""); // Suppress trailing to
    else                P0t = StringConcatenate(V0, " to ", V1);
    if (!ObjectSetText(name, P0t, 10))
        Alert("ObjectSetText(",name,") [2] failed: ", GetLastError());
}
 
//+------------------------------------------------------------------+
//| EA equivalent of indicator buffers                               |
//+------------------------------------------------------------------+
/*  Example 1:
 *  if (...) Ordermodify(...);
 *  Polyline("SL"+(oo.ticket%99), oo.SL, Color.SL, 0);
 *
 *  Example 2:
 *  double  ELineCurr = iMA(NULL,0, ELine.Period, 0, MODE_EMA, PRICE_CLOSE, 1);
 *  string pln=Polyline("ELine", ELineCurr, Color.ELine, 1);
 *      ObjectSet(pln, OBJPROP_STYLE, STYLE_DOT);
 *      ObjectSetText(pln, "ELine="+DoubleToStr(ELineCurr,Digits), 10);
 ******************************************************************************/
#define POLYLINE_MAX 30 // Must match valueXX[]
string  lineName[POLYLINE_MAX]; // Common to Polyline/PolylineDelete and helper.
string  Polyline(string name, double value, color clr, int shift=0,
    double indiMin=INF, double indiMax=INF, double chrtMin=INF, double chrtMax=INF){
    if (!Show.Objects)  return("");         // Return the actual object name for
    static int           LRU[POLYLINE_MAX]; // further modifications, E.G. style
    for (int iLine=0; iLine < POLYLINE_MAX; iLine++){
        bool isNew = lineName[iLine] != name;   if (!isNew) break;  }
    if (isNew){
        for (iLine=0; iLine < POLYLINE_MAX; iLine++)  LRU[iLine]++;
        iLine=ArrayMaximum(LRU);  lineName[iLine]=name;
    }
    LRU[iLine] = 0;
    double  value00[], value01[], value02[], value03[], value04[],
            value05[], value06[], value07[], value08[], value09[],
            value10[], value11[], value12[], value13[], value14[],
            value15[], value16[], value17[], value18[], value19[],
            value20[], value21[], value22[], value23[], value24[],
            value25[], value26[], value27[], value28[], value29[];
    switch (iLine){
    case  0: return(PLHelper(value00, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case  1: return(PLHelper(value01, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case  2: return(PLHelper(value02, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case  3: return(PLHelper(value03, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case  4: return(PLHelper(value04, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case  5: return(PLHelper(value05, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case  6: return(PLHelper(value06, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case  7: return(PLHelper(value07, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case  8: return(PLHelper(value08, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case  9: return(PLHelper(value09, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 10: return(PLHelper(value10, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 11: return(PLHelper(value11, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 12: return(PLHelper(value12, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 13: return(PLHelper(value13, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 14: return(PLHelper(value14, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 15: return(PLHelper(value15, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 16: return(PLHelper(value16, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 17: return(PLHelper(value17, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 18: return(PLHelper(value18, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 19: return(PLHelper(value19, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 20: return(PLHelper(value20, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 21: return(PLHelper(value21, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 22: return(PLHelper(value22, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 23: return(PLHelper(value23, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 24: return(PLHelper(value24, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 25: return(PLHelper(value25, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 26: return(PLHelper(value26, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 27: return(PLHelper(value27, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 28: return(PLHelper(value28, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    case 29: return(PLHelper(value29, value, clr, iLine, isNew, shift,
                                        indiMin, indiMax, chrtMin, chrtMax));
    }
    /*NOTREACHED*/
}   // Polyline
string  PLHelper( double& mem[],    double value0,  color clr,      int iLine,
                  bool isNew,       int shift,      double indiMin,
                  double indiMax,   double chrtMin, double chrtMax ){
    string name = lineName[iLine];
    double  price0  = value0;                               if (indiMin < INF){
        if (chrtMin == INF) chrtMin = WindowPriceMin();
        if (chrtMax == INF) chrtMax = WindowPriceMax();
            price0  = (value0 - indiMin) / (indiMax - indiMin)
                    * (chrtMax - chrtMin) + chrtMin;                        }
    datetime    t0  = Time[shift];  static datetime timeL[POLYLINE_MAX];
    if (!isNew){
        if (timeL[iLine] < Time[shift+1]){      // Missing bar(s), leave a gap.
            isNew = true;                                                   }
        else if (Time[shift] < timeL[iLine]){   // Redrawing earlier bars.
            isNew = true;
            for(int iObj=ObjectsTotal()-1; iObj >= 0; iObj--){
                string on = ObjectName(iObj);
                if (StringFind(on, name) == 0)  ObjectDelete(on);
    }   }   }
    if (isNew){
        if (!ResizeBuffer(mem, 2))  return("");
        mem[1]        = price0;     static datetime timeF[POLYLINE_MAX];
        timeF[iLine]  = t0;         static color    clrLn[POLYLINE_MAX];
        clrLn[iLine]  = clr;        static int      segNo[POLYLINE_MAX];
        segNo[iLine]++;                                                     }
    else if (clrLn[iLine] != clr){  ArrayResize(mem, 2);    // Series==true;
        mem[1]        = mem[0];
        timeF[iLine]  = timeL[iLine];
        clrLn[iLine]  = clr;
        segNo[iLine]++;                                                     }
    else if (timeL[iLine] < t0){                    // New bar, remember point
        if (!ResizeBuffer(mem, ArraySize(mem)+1))               return(""); }
    mem[0]          = price0;   timeL[iLine]    = t0;
    int     iFirst  = ArraySize(mem)-1;
    double  priceF  = mem[iFirst],
            valueF  = priceF;                               if (indiMin < INF){
            valueF  = (priceF - chrtMin) / (chrtMax - chrtMin)
                    * (indiMax - indiMin) + indiMin;                        }
    datetime Tf = timeF[iLine];                                 // One bar wide
    if (t0 == Tf)   Tf += IfI(-1, +1, shift==0)*60*Period();    // to be visual
    string  objName = name+"_"+RJust(segNo[iLine],3);
    TLine(objName, Tf, priceF, t0, price0, clr, valueF, value0);
    double maxError=0;  for (int iMem=1; iMem < iFirst; iMem++){
        double  hight   = ObjectGetValueByShift(objName, iMem+shift),
                error   = MathAbs(hight - mem[iMem]);
        if (error > maxError){  maxError = error;   int iMaxError = iMem; }
    }
    if (maxError >= pips2dbl){  // Split the line into two segments at max.
        double  priceM  = mem[iMaxError],
                valueM  = priceM;                           if (indiMin < INF){
                valueM  = (priceM - chrtMin) / (chrtMax - chrtMin)
                        * (indiMax - indiMin) + indiMin;    }
        TLine(objName,  timeF[iLine],           priceF,
                        Time[iMaxError+shift],  priceM, clr, valueF, valueM);
        ArrayResize(mem, iMaxError+1);          // Drop iFirst..(iMaxError+1)
        timeF[iLine] = Time[iMaxError+shift];
        segNo[iLine]++; objName=name+"_"+RJust(segNo[iLine], 3);
        TLine(objName, timeF[iLine], priceM, t0, price0, clr, valueM, value0);
    }   // Split the line into two segments at the max.
    return(objName);
}   // PLHelper
 
WHRoeder:
Ho modificato il codice Polyline per permettere le sovrapposizioni, ...
TLne compatibile all'indietro:
Da un post sul disegno dell'indicatore sia sul grafico principale che sul grafico secondario, TLine potrebbe essere usato per entrambi con delle modifiche.
void TLine(string name, datetime T0, double P0, datetime T1, double P1,
           color clr, double V0=INF, double V1=INF, bool ray=false, int iWin=0){    
    if (!Show.Objects)  return;                         #define WINDOW_MAIN 0
    if      (ObjectMove( name, 0, T0, P0 ))     ObjectMove(name, 1, T1, P1);
    else if (!ObjectCreate( name, OBJ_TREND, iWin, T0, P0, T1, P1 ))
        Alert("ObjectCreate(",name,",TREND) failed: ", GetLastError() );
    else if (!ObjectSet( name, OBJPROP_RAY, ray ))
        Alert("ObjectSet(", name, ",Ray) failed: ", GetLastError());
    if (!ObjectSet(name, OBJPROP_COLOR, clr )) // Allow color change
        Alert("ObjectSet(", name, ",Color) [4] failed: ", GetLastError());
    if (V0 != INF)  // V0, V1 is used for non-price indicator overlayed on chart
        if (MathAbs( (V0 - V1) / MathMax(V0, V1) ) < 0.001)             string
                P0t = StringConcatenate(V0,"");
        else    P0t = StringConcatenate(V0, " to ", V1);
    else if (iWin != WINDOW_MAIN)
        if (MathAbs( (P0 - P1) / MathMax(P0, P1) ) < 0.001)
                P0t = StringConcatenate(P0,"");
        else    P0t = StringConcatenate(P0, " to ", P1);
    else if (MathAbs(P0 - P1) < Point_2)
                P0t = PriceToStr(P0);
    else        P0t = StringConcatenate(PriceToStr(P0), " to ", PriceToStr(P1));
    if (!ObjectSetText(name, P0t, 10))
        Alert("ObjectSetText(",name,") [1] failed: ", GetLastError());
}
Per disegnare sul grafico secondario basta usare iWin = WindowFind("indicatorName");
 
WHRoeder:
Da un post sul disegno dell'indicatore sia sul grafico principale che sul grafico secondario, TLine potrebbe essere usato per entrambi con delle modifiche.
Per disegnare sul grafico secondario basta usare iWin = WindowFind("indicatorName");

Grazie
 

Orario di chiusura del mercato.

Volevo chiudere tutti gli ordini prima della fine della settimana (chiusura del mercato venerdì,) per evitare perdite nel caso in cui il mercato si discosti dalla fine della settimana, superando lo SL. (Questo non è modellato nel tester).

Quindi la domanda è quando si chiude (o si apre) il mercato. Tutti i post e le ricerche in rete sono semplicemente sbagliati . Da Forex Education - Introduzione al Forex - IBFX Il mercato Forex opera 24 ore al giorno, 5,5 giorni alla settimana (6:00 PM ET la domenica fino alle 4:00 PM ET il venerdì) Questo è ET - New York ora locale.

Questo significa che tutte le registrazioni dipendono da quando sono state fatte, dato che i confini del DST variano di anno in anno.

Questo significa che è necessario calcolare quando inizia e finisce il DST di NY, per la barra in questione. (Il problema è che Windows non fornisce routine di conversione se non tra il TZ corrente e UTC e solo per l'anno corrente. Se il PC non è su ET non può essere fatto direttamente. Inoltre, fino all'uscita di Windows8, non è possibile ottenere conversioni per ET e anni precedenti. E guardando il registro su Win7 i valori coprono solo il 2005 (e quelli erano sbagliati se li ho letti correttamente). Quindi non scommetto che Win8 sarà migliore.

Questo significa che è necessario calcolare io stesso il DST. Ho aggiornato il mio codice: TimeGmt() e LocalTimeGMT() con argomenti predefiniti, un po' di documentazione aggiuntiva e controlli, e ho scritto del codice per calcolare l'ora di chiusura del mercato. Buon divertimento.

#define HR2400          86400                   // 24 * 3600
datetime TimeOfDay(datetime when){  return( when % HR2400          );       }
datetime DateOfDay(datetime when){  return( when - TimeOfDay(when) );       }
datetime    now.srv,    now.utc,    mkt.closes.srv;
:
    now.srv = TimeCurrent();
    now.utc = TimeGMT(now.srv);                 // May update Srvr.To.UTC.Hours
    if (now.srv > mkt.closes.srv){              // Compute next market close
        // Market closes Friday 4PM ET (NY local time) and opens Sunday 6PM ET.
        // That's either 2100z or 2000z depending on DST.
        // 18:00 Friday   in America/New_York
        // 12:00 Friday   in Pacific/Honolulu
        // 08:00 Saturday in Australia/Melbourne
        // 07:00 Saturday in Asia/Tokyo
        #define DOW_FRIDAY  5
        #define HR2100      75600   // 21 * 3600
        #define NY_TZ      -18000   // -5 * 3600 UTC-5 (STD) or UTC-4 (DST)
        datetime mktClosesUTC   = DateOfDay(now.utc)
                                + HR2400*(DOW_FRIDAY - TimeDayOfWeek(now.utc))
                                + HR2100;
        if (IsNYonDST(mktClosesUTC + NY_TZ))    mktClosesUTC -= 3600;   // UTC-4
        mkt.closes.srv = TimeServer(mktClosesUTC);
    }                                           // Compute next market close
:
//+------------------------------------------------------------------+
//| GMT Time                                                         |
//+------------------------------------------------------------------+
datetime TimeGMT(datetime serverTime=0){            // Server time to GMT time.
    if (serverTime == 0)    serverTime = TimeCurrent();
    static datetime nextAutoUpdate;     if (serverTime >= nextAutoUpdate){
        nextAutoUpdate = serverTime + 7200;
        if (Srvr.To.UTC.Auto
        )if(IsDllsAllowed()){                               // Complained @ init
            int     srvrToUTC       = LocalTimeGMT() - TimeCurrent();
            double  nearestHalfHour = MathRound(srvrToUTC / 1800.);
            Srvr.To.UTC.Hours       = nearestHalfHour / 2.; // Update external
    }   }
    return (serverTime + Srvr.To.UTC.Hours*3600.);
}
datetime TimeServer(datetime gmtTime){              // Server time to GMT time.
    return (gmtTime - Srvr.To.UTC.Hours*3600.);
}
#import "kernel32.dll"
int  GetTimeZoneInformation(int& TZInfoArray[]);
#import
datetime LocalTimeGMT(){    // TimeLocal to GMT forum.mql4.com/12057#522900
    // This is called only by TimeGMT. Check for IsDLLsAllowed() done there.
    int TZInfoArray[43];
    int tz  = GetTimeZoneInformation(TZInfoArray);
    int GMTshift    = TZInfoArray[0];   // GetTimeZoneInformation will return
    #define TIME_ZONE_ID_DAYLIGHT 2     // the right Bias even when it returns
    #define TIME_ZONE_ID_UNKNOWN  0     // UNKNOWN
    if (tz == TIME_ZONE_ID_DAYLIGHT || tz == TIME_ZONE_ID_UNKNOWN)
        GMTshift += TZInfoArray[42];
    return (TimeLocal() + GMTshift*60);
/*
 *  msdn.microsoft.com/en-us/library/windows/desktop/ms724421%28v=vs.85%29.aspx
 *  typedef struct _TIME_ZONE_INFORMATION {     typedef struct _SYSTEMTIME {
 *  LONG       Bias;              [ 0]  (min)   WORD wYear;         [0]
 *  WCHAR      StandardName[32];  [ 1]          WORD wMonth;            Jan=1
 *  SYSTEMTIME StandardDate;      [17]          WORD wDayOfWeek;    [1] Sun=1
 *  LONG       StandardBias;      [21]          WORD wDay;
 *  WCHAR      DaylightName[32];  [22]          WORD wHour;         [2]
 *  SYSTEMTIME DaylightDate;      [38]          WORD wMinute;
 *  LONG       DaylightBias;      [42]          WORD wSecond;       [3]
 *                                    }         WORD wMilliseconds;        }
 */
}
bool IsNYonDST(datetime whenNY){
    // Market opens Sunday 6PM ET (NY local time) and closes Friday 4PM ET.
    // DST changes at 2AM Sunday, when the market is closed. I don't have to
    // worry about the passed time here, only the date.
    int year    = TimeYear(     whenNY);                   #define MARCH     3
    int mon     = TimeMonth(    whenNY);                   #define APRIL     4
    int dom     = TimeDay(      whenNY);                   #define OCTOBER  10
    int dow     = TimeDayOfWeek(whenNY);                   #define NOVEMBER 11
    // http://en.wikipedia.org/wiki/Daylight_saving_time_in_the_United_States
    //                                      #History_of_DST_in_the_United_States
    // 1986-2006    DST the first Sunday in April to the last Sunday in October
    // 2007 on              second Sunday March         first Sunday in November
    if (year < 2007){ int   monBeg=APRIL,   secndSun=0,  monEnd=OCTOBER;    }
    else{                   monBeg=MARCH;   secndSun=7;  monEnd=NOVEMBER;   }
    if (mon < monBeg                     )  return(false);  // Early spring.
    if (                     mon > monEnd)  return(false);  // Late fall.
    if (mon != monBeg){ if (mon != monEnd)  return(true);   // Summer.
        if (year < 2007){   // Find last Sun = dom - (dow-SUNDAY) but SUNDAY==0
            for (int lastSun = dom-dow; lastSun+7 <= 31; lastSun += 7){}
            return (dom < lastSun);                         // DST Before Sun. &
    }   }                                                   // not on markt open
    // Otherwise first or second Sunday of MonBegin or first Sunday of MonEnd
    for (int firstSun = dom + 7-dow; firstSun > 7; firstSun--){}
    if (mon == monBeg)  return (firstSun+secndSun <= dom);  // DST On/After
    return (dom < firstSun);                                // DST Before Sun.
}
 
WHRoeder: correzione.
    // Otherwise first or second Sunday of MonBegin or first Sunday of MonEnd
//  for (int firstSun = dom + 7-dow; firstSun > 7; firstSun--){}
    for (int firstSun = dom + 7-dow; firstSun > 7; firstSun -= 7){}
 

Questi sono buoni punti, ci sono molte altre cose che sono una congettura anche con le funzioni MT4, che non sempre restituiscono il valore corretto. Per esempio broker e serverinfo sul server e parametri di trading, come spread variabile, ECN o no, SL richiesto o no risulta solo dalla gestione degli errori, informazioni sui simboli, ecc.

Molti di essi sono semplicemente cose di base che non possono (e dovrebbero) essere facilmente controllate. Per esempio le informazioni sui grafici aperti e i dati storici, le informazioni sul tempo (come GMT, fuso orario, DST), le informazioni di apertura e chiusura del mercato.

Il Disaster Recovery sarebbe davvero buono, a partire da MT4 che non si spegne e si riavvia come vuole (aggiornamento), anche terminal.exe si spegne correttamente, che rimane congelato nel task manager anche ore dopo che il terminale è stato chiuso (e si pensa che sia stato chiuso correttamente con il pulsante di chiusura senza alcun messaggio di errore).

Un qualche tipo di supporto locale del datacenter sarebbe anche buono, renderebbe il lavoro più facile invece di variabili globali limitate e file aperti. Per non parlare della memorizzazione dei dati ask, bid, tick (spread) che mancano.

Ci sono molte semplici cose mancanti che rendono la vita molto più difficile insieme, ed è una quantità terribile di lavoro per gestirle correttamente se possibile. Molti suggerimenti esterni nad trucchi anche hack sono necessari per un ampio funzionamento corretto. Non biasimo nessuno che pubblica una strategia su codebase e non gestisce tutti i possibili problemi (molti dei quali specifici del broker) con MT4 o il server - specialmente quando il punto è sulla strategia non sulla gestione degli errori.

Mancano anche cose molto semplici, non possiamo gestire i file di log che possono facilmente crescere di centinaia di megabyte o più quando qualcosa va veramente male. Crescono fino a che il disco è pieno e non si può fare nulla, nemmeno un optinon nelle impostazioni del terminale sulla gestione dei logfile.

Motivazione: