Функция индикатора OnCalculate в тестере стратегий
Уточняю запрос.
Терминал и система:
Terminal MetaTrader 5 x64 build 1596 started (MetaQuotes Software Corp.) Terminal Windows 10 Pro (x64 based PC), IE 11.00, UAC, Intel Core i3-3120M @ 2.50GHz, RAM: 4487 / 8077 Mb, HDD: 335194 / 475588 Mb, GMT+02:00 Terminal C:\Users\barab\AppData\Roaming\MetaQuotes\Terminal\D0E8209F77C8CF37AD8BF550E51FF075
Настройки тестирования:
Результат из тестера. Вопросы вызывают строки выделенные цветом:
login (build 1596) account info found template file tester.tpl added. 2352 bytes loaded 1482 bytes of tester parameters loaded expert file added: Indicators\Test\TestOnCalculate.ex5. 7399 bytes loaded successfully initialized 8403 bytes of total initialization data received Intel Core i3-3120M @ 2.50GHz, 8077 MB EURUSD: history synchronization started EURUSD: load 27 bytes of history data to synchronize in 0:00:00.015 EURUSD: history synchronized from 1971.01.04 to 2017.05.11 EURUSD: ticks synchronization started EURUSD: load 34 bytes of tick data to synchronize in 0:00:00.000 EURUSD: history ticks synchronized from 2016.01.04 to 2017.05.10 EURUSD,M1: history cache allocated for 510171 bars and contains 495361 bars from 2016.01.04 00:00 to 2017.04.28 23:59 EURUSD,M1: history begins from 2016.01.04 00:00 EURUSD,M1 (MetaQuotes-Demo): generating based on real ticks testing with execution random delay EURUSD,M1: testing of Indicators\Test\TestOnCalculate.ex5 from 2017.05.01 00:00 to 2017.05.11 00:00 started 2017.05.01 00:00:00 0, tick_volume: 20, volume: 12700000 EURUSD : real ticks begin from 2016.01.04 00:00:00 2017.05.01 00:00:59 1, tick_volume: 1, volume: 0 2017.05.01 00:01:54 2, tick_volume: 1, volume: 1600000 2017.05.01 00:02:06 3, tick_volume: 1, volume: 1000000 2017.05.01 00:02:40 4, tick_volume: 2, volume: 1500000 2017.05.01 00:02:40 5, tick_volume: 3, volume: 2500000 2017.05.01 00:02:42 6, tick_volume: 4, volume: 3500000 2017.05.01 00:02:42 7, tick_volume: 5, volume: 4500000 2017.05.01 00:02:45 8, tick_volume: 6, volume: 5500000 2017.05.01 00:02:46 9, tick_volume: 7, volume: 6500000 2017.05.01 00:02:57 10, tick_volume: 8, volume: 7500000 2017.05.01 00:03:06 11, tick_volume: 1, volume: 500000 2017.05.01 00:03:06 12, tick_volume: 2, volume: 4500000 2017.05.01 00:03:16 13, tick_volume: 3, volume: 7500000 2017.05.01 00:03:21 14, tick_volume: 4, volume: 8000000 2017.05.01 00:03:22 15, tick_volume: 5, volume: 8500000 2017.05.01 00:03:23 16, tick_volume: 6, volume: 9500000 2017.05.01 00:03:23 17, tick_volume: 7, volume: 10500000 2017.05.01 00:03:27 18, tick_volume: 8, volume: 11500000 2017.05.01 00:03:27 19, tick_volume: 9, volume: 12500000 2017.05.01 00:03:28 20, tick_volume: 10, volume: 13500000 2017.05.01 00:03:28 21, tick_volume: 11, volume: 14500000 2017.05.01 00:03:30 22, tick_volume: 12, volume: 15500000 2017.05.01 00:03:33 23, tick_volume: 13, volume: 16500000 2017.05.01 00:03:35 24, tick_volume: 14, volume: 17500000 2017.05.01 00:03:35 25, tick_volume: 15, volume: 18500000 2017.05.01 00:03:39 26, tick_volume: 16, volume: 19000000 2017.05.01 00:03:39 27, tick_volume: 17, volume: 20000000 2017.05.01 00:03:43 28, tick_volume: 18, volume: 21500000 2017.05.01 00:03:45 29, tick_volume: 19, volume: 22500000 2017.05.01 00:03:55 30, tick_volume: 20, volume: 23000000 2017.05.01 00:04:03 31, tick_volume: 1, volume: 500000 2017.05.01 00:04:03 32, tick_volume: 1, volume: 500000 2017.05.01 00:04:03 33, tick_volume: 1, volume: 500000 2017.05.01 00:04:05 34, tick_volume: 2, volume: 1250000 2017.05.01 00:04:06 35, tick_volume: 3, volume: 2000000 2017.05.01 00:04:06 36, tick_volume: 3, volume: 2000000 2017.05.01 00:04:09 37, tick_volume: 4, volume: 3000000 2017.05.01 00:04:09 38, tick_volume: 4, volume: 3000000 2017.05.01 00:04:55 39, tick_volume: 5, volume: 7000000 2017.05.01 00:04:56 40, tick_volume: 6, volume: 7250000 2017.05.01 00:05:03 41, tick_volume: 1, volume: 200000 2017.05.01 00:05:04 42, tick_volume: 2, volume: 1200000 2017.05.01 00:05:04 43, tick_volume: 3, volume: 1400000 2017.05.01 00:05:04 44, tick_volume: 4, volume: 1600000 2017.05.01 00:05:06 45, tick_volume: 5, volume: 1800000
В этих строках видно, что счётчик заходов в OnCalculate() увеличивается, но при этом в массивах tick_volume[rates_total-1] и volume[rates_total-1] значения (в последнем элементе) не меняются.
//+------------------------------------------------------------------+ //| TestOnCalculate.mq5 | //| Copyright © 2017, Vladimir Karputov | //| http://wmua.ru/slesar/ | //+------------------------------------------------------------------+ #property copyright "Copyright © 2017, Vladimir Karputov" #property link "http://wmua.ru/slesar/" #property version "1.00" #property indicator_chart_window #property indicator_buffers 0 #property indicator_plots 0 //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- indicator buffers mapping //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { static long counter=0; //--- Print(IntegerToString(counter), ", tick_volume: ",tick_volume[rates_total-1], ", volume: ",volume[rates_total-1]); counter++; //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+
Может это эмуляция подкачки истории (prev_calculate==0)? Сейчас проверим ...
Код:
//+------------------------------------------------------------------+ //| TestOnCalculate.mq5 | //| Copyright © 2017, Vladimir Karputov | //| http://wmua.ru/slesar/ | //+------------------------------------------------------------------+ #property copyright "Copyright © 2017, Vladimir Karputov" #property link "http://wmua.ru/slesar/" #property version "1.00" #property indicator_chart_window #property indicator_buffers 0 #property indicator_plots 0 //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- indicator buffers mapping //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { static long counter=0; //--- Print(counter, ", rates_total: ",rates_total, ", prev_calculated: ",prev_calculated, ", tick_volume: ",tick_volume[rates_total-1], ", volume: ",volume[rates_total-1]); counter++; //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+
Результат:
2017.05.01 00:00:59 1, rates_total: 495362, prev_calculated: 495361, tick_volume: 1, volume: 0 2017.05.01 00:01:54 2, rates_total: 495363, prev_calculated: 495362, tick_volume: 1, volume: 1600000 2017.05.01 00:02:06 3, rates_total: 495364, prev_calculated: 495363, tick_volume: 1, volume: 1000000 2017.05.01 00:02:40 4, rates_total: 495364, prev_calculated: 495364, tick_volume: 2, volume: 1500000 2017.05.01 00:02:40 5, rates_total: 495364, prev_calculated: 495364, tick_volume: 3, volume: 2500000 2017.05.01 00:02:42 6, rates_total: 495364, prev_calculated: 495364, tick_volume: 4, volume: 3500000 2017.05.01 00:02:42 7, rates_total: 495364, prev_calculated: 495364, tick_volume: 5, volume: 4500000 2017.05.01 00:02:45 8, rates_total: 495364, prev_calculated: 495364, tick_volume: 6, volume: 5500000 2017.05.01 00:02:46 9, rates_total: 495364, prev_calculated: 495364, tick_volume: 7, volume: 6500000 2017.05.01 00:02:57 10, rates_total: 495364, prev_calculated: 495364, tick_volume: 8, volume: 7500000 2017.05.01 00:03:06 11, rates_total: 495365, prev_calculated: 495364, tick_volume: 1, volume: 500000 2017.05.01 00:03:06 12, rates_total: 495365, prev_calculated: 495365, tick_volume: 2, volume: 4500000 2017.05.01 00:03:16 13, rates_total: 495365, prev_calculated: 495365, tick_volume: 3, volume: 7500000 2017.05.01 00:03:21 14, rates_total: 495365, prev_calculated: 495365, tick_volume: 4, volume: 8000000 2017.05.01 00:03:22 15, rates_total: 495365, prev_calculated: 495365, tick_volume: 5, volume: 8500000 2017.05.01 00:03:23 16, rates_total: 495365, prev_calculated: 495365, tick_volume: 6, volume: 9500000 2017.05.01 00:03:23 17, rates_total: 495365, prev_calculated: 495365, tick_volume: 7, volume: 10500000 2017.05.01 00:03:27 18, rates_total: 495365, prev_calculated: 495365, tick_volume: 8, volume: 11500000 2017.05.01 00:03:27 19, rates_total: 495365, prev_calculated: 495365, tick_volume: 9, volume: 12500000 2017.05.01 00:03:28 20, rates_total: 495365, prev_calculated: 495365, tick_volume: 10, volume: 13500000 2017.05.01 00:03:28 21, rates_total: 495365, prev_calculated: 495365, tick_volume: 11, volume: 14500000 2017.05.01 00:03:30 22, rates_total: 495365, prev_calculated: 495365, tick_volume: 12, volume: 15500000 2017.05.01 00:03:33 23, rates_total: 495365, prev_calculated: 495365, tick_volume: 13, volume: 16500000 2017.05.01 00:03:35 24, rates_total: 495365, prev_calculated: 495365, tick_volume: 14, volume: 17500000 2017.05.01 00:03:35 25, rates_total: 495365, prev_calculated: 495365, tick_volume: 15, volume: 18500000 2017.05.01 00:03:39 26, rates_total: 495365, prev_calculated: 495365, tick_volume: 16, volume: 19000000 2017.05.01 00:03:39 27, rates_total: 495365, prev_calculated: 495365, tick_volume: 17, volume: 20000000 2017.05.01 00:03:43 28, rates_total: 495365, prev_calculated: 495365, tick_volume: 18, volume: 21500000 2017.05.01 00:03:45 29, rates_total: 495365, prev_calculated: 495365, tick_volume: 19, volume: 22500000 2017.05.01 00:03:55 30, rates_total: 495365, prev_calculated: 495365, tick_volume: 20, volume: 23000000 2017.05.01 00:04:03 31, rates_total: 495366, prev_calculated: 495365, tick_volume: 1, volume: 500000 2017.05.01 00:04:03 32, rates_total: 495366, prev_calculated: 495366, tick_volume: 1, volume: 500000 2017.05.01 00:04:03 33, rates_total: 495366, prev_calculated: 495366, tick_volume: 1, volume: 500000 2017.05.01 00:04:05 34, rates_total: 495366, prev_calculated: 495366, tick_volume: 2, volume: 1250000 2017.05.01 00:04:06 35, rates_total: 495366, prev_calculated: 495366, tick_volume: 3, volume: 2000000 2017.05.01 00:04:06 36, rates_total: 495366, prev_calculated: 495366, tick_volume: 3, volume: 2000000 2017.05.01 00:04:09 37, rates_total: 495366, prev_calculated: 495366, tick_volume: 4, volume: 3000000 2017.05.01 00:04:09 38, rates_total: 495366, prev_calculated: 495366, tick_volume: 4, volume: 3000000 2017.05.01 00:04:55 39, rates_total: 495366, prev_calculated: 495366, tick_volume: 5, volume: 7000000 2017.05.01 00:04:56 40, rates_total: 495366, prev_calculated: 495366, tick_volume: 6, volume: 7250000 2017.05.01 00:05:03 41, rates_total: 495367, prev_calculated: 495366, tick_volume: 1, volume: 200000
Нет, это определённо не подкачка истории (так как prev_calculate!=0).
А теперь попытка получения этих же данных вместе с SymbolInfoTick:
код:
//+------------------------------------------------------------------+ //| TestOnCalculate.mq5 | //| Copyright © 2017, Vladimir Karputov | //| http://wmua.ru/slesar/ | //+------------------------------------------------------------------+ #property copyright "Copyright © 2017, Vladimir Karputov" #property link "http://wmua.ru/slesar/" #property version "1.00" #property indicator_chart_window #property indicator_buffers 0 #property indicator_plots 0 //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- indicator buffers mapping //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { static long counter=0; MqlTick last_tick; //--- if(!SymbolInfoTick(Symbol(),last_tick)) Print(counter,", SymbolInfoTick() failed, error = ",GetLastError()); //--- Print(counter, ", time_msc: ",last_tick.time_msc, /*", rates_total: ",rates_total, ", prev_calculated: ",prev_calculated,*/ ", tick_volume: ",tick_volume[rates_total-1], ", volume: ",volume[rates_total-1]); counter++; //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+
результат:
2017.05.01 00:00:59 1, time_msc: 1493596859961, tick_volume: 1, volume: 0 2017.05.01 00:01:54 2, time_msc: 1493596914787, tick_volume: 2, volume: 1600000 2017.05.01 00:02:06 3, time_msc: 1493596926870, tick_volume: 3, volume: 2600000 2017.05.01 00:02:40 4, time_msc: 1493596960611, tick_volume: 4, volume: 3100000 2017.05.01 00:02:40 5, time_msc: 1493596960859, tick_volume: 5, volume: 4100000 2017.05.01 00:02:42 6, time_msc: 1493596962369, tick_volume: 6, volume: 5100000 2017.05.01 00:02:42 7, time_msc: 1493596962615, tick_volume: 7, volume: 6100000 2017.05.01 00:02:45 8, time_msc: 1493596965907, tick_volume: 8, volume: 7100000 2017.05.01 00:02:46 9, time_msc: 1493596966908, tick_volume: 9, volume: 8100000 2017.05.01 00:02:57 10, time_msc: 1493596977982, tick_volume: 10, volume: 9100000 2017.05.01 00:03:06 11, time_msc: 1493596986295, tick_volume: 11, volume: 9600000 2017.05.01 00:03:06 12, time_msc: 1493596986800, tick_volume: 12, volume: 13600000 2017.05.01 00:03:16 13, time_msc: 1493596996879, tick_volume: 13, volume: 16600000 2017.05.01 00:03:21 14, time_msc: 1493597001900, tick_volume: 14, volume: 17100000 2017.05.01 00:03:22 15, time_msc: 1493597002904, tick_volume: 15, volume: 17600000 2017.05.01 00:03:23 16, time_msc: 1493597003175, tick_volume: 16, volume: 18600000 2017.05.01 00:03:23 17, time_msc: 1493597003926, tick_volume: 17, volume: 19600000 2017.05.01 00:03:27 18, time_msc: 1493597007705, tick_volume: 18, volume: 20600000 2017.05.01 00:03:27 19, time_msc: 1493597007949, tick_volume: 19, volume: 21600000 2017.05.01 00:03:28 20, time_msc: 1493597008703, tick_volume: 20, volume: 22600000 2017.05.01 00:03:28 21, time_msc: 1493597008960, tick_volume: 21, volume: 23600000 2017.05.01 00:03:30 22, time_msc: 1493597010211, tick_volume: 22, volume: 24600000 2017.05.01 00:03:33 23, time_msc: 1493597013758, tick_volume: 23, volume: 25600000 2017.05.01 00:03:35 24, time_msc: 1493597015009, tick_volume: 24, volume: 26600000 2017.05.01 00:03:35 25, time_msc: 1493597015759, tick_volume: 25, volume: 27600000 2017.05.01 00:03:39 26, time_msc: 1493597019552, tick_volume: 26, volume: 28100000 2017.05.01 00:03:39 27, time_msc: 1493597019799, tick_volume: 27, volume: 29100000 2017.05.01 00:03:43 28, time_msc: 1493597023822, tick_volume: 28, volume: 30600000 2017.05.01 00:03:45 29, time_msc: 1493597025326, tick_volume: 29, volume: 31600000 2017.05.01 00:03:55 30, time_msc: 1493597035909, tick_volume: 30, volume: 32100000 2017.05.01 00:04:03 31, time_msc: 1493597043972, tick_volume: 31, volume: 32600000 2017.05.01 00:04:03 32, time_msc: 1493597043972, tick_volume: 31, volume: 32600000 2017.05.01 00:04:03 33, time_msc: 1493597043972, tick_volume: 31, volume: 32600000 2017.05.01 00:04:05 34, time_msc: 1493597045981, tick_volume: 32, volume: 33350000 2017.05.01 00:04:06 35, time_msc: 1493597046227, tick_volume: 33, volume: 34100000 2017.05.01 00:04:06 36, time_msc: 1493597046227, tick_volume: 33, volume: 34100000 2017.05.01 00:04:09 37, time_msc: 1493597049751, tick_volume: 34, volume: 35100000 2017.05.01 00:04:09 38, time_msc: 1493597049751, tick_volume: 34, volume: 35100000 2017.05.01 00:04:55 39, time_msc: 1493597095069, tick_volume: 35, volume: 39100000 2017.05.01 00:04:56 40, time_msc: 1493597096833, tick_volume: 36, volume: 39350000 2017.05.01 00:05:03 41, time_msc: 1493597103811, tick_volume: 37, volume: 39550000 2017.05.01 00:05:04 42, time_msc: 1493597104012, tick_volume: 38, volume: 40550000 2017.05.01 00:05:04 43, time_msc: 1493597104012, tick_volume: 39, volume: 40750000 2017.05.01 00:05:04 44, time_msc: 1493597104012, tick_volume: 40, volume: 40950000 2017.05.01 00:05:06 45, time_msc: 1493597106126, tick_volume: 41, volume: 41150000 2017.05.01 00:05:08 46, time_msc: 1493597108615, tick_volume: 42, volume: 41350000
также время (в миллисекундах) у спорных значений одинаково (хотя это и не ошибка - у тиков может совпадать время миллисекундах, но может это поможет отыскать ответ на вопрос - почему tick_volume у некотрых тиков одинаковое)
Vladimir Karputov:
А теперь попытка получения этих же данных вместе с SymbolInfoTick:
Попробовал параметр flags вывести структуры MqlTick, в них есть отличия. Хотя пока непонятно сопоставимость выводимого числа и названия флага по справке.
OO 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:31 125, rates_total: 502564, prev_calculated: 502564, tick_volume: 61, volume: 26051000 Flags = 56 FP 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:31 126, rates_total: 502564, prev_calculated: 502564, tick_volume: 62, volume: 26898000 Flags = 56 FE 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:32 127, rates_total: 502564, prev_calculated: 502564, tick_volume: 63, volume: 27148000 Flags = 56 NM 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:32 128, rates_total: 502564, prev_calculated: 502564, tick_volume: 63, volume: 27148000 Flags = 6 MP 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:32 129, rates_total: 502564, prev_calculated: 502564, tick_volume: 63, volume: 27148000 Flags = 6 QD 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:33 130, rates_total: 502564, prev_calculated: 502564, tick_volume: 64, volume: 27398000 Flags = 56 GM 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:33 131, rates_total: 502564, prev_calculated: 502564, tick_volume: 64, volume: 27398000 Flags = 6 FS 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:34 132, rates_total: 502564, prev_calculated: 502564, tick_volume: 65, volume: 27647000 Flags = 56 ED 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:34 133, rates_total: 502564, prev_calculated: 502564, tick_volume: 66, volume: 27895000 Flags = 56 KI 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:34 134, rates_total: 502564, prev_calculated: 502564, tick_volume: 67, volume: 28133000 Flags = 56 PR 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:34 135, rates_total: 502564, prev_calculated: 502564, tick_volume: 68, volume: 28383000 Flags = 56 RG 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:35 136, rates_total: 502564, prev_calculated: 502564, tick_volume: 69, volume: 28623000 Flags = 56 LK 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:35 137, rates_total: 502564, prev_calculated: 502564, tick_volume: 69, volume: 28623000 Flags = 6 FM 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:36 138, rates_total: 502564, prev_calculated: 502564, tick_volume: 70, volume: 28873000 Flags = 56 LF 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:37 139, rates_total: 502564, prev_calculated: 502564, tick_volume: 71, volume: 29123000 Flags = 56 EH 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:37 140, rates_total: 502564, prev_calculated: 502564, tick_volume: 71, volume: 29123000 Flags = 4 CL 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:37 141, rates_total: 502564, prev_calculated: 502564, tick_volume: 72, volume: 29373000 Flags = 56 KE 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:37 142, rates_total: 502564, prev_calculated: 502564, tick_volume: 72, volume: 29373000 Flags = 6 QK 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:37 143, rates_total: 502564, prev_calculated: 502564, tick_volume: 73, volume: 29613000 Flags = 56 IL 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:37 144, rates_total: 502564, prev_calculated: 502564, tick_volume: 74, volume: 29853000 Flags = 56 IR 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:37 145, rates_total: 502564, prev_calculated: 502564, tick_volume: 74, volume: 29853000 Flags = 4 DJ 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:38 146, rates_total: 502564, prev_calculated: 502564, tick_volume: 75, volume: 30083000 Flags = 56 LO 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:38 147, rates_total: 502564, prev_calculated: 502564, tick_volume: 76, volume: 30333000 Flags = 56 GP 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:38 148, rates_total: 502564, prev_calculated: 502564, tick_volume: 77, volume: 30583000 Flags = 56 IF 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:38 149, rates_total: 502564, prev_calculated: 502564, tick_volume: 77, volume: 30583000 Flags = 2 EN 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:38 150, rates_total: 502564, prev_calculated: 502564, tick_volume: 78, volume: 30783000 Flags = 56 CP 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:38 151, rates_total: 502564, prev_calculated: 502564, tick_volume: 78, volume: 30783000 Flags = 6 KD 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:39 152, rates_total: 502564, prev_calculated: 502564, tick_volume: 79, volume: 30983000 Flags = 56 MJ 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:39 153, rates_total: 502564, prev_calculated: 502564, tick_volume: 79, volume: 30983000 Flags = 2 ER 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:39 154, rates_total: 502564, prev_calculated: 502564, tick_volume: 80, volume: 31830000 Flags = 56 KG 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:39 155, rates_total: 502564, prev_calculated: 502564, tick_volume: 80, volume: 31830000 Flags = 6 QI 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:41 156, rates_total: 502564, prev_calculated: 502564, tick_volume: 81, volume: 32677000 Flags = 56 OQ 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:41 157, rates_total: 502564, prev_calculated: 502564, tick_volume: 81, volume: 32677000 Flags = 2 IG 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:42 158, rates_total: 502564, prev_calculated: 502564, tick_volume: 82, volume: 33524000 Flags = 56 CK 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:42 159, rates_total: 502564, prev_calculated: 502564, tick_volume: 82, volume: 33524000 Flags = 2 NM 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:43 160, rates_total: 502564, prev_calculated: 502564, tick_volume: 83, volume: 33773000 Flags = 56 PE 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:43 161, rates_total: 502564, prev_calculated: 502564, tick_volume: 83, volume: 33773000 Flags = 6 NK 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:43 162, rates_total: 502564, prev_calculated: 502564, tick_volume: 84, volume: 34012000 Flags = 56 JL 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:44 163, rates_total: 502564, prev_calculated: 502564, tick_volume: 85, volume: 34251000 Flags = 56 JR 0 20:23:13.609 i-test-OnCalculate (EURUSD,M1) 2017.05.08 00:05:44 164, rates_total: 502564, prev_calculated: 502564, tick_volume: 85, volume: 34251000 Flags = 6
Вы учитываете тот факт, что при тестировании на реальных тиках бывают тики, которые не меняют состояние бара? Точно так же, как и в реальной жизни
Попробуйте протестирвать индикатор не на реальных тиках, а на ежетике
Slava:
Вы учитываете тот факт, что при тестировании на реальных тиках бывают тики, которые не меняют состояние бара? Точно так же, как и в реальной жизни
Попробуйте протестирвать индикатор не на реальных тиках, а на ежетике
Это стало понятно, после того как вывели параметр flags. Просто я например думал, что раньше в OnCalculate на форексных символах попадали исключительно тики которые меняют состояние бара.
Slava:
Вы учитываете тот факт, что при тестировании на реальных тиках бывают тики, которые не меняют состояние бара? Точно так же, как и в реальной жизни
Попробуйте протестирвать индикатор не на реальных тиках, а на ежетике
Спасибо! Но почему тогда по времени тоже выводиться два раза, и именно 2 раза не более не менее..
int limit; if(prev_calculated==0) limit=1; else limit=prev_calculated-1; for(int i=limit;i<rates_total && !IsStopped();i++) { if(gdt_BarOpenTime!=time[i]) { gdt_BarOpenTime=time[i]; Print(i," ",time[i]); // ВЫВОДИТ НА КАЖДОМ БАРЕ 2 РАЗА } }
Вы упускаете торговые возможности:
- Бесплатные приложения для трейдинга
- 8 000+ сигналов для копирования
- Экономические новости для анализа финансовых рынков
Регистрация
Вход
Вы принимаете политику сайта и условия использования
Если у вас нет учетной записи, зарегистрируйтесь
Всем привет! Обьясните, пожалуйста, почему OnCalculate() в тестере стратегий на КАЖДОМ ТИКЕ вызывается 2 раза???