I am trying to write my first script in MQL4 and had hopefully a few basic questions.
1) I am aware that I can write a script and drag and drop it on a symbol window to execute the script. I was wondering though if there was a way to reference a symbol window through the code?
Is it just like the code below,
WindowHandle("EURUSD", PERIOD_M1)
2) Is there anyway to specify the time horizon of a symbol window. For example say I want the symbol window to show me the EURUSD 1 minute data from 4th March 2012 10:10 am to 4th December 2012 4pm? Can you also specify the number of bars to show on the chart at anyone time?
3) Can you draw a line on the chart using a script? I think I read you cannot - that you would need to write a custom indicator? I understand using a script however that you can annotate the chart with a text object though.
A3: Yes, you can
A2: No, any code is sub-ordinated to the pre-set MT4.Graph instance
In other words, your code ( any MQL4 ( well, valid as far as Build 711 )) cannot moderate the outer-container ( the MT4.Graph ), be it zoom, Y-scale, changing it's Period and other "given" features, some of which may be editable by user ( but not by the code )
A1: No, but ... might be you read about some
This is rather dangerous zone. Imagine a MT4 Terminal, that has a live-session, if there were such WindowHandle( "EURUSD", PERIOD_M1 ) and if there were six graphs for [EURUSD,M1]. Which way should the identification / execution follow? No, this is left intentionally as a "Human-step", because executing any kind of code is associated with risks and may create huge if not fatal losses ( as the code runs blind and deaf and VERY FAST ).
While there are some dirty techniques to identify/swap MT4-"window" these techniques are highly dependent on O/S services. For normal use, I would dare rely on any of those I have read about so far.
Related
I am trying to construct a window of object from type TickVo.
I managed to do so using:
TickVO.win:time_batch(1 min)
but my first tick starts for example from 44 miliseconds after midnight, meaning 00:00:00.44.
my question is:
how can i make the window start from 0 miliseconds and end in such.
for example: 00:00:00.44 will be added to the window of 00:00:01
but 00:00:01.15 tick will be added to the window of 00:00:02.
because what happens now is that both 00:00:00.44 and 00:00:01.15 are added to the first tick, since ( as i saw) it is relevant to the starting point.
update: after further investigation, i found out that my solution should rely on
win:ext_timed
but i still haven't figured out the filter i should use as timestamp_expression
The time-batch can take a reference point as a parameter in the form "TickVO#time_batch(1 min, 0L)". The zero tells the runtime to align to 0 millis.
There are a few related approaches on the solution patterns page.
You may find detailed description of how batch windows behave useful.
Session windows are generally done using overlapping or non-overlapping contexts.
Apologies, in trying to be concise and clear my previous description of my question turned into a special case of the general case I'm trying to solve.
New Description
I'm trying to Compare the last emitted value of an Aggregation Function (Let's say Sum()) with a each element that I aggregate over in the current window.
Worth noting, that the ideal (I think) solution would include
The T2(from t-1) element used at time = t is the one that was created during the previous window.
I've been playing with several ideas/experiments but I'm struggling to find a way to accomplish this in a way is elegant and "empathetic" to Beam's compute model (which I'm still trying to fully Grock after many an article/blog/doc and book :)
Side inputs seem unwieldy because It looks like I have to shift the emitted 5M#T-1 Aggregation's timestamp into the 5M#T's window in order to align it with the current 5M window
In attempting this with side inputs (as I understand them), I ended up with some nasty code that was quite "circularly referential", but not in an elegant recursive way :)
Any help in the right direction would be much appreciated.
Edit:
Modified diagram and improved description to more clearly show:
the intent of using emitted T2(from t-1) to calculate T2 at t
that the desired T2(from t-1) used to calculate T2 is the one with the correct key
Instead of modifying the timestamp of records that are materialized so that they appear in the current window, you should supply a window mapping fn which just maps the current window on to the past one.
You'll want to create a custom WindowFn which implements the window mapping behavior that you want paying special attention to overriding the getDefaultWindowMappingFn function.
Your pipeline would be like:
PCollection<T> mySource = /* data */
PCollectionView<SumT> view = mySource
.apply(Window.into(myCustomWindowFnWithNewWindowMappingFn))
.apply(Combine.globally(myCombiner).asSingletonView());
mySource.apply(ParDo.of(/* DoFn that consumes side input */).withSideInputs(view));
Pay special attention to the default value the combiner will produce since this will be the default value when the view has had no data emitted to it.
Also, the easiest way to write your own custom window function is to copy an existing one.
If a technical indicator works very slow, and I wish to include it in an EA ( using iCustom() ), is there a some "wrapper" that could cache the indicator results to a file based on the particular indicator inputs?
This way I could get a better speed next time when I backtest it using the same set of parameters, since the "wrapper" could read the result from file rather than recalculate the result from the indicator.
I heard that some developers did that for their needs in order to speed up backtesting, but as far as i know, there's no publicly available solution.
If I had to solve this problem, I would create a class with two fields (datetime and indicator value, or N buffers of the indicator), and a collection class similar to CArrayObj.mqh but with an option to apply binary search, or to start looking for element from a specific index, not from the very beginning of the array.
Recent MT4 Builds added VERY restrictive conditions for Indicators
In early years of MT4, this was not so cruel as it is these days.
FACT#1: fileIO is 10.000x ~ 100.000x slower than memIO:
This means, there is no benefit from "pre-caching" values to disk.
FACT#2: Processing Performance has HARD CEILING:
All, yes ALL, Custom Indicators, that are being used in MetaTrader4 Terminal ( be it directly in GUI, or indirectly, via Template(s) or called via iCustom() calls & in Strategy Tester via .tpl + iCustom() ) ALL THESE SHARE A SINGLE THREAD ...
FACT#3: Strategy Tester has the most demanding needs for speed:
Thus - eliminate all, indeed ALL, non-core indicators from tester.tpl template and save it as "blank", to avoid any part of such non-core processing.
Next, re-design the Custom Indicator, where possible, so as to avoid any CPU-ops & MEM-allocation(s), that are not necessary.
I remember a Custom Indicatore designs with indeed deep-convolutions, which could have been re-engineered so as to keep just a triangular sparse-matrix with necessary updates, that has increased the speed of Indicator processing more than 10.000x, so code-revision is the way.
So, rather run a separate MetaTrader4 Terminal, just for BackTesting, than having to wait for many hours just due to un-compressible nature of numerical processing under a traffic-jam congestion in the shared use of the CustomIndicator-solo-Thread that none scheduling could improve.
FACT#4: O/S can increase a process priority:
Having got to the Devil's zone, it is a common practice to spin-up the PRIO for the StrategyTester MT4, up to the "RealTime PRIO" in the O/S tools.
One may even additionally "lock" this MT4-process onto a certain CPU-core(s) and setup all other processes with adjacent CPU-core-AFFINITY, so that these two distinct groups of processes do not jump one to the other group's CPU-core(s). Hard, but if squeezing the performance to the bleeding edge, this is a must.
In the Internet, across many boards one can read that it is impossible to make use of MarketInfo() function in the Strategy Tester. It's the limitation of the platform.
I haven't found on the web any workaround for this. However, since the need is the mother of invention, and my need was to make USDJPY market decisions with EA that depends on the state of EURUSD market I've found the workaround ( which is good enough for me ). I use iMA() with a period of one, and M1 resolution.
iMA( "EURUSD", PERIOD_M1, 1, 0, MODE_SMA, PRICE_MEDIAN, i )
The question is: since MetaTrader is able to calculate Moving Average for another currency ( which is surely based on the actual price of the pair! ),Q1: why can't one has access to the current value : directly?
And a follow-up question:Q2: Is there any other ( more accurate ) workaround for this limitation?
REASON: The reason to that question is because of "Tick". Because a "tick" in one currency happens independently from the "tick" of another currency, it is not possible to accurately determine the Price of another currency basing on the current "Tick" of one currency. The iMA is calculated using the OHLC of the M1 candle, and not the actual "Tick" (which is not the same as "Tick" data).
Rephrase: Let's say we are on USDJPY, and this "tick" happens at 12:00:00.210 (12mid-night at the 210th millisecond). When that "tick" happens, the start() event gets triggered. In that function, we look for Bid of EURUSD. However, there is no "Tick" for EURUSD as of that time (the USDJPY and EURUSD do not "tick" at the same time), thus it is not possible to determine the exact price of EURUSD at-that-point-in-time.
There is no workaround because it is impossible to determine the price on the "Tick" level because MQL4's datetime variable is an integer and accurate only to the seconds, and the HistoryCenter>Export are OHLC only.
Your iMA() is as good as it gets.
Q1: was well served by #JosephLee + there is one more option (ref. below)
Q2: deserves a word:
Yes, there is a workaround.
While MetaTrader Terminal 4 has many weaknesses, not worth one's time to spend time here, there are also nice things one can do with it.
Some five years ago, there was a project-need to integrate a distributed-processing for MT4, so as to circumvent it's given weaknesses.
That happened. This way you can benefit from a distributed-processing framework and can have down to a few nanoseconds ( latency-wise ) exact prices of all instruments at will ( based on a remote QUOTE-stream processing ) independently of your localhost MT4.graph _Symbol
Do not hesitate to ask more
&
welcome to the
Worlds of MQL4
New-MQL4.56789 has an iClose() functionality for multi-currency
Returns Close price value for the bar of specified symbol with timeframe and shift.
double iClose( string symbol, // symbol
int timeframe, // timeframe
int shift // shift
);
Parameterssymbol[in] Symbol name. NULL means the current symbol.timeframe[in] Timeframe. It can be any of ENUM_TIMEFRAMES enumeration values. 0 means the current chart timeframe.shift[in] Index of the value taken from the indicator buffer (shift relative to the current bar the given amount of periods ago).Returned valueClose price value for the bar of specified symbol with timeframe and shift. If local history is empty (not loaded), function returns 0. To check errors, one has to call the GetLastError() function.
Be cautious on it's use in StrategyTester with a due care taken on error-handling the cases the history data is not in local database and a need to provide a remedy-handling procedures for remote-retrieval from server appears.
Print( "A first date in the history for the EURUSD on the [MT4SERVER] = ",
(datetime) SeriesInfoInteger( "EURUSD", 0, SERIES_SERVER_FIRSTDATE )
);
Similarly need to provide some measures for cases the above indicated need ERR_HISTORY_WILL_UPDATED appears while the remote-server is not online / market is closed ERR_MARKET_CLOSED / the requested date is already before the SERIES_SERVER_FIRSTDATE etc.
In a corner-case, there is always a possibility to create a special-setup with step-wise updating both local CCY_PAIR and a REMOTE_CCY_PAIR totally independent of a Broker-side equipment status.
All these are important aspects of this new MQL4 feature.
I have two files :
first file contains jobname and start time which looks like below:
ZPUDA13V STARTED - TIME=00.13.30
ZPUDM00V STARTED - TIME=03.26.54
ZPUDM01V STARTED - TIME=03.26.54
ZPUDM02V STARTED - TIME=03.26.54
ZPUDM03V STARTED - TIME=03.26.56
and the second file contains jobname and Endtime which looks like below:
ZPUDA13V ENDED - TIME=00.13.37
ZPUDM00V ENDED - TIME=03.27.38
ZPUDM01V ENDED - TIME=03.27.34
ZPUDM02V ENDED - TIME=03.27.29
ZPUDM03V ENDED - TIME=03.27.27
Now I am trying to combine these two files to get the report like JOBNAME START TIME ENDTIME.I have used ICETOOL to get the report If I get JOBNAME START TIME ,ENDTIME is SPACES .If I get Endtime ,JOBNAME START TIME gets spaces.
Please let me know how to code the outrec fields as I have coded with almost all possibilites to get the desired one.But still my output is not the same as I required
I have no idea what ICETOOL is (nor the inclination to even look it up in Google :-) but this is a classic COBOL data processing task.
Based on your simple data input, the algorithm would be:
for every record S in startfile:
for every record E in endfile:
if S.jobnname = E.jobname:
ouput S.jobname S.time E.time
next S
endif
endfor
endfor
However, you may need to take into account the fact that:
multiple jobs of the same name may run during the day (multiple entries in the file).
multiple jobs of the same name may run at the same time.
You could get around the first problem by ensuring the E record was the one immediately following the S record (based on time). The second problem is a doozy.
If you're running on z/OS (and you probably are, given the job names), have you considered using information from the SMF records to do this collection and analysis. I'm pretty certain SMF type 30 records hold everything you need.
And assuming this is a mainframe question, here's a shameless plug for a book one of my friends at work has written, check out What On Earth is a Mainframe? by David Stephens (ISBN-13 = 978-1409225355).
I know, i'm toooo late with my resolution, but may be helpful for new comers to stackoverflow
You can make use of JOINKEYS of DFSORT using JCL.
JOINKEYS F1 FIELDS=(01,08,CH,A)
JOINKEYS F2 FIELDS=(01,08,CH,A)
REFORMAT FIELDS=(F1:01,33,F2:25,08)
SORT FIELDS=COPY
OUTREC FIELDS=(01,08,25,08,34,08)
the outrec will hold the data as you need!