MT4自定义周期实时更新程序
21楼 电梯直达
原帖由 韩儿 于 2005-12-1 23:31 发表 楼主，H4的图表数据很全，而制出H8的数据不全，则该如何制全H8的数据？？？
111.gif
韬客社区www.talkfx.co
发表于：2005-12-02 07:53只看该作者
22楼
建议置顶,造幅大家
谢谢
韬客社区www.talkfx.co
发表于：2005-12-02 08:20只看该作者
23楼
原帖由 wfy05 于 2005-12-2 08:02 发表 我这里没问题啊, H8的数据多少以及是否完全取决于H4, 差不多是H4的柱条数/2 你转化后看离线历史数据列表里面H4和H8的柱条数量以及时间数据看看.
解放思想
发表于：2005-12-02 13:11只看该作者
25楼
原帖由 wfy05 于 2005-12-2 08:02 发表 我这里没问题啊, H8的数据多少以及是否完全取决于H4, 差不多是H4的柱条数/2 你转化后看离线历史数据列表里面H4和H8的柱条数量以及时间数据看看.
韬客外汇论坛TALKFOREX.COM
发表于：2005-12-04 05:37只看该作者
26楼
参数设定根据自己的需要,默认的是2,我想改为3，怎么改不了？
韬客社区www.talkfx.co
28楼
更新到1.3版本，解决了当重新启动后新加载的数据过多时候可能出现的数据丢失情况, 并且现在支持源数据窗口中新增加了开头的历史数据时候的自动更新. 不过因为现在是周末服务器没有数据刷新没有进行完整测试, 请大家帮忙测试.
//+------------------------------------------------------------------+
//| Period_Converter_Opt.mq4|
//| Copyright ?2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//| Modified by wfy05@talkforex based on Period_Converter|
//| http://www.talkfx.com |
//+------------------------------------------------------------------+
#property copyright "[email protected]"
#property link "http://www.talkfx.com"
#property indicator_chart_window
#property show_inputs
#include
/*
Readme:
I. Features:
This is an improved version of period converter for MT4 based on the
MT4's default period converter by metaquotes.
The default period converter script do not support real-time refreshing,
and consume lots of CPU (50%-9x%) making the whole system slow.
Also, the default one is a script which do not save when you exit MT4,
so you have to apply every converter script again after restarting, quite
annoying.
This one fixed all above problems:
1. Real-time updating or custom interval millisecond level updating.
2. Low CPU cost, average 5%-10% or less.
3. Works as an indicator, so can be saved and reloaded during restart.
4. There is no one converter per chart limitation as it is not script
any more, you can only use one window as source to generate as many
new timeframe chart as possible.
5. Auto updating if there is new history block loaded.
II. How to use:
Copy the mq4 file to your MT4 indicators folder (experts\indicators)
to install it as an indicator, NOT script. then in the custom indicator
list, attach period_converter_opt to the chart you want.
It support 4 parameters:
PeriodMultiplier: new period multiplier factor, default is 2
UpdateInterval: update interval in milliseconds,
zero means update real-time. default is zero.
Enabled: You can disable it without remove it with this option.
Other parameters are comments or for debugging, it is safe to ignore them.
Also Make sure you have Allow Dll imports option checked in common tab or
it won't work
After that, File->Open Offline to open the generated offline data. then
the offline data will be updated automatically.
As long as you keep the source chart open and the converter indicator
running, the generated chart including indicators inside will always
be updated. also you can close the generated chart and open again
later from File->Open Offline without problem.
If you want to quit MT4, you can leave those offline chart as other
normal online charts. when you start MT4 next time, those charts will
also be loaded and updated.
III. Notes:
1. Do NOT uncheck the "offline chart" option in offline chart common properties.
or after MT4 restart, it will treat that chart as online chart and request
the data from server, resulting empty chart window.
2. You can attach more than one converter to same window with different
PeriodMultiplier, e.g: you can attach 3 converter with
PeriodMultiplier = 2, 4, 10 to M1 to generate M2, M4, M10 at the same time.
It is even ok to use the M1 chart to generate Hourly chart like H2, which
only cost a few more CPU resource during initial conversion. but usually
most server don't have much data for those short period. resulting the
generated data isn't long enough for long period. so it is suggested
to use Hourly/Daily charts as source when needed.
3. The real-time updating mode updates quotes as fast as possible, but as
this is done via script, and MT will skip calling start() function when
your PC is busy and lots of quotes income. anyway, this seldom happen,
and you can at least get 10 updates each seconds which is much more
than enough.
4. The offline chart don't have a bid line showing in chart, but all data
in the chart including the indicators is still being updated,
so don't worry. you can show the bid line by unclick the "offline chart"
option in chart properties. but which don't helps much and if you forget
to check "offline chart" option before exit. it will cause errors and
become empty on next startup. you have to close the window and open
again from File->Open offline, which don't worth the trouble.
IV. History:
2005.12.04 1.3 Fixed missing data when there is large amount of data
loaded in several blocks, and support auto updating
when new history is loaded.
2005.11.29 1.2 Additional fix for missing data and server changing.
2005.11.29 1.1 Fixed missing partial data after restart.
Reinitialize after changing server or data corrupted.
2005.11.28 1.0 Initial release
*/
extern double Version = 1.3; // code version
extern string BuildInfo = "2005.12.04 by [email protected]";
extern int PeriodMultiplier = 2; // new period multiplier factor
extern int UpdateInterval = 0; // update interval in milliseconds, zero means update real-time.
extern bool Enabled = true;
extern bool Debug = false;
int FileHandle = -1;
int NewPeriod = 0;
#define CHART_CMD_UPDATE_DATA 33324
void DebugMsg(string msg)
{
if (Debug) Alert(msg);
}
int init()
{
NewPeriod = Period() * PeriodMultiplier;
if (OpenHistoryFile() < 0) return (-1);
WriteHistoryHeader();
WriteHistoryFile(Bars-1, true);
UpdateChartWindow();
return (0);
}
void deinit()
{
//Close file handle
if(FileHandle >= 0) {
FileClose(FileHandle);
FileHandle = -1;
}
}
int OpenHistoryFile()
{
FileHandle = FileOpenHistory(Symbol()+NewPeriod+".hst", FILE_BIN|FILE_WRITE);
if(FileHandle < 0) return(-1);
return (0);
}
int WriteHistoryHeader()
{
string c_copyright;
int i_digits = Digits;
int i_unused[13] = {0};
int version = 400;
if (FileHandle < 0) return (-1);
c_copyright = "(C)opyright 2003, MetaQuotes Software Corp.";
FileWriteInteger(FileHandle, version, LONG_VALUE);
FileWriteString(FileHandle, c_copyright, 64);
FileWriteString(FileHandle, Symbol(), 12);
FileWriteInteger(FileHandle, NewPeriod, LONG_VALUE);
FileWriteInteger(FileHandle, i_digits, LONG_VALUE);
FileWriteInteger(FileHandle, 0, LONG_VALUE); //timesign
FileWriteInteger(FileHandle, 0, LONG_VALUE); //last_sync
FileWriteArray(FileHandle, i_unused, 0, ArraySize(i_unused));
return (0);
}
int WriteHistoryFile(int start_pos, bool init = false)
{
static int last_fpos, i_time;
static double d_open, d_low, d_high, d_close, d_volume;
int i, ps;
if (FileHandle < 0) return (-1);
// normalize open time
ps = NewPeriod * 60;
i_time = Time[start_pos]/ps;
i_time *= ps;
if (init) {
//first time, init data
d_open = Open[start_pos];
d_low = Low[start_pos];
d_high = High[start_pos];
d_close = Close[start_pos];
d_volume = Volume[start_pos];
i = start_pos - 1;
} else {
i = start_pos;
FileSeek(FileHandle,last_fpos,SEEK_SET);
}
if (i < 0) return (-1);
int cnt = 0;
int LastBarTime;
//processing bars
while (i >= 0) {
LastBarTime = Time;
//a new bar
if (LastBarTime >= i_time+ps) {
//write the bar data
FileWriteInteger(FileHandle, i_time, LONG_VALUE);
FileWriteDouble(FileHandle, d_open, DOUBLE_VALUE);
FileWriteDouble(FileHandle, d_low, DOUBLE_VALUE);
FileWriteDouble(FileHandle, d_high, DOUBLE_VALUE);
FileWriteDouble(FileHandle, d_close, DOUBLE_VALUE);
FileWriteDouble(FileHandle, d_volume, DOUBLE_VALUE);
cnt++;
i_time = LastBarTime/ps;
i_time *= ps;
d_open = Open;
d_low = Low;
d_high = High;
d_close = Close;
d_volume = Volume;
} else {
//no new bar
d_volume += Volume;
if (Lowd_high) d_high = High;
d_close = Close;
}
i--;
}
//record last_fpos before writing last bar.
last_fpos = FileTell(FileHandle);
//write last bar's data
FileWriteInteger(FileHandle, i_time, LONG_VALUE);
FileWriteDouble(FileHandle, d_open, DOUBLE_VALUE);
FileWriteDouble(FileHandle, d_low, DOUBLE_VALUE);
FileWriteDouble(FileHandle, d_high, DOUBLE_VALUE);
FileWriteDouble(FileHandle, d_close, DOUBLE_VALUE);
FileWriteDouble(FileHandle, d_volume, DOUBLE_VALUE);
cnt++;
d_volume -= Volume[0];
//flush the data writen
FileFlush(FileHandle);
return (cnt);
}
int UpdateChartWindow()
{
static int hwnd = 0;
if(hwnd == 0) {
//trying to detect the chart window for updating
hwnd = WindowHandle(Symbol(), NewPeriod);
}
if(hwnd!= 0) {
if (IsDllsAllowed() == false) {
//DLL calls must be allowed
DebugMsg("Dll calls must be allowed");
return (-1);
}
if (PostMessageA(hwnd,WM_COMMAND,CHART_CMD_UPDATE_DATA,0) == 0) {
//PostMessage failed, chart window closed
hwnd = 0;
} else {
//PostMessage succeed
return (0);
}
}
//window not found or PostMessage failed
return (-1);
}
/*
int PerfCheck(bool Start)
{
static int StartTime = 0;
static int Index = 0;
if (Start) {
StartTime = GetTickCount();
Index = 0;
return (StartTime);
}
Index++;
int diff = GetTickCount() - StartTime;
Alert("Time used [" + Index + "]: " + diff);
StartTime = GetTickCount();
return (diff);
}
*/
static int LastStartTime = 0;
static int LastEndTime = 0;
static int LastBarCount = 0;
int reinit()
{
deinit();
init();
LastStartTime = Time[Bars-1];
LastEndTime = Time[0];
LastBarCount = Bars;
}
bool IsDataChanged()
{
static int LastBars = 0, LastTime = 0, LastVolume = 0;
static double LastOpen = 0, LastClose = 0, LastHigh = 0, LastLow = 0;
if (LastVolume != Volume[0] || LastBars != Bars || LastTime != Time[0]||
LastClose != Close[0] || LastHigh != High[0] || LastLow != Low[0] ||
LastOpen != Open[0]) {
LastBars = Bars;
LastVolume = Volume[0];
LastTime = Time[0];
LastClose = Close[0];
LastHigh = High[0];
LastLow = Low[0];
LastOpen = Open[0];
return (true);
}
return (false);
}
int CheckNewData()
{
static string LastServer = "";
if (Bars < 2) {
//the data is not loaded yet.
DebugMsg("Data not loaded, only " + Bars + " Bars");
return (-1);
}
string serv = ServerAddress();
if (serv == "") {
//no server yet
DebugMsg("No server connected");
return (-1);
}
//server changed? check this and reinit to prevent wrong data while changing server.
if (LastServer != serv) {
DebugMsg("Server changed from " + LastServer + " to " + serv);
LastServer = serv;
reinit();
return (-1);
}
if (!IsDataChanged()) {
//return if no data changed to save resource
//DebugMsg("No data changed");
return (-1);
}
if (Time[Bars-1] != LastStartTime) {
DebugMsg("Start time changed, new history loaded or server changed");
reinit();
return (-1);
}
int i, cnt;
//try to find LastEndTime bar, which should be Time[0] or Time[1] usually,
//so the operation is fast
for (i = 0; i < Bars; i++) {
if (Time <= LastEndTime) {
break;
}
}
if (i >= Bars || Time != LastEndTime) {
DebugMsg("End time " + TimeToStr(LastEndTime) + " not found");
reinit();
return (-1);
}
cnt = Bars - i;
if (cnt != LastBarCount) {
DebugMsg("Data loaded, cnt is " + cnt + " LastBarCount is " + LastBarCount);
reinit();
return (-1);
}
//no new data loaded, return with LastEndTime position.
LastBarCount = Bars;
LastEndTime = Time[0];
return (i);
}
//+------------------------------------------------------------------+
//| program start function |
//+------------------------------------------------------------------+
int start()
{
static int last_time = 0;
if (!Enabled) return (0);
//always update or update only after certain interval
if (UpdateInterval != 0) {
int cur_time;
cur_time = GetTickCount();
if (MathAbs(cur_time - last_time) < UpdateInterval) {
return (0);
}
last_time = cur_time;
}
//if (Debug) PerfCheck(true);
int n = CheckNewData();
//if (Debug) PerfCheck(false);
if (n < 0) return (0);
//update history file with new data
WriteHistoryFile(n);
//refresh chart window
UpdateChartWindow();
//if (Debug) PerfCheck(false);
return(0);
}
韬客社区www.talkfx.co
发表于：2005-12-04 05:44只看该作者
29楼
参数设定根据自己的需要,默认的是2,我想改为3，一直改不动，怎么改不了？
韬客社区www.talkfx.co
发表于：2005-12-04 05:49只看该作者
30楼
可以了，多谢了
发表于：2005-12-04 14:50只看该作者
31楼
今晚我比较3分钟和5分钟的K线，发现当某个时间既是3分钟收盘时间也是5分钟收盘时间时，这两个K线图表中显示同一收盘时间的收盘价位却是不同，而且相差较大，比如GPBUSD在2005.12.2 14：45（MT里的时间）3分钟图里显示收盘价为1.7313，在5分钟图里显示收盘价为1.7326，这是怎么回事？盼请高手解析
韬客社区www.talkfx.co
32楼
原帖由 lhmm000029 于 2005-12-4 22:50 发表 今晚我比较3分钟和5分钟的K线，发现当某个时间既是3分钟收盘时间也是5分钟收盘时间时，这两个K线图表中显示同一收盘时间的收盘价位却是不同，而且相差较大，比如GPBUSD在2005.12.2 14：45（MT里的时间）3分钟图 ...
韬客社区www.talkfx.co
发表于：2005-12-05 09:05只看该作者
33楼
原帖由 wfy05 于 2005-12-4 13:43 发表 更新到1.3版本，解决了当重新启动后新加载的数据过多时候可能出现的数据丢失情况, 并且现在支持源数据窗口中新增加了开头的历史数据时候的自动更新. 不过因为现在是周末服务器没有数据刷新没有进行完整测试, 请大 ...
:handshake韬客社区www.talkfx.co
发表于：2005-12-05 14:21只看该作者
34楼
今晚观察，效果不错，谢谢wfy05兄
韬客社区www.talkfx.co
发表于：2005-12-06 05:55只看该作者
35楼
原帖由 fx007 于 2005-12-1 20:46 发表 十分欣赏楼主的专业知识和乐于助人的态度,谢谢
韬客外汇论坛TALKFOREX.COM
发表于：2005-12-07 17:13只看该作者
36楼
再次谢谢wfy05兄的无私！
韬客社区www.talkfx.co
发表于：2005-12-09 06:34只看该作者
37楼
顶
用心去感受市场的脉搏。
发表于：2005-12-09 07:17只看该作者
38楼
我的为什么实时更新不了？不知道问题出在哪里了？我已经下载了1.3版了
发表于：2005-12-09 14:42只看该作者
39楼
1.3的更新速度好象比1.2的要慢很多.不知是什么原因.
发表于：2005-12-16 03:49只看该作者
40楼
thanks
韬客社区www.talkfx.co