发表于：2005-12-23 13:50只看该作者
42楼
非常棒的优化
如果能将HST文件也实时转为CSV文本文件，并且将图表中的技术指标数据一并转出就更完美了．
[ 本帖最后由 hardwood 于 2005-12-23 22:25 编辑 ]
韬客社区www.talkfx.co
43楼
原帖由 风帆 于 2005-12-9 22:42 发表 1.3的更新速度好象比1.2的要慢很多.不知是什么原因.
韬客社区www.talkfx.co
44楼
原帖由 firesnake 于 2005-12-9 15:17 发表 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
韬客社区www.talkfx.co
46楼
原帖由 hardwood 于 2005-12-23 21:50 发表 非常棒的优化 如果能将HST文件也实时转为CSV文本文件，并且将图表中的技术指标数据一并转出就更完美了．
韬客社区www.talkfx.co
发表于：2005-12-23 16:35只看该作者
47楼
原帖由 wfy05 于 2005-12-23 22:43 发表 这个可以实现，但感觉没什么意义? 生成的csv文件会很大的，而且会多消耗不少资源. 而且光是实时刷新 csv文件还会需要外部读取csv的其他程序也必须能检测到刷新并且实时/定期重新读取.
韬客社区www.talkfx.co
48楼
更新到1.4, 加快了数据变化的检测, 增加了对输入参数的安全检测.
增加了输出到excel csv文件的支持, 具体用OutputCSVFile参数设置.
OutputCSVFile = 0 表示不输出CSV (和以前版本一样，默认参数)
OutputCSVFile = 1 表示同时输出HST和CSV.
OutputCSVFile = 2 表示只输出CSV不输出HST, 这个对你内置
时间周期转出CSV有用，比如把H1的实时输出到CSV的话就设置
转化倍数PeriodMultiplier 为1, OutputCSVFile = 2 即可.
生成的CSV文件在experts\files目录下, 文件名同HST文件，
比如EURUSD H1的转化就是EURUSD60.csv
不过一般如果只是要生成csv的话更新频率不用太高, 1分钟一次的话
可以将刷新周期也定为1分钟(60000)或者30秒(30000)来节省资源.
//+------------------------------------------------------------------+
//| 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:
2005.12.24 1.4 faster to detect if data changed by removing float point
operations, added support to output CSV file.
OutputCSVFile = 0 means no CSV.
OutputCSVFile = 1 means CSV + HST
OutputCSVFile = 2 CSV only, no HST .
(useful if you want to generate CSV for builtin periods)
CSV Filename will be the same as HST file except the extension.
added safe checking for PeriodMultiplier.
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 = 1.4; // code version
extern string BuildInfo = "2005.12.24 by [email protected]";
extern int PeriodMultiplier = 2; // new period multiplier factor
extern int OutputCSVFile = 0; // also output CSV file?
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 CSVHandle = -1;
int NewPeriod = 0;
#define OUTPUT_HST_ONLY 0
#define OUTPUT_CSV_HST 1
#define OUTPUT_CSV_ONLY 2
#define CHART_CMD_UPDATE_DATA 33324
void DebugMsg(string msg)
{
if (Debug) Alert(msg);
}
int init()
{
//safe checking for PeriodMultiplier.
if (PeriodMultiplier <= 1) {
//only output CSV file
PeriodMultiplier = 1;
OutputCSVFile = 2;
}
NewPeriod = Period() * PeriodMultiplier;
if (OpenHistoryFile() < 0) return (-1);
WriteHistoryHeader();
UpdateHistoryFile(Bars-1, true);
UpdateChartWindow();
return (0);
}
void deinit()
{
//Close file handle
if(FileHandle >= 0) {
FileClose(FileHandle);
FileHandle = -1;
}
if (CSVHandle >= 0) {
FileClose(CSVHandle);
CSVHandle = -1;
}
}
int OpenHistoryFile()
{
string name;
name = Symbol() + NewPeriod;
if (OutputCSVFile != OUTPUT_CSV_ONLY) {
FileHandle = FileOpenHistory(name + ".hst", FILE_BIN|FILE_WRITE);
if (FileHandle < 0) return(-1);
}
if (OutputCSVFile != OUTPUT_HST_ONLY) {
CSVHandle = FileOpen(name + ".csv", FILE_CSV|FILE_WRITE, ',');
if (CSVHandle < 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);
}
static double d_open, d_low, d_high, d_close, d_volume;
static int i_time;
void WriteHistoryData()
{
if (FileHandle >= 0) {
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);
}
if (CSVHandle >= 0) {
int i_digits = Digits;
FileWrite(CSVHandle,
TimeToStr(i_time, TIME_DATE),
TimeToStr(i_time, TIME_MINUTES),
DoubleToStr(d_open, i_digits),
DoubleToStr(d_high, i_digits),
DoubleToStr(d_low, i_digits),
DoubleToStr(d_close, i_digits),
d_volume);
}
}
int UpdateHistoryFile(int start_pos, bool init = false)
{
static int last_fpos, csv_fpos;
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;
if (FileHandle >= 0) last_fpos = FileTell(FileHandle);
if (CSVHandle >= 0) csv_fpos = FileTell(CSVHandle);
} else {
i = start_pos;
if (FileHandle >= 0) FileSeek(FileHandle,last_fpos,SEEK_SET);
if (CSVHandle >= 0) FileSeek(CSVHandle, csv_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
WriteHistoryData();
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.
if (FileHandle >= 0) last_fpos = FileTell(FileHandle);
if (CSVHandle >= 0) csv_fpos = FileTell(CSVHandle);
WriteHistoryData();
cnt++;
d_volume -= Volume[0];
//flush the data writen
if (FileHandle >= 0) FileFlush(FileHandle);
if (CSVHandle >= 0) FileFlush(CSVHandle);
return (cnt);
}
int UpdateChartWindow()
{
static int hwnd = 0;
if (FileHandle < 0) {
//no HST file opened, no need updating.
return (-1);
}
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);
*/
/*
fast version without float point operation
*/
static int LastBars = 0, LastTime = 0, LastVolume = 0;
bool ret;
ret = false;
if (LastVolume != Volume[0]) {
LastVolume = Volume[0];
ret = true;
}
if (LastTime != Time[0]) {
LastTime = Time[0];
ret = true;
}
if (LastBars != Bars) {
LastBars = Bars;
ret = true;
}
return (ret);
}
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
UpdateHistoryFile(n);
//refresh chart window
UpdateChartWindow();
//if (Debug) PerfCheck(false);
return(0);
}
韬客社区www.talkfx.co
49楼
原帖由 hardwood 于 2005-12-24 00:35 发表 麻烦老兄做一个例子出来，以便学习，谢谢！ 将数据导出到CSV文件，是为了用其它的工具对数据进行进一步分析，如MATLAB，EXCEL. 使用EXCEL导入数据，EXCEL可以设置成定时自动刷新，最小间隔为一分钟．
韬客社区www.talkfx.co
发表于：2005-12-24 08:49只看该作者
50楼
DDE只能传TICK数据，而且不能补数，各有各用场吧．
不过，肯定的是你写的这个公式会有很多粉丝的，谢谢！
先使用观察一段时间，再提请优化
再次感谢！
韬客社区www.talkfx.co
发表于：2005-12-24 13:11只看该作者
51楼
实时输出数据，涉及频繁写硬盘，所以想将CSV文件保存的目录设置在一个RAMDISK中（B盘）， 将 name = Symbol() + NewPeriod;
改为 name = "b:\" + Symbol() + NewPeriod; 编译时出错;若改为
name = "b:" + Symbol() + NewPeriod; 则数据输出有时成功有时不成功，请教如何设置CSV文件的保存路径;另外关于输出数据的日期格式，分隔符．可否改为－，如2005.11.23，改为2005－11－23;最后一点，如何将图表中技术指标的数据也一并输出到CSV文件中，输出图表中的指标数据是因为用其它软件分析的结果，最终还是最好用MT的语言来表达，制作交易系统，指导交易．请不吝赐教，谢谢！
韬客社区www.talkfx.co
52楼
原帖由 hardwood 于 2005-12-24 21:11 发表 实时输出数据，涉及频繁写硬盘，所以想将CSV文件保存的目录设置在一个RAMDISK中（B盘）， 将 name = Symbol() + NewPeriod; 改为 name = "b:\" + Symbol() + NewPeriod; 编译时出错;若改为 name ...
韬客社区www.talkfx.co
发表于：2005-12-25 02:21只看该作者
53楼
看来要学的东西真不少啊
看的不太懂,有时间请教正兄
韬客外汇论坛TALKFOREX.COM
发表于：2005-12-25 02:35只看该作者
54楼
可以将MT4放到RAMDISK上运行，删了非必要的文件，整个运行包只要３M不到，MT４写的非常高效呀．
韬客社区www.talkfx.co
发表于：2005-12-26 14:37只看该作者
55楼
碰到一个新问题
在用其它软件打开实时导出的CSV文件时，由于CSV被MT锁定，其它软件打不开，如要将文件数据导入飞狐时，不能导入，要关了CSVHandle 用FileClose(CSVHandle);才能导入，但又不能实时更新CSV数据文件了，换乱捣了好几回，总不能如意．请wfy05 君再施妙手，指教如何使程序导出 更新数据后，关闭HANDLE，待要更新时，再打开HANDLE,实现既能短时释放文件，又能实时更新数据．谢谢！
韬客社区www.talkfx.co
56楼
原帖由 hardwood 于 2005-12-26 22:37 发表 碰到一个新问题 在用其它软件打开实时导出的CSV文件时，由于CSV被MT锁定，其它软件打不开，如要将文件数据导入飞狐时，不能导入，要关了CSVHandle 用FileClose(CSVHandle);才能导入，但又不能实时更新CSV数据文件 ...
韬客社区www.talkfx.co
发表于：2005-12-29 08:06只看该作者
57楼
请教楼主和正版，这个刷新程序有什么实际用途
以前炒股，刚下了个MT4准备炒汇，不懂的地方请多指教
韬客社区www.talkfx.co
发表于：2005-12-31 14:03只看该作者
58楼
原帖由 wfy05 于 2005-11-29 12:35 发表 MT4自定义周期实时更新程序 已经更新成1.3版本 一. 功能 这个是MT4自带的period_converter的重写改进版, 自带的period_converter 不少人都用过, 不支持真正的实时刷新, 单个转换脚本就占用大量的CPU(50%-9x ...
大优惠 http://jn.dayouhui.com
59楼
原帖由 不汇装汇 于 2005-12-31 22:03 发表 我用了 好象没什么反映呢 怎么回事啊 我没看到有这个图片啊
韬客社区www.talkfx.co
发表于：2006-01-01 07:04只看该作者
60楼
请教楼主怎么下载啊，我用快车下载了个这
1025.JPG
1025.JPG保本 资金管理 看懂再做