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共 157 条
happy88888
注册时间2005-05-20
MT4自定义周期实时更新程序
发表于:2005-12-19 17:24只看该作者
41楼 电梯直达
电梯直达
不知何固我的怎么没有反映。。。
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hardwood
注册时间2005-01-20
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 ]
wfy05
注册时间2005-07-23
楼主发表于:2005-12-23 14:38只看该作者
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.
不好意思一直没注意到回帖, 刚查了一下1.3和1.2的代码, 应该1.3不比1.2慢,而且还应该快点(减少了文件操作). 你说的速度慢具体是指刷新速度慢还是系统资源占用多或者? 刷新速度应该考虑到服务器的数据源更新速度, 你可以 把源窗口以及升成的窗口同时展开具体对比一下. 另外如果还是觉得慢的话可以删除1.3版本代码中的这个部分然后再试试, 打开Debug参数看调试信息是否有很多信息 出现也可能会有帮助. (以下部分代码删除后再重新编译) if (!IsDataChanged()) { //return if no data changed to save resource //DebugMsg("No data changed"); return (-1); } 我这里自己因为机器速度快所以感觉不到差别估计可能要到慢些的机器上才能感觉得到.
wfy05
注册时间2005-07-23
楼主发表于:2005-12-23 14:41只看该作者
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
没有其他诊断辅助信息我也没办法帮你解决, 毕竟很多人都已经正常工作了我这里也没出现过这种问题. 估计你可能是安装或者操作方法不对,建议看看前面其他人的过程是怎样处理的.
wfy05
注册时间2005-07-23
楼主发表于:2005-12-23 14:41只看该作者
45楼
原帖由 happy88888 于 2005-12-20 01:24 发表 不知何固我的怎么没有反映。。。
同上 :(
wfy05
注册时间2005-07-23
楼主发表于:2005-12-23 14:43只看该作者
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.
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.
hardwood
注册时间2005-01-20
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.
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.
wfy05
注册时间2005-07-23
楼主发表于:2005-12-24 01:47只看该作者
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); }
wfy05
注册时间2005-07-23
楼主发表于:2005-12-24 01:50只看该作者
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.
EXCEL的这个刷新周期太慢了, 才一分钟一次, 实时更新完全没有意义, 另外excel的刷新是完全重读整个csv文件(实际上更新时候变动的数据只有尾部极小一部分),数据量大的时候将相当慢 (特别是短周期数据), 另外excel如果想做实时数据分析完全可以用DDE, 具体看MT自带的DDE-Samples.xls
hardwood
注册时间2005-01-20
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!
hardwood
注册时间2005-01-20
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!
wfy05
注册时间2005-07-23
楼主发表于:2005-12-24 14:22只看该作者
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 ...
首先如果写驱动器名字符串中带"\"必须用"\\"来表示. 其次MT为了保证安全性, 脚本中用标准函数FileOpen打开的文件都必须在experts\files目录下, 如果想建到其他目录下就只能Windows API配合外部dll来实现了. 你看看是否可以将ram虚拟盘虚拟到某个目录的形式来实现, 或者将MT的目录每次启动更新到虚拟盘上 之类的方式来实现. 另外这个脚本就算是实时更新都只有很少的磁盘操作(这也就是为什么资源占用很少的原因), 具体说 就是每次有新数据来的时候都只更新文件尾最末一个柱状条不到50字节信息, 就算一秒钟刷新10次 20次也不到1k的数据,而且系统还有磁盘缓冲实际磁盘的写次数就更少. 此外还可以设更新周期, 30秒刷新的话一分钟也就2次共100字节的写操作. 主要消耗资源的肯定还是 读数据的部分 -- 那些excel之类的程序都没有设计成为只读尾部更新的模式,每次都是重新读入并且 分析整个文件这个数据量自然就很大了. 如果真想做实时性和效率要求比较高的最好用其他更优化 的方法. [ 本帖最后由 wfy05 于 2005-12-24 22:23 编辑 ]
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suxangwhwj
注册时间2003-01-16
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
hardwood
注册时间2005-01-20
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.
hardwood
注册时间2005-01-20
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!
wfy05
注册时间2005-07-23
楼主发表于:2005-12-26 16:39只看该作者
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 ...
CSV更新时候仍然是可以打开的啊, 比如excel,计事本之类的都没有问题, 飞弧没用过,但它不能倒入的话应该是它自己处理不当了,导入数据应该是一个只读的过程,不应该去请求获得写权限. 至于每次更新后关闭文件句柄也意义不大, 实时更新的话基本上任何时间都可能发生更新,如果读取数据的时候正在更新,仍然会有同样的问题. 而且频繁打开关闭文件也造成了资源浪费. 一个简单的处理办法就是做个批处理之类的每次读之前将CSV文件复制出来然后让其他程序去操作,这样就肯定没有共享冲突的问题了,另外将复制出的文件也作ramdisk上的话这个就是内存复制了.
akhb1113
注册时间2005-12-03
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
不汇装汇
注册时间2005-12-15
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 ...
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 http://www.talkfx.com/attachments/month_0511/CPU_XtMuwbf0jxoe.gif
wfy05
注册时间2005-07-23
楼主发表于:2006-01-01 04:11只看该作者
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 http://www.talkfx.com/attachments/month_0511/CPU_XtMuwbf0jxoe.gif
这个图是系统的任务管理器,只是用来说明CPU占用率的.
河图洛书
注册时间2005-10-26
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.JPG1025.JPG
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