韬客社区www.talkfx.co
发表于：2006-02-10 04:26只看该作者
82楼
wfy05
请问你能写一个批量下单的脚本吗？
如现价为112.00，执行脚本后在112.01至112.50(或111.50至112.00)每个价位(或每隔2个价位)上下一张相同交易量的空(或多)单。不能即时成交的，自动为挂单，因挂单点差原因挂不上的被忽略即可。
可选项设计为对话框中参数控制。
韬客社区www.talkfx.co
83楼
FileWrite(CSVHandle, Symbol( ), StringConcatenate(TimeDay(i_time),"/",TimeMonth(i_time),"/",TimeYear(i_time)), 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); 改成符合使用目的了。
原帖由 冰雪寒香 于 2006-2-10 12:26 发表 wfy05 请问你能写一个批量下单的脚本吗？ 如现价为112.00，执行脚本后在112.01至112.50(或111.50至112.00)每个价位(或每隔2个价位)上下一张相同交易量的空(或多)单。不能即时成交的，自动为挂单，因挂单点差原 ...
韬客社区www.talkfx.co
发表于：2006-02-13 12:59只看该作者
85楼
请教若要在文件开头加上一字符串"date,time,open,high,low,close,volume"
要如何设置，尝试
string strname;
strname="date,time,open,high,low,close,volume";
FileWriteString(CSVHandle, strname, 44);
FileWrite(CSVHandle,
StringConcatenate(TimeDay(i_time),"/",TimeMonth(i_time),"/",TimeYear(i_time)),
//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);
。。。。。。
没有作用，没有将date,time,open,high,low,close,volume写在CSV文件的首行。谢谢！
韬客社区www.talkfx.co
86楼
原帖由 hardwood 于 2006-2-13 20:59 发表 请教若要在文件开头加上一字符串"date,time,open,high,low,close,volume" 要如何设置，尝试 string strname; strname="date,time,open,high,low,close,volume"; FileWriteString(C ...
韬客社区www.talkfx.co
87楼
增加TimeShift参数，可以用来设置转化时候的时间移动偏差, 比如在
H1图标上用24作为倍数，并且将TimeShift设置为6, 则可以获得以服务器
时间每天06:00作为起始时间, 第二天05:59作为结束时间的天图,
比如生成的1月18日天图K线是以1.18 06:00 - 1.19 05:00的小时图数据
综合得到的. 其他的依次类推.
如果想用前一天时间的作为日线起始点则可以相应的把TimeShift设置为负数.
注意的是这里的所有时间都是服务器时间，如果想用本地时间还需计算
服务器与本地时间的时差后获得对应的TimeShift.
另外因为生成的D1为MT4内置时间周期，直接生成D1的历史数据的会将会产生冲突,
生成的数据会被MT4从服务器获取的未进行时间偏移的数据覆盖，所以生成的
时候将自动监测当目标周期为D1的时候，离线图表里面显示的名称为M1441(实际内容
就是生成后偏移过的D1数据, CSV文件名因无冲突问题则不会变化)
当TimeShift为0(默认数)时，工作方式同以前的老版本.
//+------------------------------------------------------------------+
//| 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.mql4.com/codebase/indicators/277/"
#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:
2006.02.16 1.5 Added TimeShift option, can be used to shift hour timeframe
to generate daily timeframe when your timezone is different
from the server, default is zero.
2005.12.24 1.4 faster to detect if data changed by removing float point
operations, added support to output CSV file in real time.
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 = 1.5; // code version
extern string BuildInfo = "2006.02.16 by [email protected]";
extern int PeriodMultiplier = 2; // new period multiplier factor
extern int OutputCSVFile = 0; // also output CSV file?
extern int TimeShift = 0; // time shift value
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;
int NewPeriodOutput = 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;
NewPeriodOutput = NewPeriod;
if (OutputCSVFile != OUTPUT_CSV_ONLY) {
if (NewPeriod == 1440) {
NewPeriodOutput = NewPeriod+1;
name = Symbol() + NewPeriodOutput;
}
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, NewPeriodOutput, 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;
int shift;
// if (FileHandle < 0) return (-1);
// normalize open time
ps = NewPeriod * 60;
shift = Period() * 60 * TimeShift;
i_time = (Time[start_pos]-shift)/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-shift;
//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
发表于：2006-02-16 16:16只看该作者
88楼
顶了......呵呵
发表于：2006-02-16 22:40只看该作者
89楼
严重支持.
韬客社区www.talkfx.co
发表于：2006-02-25 15:35只看该作者
91楼
真是好东西，谢谢wfy05 ！
韬客社区www.talkfx.co
发表于：2006-02-26 13:32只看该作者
92楼
老正兄，。麻烦你能不能做成成品。呵呵。直接导入的啊。谢谢。
ING行情分析中心
发表于：2006-02-26 17:38只看该作者
93楼
请教一下wfy05，可以在同一个自定义周期下开多个自定义周期图表吗？
我的意思是，比如我想用240分钟的图表，那我打开一个60Min的图，设置好Period_Converter_Opt，那么在离线数据里面就有了240的图，我可以打开多个240的图，然后分别用不同指标么？比如一个用macd，一个用rsi等。。。
我曾经这么使用过，但是不知道是什么原因，经常自定义周期的图表不自动更新了。。。
非常感谢wfy05，这个东东很实用，再次感谢！
韬客社区www.talkfx.co
发表于：2006-03-08 18:22只看该作者
94楼
用了2H的图，好用，但有一事不明，就是每天早上我重新开机后，2H的图就不动了，应该是昨天晚上的最后时刻的数据。不知是不是我哪里设的不对？
谢了先！
韬客社区www.talkfx.co
发表于：2006-03-10 07:12只看该作者
95楼
MT4升级后可以显示十字线了，不错。
韬客社区www.talkfx.co
发表于：2006-03-16 14:43只看该作者
96楼
我还是没有搞进去啊
http://www.talkforex.com/blog/?23518
发表于：2006-05-22 23:38只看该作者
97楼
原帖由 wfy05 于 2006-2-16 13:41 发表 更新到1.5 增加TimeShift参数，可以用来设置转化时候的时间移动偏差, 比如在 H1图标上用24作为倍数，并且将TimeShift设置为6, 则可以获得以服务器 时间每天06:00作为起始时间, 第二天05:59作为结束时间的天图, 比如生成的1月18日天图K线是以1.18 06:00 - 1.19 05:00的小时图数据 综合得到的. 其他的依次类推. 如果想用前一天时间的作为日线起始点则可以相应的把TimeShift设置为负数. 注意的是这里的所有时间都是服务器时间，如果想用本地时间还需计算 服务器与本地时间的时差后获得对应的TimeShift. 另外因为生成的D1为MT4内置时间周期，直接生成D1的历史数据的会将会产生冲突, 生成的数据会被MT4从服务器获取的未进行时间偏移的数据覆盖，所以生成的 时候将自动监测当目标周期为D1的时候，离线图表里面显示的名称为M1441(实际内容 就是生成后偏移过的D1数据, CSV文件名因无冲突问题则不会变化)
K线照亮交易员的道路!
发表于：2006-05-23 13:41只看该作者
98楼
谢谢呀，好东西，
韬客社区www.talkfx.co
发表于：2006-05-27 07:56只看该作者
100楼
谢谢楼主