How to fix a problem with the first date in history by symbol on server regardless of period - Trading stocks, futures, options and other exchange instruments

Mikhail Filimonov 2015.07.23 19:15 #281

Good afternoon, Anton!

Following your advice (LoadServerData() calls SeriesInfoInteger( a_symbol, PERIOD_M1, SERIES_SERVER_FIRSTDATE),

i.e. it reads "first date in history by symbol on server regardless of period".

This request itself is not actually considered a history request, i.e. it does not cause a cache to be built,

does not prevent unloading of symbol data. It makes sense to either request SERIES_FIRSTDATE or the number of bars of the timeseries.),

I added a new function to the indicator to prevent the unloading of symbol data:

//+------------------------------------------------------------------+
// Custom indicator Book Event function                              |
//+------------------------------------------------------------------+
void OnBookEvent( const string &symbol )
{
  if ( ( ( symbol == _Symbol ) || ( symbol == sec_symbol ) ) && ( !IsStopped() ) )
  {
    GetBars( sec_symbol, time_frame );
  }  
}

//+------------------------------------------------------------------+
// Custom indicator Check timer function                             |
//+------------------------------------------------------------------+
bool CheckTimer( const uint start_value, const uint per_value )
{
  uint end_value = GetTickCount();
  
  if ( end_value < start_value )
  {
    if ( ( start_value - end_value ) >= per_value ) return( true );
  } 
  else
  {
    if ( ( end_value - start_value ) >= per_value ) return( true );
  }
  return( false );
}
//+------------------------------------------------------------------+
//| Custom indicator Get local data function                         |
//+------------------------------------------------------------------+
int GetLocalData( const string a_symbol, ENUM_TIMEFRAMES a_period )
{
  long first_date;
  int fail_cnt = 0;
//---  
  while ( ( fail_cnt < 3 ) && !IsStopped() )
  {
    first_date = long( SeriesInfoInteger( a_symbol, PERIOD_M1, SERIES_TERMINAL_FIRSTDATE ) );
//---    
    if ( first_date > 0 )
    {
      int f_cnt = 0;
      datetime times[1];
      long a_bars = 0;
//---  
      while ( ( f_cnt < 5 ) && !IsStopped() )
      {
        if ( bool( SeriesInfoInteger( a_symbol, PERIOD_M1, SERIES_BARS_COUNT, a_bars ) ) )
        {
          if ( a_bars > 0 )
          {
            if ( bool( SeriesInfoInteger( a_symbol, a_period, SERIES_BARS_COUNT, a_bars ) ) )
              if ( a_bars > 0 ) return( int( a_bars ) );
          }
        }
        else
        {
//--- force timeseries build
          CopyTime( a_symbol, a_period, 0, 1, times );
          uint start_tick = GetTickCount();
//---        
          while ( !CheckTimer( start_tick, 5 ) )
          {
            f_cnt--;
            f_cnt++;
          }  
        }
        f_cnt++;
      } 
  //    Print( "GetLocalData: Таймсерия не построена!" );
    }
    else
    {
      uint start_tick = GetTickCount();
//---        
      while ( !CheckTimer( start_tick, 5 ) )
      {
        fail_cnt--;
        fail_cnt++;
      }
    }
//---   
    fail_cnt++;
  }
//  Print( "GetLocalData: Нет данных в терминале!" );
  return( 0 );
}
//+------------------------------------------------------------------+
//| Custom indicator Get server data function                        |
//+------------------------------------------------------------------+
int LoadServerData( const string a_symbol, ENUM_TIMEFRAMES period )
{
  int fail_cnt = 0;
//---
  while ( ( fail_cnt < 5 ) && !IsStopped() )
  {   
    long first_date = long( SeriesInfoInteger( a_symbol, PERIOD_M1, SERIES_SERVER_FIRSTDATE ) );
//---
    if ( first_date > 0 )
    {
      if ( SymbolIsSynchronized( a_symbol ) )
      {
  //      Print( "LoadServerData: Первая дата на сервере есть. Пробуем получить локальные данные..." );
        return( GetLocalData( a_symbol, period ) );
      }  
    }
    else
    {
      uint start_tick = GetTickCount();
//---        
      while ( !CheckTimer( start_tick, 10 ) )
      {
        fail_cnt--;
        fail_cnt++;
      }
    }    
    fail_cnt++;
  }
 // Print( "LoadServerData: Первой даты на сервере нет!" );
  return( 0 );  
}
//+------------------------------------------------------------------+
//| Custom indicator Get bars function                               |
//+------------------------------------------------------------------+
int GetBars( string symbol, ENUM_TIMEFRAMES period )
{
  if ( !IsStopped() )
  {
    int a_bars = Bars( symbol, period );
//---
    if ( a_bars > 0 )
    {
      return( a_bars ); 
    }
    else
    {
  //    Print( "GetBars: Бары не получены проверяем синхронизации..." );
//---Check symbol is synchronized  
      if ( SymbolIsSynchronized( symbol ) )
      {
    //    Print( "GetBars: Символ сихронизирован. Проверяем таймсерию..." );
//---Check series is synchronized
        if ( bool( SeriesInfoInteger( symbol, period, SERIES_SYNCHRONIZED ) ) )
        {
     //     Print( "GetBars: Серия синхронизирована. Пробуем получить бары..." );
          a_bars = Bars( symbol, period );  
//---           
          if ( a_bars > 0 )
          {
            return( a_bars );
          }
          else
          {
            return( GetLocalData( symbol, period ) );
          }  
        }
        else
        {
      //    Print( "GetBars: Серия не сихронизирована. Пробуем получить данные из терминала..." );
          return( GetLocalData( symbol, period ) );
        }    
      }  
      else
      {
    //    Print( "GetBars: Символ не синхронизирован. Пробуем получить данные с сервера..." );
        return( LoadServerData( symbol, period ) );
      }  
    }   
  }  
  return( 0 );
}

The OnBookEvent() function is triggered on BR-8.15 and BR-9.15 characters quite often,

but the result is the same:

2015.07.23 20:48:13.449 Spread (BR-8.15,M1)     OnCalculate: Не получены бары по символу BR-9.15
2015.07.23 20:48:13.449 Spread (BR-8.15,M1)     OnCalculate: Не получены бары по символу BR-9.15
2015.07.23 20:48:13.449 Spread (BR-8.15,M1)     OnCalculate: Не получены бары по символу BR-9.15
2015.07.23 20:48:13.449 Spread (BR-8.15,M1)     OnCalculate: Не получены бары по символу BR-9.15
2015.07.23 20:48:13.449 Spread (BR-8.15,M1)     OnCalculate: Не получены бары по символу BR-9.15

So what's the problem?

Why is it impossible to get Bars?

Servicedesk. Complaints, suggestions. Loop to count consecutive Limiting number of trades

Anton 2015.07.24 08:42 #282

Михаил:

The OnBookEvent() function triggers on characters BR-8.15 and BR-9.15 quite often,

but the result is the same:

So what's the problem?

Why is it impossible to get Bars?

The frequency of "often enough" does not inspire confidence. Better to add log output from GetBars() function for debugging.

If you want to understand it, then open a request in servicedesk. Attach full-fledged code example, we will try to reproduce the problem.

orders not executed in MAX_DBL initializing of (EA NAME)

Mikhail Filimonov 2015.07.24 16:21 #283

Anton:

The frequency of "often enough" does not inspire confidence. Better to add log output from GetBars() for debugging.

If you have a desire to figure it out, then open a request in the servicedesk. Attach a full-fledged code example, let's try to reproduce the problem.

Ok. Request:Errors,MetaTrader 5 Client,Opened,Started: 2015.07.24 18:28,#1267768

P/S "Quite often" is 10 to 100 OnBookEvent() triggers on two highly liquid instruments per MINUTE.

How to Start with Minimize and Maximize not MQL4 Simple Hedging Program

Mikhail Filimonov 2015.07.29 14:58 #284

Hooray!

Support Team2015.07.29 16:29

Reproduced the problem. Indeed the symbol data was sometimes unloaded from memory even with periodic queries. The error will be fixed.

Thank you!

Сергей 2015.10.08 14:36 #285

Михаил:

Michael, have you managed to overcome this problem of getting series from other symbols? I'm sick and tired of fighting with my indicator, it constantly loses synchronization with other symbols.

Right now the demo server is giving out Build 1159 of June 22, 2015. And in it the multicurrency indicators work horribly too. You have to switch periods several times or restart the indicator to get it to display correctly. And after a while it doesn't get the series data again. I always write in the log.

Данные символа "Si-12.15" не синхронизированы с торговым сервером.

To the developers:

Is it impossible to make a function, not to check if data is synchronized or not, but directly to synchronize and not to unload this data from memory?

Resource saving is good, in terms of algorithm optimization. But why should I be so fanatical about offloading data from memory?

I'd rather buy an additional gigabyte or two of memory in my PC instead of bothering with this bothersome series synchronization.

Make a function that is called once at OnInit() to load data for the required symbol and it won't be unloaded as long as the indicator is running.

The terminal should prepare data and monitor their updates, instead of the user thinking about the first date, how many bars I have and on the server, etc.

SynchronizeSymbol("RTS-12.15");
SynchronizeSymbol("BR-10.15");
SynchronizeSymbol("Si-12.15");

Why do Market products Requests & Ideas MQL5 bug when working

Mikhail Filimonov 2015.10.08 15:37 #286

demonsn:

Michael, have you managed to overcome this problem with getting series from other symbols? I'm sick and tired of fighting with my indicator, it constantly loses synchronization with other symbols.

Right now the demo server is issuing Bild 1159 from June 22, 2015. And in it the multicurrency indicators also work horribly. You have to switch periods several times or restart the indicator to get it to display correctly. And after a while it doesn't get the series data again. I always write in the log.

To the developers:

Is it impossible to make a function, not to check if data is synchronized or not, but directly to synchronize and not to unload this data from memory?

Resource saving is good, in terms of algorithm optimization. But why should I be so fanatical about offloading data from memory?

I'd rather buy an additional gigabyte or two of memory in my PC instead of bothering with this bothersome series synchronization.

Make a function that is called once in OnInit() to load data for the required symbol and it will not be unloaded again until the indicator runs.

The terminal should prepare data and monitor their updates, instead of the user thinking about the first date, how many bars I have and on the server, etc.

Good afternoon!

The developers have replied that they will fix it in the new build.

It is not yet known when it will be released.

Сергей 2015.10.09 06:20 #287

It takes three years to get what you're promised.)

Сергей 2015.10.22 09:45 #288

FORTS. I encountered a problem, functions OrderCheck() and OrderCalcMargin() sometimes (!) incorrectly determine the required GO for a trade and as a result return FALSE.

With the required GO for RTS-12.15(SYMBOL_MARGIN_INITIAL) of 12,500 , the function requires as much as 143,105 rubles!

At the same time everything opens perfectly manually.

How do I call:

MqlTradeRequest MtRequest = {0}; 

MqlTradeRequest.action = TRADE_ACTION_DEAL;
MqlTradeRequest.magic  = 0;
MqlTradeRequest.order  = 0;
MqlTradeRequest.symbol = "RTS-12.15";
MqlTradeRequest.volume = 1.00;
MqlTradeRequest.price  = 86470;
MqlTradeRequest.stoplimit = 0;
MqlTradeRequest.sl = 0;
MqlTradeRequest.tp = 0;
MqlTradeRequest.deviation = 50;
MqlTradeRequest.type = ORDER_TYPE_SELL;
MqlTradeRequest.type_filling = ORDER_FILLING_FOK;
MqlTradeRequest.type_time = gtc;
MqlTradeRequest.expiration = 0;
MqlTradeRequest.comment = NULL;

MqlTradeCheckResult MtCheckResult = {0};

OrderCheck(MtRequest,MtCheckResult);

Получаю в ответ False и такую структуру:

MqlTradeCheckResult.retcode:      10019 (There is not enough money to complete the request)
MqlTradeCheckResult.balance:      132727.37
MqlTradeCheckResult.equity:       130772.91
MqlTradeCheckResult.profit:       0.00
MqlTradeCheckResult.margin:       143104.55
MqlTradeCheckResult.margin_free: -12331.64
MqlTradeCheckResult.margin_level: 91.38
MqlTradeCheckResult.comment:      No money

Errors, bugs, questions OrderCalcMargin price parameter [WARNING CLOSED!] Any newbie

Mikhail Filimonov 2015.10.22 12:41 #289

Try it this way:

  MqlTradeRequest MtRequest = {0}; 
  MqlTradeCheckResult MtCheckResult = {0};
//---
  MtRequest.action = TRADE_ACTION_DEAL;
  MtRequest.magic  = 7777777777;
  MtRequest.symbol = "RTS-12.15";
  MtRequest.volume = 1.00;
  MtRequest.price  = 86470;
  MtRequest.type = ORDER_TYPE_SELL;
  MtRequest.type_filling = ORDER_FILLING_FOK;
  MtRequest.type_time = ORDER_TIME_DAY;
//---
 if ( OrderCheck( MtRequest, MtCheckResult ) )
 {
   Print( "retcode = ", MtCheckResult.retcode );
   Print( "balance = ", MtCheckResult.balance );
   Print( "equity = ",  MtCheckResult.equity );
   Print( "profit = ", MtCheckResult.profit );
   Print( "margin = ", MtCheckResult.margin );
   Print( "margin_free = ", MtCheckResult.margin_free  );
   Print( "margin_level = ", MtCheckResult.margin_level );
 }

Here's my result:

2015.10.22 15:38:39.520 LastPrice (RTS-12.15,M1)        margin_level = 979.8676728569379
2015.10.22 15:38:39.334 LastPrice (RTS-12.15,M1)        margin_free = 112198.35
2015.10.22 15:38:39.151 LastPrice (RTS-12.15,M1)        margin = 12751.73
2015.10.22 15:38:38.973 LastPrice (RTS-12.15,M1)        profit = 0.0
2015.10.22 15:38:38.797 LastPrice (RTS-12.15,M1)        equity = 124950.08
2015.10.22 15:38:38.623 LastPrice (RTS-12.15,M1)        balance = 124950.08
2015.10.22 15:38:38.397 LastPrice (RTS-12.15,M1)        retcode = 0

Сергей 2015.10.22 13:16 #290

Thank you. Added your option as a parallel check. Now it's just a matter of catching the right moment.

FORTS Please help - page 29