测试 "CopyTicks"。 - 页 24

 
Alexey Kozitsyn:

为什么?

int  CopyTicks(
   string           symbol_name,           // имя символа
   MqlTick&         ticks_array[],         // массив для приёма тиков
   uint             flags=COPY_TICKS_ALL,  // флаг, определяющий тип получаемых тиков
   ulong            from=0,                // дата, начиная с которой запрашиваются тики
   uint             count=0                // количество тиков, которые необходимо получить
   );
用黑体字突出显示。最后的数组是对默认值的拒绝。
 
fxsaber:
int  CopyTicks(
   string           symbol_name,           // имя символа
   MqlTick&         ticks_array[],         // массив для приёма тиков
   uint             flags=COPY_TICKS_ALL,  // флаг, определяющий тип получаемых тиков
   ulong            from=0,                // дата, начиная с которой запрашиваются тики
   uint             count=0                // количество тиков, которые необходимо получить
   );
用黑体字突出显示。
没有强调,但可能在上面已经回答了...
 
fxsaber:
int  CopyTicks(
   string           symbol_name,           // имя символа
   MqlTick&         ticks_array[],         // массив для приёма тиков
   uint             flags=COPY_TICKS_ALL,  // флаг, определяющий тип получаемых тиков
   ulong            from=0,                // дата, начиная с которой запрашиваются тики
   uint             count=0                // количество тиков, которые необходимо получить
   );
我把它放在黑体中。阵列在最后 - 避免默认值。

是的,缓存中刻度线的大小可以在文档中明确分配。如果你想得到整个缓存--看一下文档,用函数询问所需的数量,参数就像这里。

intCopyBuffer(
intindicator_handle,//指标手柄
intbuffer_num,// 指示器缓冲区编号
intstart_pos,//从哪里开始
intcount,// 我们复制多少个
doublebuffer[]// 数据将被复制的数组
);

一切都已经编好了,为什么还要发明新东西呢?

 
Alexey Kozitsyn:

我认为进行逐日下载要比试图保持默认设置重要得多。

因此,从日期到日期将是。CopyTicks试图在语法上与Copy-functions相匹配,只是因为名称中存在Copy,这并不方便。方便和合理的是,你可以像这样做预处理程序的事情

// Позволяет, как в MT4, работать с таймсериями: Open[Pos], High[Pos], Low[Pos], Close[Pos], Time[Pos], Volume[Pos].
// А так же задает привычные MT4-функции: iOpen, iHigh, iLow, iClose, iTime, iVolume.
#define DEFINE_TIMESERIE(NAME,FUNC,T)                                                                         \
  class CLASS##NAME                                                                                           \
  {                                                                                                           \
  public:                                                                                                     \
    static T Get( const string Symb, const int TimeFrame, const int iShift )                                  \
    {                                                                                                         \
      T tValue[];                                                                                             \
                                                                                                              \
      return((Copy##FUNC((Symb == NULL) ? _Symbol : Symb, _Period, iShift, 1, tValue) > 0) ? tValue[0] : -1); \
    }                                                                                                         \
                                                                                                              \
    T operator []( const int iPos ) const                                                                     \
    {                                                                                                         \
      return(CLASS##NAME::Get(_Symbol, _Period, iPos));                                                       \
    }                                                                                                         \
  };                                                                                                          \
                                                                                                              \
  CLASS##NAME NAME;                                                                                           \
                                                                                                              \
  T i##NAME( const string Symb, const int TimeFrame, const int iShift )                                       \
  {                                                                                                           \
    return(CLASS##NAME::Get(Symb, TimeFrame, iShift));                                                        \
  }

DEFINE_TIMESERIE(Volume, TickVolume, long)
DEFINE_TIMESERIE(Time, Time, datetime)
DEFINE_TIMESERIE(Open, Open, double)
DEFINE_TIMESERIE(High, High, double)
DEFINE_TIMESERIE(Low, Low, double)
DEFINE_TIMESERIE(Close, Close, double)
而对于CopyTicks,你不能这样做,因为有两个不同的物理线程(TRADE和INFO)和一个合成线程(ALL)--标志。
 
fxsaber:

因此,从日期到日期将是。CopyTicks试图将语法与Copy-functions相匹配,只是因为名字中存在Copy,这并不方便。方便和合理的是,你可以做像这样的预处理程序的东西。

#define DEFINE_TIMESERIE(NAME,FUNC,T)                                                                         \
  class CLASS##NAME                                                                                           \
  {                                                                                                           \
  public:                                                                                                     \
    static T Get( const string Symb, const int TimeFrame, const int iShift )                                  \
    {                                                                                                         \
      T tValue[];                                                                                             \
                                                                                                              \
      return((Copy##FUNC((Symb == NULL) ? _Symbol : Symb, _Period, iShift, 1, tValue) > 0) ? tValue[0] : -1); \
    }                                                                                                         \
                                                                                                              \
    T operator []( const int iPos ) const                                                                     \
    {                                                                                                         \
      return(CLASS##NAME::Get(_Symbol, _Period, iPos));                                                       \
    }                                                                                                         \
  };                                                                                                          \
                                                                                                              \
  CLASS##NAME NAME;                                                                                           \
                                                                                                              \
  T i##NAME( const string Symb, const int TimeFrame, const int iShift )                                       \
  {                                                                                                           \
    return(CLASS##NAME::Get(Symb, TimeFrame, iShift));                                                        \
  }

DEFINE_TIMESERIE(Volume, TickVolume, long)
DEFINE_TIMESERIE(Time, Time, datetime)
DEFINE_TIMESERIE(Open, Open, double)
DEFINE_TIMESERIE(High, High, double)
DEFINE_TIMESERIE(Low, Low, double)
DEFINE_TIMESERIE(Close, Close, double)
而对于CopyTicks来说,这种事情不能做,因为有两个不同的物理线程(TRADE和INFO)和一个合成线程(ALL)--标志。

在你出现在论坛上之前,我还没有遇到过这种写法,为此我当然要感谢你,但我不确定很多程序员会觉得它有用。

 
fxsaber:

在你的演示中,确实如此。在BCS上,它不是。

Network 'xxx': authorized on BCS-MetaTrader5 through Access Server #2 (ping: 46.66 ms)


2016.10.18 15:12:32.949 Test14 (Si-12.16,M1)    Time: 29089 msc for 1503 records
2016.10.18 15:12:32.822 Test14 (Si-12.16,M1)    Time: 33207 msc for 1501 records
2016.10.18 15:12:32.639 Test14 (Si-12.16,M1)    Time: 21389 msc for 1500 records
2016.10.18 15:12:31.959 Test14 (Si-12.16,M1)    Time: 21926 msc for 1500 records

而在Alpari,这一点也不好。

Network 'xxx': authorized on Alpari-MT5 through mt5.nl.3 (ping: 61.87 ms)

2016.10.18 15:14:47.159 Test14 (GBPUSD,M1)      Time: 31086 msc for 1836 records
2016.10.18 15:14:46.999 Test14 (GBPUSD,M1)      Time: 30698 msc for 1836 records
2016.10.18 15:14:46.779 Test14 (GBPUSD,M1)      Time: 46306 msc for 1836 records
2016.10.18 15:14:46.612 Test14 (GBPUSD,M1)      Time: 30440 msc for 1836 records
2016.10.18 15:14:46.532 Test14 (GBPUSD,M1)      Time: 36227 msc for 1836 records

上面谈到了copytix的不便之处。由于我必须多次调用copytix,所以呈现的指标速度变慢了。而所有的滞后都是因为它。关键是这一点

解决办法已经提出。

现在要在不同的日期之间下载蜱虫,你需要从起始日期开始,对任何数量的蜱虫提出请求。然后看每一次,以及是否达到了结束日期。而且鉴于每个copytix请求都非常昂贵,而你得到这样的刹车。

数据来自于真实的开盘,只加载新鲜的刻度线。

2016.10.20 18:47:06.499 GetTickHistory: Получено 4 тиков за 46 мкс (пинг = 62214 мкс)
2016.10.20 18:47:06.499 GetTickHistory: Получены все доступные тики. Время [0]: 2016.10.20 16:47
2016.10.20 18:47:06.499 GetTickHistory: Получено 3 тиков за 20 мкс (пинг = 62214 мкс)
2016.10.20 18:47:06.499 GetTickHistory: Получены все доступные тики. Время [0]: 2016.10.20 16:47
2016.10.20 18:47:06.499 GetTickHistory: Получено 3 тиков за 19 мкс (пинг = 62214 мкс)
2016.10.20 18:47:06.499 GetTickHistory: Получены все доступные тики. Время [0]: 2016.10.20 16:47
2016.10.20 18:47:06.540 GetTickHistory: Получено 8 тиков за 107 мкс (пинг = 62214 мкс)
2016.10.20 18:47:06.540 GetTickHistory: Получены все доступные тики. Время [0]: 2016.10.20 16:47
2016.10.20 18:47:06.540 GetTickHistory: Получено 5 тиков за 19 мкс (пинг = 62214 мкс)
2016.10.20 18:47:06.540 GetTickHistory: Получены все доступные тики. Время [0]: 2016.10.20 16:47
2016.10.20 18:47:06.540 GetTickHistory: Получено 5 тиков за 19 мкс (пинг = 62214 мкс)
2016.10.20 18:47:06.540 GetTickHistory: Получены все доступные тики. Время [0]: 2016.10.20 16:47
2016.10.20 18:47:06.540 GetTickHistory: Получено 5 тиков за 18 мкс (пинг = 62214 мкс)
2016.10.20 18:47:06.540 GetTickHistory: Получены все доступные тики. Время [0]: 2016.10.20 16:47
Copy_ticks_trade!
 
CopyTicks()似乎是异步函数?通常情况下,对于还没有开盘的烛台,蜱虫就会到达...
 
Alexey Kozitsyn:
CopyTicks()似乎是一个异步函数?
是的。
 
我想听听开发者对测试器中CopyTicks()的看法......我对它有不好的怀疑。我对与COPY_TICKS_TRADE的合作再次感兴趣!
 

厌倦了终端。剧本

void OnStart()
{
  MqlTick Ticks[];
  
  Print(CopyTicks(_Symbol, Ticks));
  Print(GetLastError());
}

汉斯。手动删除它将注销它。

2016.10.28 16:48:57.737 Test (GBPUSD,M1)        4401
2016.10.28 16:48:57.737 Test (GBPUSD,M1)        -1

改变TF和符号 - 类似。重新启动后,它可以工作。