It means, the open time of any bar, for which value is returned (volume, spread, value on the indicator buffer, prices Open, High, Low, Close or open time Time) is always within the requested interval. The interval is set and counted up to seconds. When requesting data in a specified range of dates, only data from this interval will be returned. It means, the open time of any bar, for which value is returned (volume, spread, value on the indicator buffer, prices Open, High, Low, Close or open time Time) is always less or equal to the specified one. When requesting data by the start date and the number of required elements, only data whose date is less than (earlier) or equal to the date specified will be returned. If requested timeseries are not yet built or they need to be downloaded from the server, the function will immediately return -1. If data outside TERMINAL_MAXBARS (maximal number of bars on the chart) is requested, the function will also return -1. If the whole interval of requested data is out of the available data on the server, the function returns -1. Returns the copied data count or -1 in case of an error. Bar time, corresponding to the last element to copy. The start time for the first element to copy. The start position for the first element to copy. Long volume_array // target array for tick volumes There are 3 variants of function calls.Ĭall by the first position and the number of required elementsĭatetime start_time, // start date and timeĭatetime stop_time, // stop date and time Data will be copied so that the oldest element will be located at the start of the physical memory allocated for the array. No matter what is the property of the target array - as_series=true or as_series=false. If you know the amount of data you need to copy, it should better be done to a statically allocated buffer, in order to prevent the allocation of excessive memory. When copying the yet unknown amount of data, it is recommended to use dynamic array as a target array, because if the requested data count is less (or more) than the length of the target array, function tries to reallocate the memory so that the requested data fit entirely. It should be noted that elements ordering is from present to past, i.e., starting position of 0 means the current bar. I have to point out though that I am deeply impressed with the tickstory product and am looking forward to future releases and updates.The function gets into volume_array the history data of tick volumes for the selected symbol-period pair in the specified quantity. Hope this post a) helps to clarify things and b) causes tickstory amend the exporting to MT4 The main problem I see is that the way the current exporting from tickstory to MT4 works breaks the backtesting results of an EA that wants to trade only at the first tick of a new bar (earliest possible point after completion of the previous bar) with the EA detecting such first tick of a bar via the condition: "Volume = 1" Ideally, an EA that counts each tick internally (counting up a global variable each time the start function gets called in MTD) and also displays the result of the MQL4 function Volume should show that they are in line while first Bar is being formed. changing if someone filters duplicate ticks) in a Bar? Question: Can the generation of the HST files be adjusted so that Volume represents the number of ticks (consistent to the FXT file, i.e. This can be seen in MT4 History Center after launching MT4 out of tickstory: if the "Suppress Volume Info" option is selected when exporting to MT4, all HST files show a volume of 1 per Bar and if the "Suppress Volume Info" option is deselected the HST files show some non-interger number (sum of Bid and Ask Size from Dukas in Mio) which does not match the way MT4 works. The volume as number of ticks per bar does not seem to be supported by tickstory (v 1.0) at this point when generating and exporting HST files. It seems that gooly was referring to the second definition. I believe there is a confusion about the term 'Volume' here.Īs I understand it, the volume coming from Dukascopy represents the size of the Bid or Ask in millions of the quoted currency while the function VOLUME in MT4 counts the number of ticks in a bar.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |