//+------------------------------------------------------------------+
//| FXTticksCollector.mq4 |
//| Copyright © 2006, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"
#include <FXTHeader.mqh>
int ExtHandle=-1;
string ExtFileName;
int ExtBars;
int ExtTicks;
datetime ExtLastBarTime;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
ExtLastBarTime=0;
ExtTicks=0;
ExtBars=0;
ExtFileName=Symbol()+Period()+"_0.fxt";
ExtHandle=FileOpen(ExtFileName,FILE_BIN|FILE_READ);
//----
if(ExtHandle<0)
{
//---- file does not exist
WriteHeaderAndFirstBars();
if(ExtHandle<0) return;
}
else
{
if(!ReadAndCheckHeader(ExtHandle,Period(),ExtBars))
{
//---- file is wrong
FileClose(ExtHandle);
WriteHeaderAndFirstBars();
}
else
{
CheckWrittenBars();
//---- reopen file for write
FileClose(ExtHandle);
ExtHandle=FileOpen(ExtFileName,FILE_BIN|FILE_READ|FILE_WRITE);
FileSeek(ExtHandle,0,SEEK_END);
//---- check for absentee bars after last run
if(ExtLastBarTime<Time[0])
{
int shift=iBarShift(NULL,0,ExtLastBarTime,true);
if(shift>0)
{
int period_seconds=Period()*60;
int added=0;
//---- add missing bars
while(shift>0)
{
datetime open_time=Time[shift];
FileWriteInteger(ExtHandle, open_time, LONG_VALUE);
FileWriteDouble(ExtHandle, Open[shift], DOUBLE_VALUE);
FileWriteDouble(ExtHandle, Low[shift], DOUBLE_VALUE);
FileWriteDouble(ExtHandle, High[shift], DOUBLE_VALUE);
FileWriteDouble(ExtHandle, Close[shift], DOUBLE_VALUE);
FileWriteDouble(ExtHandle, Volume[shift], DOUBLE_VALUE);
FileWriteInteger(ExtHandle, open_time+period_seconds-1, LONG_VALUE);
FileWriteInteger(ExtHandle, 1, LONG_VALUE);
shift--;
added++;
if(ExtLastBarTime<open_time) ExtBars++;
}
Print("There were ",added," bars from ",TimeToStr(ExtLastBarTime)," added.");
}
}
}
}
//----
WriteLastTick();
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//---- finalize header
if(ExtHandle>0)
{
//---- store processed bars amount
FileFlush(ExtHandle);
FileSeek(ExtHandle,88,SEEK_SET);
FileWriteInteger(ExtHandle,ExtBars,LONG_VALUE);
//---- zeroize fields "for internal use"
FileFlush(ExtHandle);
FileSeek(ExtHandle,344,SEEK_SET);
for(int i=0; i<64; i++) FileWriteInteger(ExtHandle,0,LONG_VALUE);
//----
FileClose(ExtHandle);
ExtHandle=0;
Print(ExtTicks," ticks added. ",ExtBars," bars finalized in the header");
}
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
//----
if(ExtHandle>0) WriteLastTick();
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void WriteHeaderAndFirstBars()
{
ExtHandle=FileOpen(ExtFileName,FILE_BIN|FILE_WRITE);
if(ExtHandle<0) return;
//----
int start_bar=Bars;
if(Bars>100) start_bar=100;
WriteHeader(ExtHandle,Symbol(),Period(),start_bar);
//---- first 100 bars as is
int period_seconds=i_period*60;
for(int i=start_bar; i>0; i--,ExtBars++)
{
datetime cur_open=Time[i];
FileWriteInteger(ExtHandle, cur_open, LONG_VALUE);
FileWriteDouble(ExtHandle, Open[i], DOUBLE_VALUE);
FileWriteDouble(ExtHandle, Low[i], DOUBLE_VALUE);
FileWriteDouble(ExtHandle, High[i], DOUBLE_VALUE);
FileWriteDouble(ExtHandle, Close[i], DOUBLE_VALUE);
FileWriteDouble(ExtHandle, Volume[i], DOUBLE_VALUE);
//---- generated current time for bar state
FileWriteInteger(ExtHandle, cur_open+period_seconds-1, LONG_VALUE);
//---- flag 0 - testing is not evaluated
FileWriteInteger(ExtHandle, 0, LONG_VALUE);
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CheckWrittenBars()
{
int bars_count=0;
//----
ExtLastBarTime=0;
FileSeek(ExtHandle,600,SEEK_SET);
//----
while(!IsStopped())
{
datetime open_time=FileReadInteger(ExtHandle, LONG_VALUE);
if(FileIsEnding(ExtHandle)) break;
//---- check for bar changing
if(ExtLastBarTime!=open_time)
{
ExtLastBarTime=open_time;
bars_count++;
}
//---- set position to next bar
FileSeek(ExtHandle,48,SEEK_CUR);
}
//----
if(ExtBars!=bars_count)
{
Print("Wrong bars count ",ExtBars," in the FXT-header. Should be ",bars_count);
ExtBars=bars_count;
}
//----
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void WriteLastTick()
{
//---- check for bar changing
if(ExtLastBarTime!=Time[0])
{
ExtLastBarTime=Time[0];
ExtBars++;
}
//----
FileWriteInteger(ExtHandle, ExtLastBarTime, LONG_VALUE);
FileWriteDouble(ExtHandle, Open[0], DOUBLE_VALUE);
FileWriteDouble(ExtHandle, Low[0], DOUBLE_VALUE);
FileWriteDouble(ExtHandle, High[0], DOUBLE_VALUE);
FileWriteDouble(ExtHandle, Close[0], DOUBLE_VALUE);
FileWriteDouble(ExtHandle, Volume[0], DOUBLE_VALUE);
FileWriteInteger(ExtHandle, CurTime(), LONG_VALUE);
FileWriteInteger(ExtHandle, 4, LONG_VALUE);
//----
ExtTicks++;
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains open prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Series array that contains close prices for each bar
Series array that contains tick volumes of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features:
Uses files from the file system
It writes information to file
It reads information from a file