Дмитрий, спасибо, обрадовали.
На WinServer2003 работает, только не обновляется графика на
панельке. Помогает перезагрузка метатрейдера, через раз. Приложение стакана
иногда приходится убивать вручную в диспетчере.
Подредактировал ваш советник. Сделал вывод бандов в файл. С вашим файлом не совсем разобрался, поэтому точка вывода принтов у меня не совсем правильно расположена.
За час на еврее получил 11тыс блоков записей бандов в час или 3 записи в секунду. Файл .csv размером 6.6Mb (1.5 Gb за 2 недели), в виде зипа 100 Kb. Т.е 1 пара за сутки в архиве будет около 2,4Mb или менее 1Gb за год. Т.е да же на VPS можно накапливать.
На WinServer2003 при работе стакана на одной паре процессор грузит не сильно (2-15%).
При двух парах загрузка 100%, данные поступают только по одной паре.
Два МТ то же грузят процессор. Данные поступают только в один терминал.
Похоже, что проблемы с графической панелькой.
Подключался к одному счету, может быть и в этом проблема?
Поэтому такие пожелания.
1) хотелось бы, что бы панелька была сворачиваемой.
2) сделать вариант без панели совсем, оставить dll, получающую данные по бандам и передающую их в советник.
Тем более, что на сколько я понял, по структуре советника
именно так и задумано, либо такой вариант предполагался изначально.
прилагаю файл советника - изменения в функции start и deinit()
//+------------------------------------------------------------------+
//| GKFX.Level2.Advisor.mq4 |
//| Copyright © 2011-2013, GKFX |
//| http://www.gkfx.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2011-2013, GKFX"
#property link "http://www.gkfx.ru"
extern int Max_Market_Depth = 10; // 1 ... 16
extern double Default_Amount = 0.01; // 0.01 ... 100.0
extern double Window_Transparency = 1.0; // 0.0 ... 1.0
extern color Button_Up_Color = MediumBlue;
extern color Button_Down_Color = FireBrick;
extern color Button_Text_Color = White;
extern color Table_Asks_Color = C'227,240,255';
extern color Table_Bids_Color = C'255,236,236';
extern color Table_Background_Color = White;
extern color Table_Text_Color = Black;
extern double Support_Vs_Resist_Level = 0.0;
extern color Support_Vs_Resist_Level_Color = SpringGreen; // LightGreen, PaleGreen
string FileName;
int FileHandle;
//-----------------------------------------------------------
#include <stderror.mqh>
#include <stdlib.mqh>
//-----------------------------------------------------------
#import "Level2.dll"
int Mql4Connect(int parent);
int Mql4Disconnect(int parent);
int Mql4Event(int parent);
int Mql4SetStringProperty(int parent, string name, string value);
int Mql4SetIntegerProperty(int parent, string name, int value);
int Mql4SetRealProperty(int parent, string name, double value);
int Mql4SetColorProperty(int parent, string name, color value);
double Mql4GetRealProperty(int parent, string name);
int Mql4SnapshotBidBandCount(int parent);
int Mql4SnapshotAskBandCount(int parent);
double Mql4SnapshotBidBandPrice(int parent, int index);
double Mql4SnapshotBidBandAmount(int parent, int index);
double Mql4SnapshotAskBandPrice(int parent, int index);
double Mql4SnapshotAskBandAmount(int parent, int index);
#import
//-----------------------------------------------------------
#define RESULT_SUCCESS 0
#define RESULT_FAIL -1
#define CONNECT_OK 0
#define CONNECT_ALREADY_CONNECTED 1
#define CONNECT_RESPAWN_FAILED 2
#define CONNECT_EXPECTED_LOGIN 3
#define CONNECT_EXPECTED_COMPANY 4
#define CONNECT_EXPECTED_SERVER 5
#define CONNECT_EXPECTED_DIGITS 6
#define CONNECT_EXPECTED_POINT 7
#define CONNECT_EXPECTED_LOT 8
#define CONNECT_EXPECTED_INSTRUMENT 9
#define CONNECT_EXPECTED_PARENT 10
#define EVENT_INVALID_MESSAGE_SIZE -7
#define EVENT_READ_MESSAGE_FAILED -6
#define EVENT_DIFFERENT_MESSAGE_SIZE -5
#define EVENT_UNKNOWN_MESSAGE -4
#define EVENT_INVALID_HEADER_SIZE -3
#define EVENT_READ_HEADER_FAILED -2
#define EVENT_INVALID_PIPE -1
#define EVENT_NONE 0
#define EVENT_AUTHORIZED 3
#define EVENT_NON_AUTHORIZED 4
#define EVENT_SUBSCRIBED 5
#define EVENT_NON_SUBSCRIBED 6
#define EVENT_BUY 7
#define EVENT_SELL 8
#define EVENT_HEARTBEAT 9
#define EVENT_SNAPSHOT 10
//-----------------------------------------------------------
int init()
{
Log( "[init] starting advisor..." );
if(checkEnabled() != RESULT_SUCCESS) return(RESULT_FAIL);
Log("[init] complete");
return( RESULT_SUCCESS );
}
//-----------------------------------------------------------
int start()
{
Log( "[start] enter");
int parent = WindowHandle(Symbol(), Period());
Mql4SetIntegerProperty(parent, "auth.login", AccountNumber());
Mql4SetStringProperty(parent, "auth.company", AccountCompany());
Mql4SetStringProperty(parent, "auth.server", AccountServer());
Mql4SetIntegerProperty(parent, "instrument.digits", Digits);
Mql4SetRealProperty(parent, "instrument.point", Point);
Mql4SetRealProperty(parent, "instrument.lot", MarketInfo(Symbol(), MODE_LOTSIZE));
Mql4SetStringProperty(parent, "instrument.name", Symbol());
Mql4SetIntegerProperty(parent, "parent", parent);
Mql4SetIntegerProperty(parent, "config.maxMarketDepth", Max_Market_Depth);
Mql4SetRealProperty(parent, "config.defaultAmount", Default_Amount);
Mql4SetRealProperty(parent, "config.windowTransparency", Window_Transparency);
Mql4SetColorProperty(parent, "config.buttonUpColor", Button_Up_Color);
Mql4SetColorProperty(parent, "config.buttonDownColor", Button_Down_Color);
Mql4SetColorProperty(parent, "config.buttonTextColor", Button_Text_Color);
Mql4SetColorProperty(parent, "config.tableAsksColor", Table_Asks_Color);
Mql4SetColorProperty(parent, "config.tableBidsColor", Table_Bids_Color);
Mql4SetColorProperty(parent, "config.tableBackgroundColor", Table_Background_Color);
Mql4SetColorProperty(parent, "config.tableTextColor", Table_Text_Color);
Mql4SetRealProperty(parent, "config.supportVsResistLevel", Support_Vs_Resist_Level);
Mql4SetColorProperty(parent, "config.supportVsResistLevelColor", Support_Vs_Resist_Level_Color);
bool isActive = true;
while(isActive && checkEnabled() == RESULT_SUCCESS)
{
Sleep(10);
int connectResult = Mql4Connect(parent);
if(FileHandle<=0)
{
WR();
}
FileWrite(FileHandle,0,GetTickCount(),TimeToStr(TimeCurrent(),TIME_DATE|TIME_SECONDS));
for(int i=13;i>=0;i--)
{
FileWrite(FileHandle,i,Mql4SnapshotAskBandPrice(parent, i),Mql4SnapshotAskBandAmount(parent,i));
}
FileWrite(FileHandle,"---","---","---");
for(int j=15;j>=0;j--)
{
FileWrite(FileHandle,j,Mql4SnapshotBidBandPrice(parent, j),Mql4SnapshotBidBandAmount(parent,j));
}
FileWrite(FileHandle,"end","end","end");
/*
Print (GetTickCount( ));
Print (Mql4SnapshotBidBandCount(parent));
Print (Mql4SnapshotAskBandCount(parent));
Print ("BidBand");
Print (DoubleToStr(Mql4SnapshotBidBandPrice(parent, 0),5));
Print (Mql4SnapshotBidBandAmount(parent,0));
Print (DoubleToStr(Mql4SnapshotBidBandPrice(parent, 1),5));
Print (Mql4SnapshotBidBandAmount(parent, 1));
Print (DoubleToStr(Mql4SnapshotBidBandPrice(parent, 2),5));
Print (Mql4SnapshotBidBandAmount(parent, 2));
Print ("AskBand");
Print (DoubleToStr(Mql4SnapshotAskBandPrice(parent,0),5));
Print (Mql4SnapshotAskBandAmount(parent, 0));
Print (DoubleToStr(Mql4SnapshotAskBandPrice(parent, 1),5));
Print (Mql4SnapshotAskBandAmount(parent, 1));
Print (DoubleToStr(Mql4SnapshotAskBandPrice(parent, 2),5));
Print (Mql4SnapshotAskBandAmount(parent, 2));
*/
switch(connectResult)
{
case CONNECT_OK: Log("[start] connected"); break;
case CONNECT_ALREADY_CONNECTED: break;
case CONNECT_RESPAWN_FAILED: return(Log("[start] error : respawn failed"));
case CONNECT_EXPECTED_LOGIN: return(Log("[start] error: expected login"));
case CONNECT_EXPECTED_COMPANY: return(Log("[start] error: expected company name"));
case CONNECT_EXPECTED_SERVER: return(Log("[start] error: expected server name"));
case CONNECT_EXPECTED_DIGITS: return(Log("[start] error: expected instrument digits"));
case CONNECT_EXPECTED_POINT: return(Log("[start] error: expected instrument point"));
case CONNECT_EXPECTED_LOT: return(Log("[start] error: expected lot amount"));
case CONNECT_EXPECTED_INSTRUMENT: return(Log("[start] error: expected instrument name"));
case CONNECT_EXPECTED_PARENT: return(Log("[start] error: expected window chart handle"));
default: return(Log("[start] error : unknown connection result"));
}
int eventId = Mql4Event(parent);
switch(eventId)
{
case EVENT_INVALID_MESSAGE_SIZE:
Log("[start] error : invalid message size");
isActive = false;
continue;
case EVENT_READ_MESSAGE_FAILED:
Log("[start] error : reading message failed");
isActive = false;
continue;
case EVENT_DIFFERENT_MESSAGE_SIZE:
Log("[start] error : different message size");
isActive = false;
continue;
case EVENT_UNKNOWN_MESSAGE:
Log("[start] error : unknown message");
isActive = false;
continue;
case EVENT_INVALID_HEADER_SIZE:
Log("[start] error : invalid header size");
isActive = false;
continue;
case EVENT_READ_HEADER_FAILED:
Log("[start] error : reading header failed");
isActive = false;
continue;
case EVENT_INVALID_PIPE:
Log("[start] error : invalid pipe");
isActive = false;
continue;
case EVENT_NONE:
//Log("[start] empty message" );
continue;
case EVENT_AUTHORIZED:
Log("[start] authorized" );
continue;
case EVENT_NON_AUTHORIZED:
Log("[start] error : non authorized" );
// isActive = false;
continue;
case EVENT_SUBSCRIBED:
Log( "[start] subscribed" );
continue;
case EVENT_NON_SUBSCRIBED:
Log( "[start] error : non subscribed" );
isActive = false;
continue;
case EVENT_BUY:
Log( "[start] BUY" );
MakeOrder(OP_BUY, Mql4GetRealProperty(parent, "trade.amount"), Mql4GetRealProperty(parent, "trade.price"));
continue;
case EVENT_SELL:
Log( "[start] SELL" );
MakeOrder(OP_SELL, Mql4GetRealProperty(parent, "trade.amount"), Mql4GetRealProperty(parent, "trade.price"));
continue;
case EVENT_HEARTBEAT:
continue;
case EVENT_SNAPSHOT:
/*Log( "[start] snapshot (" + Mql4SnapshotBidBandCount(parent) + " bids, " + Mql4SnapshotAskBandCount(parent) +
" asks) [bid " + Mql4SnapshotBidBandPrice(parent, 0) +
" " + Mql4SnapshotBidBandAmount(parent, 0) +
" / ask " + Mql4SnapshotAskBandPrice(parent, 0) +
" " + Mql4SnapshotAskBandAmount(parent, 0) + " ]" );*/
continue;
default:
Log("[start] unknown event");
continue;
} // switch action
} // while not Stopped
Mql4Disconnect(parent);
Log( "[start] complete (return 0)" );
return( RESULT_SUCCESS );
}
//-----------------------------------------------------------
// Expert finalization
int deinit()
{
if(FileHandle>0)
{
FileClose(FileHandle);
Print("Файл записан");
}
Log("[deinit] start");
switch(UninitializeReason())
{
case REASON_REMOVE:
Log( "[deinit] Reason(1): [program was removed from chart]" );
break;
case REASON_RECOMPILE:
Log( "[deinit] Reason(2): [program was recompiled]" );
break;
case REASON_CHARTCHANGE:
Log( "[deinit] Reason(3): [symbol or chart was chanched]" );
break;
case REASON_CHARTCLOSE:
Log( "[deinit] Reason(4): [chart closed]" );
break;
case REASON_PARAMETERS:
Log( "[deinit] Reason(5): [input param(s) was changed]" );
break;
case REASON_ACCOUNT:
Log( "[deinit] Reason(6): [account was changed]" );
break;
}
Mql4Disconnect(WindowHandle(Symbol(), Period()));
Log( "[deinit] complete" );
return( 0 );
}
//-----------------------------------------------------------
int Log(string message)
{
Print(message);
return(-1);
}
//-----------------------------------------------------------
int LogAlert(string message)
{
Log(message);
Alert(message);
return(-1);
}
//-----------------------------------------------------------
int checkEnabled()
{
int errorCode = GetLastError();
if(ERR_NO_ERROR != errorCode) return(LogAlert("[checkEnabled] error : " + ErrorDescription(errorCode)));
if(!IsLibrariesAllowed()) return(LogAlert("[checkEnabled] DLL calls not allowed"));
if(!IsExpertEnabled()) return(LogAlert("[checkEnabled] experts disabled"));
if(IsStopped()) return(Log("[checkEnabled] expert stopped"));
//if(!IsTradeAllowed()) return(Log("[checkEnabled] trade is not allowed"));
return(RESULT_SUCCESS);
}
//-----------------------------------------------------------
// price correction
double CorrectPrice( int side, double price )
{
RefreshRates();
if( OP_BUY == side )
{
return( Ask );
}
return( Bid );
}
//-----------------------------------------------------------
void MakeOrder(int operation, double _nAmount, double _dPrice)
{
if(!IsTradeAllowed())
{
Log("Trading is not allowed: ");
return;
}
double nAmount = NormalizeDouble(_nAmount, 2);
// At opening of a market order (OP_SELL or OP_BUY), only the latest prices
// of Bid (for selling) or Ask (for buying) can be used as open price.
double dCorrectedPrice = CorrectPrice( operation, _dPrice );
Print("try to send order amount = " + nAmount + " price = " + _dPrice + " correctedPrice = " + dCorrectedPrice);
int ticket = OrderSend(Symbol(), operation, nAmount, dCorrectedPrice, 10000, 0.0, 0.0);
string message = "";
if(-1 == ticket)
{
message = "[start] unable to send order, code #" + GetLastError() + " (symbol " + Symbol() +
", amount " + nAmount + ", price " + dCorrectedPrice + ")";
Log(message);
return;
}
else
{
message = "[start] order was sent (symbol " + Symbol() + ", amount " + nAmount + ", price " + dCorrectedPrice + ")";
Log(message);
}
}
//-----------------------------------------------------------
int WR()
{
//----
string k;
int h=TimeHour(TimeCurrent());
int day=Day();
int Mn=Month();
k=StringConcatenate(Mn,"_",day,"_",h);
FileName=Symbol()+"Bands"+k+".csv";
FileHandle=FileOpen(FileName,FILE_WRITE | FILE_CSV,";");
if (FileHandle<1)
{
Print("Не удалось открыть файл, ошибка ",GetLastError());
return;
}
//----
return(0);
}
//+------------------------------------------------------------------+
че то прикреплялка не работает. выкладываю в коде.
Сообщение отредактировал DRV: 08 March 2013 - 11:03
