| //+------------------------------------------------------------------+
|
| //| TkzToCustom.mq5 |
|
| //| Loads a .tkz archive into a custom symbol, so the stored tick |
|
| //| history can be used in charts and in the Strategy Tester. |
|
| //+------------------------------------------------------------------+
|
| #property copyright "TKZ tick compression"
|
| #property version "1.1"
|
| #property description "Loads the ticks of a .tkz archive into a custom symbol (CustomTicksReplace)."
|
| #property script_show_inputs
|
|
|
| #include "../lib/TkzArchive.mqh"
|
|
|
| input string InpFile=""; // Archive file (empty = <chart symbol>.tkz)
|
| input bool InpCommon=false; // File is in the common data folder
|
| input string InpCustom=""; // Custom symbol name (empty = <archive symbol>.tkz)
|
| input string InpOrigin=""; // Copy symbol properties from (empty = archive symbol)
|
|
|
| //+------------------------------------------------------------------+
|
| void OnStart()
|
| {
|
| string file=(InpFile=="") ? _Symbol+".tkz" : InpFile;
|
| CTkzReader reader;
|
| if(!reader.Open(file,InpCommon))
|
| {
|
| PrintFormat("TKZ: cannot open %s: %s",file,reader.LastError());
|
| return;
|
| }
|
| string base=reader.ArchiveSymbol();
|
| string custom=(InpCustom=="") ? base+".tkz" : InpCustom;
|
| string origin=(InpOrigin=="") ? base : InpOrigin;
|
| bool is_custom=false;
|
| if(SymbolExist(custom,is_custom))
|
| {
|
| if(!is_custom)
|
| {
|
| PrintFormat("TKZ: %s exists and is not a custom symbol",custom);
|
| return;
|
| }
|
| }
|
| else
|
| {
|
| bool origin_custom=false;
|
| bool have_origin=SymbolExist(origin,origin_custom);
|
| ResetLastError();
|
| bool created=have_origin ? CustomSymbolCreate(custom,"TKZ",origin) : CustomSymbolCreate(custom,"TKZ");
|
| if(!created)
|
| {
|
| PrintFormat("TKZ: CustomSymbolCreate(%s) failed, error %d",custom,GetLastError());
|
| return;
|
| }
|
| if(!have_origin && reader.ArchiveDigits()>=0)
|
| CustomSymbolSetInteger(custom,SYMBOL_DIGITS,reader.ArchiveDigits());
|
| }
|
| MqlTick ticks[];
|
| long total=0;
|
| int failed=0;
|
| ulong t0=GetMicrosecondCount();
|
| for(int i=0; i<reader.ChunkCount() && !IsStopped(); i++)
|
| {
|
| STkzChunkInfo info;
|
| reader.GetChunkInfo(i,info);
|
| int n=reader.ReadChunk(i,ticks);
|
| if(n<0)
|
| {
|
| PrintFormat("TKZ: chunk %d: decode error: %s",i,reader.LastError());
|
| failed++;
|
| continue;
|
| }
|
| if(n==0)
|
| continue;
|
| ResetLastError();
|
| int r=CustomTicksReplace(custom,info.min_msc,info.max_msc,ticks);
|
| if(r<0)
|
| {
|
| PrintFormat("TKZ: chunk %d: CustomTicksReplace failed, error %d",i,GetLastError());
|
| failed++;
|
| continue;
|
| }
|
| total+=n;
|
| Comment(StringFormat("TKZ: %s, chunk %d of %d, %I64d ticks",custom,i+1,reader.ChunkCount(),total));
|
| }
|
| reader.Close();
|
| Comment("");
|
| SymbolSelect(custom,true);
|
| PrintFormat("TKZ: %I64d ticks loaded into %s in %.1f s, %d chunks failed",
|
| total,custom,(double)(GetMicrosecondCount()-t0)/1e6,failed);
|
| }
|
| //+------------------------------------------------------------------+
|
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