72 lines
2.7 KiB
MQL5
72 lines
2.7 KiB
MQL5
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//+------------------------------------------------------------------+
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//| TickModel.mqh |
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//| Copyright 2022, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#include "MqlError.mqh"
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//+------------------------------------------------------------------+
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//| Tick modelling options |
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//+------------------------------------------------------------------+
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enum TICK_MODEL
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{
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TICK_MODEL_UNKNOWN = -1, /*Unknown (any)*/ // unknown/not detected yet
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TICK_MODEL_REAL = 0, /*Real ticks*/ // best quality
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TICK_MODEL_GENERATED = 1, /*Generated ticks*/ // good quality
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TICK_MODEL_OHLC_M1 = 2, /*OHLC M1*/ // acceptable quality and fast
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TICK_MODEL_OPEN_PRICES = 3, /*Open prices*/ // worst quality, but super fast (take care of accuracy manually)
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TICK_MODEL_MATH_CALC = 4, /*Math calculations*/// no ticks (undetectable)
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};
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//+------------------------------------------------------------------+
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//| Tick model detector |
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//| NB: TICK_MODEL_OPEN_PRICES reported at 1-st tick can be |
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//| refined to TICK_MODEL_OHLC_M1 on the 2-nd tick |
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//| All other models are reported persistently from the 1-st tick |
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//+------------------------------------------------------------------+
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TICK_MODEL getTickModel()
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{
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static TICK_MODEL model = TICK_MODEL_UNKNOWN;
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if(model == TICK_MODEL_UNKNOWN)
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{
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MqlTick ticks[];
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const int n = CopyTicks(_Symbol, ticks, COPY_TICKS_ALL, 0, 10);
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if(n == -1)
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{
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switch(_LastError)
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{
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case ERR_NOT_ENOUGH_MEMORY: // emulated ticks
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model = TICK_MODEL_GENERATED;
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break;
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case ERR_FUNCTION_NOT_ALLOWED: // open or OHLC
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if(TimeCurrent() != iTime(_Symbol, _Period, 0))
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{
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model = TICK_MODEL_OHLC_M1;
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}
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else if(model == TICK_MODEL_UNKNOWN)
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{
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model = TICK_MODEL_OPEN_PRICES;
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}
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break;
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}
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Print(E2S(_LastError));
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}
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else
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{
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model = TICK_MODEL_REAL;
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}
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}
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else if(model == TICK_MODEL_OPEN_PRICES)
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{
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if(TimeCurrent() != iTime(_Symbol, _Period, 0))
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{
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model = TICK_MODEL_OHLC_M1;
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}
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}
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return model;
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}
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//+------------------------------------------------------------------+
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