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https://github.com/vdemydiuk/mtapi.git
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Add a advanced example
It uses its own API which I packed between MTApi5 and MatLab. Possible that this is useless, but errors from the .NET assembly are more tradable.
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Christian_x7
@@ -0,0 +1,283 @@
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classdef Bars < handle
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%BARS Summary of this class goes here
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% Detailed explanation goes here
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properties
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chSymbol = 'EURUSD' ;
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iSize = int32(0) ;
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iLast = int32(0) ;
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sStart = "" ;
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sEnd = "" ;
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sdtStart = System.DateTime.Now;
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sdtEnd = System.DateTime.Now;
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enTimeframe = MtApi5.ENUM_TIMEFRAMES;
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mqlRates = NET.createArray('MtApi5.MqlRates', 0);
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sdOpen = NET.createArray('System.Double[]', 3) ;
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sdHigh = NET.createArray('System.Double[]', 3) ;
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sdLow = NET.createArray('System.Double[]', 3) ;
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sdClose = NET.createArray('System.Double[]', 3) ;
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sdtTime = NET.createArray('System.DateTime[]', 3) ;
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si32Spread = NET.createArray('System.Int32[]', 3) ;
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si64TickVolume = NET.createArray('System.Int64[]', 3) ;
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si64RealVolume = NET.createArray('System.Int64[]', 3) ;
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si64RealVolumeH = NET.createArray('System.Int64[]', 3) ;
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si64RealVolumeL = NET.createArray('System.Int64[]', 3) ;
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dOpen = double(0);
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dHigh = double(0);
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dLow = double(0);
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dClose = double(0);
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i64MTtime = int64(0) ;
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dtTime = datetime();
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i32Spread = int32(0) ;
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i64TickVol = int64(0) ;
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i64RealVol = int64(0) ;
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i64RealVolH = int64(0) ;
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i64RealVolL = int64(0) ;
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end
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methods
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function obj = Bars(chSymbol,enTF,iSize)
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switch nargin
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case 0
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obj.chSymbol = 'EURUSD';
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obj.iSize = 1000;
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obj.enTimeframe = MtApi5.ENUM_TIMEFRAMES.PERIOD_M1;
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return
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case 1
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case 2
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case 3
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obj.chSymbol = chSymbol;
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obj.iSize = iSize;
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obj.enTimeframe = enTF;
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otherwise
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end
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obj.mqlRates = NET.createArray('MtApi5.MqlRates', obj.iSize);
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obj.sdOpen = NET.createArray('System.Double', obj.iSize);
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obj.sdHigh = NET.createArray('System.Double', obj.iSize);
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obj.sdLow = NET.createArray('System.Double', obj.iSize);
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obj.sdClose = NET.createArray('System.Double', obj.iSize);
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obj.sdtTime = NET.createArray('System.DateTime', obj.iSize);
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obj.si32Spread = NET.createArray('System.Int32', obj.iSize);
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obj.si64TickVolume = NET.createArray('System.Int64', obj.iSize);
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obj.si64RealVolume = NET.createArray('System.Int64', obj.iSize);
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obj.sdtStart = System.DateTime.Now;
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obj.sdtEnd = System.DateTime.Now;
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obj.sStart = char(obj.sdtStart.ToString);
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obj.sEnd = char(obj.sdtStart.ToString);
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obj.enTimeframe = enTF;
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obj.dOpen = zeros(obj.iSize,1,'double') ;
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obj.dHigh = zeros(obj.iSize,1,'double') ;
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obj.dLow = zeros(obj.iSize,1,'double') ;
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obj.dClose = zeros(obj.iSize,1,'double') ;
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obj.i32Spread = zeros(obj.iSize,1,'int32') ;
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obj.i64TickVol = zeros(obj.iSize,1,'int64') ;
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obj.i64RealVol = zeros(obj.iSize,1,'int64') ;
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obj.i64RealVolH = zeros(obj.iSize,1,'int64') ;
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obj.i64RealVolL = zeros(obj.iSize,1,'int64') ;
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obj.i64MTtime = zeros(obj.iSize,1,'int64') ;
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obj.dtTime(iSize,1) = datetime;
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obj.dtTime.Format = 'default';
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end
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function setMqlRates(self,MqlRates)
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self.MqlRates = MqlRates;
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end
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function saveDataAsByteStream(self,filename)
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mc = ?DataStore.Bars;
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propList = mc.PropertyList;
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propCnt = length(propList);
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for i=1:1:propCnt
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bytestream.(propList(i).Name) = [];
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end
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formatter = System.Runtime.Serialization.Formatters.Binary.BinaryFormatter;
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for idx=1:1:propCnt
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if isa(propList(idx).DefaultValue,'System.Object')
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stream = System.IO.MemoryStream;
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formatter.Serialize(stream,self.(propList(idx).Name));
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data = uint8(stream.ToArray);
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bytestream.(propList(idx).Name) = data;
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else
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% stream = System.IO.MemoryStream;
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% formatter.Serialize(stream,self.(propList(idx).Name));
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% data = uint8(stream.ToArray);
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bytestream.(propList(idx).Name) = self.(propList(idx).Name);
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end
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end
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save(filename,'bytestream');
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end
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function ok = loadDataAsByteStream(self,filename)
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ok = false;
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load(filename);
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mc = ?DataStore.Bars;
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propList = mc.PropertyList;
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propCnt = length(propList);
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formatter = System.Runtime.Serialization.Formatters.Binary.BinaryFormatter;
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for idx=1:1:propCnt
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if isa(propList(idx).DefaultValue,'System.Object')
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data = bytestream.(propList(idx).Name);
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stream = System.IO.MemoryStream(data);
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self.(propList(idx).Name) = formatter.Deserialize(stream);
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else
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data = bytestream.(propList(idx).Name);
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self.(propList(idx).Name) = data;
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end
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end
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ok = true;
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end
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function saveableData = Get_Saveable_MATfileData(self,varargin)
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switch nargin
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case 1 % no options
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first = 1;
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last = self.iLast;
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case 2 % first = 1 , last = input
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first = 1;
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last = varargin{2};
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case 3
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first = varargin{1};
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last = varargin{2};
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end
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if last > self.iLast
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last = self.iLast;
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warn('Index is out of array')
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warn('Using iLast for last')
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end
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saveableData.chSymbol = self.chSymbol;
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saveableData.iSize = self.iLast;
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saveableData.iLast = self.iLast;
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saveableData.sStart = self.sStart;
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saveableData.sEnd = self.sEnd;
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saveableData.dOpen = self.dOpen(first:last,1);
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saveableData.dHigh = self.dHigh(first:last,1);
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saveableData.dLow = self.dLow(first:last,1);
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saveableData.dClose = self.dClose(first:last,1);
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saveableData.dtTime = self.dtTime(first:last,1);
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saveableData.i64MTtime = self.i64MTtime(first:last,1);
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saveableData.i32Spread = self.i32Spread(first:last,1);
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saveableData.i64TickVol = self.i64TickVol(first:last,1);
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saveableData.i64RealVol = self.i64RealVol(first:last,1);
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end
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function tt= Get_TimeTable(self,varargin)
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switch nargin
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case 1 % no options
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first = 1;
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last = self.iLast;
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case 2 % first = 1 , last = input
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first = 1;
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last = varargin{2};
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case 3
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first = varargin{1};
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last = varargin{2};
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end
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if last > self.iLast
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last = self.iLast;
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warn('Index is out of array')
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warn('Using iLast for last')
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end
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Open = self.dOpen(first:last,1);
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High = self.dHigh(first:last,1);
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Low = self.dLow(first:last,1);
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Close = self.dClose(first:last,1);
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Time = self.dtTime(first:last,1);
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TicklVol = self.i64TickVol(first:last,1);
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tt = timetable(Time,Open,High,Low,Close,TicklVol);
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tt.Properties.VariableNames = {'Open','High','Low','Close','TickVol'};
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end
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end
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end
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