MetaTrader 5 Libraries | TicksShort 📈 MT4 & MT5 Downloads

MetaTrader Experts, Indicators, Scripts and Libraries

This library implements work with the tick storage format, which has a good performance (read/write) to size ratio.

Format.

Only the following fields ofthe original MqlTickare stored:

struct MqlTick    {     datetime     time;          // Time of last price update     double       bid;           // Current price Bid     double       ask;           // Current Ask price     double       last;          // Current price of the last deal (Last)     ulong        volume;        // Volume for the current price Last     long         time_msc;      // Time of last price update in milliseconds     uint         flags;         // Tick Flags     double       volume_real;   // Volume for current price Last with increased accuracy    };

Examples.

You can see the library methods in MetaEditor by hotkey ALT+M. Below are some examples of their use.

Write/Read via file.

#property script_show_inputs    input datetime inFrom = D'2024.12.01';    #include <fxsaber\TicksShort\TicksShort.mqh> // Short tick storage format.    void OnStart()  {            MqlTick Ticks[]; // For source ticks.      if (CopyTicksRange(_Symbol, Ticks, COPY_TICKS_ALL,(ulong)inFrom * 1000) > 0)    {      FileSave("Ticks.bin", Ticks); // We saved the normal ticks so we can compare file sizes.            TICKS_SHORT::Save("TicksShort.bin", Ticks); // Save the ticks in a compressed format.        MqlTick Ticks2[]; // For squashed ticks.      TICKS_SHORT::Load("TicksShort.bin", Ticks2); // Downloaded the ticks from a compressed format.            Print("Ratio = " + DoubleToString((double)FileGetInteger("Ticks.bin", FILE_SIZE) /                                        FileGetInteger("TicksShort.bin", FILE_SIZE), 3));            Print("Correct = " + (string)TICKS_SHORT::IsEqual(Ticks, Ticks2)); // Compared.    }  }

The script above saves ticks to a new format file and loads them from a file.

Result.

TicksShort_SaveLoad (EURUSD,M1) Ratio = 10.000  TicksShort_SaveLoad (EURUSD,M1) Correct = true

The output to the log shows that the compression ratio is 10 times. And when uncompressed, the ticks match the original ones.

Performance.

#property script_show_inputs    input datetime inFrom = D'2024.12.01';    #include <fxsaber\TicksShort\TicksShort.mqh> // Short tick storage format.    // Returns the size of the array in bytes.  template <typename T>  ulong GetSize( const T &Array[] ) { return((ulong)sizeof(T) * ArraySize(Array)); }    // Compression format performance criterion.  template <typename T1, typename T2>  double Criterion( const T1 &Decompression[], const T2 &Compression[], const ulong Interval )  {    const double Performance = (double)ArraySize(Decompression) / Interval;        return(Performance * ((double)GetSize(Decompression) / GetSize(Compression)));  }    void OnStart()  {            MqlTick Ticks[]; // For source ticks.      if (CopyTicksRange(_Symbol, Ticks, COPY_TICKS_ALL,(ulong)inFrom * 1000) > 0)    {      TICK_SHORT Ticks2[]; // For compressed ticks.            ulong Interval = GetMicrosecondCount();      TICKS_SHORT::Compress(Ticks, Ticks2); // Squeezed.      Interval = GetMicrosecondCount() - Interval;      const double Performance = (double)ArraySize(Ticks) / Interval;            Print("Compress performance: " + DoubleToString(Performance, 1) + " Ticks (millions)/sec.");      Print("Compress performance criterion: " + DoubleToString(Criterion(Ticks, Ticks2, Interval), 1));            MqlTick Ticks3[]; // For squashed ticks.            ulong Interval2 = GetMicrosecondCount();      TICKS_SHORT::Decompress(Ticks2, Ticks3); // Unclenched.      Interval2 = GetMicrosecondCount() - Interval2;      const double Performance2 = (double)ArraySize(Ticks3) / Interval2;            Print("Decompress performance: " + DoubleToString((double)ArraySize(Ticks3) / Interval2, 1) + " Ticks (millions)/sec.");      Print("Decompress performance criterion: " + DoubleToString(Criterion(Ticks3, Ticks2, Interval2), 1));            Print("Correct = " + (string)TICKS_SHORT::IsEqual(Ticks, Ticks3)); // Compared.    }  }

This script converts a source array of ticks into a compressed array and back. The performance/efficiency data is output.

Result.

TicksShort_Performance (EURUSD,M1)      Compress performance: 67.7 Ticks (millions)/sec.  TicksShort_Performance (EURUSD,M1)      Compress performance criterion: 677.1  TicksShort_Performance (EURUSD,M1)      Decompress performance: 42.1 Ticks (millions)/sec.  TicksShort_Performance (EURUSD,M1)      Decompress performance criterion: 420.9  TicksShort_Performance (EURUSD,M1)      Correct = true

Writes and reads are performed while preserving the original information at speeds above 40 million ticks per second.