Tool to save data tick tick - page 2
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It is not the same (metatrader 4 code can not be directly compiled using metatrader 5 - functions are different).
As of ask volume and bid volume : as it does not exist in metatader 4 it does not exist in metatrader 5 either. Sorry. The volume types are now the same tick volumes and "real" volumes (and the same observation is valid for "real" volume : most of the time on most of the brokers on most of the symbols you are going to get 0 as a result - so, in the end it depends on your broker if it has that "real" volume or not - see the example what the broker I use for metatrader 5 showing in the "real" volume field).
What you are seeing there on that picture is a cumulated volume if the tick is up or down. Not a bid volume that is valid per one single tick tick or an ask volume that is valid for that tick, and that cumulating can not be implemented if you wish to see the data of one single tickThank you very much for your time and for your clear explanation.
A big hug.
Hermo.
Tool to save data tick tick MT5
Hermo Here is a metatrader 5 version too :
Good afternoon everyone
Hello mladen.
Tell me if it is right that I point you in the picture.
I have to change the Bid for Ask?
A hug.
Hermo.
Good afternoon everyone
Hello mladen.
Tell me if it is right that I point you in the picture.
I have to change the Bid for Ask?
A hug.
Hermo.Hermo
Yes, just change that part to ASK
_______________________
PS: updated the indicator at the original post
Perfect mladen.
I put it in test.
Tomorrow will analyze the results.
I'm waiting for if you can make the tool to MT5.
Thank you very much for everything.
A big hug.
Hermo.Hermo
Here is a metatrader 5 version too : _save_ticks.mq5
How can we use effectively historical bid and ask?
I mean in trading
How can we use effectively historical bid and ask? I mean in trading
Good afternoon on my own:
I'll explain more calmly in a summing up of all the achievements.
Adelanto when you make a backtest using the Birt's script, these data, I mean the bid volume and ask volume influence the spread.
Taking into account these data, the backtest takes into account the variable spread, if not have these data and only have the Timestamp, bid price and ask price, does not work with variable spread, which makes fixed form.
This is a brief summary, will try to expose correctly for everyone understands and can put it into practice.
Best regards.
Hermo.
Modification Tool to save data tick tick MT5
Hello mladen:
You are all you've told me, but I am very stubborn, I trust everything you tell me how great it is professional. But I may use your code to make a modification.
I have tried to include the code you MT5 facilitated me the two columns of Bid Volume and Ask volume, if I did not properly.
And this is the result:
Apparently I've got, now just be wanting to help me put the columns of Bid Volume and Ask Volume in millions.
Now listed in whole numbers and thus does not fit the script Birt's.
And the last request, if possible and MT5 allows, would be saved if the milliseconds, as do the information you provide Dukascopy.
Comparative data Dukascopy data first and MT5.
Anyway thank you for the work you have done for me.
Deputy sample data source Alpari MT5.
I also attached the modified indicator that you facilitated me for review please.
A big hug.
Hermo.
Hello mladen:
You are all you've told me, but I am very stubborn, I trust everything you tell me how great it is professional. But I may use your code to make a modification.
I have tried to include the code you MT5 facilitated me the two columns of Bid Volume and Ask volume, if I did not properly.
And this is the result:
Apparently I've got, now just be wanting to help me put the columns of Bid Volume and Ask Volume in millions.
Now listed in whole numbers and thus does not fit the script Birt's.
And the last request, if possible and MT5 allows, would be saved if the milliseconds, as do the information you provide Dukascopy.
Comparative data Dukascopy data first and MT5.
Anyway thank you for the work you have done for me.
Deputy sample data source Alpari MT5.
I also attached the modified indicator that you facilitated me for review please.
A big hug.
Hermo.Will see what can I do with DOM but first I have to check some brokers that do have metatrader 5 DOM data
Will see what can I do with DOM but first I have to check some brokers that do have metatrader 5 DOM data
Perfect, thank you very much mladen.
A hug.
Hermo.
Perfect, thank you very much mladen.
A hug.
Hermo.Here is a version with cumulative per tick bid and ask volumes (tested it on Alpari metatrader 5) : _save_ticks_amp_bid_ask_volumes.mq5