Errors, bugs, questions - page 2129

[Tango_X]

Vladimir Karputov:

Have you connected a new storage facility or are you experimenting on the old storage facility?

Where is the new storage connected? I couldn't find anything like that in the description. I guess it's old storage https://storage.mql5.com and no files are stored there? Because I don't see any changes at this address - is this correct?

[fxsaber]

Redirects are not marked as errors in the logbook

[Sergey Dzyublik]

Tango_X:

Where does the new storage unit connect? I couldn't find anything in the description. I guess this is the old storage https://storage.mql5.com and no files are stored here? Because I don't see any changes at this address - is this correct?

https://storage.mql5.io is the new repository.

[Tango_X]

Sergey Dzyublik:

https://storage.mql5.io is the new repository.

I'm sorry, where do you need to register?

The old username and password from the repository do not work

[Vladislav Andruschenko]

Slava:

All this has been described a long time ago. https://www.mql5.com/ru/articles/239

There are a number of restrictions on the use of "Open Price Only" mode:

• You cannot use the "Arbitrary Delay" trading mode;
• You cannot access data of a lower timeframe than that used for testing/optimization in an Expert Advisor under test. For example, if testing/optimization is performed on H1 timeframe, you can access data from H2, H3, H4, etc., but not from M30, M20, M10, etc. In addition, the higher timeframes that are referred to must be a multiple of the testing timeframe. For example, when testing on the timeframe M20, you cannot refer to the timeframe M30, but you can refer to H1. These limitations are connected with the impossibility to obtain data of lower or non-multiple timeframes from the bars generated during testing/optimization.
• Limitations on accessing data of other timeframes also apply to other symbols whose data are used by the Expert Advisor. However, in this case a limitation for each symbol is the first timeframe, which has been accessed during testing/optimization. For example, during testing EURUSD H1, an Expert Advisor accesses GBPUSD M20 for the first time. In this situation an Expert Advisor can further use EURUSD H1, H2, etc., as well as GBPUSD M20, H1, H2, etc.

Thank you. I've never used this mode, so I wasn't aware of it.

[fxsaber]

Is it possible to mark particularly subtle remarks in the Documentation in any way?

[Vladimir Karputov]

Tango_X:

I'm sorry, where do you need to register?

The old login and password from the repository do not work

Changed protocol for working with MQL5 Storage
The protocol for working with the MQL5 Storage online storage has been changed to support new group projects. Unfortunately, after updating to a new version of the platform, you will need to re-extract all of the data from the storage. The data stored there will not be affected or lost.

Have you extracted data from the Warehouse? If you don't understand what we're talking about, insert a screenshot from MetaEditor (the "Navigator" window) and we'll connect it step by step...

[Anton Ohmat]

Any advice on agents? How to delete the cache automatically? 110gb of cache

or disable it altogether? Another MT bug? - It's like it doesn't see that it only leaves 10kb of memory on the disk

[Vladimir Karputov]

Anton Ohmat:

Any advice on agents? How to delete the cache automatically? 110gb of cache

or disable it altogether? Another MT bug? - It's like it doesn't see that it only leaves 10kb of memory on the disk.

Terminal automatically cleans everything. But the terminal is not responsible for a user who runs optimization on a micro disk on all cores (usually more than six) on a cross symbol in mode every tick based on real ticks and also when the currency of the account is different from the currency of the point on the given pair.

The treatment: manually delete agent directories and from now on optimize carefully on microdisks (don't use all agents).

[fxsaber]

When executing market orders, it is not necessary to specify an opening price value when sending a trade order.

But even if you do, it does not affect the result. As a result, we have something like this

The highlighted prices are zeros. However, using this approach, we cannot know what the price was at the time when the trade server accepted the market order.

This completely negates the analysis of quality of execution and trading situation. For example, it is completely impossible to determine the magnitude of slippage of the corresponding trade.

I propose to record as the price of such an order the price that was at the time the trade server accepted the corresponding order.

ZZY Note that for TP-markets the price is written

Therefore the suggestion seems even more reasonable.