Errors, bugs, questions - page 692

 
Urain:
That is why, arbitrage does not mean a lot of deals at all, I would even say on the contrary, arbitrage strategies sit for a very long time waiting for the situation required for entry. Sometimes there is not a single trade in a day.

Do you read between the lines too? Where is it written that arbitration is a lot of deals? It says above that arbitrage does not involve small targets.

The problem of misalignment will affect arbitrage grails in the tester, of course. But the important other thing is that it will affect other strategies where there are just a lot of trades.

And multicurrency results will be far from adequate.

 
hrenfx:
Do you also read between the lines? Where is it written that arbitrage is a lot of trades? It is written above that arbitrage does not involve small targets.

In fact, there are no clear criteria in arbitrage at all, you can build strategies based on quotes as well as on indicators. There can be examples of pips and no pips. But these are not characteristics of arbitrage, they are characteristics of a certain system.

So there is no need to give your opponents trump cards.

And we are only talking about arbitrage because it is a prime example of multi-currency analysis.

 
hrenfx:
It's been clear for a long time that nothing will convince you. So I'm not even going to try.

You can be convinced.

It's just that this attempt has failed.

 
Urain:

So there is no need to give opponents trump cards.

OFFTOP: open a separate branch on arbitrage.

A strong case has been made here for the need for multi-bar synchronisation and a time model for bar formation. And also the need for Ask history.

The sham arbitrage in the tester is just one of the arguments. What is there to discuss here?

 
Renat:

You may be persuaded.

It's just that this attempt failed.

How many attempts are allowed?

I placed an order to "write a multicurrency indicator" and received a complaint "it's drawn differently on different charts", the number of trades depends on the instrument on which it is running. Do you think I still want to deal with multicurrency indicators?

I prefer to write 5 single currency pairs than to bother with multi-currency strategy. I think this goes against the MT5 multi-currency declaration.

 
Renat:

It is possible to be persuaded.

It's just that this attempt has failed.

Made an attempt via PM. I won't try again.
 
Urain:

I placed an order to "write a multi-currency indicator" and received a complaint about "it's drawn differently on different charts", the number of trades depends on the instrument on which it is running. Do you think I still want to mess with multicurrency indicators?

I also did and put in CodeBase. I didn't have discrepancies when I ran it on different symbols (and even in MT4-tester it worked in visualization mode). But to achieve this I had to do everything backwards: before conducting any analysis a synchronized multi-bar history was created based on closing prices. To run such an indicator in optimization mode is suicide, because a stupid routine action (synchronization) will take almost all the time.
 
hrenfx:
I've also made and submitted it to CodeBase. There were no differences when running it on different symbols (and it worked even in the MT4-tester in visualization mode). But to achieve this I had to do everything backwards: before conducting any analysis a synchronized multi-bar history was created based on closing prices. To run such an indicator in optimization mode is suicide, because a stupid routine action (synchronization) will take almost all the time.

All is correct, I also did the synchronization, but all these efforts vanish the statement of the customer "and on different instruments on the same dates different values of the indicator are drawn", I have nothing to defend such arguments.

The customer is sensitive and before accepting it he ran it on different charts, rewound in the history, put two vertical lines on the charts on the same date, and voila, the data of the indicator is different.

Документация по MQL5: Стандартные константы, перечисления и структуры / Константы объектов / Типы объектов
Документация по MQL5: Стандартные константы, перечисления и структуры / Константы объектов / Типы объектов
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Стандартные константы, перечисления и структуры / Константы объектов / Типы объектов - Документация по MQL5
 
sergeev:

Guys, with misses and additions of dodges, ticks for which there were no - go to your DCs.

Coming up with bars for which no data came into the platform is not the developers job.

The developer's task is to deliver undistorted and accurate data from the quote provider to the platform and terminals.

Everything else is a different kind of question and the developers will not and should not deal with such things, which are not in the competence of the core information and trading platform.


Your brokerage company can add the missing minute bars. Do not hesitate to contact them on their Technical Support and ask them for help.

The developers will not spoil the basic real history with their forced intervention in it.

Once again, ask your brokerage companies for such an operation.

Your suggestion about instigating brokerage companies to artificially add a non-existent quote is totally unserious.

There are many examples being given out in this discussion. Already gone into a pipsqueak argument....

Gentlemen, please abstract!


I'll say it again. As a matter of principle, I am "in favour" of MQ's position: no bids in the cup = no bar. But!

MT5 is first of all (IMHO) is not a trading tool, not a visualization tool, but a robotization tool!

And, from an algorithmic point of view, it would be mathematically more harmonious to make a rigid history construction: in the daily bar always 1440 minutes, etc.

 
voix_kas:

Your suggestion about inciting DCs: artificially adding a non-existent quote is totally unserious.

There are many examples being given out in this discussion. Already gone into an argument about pipsing....

Gentlemen, please abstract!


I'll say it again. As a matter of principle, I am "in favour" of MQ's position: no bids in the cup = no bar. But!

MT5 - first of all (IMHO) it is not a trading tool, not a visualization tool, but a robotization tool!

And, from an algorithmic point of view, it would be mathematically more harmonious to make a rigid construction of history: in the daily bar always 1440 minutes, etc.

I don't see how I'm "for" the MQ position

with making a rigid construction of the history

MQ is against a rigid construction, and they honestly believe that the M15 bar from 16:15:00 may start at 16:15:12, and it may not start at all if there were no ticks, in which case the whole rigid construction crashes.

When I first got acquainted with the MT platform it was a mystery to me why the open price of a new bar is not equal to the close price of the previous one. At first I was under the illusion that at 16:15:00 it must be a tick that changes the price, but time passed and the mist disappeared. I realised that the MQ has an inconsistency in the oscillator, which simply does not exist.

Документация по MQL5: Стандартные константы, перечисления и структуры / Константы индикаторов / Ценовые константы
Документация по MQL5: Стандартные константы, перечисления и структуры / Константы индикаторов / Ценовые константы
  • www.mql5.com
Стандартные константы, перечисления и структуры / Константы индикаторов / Ценовые константы - Документация по MQL5