The future of automated trading: round two - page 19
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Answered and more than once. There are other trading platforms that give tick history and tick chart. Do you want pictures of the tick chart with links to the TP? or will you believe it?
I.e. they can, but you can't. and it's Privalych's fault, his "ideas" are wrong ...
here is the number of ticks you have. What gigabytes from where ? No, it's hard for you, in real life everything is OK. Ticks are coming to the terminal, no problem. But as soon as you get a history, bam, no ticks. Minutes = hospital average.
How hard can it be. Give the same story that comes into the terminal. Exactly the same, not compressed into minutes.
No answer. Since you forget your mathematical apparatus for some calculations, I'll do the math for you:
There are 1440 minutes (24 * 60) in a day, and in ticks that's about 70,000 to 150,000 ticks. Given that a tick is actually only 2 times less than a bar, it turns out that a tick history will take up (70,000 / 2 / 1440) = 25 -50 more both disk space and traffic.
If you are so strongly convinced of the normality that a euro-only ten-year story will take 250 - 500 megabytes of data in network traffic, then not even Google can help you. Multiply by 20 characters, get the potential traffic per user of 500 - 2000 megabytes, scale to tens of thousands of traders and that's it.
Roughly, ticks per symbol for a year will take 220 days * 70 000 ticks * 20 bytes = 308 megabytes, which for 10 years will be 3 gigabytes (per symbol). Even reading such a base from disk would take about 60 seconds on a good hard drive at a real 50 mb/sec (not to be confused with the test maximums). A real 60 seconds. If there are a lot of characters, the system will live only for the sake of tick grinding.
All in all, a nice way to destroy the terminal. And one should not make a "ticks for testing only" reservation.
If a person keeps demanding "gimme!" under such conditions, it's really funny. I, on the other hand, prefer to talk about the unreality of requests.
And what markets are you talking about. Tired of seeing the reasoning of millionaires. Against whom Goldman Sachs is playing, who argue about large positions. Intresting, if you are a millionaire who opens positions with large lots, what are you doing on this forum? If you're not, we (all those who run on this forum) do APs with their scraps and lots up to 5. Get down to earth. If a man was able to earn $100000, do you really think that he, being a beginner, will go to Forex. A beginner needs 3 years to train on micro lots in brokerage companies, and then he will think about something big.
1. who said anything about forex? as far as i know most people who trade successfully consider it a purely speculative market....
2. I am a programmer interested in creation/study of trading strategies and mechanical trading systems (as far as my skills and abilities), of course I can use my experience in trading, I use them.
For my work it does not matter whether it is a DC or BANK (stock exchange). The only important thing is the flexibility of the trading system, as well as the functionality of the software and hardware.
I've been working on this site for over 3 years and I've neither had a real account nor any real account at all.
3. I wonder what is the minimum deposit required to open a real trading account with a bank or the stock exchange? Do you think that 1000$ is enough to start trading on NYSE?
OK, 1000$ is really not enough for a "serious" account. Do you think $10,000 is enough to trade on the MICEX or NYSE?
4. As a "beginner" I meant an abstract concept. For example, if a person has traded successfully on cents for 3 years, he is or is not a beginner before he enters the "dollar" account? Will he be a beginner or not if he opens an account on the MICEX or NYSE? will he be a beginner or not if he opens a micro-account (this size is different for everyone) for testing a new strategy or MTS?
5. I think to me (certainly I can be mistaken) that in Russia for the beginning of trade in the stock market the minimum deposit of 10,000$ is required.
Remembering some performances of well-known A. Elder, I can bring the situation when he taught the overseas trading kids. In his words, he opened accounts with a MINIMUM deposit of $ 10,000.
Do you think it was a real account or a demo one? Maybe this trader respected by me personally could not open an account with a bigger deposit?
Renat: Если человек в таких условиях продолжает требовать "дай!", то это правда смешно. Я же предпочитаю говорить о нереальности запросов.
It's not even about volumes. As I wrote above, there is no guarantee that working on tick data will increase profits many times over compared to working on minutes or hours. So, what's the sense to "sweat" over ticks?
Have a look at the ticks I posted - it's all noisy there. How it works is not clear.
I too have posted large arrays of noisy quotes, shown filtering, results with evidence. When any raw stream (eSignal, Royters etc) goes through the strongest adaptive (characteristics can change daily) filtering, it would be complete madness to look for truth in them. More like self-deception.
And if someone decides for himself/herself that it is better to earn more on ticks, it is his/her decision, and it is not supported by anything. They just think for themselves that it is cool to work with ticks. And it is not clear why it is cool, why it is better, why it is more profitable. It seems that on ticks it is possible to take more movements than on watches, for example - but it is a false assumption, because there are more "false" movements, noise and the loss in fact may be more profit. If there is any way to really prove that working on ticks is better, you need to make an argument and maybe really meta-quotes will do it? ))))
Even brokers are not able to make decent money playing with ticks in the market, trading for themselves.
I cannot prove it, because I have not yet received a decent explanation and proof. The same specialists have ideas and rumours (similar to what timbo talks about) about possibilities to gain something, but in practice I have not seen more or less visible results. References to "strong mathematicians in teams" are also more often a form of self-deception by company management, which launches such projects more as research and experiments (while publicly stating the real work and effects - it's necessary to throw competitors off the track :).
..... If there is any way to really prove that working on ticks is better, you need to make an argument for it and maybe really meta-quotes will do it? ))))
It's not even about volumes. I wrote above - there's no guarantee that working with tick data, the earned profit will increase many times, compared with working on minutes or hours. So what's the point in "steaming" over ticks? Look at the ticks I've posted - everything is noisy there. And if someone has decided for himself that it is better to earn more on ticks - this is his decision, it is not supported by anything. They just think that it is cool to work with ticks. And it is not clear why it is cool, why it is better, why it is more profitable. It seems that on ticks it is possible to take more small movements, than on watches or even minutes - but it is a false assumption, because there are more "false" movements, noise and the loss in fact may be more profit. If there is any way to really prove that working on ticks is better, you need to make an argument and maybe really meta-quotes will do it? ))))
1. The developers will not store tick history on the server, they said so right away, and at the same time they argued it. The simple trader does not need tick history (as a matter of fact), getting all tick history and analyzing tick history is a very expensive thing (in terms of time and resources).
In my opinion, the tick history is necessary for big players, who work on the real market and seek to get the most reliable information about price fluctuations in a certain period of time. And all the costs of BUYING, RECEIVING, STORAGE and ANALYSIS of that history should be covered from some sources.
2. Having a tick history simply allows you to "slice" the bars as you see fit and form any TF, while dealing with holes in the history as effectively as possible.
Here becomes obvious the topic touched upon by Prival more than once, which concerns the history holes and all the problems that arise because of it.
Only here, too, developers have spoken out against the changes, also arguing their position (they are partly understandable).
In this situation, we have only three basic options (of course, if the model of bar forming will not be changed by the developers):
a) leave everything as it is and use the one-minute history as a benchmark and a basis for constructing any TF;
b) independently accumulate and analyze ticks (no matter where they come from);
c) Negotiate with brokerage companies/exchanges (users of the server) about the forming of a quotation flow (and the history itself), that will not have holes.
3. Yes, it is not better to work on ticks. But there appear additional possibilities. For example, this solves the problem announced by Prival - creation of multicurrency indicators for small TFs.
PS
So far for myself I see the solution to the problem with such indicators in using TFs on which there is a minimum number of holes, or no holes at all (e.g. 1D)....
.... If a person keeps demanding "gimme!" under such conditions, it's really funny. I, on the other hand, prefer to talk about the unreality of requests.
I am not demanding anything. No, and you don't have to. I am trying to show and explain how to do it better. That the trading platform will only benefit from this. There will be new types of charts, the same Renock, X's and Z's... ...and so on. Correspondingly, new types (kinds) of analysis will appear, that are not available to users now. They just haven't tried them. They did the research, me and the composter, anyone can repeat them https://www.mql5.com/ru/forum/106559
It is a very simple idea whether representation in the form of equivolume bars gives more profit. Yes it does. You can double-check. Take your own EA and run it on these bars. If you can make big profit on the same testing period, it is logical to conclude that there is something in it.
It is up to you to decide whether to give users the opportunity (chance) to earn more or not. Whether they can take advantage of it, I don't know ... but don't deprive them of it.
You somehow talk about the nightmare of tick processing. You give figures. I'll make it worse let it be 1 tick per second. (60*60*24=8640 ticks per day). Let's multiply by the number of currency pairs 8640*36=311040. Let me try to tell you about another nightmare. Here http://www.nkj.ru/archive/article s/1710/ there is a phrase "Digital receivers that start signal processing with an intermediate frequency is one of the characteristic features of modern radiolocation".
The intermediate frequency is at least MHz, here 1 tick is 1 hertz and there millions of times more. This means that more information comes in a second than from all the banks put together in a day. This will have to be processed, at a minimum you will have to get the spectrum, get rid of all the noise and interference from the enemy, calculate where the enemy will be in 5 minutes (you have to get the rocket to go there, otherwise you will miss). The enemy knows all this and is spinning like hell on a frying pan. And there he either beats you or you beat him. And all this has to be done in real time. What a nightmare. We're doing all right, though. Doing, flying and shooting.
1. Ticks are coming into our terminal as it is. You have solved this problem. If you press CTRL+M we can see that the ticks are coming to us. They come to us all the time. We can build a tick chart ourselves https://www.mql5.com/ru/articles/60 collect all ticks and build
2. The issue is to obtain the history as it arrives to us in the terminal. The history is needed in the following cases
- terminal start
- a connection failure has occurred and we need to close the gap
- testing on the history
Each of these three points requires a completely different amount of information. For testing, the amount of information is large. But you download it once a year and test it till the end of the year. It doesn't take much to close the hole...
Prival: Я ухудшу ситуацию пусть будет 1 тик в секунду. (60*60*24=8640 тиков в сутки).
Multiply by the number of currency pairs 8640*36=311040.
Mistake -
60*60*24=86400 ticks per day
Correspondingly -
86400*36=3110400
My mistake.
60*60*24=86400 ticks per day
Correspondingly -
86400*36=3110400
My mistake.
60*60*24=86400 ticks per day
Correspondingly -
86400*36=3110400
I will try to explain once again, but from the other side. From the viewpoint of information received in the terminal.
Suppose we have these ticks. How can we display them on the chart.
- We do nothing - we just display them as they are
- Display them as bars.
A bar is a programmable event. ThenewBar() function. It can be programmed in different ways:
i.e. having ticks we can slice them as we want. In terms of DSP, presenting information in the form of bars is lossy, irreversible information compression. Nowhere else but the financial markets use such an archaic representation of information. All their lives specialists in DSP have been working with what is called a tick here.
Or does anyone really naively think that before you transmit a digital signal, say TV signal, it is first compressed with bars, or mobile phone you get bars, you program and the processor receives OLHC instead of 010101 etc.
Z.I. Maybe you just need to know how to cook them (ticks). If you know how to cook them, do it. If you don't know how to cook ticks, if you think that bars are better, you are welcome, nobody forbids processing candlesticks. Although from DSP point of view it's all the same, it's just a sequence of numbers. It can be Close - Close- Close- Close- Close- or it can be tick-tick-tick-tick ... The main thing is to understand, know and know how to extract the necessary information from this sequence of numbers.
LeoV : I missed a zero. Question for you. You are an opponent of ticks. You may choose if(new minute && new tick) and work as you do now.