Questions from a "dummy" - page 174

[Aleksey Rodionov]

pusheax:
I don't have time counted. It must be something else.

Maybe the history is different? Quotes from different servers.

[pusheax]

Zeleniy:
Maybe the history is different? Quotes from different servers.

If the history is different, it turns out that indicators have to be written for a particular DC server?

[Aleksey Rodionov]

pusheax:

If the history is different, does it mean that indicators have to be written for a particular DC server?

I haven't got into this myself, but look, why do you test or run an Expert Advisor on one brokerage company and on the other one - all the results will be different?

[[Deleted]]

pusheax:

If the history is different, does it mean that indicators have to be written for a particular DC server?

Not necessarily, it all depends on the indicator and the TF on which you are working. But in any case, it is desirable to optimize the strategy for a certain brokerage company (and for a certain trader who trades in a certain brokerage company).

[[Deleted]]

Good day.

Is it possible to do something like this in C++:

template<typename type = thisType> class f()  // thisType - мое творчество ))

I.e. when creating an object from another object's method, pass the first one, in a template, the type of the creator's object. There seems to be no crime ...

[[Deleted]]

That's not really helpful. Let me try to formulate the question in a different way. I've written an object model of something, methods of object tree's end items often return types which don't correspond to those in reality (earlier in the hierarchy). What to do? Override methods in the end objects? But it is somehow messy, expensive and not flexible. What do competent programmers do? I hope I've made myself clear.

[Mykola Demko]

Interesting:
Not necessarily, it all depends on the indicator and the TF you are working on. But in any case it is desirable to optimize the strategy for a certain brokerage company (and for a certain trader who trades in a certain brokerage company).

If the dillings have different server time zones, then the slicing of bars will be different even if the tick data is the same. Not to mention that all dillings form their own tick data based on their own aggregator and tick filter.

It is most often seen on TF higher than H1, but there may be shifts within a minute. For some dealers it is not clear with whom they synchronize the clock, and as a result the shift of 5-10 seconds completely changes the time frame even on M1, not to mention the other TFs.

[[Deleted]]

Urain:

If the dillings differ in time zones of the server, the bar slice will be different even with the same tick data. Not to mention that all the dillings form their own tick data on the basis of their own aggregator and tick filter.

It is most often seen on TF higher than H1, but there may be shifts within a minute. Some dealers do not know with whom they synchronize the clock, as a result the shift of 5-10 seconds completely changes the slice even on M1, not to mention the other TFs.

This is understandable. But if we have to change the code of the indicator because of it, we can immediately throw it away.

The code and logic of the indicator should be the same for all quotes.

[Yedelkin]

It says here that

Сделки различаются не только по типу, задаваемого в перечислении ENUM_DEAL_TYPE, но и по способу изменения позиции. Это может быть простое открытие позиции или наращивание объема ранее открытой позиции (вход в рынок), закрытие позиции сделкой противоположного направления соответствующим объемом (выход их рынка) или переворот позиции в том случае, когда объем сделки в противоположном направлении перекрывает объем ранее открытой позиции.

As is easy to see, the quoted paragraph gives four "ways of changing position":

- simple opening;

- increasing the volume of a previously opened position;

- closing a position with a trade of the opposite direction with a corresponding volume;

- position reversal.

For some reason the fifth method of changing the position is missing, namely: reducing the volume of an earlier opened position without closing or reversing it.

Questions:

1. will the ENUM_DEAL_ENTRY enumeration take into account the fifth mode of position change?

2. How do I currently identify trades which reduced the volume of a previously open position (without closing or reversing the position)?

[Stanislav Korotky]

Yedelkin:

1. Will the ENUM_DEAL_ENTRY enumeration take into account the fifthway of changing the position?

2. How do I currently identify trades which have reduced the volume of a previously opened position (without closing or reversing the position)?

Why? With ENUM_DEAL_ENTRY all possible 'ways' are described. Just because a position size reduction byDEAL_ENTRY_OUT is not mentioned doesnot mean that the enumeration needs to be extended.