Bid && Ask && Spread - page 5

[hrenfx]

MetaDriver:

Whoever says that shorting is not enough, let him be the first to throw at me at least one example (whether from the stock market or forex).

Catch the axe - 6 May 2010.

[Vladimir Kustikov]

sergeev:
Why just forex? The platform is not just for forex symbols.

For forex I am sure, but for everything else I can only speculate

[Vladimir Gomonov]

hrenfx:
It is understandable that developers use a similar transformation of the original structure before compressing the data to transmit the story, which results in a huge compression ratio. But the fact remains that even if you do nothing, nothing at all, the worst you can get is an extra 65%.

In general, I would offer such structure as an internal one (with access from mql). For the beginning, allow to download such a story to the tester and then promote it in the terminal. The structures could exist in parallel for some time, which greatly simplifies the implementation. Conversion from the second of two structures to the first - without loss of information. Don't use the reverse, or build by simplified rules (like "asc_bar = bid_bar+spread).

And many, many satisfied clients...

[hrenfx]

MetaDriver:

And many, many satisfied customers...

So it's clear that not entering Ask history is not about saving money on matches at all.

[Vladimir Gomonov]

hrenfx:
Catch the axe - May 6, 2010.

.......................................................высказывают своё объяснение причин, которые могли вызвать падение индекса Доу-Джонса на 600 пунктов (5,7%) всего за четыре минуты: с 14:42:46 до 14:47:02.

Easily caught. even if per minute: 600 pips for shorts - yikes! they are two-byte (range -32768..+32767)

:)

[hrenfx]

MetaDriver:

Easily caught. even if per minute: 600 pips for shorts - whew! they are two-byte (range -32768..+32767)

1. The issue of the falls of the day was poorly researched. There were FIs that fell to the floor.
2. MQLRates within MQL is built not only for M1, but also for D1...
   

[Vladimir Kustikov]

MetaDriver:

.......................................................высказывают своё объяснение причин, которые могли вызвать падение индекса Доу-Джонса на 600 пунктов (5,7%) всего за четыре минуты: с 14:42:46 до 14:47:02.

Easily caught. even if per minute: 600 pips for shorts - yikes! they are two bytes (range -32768..+32767)

:)

The axe should be more sophisticated, more than 0.32767 on a five-digit symbol, which is feasible for a week. It's unlikely for minutes, but the candlestick storage format should be the same for both minutes and weeks

[Vladimir Gomonov]

Vladix:

1. the axe should be more sophisticated, more than 0.32767 on a five-digit symbol, which is feasible for a week.

2. it is unlikely for minutes, but the candlestick storage format should be the same for both minutes and weeks

1. not really. if the base relative to other prices is not fixed by retarded standards,

then the range of coverage is double = [-0.32768 . . . +0.32767] total = 0.65536 (including the base itself)

2. This is more convincing, but it's all solvable. If you wish. I do not insist on exactly this structure. I think the principle of economy is clear, it is the most important thing.

[[Deleted]]

Or here's an option:

struct MqlRates
  {
   datetime time;         // время начала периода

   double   openBid;      // цена открытия Bid
   double   highBid;      // наивысшая цена за период Bid
   double   lowBid;       // наименьшая цена за период Bid
   double   closeBid      // цена закрытия Bid

   unsigned wchar_t   openAsk;      // тиков от bid
   unsigned wchar_t   highAsk;      // тиков от bid
   unsigned wchar_t   lowAsk;       // тиков от bid
   unsigned wchar_t   closeAsk      // тиков от bid

   long     tick_volume;  // тиковый объем
   long     real_volume;  // биржевой объем 
  };

Exceeding the standard structure by 8% (weighs 52 bytes), 65536 ticks. I doubt there is such a spread anywhere

[hrenfx]

220Volt:

Or here's an option:

Exceeding the standard structure by 8% (weighs 52 bytes), 65536 ticks. I doubt there is such a spread anywhere

Yeah, it worked out even better (more stable). It's just a pity that the real reason for abandoning the Ask story is not the size of the structure.