Developers.Time format in the MT5 terminal - page 6
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
,,,maybe for the pipers yes...,but where is the broker who will introduce your 50 lots into the market with zero delay?
The market won't even notice:
The market won't even notice:
,,,good advertising for the panel...
,,, и.......
What is VWAP ?
Volume-weighted average price. Google it.
VWAP = Volume-Weighted Average Price.
This allows traders to see the average price where they will receive a fill of a certain size. The feature is particularly helpful for high-volume traders who trade large deal sizes. As the liquidity tiers and pricing change very quickly on the Active Trader platform, it can be very difficult for a client to otherwise determine what their average price is.
The market won't even notice:
The market won't even notice the market, and the market won't even notice the market, and the market won't even notice the market, and the market won't even notice the market, and the market won't even notice the market, and you'll probably lose the need for millisecond information.
I have no problem with the choice of broker, because I'm almost a year away from gambling addiction.
sergeev:
I am proposing to give what is already in the MT server - 8 bytes from the unix era.
what's there to hide? :)
I see your point, but you can't change datetime from number of seconds to number of milliseconds. The old codes will no longer work.
That's not what I was suggesting to maintain compatibility:
Keep storing time in seconds, increase the datetime size to 10 bytes leaving only 8 bytes visible and put milliseconds in free two bytes to allow reading them from MqlDateTime in its ready form.
I understand that the idea is not passable, but you should agree that it's more convenient to operate with seconds, and milliseconds are needed only to read them to"understand the sequence of events ! " as someone said above.
And then tell everybody how many ticks they got to open the order and calculate how many ticks will come in that time - maybe you won't need millisecond information after that.
I practise solving research questions on market patterns and trading them. I know what is important and what is not. It may sound overconfident. But it is not self-confident. Life shows that I have become a pro in algotrading. Therefore, if I say something on this subject, it is a passed experience, not a theoretical inference.
I understand that the idea is not passable, but you have to agree that it's better to operate with seconds, and milliseconds are needed only to read them in order to "understand the sequence of events! "as someone said above.
No, not only that. The duration of these events is also important. For example, in your tester when searching for market patterns or when adjusting them you can ignore knowingly short prices which you will definitely not be able to trade. This is the same as throwing out small-volume prices at Level2. Generally speaking, duration is also important.
P.S. If someone thinks that milliseconds are needed for high-speed strategies, he/she is wrong. They are needed for finding market patterns. Imagine you know how to trade NZDJPY in profits. You only learned how to do this because there is history on this FI. Now imagine that there is no history on this FI. However, you have created this artificial FI from the tick millisecond history. And thanks to that you found a remarkable pattern. Which in real life you will trade on M1 or even M5 of synthetic NZDJPY. Now imagine that there are some unobvious FI with great patterns. But you cannot find them because you cannot build them due to the lack of a tick millisecond history.
P.P.S. Here Denis posted an example (which I showed him) of a non-existent GOLD/SILVER FI. It builds realtime on MT4 (minimal refinement of this indicator) and can be traded in MT4 itself. But to understand that exactly this FI needs to be built and traded, I had to work very closely with the tick millisecond history.
P.P.P.S. If anyone is interested in the logic of FI creation, I approximately described it in the (hidden later) posts of one forum. The surviving stump from there:
10. Why should there be an index of anything at all?
11. I can mix the FI myself as I want and watch synthetic FI investigating my characteristic on it.
12. I wonder what FI properties I would like to see?
13. Maybe create a synthetic FI that would have that property? Then I could trade it for profit.
14. I'd have to co-optimise the synthetic FI I want out of the existing FIs.
15. Wait, isn't this stretching the market to formulas?
16. When creating a synthetic FI one should clearly understand why it is not a market pull.
17. Come to understand, but then it won't have the characteristic I want to see.
18. Have to think about what else might be in it that I could use to profit.
19. I wonder why it has to be constant.
20. Let it change over time, there are no such FIs at all and trading on them has not been studied.
21. I have worked out how to trade such floating FI.
22. It would be necessary to make its statistical research.
23. ....
I practise solving research questions on market patterns and trading them. I know what is important and what is not. It may sound overconfident. But it is not self-confident. Life shows that I have become a pro in algotrading. Therefore, if I say something on this subject, it is a passed experience, not a theoretical inference.
No, not only that. The duration of these events is also important. For example, in your tester when searching for market patterns or when adjusting them you can ignore obviously short prices which you will definitely not be able to trade. This is the same as throwing out small-volume prices at Level2. Generally speaking, duration is also important.
P.S. If someone thinks that milliseconds are needed for high-speed strategies, he/she is wrong. They are needed for finding market patterns. Imagine you know how to trade NZDJPY in profits. You only learned how to do this because there is history on this FI. Now imagine that there is no history on this FI. However, you took and created this artificial FI from the tick millisecond history. And thanks to that you found a remarkable pattern. Which in real life you will trade on M1 or even M5 of synthetic NZDJPY. Now imagine that there are some unobvious FI with great patterns. But you cannot detect them because you are unable to build them due to the lack of a tick millisecond history.
P.P.S. Here Denis posted an example (which I showed him) of a non-existent GOLD/SILVER FI. It builds realtime on MT4 (minimal refinement of this indicator) and can be traded in MT4 itself. But to understand that exactly this FI needs to be built and traded, I had to work very closely with the tick millisecond history.
P.P.P.S. If anyone is interested in the logic of FI creation, I approximately described it in the (hidden later) posts of one forum. The surviving stump is from there:
And what prevents you from doing all that in NinjaTrader?
Generally, the writing of the TS takes place in two stages in chronological order:
In the first point, the most important indicator is the time spent and potential opportunities.
In the second paragraph - the maximum profit. For example, if everyone says that implementation in lua will give the maximum profit, I will do it on it. When it comes to profitability, questions of usability and other things should not be an issue. Roughly speaking, it's a struggle of their laziness and greed (must win).
P.S. Mat packages are mainly needed not for higher mathematics, but for the convenience of simple math calculations, speed and clarity (excellent ability to visualize results).
Typically, the writing of the TS takes place in two stages in chronological order:
In the first point, the most important indicator is the time spent and potential opportunities.
In the second paragraph - the maximum profit. For example, if everyone says that implementation in lua will give the maximum profit, I will do it on it. When it comes to profitability, questions of usability and other things should not be an issue. Roughly speaking, it's a struggle of their laziness and greed (must win).
P.S. Mat packages are not mainly needed for higher mathematics, but for the convenience of simple math calculations, speed and clarity (excellent ability to visualize results) .
How can you conduct realistic studies (useful) in FOREX, ie how can you believe that the quotes are fair, when there is no official tick and minute history at any brokerage house (broker, company), including your broker, there is only dukascopy?
They were on finam.ru for a while, now they have removed the ticking, probably there is a reason for that, the minute history is not mentioned in the rules, I asked why there is nothing in the rules - they are silent.
The history in MetaTrader 4 itself changes whenever and however the brokerage companies appear and disappear.
Many people know about the server part of MetaTrader 4 ...
Where is the guarantee (proof, facts) that all clients of a brokerage company (broker, company) receive the same, real quotes in real trading and previous quotes will not change in the history?