Is "market depth" working - page 7

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C-4:
How do you envisage it? That MT5 would first come up with and then draw bars that don't exist? - This is nonsense.
This "nonsense" is called calendar time. It looks like this (first screenshot, days).
 
MigVRN:
Imagine what the chart will look like at the weekend (or when the market is closed). No ticks - no bars. Everything is correct.
And like this - trade is closed - there are no bars - not "empty" or "full" - do not draw them, trade has opened - the bars have started. It's simple.
 
Edic:
And like this - trade is closed - no bars, trade opened - bars started. Everything is simple.

So time should still be ignored?

+ also, although it's not a big deal. Will it be possible to make deals on these "empty" bars in the tester?

 
MigVRN:
Imagine what the chart will look like at the weekend (or when the market is closed). No ticks - no bars. That's right.

This should be a configurable option, trading time only or calendar time.

 
MigVRN:
So the time should still be ignored?
Only those times when there is no official bidding according to the regulations.
 
MigVRN:

+ also, although this is nothing. Will it be possible to make deals on these "empty" bars in the tester?

Deals are not made by bars, but by bestbands. If there is no bar, it does not mean that there is no price. Do you understand that?
 

It looks all right. It's about like this. Underneath are the low-liquid instruments in the evening.


 
Renat:

In addition to stacks, a tick stream is used where last_trade_price and last_trade_volume information is available.

It is from the last_trade information that data about real trades is taken and used to build real volumes on charts. And the last_trade information comes from the liquidity providers gateway.


Because users know little about the real situation and prefer myths.

For example, after so many years of using Metatrader you don't even have a clue about multithreading in the terminal. And you've brought the trivial question of stakes in decentralized markets and feeds to what it is - you've slipped down to accusations. And by making one-way and reckless statements.


There will be a Time&Sales feed. Don't worry.

I compared several MT5 brokers, all of them have last_volume in SymbolInfo equal to the volume of the best bid band, so I guess you blame the brokers, or they have programmers who are not trained, or they give all kinds of bullshit for lack of it. I sinfully sinned at them too, but here's a strange situation, why do they all have the same, why the best bid-band, why not the sum of volume bid and ask, why not the sum of the volume of the cup, why not the maximum bid in the cup, there are many options and implementation of all localized to one version. So my questions to you. I sin that you have prescribed such a scheme broadcast?

There will be a Time&Sales feed. No worries.

Thank you, we will wait.

 
Urain:

I compared several MT5 brokers, in all SymbolInfo last_volume is equal to the volume of the best bid-band, so I understand you are blaming brokers, or they have programmers who are lazy, or for lack of it give all sorts of crap. I sinfully sinned at them too, but here's a strange situation, why do they all have the same, why the best bid-band, why not the sum of volume bid and ask, why not the sum of the volume of the cup, why not the maximum bid in the cup, there are many options and implementation of all localized to one version. So my questions to you. I sin that you have prescribed such a translation scheme?

We use what came from the gateway.
 
Edic:
Silent:
Dima_S:

https://www.mql5.com/ru/forum/1111/page695#comment_171388

Had a look at the old discussion. There's a lot written there, probably all pros and cons.

I agree with the point of view that a"configurable option" is needed, asboth are needed.

Renat:

Unfortunately, there won't be one.

Amen.

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