Which instruments to trade at Otkritie - page 4

 
MetaQuotes Software Corp.:

Think deeper about the test, take your mind off the theory and everything will become clear at once.

In a passive test (the strategy does not affect the already recorded price stream in any way), you can use and react exclusively to the best buy and sell prices. Given normal liquidity and lots of bids per second it works out very well. One has to actually think about it seriously and then everything will become clear.

To implement full deep simulation with all stacks at any time with possibility to eat/supplement this stack, I will have to wait few more years for possibilities of all sides to grow. But this will only help scalper strategies, and not much because of market reaction and latency. Scalping a tumblr is best tested in real life on small amounts.

Therefore, the correct answer is that everything works correctly.

Scalp? - Yes, in real, precisely because of what I wrote above. In general, I rarely submit market orders.

As for history, there are some assumptions there, probably different for different strategies. For testing I usually take the worst possible variant of events (by candle). I have a homemade tester, I have this capability.

 
Yuriy Asaulenko:

Well, it's a long way from the MT exchange terminal so far. They say it's better in terms of speed.

Where, say, is the options board?

Here:

As soon as we complete the gateway for MOEX and the brokers run tests, it will be available.

The problem with "they say" is that people don't check or test anything themselves, but save their time by trusting personalities with poor technical knowledge or outright malcontents.

 
MetaQuotes Software Corp.:

As soon as the gateway for MOEX is completed and brokers test it, it will be available.

Clearly, this is something to watch in real life.

Is there a real-time export of the option board? Is there access to rates and instrument charts, directly from the option board? And that's not all. :) This is the bare minimum you really need.

Let me explain, options is a complicated position game. None of the existing terminals allows this game directly in the terminal (at a normal level) without a real-time export to an external software.

 

Yuri, you make over and over again the statement "give me, give me more, it's bad anyway, I have mine, you don't have this".

You said nonsense about the off-exchange terminal, and about access to the stack and data, too. All accesses are there.

Are you generally aware of the functionality and speed of MQL5? Just because you haven't seen a decent terminal in your life (for the Russian market, they never had them before MT5) does not mean that they do not exist. All their lives traders on the Russian stock market have used crutches and got so used to it that they now do not believe that there is a proper solution.

I recommend to read the documentation on MQL5 (more than 4000 pages and this is all about the functionality of the language without any water), about 600 articles, look through the source code of thousands of programs in kodobase and programs on the market.

Документация по MQL5: Основы языка / Функции
Документация по MQL5: Основы языка / Функции
  • www.mql5.com
Основы языка / Функции - справочник по языку алгоритмического/автоматического трейдинга для MetaTrader 5
 

Renat Fatkhullin:

Do you even know the functionality and speed of MQL5? Just because you haven't seen any normal terminals in your life (and for the Russian market they never existed before MT5), doesn't mean that they don't exist. All their lives, traders in the Russian stock market have used crutches and got so used to it that they now do not believe that there is a proper solution.

Now we are talking about an options board and what minimum functionality it should have in order to work with it. So far I haven't seen it (the board). But I would like it to be OK.

One broker has rolled out a new terminal, but the options board there is completely dysfunctional. Yes, there are a lot of gimmicks there, but without exporting it's all empty.

I have not said anything about the market, but I have mentioned the deals. For forex, of course, they do not, but what I have seen in the threads, I really did not like.

Here is the real-time table of trades I would like to see, and it's not all fields. And this real-time table can be exported to other software in several ways.

And I sincerely wish MT was really the best.

If you need, I can show you already real-time exported option board and position building software in Excel.

 
Yuriy Asaulenko:

...

Here is the table of real-time trades I would like to see, and it's not all fields. And this real-time table can be exported to other software.

And I sincerely wish MT was really the best.

There is CopyTicks, there is MqlTick structure which has both milliseconds and prices Bid, Ask and Last. There is a direction of transaction:

  • TICK_FLAG_BID - the tick has changed the Bid price
  • TICK_FLAG_ASK - the tick has changed the Ask price
  • TICK_FLAG_LAST - tick has changed price of last deal
  • TICK_FLAG_VOLUME - Tick has changed volume
  • TICK_FLAG_BUY - Tick occurred as a result of a buy deal
  • TICK_FLAG_SELL - a tick occurred as a result of a sell deal

How much fuss can you make? It's time to study the terminal.

 

Karputov Vladimir:

How much of a grumble is enough? It's about time you learnt the terminal.

Until the terminal is completely satisfactory and full-featured for the stock market. Maybe in a slightly different form.

As far as forex is concerned, I am almost completely satisfied with MT.

As for the instructions and so on, I've read them, don't doubt it. :)

ZS What does CopyTicks have to do with it? I know everything about it.

 
Yuriy Asaulenko:

Until the terminal is completely satisfactory and fully functional for trading. Maybe in a slightly different form.

As far as forex is concerned, I'm pretty much completely happy with MT.

As for the instructions and so on, I've read them, don't doubt it. :)

What does CopyTicks have to do with it? I know everything about it.

Have you used MT5 at all?

Have you run the tester? If yes, what problems did you find in practice? Not in theory, but in practice. Have you used the trading account from Opencast for futures, currency and stock sections?


But it's absolutely clear - you don't need any terminal, you've just come for the historical data. Give me your tester, give me exports, without exports it's not a terminal. You are just another inventor of a bicycle who will never admit that everything already exists and is a couple orders of magnitude better than his own invention. Hence the criticism.
 
Renat Fatkhullin:

But it's perfectly clear - you don't need any terminal, you've only come for historical data. Give me your tester, give me exports, without exports there is no terminal. Just another inventor of the bicycle, who will never admit that everything has been around for a long time and is a couple of orders of magnitude better than his own invention. Hence the criticism.

Having historical data to a great depth of history is critical. Without this, discussion of the tester, strategies and everything else is simply pointless, as there is no actual subject of analysis.
 
Vasiliy Sokolov:
The availability of historical data in great depth of history is critical. Without it, the discussion of the tester, strategies, and everything else is meaningless, because there is no subject of the analysis.

Isn't it like that in MT5?

It is:

  1. unlimited depth and automatic access to M1 history
  2. unlimited depth and automatic access to tick history for tens and hundreds of millions of ticks
  3. unlimited depth and automatic access to the history of your trades, even billions
  4. automatic access to any data after pressing the Start button in the tester, including multicurrency (multi-instrument) testing
  5. automatic delivery of the complete market environment (symbols, charts, ticks, etc.) to tens of thousands of agents around the world in the MQL5 Cloud Network

To get this, all you need to do is to use MetaTrader 5. And read the documentation with articles.

Распределенные вычисления в сети MQL5 Cloud Network
Распределенные вычисления в сети MQL5 Cloud Network
  • cloud.mql5.com
Заработать деньги, продавая мощности своего компьютера для сети распределенных вычислений MQL5 Cloud Network