Which instruments to trade at Otkritie - page 5

 
Renat Fatkhullin:

Have you used MT5 at all?

Have you run a tester? If so, what problems have you found in practice? Not in theory, exactly in practice.


But everything is absolutely clear - you don't need anything, you just came for the data. Give me your tester, give me exports, without exports it's not a terminal. Just another bicycle inventor who will never admit that everything already exists and is a couple orders of magnitude better than his own invention.

The tester was running for debugging the EA. As a debugging tool. I want to have my own test sequence instead of quotes to check the mathematics of indicators for debugging. You can use the tester for runs, but I don't select parameters during optimization. I calculate them on the basis of the stat data of the run in the database.

What kind of data? Tell me, I know nothing about it yet.

I've come to adapt my system written in C# for another terminal to MT5, as a possible promising terminal. Not very successful so far, because I have to get out of the sandbox to make it fully functional. + And there are not enough threads. So far the way out is seen in launching several EAs working together + the database is already, historically, SQL Server.

Rewrite it all over again, I do not ouch want to.

By the way an interesting topic using R came up.

As far as the options are concerned, also an interesting topic, if... I already wrote that .

I saw a correction here. You're only after the historical data. I wonder why I need historical data. :) I can show you a site where they are downloaded to CSV for any symbol to an unknown depth. However I have such a possibility in my exchange terminal - directly in the database.

 
Yuriy Asaulenko:

ZZZ I saw a correction. You are only here for the historical data. I wonder why I need historical data. :) I can show you a site where they are downloaded to CSV for any instrument to an unknown depth. However, I have such a possibility in my exchange terminal - directly in the database.

Please advise. Then we can use MQL tools to download these CSV and compare them automatically with the CopyTicks-data.
 
Yuriy Asaulenko:

The tester was run to debug the EA. As a debugging tool. What I would like for debugging - To have own test sequence instead of quotes to check mathematics of indicators-advisors. You can use the tester for runs, but I don't select parameters during optimization. I calculate them based on the stat data of the run in the database.

At this point we can end the discussion. The statements made by you earlier have already shown us everything.

You are not a user of our system, whatever you may say or want. Come back when you are ready not to consider MT5 only as a source of data for other programs.

 
Renat Fatkhullin:

This is the end of the discussion.

You are not a user of our system, no matter what anyone says or wants to say.

Realistically, yes, not a user yet. In time, we'll see. Maybe yes, maybe no.
 
Anton Zverev:
Suggestion. Then you can use MQL tools to download these CSVs and compare them automatically with CopyTicks data.
You need the history - you can. The CopyTicks-data is somewhat different. Compare what with what? I do not understand your question.
 
Anton Zverev:
Suggestion. Then you can use MQL tools to download these CSVs and compare them automatically with CopyTicks data.
You're confusing the sequence. You connect to the server, make a CopyTicks request and then you can do anything with tick data: analyse it or write it to *.txt or *.csv.
 
Karputov Vladimir:
You confuse the sequence. You connect to a server, make a request CopyTicks and after that you can do with tick data what you like: analyse them or write them in *.txt or *.csv.

If there is official data from the exchange, I would like to download it automatically and compare it with what copyticks returns. On the result of the stat. comparison can be decided in favour of copyticks only.

As the saying goes, trust but verify. The same bugs are not excluded.

 
Anton Zverev:

If there is official data from the exchange, would like to pump it out automatically...

So here, as they say, you ... Handle it :) . Contact the exchange and get the data.
 
Anton Zverev:

If there is official data from the exchange, I would like to automatically download it and compare it with what copyticks returns. On the result of the stat. comparison can be decided in favour of copyticks only.

As the saying goes, trust but verify. The same bugs are not excluded.

At the exchange ticks, as such, are not written (if they are written, it is not for us). At the exchange, trades in an instrument are written. I gave a table earlier. The history of deals, as I understand, is not available, but you can write it yourself from the terminal.

Although no, for some instruments (options) there is the history of deals, you can see it on MYEX.

 
Yuriy Asaulenko:

On the stock exchange, ticks, as such, are not written (if they are, they are not written for us).

It sounds delusional. People are spinning glass stories in their bikes.