An effective trading strategy based on multi-currency analysis of multiple DCs - page 14

 
Mak:
Well, I just don't understand what kind of 'tick analysis' you're doing ... :))
Especially since the thread is called "An effective trading strategy based on ... "

What xnsnet is doing is not contradictory to the topic, but constructively complements it.

("server time" - "client time") --- isn't that a constant?
Why store the price when you can store the price increment per tick?


And if there is a break in connection or interference, what increments will you base it on ?

And another question - what's the point of all this?
(Binding quotes to milliseconds)
To further synchronise ticks from different instruments and from different brokers.

xnsnet - in my opinion, compressing tick information (time coding, intervals, etc.), would make it much more difficult to
subsequent processing. It is necessary to create a single stream of ticks for different instruments and different brokers, or better yet, information agencies, synchronized by time. It will significantly increase the volume of stored information, but will allow to process it using the existing standard packets oriented to analysis and prediction, otherwise, during the processing you will again have to decode it and expand it into a single flow, and it is an extra work, moreover, it will be much harder to understand and systematize the coded information.

 

Yes, Pilgrim, I understood you very well, by compression of information I meant the final consolidation of data from several clients, on the same DC server or demo server. Of course I was not going to apply compression algorithms:) In the future I will call this action convergence, for example history of a month ago, processed a long time ago.
Let's say I think data merged in real time, can be merged again, for example in case of bad client, which provides data, this data just can be discarded as useless, if it was checked for goodness, goodness in turn confirmed by receipt of the same data from several other clients, say with different IP addresses and in different address ranges, as an option to consider. It's not as complicated as it looks, as a developer I have a good idea of all these steps, so you can rest easy.

Comment: Here is another conclusion in the feasibility of such a server, initially I thought of what I can do myself, i.e. gather the information myself, then I came to the conclusion of a global server that will do this, using data from other clients, thereby we get rid of independent tracking of multiple brokers and servers, assigning these duties to the same clients and giving them in return the information they help the server, to the extent needed. As a result, we get an opportunity to monitor other brokerage companies without using our own efforts. In this case, information will not be absorbed from all clients, but only from those that the server itself chooses, the methodology of source selection depends on the number and diversity of clients, as well as their armor (absorption rate and supply), in general, the most important parameters.

I understand that one server can not cope with multiple vendor clients, so you also need to think about delegation or implement it in a cluster. But it's not so important now:) The essence is clear:) Note that the project does not exist yet and did not start, I form in my head the general idea and at the same time in this thread, because I'm already being talked about here, like. Ah Ah start a project? Yes? Yeah. Interesting:) Rather, the values are determined before starting, although much is already clear:) Already so many times I started and stalled, however, there is a silver lining, sooner or later I use the fruits of others, instead of theirs, though after a long time:) I guess I'm not the first, not the last:) Because before you embark on any project, you need to think through everything in detail, stumbling has already become disgusting, especially when such a word as "stalled", for one reason or another has become a habit:) That's why you need to develop the topic, get involved, argue, deduce the truth, fight the various contradictions. For this is exactly what everyone is thankful for, perhaps together we will determine the significance of the project:) Let me remind you, any opinion on the subject is important, provided that you have studied its content. The project, if anything, will be open and publicly available for non-commercial use, the server part for sure:). I actually almost everything lately in the open, I have high hopes for it:). Control the license I do not need, if I'll support only one program, donations, all participants will be rewarded with a share of donations, if at all, I mean donations:) In order to sell something, I do not exclude this fact, you need to create a company, attract people, etc. In a business environment I believe this project may or may not be supported, by traders. Otherwise, I think you understand it very well yourself. Open projects are faster to develop, quicker to implement, etc. especially when there is only one starter and no support. Honestly, it's not the level of tasks where it matters who does it and how it's done, the main thing is doing it:)

 
elritmo:
Piligrimm:
The close line for the tool in the window is drawn in green in MT. The others are applied after rescaling, there is an example in the attached file, I was not able to load it as a code in the window. The file itself is intended for some other tasks, so it has some peculiarity, besides I don't know MQL and I'm writing very messy in it.
well now I get it - it's the indicator window where you draw everything in the indicator code.

Right, but it would be better to create your own window similar to the one that displays charts of instruments, but I don't know how to do it. This is necessary not only to show the scaled ch arts of different instruments in one window, but also to make their synchronization in time. One scaling does not give a complete objective picture, because of the omissions in different places in different tools the charts of different tools are shifted relative to each other, and this disturbs both the perception picture and the accuracy of further calculations.
I started making the synchronization program now, unfortunately, I didn't have time to finish debugging today, and tomorrow I will have internet connection failure for a week, so the results will be displayed in a week. I will say goodbye to all of you for the time being.
 
For those who have not had any desire to look at what I do in the extension, actually nothing special, tics are tics, just from different angles:)
For the rest I checked the video capabilities of the site:) Finally checked:) Honestly snagit takes away from my computer's last resources, probably because overloaded by services and the constant CPU load from 20 to 50 percent or because the two monitors, I wish I knew. Enough to start recording and everything lags like a stranger, no matter what size region or screen, lags always the same, as if the entire desktop captures, in principle, yes, but how else:)

 
The server idea is covered, for this reason: 'Tics: amplitude and delay distributions'