Wishes for MQL5 - page 79

 

A debugger is 100% needed when complex designs would like to review each action step by step....

And what's all this nonsense about generating ticks... Maybe you can already create a story with ticks like others.

 

Such history will weigh .....

And new DCs will have trouble making it - not all DCs keep tick history even for a month. And there is no need for a mall as such :)

For those who need it they will save it themselves. You may ask brokerage companies if you really need it (as a rule, they do not refuse, if you ask nicely :)).

This has already been discussed many times.

 
BARS >> :

Such a story would weigh ....

1.2 Tb = 30 years x 150 pairs x 70,000 ticks per day.

Not that much. You could organise a separate north for those in particular need.

 

Every DC has its own ticks. If you do something on one, you'll fuck up trying it on the other...

People who need it have found it long time ago. They installed a ticks collector.

If you need tics for a couple of hours, put the ticks collector before going to sleep and velkom. More trouble you make.

 
BARS писал(а) >>

Every DC has its own ticks. If you do something on one, you'll fuck up trying it on the other...

People who need it have found it long time ago. They installed a ticks collector.

If you need tics for a couple of hours, put the ticks collector before going to sleep and leave. You're making a big deal out of it.

Just because you don't see a problem doesn't mean there isn't one. Ticks are needed and very much so, everything else is secondary, bars are a non-linear conversion of ticks for your information. I can do anything I want with ticks, but bars do not do everything, because some information is lost.

 

I have a personal wish:

- We need a special function that could go through all currency pairs available for trading.

(I mean enter the pair number from the terminal list and the result will be the string "EURUSD" for example).

 
Prival >> :

If you don't see a problem, it doesn't mean there isn't one. If you don't see the problem, it doesn't mean there isn't. Ticks are necessary and very necessary, everything else is secondary, bars are a non-linear transformation of ticks. I can cut everything from ticks, but not everything from bars.

heard they sell tick data on dvd ...

over several years of history on any pair.

 
YuraZ писал(а) >>

heard they sell tick data on DVD ...

a few years of history on any pair...

tick history is not a problem to find, a lot of people are putting it out there. Download as much as you want. The problem is that MT4 does not allow to build the 'Notes for MQL5' indicator. In my opinion, it is because of these problems that many traders do not like ticks, while they make up bars and movements.

The simplest task is to define which pair is a leader (which one pulls quotes), because it is clear that all currencies are interrelated and cross rates are recalculated. It is like a crab and a pike, which one pulls? The one who has ticks earlier, there are deals, there is movement there, the others may just be recalculated (and there may be no deals there). But how to check this idea ? That the tick(s) of the leading currency pair come earlier ?

 
Prival >> :

The tick story is not a problem to find, many people post it. You can download it as much as you like. The matter is that MT4 does not allow to build the 'Notes for MQL5' indicator. In my opinion, it is because of these problems that many traders do not like ticks, while they make up bars and movements.

The simplest task is to define which pair is a leader (which one pulls quotes), because it is clear that all currencies are interrelated and cross rates are recalculated. It is like a crab and a pike, which one pulls? The one who has ticks earlier, there are deals, there is movement there, the others may just be recalculated (and there may be no deals there). But how to check this idea ? That the tick(s) of the leading currency pair come earlier ?

Sergey, probably, I should consider MT4 or MT5 as an experimental child's playground, as a sandbox, as a child's constructor ... I tried a quick idea - it works. Try it on Windows or other systems.

I don't think you should expect any miracles from MT. It's not made for traders. That's for sure! All the more so because of the developers themselves there is a sharp rejection and misunderstanding of the need for a tick history.

 

In addition to the need for a tick history (at least the last minute ;D )

There are moments, and quite often, when ticks do not come one by one, but 5 in a batch, of course, the last tick is left in Bida.

And if a price satisfying some condition is in the series of ticks, the logic will not understand it and the program starts to malfunction.

Then we look at the chart and ask, what is this $%&#@@? The current bar has hit the level but the logic did not work :)

Of course, you can look at High[0], Low[0] instead of Bid, but what about Asc? There are no Asc bars in MT.

Then we can try to use Low[0]+Spred instead of Ask. And if spread is floating ?

The only thing left is to read the file with ticks (if they are written there, of course), or memory.

In general, I want to make variables Bid, Ask as arrays.

P.S. Preferably in the nearest build of MT4