Is it possible to implement a RELIABLE accounting of the aggregate position structure in MT5? - page 17

 
TheXpert >> :

It depends which way you look at it. There are always pluses and minuses.

I'm sure you will not find a 100% reliable way.

You may place an order with TP and SL.

But this all makes no sense in an MT5 with multiple EAs.

 
thecore >> :


So there was no need for testing in the post-Soviet space.

Otherwise it's ridiculous: the terminal is in English, the help is in Russian.

I hope it is clear to everyone, to whom the manufacturer reports.

No support service, no beta testers.

(I don't mean those three poor guys who sometimes appear on the forum and at the same time

(I don't mean those three poor souls who occasionally flit on the forum.)

What kind of world domination are we talking about?

You are a very contradictory nature.

=====================

So. If we put aside arguments about the necessity/necessity of working EAs in one ticker at the same time (you know my diagnosis - schizophrenia), then the result is the following:

- the local accounting is unreliable because of this very locality;

- the server accounting is unreliable because, having created only the aggregate accounting, MCs haven't provided the service of strategies execution on the server, that is exactly: STRATEGIES ON THE SERVER. This is what is required to solve the problem of reliability of position structure accounting in the net approach.

- Ways to solve the problem, IMHO, can be found - if someone urgently needs it. The question is in costs and necessity.

 
thecore >> :


So there was no need for testing in the post-Soviet space.

Otherwise, it's ridiculous: the terminal is in English, the help is in Russian.

So imagine that they don't do it. You were forced to download beta, forced to install it, and then stare at the screen? Don't torture yourself, delete the whole thing...

 
thecore писал(а) >>

For getch and Integer

I'm afraid from the point of view of this thread's topic "Is it possible to implement in MT5 a Reliable Accounting of Aggregate Position Structure?

Replacing TP and SL with pending orders is not a solution.

I will explain it using an example:

1. You have placed an order - this is a SAFE operation

2. Placing a pending order instead of SL and TP is a RELIABLE operation, since two orders cannot be placed during one transaction with the server.

transaction with the server. Even more so, it is impossible to place three orders, two pending ones together with the main order.

This means that in the time between the placing of orders an unexpected situation could happen, which would lead to

the impossibility of timely placing pending orders, or even the loss of one or both of them

or both of them because of a connection failure, for example.

Ok, let's assume we have very big goals (>100 pips) and we have managed to fix them, we have inserted a lot of checks into our EA and placed

. So we set these damn pending orders.

3. The price has moved in some direction and a pending order has triggered, for example SL.

4. The order is closed? It is not. We still have an unfortunate pending order responsible for TP.

Well, who should remove it in time? Pushkin, - no, you're wrong. It should be removed by our EA.

This is not only a SUPER HATE operation, but the programmer's horror.

(Not to mention traders, they do not care about anything, they have only one order for all occasions).

Because the loss of communication at this point will lead to a total loss of control over the Expert Advisor and the account.

This is a paradoxical trend. Here everyone advocates the MM of 0.0003% of the deposit, then we need a reliable stoploss. Let's consider it as it should be - the stoploss is an extreme emergency solution to save the deposit, for all the rest - the market closes. Actually, only few terminals have possibility to open orders with preinstalled stoploss and takeprofit.

 
Svinozavr >> :


- Ways to solve the problem can be found, IMHO, if someone urgently needs it. The question is the cost and the need.

You, who are not a programmer, probably think that if you gather a lot of programmers and they start

think, think, and then program, program, program - they'll program everything in the world.

I must disappoint you that this is not the case.

It's not the programmers who solve the problems, it's the systems analysts who

before the programmers start to produce code they have to tell them

what to do and how to do it and what will happen if they do it wrong.

Unfortunately, when planning the structure of MT5, the analyst was on holiday and

When he arrived, he had already written half of the program and all he had to do was shrug his shoulders,

like - ah, do what you want.

That's why we have tetris in the examples, not a trading strategy.

 
.... Maybe it's time to apply analysis rather than playing tic-tac-toe of orders...
 
Integer >> :

A paradoxical trend. Here everyone is in favour of MM at 0.0003% of the deposit, then reliable stoplosses are needed. Let's take it as it should be - the stoploss is the last emergency solution to save the deposit, for everything else - the market closes. In general, only few trading terminals allow opening orders with preset stoploss and takeprofit.


It is interesting to see what will happen to the support service when the pending orders are triggered during the day,

replacing SL and TP.

 
getch >> :

2. It is not possible to place multiple orders on the market at the same time. This was only possible on the "not-so-market" platforms. All orders are queued through the Execution server. For example, on Dukascopy placing a pending or market order with TP and SL levels, it seems to you that you have simultaneously placed 3/2 conditions, in fact they go sequentially. That is the technology and it is logical. Moreover, the limiters in the market are subject to a margin charge, because a limiter in the market is a guaranteed order, and therefore there should not be any problems with its execution. The same applies to TP levels. However on Dukascopy TP are not included in the stack but executed as a market entry.

4. The problem with removing the SL/TP level in MT5 after the trigger of another TP/SL level is on the trader's shoulders. On Dukascopy, this is on the shoulders of the Execution server. In order to reliably remove TP in case of SL triggering, you MUST (or cannot) have TP in the ticker, otherwise it may happen that it will be executed after the SL triggering.

There are many nuances, and the SL and TP levels can be HOPEFULLY implemented through market executions, so the option for MT5 developers to follow the Dukascopy path. Or, there is an option of independent TP implementation via a table (that's what I cited above), then the developers just need to add virtual positions without SL and TP levels.

Just clarified. Since SL level is not guaranteed in any way, but executed on markets only by Market request, TP level is not necessary. Simply, before executing SL on the market, the Execution server (Dukascopy) deletes the TP level (even if it is in the stack). This is the point which, unfortunately, cannot be HOPEFULLY implemented by the trader in MT5, even if he has a perfect connection to the trade server. And it is, in fact, EXTREMELY IMPOSSIBLE on the MT5.

 
thecore писал(а) >>
MT5 is not intended for placing several positions on one instrument

MT5 is not designed to handle multiple EAs

MT5 is not designed to hedge positions on a single instrument

MT5 is not designed for Expert Advisor and manual trading together

MT5 does not support MT4 code

MT5 does not support the MT4 program logic

...

What's the fun in it then. In another new programme.

MQL5 is much more powerful and faster.

And as for the rest, I'm already thinking that it's really a mistake to switch to this kind of accounting. The reason is that the trading robot is able to calculate net positions immediately (on a trading server, in dealing, in Expert Advisor, or using simple scripts in manual trading), and who needs it (a trader, a broker), while the reverse conversion, even if it is possible, costs quite a lot. I don't know how to do it reliably, taking into account all situations I deal with in trading. But there is enough time before MT5 operation, maybe something will come up...

 
thecore >> :

As a non-programmer, you probably think that if you get a lot of programmers together and they start

think and think and then program and program and program - they will program everything in the world.

I must disappoint you that this is not the case.

It's not the programmers who solve the problems, it's the systems analysts who

before the programmers start to produce code they have to tell them

what to do and how to do it and what will happen if they do it wrong.

Unfortunately, when planning the structure of MT5, the analyst was on holiday and

When he arrived, he had already written half of the program and all he had to do was shrug his shoulders,

like - ah, do what you want.

That's why we have tetris in the examples, not a trading strategy.


Your bold assertions on various occasions (my qualifications, situation in MK, etc.) somewhat reduce the interest in your opinion, don't you think?)) Somehow there's no point in responding to you - why respond to a clearly inadequate person's statements? )))

For a start, stop confusing hallucinations with reality - let's talk.