QUIK + MetaTrader - is this theoretically possible? - page 3

 
Svinozavr писал(а) >>

What has Quick got to do with it?

What does Quickie have to do with it?

In mt4, for example, you can arrange a loop that runs every millisecond, and you can instantly react to a stream of new quotes, which greatly reduces the number of requotes.

I do not know much about kupaila. It seems that the loop cannot be implemented there. If I process it in MetaTrader and send an order to buy, the deal will be done with one second error because Kupil's robot will not even try to read it.

If there is no chance for Quicksilver, maybe there are other variants where you can create robots with infinite loops.

For all intents and purposes I cannot believe that so many exchanges provide quotes in Kvik no more than once a second, in Forex every 50 milliseconds something or other is changing.

Or do you mean that the broker himself limits the quotes arrival to such an extent?

I heard that brokers have restrictions on frequency of placing orders and some brokers have a frequency not to exceed 2 orders per second, which means that quotes come much more often than once per second.

Svinozavr wrote >>

Once again - you can't feed someone else's quote stream to MT by in-house (or not! - I don't know of any such).

In MT?

In MT4 you can redraw the indicator that takes data from the quote file.

In MT5 you can do the same, but you can change the symbol using buttons, you can also place orders using buttons, which are now available as standard tools, in MT4 you can place orders and change the symbol also, but using dll functions.

So everything is solved, the indicator chart can be updated with any frequency, with millisecond accuracy, i.e. it is actually online. I think from the moment when the quote arrives to the quote and till the moment of indicator's re-run in Mt will not exceed 50 ms, or even not more than 20 ms.

 
Vasya. You don't get it. The problem is the DIFFERENT quotes. How will you read stock quotes in MT? How?
 

I had this idea of an algorithm:

- MT works offline - not connected to the DC server;

- by DDE from QUIK ddl modifies MT history file by some symbol and emulates a tick (the method was given).

But there are a lot of questions.


Maybe someone will join the subject. God knows how long to wait for a workable 5 and even connected to the exchange.

 
Svinozavr писал(а) >>
Vasya. You don't get it. The problem is the DIFFERENT quotes. How will you read stock quotes in MT? Well how?

I now have an mt5 indicator that displays an aggregate portfolio based on quotes downloaded from finam for example, I don't want to do a lot of calculations on mt4, I'm afraid it will be slow.

I would not use fileopen, filerid, fileright, fileclose. I am afraid that it will be a slow process. Fileopen, filerid, fileclose. Everything is easy to do.

Why change the history file, you don't have to do that, it should not work of course, then you will have to change the exact symbol that MetaTrader knows and if it really exists, MetaTrader will download it from the brokerage company's server and it will make gibberish on the chart.

Everything is done via indicator buffers with which can do whatever you want.

 
Vasya. Can you read? DC quotations != stock exchange quotations.
 
Svinozavr писал(а) >>
Vasya. Can you read? Dealer's quotations != stock exchange quotations.

Well, if Finam has become a DC, then maybe I got it wrong.

But I still have to ask you - where did you see what you wrote about TC?

I may represent any file, anywhere on my disk, as a price chart in an indicator.

It is not important whether it is a DC or no DC, the main thing is not to look into histories, it is not the direction.

 
I honestly don't know what you're arguing about.
 
vasya_vasya >> :

Well if finam has become a DC, I might have got it wrong.

http://www.finam.ru/international/adr/default.asp


But I still have to ask you - where did you see what you wrote about TC?

I can put any file anywhere on my disk in the form of a price chart in an indicator.

It is not important whether it is a DC or no DC, the main thing is not to look into histories, it is not the direction.

I agree - it's not the point. The main thing is to provide a stream of exchange (not CFD!!!) quotes for real time analysis in MT.

 
HideYourRichess >> :
I honestly don't understand what you're arguing about.

I am not arguing. Just trying to explain that stock contract quotations are not the same thing as stock exchange quotations of those stocks.

In general, I agree - it's a silly thing to do.

 
Svinozavr >> :

I am not arguing. Just trying to explain that stock contract quotes are not the same thing as stock exchange quotes of those stocks.

And in general, I agree - silly thing to do.

No, no, please, go ahead. :)


But you're both writing about completely different things, that's why you don't understand each other. :)