MT4 doesn't have long to live - page 47
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You won't find anything, but there will be plenty of criticism and statements...
It's already there and there's a plea statement - add a "by custom ticks" mode.
;)
So you are blaming us for not providing access to the RTS?
My guess is that there is no concept of exact tick arrival time in MT5. I.e. here is an example of tick data (instrument, tick time (accurate to ms), Bid and Ask):
This time is rarely, when needed, for monocurrency strategies. But for multicurrency strategies you need it.
Therefore, at least for the monotesting.
Otherwise, it seems that we will have to destroy a lot of things - the basis is affected.
But Rinat knows best.
Renat:
I have little faith in traders being able to correctly pre-process any found tick history.
You won't find anything, but there will be a lot of criticism and statements "nothing works! and Cloud doesn't chew my ticks! and in general - everything diverges from the charts, etc.".
I do not really believe that traders are able to correctly preprocess any found tick history.
For example, on forex:
It's all long thought out and tried out by us - the rake has been passed.
But every trader wants a theoretical opportunity to go over the rake, demanding that we do not work. And the trader will stop even at the first step "where are the quotes?
Don't take everyone for a moron.) There's no need for mass support. The option is for those who need it and who can make the necessary preparations themselves. Just look at the MTS competitions even held by RTS - all the algorithms there are quite short-term. And the growth of load on exchange servers shows the growing popularity of such methods. Especially spread trading and arbitrage. Therefore, you are missing a huge niche exactly from exchange markets. There is no fucking need for it in the puppet schemes.
My guess is that there is no concept of exact tick arrival time in MT5. I.e. here is an example of tick data (instrument, tick time (accurate to ms), Bid and Ask):
This time is rarely, when needed, for monocurrency strategies. But for multi-currency ones, it is as good as without it.
There is more information for exchange instruments - there is a volumetric bid and an ask at least.
You won't find anything, but there will be a lot of criticism and statements "nothing works! and Cloud doesn't chew my ticks! and in general - everything diverges from the charts, etc.".
I do not really believe that traders are able to correctly preprocess any found tick history.
For example, on forex:
It's all been thought through and tried out by us for a long time - the rake has been passed.
But every trader wants a theoretical opportunity to go through the rake, demanding that we do not work. And the trader will stop even at the first step "where are the quotes?"
Everything you don't believe in has been personally and successfully done. Issues of execution, redirects, pings, lack of liquidity, liquidity ceiling of market inefficiencies used - all are solvable and not super difficult. That said, as a rule, only OHLC Bid + OHLC Ask history is enough for most tasks, not tick history.
If the trader is an idiot, he will want to use tick history and tick testing, overloading the tester with unnecessary calculations.
Don't take everyone for a moron.) There's no need for mass support. The option is for those who need it and who can make the necessary preparations themselves. Just look at the MTS competitions even held by RTS - all the algorithms there are quite short-term. And the growth of load on exchange servers shows the growing popularity of such methods. Especially spread trading and arbitrage. Therefore, you are missing a huge niche exactly from exchange markets. You don't need it in the cookie-cutter schemes.
Don't fly in the bummer. HFT is extremely resource demanding and has limited profit potential. It can cost 200,000 rubles a month to support the infrastructure for just one instrument. Can you afford to spend that kind of money? What about the order execution speed? Increasing the speed by a few milliseconds exponentially increases the price of support. And one day someone will definitely be 10 ms faster than you, and then all your HFT trading will be over.
The tastiest thing would be testing on a 'custom-typical glass'...
Wouldn't that be weak for the Metakvotam?
Look - after the conquest of the market and the suppliers of "glass" history will appear.
;)
Thecustom bitmaps are so "tasty" in the end..."
Don't fly in the bummer. HFT is extremely resource-intensive and has a limited revenue potential. It can cost 200,000 roubles a month to maintain the infrastructure for just one tool. Can you afford to spend that kind of money? What about the order execution speed? Increasing the speed by a few milliseconds exponentially increases the price of support. And one day someone will definitely be 10 ms faster than you, and then all your HFT trading will be over.
Did I write about HFT? I specifically wrote "especially spread trading and arbitrage". There are many other methods, besides HFT, which are not so critical to colocation and other nuances (and require less financial investments), but which need ticks and/or glass. HFT in general I think will soon be eliminated because it is a technological insider