MT4 doesn't have long to live - page 46
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So if there is a ticking solution for the funds, there will have to be one for the tailrace, people will demand it.
It is easier just to forget about ticks in general, replacing them with a surrogate plug and not to lose clients.
It's easy to do - brokers providing tick history provide it in about 2 days. The rest costs a decent amount of money. For forex instruments, tick history is also sold by different vendors - eSignal or IQFeed
It is not even a question of theoretical potential, but that in practice it will always be out of reach.
Primarily because of the limited budgets of Russian (and not only) kitchens.
What nonsense you are talking! You have no idea about trading short-term market inefficiencies. You have made the most naive comparison between simulated ticks and real ticks - take 100,000 ticks of both types and compare them, you get that the difference is minimal. Well, take a million ticks - you get an even better picture. And then take 10 ticks and see.
You were asked a simple question:
What accuracy of simulated ticks are we talking about? A tick history is needed in very specific tasks (including HFT), and M1-history is enough for most tasks. So at least don't skimp on the minutiae by keeping the OHLC Ask.
You are so far from the real trading that you don't understand the necessity of introducing into the tester your own history, including the accumulated (by the user, not you) tick history. And, of course, working with such history only on local agents (not in the cloud).
You're a pro at developing trading platforms, creating a whole infrastructure, but a complete dummy when it comes to trading strategies. To avoid offence, a little self-criticism: as a programmer and developer - I am a complete zero next to you. But again, you need to learn and learn how to solve the problems of algotrading on the trader's side, rather than bullshitting your purely theoretical ideas about it.
Once again:
Now your answer is exactly the same: tiki rules and you don't understand anything. We all understand - it is our job to think about what our business depends on.
Find ticks for a huge period (this is almost impossible), deliver them to 500 000 - 1 000 000 users (without killing your infrastructure, channels and traders computers), provide synchronization and chewing gigabytes of ticks on the client side, defeat the cry of "WTF?" traders, and then talk about applicability in real life.
Reality is not wishful thinking (I want to trade so-and-so), but an opportunity with technical support.
We can see that at the current technical level, solving the problem of availability/delivery/processing of a giant teak story on a massive scale is impossible. It will inevitably lead to the suicide of the platform. There are enough outraged statements on our forums on even simple issues of SSE2, memory, Windows XP, including a rejection of technical development (and everything works on the old one!).
Mass market capabilities will grow, the lower end of mass market hardware will get up to full x64, communication channels will improve and then the market will be ready for a huge ticking story.
Forgive my "short-sightedness", but I do not see the implementation of MT5 in the exchange sector, and I see this:
I don't see where the best technology support is here either. And it's been at least six months since the announcement of the connection of MT5 to Plaza II. N of innovations is certainly very good, but if there is no work on the user side to integrate MT5 with the exchange, what is the point of all these new features? Trading on the exchange, even on the demo was not possible.
So you blame us that we do not provide access to RTS?
We are not brokers or members of the RTS exchange, so we are not allowed to stream their data. We have shown the stream in demonstration mode (the futures have already expired), which is enough.
Find ticks over a huge period (this is virtually impossible), deliver them to 500,000 - 1,000,000,000 users (without killing your infrastructure, channels and traders' computers), ensure that gigabytes of ticks are synchronised and chewed on the client side, defeat the "WTF?" cry from traders, and then talk about applicability in real life.
What year is it? Are you being forced to trade in kitchens? There are transparent and promising solutions on the MT4. Just look around.
The fact that someone takes it out over a bridge or overflows inside the house doesn't fundamentally change anything.
What I'm saying is that kitchens, even if they have switched to STP, are currently not interested in letting their servers be choked by high frequency (what else are ticks for?).
They can't even just basic a lot of microposts sometimes. That is why they asked MCs to do netting, and not because of high ideals of world standards.
Renat, you can't read. What mass tick history are we talking about? Several people have told you that you only need to be able to enter the accumulated tick history into the tester by the user himself. The tester doesn't care what ticks to work with - simulated or real ticks. To avoid problems with the optimizer, disable the cloud for such cases, allowing to test on their own history only on local agents.
On your part, no one demands nothing more than M1 for the masses, apart from the paranoia of mana from the tick history.
Now the whole class of trading strategies is simply unrealizable in the MT5 tester - it is HFT and stat arbitrage (for you the red rag is probably the word arbitrage. So we are talking about statistical arbitrage, not classical arbitrage). Moreover, because of the lack of OHLC Ask, it's impossible to adequately test even a rougher class of problems in the tester.
If a broker has changed trading conditions yesterday. For example, the quote provider has changed, spreads have improved, etc. Why the hell do I need his history with the old conditions, if it does not reflect the current reality? I will take the new quotes provider's history(example) and run the strategy on it, adjusting my strategy settings. You can't even do such a simple thing on MT5.
so why provide tics over a gormadic period? It's about the tester's support of the tick history, and we will find the ticks for the needed period by ourselves ;)
That's the right way to put it! After all, it can be a self-generated test stream of ticks of different density and nature - what's not an improvement for debugging/testing?
Strange that Rinat doesn't seem to listen to this "unpretentious" request. (
Maybe this "custom ticking" mode) should be allowed monovalently...
so why provide ticks over a huge period? It's about the tester supporting the tick history, and we will find the ticks for the required period ourselves ;)
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 over the rake, demanding that we do not work. And the trader will stop even at the first step "where are the quotes?
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):
CHF/JPY,20120102 00:37:10.508,81.983,82.171
CHF/JPY,20120102 00:37:29.707,81.983,82.169
CHF/JPY,20120102 00:37:30.716,81.983,82.165
This time is rarely, when needed, for monocurrency strategies. But for multi-currency ones, it is as good as without it.