What's new in MetaTrader 4 and MQL4 - big changes on the way - page 62

 
serferrer:

The more people know all this information (about ticks), the less the kitchens will get and the more honest companies will get. I personally am in favour of honest ones and am interested in the complete disappearance of fraudulent kitchens.

I want to trade only with honest companies.

I have information from my own experience! When I build my TS based on quotes on TFs from M5 to H1 everything is fine! But when I only try to add data from M1, everything goes to hell! I can only imagine what ticks will do! Just unnecessary noise, nothing more! Make TC thick-skinned that she couldn't care less!
 
splxgf:

If only the platform poured whisky, then it would be a good opportunity, but as it is, the MT4 platform is good enough. You can't just add ticks, glasses, volumes. The architecture just didn't provide for that.

And even if they appear, what will it change? Profits? On serious sites, MT is like a saddle on a cow. And on non-serious ones, the ticks will be quickly brushed off.

Firstly, ticks rehashing is easy to check, nobody cancelled realtime, and anybody can rehash their history.

Secondly, the architecture allows, as long as programmers use their own history incorrectly.

In the tester ticks are generated all the same, correct algorithm in place of generation and everything will work (by the way, it is possible to do it as an option, saving what we have).

So far all arguments MQ concern volumes of information, but with modern internet speeds and volumes of HDD and RAM it also can not be a long excuse.

The same does not work lame excuse about taking care of traffic dealing, DTs are preparing for tick revolution, they already collect, distribute and give out ticks (for now abnormally).

So it's just a matter of a political decision from MQ.

 
borilunad:
I have information from my experience! When I build my TS based on quotes on TFs from M5 to H1 everything is fine! But when I try to add data from M1, everything goes to hell! I can only imagine what ticks will do! Just unnecessary noise, nothing more! Make TC thick-skinned that she couldn't care less!

I don't write subtle TS, but I'm intimidated by the many questions why testing in a tester and realtime on a demo is different.

A tick story would solve this problem once and for all, and the tester could be trusted (as much as the demo-realtime testing ).

 
The only difference is that in the tester it is impossible to run even on real quotes, only on past ones! And it is impossible to check the demo and real ones on past ones, in order to compare the result in the tester! Invent a time machine, that's when you can compare! In the meantime...
 

Aren't you tired of thinking about eternal things?

Shit, you go to the site, you see changes in the branch of interest, you go in, and there... Everything's the same and there's no change or information from the MC.

You can all ask for the "dough" button...

 
Urain:

Also, the excuse about caring about dealing traffic does not work, DTs are already sensing the situation and are preparing for tick revolution, they are already collecting, posting and distributing ticks (not yet).

So it's just a matter of political decision by MQ.

The dealers so far have this at the level of a marketing tick-box. And there are 2.5 users per week on a bite-sized bounce.

And what to do with ticks, which are up to a gigabyte per year only for one symbol, it is not clear. A dozen symbols for a decade and there are already 100 gigabytes. The volume per user, which gives a good estimate of the scale. And that's just the technical part of the problem.

 
Renat:

The dealers so far have this at the level of a marketing tick-box. And there are 2.5 users per week on a piecemeal download.

But what to do with ticks, which are up to gigabytes per year just for one character, it is not clear. A dozen characters in a decade and there are already 100 gigabytes. The volume per user, which gives a good estimate of the scale. And that's just the technical part of the problem.

serferrer: 2013.06.11

Providing of deep tick history is not a problem now, speed of internet has increased by 100 -1000 times (dialup - adsl, optics) and hard disks increased by 1000 times (gigabytes - terabytes), price per megabyte of information (downloaded and on HDD) decreased, for last 10 years, there are still torrents, size of all tick history EURUSD from April 2007 to now in the .bi5 = 743 MB with Dukascopy (for example with speed of ADSL 10 Mbit = 1 Mb/sec it takes 12 minutes).

https://www.mql5.com/ru/forum/1031/page18#comment_520781

743*35 = 26 gigabytes for 35 instruments, actually it will be even less since EURUSD is the most liquid instrument (it has the most ticks), these are real ticks from April 2007 and some instruments appeared later than 2007.

+ If MetaTrader 5 is considered a terminal for exchanges, why is it not able to perform accurate tick testing?

 
Renat:

The dealers so far have this at the level of a marketing tick-box. And there are 2.5 users per week for a piecemeal download.

It's a bad start. If the platform will support testing on real ticks - the demand will jump. Not all users can use ticks for testing now.


But what to do with ticks, which are up to a gigabyte in a year just for one symbol, is unclear.

Everything is fine. In the terminal, in settings, create a variable (like MaxTickHistory), by default assign 0. Not everyone needs ticks, for example, here is an opinion:

borilunad:
У меня информация из моего опыта! Когда строю ТС, исходя из котировок на ТФ от М5 до Н1 всё в порядке! Но когда пробую только прибавить данные с М1, то всё летит к чёрту! Представляю, что дадут тики! Лишний шум, не больше! Делайте ТС толстокожей, что всё ей было до лампочки!

He doesn't need ticks. But I do, and I will adjust the settings to the necessary depth.

For my trading purposes I need ticks to a depth of a couple of days, for testing - a month or two + a couple of days, but for research of market dynamics I would download 6-8 years for 20-30 symbols. Capacities of disk memory allow (two 3 terabytes + 1 terabyte of hard drives).

Ten symbols for ten years and there are already 100 gigs. Volume per user, which gives a good estimate of the scale. And that's just the technical part of the problem.

So let's think. If the declaration of intent to implement the long-awaited innovation will appear - people will fully understand all the problems that arise (for example, download speed limitation). There may even be useful suggestions for implementation. For example, there is an idea to distribute traffic among users, if user terminals are united in a controlled "peer to peer" network which sends "fellow traders" missing pieces of tick history. In this case, the broker will actually provide the network only with new ticks + initial filling of the history base for a small percentage of users.

All in all, everything can be solved. In present Internet conditions the task should not horrify developers as much as, say, 6-7 years ago. Speeds are great, disk storage capacity is quite affordable for both brokers and "tick fans".

 
Renat:

The dealers so far have this at the level of a marketing tick-box. And there are 2.5 users per week for a piecemeal download.

But what to do with ticks, which are up to a gigabyte per year just for one symbol, is unclear. A dozen characters in a decade and there are already 100 gigabytes. The volume per user, which gives a good estimate of the scale. And that's just the technical part of the problem.


You don't forget that ticks are wonderfully compressible. Standard zip archivers compress the tick history of one active RTS day from 8 mb to 350 kBytes. And yet it is a plain unoptimized text file. With your own highly specialised archiver, the result can still be improved. So in the worst case (about 200,000 ticks per day) it is 100mByte per year (350kByte * 270 days). Liquid tools are 30 - 40, which gives us 3-4 GBytes per year or only 30-40 GBytes in 10 years - not much by today's standards.
 
Renat:

The dealers so far have this at the level of a marketing tick-box. And there are 2.5 users per week for a piecemeal download.

But what to do with ticks, which are up to a gigabyte per year just for one symbol, is unclear. A dozen characters in a decade and there are already 100 gigabytes. The volume per user, which gives a good estimate of the scale. And that's just the technical part of the problem.

The key word here is "optional".

No need to break what you have, add options.

First, custom ticks instead of those generated in the tester,

furthermore, save ticks to history,

with increase request broadcasting of tick history from the dealing server and so on.

SZS and each item is optional, you can even send statistics on the use of options to be aware of.