The ticking history of the glass. - page 2
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Pity. We all ask the developers to implement such a possibility.
@Renat Fatkhullin is responsible for innovations. Ask him. Do not write to the BOD now.
Very strange that they do not add, the more so that there are already custom tumblers. And how to synchronise them with the ticks is not clear.
@Renat Fatkhullin is responsible for innovations. Ask him. It's impossible to write to the CD now.
It's very strange that they don't add it, especially since there are already custom tumblers. And how to synchronize them with the ticks is not clear.
I'm not a coder, but as I understand it, the sliver and the glass stand on their own in MT5. Without any synchronization.
I'm not a coder, but as I understand it, the tape and tumbler in MT5 are on their own. Without any synchronisation whatsoever.
There is a tick stream. Each tick has a time.
There is a stream of casts of the glass. Each cast has no time. In OnBookEvent() there is no way to know (accurately know) when a given cast was formed, Although the exchange broadcasts this information!
And it turns out that both of these streams cannot be linked (synchronized).
And in general, yes, there is no synchronization. Each stream is by itself. But if it were possible to link them, it would allow expanding the boundaries of data analysis. For example, to understand when the limits in the glass are actually eaten and when they are removed.
There is a tick flow. Each tick has a time.
There is a stream of glass casts. Each cast has no time. In OnBookEvent() there is no way to know (accurately know) when a given cast was formed, Although the exchange broadcasts this information!
And it turns out that these two streams cannot be linked (synchronised).
And in general, yes, there is no synchronization. Each stream is by itself. But if it were possible to link them, it would allow expanding the boundaries of data analysis. For example, to understand when limiters in the glass are really eating and when they are being removed.
Good point about limiters. That's exactly what's interesting. You could understand from this whose limiters are being eaten and when.
In general, yes, there is no synchronisation.
Where is there?
.... when the limits in the glass are actually eaten and when they are taken away.
:) You can only see limiters in the glass.
Therefore you always see them being "eaten".
A simple analysis will allow you to see when the order is removed.
But there is a small detail. There may be more than one Limit order at any one price,
so you'll never know if they've been eaten or taken off :)
In general, I've noticed that altitraders are constantly "dancing with the tambourine", looking for
technical details. But, in this world, everything is simple, and the law of the market states:
"Buy cheap, sell dear" - that's what to look for!
:) You can only see the limiters in the glass.
That's why you always see how they are "eaten".
A simple analysis will allow you to see when an order is removed.
But there is a small detail. There may be more than one Limit order at any one price,
so you'll never know if they've been eaten or taken off.)
It's just a matter of figuring out the details. If you see the tape and the glass in sync, you can catch up with what you think is unrealistic.
In general, I've noticed that altitraders are constantly "dancing with the tambourine", looking for
technical details. But, in this world, everything is simple, and the law of the market states:
"Buy cheap, sell dear" - that's what to look for!
It's not tambourine dancing, it's just another thing people don't understand.
1. :) Only limiters can be seen in the glass.
2. That's why you always see them "eaten".
3. A simple analysis will allow you to see when an order is removed.
4. But there is a small detail. There can be several Limit orders at one price,
5. so you'll never know if they've been taken or not :)
1. No one is arguing. What's your point?
2. Sometimes they're removed. You've probably seen a limit put in and out, then put in and out again...
3. Explain to me how you should analyze that without the time of the cup to accurately, I repeat, accurately understand that the order was removed from the level?
4. No one is arguing with that either.
5. Where did you get this from? Let's analyse the best bid, for example. Came the blind of the cup at 11:38:12.123. Bid = 10. A trade tick came in at 11:38:12.200, volume to sell = 5 lots. Next, a blind of the cup came in at 11:38:12.300. Bid = 1. Assume no more ticks or blinds came in. Conclusion: 4 lots were taken off the bid (so far).