The ticking history of the glass. - page 4
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1. No one is arguing. What's your point?
2. Sometimes they are 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).
3. Try to assess the level of limiters directly during the buy/sell process, i.e. as you described in 5. Time synchronisation in this case will not give you anything, because limiters can be added/removed immediately after the volume has passed. Large traders "play" limiters a fraction of a second before trades are executed.
But, as I've already described, you won't see the real picture in mt5, because the buy/sell volumes are counted incorrectly.
BUT, as I have already described, you will not see the real picture in mt5 because the buy/sell volumes are counted incorrectly.
Have you read my article? All counts correctly if the server does not give out ticks of unknown direction.
I have read it, but somehow I am used to checking everything with practice. In this thread there is a publication about calculating the real volume in futures. Try to check it yourself. And N/A has nothing to do with it.
Attach your code reproducing what you believe to be an inaccuracy. Let's compare. Let's calculate.
Attach your code reproducing what you believe to be an inaccuracy. Let's compare. Let's do the math.
The code is given in the article. Don't be lazy to read the publication
In which publication is your code? Can you send me the link?
There is a publication in this thread about calculating real volume on futures.
In which publication is your code? Can you send me the link?
I don't see the publication.https://www.mql5.com/ru/forum/301549/10466913#comment_10466913
Are you aware that on a demo account (exchange circuit) the quotes are "thinned"? And the volumes are correspondingly left-handed?
And even if you were on a real account, you're still counting ticks incorrectly. You need to use CopyTicks()/CopyTicksRange() (as you were advised) to catch all ticks.
Well, read my article ATTENTIONally (as I advised you), reproduce the code and you will be lucky. Your current code is not suitable for collecting tick data.
And even if you were on a real account, you're still counting ticks incorrectly. You need to use CopyTicks()/CopyTicksRange() (as you were advised) to catch all ticks.
Well, read my article ATTENTIONally (as I advised you), reproduce the code and you will be lucky. Your current code is not suitable for collecting tick data.