From theory to practice - page 811
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How did you find 3600? Find it the same way in another DC.
I'm taking data by DDE, with a sampling rate = 1 second, i.e. in case of maximum flow density, I have 3600 ticks=1 hour. As soon as I switch to OnTick(), everything will break immediately. I'm sure of it.
Vladimir, I think you've already answered this question - but it's impossible to find anything in this thread...
Therefore, please help me with the answer.
At what frequency of ticks reading, on the average for different brokerage companies, is their number the same per day (week, month...)?
I think you said 1 time per 3 seconds... Is it true?
The number of ticks will not be the same per day (even after averaging across currency pairs and ACs). There is a quite noticeable dynamics by days of the week. The activity is most low on the 1st and 2nd day of the trading week, on Wednesday it increases, on Thursday and Friday it does not change comparing to Wednesday. This has been observed on many weeks.
The same number of ticks will not be the same per day (even after averaging over currency pairs and brokerage companies). There is a quite noticeable dynamics by days of the week. The activity is low on the 1st and 2nd day of the trading week, on Wednesday it increases, on Thursday and Friday it stays almost the same in comparison with Wednesday. This has been observed on many weeks.
Okay. I have calculated from your table that over the week the average frequency of arrival of 1 tick = 1.39 sec.
Does it mean that if I forcibly set reading time = 1 sec., then I can be sure that my TS will work in any brokerage company? Or each user will have to adjust it for his specific quote provider?
Dimitri, I'm guessing that you work with tics, all of them. You cherish and nurture them.
Looking at the table given by Vladimir, can you explain why there is such a huge difference in the number of ticks in different DCs?
Let me explain - why I need it.
I am working with ticks now. If I will give my TS to someone and this person will connect it via my brokerage company, it won't work because of different ticks.
So what is the solution? To the exchange?
I can, of course. I'll reply in a PM to A_K.
Sometimes forex is fascinating... People have a toy for themselves - you can't tear yourself away.
For the dumb, there are gambling machines.
I can, of course. I'll text you on the A_K.
Yeah. Yeah, I started this conversation for a reason...
Problem solved, no matter what anyone says. But how do I distribute it to those who are suffering? After all, even if I upload the ready-made Grail, it won't work for most people because of the different ticking threads. I'll get stabbed to death. А?
Yeah. Yeah, I started this conversation for a reason...
Problem solved, no matter what anyone says. But how do I distribute it to those who are suffering? After all, even if I upload the finished Grail, it won't work for most people because of the different ticking threads. I'll get stabbed to death. А?
Well, organize a PAMM-account in a decent brokerage company with good conditions for investors. This will allow not to blow the TS and earn by an order of magnitude more.
This is all in the presence of the TS, of course.
I take data by DDE, with sampling rate = 1 second, i.e. in case of maximum flow density, I have 3600 ticks=1 hour. As soon as I switch to OnTick(), everything will break immediately. I'm sure of it.
So, organise a PAMM account in a decent brokerage company with good conditions for investors. This will allow you not to blow the TS and earn by an order of magnitude more.
This is all in the presence of TS, of course.
Yes, yes, I have to think...