Substantive clearing????
Mihail Marchukajtes:
And I can't figure out if it's the stock exchange that rules the story,
Can someone please explain? Thanks in advance!
I recommend to open a tick chart in clearing (before clearing), and put bid ask and last on it. Perhaps this will clarify the situation for you.
Colleagues welcome,
What is clearing? I understand that bidding is stopped to balance buyers and sellers by overlapping interchangeable trades, as an example. The essence of it is to clarify the trades that took place during the trading session. However, what does the exchange do if several trades were not accounted for in the trading process and the balance does not break? That is, in the process of clearing, they counted and found that a couple of contracts were lost. WHAT does the exchange do? Does it change the history of the traded session in the volume area? Can someone explain on the fingers?
The exchange does not change anything and trades are not lost. Exchange trading history is only available for the current session.
In clearing, for open positions are recalculated variation margin (accrual of profits or losses), recalculated collateral.
And other technical things.
The history that you get through MT5 is collected and stored at the broker.
Many times I saw a situation when in the current session in MT5 there were quotes, and then was not present in the history the next day, and vice versa.
In addition, the direct connection to the exchange, there are quotes that were neither in MT5 nor in the history in MT5.
So, about the validity of the history in MT5, you need to contact the broker.
Exchange
Many times I have seen the situation when in the current session in MT5 there was a quote that was not in the history the next day, and vice versa.
I dont know what to do with this kind of exchange. ( I am spinning all I want. ---- most likely, they have such a proverb).
They came out of the 1988 papers. I was on top of it myself.
To be honest, that was the reason why I switched from Alpari, because they were cheekily changing the quotes on history. It was enough to change a couple of points of any of the bar parmeters on the weekly history and voila, the TS was falling apart. I found these changes on the history about 5 times, corrected them (MT4 could do it) and TS signals fell into place. So I did it a few times to be sure of my assumption and after that Alpari was screwed. I don't know whether I should send them the same way, because it's a real swinch on their part. They know for sure that these changes are not visible to the eye, but for the TS based on neuronke, especially when it was trained on the same data, and then it was corrected and the signals do not work. I didn't expect that from you Opener, I didn't expect that from you... Shame on you!!!
And the interesting thing is that the correction is deep enough in the history, I think within 1-2 weeks, otherwise why such a big error in the divergence at the moment, this error has time to accumulate during this time. I think that all good is MT5, but why haven't the developers thought about this security aspect?
There is only one way out: write your own history and use it ONLY for drawing the input data, that is why MT5 becomes less important :-(
As I felt that in addition to OI and delta you need to collect the real volume yourself. But if it comes to collecting the parameters of the bar itself, then it does not fit in any way and Open in this case will really fall down in my eyes..... I would like to see what about the direct connection to the exchange for fuck such brokers ....
To be honest, that was the reason why I switched from Alpari, because they were cheekily changing the quotes on history. It was enough to change a couple of pips on any of the bar parmeters on a week's worth of history and voila, the TS was falling apart before my eyes.
How could the system be so unstable? A couple of pips is nothing. Or do you trade on ticks with an tp of a few pips?
As I felt that in addition to OI and delta you need to collect the real volume yourself. But if it comes to collecting the parameters of the bar itself, then it does not fit in any way and Open in this case will really fall down in my eyes..... I would like to see the direct connection to the exchange, because they do not give a fuck about such brokers....
I should have seen some "freezing" of quotes for some instrument from a few seconds to several minutes in Otkritie, while the quotes for other instruments were coming, i.e. the problem was not in the connection.
Because I need a continuous stream of quotes without omissions I decided to switch from MT5 to a direct connection.
I collect the necessary quotes myself and then test the trading algorithms.
How can a system be so unstable? A couple of pips is nothing. Or do you trade on ticks with a couple of pips?
In Otkritie on MT5 there was a "freezing" of quotes for a certain instrument from a few seconds to several minutes, while quotes for other instruments were coming, i.e. the problem was not with the connection.
Because I need a continuous stream of quotes without omissions I decided to switch from MT5 to a direct connection.
I collect necessary quotes myself and then test trading algorithms.
The matter is that quotes for low liquid instruments may not appear for several minutes. I solved this problem by writing zero values at the end of each minute or the previous one without changes in the text file.
And how have you arranged the direct connection? How much does the service cost? That is, you opened an account directly on the exchange? I'm also thinking of doing so....
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Colleagues welcome,
What is clearing? I understand that bidding is stopped to balance buyers and sellers by overlapping interchangeable trades, as an example. The essence of it is to clarify the trades that took place during the trading session. However, what does the exchange do if several trades were not accounted for in the trading process and the balance does not break? That is, in the process of clearing, they counted and found that a couple of contracts were lost. WHAT does the exchange do? Does it change the history of the traded session in the volume area? Can someone explain on the fingers?
I am asking why. I had 3 errors on the history in the morning after optimization, but after clearing the number of errors increased to 5 it feels like they have tweaked the history. The matter is that I use quote-dependent data and with any change of history the final result at zero bar changes significantly. As an example, I calculate the AD indicator, which uses a real trading volume and starts to be calculated from a certain bar of history, so if the history changes the volume of the bar at least by one unit, then the difference will be significant to the zero bar. And with each clearing, the error becomes larger and larger. And I can not understand, or this exchange rules the story, or I have a crooked calculation. Can someone explain clearly? Thanks in advance!