Substantive clearing???? - page 2
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The point is that quotes for low liquid instruments may not be available for a few minutes. I solved this problem by writing zero values at the end of each minute or the previous one without changing in a 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 to do so....
You will still have to open an account with a broker, as he will keep your balance. The Exchange does not work directly with individuals.
Direct connection is by Plaza for now. Connection arrangement is 4500 rubles for a full account. Monthly fee 4500 p. goes to exchanger.
Robot is located on VPS in the colocation zone. Robots need to write yourself or use third-party software, the list is on exchanger site.
VPS prices start from 4500 p. for minimal linux configuration.
I also took VPS service from broker.
Total monthly fee for connection + VPS is about 10000 p.
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.
Have you had "freezing" for several minutes on what section? And when (year ago, month)?
In which section did you have a "freeze" for a few minutes? And when (a year ago, a month)?
Derivatives market, observed earlier this year.
A futures market, observed earlier this year.
You have something wrong with your computer.
There have been no problems with quotes in MT5 since 2013.
There were problems with brakes when placing orders!
Is the broker Open or BCS?
And how do you collect quotes yourself if you do not have the Plaza II connector ?
There is something wrong with your computer.
There have been no problems with quotes in MT5 since 2013.
There were problems with brakes when placing orders!
Is it Otkryvashka or BKS broker?
I observed it on otkryvashka.
Probably something with the computer, but in Quicksilver on the same computer everything is OK.
Observed on the opener.
Probably something with the computer, but in Quick on the same computer everything is OK.
If I, and others, don't have skips and you do, then someone has a software (hardware) problem.
Probably us...
And how do you collect quotes yourself if you don't have a Plaza II connector ?
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 it to me on the fingers?
I am asking why. I had 3 errors on history this morning after optimization, however 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? Thank you in advance!
Nothing is lost at the Exchange!
Not a single order, not a single transaction!
What do you mean by errors?
If you do, there is no new module in MT5 to calculate GOs when placing orders and entering trades,
so during clearing and in the morning, the MT5 server checks the state of funds.
If I, and others, have no skips and you do, then someone has a software (hardware) problem.
Probably us...
And how do you collect quotes yourself if you do not have a Plaza II connector?
Why not, I have a Plaza II connector, a direct connection implies just that.
I have no problems with freezing on low-liquid instruments, at Magnit, the minute bars are missing because there were no trades during the minute, may be that is the problem?
As for the error in the balance, I don't have any problem with correcting the candlestick's parameters or volume on the history, as a result the current indicator values are lower than the initial ones that the model was built on.
What about the error I have when I train the NS it displays a parameter such as "I don't know" and the optimizer gave 2 such answers during the training period. I put the model in MT5 and there count the number of "I do not know" and MT5 says that the same 2, but after clearing this figure starts to grow and the more clearing has passed since the training, the greater this parameter. How is that, because the history does not change, that is exactly what is bothering me in this case. I do not know how to change the direction of the signal arrows or how they begin to be absent from the place where they were before clearing. I don't argue maybe the problem is in my hands but the exact same trick was in Alpari, when I checked the history I found changed the values of bars, changed them to those that I had in my training and everything fell into place. My entries are just quote-dependent (so the model works better) and if I change the value of any bar by one point, by the end of the training period the error is accumulated and leads to changes in signals.
I have no problems with freezing on low-liquid instruments, at Magnit, the minute bars are missing because there were no trades during the minute, may be that is the problem?
As for the error in the balance, I don't have any problem with correcting the candlestick's parameters or volume on the history, as a result the current indicator values are lower than the initial ones that the model was built on.
As for the errors, when I train the NS it displays a parameter such as "I don't know" and the optimizer gave 2 such answers during the training period. I put the model in MT5 and there count the number of "I do not know" and MT5 says that there are the same 2, but after clearing this figure starts to grow and the more clearing has passed since the training, the greater this parameter. How is that, because the history does not change, that is exactly what is bothering me in this case. I do not know how to change the direction of the signal arrows or how they begin to be absent from the place where they were before clearing. I don't argue maybe the problem is in my hands but the same trick was in Alpari, when I checked the history I found changed the values of bars, changed them to those that I had in my training and everything fell into place. My entries are just quote-dependent (so the model works better) and if I change the value of any bar by one point, by the end of the training period the error is accumulated and leads to changes in signals.