Pair trading and multicurrency arbitrage. The showdown. - page 66

 
Maxim Kuznetsov #:

with a history feed of different instruments.

Sometimes after loading or switching TFs you need to press Refresh separately.

and in general it has the right to glitch, it is 3 days old :-)

I don't know how your indicator is built, but as a suggestion (maybe it will give you an idea how to fix it). request the available number of bars on the desired symbols, this will start the process of downloading history (at once the data on all symbols will probably not be available and the indicator can not keep the flow). make such requests periodically until you are sure that the data on all symbols are available to the desired depth, then you can easily build everything you need.

bars may not coincide in number on different symbols (missing bars), but this is probably already solved by filling in the values of the previous bar.

I did it a bit differently, but not for the same purposes, I used a script to download and synchronise symbols and dump them into a file, and the indicator read the file and filled the buffers. the solution is wooden, of course, but it works (then I just got tired of fighting with synchronisation and swapping of many symbols).

 
Andrey Dik #:

I don't know how your indicator is built, but as a suggestion (maybe it will give you an idea on how to fix it). request the available number of bars for the desired symbols, this will start the process of downloading history (at once the data for all symbols will certainly not be available and the indicator can not keep the flow). make such requests periodically until you are sure that the data for all symbols are available to the desired depth, then you can easily build everything you need.

bars may not coincide in number on different symbols (missing bars), but this is probably solved by filling in the values of the previous bar.

I did it a bit differently, but not for the same purposes, I used a script to download and synchronise symbols and dump them into a file, and the indicator read the file and filled the buffers. the solution is wooden, of course, but it works (then I just got tired of fighting with synchronisation and swapping of many symbols).

I wrote above that "for other purposes", it is faster and more convenient to dump everything into any TSDB and analyse time-series in peace.

 
Maxim Kuznetsov #:

I wrote above that "for other purposes", it is faster and more convenient to throw everything into any TSDB and calmly analyse time-series.

Well, yes, when I had to do this, the databases were not yet in MT5.

 

distribution of elephants (local and non-beneficial conclusions)

The cumulative change in gold prices is a guide, i.e. it occurs earlier.

To be more precise, it is detected more easily and can even take place a session earlier.

 
Maxim Kuznetsov #:

is a guide

What's the conclusion? Extremes are at the same places.
 
Maxim Kuznetsov #:

giving away elephants (localised and unhelpful conclusions)

cumulative change in gold prices is a lead, i.e. it occurs earlier.

To be more precise, it is detected more easily and can even take place a session earlier.

Are prices in tugriks or koins?
 
secret #:
What's the conclusion? The extremes are in the same places.

For example, when there is a turn in Asia, this extremum is almost invisible on a single EURUSD chart.

The volatility or the current slope has changed slightly, on the verge of visibility. But the trend is already everything, and it will become obvious later.

 
Aleksey Nikolayev #:
Are the prices in tugriks or koins?

There are percentages

 
Maxim Kuznetsov #:

there's interest

Interest on what?
 
Aleksey Nikolayev #:
cent of what?

A percentage is a very professional cent, pro cent :-)