BookEvent event calculation and Tester Genetic Algorithm

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Hello there!

1) Could somebody tell me what exactly triggers BookEvent? Does it use volumes of buy vs sell orders and if yes how to obtain those programatically in real time? Is it fair to say that this event only relevant to current tick(time)? How often on average does this event occur?

2) Also, I was wondering if neural network is used in tester's genetic algorithm, if it is, could somebody describe it here, layer-count, type, some logic etc. Maybe even a drawing! If there is no ANN then never mind. 

Thank you

Burton

Documentation on MQL5: Standard Constants, Enumerations and Structures / Trade Constants / Trade Orders in DOM
Documentation on MQL5: Standard Constants, Enumerations and Structures / Trade Constants / Trade Orders in DOM
  • www.mql5.com
Standard Constants, Enumerations and Structures / Trade Constants / Trade Orders in DOM - Documentation on MQL5
 
Burton:

Hello there!

1) Could somebody tell me what exactly triggers BookEvent? Does it use volumes of buy vs sell orders and if yes how to obtain those programatically in real time? Is it fair to say that this event only relevant to current tick(time)? How often on average does this event occur?

2) Also, I was wondering if neural network is used in tester's genetic algorithm, if it is, could somebody describe it here, layer-count, type, some logic etc. Maybe even a drawing! If there is no ANN then never mind. 

Thank you

Burton

I'm asking thesame question also. Please, let someone reply
 
I know everybody is busy with the championship and all, but please take a couple of minutes to help not one, but two people. I know my questions are quite specific, however, somebody must know the answers. I don't believe nobody is using DOM in their trading strategies or do not know how exactly their EAs are optimized.
 
Burton:

Hello there!

1) Could somebody tell me what exactly triggers BookEvent? Does it use volumes of buy vs sell orders and if yes how to obtain those programatically in real time? Is it fair to say that this event only relevant to current tick(time)? How often on average does this event occur?

2) Also, I was wondering if neural network is used in tester's genetic algorithm, if it is, could somebody describe it here, layer-count, type, some logic etc. Maybe even a drawing! If there is no ANN then never mind.

1. Please refer to documentation:

BookEvent

The BookEvent event is generated by the client terminal after the Depth Of Market is changed; it is processed by the OnBookEvent function. To start generation of BookEvent for the specified symbol, it is necessary to subscribe the symbol to this event by using the MarketBookAdd function.

To unsubscribe from BookEvent for a specified symbol, it is necessary to call the MarketBookRelease function. The BookEvent event is a broadcasting-type event - it means that it is sufficient to subscribe just one Expert Advisor for this event, and all other Expert Advisors that have the OnBookEvent event, will receive it. That's why it is necessary to analyze the symbol name, which is passed to a handler as a parameter.

This event is connected with changes in the depth of market. Nobody can tell how often it occurs, it behaves just like the price flow.

2. No neural networks, for more details refer to the client terminal documentation

 

Thank you, Alexx! The links are spot on! Couldn't find them on my own, silly me. Thanks again!


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