Price Spike Filtering

MQL5 其它 咨询 C++

指定

Sometimes the price quotes are mistakenly jump due to a system error. Such a spike may lead to Stop Loss or Take Profit wrong execution etc. Therefore, in case of too big gap between prices, we need to exclude those quotes from the feed. The module should allow us to define the gaps, the minimal time period for such gap, etc. In addition for filtering the "wrong" quotes, the module should notify us (via SMS, Telegram, email, etc.) regarding the situation and keep a record on a log file. 

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