Discussion of article "The algorithm of ticks’ generation within the strategy tester of the MetaTrader 5 terminal" - page 10

 
Renat:

Prival, you watch your language, please.

Don't forget that we go through all this in practice and implement it, and you are jumping into the bushes when trying to transfer the conversation to the real rails of implementation. Your thoughts about playing in tick noise and analysing it are complete nonsense.

Besides, you don't shy away from blatantly lying in public statements on technical issues, apparently reserving the right to say "oh, I/you must have misunderstood/and". Your "mistakes" completely discredit those rare moments of correct theoretical research that you make here.

Well, people tend to accuse others of their own shortcomings... If Prival poses a technical question, it is natural to hear a technical answer, not an explosion of emotions - this is just not an argument....Again the question arises by itself - if Metaquoks hide both ticks and history of ticks - as the received tick without its confirming history is only a visual effect to decorate the platform and then we should say that there is no tick space for users in the Metaquoks product. Then again the question arises - What is the purpose of the described tick generator and why was it necessary to create it? Why is it necessary to allow forum comments on this thread? This is your own proposed format, in the context of which you are changing the format of communication established by you - moving from discussing technical issues to expressing personal irritations.

 
Prival:

enlighten me. maybe we really don't understand each other here.....

Just please, that we would talk and understand each other, read the textbook, I made you a selection that would be more convenient and faster from the MQL textbook.

here about tick https://book.mql4.com/ru/basics/common

this is a glossary of terms https://book.mql4.com/ru/appendix/glossary

here's where the holes come from https://www.mql5.com/ru/articles/1407.

That's a great collection of material. It's very good, it'll give you something to build on. But it seems to me that you have not read it yourself. Although, actually, there is nothing to argue about. It is written everywhere that a tick is a price change signal. It comes when it pleases. There are periods of time when there are a lot of them, and there are periods when there are none at all. Well, the price does not change, so there are no ticks. Therefore, inserting fictitious bars where there were no bars and no price changes is a modification of the tick concept. It is no longer a tick in the sense that it is used in the terminal.

Therefore, it does not seem to me legitimate to accuse MQ that they do not work with ticks correctly. Everything is within the framework of the general policy that exists on the Russian forex market. There is a provider of quotes, he supplies this information.

The issue with the loss of ticks, I understand, is a vanishing fraction of per cent, if the connection is good and the computer does not slow down, this issue is not unambiguous. The quality of connection and computer quality is the client's responsibility, not the data provider's.

 
dasmen:

If Prival asks a technical question, it is natural to hear a technical answer.
What technical question?
 

HideYourRichess:
Какой технический вопрос? 

Well, reread the previous posts and the miracle of understanding the context will visit you. It is such a separate joy for others - to have such a manner of communication in the habit - and otherwise it is called respect and since it was not expressed, I will henceforth be mutual....
 
HideYourRichess:

It's a great collection of material. It's very good, it'll give you something to build on. But it seems to me that you haven't read it yourself. Although, actually, there is nothing to argue about. It is written everywhere that a tick is a price change signal. It comes when it pleases. There are periods of time when there are a lot of them, and there are periods when there are none at all. Well, the price does not change, so there are no ticks. Therefore, inserting fictitious bars where there were no bars and no price changes is a modification of the tick concept. It is no longer a tick, in the sense that it is used in the terminal.

Therefore, it does not seem to me legitimate to accuse MQ that they do not work with ticks correctly. Everything is within the framework of the general policy that exists on the Russian forex market. There is a supplier of quotes, and he supplies this information.

The issue with the loss of ticks, I understand, is a vanishing fraction of per cent, if the connection is good and the computer does not slow down, this issue is not unambiguous. Connection quality and computer quality are the responsibility of the client, not of the data provider.

There is some strange confusion in the concepts of tick and bar.....If there was no tick of price change, in any case the price was not unknown where, it means that the bar corresponding to this time interval should be not only formed, but also ready to be used in the system, otherwise technical indicators,for example, to calculate Moving Averages are considered by distorted input data, not by those for which it is set by the trader, that is, such indicators begin to count not the period for which they are set, and for technical analysis it is a fundamental error... MQs do not form such a bar, which leads to errors in analysis... Prival spoke about it and he was right.... About ticks and the type in which they are used in a separate context in the dialogue - it's not the same thing...

 
Let's start drawing bars for instruments that are not traded around the clock. After all, the price is known between sessions.
 
Rosh:
Let's start drawing bars for instruments that are not traded around the clock. After all, the price is known between sessions.

Don't do that. Maybe another criterion would be better. If I can enter the market at a given minute on the real market. Then I should also have this opportunity on the history... it seems logical and correct to me.

And the situation when there is no trade on the instrument, no price, what to draw there? there was really no price, there was neither ask nor bid.

And now there is both ask and bid, is a hole because there was no tick, there was no price change (change of ask and (or) bid) ... a little bit not logical.

H.Y. You know that traders suffer with bar synchronisation, if there are holes.

 
dasmen:
Well, reread the previous posts and the miracle of understanding the context will visit you. It is such a separate joy for others - to have such a manner of communication in the habit - and otherwise called respect and since it was not expressed, I will henceforth be mutual ...
It's not a technical issue, there was. This is some sort of "MQ vs traders" conspiracy theory. How exactly the tick generator functions in the tester is described in the article. It is shown that discrepancies in the characteristics that are controlled (OHLCV minutes) are minimal. Prival is talking about something else, about "do it the way I think is right". To which the developers reasonably reply, "no, it will not be so, because there are many objective reasons not to do so".
 
HideYourRichess:
It's not a technical question, there was. This is some kind of conspiracy theory "MQ against traders". How exactly the tick generator functions in the tester is described in the article. It is shown that discrepancies in the characteristics that are controlled (OHLCV minutes) are minimal. Prival is talking about something else, about "do it the way I think is right". To which the developers reasonably answer, - "no, it will not be so, because there are many objective reasons not to do so".

Well, since you are contracted to answer for the developers. here is my post I give a direct link to it https://www.mql5.com/ru/forum/1031/page7/#comment_19983.

There is a stupid question ASK where to go ? Will you answer ? Or are there also objective reasons, not technical ?

Обсуждение статьи "Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5"
Обсуждение статьи "Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5"
  • www.mql5.com
Обсуждение статьи "Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5".
 
Rosh:
Let's start drawing bars for instruments that are not traded around the clock. After all, the price is known between sessions.

Why not?

No trading, no ticks, but the price is there. Open=H=L=Close.