Discussion of article "The algorithm of ticks’ generation within the strategy tester of the MetaTrader 5 terminal" - page 11

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dasmen:

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...

You must be the one who has a confusion with ticks and bars. It is written unambiguously, a tick is signalling a price change. A bar is the characteristics of prices at a certain time interval. No ticks, no bars. Everything is connected. Within the stated definitions.

As for technical indicators, it is the trader's responsibility to control, analyse and know the peculiarities of their construction. The developers do not hide anything from traders, everything is described, what a tick is, what a bar is and how indicators are calculated - take this information and draw conclusions. Moreover, if you do not like the standard indicators, you have the opportunity to create your own (including the insertion of non-existent bars, but you will have to invent them yourself). I.e. the meaning of the claims is not clear at all.

 
Prival:

well, if you are contracted to answer for 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 there are also objective reasons, not technical ?

You are in vain attributing to me functions (as well as to ticks) - which are not peculiar to me. I am neither "contracted" nor a "developer". I don't want to understand your scripts at all. It just seems to me that once again you are confusing your ideas, as it could be and reality, as it really is. Where are you trying to find the ASC in the first place? In what data field?


Besides, if my memory serves me correctly, it was stated by the developers that they are still checking the quality of the database. in these conditions, what are your reproaches then? That they are slow?

 
HideYourRichess:

You must be confused with ticks and bars. It is written unambiguously, a tick signals a price change. A bar is a price characteristic at a certain time interval. No ticks, no bars. Everything is connected. Within the stated definitions.

As for technical indicators, it is the trader's duty to control, analyse and know the peculiarities of their construction. The developers do not hide anything from traders, everything is described, what a tick is, what a bar is and how indicators are calculated - take this information and draw conclusions. Moreover, if you don't like the standard indicators, you can create your own (including inserting non-existent bars, but you will have to invent them yourself), your imagination is not limited. I.e. the meaning of the claims is not clear at all.

If the reason for misunderstanding is lack of literacy, then I will explain by way of exception: No ticks means no changes in price and it is true, but it does not mean that a period of time has not passed, and this is already a bar and other platforms successfully realise this task of skipping - Prival just pointed this out. Questions about ticks were indicated as the main derivative of these bars.... Most statistical tools are written by MQ itself using the account of time lags in a bar-by-bar manner, i.e. the whole base of these market instruments provided for traders works incorrectly. What is the trader's share of responsibility here? A trader is a consumer of a product, who is offered an instrument with certain technical parameters and the parameters must correspond to the declared ones, and the issue of compliance is the task of the product developers, not the users at all. Would you be in a similar situation if you bought a ticket from an airline for a plane, which flew several thousand kilometres and simply "missed" the landing strip by only five hundred metres - What would be your personal fault in such a situation? Would you have been happy with that situation? - Same thing here... Moreover, since we are trying to have a dialogue with MQ, we still truly believe in her.
 
HideYourRichess:

You are in vain attributing functions to me (as well as to ticks) - which are not peculiar to me. I am neither a "contractor" nor a "developer". I don't want to understand your scripts at all. It just seems to me that once again you are confusing your ideas, as it could be and reality, as it really is. Where are you trying to find the ASC in the first place? In what data field?


Besides, if my memory serves me correctly, it was stated by the developers that they are still checking the quality of the database. in these conditions, what are your reproaches then? That they are slow?

An anecdote on the subject:

Doctor: - You're about to take an IQ test.

Patient: - What is an IQ test?

Doctor: - Thank you! Test passed!)))

 

Rosh:
Давайте начнем еще дорисовывать бары для инструментов, которые торгуются не круглосуточно. Ведь цена же известна в перерывах между сессиями. 

No session, no bar - this is just a normal situation and quite another when during a session a period of time has passed and there is no bar for this period, even if the price has not changed during this period.
 
HideYourRichess:

You are in vain attributing functions to me (as well as to ticks) - which are not peculiar to me. I am neither a "contractor" nor a "developer". I don't want to understand your scripts at all. It just seems to me that once again you are confusing your ideas, as it could be and reality, as it really is. Where are you trying to find the ASC in the first place? In what data field?

Besides, if my memory serves me correctly, it was stated by the developers that they are still checking the quality of the database. In these conditions, what are your reproaches, then? That they are slow?

I hope this code won't be difficult for you to understand. 

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime& time[],
                const double& open[],
                const double& high[],
                const double& low[],
                const double& close[],
                const long& tick_volume[],
                const long& volume[],
                const int& spread[])
  {
   for(int i=0;i<rates_total;i++)
     {
      if(spread[i]==0) Print(time[i]," spread failure="",spread[i]," save whoever you can on the stock exchange panic...no aska..." );  
     }
   return(rates_total);
  }
//+------------------------------------------------------------------+

the result of running this indicator. Log.

2010.09.22 00:37:16 11(AUDUSD,M1) 2010.03.15 06:43:00 crash spread=0 save who can on the stock exchange panic...no aska...
2010.09.22 00:37:16 11 (AUDUSD,M1) 2010.03.15 06:42:00 spread failure=0 save who can on the stock exchange panic...no aska...
2010.09.22 00:37:16 11 (AUDUSD,M1) 2010.03.15 06:41:00 spread failure=0 save who can on the stock exchange panic...no aska...
.....

It is a pity that you do not want to understand anything. You confuse yourself and confuse others. Not realising what is really going on and how everything works here. I gave you the links for you, you should at least read them. But why ... You already know and imagine everything better than anyone else...

I show you the problems, give you the code that clearly indicates it. The developers see it. And they work hard to fix it. Yes, I don't agree with them on some issues, but I don't reproach them for anything. They have made a good terminal and try to make it better. I am trying my best to present my point of view on how to make it even better. Perhaps I can convince them, or at least make them think....

H.Y. He who does not do anything is not mistaken. We are all people and we are inherently wrong ... Sometimes in disputes the truth is born, but only if the disputants respect each other and try to argue their point of view.

 
dasmen:
If the reason for misunderstanding is lack of literacy, I will explain in the form of an exception: No ticks means no changes in price and it is true, but it does not mean that a period of time has not passed, and this is already a bar and other platforms successfully realise this task of skipping - this is what Prival pointed out.

For those who are especially literate, I will explain one more time, the last one. There are definitions of what a tick is and what a bar is. What is functioning now - fully coincides with these definitions. There was no tick - no changes - no bar. If there are platforms where it is implemented differently, and someone likes this implementation better - good riddance, use that platform. But to accuse MQ that they have implemented the existing model incorrectly is not right.

dasmen:
Questions about ticks were specified as the main derivative of these bars.....

Actually it should be the other way round, bars are derivatives of ticks. Try and understand that in the accepted model, a bar is not a price tag (speedometer, instrument scale, scales, etc.), which is scanned with some periodicity and transmitted to traders. Nothing to do with "industrial" methods of measurement. A bar is an event that is not tied to periods. And it corresponds to what the "broker" sees from the other side of the server, the quotes flow is also not tied to periods.

Fools, understand first how the market works, don't approach it with the philistine measures of a bakery shop.

dasmen:
The majority of statistical tools are written by MQ itself using the account of time lags in a bar-by-bar manner, i.e. the whole base of these market tools provided for traders works incorrectly.

You have wrong ideas about how everything works.

dasmen:
What is the trader's share of responsibility here? A trader is a consumer of a product, who is offered a tool with certain technical parameters and the parameters must correspond to the declared ones and the issue of compliance is the task of the product developers, not the users.

The trader's responsibility is simple - he should not be an idiot, since he is engaged in speculation, but should first investigate the question of how everything works in reality. And he should build his strategies accordingly. Moreover, everything is described and made available to the public.

dasmen:
You would be in a similar situation if you had bought a ticket from an airline for a plane that flew several thousand kilometres and simply "missed" the landing strip by only five hundred metres - What would be your personal fault in such a situation? Would you have been happy with that situation? - Same thing here...

It's not that the analogy is lame, it's false.

dasmen:
Furthermore, since we are trying to have a dialogue with MQ, we still believe in her wholeheartedly.

What are you talking about? You're not trying to have a dialogue, you're trying to impose your own opinion. The opinion of a marginalised minority. I'm against it, I'm fine with it the way it is.

 
Prival:

I hope this code will not cause you difficulty in understanding.

I hope you realise that when speaking about ASC you actually mean spread? So you should put the question in this way, that in some bars the spread is equal to 0 - what does it mean? And can this 0 be interpreted as constancy of the spread from the last known value? And will this be changed in the future?

Prival:

It is a pity that you do not want to understand anything. You confuse yourself and confuse others. You have no idea what is really going on and how everything works here. I gave you the links for you, at least you should read them. But why ... You already know and imagine everything better than anyone else...

Well, what to do? I think that you did not read your links or did not understand what is written there. That's how we live.

 
HideYourRichess:

The trader's responsibility is simple - he should not be an idiot, since he started speculating, but should first investigate how things really work. And he should build his strategies accordingly. Moreover, everything is described and made available to the public.

+1 :)
 
HideYourRichess:<br/ translate="no">
The responsibility of a trader is simple - he should not be an idiot, since he started speculating, but should first investigate how everything works in reality. And he should build his strategies in accordance with it. Especially since everything is described and made available to the public.

I wrote for a long time. Then I erased it all. I just highlighted the key phrases. I'm not an idiot, I've researched the issue quite well. I know how it works. Except there's one thing wrong with that. "everything is described and shared..." here for some information bans are handed out and deleted immediately. Ask Roosh, he knows. And will tell you ... if he wants to.

and I'll give him +10 for it, what's the big deal +1 ))

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