To have the ability to import your own data in MT5 is it important for you ? - page 8

 
RaptorUK:
How do you set the ST to run "offline" ?

i am not connected to network all the time.

i guess that you can block this MT5 instance through firewall, if you need to be connected to network all the time.

but you have to stay logged in prior to 'losing' network. 

 
Ubzen:

You mentioned the buzz word "What is a tick?", so I decided to re-read the work of the contributers who came before us. Everyone had their definition of tick. Perhaps you'd like to tell the 66% (@current_votes) who voted non-critical what a tick is. If you miss a tick, it does-not necessarily mean that you missed a change in price. A tick can be as-large-as 100_pips during news time if the broker wanted.

...

I made a little script to verify : what is a tick. The script run only for some hours on EURUSD.


Only 4 ticks aren't seen as a change in bid/ask. I use MqlTick Structure to track change and only 3 values are changing (I don't trade on this platform).

3 ticks aren't a change in MqlTick structure. Not sure, I compare current tick with previous tick, if for some reason I miss a tick, this can lead for an unchanged tick next time. Ex: Tick(-2).bid = 1.30156, Tick(-1).bid = 1.30155 missed, Tick(0) = 1.30156.

I will post more significative results later.

 
angevoyageur:

I made a little script to verify : what is a tick. The script run only for some hours on EURUSD.


Only 4 ticks aren't seen as a change in bid/ask. I use MqlTick Structure to track change and only 3 values are changing (I don't trade on this platform).

3 ticks aren't a change in MqlTick structure. Not sure, I compare current tick with previous tick, if for some reason I miss a tick, this can lead for an unchanged tick next time. Ex: Tick(-2).bid = 1.30156, Tick(-1).bid = 1.30155 missed, Tick(0) = 1.30156.

I will post more significative results later.

What I am doing is counting the ticks from the Bar start and comparing that count to the tick count,  if there is a difference I treat the tick as unreliable and do not use it for any analysis.
 
RaptorUK:
What I am doing is counting the ticks from the Bar start and comparing that count to the tick count,  if there is a difference I treat the tick as unreliable and do not use it for any analysis.
Sorry don't understood. What values do you compare ?
 
angevoyageur:
Sorry don't understood. What values do you compare ?
My tick count and iVolume[0]  ( mql4 ),  if they don't agree I have missed a tick or several.
 
RaptorUK:
My tick count and iVolume[0]  ( mql4 ),  if they don't agree I have missed a tick or several.

Ok. But with Mql4, seems like tick aren't only change in bid/ask ? So Volume is not an accurate measure of change in bid/ask. I have not checked.


 
Tick=Trick,Tricky Business. Good Luck Boys.
 
angevoyageur:

Ok. But with Mql4, seems like tick aren't only change in bid/ask ? So Volume is not an accurate measure of change in bid/ask. I have not checked.

Yes,  but if you know you have a tick and have not missed a tick you can determine if Bid or Ask have changed or not since the last tick.  From the two Brokers I am currently watching,  one is Aus on in UK it seems that there s always scope to miss ticks,  so the best that can be done is work with the ticks we don't miss.

So,  did you miss a tick ?  no,  good,  did Bid change ? no, ok,  did Ask change ? no,  ok so you have a tick where Bid and Ask did not change.  

 
RaptorUK:

Yes,  but if you know you have a tick and have not missed a tick you can determine if Bid or Ask have changed or not since the last tick.  From the two Brokers I am currently watching,  one is Aus on in UK it seems that there s always scope to miss ticks,  so the best that can be done is work with the ticks we don't miss.

So,  did you miss a tick ?  no,  good,  did Bid change ? no, ok,  did Ask change ? no,  ok so you have a tick where Bid and Ask did not change.  

It makes sense that someone half way around the world from the broker's server || slow network would have significant differences in miss-ticks. Especially during fast market times.

Do you restart the trade logic when you do miss a tick?

You do realize that someone who didn't miss a tick will process normally?

Do you consider the implications of miss-ticks very important upon your approach?

How is this system of yours doing so far, is it better than the Zero-Curve?

 
Ubzen:

It makes sense that someone half way around the world from the broker's server || slow network would have significant differences in miss-ticks. Especially during fast market times.

Do you restart the trade logic when you do miss a tick?

You do realize that someone who didn't miss a tick will process normally?

Do you consider the implications of miss-ticks very important upon your approach?

How is this system of yours doing so far, is it better than the Zero-Curve?

The interesting thing is that I get fewer missed ticks from Australia than I do from the UK,  I think that is because I get fewer ticks from Australia.

I consider the implication of not knowing I have missed a tick a more of a serious concern at the moment,  but that can change.

I don't have a system yet. 

Reason: