Previous bar ticks - page 3
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Gordon, it is what i need to have you here.You said The primary logger sits on a server that's near the broker.
The link that you gave is just ticks saver. But my goal is server. Can you explain how to get ticks right from the server, not a from
MT4 platform. Or do you know some even better source than server.
I don't have a 'MT4 Server'... I just have the Tick Logger EA running in a normal MT4 Client Terminal on a Server (just a normal Win2k3 server).
If you want quotes directly from the Broker's server, you have 2 options:
Is there way to get to liquidity provider data?
Not unless u r an institutional client. Most retail platforms don't have this. As I said - open a brokerage and you'll have access to anything you want.
Do MT4 platform directly access server or it goes through broker who somehow controls the data running from the server to the MT4?
<<Dear Sir,
There is no filtering algorithms, and you can have all the ticks and instruments . Just right click on your market watch window and choose "show all "
>>
Would be good to check what she says but I do not know how.Maybe to compare to few other platforms but it is a relative not exact result.
I emailed to my broker and this is what she replied
<<Dear Sir,
There is no filtering algorithms, and you can have all the ticks and instruments . Just right click on your market watch window and choose "show all "
>>
Would be good to check what she says but I do not know how.Maybe to compare to few other platforms but it is a relative not exact result.
Don't believe everything your broker tells you.
Don't believe everything your broker tells you.
Sure, you are right.I'd be interested to know your findings, but I've just done a quick test myself. Decent server specification; 3ms latency to the broker (demo account); one instance of MT4; nothing running in MT4 apart from a very simple EA for counting ticks. The EA couldn't really be much simpler or faster, but it's still missing ticks compared to Volume[0], particularly when volume rises above an average of 1 tick per second. Examples of Volume[0] vs ticks for the last few minutes on EURUSD are 72/67; 77/73; 83/82; 78/73; 84/73.
- Server near the broker - 512mb Core-Duo Win2k3, which had a few Terminals running (trading), latency about ~4ms and no drops - Avg of ~95% logged ticks of Volume[].
- Home computer - 2gb Quad-Core WinXP, with nothing running but the test Terminal, latency about ~450ms and about 13% drops (yeah, I know, horrible connection) - Avg of ~67% logged ticks of Volume[].
The home computer logged about 25% less than the server (usually it's about 20% less) - no surprise, given the horrible connection. But I did not like the 'discovery' that I had only received 95% of the ticks on the Server. While contemplating about this, I thought maybe something was wrong with Volume[]...? Then I thought maybe I'd compare Volume[] in the 2 logs... I was shocked to find that Volume[] in the 2 logs was far from identical!Here's an example histogram of the diff in Volume[] between the 2 logs (I made sure there are no missing M1 bars in that data samples and that the minutes align):
So I don't know what to make of this... Again, the 2 Terminals were connected to the same account and IP (so to the exact same MT4 Server). This reminds me of many questions I had in the past about how the data-stream works in MT4, but never got properly answered: https://www.mql5.com/en/forum/120639, https://www.mql5.com/en/forum/102682, https://www.mql5.com/en/forum/122612... etc.
Any thoughts?