how can i get the 100 millisecond chart ??? - page 2

 
McGene4xPro:
[....] So do you know any way i could set it to second chart.
You need to modify the code to do this... It shouldn't be too hard. But again, I think you are wasting your time...
 
gordon:

It doesn't work like that... Latency is the round-trip time between your Terminal and the broker's server. This does not rely on any specific broker! It relies on the physical connection between your computer and the broker's server. In rough terms - the closer they are physically, the lower the latency (due to a lower number of gateways/switches and shorter transmission lines between the two).

So to lower your latency, u need to get a broker with a server physically as close as possible to your computer. Obviously the best way to do this is to trade from a VPS/Dedicated-Server that is physically near your broker or maybe even located in the broker's IT center (some brokers even give VPS accounts for free).


p.s. Some people on this forum have a different definition of latency - they add the broker's execution time to latency... Personally I think that's a different subject, especially since that is something that is not under your control (in practical terms... I mean it's just not practical to compare broker's execution times...).


very useful information, thank you for sharing. However, when i did pingtest to test speed to the internet server it was around 20ms so i am assuming internet connection latency to a broker in NY will be around 100ms. and this is acceptable for my strategy. If i am going to Dukascopy, this would be longer.


Actually, i am from those people that define latency as time passed from order sent from my computer to be filled. However, i agree, some latency circuits we cannot control too much..

thank you for sharing..

 
 
McGene4xPro:

very useful information, thank you for sharing. However, when i did pingtest to test speed to the internet server it was around 20ms so i am assuming internet connection latency to a broker in NY will be around 100ms. and this is acceptable for my strategy. If i am going to Dukascopy, this would be longer.

Don't assume anything, you can measure this quite accurately. First find your broker's IP address (serious brokers will have this mentioned on their website, or see here for how to find it -> https://www.mql5.com/en/forum/122800). Note that most brokers have more than one IP address, so find them all.

Next use ping.exe and tracert.exe to check latency and hops to your broker's server (Google it if u don't know how... there are many guides floating around).

 

now i am going to test using the second charting and automate my startegy on amibroker

esignal---> amibroker---> API dukascopy


Do you think which is better, Multichart or amibroker??


I have downloaded multiping so once market opens, i will test latency for connection to some relevant broker servers


thanks

 

McGene4xPro wrote >>

Do you think which is better, Multichart or amibroker??

Have very little experience with these, so have no opinion... But what are u doing here if u r not using MT4?
 

:), i am still using MT4 and i started from this point that how could i achieve the 1s time chart in MT4. Then i am now convenced that if i am going to do this with MT4,i might be lagging more than one second :). so not worthy to do it. So,, i moved to searching using another charting and execution platform... that is it..


but your opinion and shared info is highly appreciated..

 
csebastian:

Well, nice link, but is not for us ... even thou some of us we would like to think as "algo traders", we're very far away from that ...

When I say "us", I mean the MetaTrader users of course ... MT is for retail customers, when we talk about ultra-high-frequency-low-latency-algorithmic-trading (or whatever would you like to call it), you need some other technologies. Multi-ECN connections, clearing houses, collocation sites, custom build servers, high efficiency algorithms, and so on ... btw, did you know that a ultra-low-latency router can set you back around $800k?

Anyway, I digress, 100ms is absurd, when you talk about time based charts, the OHLC-V type chart is implied, so, imagine how a 100ms chart is gonna look?

Maybe you are better of with a tick chart, that's more appropriate.

And, for a little test, you should check your ping time with your preferred broker. For my connection, for example, on most of brokers tested I get around 150ms latency on average (only with one I've got around 70ms - 52ms at best). Plus, all MT brokers filter the feed, not to mention the packet losses on the way ... you will not get all the ticks, that's for sure.

Well, there is a case when your 100ms chart can somewhat work, if you collocate a server in the same data-center as your broker (or somewhere nearby). But is kind of useless, in my opinion.


Now i am back to be more modest in my goals :). i would like to have a customizable "seconed" teme frames. Something between 10 seconds to 50 seconds. How can i achieve that. Using period converter also?


Please help.

 

Any updates on millisecond or 1s chart.

Any more update on low latency platform

 
johnnybegoode:

Any updates on millisecond or 1s chart.

Any more update on low latency platform

Still irrelevant in MT4. AFAIK, there are no retail "low latency" platforms.
Reason: