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pontuso5
376
pontuso5 2013.12.17 09:10 

Hi


Is there any maximum time a tick can last before a new one comes up?


Is there any difference if having timeframe M1 then H1, does a new bar count as a tick?

Ubzen
5394
Ubzen 2013.12.17 09:18  
pontuso: Is there any maximum time a tick can last before a new one comes up?Is there any difference if having timeframe M1 then H1, does a new bar count as a tick?
(Simple Answer) A tick is a change in Bid or Ask.
Ovo Cz
3049
Ovo Cz 2013.12.17 10:01  

Regarding the time: The tick quotes can be valid even for minutes (during non-trading hours), on the other hand they may turn invalid even before they arrive - in such case you will fail to place an order or you get different price, depending on the broker's settings.

The interval between ticks should respect internet delay and jitter, so do not expect more than 5 updates in a second.

The new bar never starts without a tick.

BTW, I myself ignore "ticks" which do not change candle volume, but it is not common approach.

Simon Gniadkowski
Moderator
17994
Simon Gniadkowski 2013.12.17 10:10  
Ovo:


BTW, I myself ignore "ticks" which do not change candle volume, but it is not common approach.

This sentence confuses me somewhat, how does a tick occur that isn't counted as part of the candle's tick count (volume) ?
Ovo Cz
3049
Ovo Cz 2013.12.17 10:14  
RaptorUK:
This sentence confuses me somewhat, how does a tick occur that isn't counted as part of the candle's tick count (volume) ?

How? I do not know, but I can see dozens of them in a log, mainly after a terminal start. You get them for example if you right-click the chart and choose Refresh, or if you attach another indicator.
Simon Gniadkowski
Moderator
17994
Simon Gniadkowski 2013.12.17 10:37  
Ovo:
How? I do not know, but I can see dozens of them in a log, mainly after a terminal start. You get them for example if you right-click the chart and choose Refresh, or if you attach another indicator.
Ah OK, thanks for the clarification.
Ubzen
5394
Ubzen 2013.12.17 10:56  
RaptorUK: Ah OK, thanks for the clarification.
Did you test this ... or are you just going along?
Ovo Cz
3049
Ovo Cz 2013.12.17 11:02  
ubzen:
Did you test this ... or are you just going along?


He trusts me :) But a typical log after I attach an indicator looks like:

2013.12.17 11:35:34 TRACE: BEGIN start()
2013.12.17 11:35:34 DEBUG: Tick processed.
2013.12.17 11:35:34 WARN: Returning from start() with: Trading account changed
2013.12.17 11:35:34 DEBUG: Forced indicator reset.
2013.12.17 11:35:34 DEBUG: Short indicator name is Tickbar(58) "DE30,M4"
2013.12.17 11:36:17 DEBUG: Forced init() returns No error
2013.12.17 11:36:17 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: No error
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:19 TRACE: BEGIN start()
2013.12.17 11:36:19 DEBUG: Tick processed.
2013.12.17 11:36:19 DEBUG: Returning from start() with: Tick with no volume.
2013.12.17 11:36:19 TRACE: END start()
2013.12.17 11:36:20 TRACE: BEGIN start()
2013.12.17 11:36:20 DEBUG: Tick processed.
2013.12.17 11:36:20 DEBUG: Returning from start() with: No error
2013.12.17 11:36:20 TRACE: END start()

Ubzen: sorry for updating the post after your next reply.

Ubzen
5394
Ubzen 2013.12.17 11:03  
Ovo: How? I do not know, but I can see dozens of them in a log, mainly after a terminal start. You get them for example if you right-click the chart and choose Refresh, or if you attach another indicator.

Sorry, I'm still a little confused. Are you considering the indicator first run as ticks? Do you get a price change every-time you refresh? Are you talking about a custom_tick_log or just the terminal_log? Can this issue be duplicated within an Expert Advisor? Or is it an indicator only thing?

I would really like to understand this instead of waiting until it applies to me. Allot of people have indicator problems which can only be solved by manual refresh. Those usually cause some of the longest threads. I just want to know if its related to this volume_less ticks.

Simon Gniadkowski
Moderator
17994
Simon Gniadkowski 2013.12.17 11:07  
ubzen:
Did you test this ... or are you just going along?

Test ? nope, I was just looking to understand what Ovo had written . . . I neither endorse it nor denounce it . . .
Ubzen
5394
Ubzen 2013.12.17 11:09  
Ovo: He trusts me :) But a typical log after I attach an indicator looks like:

Ubzen: sorry for updating the post after your next reply.

Its fine. Wow thats allot of ticks without volume change. What do you think causes it?
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