Discussion of article "An Example of Developing a Spread Strategy for Moscow Exchange Futures" - page 3

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fxsaber:

When spread trading what do you need to know? - flipper, bid or ask?

I think the actual price at which you can make a trade at the moment in the right direction.
 
Rashid Umarov:
I think the actual price at which you can make a trade at the moment in the right direction.
That's why last-bars are the very thing NOT needed.
 
Rashid Umarov:
And how did you get them - did you build them yourself as an indicator?
Well, yes - there is a regular chart above and two indicators below. The cloze of the last real bar gives good accuracy (if you don't take into account news forcing with majors).
 
fxsaber:
This bike should be in MQL5 as a standard feature.

I completely agree - it will be especially evident on options, if MT5 will be authorised to trade them.

I have ordered a history parser to analyse in Excel, it should restore the bar history, filling it with the closing price of the last known bar.

 
fxsaber:
I can't say, as I haven't tried it. But, unambiguously, holes should be taken into account. Moreover, even if the basket consists of N characters, filling holes and creating a multibar vector (matrix) is done in several lines. And, in a good way, this bicycle should be in MQL5 as a standard feature.
What do you mean? Please explain.
 
fxsaber:

What is DEAL_TIME_MSC - stock exchange time or MT5 trading server time? And to what extent are these two times synchronised with each other?

MT5.

Time synchronisation? I doubt they do that for asynchronous systems.

 
o_O:

MT5.

Time synchronisation? I don't think they do that for a priori asynchronous systems.

So what does it equal?
 

Hello! SpreadRegression_Ind (RTSSiH7,M5) CopyLastCloses Error! RTSRiH7 recieved just -1 bars out of 500

what can be the problem?


 
fxsaber:
So what's equal to what?
I wrote it ) MT5
 
Rashid Umarov:
What do you mean? Explain, please.
Standard implementation of multi-currency bars. CopyRates, which returns an array of vectors. Where each vector is bars of symbols corresponding to one time.
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