Discussion of article "Developing stock indicators featuring volume control through the example of the delta indicator" - page 12

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Alexey Kozitsyn:

Which broker, real or demo?

Broker Otkritie, real account. I call delta via iCustom on MGNT instrument. Until the date of testing it builds the indicator normally, then when testing starts, when hitting a bar on which it gives a control error, the indicator stops displaying data, and the tester runs on. I will try to record a video as it happens.
 
Alexey Kozitsyn:

You can check it yourself! Just download the indicator and take a look. The total volume on the candlestick should be equal to the sum of buy and sell volumes. You can compare the volumes by opening the terminal data window "ctrl+d".

And where to get the volumes of purchases and sales? Only delta is visible from this indicator.
 
ascerdfg:
Where do I get the buy and sell volumes? This indicator only shows delta.

The indicator is designed to display delta. It displays only delta. If you press ctrl+D in the terminal, you will see that in addition to the delta, the volume of purchases and sales will be displayed. But, I repeat, ONLY in the data window.

 
Alexey Kozitsyn:

The indicator is designed to display the delta. It displays only the delta. If you press ctrl+D in the terminal, you will see that in addition to the delta, the volume of purchases and volume of sales will be displayed. But, I repeat, ONLY in the data window.

Thank you. Found it. Have you met an indicator that shows tick volume with real volume together?
 
ascerdfg:
Thank you. Found it. Have you come across an indicator that shows tick volume with real volume together?

Right on the same histogram? No.

 
Alexey Kozitsyn:

Right on one histogram? No.

In the same area, on top of each other.
 
Alexey, after our conversation I have revised my changes in your delta indicator once again. I optimised them and the delta started to work normally. But there is one thing. The thing is that I work on formed bars. Is it possible to change the delta so that it loads only the first bar, without calculating the current one. The thing is that on weekends, as well as during a closed market, the delta can be calculated incorrectly. Yesterday the market closed and in the terminal was the time of 4 minutes of the next day and the delta fell with an error about not correct tick. Thus, it can be used only when the market is ticking. It is impossible to work with it neither on weekends, nor in the morning before the opening, because in addition to errors it starts counting the whole history incorrectly. When the market starts working, everything becomes normal. I think it is connected with the calculation of the current bar and the time of the last quote. Is it possible to make it so that the zero bar does not participate in calculations?
 
Mihail Marchukajtes:
Alexey, after our conversation I have revised my changes in your delta indicator once again. I optimised them and the delta started to work normally. But there is one thing. The thing is that I work on formed bars. Is it possible to change the delta so that it loads only the first bar, without calculating the current one. The thing is that on weekends, as well as during a closed market, the delta can be calculated incorrectly. Yesterday the market closed and in the terminal was the time of 4 minutes of the next day and the delta fell with an error about not correct tick. Thus, it can be used only when the market is ticking. It is impossible to work with it neither on weekends, nor in the morning before the opening, because in addition to errors it starts counting the whole history incorrectly. When the market starts working, everything becomes normal. I think it is connected with the calculation of the current bar and the time of the last quote. Is it possible to make it so that the zero bar does not participate in the calculations?

When you say something, please attach the confirmation of your words. Where is the terminal log with 4 minutes of the next day? It is better not to keep silent about errors (if they really exist), but to report them to the developers.

It is possible to calculate by bars, but it does not "clash" with the logic of the indicator. The logic of the indicator is that it works with new ticks at the moment of their arrival.

 
Alexey Kozitsyn:

When you say something, please attach proof of your words. Where is the terminal log with 4 minutes of the next day? It is better not to keep silent about errors (if they really exist), but to report them to the developers.

It is possible to calculate by bars, but it does not "clash" with the logic of the indicator. The logic of the indicator is that it works with new ticks at the moment of their arrival.

In fact, I wrote about this problem earlier. I have this problem with many complex indicators, when something passes through the stack, but new prices do not come.

 

Alexey, on this screen you can see the server time, which shows the future and as a result the indicator does not want to save and gives an error at the bottom. However, as soon as the quotes start ticking with the market opening, the errors disappear and the file is saved successfully. I think it is connected with getting the time of the last price, which at market closing runs into the future even for 2 seconds, as indicated in the picture. As a consequence, it is impossible to use indicators when the market is closed or on weekends. How can this be eliminated? Thank you!

And here is how the Expert Advisor works when the market is open. There are no errors, the files are saved correctly.


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