Discussion of article "Developing stock indicators featuring volume control through the example of the delta indicator" - page 7
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Then it seems I was wrong, because at 11.01 open interest increased, which means there were more positions, which means that large stop sell orders were concentrated there.... and then they got diluted.
Correct me, Dimitri, if I'm wrong. I don't analyse open interest much.
Well, we're all strong at retrospective analyses) But still:
-Friday without news, so purely speculative movement (taking into account the dollar index and oil).
-I assume that the set started from 10:30 -when we started to short, but, at the same time, the OI did not change.
-since the peak of "crowd" shorts is often at the very bottom, it was bought out completely and added more. This can be seen on the Total Orders chart.
-Why exactly there (at this price) there is also an answer, but I will not discuss it publicly.
Somehow so - all terry fantasy IMHO).
Well, we're all strong at retrospectively analysing) But still:
-Friday without news, so purely speculative movement (taking into account the dollar index and oil).
-I assume that the set started from 10:30, when they started shorting, but at the same time, OI did not change.
-since the peak of "crowd" shorts is often at the very bottom, it was bought out completely and added more. This can be seen on the Total Orders chart.
-Why exactly there (at this price) there is also an answer, but I will not discuss it publicly.
Somehow so - all terry fantasy IMHO).
Thank you for the clarification.
I would like to clarify such a point. It says:
Мы не можем рассчитывать на то, что пачка пришла в терминал полностью до того момента, пока не доступна следующая за пачкой сделка, т.к. пачка в терминал может быть передана по частям.
If a pack can be transferred in parts, is there a guarantee that the last part will not come already after the next transaction?
In principle, if this were possible, then ticks could be inserted not at the end of the list, but on the other hand we know that ticks can indeed be edited on the server retroactively.
It is also written:
A prerequisite for stock indicators to work accurately: the broker's servers must be up-to-date.
However, on MQ Demo I get ticks of uncertain direction (up to the end of the previous week). Since beta servers are not updated, what demand from brokers? By definition, they cannot have fresher servers than MQ.
Thank you for your interest.
I would like to clarify such a point. It says:
If a pack can be transferred in parts, is there a guarantee that the last part will not come already after the next transaction?
In principle, if this were possible, the ticks could be inserted not at the end of the list, but on the other hand, we know that ticks can indeed be edited on the server retroactively.
As far as I know there are no problems with the sequence of arrival of ticks now. From experience I can say that the following situation happens. One or several candlesticks may not be checked all the time (within one session). But this happens quite rarely and the discrepancy is often one or two lots per minute candle. Sometimes connection to another server with correct history helps to get rid of such errors. Such errors are corrected after clearing.
However, on MQ Demo I get ticks of uncertain direction (even till the end of the previous week). Since beta servers are not updated, what demand from brokers? By definition, they cannot have fresher servers than MQ.
Yes, there are still no updated servers on MQ-Demo. But you are wrong about brokers. There is no such problem on the real of Open and BCS for about two years.
Do the developers update the servers themselves?
On the demo solid NA fly
On the real in the opening of not one
And the servers are updated by the developers themselves ?
On the demo solid NA fly
On the real in the opening not one.
What servers are we talking about? MQ-Demo servers are updated by the platform developers.
What servers are we talking about? MQ-Demo servers are certainly updated by the platform developers.
Yes, exactly about them, with such data you can't fully test everything that you create
Another very stressful thing is such a bug in the terminal, every day before the market opens, the robot using the data of the stack gives out non-existing prices....
How can there be a quote price 67246.00000,0 - it's nonsense.
Yes, exactly about them, with such data, everything you create can't be fully tested.
Also very much stresses this error in the terminal, every day before the market opening the robot using stack data gives out non-existing prices....
How can there be a quote price 67246.00000,0 - it's nonsense.
Yes, you can't run it. But to change the situation you need to write not here, but create a separate thread and invite admins to discuss it.
I don't trade on MQ-Demo, I don't have such problems with the stack before opening (and is it a problem?). But there are similar records at other times.
And you can use it, for example, like this:
Vertical lines indicate prerequisites for shorting entries. The indicator is built on the basis of the described.
By the way, the latest Quik has a vertical profile.