Volume skippage?

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nadiawicket
965
nadiawicket  
//+------------------------------------------------------------------+
//|                                               VolumeQuestion.mq4 |
//|                        Copyright 2019, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2019, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property strict
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---

//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---

  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//---
   Print(GetMicrosecondCount(), " ", Volume[0]);
  }
//+------------------------------------------------------------------+

On Tester using MetaQuotes Data on Slowest Visual, July 2 2019,  why does it sometimes skip Volumes? Jumps from 5 to 7; what happened to 6? Someone got the exact reason or explanation?

Why the skippage?

Mladen Rakic
151978
Mladen Rakic  

That is not all - you shall see past bars tick volumes change too :)

Or things like this :


"Filtered ticks"? :)

nadiawicket
965
nadiawicket  
Mladen Rakic:

That is not all - you shall see past bars tick volumes change too :)

Or things like this :


"Filtered ticks"? :)

Just a Strategy Tester issue then?

So this is just because MetaQuotes' Historical Data feed does not include 100 per cent of all the trade volume?

What if we see this outside of Tester? Never happens outside Tester?

How exactly would this account for changing volumes of previous candles?

How would you explain the discrepancy in the tick charts about the huge spike down?

Mladen Rakic
151978
Mladen Rakic  
nadiawicket:

Just a Strategy Tester issue then?

So this is just because MetaQuotes' Historical Data feed does not include 100 per cent of all the trade volume?

What if we see this outside of Tester? Never happens outside Tester?

How exactly would this account for changing volumes of previous candles?

Didn't get what you are trying to point at with that picture; can be you are referencing the huge down candle or you are referencing something in the tick chart; not quite certain what you are trying to emphasize, seems its about the huge down candle however its not the highlighted portion of the picture so I'm asking what you are trying to portray with picture?

See the ticks window on that example picture, and the recorded tick change. That was on live data. There was no error on recording - it is a fully tested code 

As of past tick volumes change : make a code that checks, for example, last 500 bars for change in tick volumes and you shall see that

nadiawicket
965
nadiawicket  
Mladen Rakic:

As of past tick volumes change : make a code that checks, for example, last 500 bars for change in tick volumes and you shall see that

I don't think I'm understanding; I've never seen a finished candle's volume change at all.

You have? (Looks like I'm clearly not getting you)

Mladen Rakic
151978
Mladen Rakic  
nadiawicket:

I don't think I'm understanding.

I've never seen a finished candle's volume change at all.

You have? Looks like I'm clearly not getting you

Please read my post again : you can check it for yourself too (just make that code)

nadiawicket
965
nadiawicket  
Mladen Rakic:

Please read my post again : you can check it for yourself too (just make that code)

"As of past tick volumes change : make a code that checks, for example, last 500 bars for change in tick volumes and you shall see that"

Are you implying already finished candle's volume changed?

Mladen Rakic
151978
Mladen Rakic  
nadiawicket:

"As of past tick volumes change : make a code that checks, for example, last 500 bars for change in tick volumes and you shall see that"

Have you ever seen a finished candle's volume change?

Yes

All the best

nadiawicket
965
nadiawicket  
Mladen Rakic:

Yes

All the best

LOL gonna need a screen

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