Errors, bugs, questions - page 685
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The tick is ALWAYS the bid price for the future FIRST buyer.
The offer price, yes. But not the opening price of the next bar.
To avoid a long search for a definition, see herehttps://ru.wikipedia.org/wiki/%D0%A6%D0%B5%D0%BD%D0%B0:
"Price is the amount of money in exchange for which the seller is willing to give (sell) and the buyer agrees to receive (buy) a unit of goods."
As long as there is no buyer, there is no price, there is only separately a 'supply price' and a 'demand price'.
And when markets open, to claim that the opening price is the price at which markets closed is incorrect.
Especially for the "literate", look at how much arbitrage is on the opening prices and how much is on the closing prices of the bars. And tell me why?
P.S. Since when is the presence of real (from cent to hundreds of $K) and trading activity on it a sign of literacy in the TS?
And when markets open, claiming that the opening price is the price at which markets closed is incorrect.
Absolutely correct clarification. The analogy with potatoes - when the market is closed, there is no supply price. Just don't argue that if there was no bar while the market was open, then there was no bid price.
You yourself have derived the rule: "No price, no bar".
If the market was open, but there was no liquidity (sellers or buyers), there was no price. Either "price of supply" or "price of demand" was present, but in absence of one of the deal parties - the price was absent, only the price of the previous period was present (and the price of a perfect deal).
And it is correct, when the decision about the price in the case of multicurrency synchronization is made by the TS itself, by the indicator, but not by the terminal. Because the question of what is the price in the case of the absence of the price - is an ambiguous one.
The ignorance is off the charts! Logic turned upside down.
You in particular were given a specific example with EURUSD AND GBPUSD in the tester and real. Arbitrage was also mentioned. But you don't want to see the obvious.
Once again, we are talking about the formation of bars after the market opening for each FI individually. For someone it will happen at 00:00:00, for someone it will happen at 00:04:32. So for the "latecomers" there is no question about filling bars with closing prices of the previous market session.
The suggestion is elementary: form the bars according to a time model when the opening price equals the ACTUAL price at the moment the minute is formed. The ACTUAL (actual bid price), not the closing price of the previous bar!
The ignorance is off the charts! Logic turned upside down.
But you don't want to see the obvious.
You don't want to listen to anyone but yourself. Your theory is clear and you have explained your theory popularly in the link.
My point is that the terminal should show the price history as it is in reality. And to understand and complete this history is a function of the TS or indicator, and it's incorrect to shift this function onto the terminal.
My point is that the terminal should display the price history as it really is.
Does the opening price of the bar really correspond to the price that was at the time the minute was formed, as the tester happily reports?