Errors, bugs, questions - page 688

 

Response regarding negative spreads.

In the process of generating ticks all spreads are checked for relevance. During the formation of OHLC bar conditions for the period under test, a similar check has not been performed. Negative spreads are present in the history by mistake. We will fix it. We will also insert the check in the "by opening prices" mode

 
papaklass:

Gentlemen, has anyone run multi-currency in opening price visualisation mode with reference to other TFs?

Here is the daily chart:

And what strategy can be tested on this chart?



Honestly, I can't understand anything from the attached picture. Only one thing is clear - the author is dissatisfied with something. But you need to be understood.
 
papaklass:

That's it.

As long as you don't see the lack of direct conclusions in your posts, you will constantly surprise other people.

However, I think it's quite deliberate behaviour.

 
papaklass:

PS: I will try not to distract you from the business at hand anymore.

You didn't make a point, you got three people to ask more questions.

That's exactly what I pointed out "this is quite deliberate behaviour on your part".

And your last reply exactly confirms it - instead of a clear conclusion on an insignificant screenshot you went to play the game "play with me, work, think over the problem I have asked you, and I will have an opportunity to criticize you such unreasonable for incomprehension".

Do you understand now? We are not children to play the circus in front of us, playing the offended one.

 
Renat:
Drop the subject - no change is in sight on this front anytime soon.

Renat, good afternoon!

In principle, I agree with you. No bids in the Depth of Market = no single markers on the price chart (respectively, no bars in the time history grouping).

On the other hand, I don't quite understand your stance in not wanting to make the terminal better (algorithmically clearer, or something).

History synchronization is one of the fundamental pillars of robot trading. Distracted by checking the historical data, we programmers are forced to switch our focus away from technical analysis and spend a lot of intellectual (coding) and CPU/consumer (program execution/human waiting) time on a trivial routine. You have already been offered a rather elegant solution, in my layman's opinion, which is:

1. Does not do any harm to already existing indicators.

2. It will reduce the time of writing a (specific) code.

3. Will reduce code execution time (specific).

4. It will not make the terminal significantly heavier (empty bars will be calculated and placed in the database once, when downloading the history).

I used the term "specific" on purpose. Because, according to you, it is ~0% of the cases. It's only ~0% of the cases so far.

The arguments in defense of the need for such bars in the history are given to you.

Please provide the counterarguments.


P.S.

I apologise for interfering in the conversation. It's just that I, too, am a person of interest.

 
voix_kas:

Renat, good afternoon!

Unfortunately, the issue is completely closed.

There are many critical counter-arguments and I am afraid that traders are not aware of them.

 
Renat:

Unfortunately, the issue is completely closed.

There are many critical counter-arguments and I am afraid that traders are not aware of them.

So enlighten us, it is not out of idle curiosity that people want synchro bars.

In my opinion, with the current state is the second irreversible compression of information (and in fact IMHO this compression is less useful than harmful).

The first irreversible happens when ticks form bars.

All of this is acceptable in one-currency trading, but since the terminal is multi-currency, be kind enough to comply with it.

The main difference between multicurrency analysis and single-currency analysis is that the latter considers changes in all currencies to be interrelated, that is, it's a single process.

Whereas in the single currency approach everything is independent, even though it occurs at the same time.

Even if we assume your approach is correct (no tick no bar), but pass it through the prism of multi-currency tick, we will come to the necessity of synchronization.

I think this discussion should be moved to " Wishes for MT5

ZZZY by the way in the topic of wishes this request on the first page more than 2 years ago

MetaDriver 2009.11.20 00:59

ZZZZY Renat, it turns out you 2 years can not "reasonably" explain why such a thing as synchronization will not be implemented. Intelligible - so that thinking people agree with you and leave you alone.

 
voix_kas:

The arguments in favour of the need for such bars in the story have been given to you.

If you guys have skips and additions to dodges and ticks that didn't happen, go to your brokerage companies.

Coming up with bars on which no data came into the platform is not the developers job.

The developer's task is to deliver undistorted and accurate data from the quote provider to the platform and terminals.

All the rest - these are other issues and the developers will not and should not deal with such things, which are not in the competence of the core of the information and trading platform.


Your brokerage company can add the missing minute bars. Do not hesitate to contact them on their Technical Support and ask them for help.

The developers will not spoil the basic real history with their forced intervention in it.

Once again, ask your brokerage companies for such an operation.

 
sergeev:

If you have a problem with omissions and additions to dodges and ticks, ask your brokerage companies.

Coming up with bars for which there was no data coming into the platform is not the developers job.

The developer's task is to deliver undistorted and accurate data from the quote provider to the platform and terminals.

Everything else is a different kind of question and the developers will not and should not deal with such things, which are not in the competence of the core information and trading platform.


Your brokerage company can add the missing minute bars. Do not hesitate to contact them on their Technical Support and ask them for help.

The developers will not spoil the basic real history with their forced intervention.

Once again, ask your brokerage companies for such an operation.

Alex, why don't we use multi-currency model as a base and let those who don't need it ask brokerage companies to cut the history by cutting out synchro-bars.

The problem is that MQ positioned the terminal as a multi-currency one-currency one-currency basis, no multi-currency event, hence all the subsequent problems.

 
Do you even realise that in the tester the opening time of the bar does not correspond to the arrival of the first tick in real life! At the time the bar opened in the tester, the price was actually (99%) quite different in the real - the closing price of the previous bar. <br/ translate="no">.
And the open price of the bar really corresponds to the price that was at the moment the minute was formed, as the tester happily reports?
The task is simple, to make the tester give as few inaccuracies as possible. At the moment, the tester almost always lies saying that the price at the moment of formation of the minute is equal to the bar opening price. This is the reason why arbitrage always occurs at open prices in the tester, while there is no arbitrage at close prices. And, as a consequence of using the potic model of bar forming, TC will have to spend its computing resources on synchronizing several FI on bar closing prices. The developers are saving on matches to let users waste a lot of computing resources on stupid synchronization in the tester every time. They don't let you do this synchronisation before running the optimisation.

Ask the broker to bypass the Metaquotes crutch? The same crutch applies to single currency pairs.

Not everything is within a broker's control. For example, the broker can easily broadcast the Ask symbol (and even synchronously with the Bid symbol) so that there is also the Ask history. But it still will not make the tester take it into account.

Reason: