Algo-Sniffing - page 3
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I will now change my tone to methaquot and try to answer in their style, k-hee, k-hee, k-hee:
You'd do your homework and read history first.
We have stated repeatedly and continuously that options in MT5 will be there, our order system is very flexible, which allows us to add new trading methods and we will introduce options step by step.
You would have prepared yourself and read the history first.
We have stated repeatedly and continuously that options in MT5 will be there, our order system is very flexible, which allows us to add new trading methods and we will introduce options step by step.
To trade options on futures, you need to support tens of thousands of instruments. A simple example: the Forts market. There are 28 instruments that support options. Let's multiply this number by Call and Put options multiplied by tens of strike of each of them multiplied by tens of option expirations and again multiplied by the expirations of the underlying assets futures. As a result, between 2006 and 2012 we have 17834 instruments (!) approximately 16 000 of which are options. We have had all of this on Forts for a long time. It's no problem for me to process 17,834 instruments, make the appropriate glues and work with this data. How you will implement all this in MT5 is a mystery to me. I somehow think that you won't. You will just say that it is possible - it's up to your broker. But they will never agree to broadcast all of the 17,834 instruments through MT5. Therefore, the mere theoretical possibility of connection is not enough. You need support, and you will never get it. In such a closed product like MT5 you cannot do something yourself, say, download and process the same tools. And this is just a part of all the problems that lovers of algotrading and options will inevitably face.
I'm following the discussion carefully, I too have a very hard time imagining how everything about options and futures will be realized, that's why I brought up the question. Although I don't know options as well as you C-4, so I'm relying on you for discussion.
Of course one could refer to the secrecy of developments, but I have not heard a sensible answer (from you, Renat). It was only "everything will be done".
If so, then just say that you are not going to reveal your plans before time.
And if with orders you have voiced, how you are going to implement the graphical part is a dark forest, and for a trader it is very important. For a trader to switch to MT5 from their option platform, MT5 should be at least as good. But you can't ask for even basic kagi to the chart. You can't even ask for options.
It is specially designed for tens of thousands of characters. We didn't rewrite it from scratch for nothing, with a new architecture specifically for exchanges.
The other thing that has always confused me is the speed at which buy/sell commands are executed. It's the speed at which buy/sell commands are executed. In the championship, I had a built-in quality check for the execution of orders. One of the quality indicators is the execution time.
The check is simple. Check the time.... send an order...response received...stop the stopwatch...display the result in the log
The delay was up to 13 sec....https://championship.mql5.com/2011/ru/users/Prival/expert and if this is on demo quotes, assuming that the Expert Advisor is on the server...what happens on the real account ? Many who trade on exchanger are struggling for pings, for speed of execution of commands (Plaza 2, etc.). They pay money for this. But they are introducing special delays.
Renat really think you really think that someone out there with such a quality of performance commands ... quality of history.... (history storage format is not compatible with any exchange ... who will convert it to your unknown format ?
P.S. I can't even imagine the look on the faces of championship winners http://investor.rts.ru/ru/statistics/2008/ when they will see that their commands are executed in more than 5 seconds + fantastic functionality tumblr....
The delay was up to 13 seconds....https://championship.mql5.com/2011/ru/users/Prival/expert and if this is on demo quotes, assuming that the Expert Advisor is on the server...what happens on the real? Many who trade on exchanger are struggling for pings, for speed of execution of commands (Plaza 2, etc.). They pay money for this. But they are introducing special delays.
Renat really think you really think someone out there with this quality of performance commands ... quality of history.... (history storage format is not compatible with any exchange ... who will convert it to your unknown format ?
Don't get confused, the championship specifically introduced a delay from scalpers. And you know it very well.
Look at asynchronous operations - https://www.mql5.com/ru/forum/6516/page3#comment_189267
Here are my network test results from Limassol to Amsterdam, ping to MetaQuotes-Demo servers at 130ms.
Tests on MetaTrader 5 build 642:
You also know everything very well about history conversion. There is no problem with conversion, export to CSV - import from CSV in a couple of minutes.Don't get confused, the championship specifically introduced a delay from scalpers. And you know it very well.
Look at asynchronous operations - https://www.mql5.com/ru/forum/6516/page3#comment_189267
Here are my test results over the network from Limassol to Amsterdam, ping to MetaQuotes-Demo servers at 130ms.
Tests on MetaTrader 5 build 642:
You also know everything very well about history conversion. There is no problem with conversion, export to CSV - import from CSV in a couple of minutes.And why do you think that Metatrader 5 cannot handle thousands of symbols?
It is specifically designed for tens of thousands of symbols. We did not rewrite it from scratch with a new architecture specifically for exchanges.
Theoretically, yes; practically, it will never happen. Who will support these tens of thousands of instruments? A broker? Does he need it? - Of course not. It is not his core business. It is the task of specialized offices like Reuters or Dow to provide quotes and other information support. MT5 licensing allows end users to use the platform for free. But what to do next? How to connect MT5 to the quotes history? How to connect MT5 to the specialized provider of the history - the answer is obvious, there is no way. There are only two solutions, that can provide the necessary information support:
Both have advantages and disadvantages, but in general they complement each other.
Take a look at the experience of similar free products. Say the same Stock# through the Hydra module allows you to download all existing tick history tools directly to the user's computer from the FTP server of the RTS exchange. MT5 could also provide access to this history, while encapsulating and moderating the data well. The load on DataHystory would be minimal, as the bulk of the data is stored on the exchanges' servers.
How to connect МТ5 to the history of quotations? How to connect MT5 to a specialised history provider - the answer is obvious, you can't.
What a weirdo man :) he thinks that the metaquotes make up the story themselves.
Of course the MT server connects to quotes from exchanges, banks and other datafeeds, and the MT server has no problem with that.
You are imagining your own limitations.
Of course the MT server connects to quotes from exchanges, banks and other datafeeds. And the MT server has no problem at all with this.
You must have forgotten to add the key word: "theoretically".
In a word: storyteller. The black window of death to you:
Only "waiting for update" should be changed to "Enjoy the limitless possibilities of MetaTrader 5!"