Basket trading, pair trading. - page 7

 
R0MAN:

Open one tool under the other and have a look... :-)


Which again points to the need to refine the MT-5...
 
07041982:
What's with the fuk? really by logic you have more of the same... And how did you draw such a chart with missed bars, and how do you spot missed bars on a regular chart (not on an indicator)?

just wrote an indicator for 4k where bars are drawn only when the timing is exact

#property indicator_separate_window
#property indicator_buffers 1

#property indicator_color1 LightSeaGreen

extern string   I1="XAGUSDFXF";


double ExtMapBuffer1[];

int init()
  {
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,ExtMapBuffer1);

   return(0);
  }
int start()
  {
   
   int limit=Bars-IndicatorCounted();
   for(int i=limit; i>0; i--){
     int sh=iBarShift(I1,0,Time[i],true);
     if (sh>-1) ExtMapBuffer1[i]=iClose(I1,0,sh);
     
   }//for
   return(0);
  }
parameter I1 is the name of the instrument being drawn
Документация по MQL5: Стандартные константы, перечисления и структуры / Константы индикаторов / Стили рисования
Документация по MQL5: Стандартные константы, перечисления и структуры / Константы индикаторов / Стили рисования
  • www.mql5.com
Стандартные константы, перечисления и структуры / Константы индикаторов / Стили рисования - Документация по MQL5
 
Avals:

just wrote an indicator for 4k where bars are drawn only when the timing is exact

The I1 parameter is the name of the instrument to be drawn

I've learned a long time ago, who would have thought it could be so, I have to rewrite all the time-synchronized indices. Thanks for the tip )
 
Avals:
no, that's not how you see the bars skipping on one of the instruments and you get a bias
Open on the 4th so far, haven't looked at it yet. Same plot... the one with the indica posted above

07041982, it doesn't look so pretty... silver lags... :-)




 
Avals:

just wrote an indicator for 4k where bars are drawn only when the timing is exact

parameter I1 is the name of the instrument to be drawn

Oops, I'll have a look...
 
I looked at the times of local extrema on some charts - they are the same, then a question to the developers: how is it that bars are missing and the chart is continuously drawn, do the bar quotes come without time?
Документация по MQL5: Дата и время / TimeLocal
Документация по MQL5: Дата и время / TimeLocal
  • www.mql5.com
Дата и время / TimeLocal - Документация по MQL5
 
It turned out to be a long time ago, it was already discussed in the "Bugs, bugs, questions" thread. In that case MT-5 is not suitable for pair trading and for multicurrency trading too, before with multicurrency indices I couldn't understand where divergence comes from, only now I realized that it was from missed bars)))
Реализация мультивалютного режима в MetaTrader 5
Реализация мультивалютного режима в MetaTrader 5
  • 2011.01.10
  • Konstantin Gruzdev
  • www.mql5.com
Интерес к мультивалютному анализу и мультивалютной торговле существует давно. Но только с выпуском в свет терминала MetaTrader 5 и языка программирования MQL5 появилась возможность реализации полноценного мультивалютного режима. В данной статье предложен способ, позволяющий проводить анализ и обработку всех поступающих тиков по множеству финансовых инструментов. В качестве иллюстрации рассмотрен мультивалютный индикатор RSI для индекса доллара USDx.
 
07041982:
I've found it, it seems to be a long time problem, it was already discussed in the "Bugs, bugs, questions" branch. In that case MT-5 is not suitable for pair trading and for multicurrency trading too, I had no idea where divergence comes from for multicurrency indices, but now I realized that it is from missed bars)))

These work. The bar control and history synchronisation are present.

The trailer from the first post of the second page of the branch.

 
R0MAN:

These work. Accounting for bar control and history timing - present.

Trailer from the first post of the second page of the branch.

Yes, but they are in the fourth language, I have already forgotten it, and re-learning is difficult (I do not want to pollute the brain memory), but thanks all the same
 

The lack of bars is not a problem. If there is no bar, take the value of the previous one. Many non forex instruments (sessions) close and open at different times.

If you are interested in pair trading, pay attention to oil, different grades. I don't know if there are brokers that support futures on MT5, but it is possible to organise it on MT4.

Reason: