Discussion of high-frequency trading on MT5 - page 38
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What's wrong with a glass as an order history? On the exchange, if the data flow is not filtered, every order can be seen.
Please tell me where you can download historical data on the price tumblr.
Here, for example.
Are there any examples of experts using levelII data? And how are they optimized?
If we are speaking about MT4, MQL4 has been able to obtain the history of ticks and the cup for a long time. It may be used only for real time.
Concerning Level2 I wrote:
Level2 on the one hand may contain phantom volumes, on the other hand it does not reflect the existing latent liquidity.
Registered, downloaded "FDK 1.7.93.msi", installed, when running Level2 requires, login and password, the one that when registering an account does not fit.
In MT4, after a relatively long pause in trading activity, the first trade request goes with a longer (~ one second longer) lag than subsequent ones. This is due to the "login" for the first request. This, in particular, is the reason why news fans send a purely technical trade request in advance of the news, to "log in" and at the crucial moment not to lag for that second.
Is your one click the same problem? Are you going to address the huge lag due to "login"?
We'll solve that in one build.
Can you tell me where I can download historical data on the price chart? I can get them at a specific moment, but the archive for a year for example I don't know how.
AlevelII archive, in other words.
Are there any examples of Expert Advisors usinglevelII data? And how are they optimized?
I apologise if I am annoying anyone, because of the naivety of the questions.
Download? I have not seen such a thing. But to buy them, yes, they are for sale. Sometimes they are very expensive. This is if we are talking about American equities. If futures are interesting, you can look for daily zenfire sheaves, there are people who collect them and put them out. But then again, guaranteed quality is sold, not just posted.
there are examples of levelII experts , but not for everyone. it's all very specific.
I was talking about re-jacks, which are problematic on the exchange, because if the price has broken through the limit, it means that it is completely flooded.
I think there is confusion again, with two different data streams being mixed together. supply/demand data and transaction data.
what is a re-jacket anyway? a refusal to execute an order?
What is the meaning of a redirect? Refusal to execute an order?
Registered, downloaded "FDK 1.7.93.msi", installed, when running Level2 requires, login and password, the one that when registering an account does not fit.
Registered, downloaded "FDK 1.7.93.msi", installed, when running Level2 requires, login and password, the one that when registering an account does not fit.
Download? I haven't seen that. But to buy one, yes, they are for sale. Sometimes they are very expensive. This is if we are talking about American equities. If futures are interesting, you can look for daily zenfire sheaves, there are people who collect them and put them out. But then again, guaranteed quality is sold, not just posted.
There are examples of levelII experts , but not for everyone. it's all very specific.
Do you mean stock or futures archives, am I reading it correctly? Or do you mean FOREX rates?
Before buying such data, you should at least understand whether there is additional, independent information, or these data, like tick volumes, do not have anything additional.
Tomorrow it will be possible to download the archive of data on the cup for let's say a year? Have I got it right?
What is Quote Down Loader? I have not found it in your terminal.
I need it to process this data and see if it has some additional meaning for forecasting.