Discussion of high-frequency trading on MT5 - page 45

 
Alex_Bondar:
Apparently the glass is fake. I will do some more tests, but so far only noise. Therefore, candles are more effective, despite their alchemy, because a lot of people analyse with candles and create attractors by doing so.
Were you able to use QuotesDownloader? I couldn't... Same error as yours...
 
MigVRN:
So were you able to use QuotesDownloader? I never did... Same error as you...

No, it didn't.

I only analysed the data posted by hrenfx.

I was trying to find the correlation, the ratio of sellers/buyers volumes, to the momentum of the future price (shifted by different values) to see if there is a predictive component.

 
DenisFXO:
this tool is no longer working as they are now making One Click, which will hold the glass. It should be posted on Friday.

They made

You can download it here and install it in the terminal folder.

Soft-FX
  • soft-fx.com
The Soft-FX Aggregator is a software solution for liquidity aggregation from various external and internal sources within a single view. It supports different combinations of currencies, order types and tiered pricing. This advanced solution makes it possible for organizations to manage their liquidity so that the numerous combinations for best...
Files:
12.JPG  33 kb
 
ProstoTak:

Made by

You can download it here and install it in the terminal folder.

This is an EA for MT4 of a certain broker. The design is good. It looks so:

Question:

How do I download historical data? If there is no history, there is no value for autotraders. I thought "onclick" the history of the stack would be downloadable, not manual trading.

 

Please do not link to third-party exe files, or to unverified websites.

Do not forget about security.

 
papaklass:

Why is there only one broker with a marketplace for MT4, and a third-party marketplace developer?

Is it just one? And which one do you propose to show :))) ?
 
papaklass:

Renat, MetaQuotes doesn't make a price deck for 4 because of principle reasons, or simply because there is no demand from brokers?

Why there is only one broker with the market for MT4, and why is there only one broker with a third-party developer of the market?

Because we have made a native and full-fledged market maker on MT5.

Bicycles on MT4 can be built, but it has no perspective. Brokers often do wonders - they ask for a lot of new functionality for MT4, while realizing that MT5 has it all at a much higher level, but the burden of their old integrations hinders the launch of MT5.

Many brokers are not even aware (given the amount of documentation they have) of how powerful, clever and sophisticated MetaTrader 5 Gateway API is, which allows them to easily write any integration. And without crutches as it always comes out with MT4.

 
papaklass:

With 5 everything is clear. The main stone of the slow introduction of MT5 is the difference in accounting for open positions by instrument (separate - MT4, aggregate - MT5).

I understand that the main direction of MetaQuotes development is the gradual replacement of MT4 by MT5. Hence, it follows that you will not dramatically improve the 4. You will only support it when it will be needed.

Do I understand it correctly?

Yes, that's right.
 

Вопрос:

How do I download historical data? If there is no history, then there is no value for autotraders. I thought the "onclick" history of the stack would be downloadable rather than trading manually.

With pumping Level 2 history is really a problem right now with the source about which the text here is the result. As for the mart in the terminals, private opinion, it is a useless thing especially for simple users. Without mathematical processing of the whole liquidity flow, identification of effective parameters, building models, indicators (whatever you want) the mart itself has no value. That's why the market is "sold" all in one: mart + trade operations, thus creating some "added" value.

p.s. Apologies for the off-topic

Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Типы торговых операций
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Типы торговых операций
  • www.mql5.com
Стандартные константы, перечисления и структуры / Торговые константы / Типы торговых операций - Документация по MQL5
 
papaklass:

I keep hoping for something and put off writing the trading part in C++. But it looks like there's no way out. In general, I should study API in order not to depend on terminals, developers, etc. They will never hear what traders need to work.

"C'est la vie" and there's nothing you can do about it.

Costs (which are a huge deterrent).

Just run through the terms and conditions of the "brokers" so you can't get your own machine with a trading function hooked up for free.

Документация по MQL5: Торговые функции
Документация по MQL5: Торговые функции
  • www.mql5.com
Торговые функции - Документация по MQL5