Discussion of high-frequency trading on MT5 - page 46
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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.
Life shows that the enthusiasm for "own terminal" lasts for 3-6 months, and then comes the understanding that it is a separate business and wild labor costs. And then everything closes down.
This happens not only to independent traders/developers, but also to brokers.
There's a real problem with the Level 2 story being pumped up from the source that the text is about. As for the tumbler in the terminals, private opinion, it's 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 market is of no value at all. That's why we "sell" all in one: Market + trades, thus creating some "added" value.
p.s. Sorry about the offtop.
Vinaigrette. What source "by text"? What other "ordinary users"? What's the "mathematical processing"? MO, variance, correlation etc? It's all available to the empirical practitioner now, on a purely intuitive-visual level, as indicators and experts, he doesn't even need to understand what a Gaussian distribution (as a formula) is, for that matter. Perhaps even classical econometrics and statistics have a limiting and thus harmful effect on trading. The situation is reminiscent of how it was at the birth of digital graphics.
But you still haven't answered the question.
How to download historical data for the betting market now.
Need to understand its value in auto-trading on testing.
But you still haven't answered your question.
How do you download the historical data on the glass now.
Need to understand its value in auto-trading on the test.
Go to http://forum.fxopen.com/showthread.php?87322-FDK(alternatively without registration http://rghost.ru/44106740 )
Download FDK 1.7.97
Launch QuotesDownloader.exe
enter all login data
All downloaded and working.
Just checked, everything is working:
Downloaded a new version of FDK 1.7.97.msi
The old one didn't have the port.
In your screenshot you can see such initialization data:
1)Addres: tplive.fxopen.org
2) Port: 5003
3) Username: hidden
4)Password: hidden
3 and 4 are taken during registration on the broker's website:
The rest is like yours. What is wrong?
For purity of experiment I do not hide login and password ("a.b", "1234567890") To enter the site I can download the glass no. Everyone can check.
All these "complexities", which are not about trading at all, but only about attracting attention to a particular broker's website, reminds me of the way websites are promoted, through clicks on banners. Depending on the target audience, it can have just the opposite effect. Gentlemen take their chances.
Downloaded a new version of the FDK 1.7.97.msi
The rest is like yours. What's wrong?
Register via http://tpdemo.fxopen.com/webaccess (DEMO) or http://tplive.fxopen.org/webaccess (LIVE)
Yeah!!!Aleluia! Thank you.
So, to summarize, for lazy people like me:
Go to _http://forum.fxopen.com/showthread.php?87322-FDK download the latest FDK X.X.XX.msi and install it.
Go to _http://tpdemo.fxopen.com/webaccess or _http://tplive.fxopen.org/webaccess register, get data for initialization on Quotes Downloader, they look like this
Login
12345678
Password
jdhfjdHt
Account type
Gross
Leverage
100
Start balance
10000000000
Email
c1825431@rmqkr.net
TargetCompID
EXECUTOR
SenderCompID
2e9b0a759a1e433a8b84668f61f70639
Connection address
tpdemo.fxopen.com
Feed Server Port: 5001
Trade Server Port: 5002
Feed Server SSL Port: 5003
Trade Server SSL Port: 5004
Hmmm... There is a tumblr story. We want to test our TS on this story. Suppose we put it in MT5. We made a"homemade" tumbler because it cannot be placed in the standard t umbler. Then what will happen? Thestandard testing is impossible, there aremany reasonsfor that . To test it, you have to write your own tester. To estimate results, again a headache... It turns out that testing in mt5 and LEVEL2 are not compatible at the moment... And they won't be compatible in future too, because the tick story was discussed many times and the answer was unambiguous...
P.S.:By the way, as it was rightly noticed here, not a single broker now provides an opportunity to see LEVEL2, so it's a kind of advertising.
P.P.S.: Even if a broker that gives you mt5 for forex will appear - the whole picture will not change ... (if it has not appeared yet :)) Trading with LEVEL2 - you are welcome, testing with LEVEL2 - not with us... One-sided...
It turns out that testing in mt5 and LEVEL2 are not compatible at the moment... And they won't be compatible in the future either, as the tick story has been discussed many times and the answer has been given unambiguously...
This is so, unfortunately. I'm trying to do my research with third-party packages (statistica, eviews, etc...), but the data format level2 with downloader, is a real pain in the ass, on the one hand it's understandable, why they break everything in folders and archives, but then to glue it all together and average it, is a real mess....
But it's like something's coming up...
Hence:
Через FDK на самом деле ничего выкачивать не требуется. Идеология FDK по работе с историей сводится к тому, что вы просто работаете с любым временем и символом, как будто история у вас всегда есть. А сам FDK, если надо, закачает ее незаметно для вас, сбрасывая инфу в виде кэша к вам на диск, чтобы повторно не закачивать.
История вся хранится в текстовых файлах, сжатых в ZIP. Но если вам нужна история в другом своем формате, то парсить эти файлы не надо. Элементарно через FDK прописываете, чтобы такую-то историю записал в нужном вам формате и все.
Hence:
So, I need to glue all these foldered and zipped files into one data table for a year. I don't know how to"FDK it."
We need to get a table for the year by a given symbol of the average volumes separately bid and ask, SO STANK level2! In increments of a second, well, or a minute at least.
The colour in the table shows the ranges of individual seconds by which to average Bids and Asks separately