Developers.Time format in the MT5 terminal - page 2

 
Risk:

They'll thank you, because your snot was good in MT4, but I didn't care about it, it's all about trading.

Risk giving you a second warning, stop spouting rudeness at others.

 

Friends, the most important thing is that millisecond accuracy is simply not possible - delays over the internet are orders of magnitude greater. In addition, the regular timer in the computer is still running at a low frequency (if I'm not mistaken, about 1/18s), and it's not easy to get higher accuracy.

And you're right to say that there's no need for milliseconds.

I think the datetime format is more than good.

 
sergeev:

Vyacheslav, but that's not true ;)

I wanted to contact support with this suggestion, but I understand that you will have to create a new time format to do this... and I know it's a bummer to do it.

maybe it really is time to give orders such information in the terminal?



Exactly. We have to create (not a new time format) a new way of storing time. And spread it across all of our components. Right down to timeseries. Is it worth it? Definitely not.

Here's the millisecond info is more vital. But it's not worth it either. As this information loses its relevance completely when passing through the wires.

PS Stanislav, by the way.

Документация по MQL5: Основы языка / Типы данных / Целые типы / Тип datetime
Документация по MQL5: Основы языка / Типы данных / Целые типы / Тип datetime
  • www.mql5.com
Основы языка / Типы данных / Целые типы / Тип datetime - Документация по MQL5
 
stringo:

Exactly. We need to create (not a new time format) a new way of storing time. And spread it across all our components. Right down to the timeseries. Is it worth it? Definitely not.

yes, the process is very time-consuming

Information about milliseconds is more viable. But it's not worth it either. As this information loses its relevance completely when passing through wires.

The information is not as important for instant decision making as it is for collecting statistics, i.e. it's not for relevance, but for restoring the chain of events and as I said collecting statistics for the provider or server.

After all you have almost everything ready to give the trader the property of the order and the transaction in ms. They belong in OrderGetInteger / DealGetInteger. with ORDER_TIME_MSC / DEAL_TIME_MSC


PS Stanislav, by the way.

Roger that, it is just Slawa in your profile.
 
papaklass:

Renat said that MT5 is connected to Plaza and you say why milliseconds.

What is the asynchronous function of sending trade orders for then? Why did you make it?

MT5 is a stock exchange platform and traders need milliseconds. :)

So, this is it. How do milliseconds "help you to fell trees"? (ц)

You ask, you ask - all are silent.

 
stringo:

So that's it. Tell me how milliseconds "help you to fell trees"? (ц)

You ask, you ask - everyone says nothing.

I told you - there is no way in trading. because it is clear that dozens of ms pass from the time an order is placed until the arrival of deals on it.

As for the further collection of statistics, how the provider processes orders, maybe he has bugs, maybe the server is slowing down or the internet.

Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров
  • www.mql5.com
Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров - Документация по MQL5
 
stringo:

So that's it. How do milliseconds "help you fell trees"? (ц)

You ask, you ask - everyone keeps quiet.

They help just as much as seconds for a minute TF. And where seconds don't help any more, we go for milliseconds :)

 

I trade on MT4. As you know, time is similar to MT5. Dealing with pings and other millisecond nonsense. Was wondering if I would use millisecond data in MT4. And, oddly enough, answered in the negative. Yes, millisecond data is sometimes useful in analysis, for example, OrderOpenTime. But in practice I needed it very rarely. I would even say not a necessity but a desire to analyze one trading nuance on which the profit did not depend anyway.

Of course, milliseconds are mainly needed for ticks. It allows analyzing small fluctuations of price in real time. But it is even more useful for history studies: multicurrency systems can be correctly analyzed only on a tick millisecond history. For example, it is impossible to construct a synthetic EURGBP without such a history. But there are several problems:

  • In MT4/MT5, it is impossible to collect ticks without skips.
  • The research infrastructure does not have the possibilities of custom history and tick tester.
  • In real-time, the platforms themselves give quite strong lags when trading (I did not study asynchrony in MT5, I will not lie).

I.e. milliseconds are needed for those who have a good research infrastructure. As a rule, it's their own solution. Well, as it is, the problem of getting ticks with milliseconds and other information is also solved by their own means.

Further, if we look who really needs such features, the question arises of whether it is really worth creating complexities because of this possibility, which is doubtful in terms of usefulness. You have to understand who MT4/MT5 are intended for - mass users. They do not really need these milliseconds. If someone really needs it, he can use Stocksharp or FDK.

In real time, even with MT4 I use milliseconds, sort of emulating it through GetTickCount. For example, when analyzing the units:

2012.09.14 21:21:15 3296(2)ms. 1898804512 BuyLimit = 1.31062 EURUSD Ticks = 2 ShiftAvg = 1.50 ShiftByTime = 0.33 VolumeByTime = 0.20 PriceByTime = 1.310623 FillTime = 21:21:15

Or, for example, more complex cases - synthetic stacks from symbols or from different feeds. For these purposes within the possibilities of MT4/MT5 such emulation is enough.

To sum it up, I think it is unnecessary to give milliseconds in MT5 in the absence of things mentioned above.

P.S. I liked the approach in FXCM. They have a tester and tick history. Everyone is free to test their strategies on the regular OHLCV history available. But if someone needs tick history and tick tester, the tick history is available only via API. And the tick tester can be picked up only via SDK tester. I.e. the calculation is that if a person wants to use it not for fun, his qualification must be adequate. That is, he will understand their API (and will trade through it) and the SDK.

 
We have a field of real milliseconds in orders, we can output it in MQL5.
 

Here, I think a split-second time would have been helpful.

Reason: