Experiments with MetaTrader 5 at Discovery - page 13

[Aleksey]

notused:

It is not universal (it is not suitable for "hanging" orders - but it is more relevant to low-liquidity instruments), but it will do just about anything.

(I personally have not managed to squeeze anything out of the "tape", but that does not mean that everyone else cannot)

What do you mean by "hanging" bids? If they are your own, then I delete them from the stack in a separate array.

In my robot I gave up the ribbon, which of course does not mean that it is not needed. probably, someone needs it as air)

[Andrey Egorov]

sanderz:

How can this be? Even if the data comes in slower, it has a point in time identifier, it still has to hit a certain timeframe. This is how I envisage a client-server application. If there was no correction for the delay between servers - no service starting from the terminal could work. I think the reason is something else.

And if there was a delay, then the data would come in before the end of the session. But based on daily volumes - there are still discrepancies.

How to fix this problem? Register it as an official bug? Require the broker to do so?

It seems to me that such discrepancies really hinder the spread of the platform.

Thank you!

I agree with you, probably for another reason, I have 2 different terminals (not mt5) from different brokers, all candlesticks seem to match. I'm sure it's because of the table of all my trades, if I had one and the candlesticks were collected from it, it wouldn't be like that by definition.

[Sergey Andreev]

Y_e_g_o_r:
I agree with you, probably for another reason, I have 2 different terminals (not mt5) from different brokers, all candlesticks seem to match. Probably because of the table of all deals, if there was one and the candlesticks were collected from it, it wouldn't be like that by definition.

I think it's about interpretation of ticks. For example, a tick at one price (with changing bid and ask) may pass through TF boundary. That is, the flipper is one - but the volume is growing. And this can be interpreted as one tick or split. Alternatively.

[Renat Fatkhullin]

Beta version of the new tumbler, levels can be dragged directly into the tumbler with the mouse:

The number of commands for trading directly on the charts has been increased, and with "One click trading" enabled, operations are executed without displaying a confirmation window:

Next week there will be a build with lots of new features.

[---]

Renat:

and when "One click trading" is activated, transactions are executed without a confirmation window being displayed:

Too bad they also go through without a rejection window.

I send the order and wait for it to open.

I decided to look at the log.

so make a window to say that the order has been rejected.

[Renat Fatkhullin]

sergeev:

it's too bad that they also go through without a rejection window.

I send the order and wait for it to open.

I decide to look at the log.

so make a window about the order being rejected.

Yes, we need such a window. We will do that too.

[Sergey Andreev]

Renat:

Beta version of the new tumbler, levels can be dragged directly into the tumbler with the mouse:

The number of commands for trading directly on the charts has been increased, and with "One click trading" enabled, operations are executed without displaying a confirmation window:

Next week there will be a build with lots of new features.

It looks very cool! No requests yet, waiting for the first release :)

[VLADIMIR AFANASYEV]

Dear participants of the discussion about the Ribbon of Deals, I would like to add for myself - I have been developing and using (and my clients) trading robots based solely on the Ribbon of Deals for quite some years. Namely, for current analysis I need all trades with fields: volume, bid or ask deal (many exchanges, and MICEX, give a separate field for this - so no logic is needed here), time of deal (with an accuracy of 100, or better 10 milliseconds). On the basis of this flow (and it doesn't need to be stored for a long time, the last hour maximum is enough) the entire analysis is done - the flows and participants are classified (it's not only buyers and sellers classes, there really are more of them), the crowd behavior and the "sharks" are found, the spaces and attractors in them are built, and so on mathematics. But at the heart of it is the powerful flow of trades - for example, the futures on the RTS index gives quite enough flow to effectively analyse the situation. It's been able to do that through Quick, and even better directly on PLAZA II. But what awkward stations and languages they are - one C# environment for example ! And it would be nice if we could get this flow in MT5 as well - and all we need is an array of trades for the last hour for one symbol (it is a small volume) but with all those fields. I assure you that this data is very rich material for analysis of the current situation. In addition, the changes of orders in the stack at a given depth and without executing deals can still be useful for analysis (PLAZA II manages to get a hundred of such changes per second). Those are the wishes. Sorry for the details.

[Alexander Dubrov]

Colleagues!

We have added 2 glued futures to the battle server: RI (RTS index futures) and Si (rouble-dollar futures). These instruments can be displayed by selecting RTS Splice and Si Splice in the Symbols. The Si Splice chart will start moving tomorrow with the start of trading. The RTS Splice tool is already available for analysis. The history so far is not very deep (since 14.03.2012), in the future we will add the history for earlier periods.

We will gladly accept feedback and suggestions on this service.

[Sergey Andreev]

OpenBroker:

Colleagues!

We have added 2 glued futures to the battle server: RI (RTS index futures) and Si (rouble-dollar futures). These instruments can be displayed by selecting RTS Splice and Si Splice in the Symbols. The Si Splice chart will start moving tomorrow with the start of trading. The RTS Splice tool is already available for analysis. The history so far is not very deep (since 14.03.2012), in the future we will add the history for earlier periods.

We will gladly accept comments and suggestions regarding this service.

Thank you! Please tell us a little - how were the periods stitched together on quarterly expirations?

Thank you!

Looked at the history - up to September 2012 - totally illiquid:

http://clip2net.com/s/4PjEOc

Well, you will finish it, won't you?