Market patterns - page 32

 
lucky_teapot: ... Can you please tell me where can I get level2 data for analysis, search for patterns, etc.?
You can get the cup history from Dukas through their api (only best-bands with volumes by standard means). LMAX seems to be able to pull it too.
 

On MT5, it is possible to get a glass through the functions of the MarketBook family.

 
GaryKa:
The history of the cup can be taken from Dukas through their api (by standard means only best-bands with volumes). LMAX seems to be able to draw it too.

How do you get it on ducas(FIX-API)? JForex only allows to download ticks that have already happened, no glass, at least I couldn't find any.

If something will work out, I'll get down to this question (parsers and so on).

I want to have several independent sources of such data, as if there is only one source, it is difficult to assess its quality.

Heroix:

In MT5 you can get the cup through the functions of MarketBook family.

I already thought about writing the glass myself, but it's long, maybe as an alternative small example for comparison. And for research and tests you need a better story.

 
lucky_teapot: ... How do you get it on ducas(FIX-API)? JForex only allows you to download ticks that have already happened, there is no ticks, at least I couldn't find any.

And you want to download future ticks )) The last tick available is the current tick state.

P.S. If there are still questions, it is better of course in person.
 
GaryKa:

What do you want future tics to download ))

Yeah, yeah, I'd love to. I've been all over the internet, I can't find it. It's like a conspiracy. Maybe I was wrong, there were some Jews involved.
 
MetaDriver:
Yeah, yeah, I wish I could. I've been all over the internet, I can't find it. It's like a conspiracy... Maybe I was wrong, there's a Jew involved.
:)
 
iModify:

Well, yes. Williams' fractal itself isn't worth much, so I understand it was a marketing ploy on his part to attract attention.

Old man Williams himself did not think that his marketing thing called a fractal, actually has the most direct relation to the fractal statistics, and is its basic systematic element.

nasdaq:
"Williams' fractal is not a fractal, it's a candlestick pattern. Where is the self-similarity? Where is the fractional dimension?


A fractal in MT is a technical indicator. The fractional dimension is a statistical parameter calculated by various methods, including the so-called Williams' fractals. Calculations based on fractals perfectly determine a known value of fractional dimensionality set by serious econometric models. The very fact of such consistency dismisses all claims that Williams' fractals supposedly have nothing to do with so called "real fractal geometry".

Документация по MQL5: Технические индикаторы
Документация по MQL5: Технические индикаторы
  • www.mql5.com
Технические индикаторы - Документация по MQL5
 
GaryKa:

What do you want future ticks to download )) The last available tick is the current state of the cup.

P.S. If you still have questions, it's better of course in person.
MetaDriver:
Yes, yes, I'd like that very much. I searched all over the internet, I can't find it. It's like a conspiracy of some kind... Perhaps I was wrong, the Jews had something to do with it.
server:
:)

Hmmm... and I thought past ticks and potential volume distributions in the vicinity of the traded price were different data.

Historical tick flow is not a problem to get, there are plenty of places with quality sources of it, for example the same ducas.

And I need a level2 thread, which so intriguingly tells the esteemed ProstoTak. So far there is only a shredded one obtained using SoftFX\\QuotesDownloader from tpdemo.fxopen.com

TIME TYPE PRICE_5 VOL_5 PRICE_4 VOL_4 PRICE_3 VOL_3 PRICE_2 VOL_2 PRICE_1 VOL_1 TYPE PRICE_1 VOL_1 PRICE_2 VOL_2 PRICE_3 VOL_3 PRICE_4 VOL_4 PRICE_5 VOL_5
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8800000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31360000 1.31915 8000000 1.31916 12200000 1.31917 3500000
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8800000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31360000 1.31915 8000000 1.31916 12200000 1.31917 3500000
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8800000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31360000 1.31915 8000000 1.31916 12200000 1.31917 3500000
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8800000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31360000 1.31915 8000000 1.31916 12200000 1.31917 3500000
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8800000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31360000 1.31915 8000000 1.31916 12200000 1.31917 3500000
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8800000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31360000 1.31915 8000000 1.31916 12200000 1.31917 3500000
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8800000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31360000 1.31915 8000000 1.31916 12200000 1.31917 3500000
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8800000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31360000 1.31915 8000000 1.31916 12200000 1.31917 3500000
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8800000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31360000 1.31915 8000000 1.31916 12200000 1.31917 3500000
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8300000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31860000 1.31915 8000000 1.31916 12200000 1.31917 3500000
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8800000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31360000 1.31915 8000000 1.31916 12200000 1.31917 3500000
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8300000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31860000 1.31915 8000000 1.31916 12200000 1.31917 3500000
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8300000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31860000 1.31915 8000000 1.31916 12200000 1.31917 3500000
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8800000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31360000 1.31915 8000000 1.31916 12200000 1.31917 3500000
######## bid 1.31904 6000000 1.31905 7649000 1.31906 8300000 1.31907 3000000 1.31908 2000000 ask 1.31913 300000 1.31914 31860000 1.31915 8000000 1.31916 12200000 1.31917 3500000
Files:
ticks_level2.zip  282 kb
 

Forum on trading, automated trading systems and trading strategy testing

Discussing high frequency trading on MT5

hrenfx, 2013.02.28 10:37

From here:

You don't really need to download anything from FDK. The ideology of FDK to work with history comes down to the fact that you just work with any time and symbol, as if you always have history. FDK itself, if necessary, will download it without your noticing it, by caching the information on your disk instead of downloading it again.

All history is stored in text files, compressed to ZIP. But if you need history in its other format, you do not need to parse these files. Simply use FDK to write such-and-such history in the format you need, and that's it.

Forum on trading, automated trading systems and testing trading strategies

Discussion about high frequency trading on MT5

hrenfx, 2013.02.28 14:40

I will try another way: through associative thinking.

In this case ZIP files are HST in MT. FDK IS MQL.

You must be a masochist or a clown to work with history through MQL by parsing HST files. After all, MQL has everything to work with the history. And if you need it in a certain format, through MQL the history is written in the required format.

The same idiocy to parse the internal technical storage of FDK-history. When you can address it directly via FDK and record it in any convenient format, using averaging by Level2-data and other nice things directly in FDK.

 
hrenfx: directly through the FDK and write it down in whatever format is convenient for you

Where should I prescribe what? Please explain, or give me a link to a description of this process, if it's not trivial.

Reason: