Interesting topic for many: what's new in MetaTrader 4 and MQL4 - big changes on the way - page 33

 
Rosh:

Maybe because no one is reading it? MetaTrader 5 HelpUser InterfaceData Window

Sorry for the hit-and-run :) You're right - I was inattentive.
 
Laryx:

Well, in theory, yes, you could probably come up with such a STABLE and profitable TS. Although, I seriously doubt about the stability of tick systems - slippages and requotes will do their dirty work. I tend not to use data of timeframes below H1 precisely because of its extreme instability.

Well, the one-minute and above spread is kind of there, use it as you need.

I mean, I don't mind that "it would be nice to have information... "But I don't see much sense in it, and I don't think developers will bother.

If there is a spread, the execution is usually without requotes, for forex this is ECN, and in exchange quotes the spread may be more than 1000 rubles per 1 lot, so it generally makes sense just for such instruments.

Let's say the market:

Ask 7000 10

Bid 6000 10

And we buy at the price of 7000. It is just a flipper here. You get a price of 7000 on the chart, but you could not sell at this price, only at 6000. So you get a kosak hanging around somewhere). Plus it's not clear what happened, buying or selling, although both happened at what price).

 
zfs:

If there is a spread, execution is usually without requotes and slippage, for forex this is ECN, and in exchange quotes, the spread can be more than 1000 rubles per 1 lot, so it even matters for such instruments.

Suppose the market:

Ask 7000 10

Bid 6000 10

And there is a buy at 7000. She's just a flipper here. You get a price of 7000 on the chart, but you could not sell at this price, only at 6000. So you get a kosak hanging around somewhere). Plus it's not clear what happened, buying or selling.

Another post in the anals :)

It's all there, there was a currency exchange transaction. And the kopeck went to the liquidity provider.

 
Urain:

Oh man, another post in the anals :)

It all makes sense, there was a currency exchange transaction. And the copeck went to the liquidity provider.

I wrote it down, it's not clear at what price). You work fast).
 
zfs:
I've finished, it's not clear what the price is). You work quickly).
At the price of the last order in the trade, if sell was already standing and buy has arrived, then at ask (and vice versa).
 
Urain:
At the price of the last bid in the trade, if sell was already standing and bid has arrived then at bid (and vice versa).
Where is this reflected on the chart, can you show me?
 
zfs:
I've finished, it's not clear what the price is). You work fast).
How is it unclear? At 7000.
 
zfs:
Where is this reflected on the graph, show me?
In the price last.
 
Urain:
In price last.
Is the flipper a Bid or an Ask?
 

What are you guys talking about?!

What spread history, if they still can't even figure out the normal history. I just downloaded the EURUSD M30 chart from the official MetaTrader (NordFX):

2008, September. On the left are the daily bars and on the right the hourly bars. All this stuff is on the M30. The Expert Advisor cannot be sure what data it is dealing with at the current moment, and you are talking about the history of some spreads. Things are no better in the exchange segment. There are no normal futures glues even for real accounts. Hanging position after expiration has been hanging on my demo account for half a year now, I can't close it. Because of all this and much more, with all due respect to MQ and their work done, I just can't use MT tester at all. And some kind of spreads have nothing to do with it at all.

And all of this would be solvable if given the option of custom history. And without it, we algos have our hands tied, there's nothing left to do. What a paradox, Renat is angry at us for just begging: "Give, give!!!", while carefully cutting off all opportunities to work independently and independent of data providers and trading conditions.