Beta version of MetaTrader 4 IDE including new MQL4 compiler and editor - page 21

 
Urain, the papaclass ticks in general are taken out of tales like the 'gkfx discussion about negative spreads' that makes some people so happy.
 
Renat:
Urain, nobody noticed that the comparison mixes up the underlying asset and the futures for it?

Why pay attention to such little things, right?

I'm not asking for an example now, when you write a programme, you think through the options, don't you?

The question now is the adequacy of modelling in specific situations. I cited the link to an example, but the situation may well happen on any instrument at any broker.

SZY out of 4 situations that lead to the generation of a tick, the 2nd one is processed inadequately.

Of the remaining two, the situation with the change of both prices (bid and ask) is not always processed correctly.

For example, the situation with sharp price change leads to false prices.

In the final result, only one situation is always processed correctly - changes of bid.

tcc

 
Urain:
It's ok, because mql++ trade classes are implemented differently, so Friday's classes won't go.
Are there plans to release classes similar to the ones in mql5?
 
dr_phenix:
Are there plans to release classes similar to the ones in mql5?
That's a question for Renat while he's here.
 

dr_phenix:
А планируют к выпуску классы, похожие на те, что в mql5 есть?

By the way, yes, I'm very interested in this too.

The ideal option for me is to keep all Standard Library class interfaces completely, differences only where there is a difference in approaches to the position.

And it would be extremely unfortunate if timeseries, experts, signals were changed...

Документация по MQL5: Стандартная библиотека
Документация по MQL5: Стандартная библиотека
  • www.mql5.com
Стандартная библиотека - Документация по MQL5
 
Laryx:

By the way, yes, I'm very interested in this too.

The ideal option for me is to keep all Standard Library class interfaces completely, differences only where there is a difference in approaches to the position.

And it would be very sad, if time series, EAs, signals would be changed...

This is unlikely, in MQL5 there is simply no such thing as a pick order to close.

This is exactly the example of an order with controversial condition, as Vladon wrote in How to rewrite code from MQL4 to MQL5? - page 3

 

I moved the posts on ticks to the specialized topic Discussion of the article "Tick Generation Algorithm in MetaTrader 5 Strategy Tester" - page 19

Not a word about ticks here, it is a kind of off-topic.

 
Renat:
Urain, nobody noticed that the underlying asset and its futures are mixed in the comparison?

Why pay attention to such trifles, right?
Later I'll post the Dukascopy, alpari, GKFX ticks in a visual form.

https://www.mql5.com/ru/forum/1031/page19#comment_598510

In general, for the absolute reality, it should be recorded itself ticks (time, ask, bid) on a real account (not demo).

Обсуждение статьи "Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5"
Обсуждение статьи "Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5"
  • www.mql5.com
Обсуждение статьи "Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5".
 
Urain:

This is unlikely, in MQL5 there is simply no such thing as choosing an order to close.

Well, this is a direct relation to the position, and it simply cannot be the same. I think no one will argue with the changes here.

But changes in CSeries class and its derivatives, for example, can hardly be justified...

Classes like CExpert and СSignal shouldn't suffer much from the change as well...

Well... We'll see...

Basically, I haven't looked at Standard Library in new MT yet... I'll have to have a look, of course...

 
Time for version 6 already)
Reason: