Is "market depth" working - page 8
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We use what came from the gateway.
Then how do you explain that the flipper volume is always equal to the bid-limit volume?
Fuck the truth, your opinion?
Then how do you explain that the flipper volume is always equal to the bid-limit volume?
Fuck the truth, your opinion?
Imagine what the chart will look like on weekends (or when the market is closed). No ticks - no bars. That's right.
Not quite right and not always. But it is not a question of architecture, it is a question of brokers and liquidity providers.
If the broker really cares about it, he may fill in the history in place of "missed bars" bars from 0 where all prices will be equal to the previous bar's close + zero volumes (we are only talking about bars in the server's trading time).
But does the broker really need this hassle?
So time should still be ignored?
+ also, although it's not a big deal. Will it be possible to make trades on these "empty" bars in the tester?
Let me explain again: it came from the gateway.
This answer is fine when dealing has one liquidity provider, but if dealing combines different aggregators (and most of them do now), it's not quite clear.
If there are several gateways, dealing combines them into one marketplace, LMAX gives best bid (they didn't have trading on this tick), and Integral sends last flipper volume (they had trading), this situation is possible, right?
In this example, the flipper volume should be different from the bid volume, but this is never observed. This is the tricky part, never in MT5 is the flipper volume different from the bidband.
ZS Those never at all. Those never ever at all.
This answer is fine when the dealing has one liquidity provider, but if the dealing combines different aggregators (and most of them do now), it's not really clear.
If it is not classified information it will be reported, at least in general terms.
And with approach "tell us how dealing is" you may address to Microsoft, they know exactly, because their "Cyshka" compiler is available :)
Not quite right and not always. But it is not a question of architecture, it is a question of brokers and liquidity providers.
If broker really cares about it he can fill in history in place of "missed bars" bars from 0 where all prices will be equal to close of previous bar + zero volumes (we are talking about bars in trading time of server only).
But does the broker need that kind of hassle?
What's the problem, will the tester kinda lie a lot if it admits that there's a bar where all prices are equal + volumes and spreads are 0 (if you want tick volume you can also specify as 1)?
So I've already replied :) I was wrong - it would be useful.
Forum on trading, automated trading systems and strategy testing
Does "market depth" work
MigVRN, 2014.10.23 13:00
https://www.mql5.com/ru/forum/1111/page695#comment_171388
Had a look at the old discussion. There's a lot written there, probably all pros and cons.
I agree with the point of view that a "configurable option" is needed, asboth are needed.
So I've already replied :) I got a little excited - such a feature would be useful.
There would be no features or options, according to Renat.
That leaves you to do it yourself, or ask for a broker.
I'll explain again: it came from the gateway.
all sorts of crap comes from your gateway... if there is last_trade information provided by liquidity providers, why isn't there any last as such in forex? in forex, last duplicates the bid both in price and volume, i.e. it is not there... then what is so special about last_trade coming from the gateway. why is it needed?
hello,
let me ask you -so much talk about market depth - what should i do with it? how should i use it? should i place limit orders before large bids/offers with a bounce in mind? or the opposite - stops behind them with the expectation of a breakout? i've looked at the market depth, there's not much data around the spread more than 10 pips, the rest is higher-lower but i don't see any strategies to use? sorry for the stupid question, i just did not do that kind of pipsing.