Testing 'CopyTicks' - page 7

 
Anton Zverev:

It turns out that if I download the history of ticks from the exchange site and from the five, it will be a complete match to the accuracy of ms?

In the demo FORTS in the tester, are the ticks from the real or from the demo?

Never even try to compare the demo and the real, especially exchange prices. These are two different universes. Nothing in common.
 
Karputov Vladimir:
Never even try to compare demo and real, especially stock prices. They are two different universes. Nothing in common.
I mean the tester only.
 
Anton Zverev:
I mean the tester only.
Re-phrase your question.
 
Anton Zverev:

It turns out that if I download the history of ticks from the exchange site and from the five, it will be a complete match to the accuracy of ms?

Yes, as long as the account is real.


In the demo FORTS in the tester, are the ticks from the real or from the demo?

On exchange instruments in demo servers there is no guarantee that the quotes are correct at all.

On the contrary, the guarantee that the quotes are knowingly wrong, because no one has the right to distribute paid quotes in real time on demo servers.

The topic has been covered in detail here: why are stock exchange quotes paid for and why aren't they available for free?

 
MetaQuotes Software Corp.:

All ticks are absolutely accurate, with no omissions or other errors.

The tick base is the same for all processes in MetaTrader 5: servers, terminals, testers, etc.

Trade direction when will it appear approximately?
 
Dmitriy Skub:
When will the direction of the trade approximately appear?

This is it: description of the structure of price ticks in MQL5

The Structure for Returning Current Prices (MqlTick)

This is a structure for storing the latest prices of the symbol. It is designed for fast retrieval of the most requested information about current prices.

structMqlTick
{
datetimetime;// Time of the last price update
doublebid;// Current Bid price
doubleask;// Current Ask price
doublelast;// Price of the last deal (Last )
ulongvolume;// Volume for the current Last price
longtime_msc;// Time of a price last update in milliseconds
uint flag// Tick flags
};

The variable of the MqlTick type allows obtaining values of Ask, Bid, Last and Volume within a single call of the SymbolInfoTick() function.

The parameters of each tick are filled in regardless of whether there are changes compared to the previous tick. Thus, it is possible to find out a correct price for any moment in the past without the need to search for previous values at the tick history. For example, even if only a Bid price changes during a tick arrival, the structure still contains other parameters as well, including the previous Ask price, volume, etc.

You can analyze the tick flags to find out what data have been changed exactly:

  • TICK_FLAG_BID - tick has changed a Bid price
  • TICK_FLAG_ASK - a tick has changed an Ask price
  • TICK_FLAG_LAST - a tick has changed the last deal price
  • TICK_FLAG_VOLUME - a tick has changed a volume
  • TICK_FLAG_BUY - a tick is a result of a buy deal
  • TICK_FLAG_SELL - a tick is a result of a sell deal
 
MetaQuotes Software Corp.:

This is it: description of the structure of price ticks in MQL5

The Structure for Returning Current Prices (MqlTick)

This is a structure for storing the latest prices of the symbol. It is designed for fast retrieval of the most requested information about current prices.

structMqlTick
{
datetimetime;// Time of the last price update
doublebid;// Current Bid price
doubleask;// Current Ask price
doublelast;// Price of the last deal (Last )
ulongvolume;// Volume for the current Last price
longtime_msc;// Time of a price last update in milliseconds
uint flag// Tick flags
};

The variable of the MqlTick type allows obtaining values of Ask, Bid, Last and Volume within a single call of the SymbolInfoTick() function.

The parameters of each tick are filled in regardless of whether there are changes compared to the previous tick. Thus, it is possible to find out a correct price for any moment in the past without the need to search for previous values at the tick history. For example, even if only a Bid price changes during a tick arrival, the structure still contains other parameters as well, including the previous Ask price, volume, etc.

You can analyze the tick flags to find out what data have been changed exactly:

  • TICK_FLAG_BID - tick has changed a Bid price
  • TICK_FLAG_ASK - a tick has changed an Ask price
  • TICK_FLAG_LAST - a tick has changed the last deal price
  • TICK_FLAG_VOLUME - a tick has changed a volume
  • TICK_FLAG_BUY - a tick is a result of a buy deal
  • TICK_FLAG_SELL - a tick is a result of a sell deal
I thought I've reached the English forum. Can I read it in Russian?
 
MetaQuotes Software Corp.:

This is: description of the structure of price ticks in MQL5

The description is there - there is no real direction. And milliseconds?

Or am I behind the times?

 
MetaQuotes Software Corp.:
Yes, as long as the account is real.


On exchange instruments in demo servers there is no guarantee that the quotes are even correct.

Even the opposite, it is a guarantee that the quotes will be deliberately wrong, because no one has the right to distribute paid quotes in real time on demo servers.

The topic has been covered in detail here: why are stock exchange quotes paid for and why aren't they available for free?

You go to a demo account, open a tester on real ticks. The tester will use what tick history for the Expert Advisor, the one on demo servers, or the one that was on the real market?

The question is about the tick history of the tester, which is used when logging into a non-real account. Giving the history in the tester is not a real time mode. There should not be any violations.

 
Dmitriy Skub:

The description is there - there is no real direction. And milliseconds?

Or am I behind the times?

Are you sure you understand the bit values in the flags field correctly and check it accurately on exchange instruments and not on forex?

Milliseconds are also in the time_msc field.

Reason: