FORTS Please help - page 18

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_Konstantin_:
Just install QUICK and your questions will go away. Of course, there's much more, that traders need in their everyday work, and which is not present in MT5. Of course, a part of a functionality comparable to QUICK can be realized in MT5, but it is only a small part :) Besides, to implement it you need to be an experienced programmer, while in QUICK all this is implemented for a common user, plus there are no connectors in MT5 to connect other software systems to address the defects...

I installed Quick even before MT5 ... What I need is to implement it programmatically. This is a hundred times easier to do in MQL5 ...than in Lua. or TSLab.

But so far I can't do much of what I want because I don't have options and the stock sector. So in my spare time (from rest) I'm building TSlab dice... and not on moex

 
Mikalas:

Good evening!

You're probably not reading carefully what I'm writing about.

A second, when loading the indicator - really not so bad, BUT

In low-liquid instruments the ticks come seldom, the time series is unloaded from the memory

and the process of obtaining data starts BEFORE (with entering the server).

More - https://docs.mql4.com/ru/marketinformation/symbolselect

Note

To receive data on a symbol using the functions of access to timeseries and indicators, this symbol should be enabled in the MarketWatch window. If there is no symbol in it, you need to enable it using SymbolSelect(symbol_name, true) function before requesting data.

You can hide a symbol from MarketWatch window 10 minutes after the last access to the symbol history, i.e. since the last call of such functions as iOpen(), iHigh(), CopyTime(), etc. This is due to the fact that the terminal stores received data on the symbol within 10 minutes since the last time it was called, after which the unused data are automatically deleted from the terminal memory.

 
Rosh:

More - https://docs.mql4.com/ru/marketinformation/symbolselect

Good afternoon!

And you, too, are not reading carefully!

The GetBars() function has the first check:

//---Check for symbol present
  if ( !SymbolInfoInteger( symbol, SYMBOL_SELECT ) )
  {
    ResetLastError();
//---    
    if ( GetLastError() != ERR_MARKET_UNKNOWN_SYMBOL )
    {
      SymbolSelect( symbol, true );
    }
    else
    {
      Print( "GetBars: Неизвестный символ - ", symbol );
      return( 0 );
    }    
  }
 
Comments not relevant to this topic have been moved to "HFT, Arbitrage".
 
Prival-2:

No, it doesn't. It's not the same.

I compared the OI. The files that you (MT5) and I (KVIK) posted are attached here in the posts. I compiled them all into one file and compared them. The discrepancies are a wagon and a small trolley....

Excel file attached, anyone can check....

S.Y. The difference of 2-4 contracts can be explained by the rules of cutting the candle, but the difference in tens ... Hundreds of contracts - it's out of the question

Thanks for the analysis!

Although it does not coincide, but the shifts in platform development are evident. I thought the difference was in the thousands... A very interesting feature has emerged)

Keep up the good work, it's ok)

I've been doing volume for a very long time. You only need two current numbers to trade and that's it - it's there. SUPER!

Need to try....

 
_new-rena:

Thanks for the analysis!

Although it doesn't match, the shifts in platform development are evident. I thought the difference was in the thousands... A very interesting feature has emerged)

Keep up the good work, it's ok)

It's a pity no one has posted files of the number of sellers/buyers. It would have been interesting for me to compare them too
 

By the way, the mismatches are not always "in favour of QuickBooks". In Quicksilver there is also a command "Refresh" on the chart)).

In MT5 it is clear why there are faults - there ticks (in terms of events) are generated according to forex, and even in the packs are pasted together a few ticks.

I hope, that CopyTick will be finished at a professional level, and I`ll throw away Quick with great pleasure, because I`m sick of brakes)).

All said, as usual, IMHO.

 
Dima_S:

By the way, the mismatches are not always "in favour of QuickBooks". There is also such a "refresh" command on the chart in the quote))

....

This command fills the holes in the OI and buy/sell charts (quickie). These holes appear if the terminal has been switched off. To find out where and who messed up, you need to take the history and check it in details. The detailed history of OI is there. The fact of the difference is fixed. Let MQL deal with it. Kvik has been translating OI for a long time and the differences in tens of hundreds of units are likely caught, although anything is possible. I personally am too lazy to do it and do not see the point in doing this work (well, I will find another bug and will not be able to change anything anyway). There are developers, they are paid there, let them work.
 
Prival-2:
This command fills the gaps in the OI and Buy/Sell charts (Quick). These gaps appear if the terminal has been disabled. To find out where and who messed up, you need to take the history and check it in details. The detailed history of OM is there. The fact of the difference is fixed. Let MQL deal with it. Kvik has been translating OI for a long time and the differences in tens of hundreds of units are likely caught, although anything is possible. I personally am too lazy to do it and do not see the point in doing this work (well, I will find another bug and will not be able to change anything anyway). There are developers, they are paid there, let them work.

I have a rough idea of the meaning of this command. And holes or glitches appear even when the quickie is on all the time. If you look closely, there are bars where the High or/and Low of the quickie is higher/lower than the same MT (as there are inverse places too). Clearly a bigger High within a minute is more correct and a smaller Low.

I'm too lazy to do that too.

There's also always a difference there in Open. So, I think it is correct for OI and orders that Open of a new bar must equal Close of the previous one. The quickskippers consider it in a different way.

 
Dima_S:

I have a rough idea of the meaning of this command. And holes or glitches appear even when the quickie is on all the time. If you look closely, there are bars where the High or/and Low of the quickie is higher/lower than the same MT (as there are inverse places too). Clearly a bigger High within a minute is more correct and a smaller Low.

I'm too lazy to do that too.

There's also always a difference there in Open. So, I think it is correct for OI and orders that Open of a new bar must equal Close of the previous one. Quickskates do not think so.

High/Low should not be compared between platforms. It is about trades (ticks). There is a history and it is the same for all. If the maximal price of one trade was 999, then the Hai must be 999. There is no other way.

Z.I. I have never seen any holes (except for exchange failures) with Quicksilver enabled.

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