Impulse - page 43

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Karputov Vladimir:

We'll be testing this soon - just don't let the processors burn out! I'll get to play with the ticks.

++++++++++

BRAVO!!!!

I can't wait to see the tick story.

 
Karputov Vladimir:

We're about to start testing - just don't let the processors burn out! I'm going to play with the ticks.
I wouldn't get too excited prematurely. They promised ticks, but not custom history. Without their data all these innovations are useless, because none of the brokers will give a normal history (especially tick history).
 

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Impulse

Karputov Vladimir, 2015.08.11 20:16

The arrival of ticks in the Expert Advisor can now be monitored on the chart:

//+------------------------------------------------------------------+
//|                                                    ShowTicks.mq5 |
//|                              Copyright © 2015, Vladimir Karputov |
//|                                           http://wmua.ru/slesar/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2015, Vladimir Karputov"
#property link      "http://wmua.ru/slesar/"
#property version   "1.00"
#property description "Показ последних N тиков"
//--- input parameters
input int      ticks=24;  // количество показываемых тиков
//--- массив для хранения тиков
MqlTick tick_array[];
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
   Comment(""); // очищаем график
   int resize=ArrayResize(tick_array,ticks-1);
   //--- инициализируем массив структур MqlTick
   for(int n=0;n<ticks-1;n++)
     {
      tick_array[n].time=TimeCurrent();
      tick_array[n].bid=0.0;
      tick_array[n].ask=0.0;
      tick_array[n].last=0.0;
      tick_array[n].volume=0;
     }
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//--- сдвинем массив
   MqlTick tick_array_temp[];
   ArrayCopy(tick_array_temp,tick_array,1,0,WHOLE_ARRAY);
   ArrayCopy(tick_array,tick_array_temp,0,0,WHOLE_ARRAY);
//--- получим последние цены
   SymbolInfoTick(Symbol(),tick_array[0]);
//--- выведем на график значения Bid и Ask  
   string comment="#  Time       Bid        Ask\r\n";
//--- сформируем содержимое комментария      
   for(int i=0;i<ticks-1;i++)
     {
      MqlTick tick=tick_array[i];
      string tick_string=StringFormat("%d: %s  %G  %G",
                                      i,
                                      TimeToString(tick.time,TIME_MINUTES|TIME_SECONDS),
                                      tick.bid,
                                      tick.ask);
      comment=comment+tick_string+"\r\n";
     }
//--- выводим комментарий на график        
   Comment(comment);

  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//--- очистим график
   Comment("");
  }
//+------------------------------------------------------------------+

And here's how it looks on the chart:

tics


I want to add tick rate instead of Ask column. There will be a visualisation of the speed change in text form.

 
The "life" of an order in the book (liquid markets) is in seconds + robots in the room that see volumes in a second (per tick), I mean that the momentum should be determined in pips in N number of times (patterns), some have information on the volumes, others do not.
 
Veniamin Skrepkov:
The "life" of the order in the book (liquid markets) in seconds + robots in the hall that see volumes in a second (per tick), I mean that the momentum should be determined in pips in N number of times (pattern), some have information on the volumes, others do not.
In the first message there are formulas: velocity, acceleration and tick flux density.
 
By tick volume density, the division is per minute - 130 tick/1=130, 150 tick/1=150, you can try 60 seconds and divide the formula by 2 (as ticks "walk" in both directions) (E/60)/2 = growth rate or acceleration.
 

Vladimir , how can we calculate the magnitude of averaging (upwards) by technical means (tester)?

i.e. if the average bar on M-1 is 3-4-5 pips (they are not interested in 80%) 10% = 1-2 pips and 10% - 7-8-9 pips ! the percentages are given freely (according to the gauss principle)

i.e. decompose some period in percentage and pips and look for a pulse in the 10% zone or somewhere nearby and see what characteristics they have ?

 
Veniamin Skrepkov:

Vladimir , how can we calculate the magnitude of averaging (upwards) by technical means (tester)?

i.e. if the average bar on M-1 is 3-4-5 pips (they are not interested in 80%) 10% = 1-2 pips and 10% - 7-8-9 pips ! the percentages are given freely (according to the gauss principle)

i.e. decompose some period in percentage and pips and look for a pulse in the 10% zone or somewhere nearby and see what characteristics they have ?

Until we have tick history, we should not handle tick strategies in the tester, because the results in the tester and in the real account will be very different. But the distribution of ticks for one minute and their sorting should be considered.

 
On the strategy of working with momentum
 
Veniamin Skrepkov:
No good. Where are the ticks for this period?
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