Tick story - page 25

[juriy5555]

Is it a fact that the sum of tick.Volume is the real volume? There are tick and real volumes. Tick volumes seem to be much smaller than real volumes. You can see this by adding a stock Volumes indicator, and switching it to tick volumes. Volumes[] are real volumes.
And then there is the OnCalculate and SymbolInfoTick... We still need to test it all out and test it all well. Maybe, it's better to request the array of ticks once via CopyTicks from specific time and calculate the sum per minute. Compare.

IMHO.

+1 ticks with flags TICK_FLAG_BUY TICK_FLAG_SELL I also never observed.

ps If someone could explain the difference between real and tick volume I would be very grateful. Newbie. Honestly searched for the answer.

[Dmitriy Skub]

Alexey Kozitsyn:

I too have a slightly different question, and I wonder if the information being transmitted from the ticks is correct.

It is correct, only the ticks can be skipped. It's necessary to use the function CopyTicks. It almost works, except for absence of trade direction.

[Sergei Vladimirov]

Alexey Kozitsyn:

I too have a slightly different question, and I wonder if the information being transmitted from the ticks is correct.

In OnCalculate not every tick is processed - there can be both skips and call of this function between ticks, so your code will not work correctly. As already said, you need to query ticks for the period with function CopyTicks and sum up ticks volumes with flagTICK_FLAG_VOLUME. The result is exactly the same as the candlestick volume, I've checked it many times.

[[Deleted]]

Dmitriy Skub:
Correct, only ticks can be skipped. One should use the function CopyTicks. It almost works, except for absence of trade direction.

Thank you. So are the flags coming in lopsided? After all, as far as I understand it.

• TICK_FLAG_BUY - the tick has occurred as a result of a buy deal
• TICK_FLAG_SELL - the tick has occurred as a result of a sell deal

This is the direction of the deal. But again, I haven't seen them. Not implemented yet? Do you know when it is planned?

Sergei Vladimirov:
In OnCalculate not every tick is processed - there can be skips and also call of this function between ticks, so your code will not work correctly. As already said, you need to query ticks for the period with CopyTicks function and sum up ticks volumes with flagTICK_FLAG_VOLUME. The result is absolutely equal to the volume of the candle, I checked it repeatedly.

Thank you. I will check.

[Dmitriy Skub]

Alexey Kozitsyn:

Thank you. So are the flags coming in lopsided? After all, as far as I understand it.

• TICK_FLAG_BUY - the tick has occurred as a result of a buy deal
• TICK_FLAG_SELL - the tick has occurred as a result of a sell deal

This is the direction of the deal. But again, I haven't seen them. Not implemented yet? Do you know when it is planned?

Thank you. I will check.

They're not sloppy, they're pretty decent. They're just always zero.) Waiting

[[Deleted]]

Dmitriy Skub:
They're not sloppy, they're quite decent. They're just always zero.) Waiting

Yeah, there's nothing else to do...

[Dmitriy Skub]

Alexey Kozitsyn:
Yes, there's nothing else to do...

Yes there are more options, but not related to MT5. Offtopic))

[Aleksey Gunin]

Who can say why in the batter comes ticks with flags simultaneously TICK_FLAG_BUY and TICK_FLAG_SELL, can a tick occur as a result of both buying and selling? see the screenshot, thanks in advance

[[Deleted]]

Aleksey Gunin:
Who can say why in the batter comes ticks with flags simultaneously TICK_FLAG_BUY and TICK_FLAG_SELL, can a tick occur as a result of both buying and selling? see screenshot, thanks in advance

What server is this screenshot from?

[Aleksey Gunin]

Alexey Kozitsyn:
What server is the screenshot from?

Tester on real account of broker Otkritie, derivatives market

Threw an indicator on a real time chart, everything is fine, but needs a tester