When is the new version of MT5 and where do you find out what's expected in it? - page 22

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As I remember, about 5 years ago Renat told Рrivanal - "Guys, don't mess with ticks, create robust systems", but after so many years metaquotes slowly recognized that the real ticks in the terminal are still needed, maybe in 5 years they will finally provide an opportunity to "feed" their own ticks into the terminal) But until then, they will use MT4 with an opportunity to "feed" real ticks of their broker into it))
 

To the gentlemen who criticise "why wasn't it introduced sooner".

It has been explained many times in the same forum:

  1. Broker infrastructure was not ready for the storage and delivery of tick data in great depth
  2. The capacity of traders was not ready to pump and use huge volumes of deep tick history

It is now some friends who do not want to see this and stubbornly reduce everything to the simple and straightforward formulation "I can't keep quiet! the lion was not given the meat!".


At this point in 2016, we can definitely say that all parties are willing to work with such data:

  • Brokers' infrastructure has clearly improved and their networking capabilities have increased.

    Although there are still more than hundreds of 32bit Windows Server 2003, which admins of different brokers do not want to get rid of, it makes us scared. It's been 2 years since we gave up 32 bit versions of MT5 platform servers, so brokers don't have the opportunity to kill themselves on storing, processing and re-packaging massive tick data.

  • What is data in the MetaTrader 5 platform?

    Here are examples of two of our demo servers:




    Yes, one has 1,589 characters and the other has 21,309 characters and that's no limit. This is exactly the working volume that the system is designed for.

    The problem with tick data is not 10 characters and one trader, as many people seem to think. It's a problem of exponential growth of storage, processor and network requirements. And the problem is really serious because of the rapid attainment of combinatorial explosion with the removal of the body. What is particularly interesting is how the file system behaves with this order of open file handles.

    It is the duty of the platform to have constant efficiency under all conditions, not to slow down, float in response speed or get interrupted due to load. And loads are absolutely expected.


  • Broker network traffic is not cheap, and brokers themselves are used to Metatrader's low network traffic.

    Don't think that traffic is free. Especially don't try to transfer the unique home user experience of Russia/Moscow to the rest of the world.

    Who do not know, I can tell you that most of traders moved to Asia a long time ago. And traffic costs are very high there. Don't try to compare it with "I rented VPS in Hong Kong for 10 quid" just like you shouldn't confuse personal server with absolutely zero traffic with regular access server with constant bandwidth of 50-100 mbps.

    Almost a year ago we started to implement the delivery of tick data to the terminals via CopyTicks function. We specially optimized compression and implemented non-destructive method of data delivery to the servers. Now you can easily download millions of ticks with CopyTicks, and even indicators are using it with great success.

    Just imagine a typical situation: 10 0000 traders online, 50 instruments (not talking about trading with thousands of symbols) and some users actively working with tick data.

    The forecast is very simple: the traffic on MT5 brokers' servers will increase many times and the load on all components of the system will increase. But we have implemented everything competently and we are able to serve big loads.

  • Traders' hardware and channels have really increased

    Fortunately, the vast majority of MT5 traders are using the 64-bit version of the platform. This really allows them to handle large amounts of data and especially ticks.

    There will always be those who claim "I always have 100/300 mbps, my computer is powerful, I have no problems, I watch blue ray movies on the fly". But the world is not limited to a price anomaly called "Moscow's home networks".

    At the moment, the average power available to traders allows for the next level of load.

    Yes, there are a lot of complaints about disk consumption, huge logs in the tester, etc. ahead. But everything is already much easier.


I would like to separately say hello to those who claim "the tester is so and so, it cannot do something".

Firstly, the statements are far-fetched as the author either doesn't know the real possibilities or is just trolling. And secondly, go and try to build a highly accurate and fully functional tester. The reality is that there are no more efficient testers around. And those that exist are primitive and do not reach the capabilities of multi-currency and distributed strategy tester MetaTrader 5.

As an addition I can make happy that we are releasing the beta of the MQL5 Cloud Network with support for testing on real tick data. This means that the load on our cloud network will increase many times over.

 

In a week we will release MetaTrader 5 and start writing a series of articles demonstrating the new features of the platform and the tester itself.

And in the meantime, you can start comparing different modes of tick use and post the results with a sufficient level of proof. Yes, the level of proof of the purity of the experiment, a correct description of the experiment and honest reports in zipped files are mandatory.

There is good reason to believe that my words will be confirmed:

  • Guys, stay out of ticks, build robust systems

  • Switching to absolutely accurate real ticks will not give a definite advantage

    But in case of exchange execution with almost guaranteed 1ms latency it will do. But there will be a problem of the next order in the form of modeling of the market.
 
Renat Fatkhullin:

There is good reason to believe that my words will be confirmed:

  • Switching to completely accurate real-world ticks will not give a clear advantage
Not only will it provide no advantage, but it leads deeper into the confusion of thousands of "traders" who piously believe in scalping in forex......
 
Vladimir Pastushak:
Not only will it give no advantage, but it leads thousands of "traders" who piously believe in scalping in forex...... deeper into confusion
Provides unnecessary motivation for dillingers to rather massively switch to a fiver. Especially since and ... shh-shh ... (whispering) locking is now possible.
 
Vladimir Pastushak:
Not only will it not give an advantage, but it misleads thousands of "traders" who sacredly believe in scalping in forex......

Some not only believe but also scalp with bots.

Just because you are not good at it, it does not mean there is no scalping)

 
A beta version of 1301 has been posted on MetaQuotes-Demo.
 

"The traders' capabilities were not ready for pumping and using huge volumes of deep tick history"- can I decide if I am ready or not? You provide me conditions as a user)

The tester is not bad.

The question was simple. I want to run my trading strategy on quotes of my broker, can I "insert" my broker's quotes into the new build of MT5?

I want to use my own broker's quotes, i am interested in it and i need to know. I come here every 4-5 years to discuss mt5 platform.

And one more thing, in order not to load brokers' servers with tick data, they may separately write them somewhere, on a separate server, so all users may download this same tick data and then run bots in offline, by feeding this tick data to mt5 and there will not be any load at the same time when many users "load" tick data online. Or I do not understand something?

 
marker:

Some people not only believe, but also scalp with bots.

If you cannot do it, it does not mean there is no scalping).

This is a typical example of unsupported claims.

Even the fact that I have described the requirements for testing results above has not helped. A torn out screenshot while completely hiding fundamentally important data is not proof.

 
marker:

"The traders' capabilities were not ready for pumping and using huge volumes of deep tick history"- can I decide if I am ready or not? You provide me conditions as a user)

The tester is not bad.

The question was simple. I just want to use my trading strategy on quotes of my broker, may I use quotes of my broker in the new build of mt5?

No question, I'm really interested and need to know as a user. I come to mt5 platform discussion once in 4-5 years.

And one more thing, in order not to load brokers' servers with tick data, they may separately write them somewhere, on a separate server, that everyone may download this same tick data and then run bots in offline, by feeding this tick data to mt5 and there will not be any load at the same time when many users "load" tick data online. Or I do not understand something?

Unfortunately, this is a complete misunderstanding. You don't know the MT5 tester at all.

This is not MT4. You do not have to run around and download quotes. You just select the desired mode, press Start and that's it. The terminal will automatically download everything you need from your broker, provide the complete market environment and start the test.

Just to illustrate the quality of the automation: using the clouda, all of the bars and real ticks of your broker will automatically be distributed to thousands of agents around the world, and your Expert Advisor will run safely on them.

No competitor of ours has even come close to this level of automation.

I recommend that you methodically read as many of the articles in the tester section of this website as possible. This will remove almost all questions. And much better than once every 5 years to come on a forum to criticize without trying to actually use it.

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