An effective trading strategy based on multi-currency analysis of multiple DCs - page 13
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Mak I roughly took to implement the database in one common set file, for one client:) The tick in my definition contains only three indicators, server time, client time, current price, eight bytes each, 24 bytes in total. 128 are drawn from the leading and following position in the file, position type, approximately 32 more bytes in 8 bytes for each factor, if we screw in some more we get more. In reality it is no more than 64, but if to minimize it, it may be even less. But I take global scales, otherwise I risk limiting myself to four gigabytes in one file for example. I'm not saying that I will do exactly that, I may even limit myself to 32 bytes in a file per tick, but if I need to store not only ticks, you are thinking only about immediate tasks, so look with question why:)
Also, we are not building a system on ticks, we are in the business of analysing ticks, not trading on them. How will you use ticks trading if your broker has not had this tick, he has filtered it, what do real quotes give, if the broker filters them, exactly nothing for trading on this broker, but nobody cancelled the analysis of brokers and ticks itself, not to mention the multicurrency and various other instruments like futures indices and gold:)))) Everything is in real time, here I work in real time and mascot tasks :) Each client is essentially interested in using only what he sees fit, I will not get all quotes on the server from one client because he included only the ones he needs, I will not collect on the server all the variety of quotes just on a whim, that's better, everything is done on the basis of real needs.
Ticks are a contingent and random thing. They are different for everyone by definition and there is no system to it.
That's where you're wrong, by definition let's not call them tics then:) Which concept would suit you better in this direction? Let's consider the notion of "Point of contact", but I think "tick" is simpler. Regarding point three, what else can I say, let's you make it difficult to verify this fact, uncertainty, to stop pointless reasoning. Take my program for example and please provide screenshots of what you consider uncertainty.
Why store the price when you can store the price increment per tick?
Why should 8 bytes be allocated for all this?
The accuracy of price setting, for example, never exceeds 4-5 signs.
What else can/need to be stored with tick in tick history (except for tick time)?
I'm not asking because I want to know the answer, it's more of a rhetorical question :)
How will you use tick-trading if the broker does not have this tick, he filters it out:))))
I don't think you understand WHERE tics come from ....
They do NOT exist in nature, and a broker cannot "filter" them - there is nothing to filter.
Tick is YOUR broker's answer to Quote Request from one of his clients.
What price the broker will give depends on many things, not only on the market situation.
The broker is guided by indicative quotes (which may be filtered),
but he may shift them by a few pips in any direction, depending on the client and the direction of the trade.
He can make a requote, or "hesitate" for a while, etc. ....
TIC is a quote from YOUR broker, and no one but your broker's clients will see it.
That's why I say that Tics are a contingent and random thing . .
Except for the very big brokers who send their quotes to the news agencies,
who from hundreds of such brokers generate a stream of indicative quotes (often filtered).
Server and client time is not a constant:) Only server time, which will be compressed by the client, based on its own data:)
I wonder how you get rid of the same requotes and delays thanks to the increments, it's the same as comparing bars:)
Especially since the thread is called "An effective trading strategy based on ... "
Server and client times differ only by time zone difference :))
The sending time and the arrival time of the tick to the client may indeed be different ...
The client receives data from the broker's server, he has at his disposal the tick price and the server's tick time. He also stamps the tick with his time. Such a client is not alone, all clients on different servers receive different data, how to combine them, not just to the second, but to the millisecond. The client and server clocks may be lagging or running fast, so how do you tell the difference with just one clock. Why are you forgetting about all these differences? The client himself can adjust the server time to the same millisecond and update the server time based on the average, in which case there will be no difference between a single client of the same DC server in seconds, but there will be a difference in milliseconds. Due, again, to the price stamp, the tick position in time is also clearly centered. There are a lot of such factors for creation of the most accurate data, and all this data can be improved, except for the price stamp of the tick.
How to filter out requotes? To see that they are there at all? What about the server demo:)
:)))
And another question - what for do they need it all for?
(binding of quotes to milliseconds)
Needed, for analytics of real quotes, everyone wants to do it on ticks and not just real ones, the same requotes, etc:) I'm not counting on the fact that I will have one server and build myself an information agency:) I just use it for my own needs. I just use it for my needs, and my needs are not very different from yours:) In addition, the best way to portray a news agency, without a tribute to these agencies, to collect information from other people, and at the same time, give useful tools to use, then the flow of customers will not be abandoned, otherwise it's all a waste of time:)). I had hoped to do everything gradually, but thanks to the people who wrote in this thread will have to do everything at once to the maximum scale otherwise it makes no sense again, seems like all the rake sucked:)