Complex arbitration - page 7

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Why bother with the leaky minutes? Download the HISTORY Centre as far as it will go, then export the minutes (or hours...) from it and count them in Excel or Matlab...
 

Downloaded it and what? There are the same holes as everywhere else. Especially minutes.

 
Oh, and the men don't know! ... I mean methaquotes.
Show me where the holes in the methaquot history are - I suppose they'll patch them up straight away (if there are holes).
 
By the way, there may well be holes in the minutes, and even in the hours, when there was no trading (weekend-holidays) or just no ticks at night on some exotic currency.
 
You don't get it. The holes are not big. For example: one minute is missing, then it's OK, then a gap, then it's OK, etc. It results in 10-15 minutes mismatch between euro and pound data of the same day. It turns out, for example, that the cell with one time quote is responsible for the cell with another time quote. The correlation cannot be calculated. Therefore you have to comb the history with your own hands. It takes about 50 minutes for one day.
 
So it's not holes, it's life. In real life, will you also comb the minutes if there are no tics?
 

Once again I would like to thank DD. It's basically all sorted out. Thank you.

 
timbo:
So it's not holes, it's life. In the real world, will you be combing for minutes, too, if you don't have tics?


No, I will not. But in real time the indicator will use the last received quotes to calculate this time. However, when working with Excel history, it means that we need not the latest quote, but the one that is in a certain cell. If quotes are not combed before processing, the obtained results cannot be trusted. Well, the real action will show. Thanks for your interest.

Good luck.

 
I already understand your misfortune... But it's a pain in the ass to fix it by hand. You should make a macro or learn MCL, it's much easier than it looks. Even easier than a macro in excel.
 
alhimik72:
In general, the real will show everything.


I do not recommend to hurry with the real. And I advise to pay close attention to the behavior of crosses, correlated currencies. I.e. if it is EUR/USD and GBP/USD, then look at EUR/GBP, etc.

I am currently trying to figure out how my Expert Advisor has been catching the down-trends in the crosses of currencies I use, although it has analyzed only these currencies. And this is a very fatal moment because this system, when trading only in one direction (i.e. always selling Euro and buying GBP), in fact, becomes counter-trendy, and in case of long down-trend by cross, the hedge will go into long drawdown.

Somebody will say that instead of a hedge you may as well use a cross rate, but I will disagree, because I checked that in a cross trade you have to wait for more movement for a positive or negative outcome than in a hedge opening. And there is even an explanation.

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