Wishes for MQL5 - page 97

 

Important!!!

Many brokerage companies now have a floating spread.

When you test the Expert Advisor on the history, the spread is always fixed.

The spread is taken from the broker server at the time of the last connection.

I think that we should introduce an additional column "spread" in the archive of quotes, in which we would fix the spread for that minute.

This will increase the accuracy of the results during testing. imho.

 
MrSoros >> :

Important!!!

Many brokerage companies now have a floating spread.

When you test the Expert Advisor on the history, the spread is always fixed.

The spread is taken from the broker server at the time of the last connection.

I think that in quote archive we should introduce an additional column "spread", in which spread for that particular minute would be fixed.

This will improve the accuracy of the results when testing. imho.

Many brokers probably will not want to show how unstable their spread is, so clients will not get scared :)

(I checked it myself for several weeks with several brokers) And it seems that in MT4 the spread is fixed

and always equals 2 pips - someone correct me if it's wrong.

 
chief2000 писал(а) >>

...in MT4 the spread is fixed and always equals 2 pips - someone correct me if this is wrong.

This is not the case in the essence of things.

The spread is set by the broker. MT4 is a trading platform in which (on a server installed at the DC) each broker can set its own rules of the game.

Your statement is like this: "Tickets in Mercedes vans are always 15 kopecks". Of course it is wrong. The price of a ticket in buses depends on the route, the distance travelled, etc., i.e. on the operating conditions, not on the brand of the manufacturer (the vehicle).

Likewise in the case of the spread. The rules of the game are set by the broker at his discretion, not by the developers of the platform (the vehicle).

Apparently, this is your impression, because the brokerage companies tested had similar conditions. In fact, some brokerages have strictly fixed spread, others have floating spread. Spreads at different brokers might be the same for some financial instruments and different for others.

 
SK. >> :

This is not the case in essence.

The spread is set by the broker. MT4 is a trading platform in which (on a server installed at the DC) each broker can set his own rules of the game.

Your statement is like this: "Tickets in Mercedes vans are always 15 kopecks". Of course it is wrong. The price of a ticket in buses depends on the route, the distance travelled, etc., i.e. on the operating conditions, not on the brand of the manufacturer (the vehicle).

Likewise in the case of the spread. The rules of the game are set by the broker at his discretion, not by the developers of the platform (the vehicle).

Apparently, you have got this impression, because the brokerage companies tested had similar conditions. In fact, some brokerages have strictly fixed spread, others have floating spread. Spreads at different brokers may be the same for some financial instruments and different for others.


The question is about two things:

1) Instability of spread at brokers (I >my indicator< saw at least one very well-known broker spread on EURUSD jumped from 2 to 20+ pips at quiet (not news time) at European session (not to mention Asian) - I checked it for 2 weeks) - he hardly wants to advertise this information. Many users do not know about this and do not know why they are regularly knocked out of trades.

There were brokers with very stable spreads, apart from periods of news releases - those I tested for a few months, which was then confirmed again on the real account of one of them - for a few months already.

All the brokers being tested initially were checked in parallel, in equal conditions.

2) The spread in the tester is fixed and "equal 2 pips", I checked it briefly, apparently I was wrong and indeed the last known spread on the server is used. And that's great!

 
chief2000 писал(а) >>

1. the spread instability at brokers (I >my indicator< saw how at least one very well-known broker spread on EURUSD jumped from 2 to 20+ pips at a quiet (not news) time at European session (not to mention the Asian one) - I checked it for a fortnight) - he hardly wants to advertise such information. Many users do not know about this and do not know why they are regularly knocked out of trades.

If you cross the road with your eyes closed, you will not know what hit you either.

If you just read the terms of the contract, it explicitly says: "15 minutes before and after the release of important news, the Limit&Stop/Freeze Level increases 3 times" and so on about days and nights, what we consider important, etc.

"Oh, I love these fairy tales, I love these fairy tales". Where do you get such a DC? Or are you winking at the treaty without reading?

 
Swetten >> :

If you cross the road with your eyes closed, you won't know what hit you either.

If you just read the terms of the contract, however, it says explicitly: "15 minutes before and after important newsreleases , Limit&Stop/Freeze Level increases by 3 times" and so on about days and nights, what we consider important, etc.

"Oh, I love these fairy tales, I love these fairy tales". Where do you get such a DC? Or a treaty without reading it?

I have shared the information, he who needs it will take it into account without arguments.

 
chief2000 >> :

I shared the information, whoever needs it will take it into account without any interruptions.

I'm sorry, what information? and more importantly who "who will understand"?

)))

The spread, or the dynamic spread, is not a glitch and/or flaw in the MT platform.

So it's not intended for developers a priori ...

For dealing? Well, it's very well explained above where this question lies.

*

Or the question is only in the plane of tester?

There are answers to that as well... what and how will be in MT5.

 
kombat >> :

Excuse me, what information? and more importantly to whom "who will understand"?

)))

The spread, or the dynamic spread is not a glitch and/ or a flaw in the MT platform.

So it's not intended for developers a priori ...

For dealing? Well, it's very well explained above where this question lies.

*

Or is the question solely in the plane of the tester?

I think there are answers for that too... what and how will be in MT5.

We are talking about brokers, not the platform.

Gather your own statistics on spread jumps for a selected group of the largest brokers (in parallel),

at least for a few weeks, compare the results between them.

That will be the "information".

 
chief2000 >> :

This is purely about the brokers, not the platform.

Gather your own statistics on spread jumps for a selected group of the biggest brokers (in parallel),

at least for a few weeks, compare the results between them.

That will be the "information".

Information about what?

(Although you may immediately say that it is nothing, but nevertheless ...))

*

What is there to compare? Are the spreads on the shelves different in each shop?

Well it's no wonder, because it is dealer's market, where every dealer sells and buys as he likes.

If there was a stock exchange (centralised) then another matter, but otherwise all this "information" is just a waste of time.

 
kombat >> :

No wonder, because this is a dealer's market where every dealer sells and buys as he likes.


That's right! And we have an opportunity to choose between them.

At least this minimum effort helped me not to make a mistake when choosing a broker.

http://spiritual.ru/lib/pri_kazh.html

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