Is it possible to implement a RELIABLE accounting of the aggregate position structure in MT5? - page 16

 
-I think I've already asked you twice not to sleep on the kitchen floor - all the more so in the daytime?
-The air in the kitchen is nicer.

---------------

-You're making me sick, pops," said the man suddenly in a whiny voice.

---------------

M. Bulgakov. A Dog's Heart.


Now, kitchen dwellers. You know that signals can be divided into harmonics, of course. And you also know that it is possible to perform the inverse transformation.

Well, here goes. The last case is the transformation of many Expert Advisors of one symbol into one. The more so, this transformation is performed on the server of DC for 4.

And now think about it: Can't you merge your 4-hour Expert Advisor with a 5-minute one into one resulting one without assistance?) At the same time it will become clear how it "sounds". I suspect a lot of people won't like it.)))


Regarding tact and processor - let's not do it here - there's a branch. It's not enough to show register loading diagrams here. And that was not the point.

 
-Are you unhappy that you have been turned into a human? He squinted his eyes and asked. - Would you rather be running around in garbage dumps again? You would rather be freezing in the back alleys, wouldn't you?

-Why are you all reproaching me? -The rubbish bin, the rubbish bin. I was getting my own bread.

----

Same place. )))))))))))))))


That's it. No more.


 
timbo >> :

Print it out in large print, hang it on the wall and read it as many times as you are short of the $20,000 deposit. This is the answer to all the why's. The metaquotes have matured and want real money, not perpetual cowering in endless kitchen nano-demo accounts. They give the rest of us a chance to grow up too, get access to real markets and real money.


Ahem, ahem... Yep, of course, bringing to look like "on the exchanges" (the main ones, by the way, were for a long time quite bony and clumsy in terms of innovations, until the newcomers started stepping on their toes) is certainly a sign of maturing, how about that...

And I thought that inability to "customize" trading conditions was a sign of moving away from "kitchen-ness".

1. Trader's problems.
2. The programmer's problem.
If you have the right approach, you can solve them. 1 - easy, 2 - you will have to sweat (which I will do in the next few days).

Figuratively speaking, saleswomen at one time were also reluctant to give up invoices (still are), despite all the advantages of a cash register. And now they have taken away my cash register, given me an invoice and told me that it's my problem and I just have to "sweat it out".


And it was the "adult" conditions of the exchanges that I started to learn. And I don't see any advantages, apart from legislative regulation. In other respects - especially the matchmaking - they are a wretched mess (they have started to move recently) - they are like banks here - another one who does not care about customer convenience.

 
getch >> :

TP and SL levels at the orders would have been possible with the existence of OCO-orders, which are in almost every platform. However, in MT5 they have been abandoned as well...

Perhaps the developers will give reasons why they rejected the virtual positions (and OCO orders) on the trade server, as it is already implemented in some platforms. And they will tell us how they see the solution to this problem.

I was wrong about the need for OCO-orders to implement TP and SL levels for the orders. I am showing a table of TP and SL levels implementation for the orders:

Limit/levels
Buy Limit
Sell Limit
Buy Stop
Sell Stop
TakeProfit
Sell Stop Limit
Buy Stop Limit
Sell Limit
Sell Limit
StopLoss
Sell Stop
Buy Stop
No need
No need

You can see what developers were guided by when they introduced only two new order types: Buy Stop Limit and Sell Stop Limit. Really well thought out, there is no need in OCO orders.

But the question of RELIABLE implementation on MT5 accounting of the aggregate position structure remains open.

 
getch >> :

I was wrong about the necessity of OCO-orders to implement TP and SL levels for the orders. Here is a table showing implementation of TP and SL levels for orders:

Pause/level
Buy Limit
Sell Limit
Buy Stop
Sell Stop
TakeProfit
Sell Stop Limit
Buy Stop Limit
Sell Limit
Sell Limit
StopLoss
Sell Stop
Buy Stop
No need
No need

You can see what developers were guided by when they introduced only two new order types: Buy Stop Limit and Sell Stop Limit. Really well thought out, there is no need in OCO orders.

But the question of RELIABLE implementation of MT5 accounting of the aggregate position structure remains open.


For getch and Integer

From the point of view of the topic of this thread "Is it possible to implement in MT5 a REAL accounting of an aggregate position structure?"

Replacing TP and SL with pending orders is not a solution.

I will explain it using an example:

1. You have placed an order - this is a SAFE operation

2. Placing a pending order instead of SL and TP is a RELIABLE operation, since two orders cannot be placed during one transaction with the server.

transaction with the server. Even more so, it is impossible to place three orders, two pending ones together with the main order.

This means that in the time between the placing of orders an unexpected situation could happen, which would lead to

impossibility to set pending orders in time or even to cause the loss of one of them

or both, due to e.g. communication failure.

Ok, let's assume we have very large targets (>100 pips) and we have managed to fix them by inserting a lot of checks into the Expert Advisor and put

. So we set these damn pending orders.

3. The price has moved in some direction and a pending order has triggered, for example SL.

4. The order is closed? It is not. We still have an unfortunate pending order responsible for TP.

Well, who should remove it in time? Pushkin, - no, you're wrong. It should be removed by our EA.

This is not only a SUPER FUCKNOWLEDGE operation, but it is the programmer's horror.

(Not to mention traders, they do not care, they have only one order for all occasions).

Because loss of communication at this point will lead to a total loss of control over the Expert Advisor and the account.

 
kegor >> :

And it was on the "adult" terms of the exchanges that I once started to learn. And I don't see any advantages other than legislative regulation. In the rest - especially in the case of the matchmaking - they are a misery (they have started to move recently) - here they are like banks - another one, who do not care about the convenience of the client.

"The banks here are just another one sneezing on the convenience of the client. There is an alternative - to be small and proud, admire your own advancement and serve two hundred kitchen DCs, which have a hundred micro-lot clients each. Or to learn someone else's charter and offer your service to twenty large brokers, who have millions of clients with deposits starting from ten thousand bucks. Gradually expanding their market share through evolutionary development. The first way is a dead end, the second promises limitless growth.

Howlers locers and those who joined them are of little interest to methaquotes, because most of them do not trade even mini-lots, all more on the demo. In this cruel world, money decides everything. Big money lives on net platforms. Yes, often just disgusting quality platforms, I spit every day myself, but the money is there. And here it's mostly just nirobs...

 
MT5 is not designed to place multiple positions on one instrument

MT5 is not designed to handle multiple EAs

MT5 is not designed to hedge positions on a single instrument

MT5 is not designed for Expert Advisor and manual trading together

MT5 does not support MT4 code

MT5 does not support the MT4 program logic

...

What's the fun in it then. In one more new program.

I would rather have Windows 7. The same slogans, but at least it's nice.

PS. You should read the English forum. Half of them cannot even install MT5,

I think they are more than just an assortment of trading robots and they are interested in trading on the market.

 
timbo >> :

"You know what it's like to be in someone else's house..." you know. There is an alternative - to be small and proud, to admire your advancement and to serve two hundred kitchen DCs with a hundred micro-lot clients each. Or to learn someone else's charter and offer your service to twenty large brokers, who have millions of clients with deposits starting from ten grand. Gradually expanding their market share through evolutionary development. The first way is a dead end, the second promises limitless growth.

Howlers locers and those who joined them are of little interest to methaquotes, because most of them do not trade even minilots, all more on the demo. In this cruel world, money decides everything. Big money lives on net platforms. Yes, often just disgusting quality platforms, I spit every day myself, but the money is there. And here it's mostly just nirobs...



So there was no need for testing in the post-Soviet space.

Otherwise it's just funny: the terminal is in English, the help is in Russian.

I hope it is clear to everyone to whom the manufacturer reports.

No support service, no beta testers.

(I don't mean those three unfortunate people who sometimes appear on the forum.

and write articles and steal software.)

What kind of world domination are we talking about?

 
thecore >> :


I'm afraid in terms of the topic of this thread "Is it possible to implement in MT5 a RELIABLE accounting of aggregate position structure?"

Replacing TP and SL with pending orders is not the answer.

It depends which way you look at it. There are always pluses and minuses.

100% reliable way, I'm sure you will not find.

No. 2 Agreed.

4 -- No. The point is that the Expert Advisor may restore the state. But let's say that both pending orders may trigger during this time, and that's already a bad thing.

But it's solvable if you don't expose TP. In this case there are less errors in 2 as well.

It's not only a SUPER FUCKING operation, it's a real programmer's nightmare.

No, it's fine. Moreover, there is a nice thing called OnTrade.

 
thecore >> :


For getch and Integer

I'm afraid from the point of view of this thread's topic "Is it possible to implement in MT5 a Reliable Accounting of Aggregate Position Structure?

Replacing TP and SL with pending orders is not a solution.

I will explain it using an example:

1. You have placed an order - this is a SAFE operation

2. Placing a pending order instead of SL and TP is a RELIABLE operation, since two orders cannot be placed during one transaction with the server.

transaction with the server. Even more so, it is impossible to place three orders, two pending ones together with the main order.

This means that in the time between the placing of orders an unexpected situation could happen, which would lead to

impossibility to set pending orders in time or even to cause the loss of one of them

or both, due to e.g. a communication failure.

Ok, let's assume we have very large targets (>100 pips) and we coped with this by inserting a lot of checks into the Expert Advisor and put

. So we set these damn pending orders.

3. The price has moved in some direction and a pending order has triggered, for example SL.

4. The order is closed? It is not. We still have an unfortunate pending order responsible for TP.

Well, who should remove it in time? Pushkin, - no, you're wrong. It should be removed by our EA.

This is not only a SUPER HATE operation, but the programmer's horror.

(Not to mention traders, they do not care, they have only one order for all occasions).

Because loss of communication at this point will lead to a total loss of control over the Expert Advisor and the account.


2. You cannot place multiple orders in the market simultaneously. This was only possible on the "not-so-market" platforms. All orders are queued up through the Execution server. For example on Dukascopy, by placing a pending or market order with TP and SL levels, it looks like you have simultaneously placed 3/2 conditions, in fact they go one after the other. That is the technology and it is logical. Moreover, for the Limit order in the market, the margin is required, because the Limit order in the market is a guaranteed order, and therefore there should not be any problems with its execution. The same applies to TP levels. However on Dukascopy TP are not included in the stack but executed as a market entry.

4. The problem with removing the SL/TP level in MT5 after the trigger of another TP/SL level is on the trader's shoulders. On Dukascopy, this is on the shoulders of the Execution server. In order to reliably remove TP in case of SL triggering, you MUST (or cannot) TP must not be in the pick window, otherwise it may happen that it is executed after the SL triggering.

There are a lot of nuances, and SL and TP levels can be reliably implemented through market implementations, then the option for MT5 developers to go the way of Dukascopy. Or you can independently implement TP through a table (as mentioned above), then the developers just need to add virtual positions without SL and TP levels.

Reason: