Is it possible to implement a RELIABLE accounting of the aggregate position structure in MT5? - page 19

 
Vinin >> :
Honestly. I for one am only interested in one thing. How to divide an aggregate position into components. So that it would be possible to programmatically (taking into account connection breakdowns and other things) competently close the position piece by piece. So far, I do not see any solution. The restart of the Expert Advisor spoils everything. And it always can.

This is the main problem. The issue of secondary importance is how one can reliably cancel a pending order after the triggering of another one even if the connection with the trade server is ideal.

 

To getch

This is what the Alpari website replied.

Off-topic, but gives a clear indication of the developer's position.

По всем разговорам о локах видно, что трейдеры считают что локи "просто отключили".

Их никто не отключал - это не галочка в настройках. Для МетаТрейдер 5 используется совершенно другая архитектура торговой части, которая прямо противоположна идее раздельного хранения позиций. Нельзя технически в одной системе объединять раздельное и объединенное ведение позиций.

Чтобы оценить последствия такого объединения нужно потратить неделю на размышления и на бумаге расписать учет позиций для всех сторон: трейдеров, брокеров, экспертов на MQL5, клиринга, отчетности и тд.

Через неделю (или раньше) придет ясное понимание, что результатом будет полный и безоговорочный бред для всех участников. Наша компания неоднократно прорабатывала такую возможность и постоянно приходила к одному и тому же результату.

Это тот случай, когда "я хочу! а вы делайте и не важно как" не проходит. Разработчики рискуют своими личными деньгами и годами разработок, что приводит к гораздо более глубокому анализу технических решений. И если бы можно было разумно объединить обе системы учета в одной платформе, то мы бы это сделали.


Следующий момент - функциональность терминала МетаТрейдер 5. МТ5 по сравнению с МТ4 серьезно вырос по возможностям, хотя не все вошло в бету-версию. Утверждения вида "урезанные возможности", да еще и для первой бета версии, несерьезны.

В ближайшие 2-3 года (время активной доработки) мы выпустим сотни билдов с новыми функциями и исправлениями. У нас очень обширные планы - трейдеры еще не раз скажут "это круто!" про новые возможности.
Следите за новостями и новыми версиями!
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С уважением, служба поддержки
MetaQuotes Software Corp.

 
Figar0 >> :

MQL5 is an order of magnitude more powerful and faster.

The market has already started to change to this kind of accounting, but otherwise I think it's a mistake too. Because if there is a necessity (on a trading server, in dealing, in Expert Advisor, in a simple script in manual trading), and who needs it (a trader, a broker), you can instantly calculate the net position, just calculate lots, while the reverse conversion, even if it's possible, costs quite a lot. I don't know how to do it reliably, taking into account all situations I deal with in trading. But there is enough time before I start using MT5, maybe something will come up...

>> Actually, I was always tense about position accounting in MT-4, that's why I was glad to see it implemented in MT-5,

But since there are two opinions, mine and wrong :o) it was possible to realize real position accounting like before and

If you want to implement a real trading account you should just switch on net button and MT shows virtual net position.

Although, to be honest, net position is psychologically better, you get averaged and closer to the market,

Than to sit and sweat a 100p rollback to repel a missed move or not :o) the net position saves your nerves.

___________________________________________________________________________________________________Учитесь думать по новому.

 
Urain >> :

Than to sit and sweat and roll back 100 p to beat back a missed move or not :o) the net pose saves your nerves.

But it also completely kills all the fun of the sixth point.

Now the balance line ruthlessly draws what previously could only be seen on equity.

 
Urain писал(а) >>

In general, I always strained position accounting in MT-4, so when I saw how it is implemented in MT-5 naturally rejoiced,

but since there are two opinions, mine and wrong :o) it was possible to realize real accounting as before and

If you want to implement a real trading account you should just switch on net button and MT shows virtual net position.

Although, to be honest, net position is psychologically better, you are closer to the market after averaging,

than to sit and sweat a 100 pips pullback to beat a missed move or not :o) net position saves your nerves.

Probably if I traded hands and only hands, I'd be with you by 100 pts. But autotrading is closer to me, and that's where this approach partly becomes a problem. Although I already see the solution for my trading, although I'll have to give up something, scratch my right ear over my left shoulder and thoroughly master MQL5 (so far I haven't even started). But I've got enough experience in MQL4 and I think MQL5 won't take me long, but I'll manage it all... I don't know what guideline they used in MQL5 and I'm not sure if they are right or wrong, but I don't know how to solve this problem.

I don't know what guided MQ, maybe they looked at some other platforms, maybe they listened to brokerage companies for whom this approach would significantly simplify life, maybe something else, but the fact that it will complicate the mass use of auto-trading, possibly alienate less experienced users who are interested in trading exactly because of the availability of auto-trading (once was like that myself), seems very probable to me. Maybe this is not a bad thing, and even good, because everybody does not want to lose their money)). The main thing is that this approach will turn out to be strategically correct for MQ in the competition, and lead to a wider spread of the platform, then everyone wins.

 
thecore писал(а) >>

To getch

This is what the Alpari website replied.

This is a case where "I want it! and you do it and it doesn't matter how" does not pass. Developers risk their personal money and years of development, which leads to a much deeper analysis of technical solutions. And if it were possible to intelligently combine both accounting systems in one platform, we would do it.


Well guys have given the country coal(albeit small, but dosh...)! They would have appealed to a knowledgeable accountant engaged in accounting (materials, goods) in the synthetic and analytical sections and immediately would have received several solutions to choose from and all the correct, proven over decades. And here is a revelation about the analysis and responsibility.

 
On the issue of loading the required amount of history, a script can be made that determines the date from which it is sufficient to load the history. First the entire history is loaded, the script is launched and it informs from which date it is enough history. In Expert Advisors, you can create a function that checks the correspondence between the volume of the aggregate position and the volume, calculated from the history. I wanted to try, but the HistoryOrdersTotal() and HistoryDealsTotal() functions return zeros.
 
Figar0 >> :

Probably, if I traded hands and only hands, I would be with you on all 100 tonnes. But autotrading is closer to me, and this approach is partly becoming a problem for him. Although I already see the solution for my trading, although I'll have to give up something, scratch my right ear over my left shoulder and thoroughly master MQL5 (so far I haven't even started). But I've got enough experience in MQL4 and I think MQL5 won't take me long, but I'll manage it all... I don't know what guideline they used in MQL5 and I'm not sure if they are right or wrong, but I don't know how to solve this problem.

I don't know what guided MQ, maybe they looked at some other platforms, maybe they listened to brokerage companies for whom this approach would significantly simplify life, maybe something else, but the fact that it will complicate the mass use of auto-trading, possibly alienate less experienced users who are interested in trading exactly because of the availability of auto-trading (once was like that myself), seems very probable to me. Maybe this is not a bad thing, and even good, because everybody does not want to lose their money)). The main thing that this approach has turned out to be strategically correct for MQ in the competition, and led to a wider spread of the platform, then everyone wins.

This is only for those who already autotrade and autotrade specifically with lots. For those who are starting from scratch and who trade on real exchanges (yours truly, for example) - this is even a plus. For example, it took me a long time to understand (how many apologists I've met), that lots won't give me anything. And working with neto for me (and for the rest of the world) seems reasonable and natural.

 
Svinozavr >> :

This is only for those who have already autotraded and autotraded with lots. For those who start from scratch and who trade on real exchanges (yours truly, for example) - it's even a plus. For example, it took me a long time to understand (how many apologists I've met), that lots won't give me anything. And working with neto for me (and the rest of the world) seems reasonable and natural.

Shit! might as well give it a rest.

the stock markets are not being attacked...

LOCs are only possible at dealerships, and not because "the market allows it", but because of the accounting system!

which, apart from the NFA unicoms, no one has yet guessed to regulate in this part.

 
kombat >> :

Shit! Can we please stop this?

the stock markets are not being attacked...

LOCs are possible only at dealers' markets, and not because "the market allows it", but because of the accounting system!

...which, apart from the NFA's unicons, no one has thought to regulate in this respect.


Not just the NFA, plus some banks.

Reason: