MODE_TICKVALUE -- LIES!!!! :) - page 4

 

USDJPY


MODE_TICKSIZE=0.00100000 is the minimum step of price change in the Quote currency, i.e. JPY (same as Point)

MODE_TICKVALUE=1.09488252 is in the currency of deposit, i.e. USD

MODE_LOTSIZE=100000.000000 This is in the BASE currency i.e. USD


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Please explain how we can get the value 1.09488252!


So MODE_TICKVALUE = (MODE_TICKSIZE/MODE_ASK ) * MODE_LOTSIZE



 
sergeev >>:


1 - для 5 знаков

10 - для 4

Honestly, this is a problem in the realm of the Daets and their customers.

If you would have voted in roubles, you would have been back to four digits in no time...


On the interbank, Equity changes all the time if you open and close a position with a profit currency different from the account currency (for example, in a USD account you trade USDJPY). It is only at the moment of valuation (I am using the term incorrectly perhaps) that the Equity is fixed (using USDJPY as an example - profit in JPY is converted to USD at the current USDJPY exchange rate).

Interbank, volatising, schmoozing...

Try looking at it from the perspective of a regular exchanger.

And then it gets easier...

;)

 
SProgrammer >>:

Обьясните как вообще можно получить цифру 1.09488252!

Look at the code above, it shows how the TickValue of any currency pair is calculated for any account currency.

 
getch >>:

Посмотрите код, что привел выше, там показано, как считается TickValue любой валютной пары при любой валюте счета.

E-tic power! :)

In fact, even before you cited the code I knew how to count, and in your code, too, I looked it up. :)


Calculate it by your example, using the data I gave. !!!!

 

So it's in the tester!

Where for "manual" conversion is not possible due to "single-currency".

In the case of USDJPY where the result needs to be converted there is everything you need, i.e. USDJP quote.


2010.01.13 12:14:42 2008.01.02 08:01 OTestExpert3 USDJPY,M1: MODE_TICKVALUE=1.09488252

for a five-digit tikvahluya figure is quite real...

right now I'm writing and the indicator says: 10.9397 (for four digits)

which would be 1.09397 for five digits...

 
kombat >>:

Так это-ж в тестере!

Где для "ручного" пересчёта не получится ввиду "одновалютности".

В случае же с USDJPY где результат нужно перевести есть всё необходимое, т.е. котировка USDJP.


для пятизнака вполне реальная цифра тиквалуя...

ща вот, пишу, а индикатор кажет: 10.9397 (для четырёхзнака)

что будет 1.09397 для пятизнака...



I'm going to cry!!!! :) HOW, how to get it! In numbers - you just have to multiply three numbers. You say it's real - calculate it. :)

 
SProgrammer >>:

Я ща заплачу!!!! :) КАК, как ее получить! На цифрах - просто три числа надо умножить. Вы говорите что она реальная - расчитайте. :)

Cry...

I have nothing more to say, and I honestly don't know what else I need to calculate.


Yes! The indicator shows me not in the tester, but actually hanging on the most normal chart.

 

Here, I stole this from a website to see if it helps...

;)))


Calculation of point value

All currency pairs can be roughly divided into three categories

pairs with reverse quote (EURUSD, GBPUSD),

pairs with direct quote (USDJPY, USDCHF)

cross rates (GBPCHF, EURJPY, etc.).

1. For currency pairs with a reverse quote the pip value, expressed in dollars, is calculated according to the following formula

PIP = LOT_SIZE * TICK_SIZE,
where LOT_SIZE is the lot size, TICK_SIZE is the tick size.

For currency pairs with a reverse quote, the pip value is constant and does not depend on the current quote.

Example:
For EURUSD, the lot size is 100,000 EUR, the tick size is 0.0001
PIP = 100,000 * 0.0001 = $10.00
2. For currency pairs with a direct quote, the pip value, expressed in dollars, is calculated according to the following formula

PIP = LOT_SIZE * TICK_SIZE / CURRENT_QUOTE,
where LOT_SIZE is the lot size, TICK_SIZE is the tick size, CURRENT_QUOTE is the current quote of the pair.

For currency pairs with a direct quote, the point value changes depending on the current quote.

Example:
For USDJPY, the lot size is $100,000, the tick size is 0.01. At a USDJPY quote of 114.66
PIP = 100,000 * 0.01 / 114.66 = $8.72
3. For the cross rates, the pip value, expressed in dollars, is calculated by this formula

PIP = LOT_SIZE * TICK_SIZE * BASE_QUOTE / CURRENT_QUOTE,
where LOT_SIZE is the lot size, TICK_SIZE is the tick size, BASE_QUOTE is the current quote of the base (first) currency against the US dollar, CURRENT_QUOTE is the current quote of the pair.

For cross rates, the point value changes depending on current quotations of the pair itself and the base currency.

Example:
For GBPJPY, the lot size is 100,000 GBP, the tick size is 0.01, and the base currency is GBPUSD. If GBPJPY is quoted at 230.82, and GBPUSD is quoted at 2.0107
PIP = 100,000 * 0.01 * 2.0107 / 230.82 = $8.71

 
SProgrammer >>:

Я ща заплачу!!!! :) КАК, как ее получить! На цифрах - просто три числа надо умножить. Вы говорите что она реальная - расчитайте. :)

In the tester, MODE_TICKVALUE is counted from the MarketWatch data (just before the tester is started).

 
kombat >>:

Поплачьте...

Большего мне нечего сказать, и честно не знаю что ещё мне надо посчитать.


Да! индикатор шо мне кажет не в тестере, а реально висящий на самом обычном графике.

2010.01.13 12:14:42 2008.01.02 08:01 OTestExpert3 USDJPY,M1: MODE_ASK=111.70900000

2010.01.13 12:14:42 2008.01.02 08:01 OTestExpert3 USDJPY,M1: MODE_BID=111.69000000


MODE_TICKVALUE = (MODE_TICKSIZE/MODE_ASK ) * MODE_LOTSIZE = (MODE_TICKSIZE * MODE_LOTSIZE )/MODE_ASK = ( 0.001 * 100000 ) / 111.709 = 100 / 111.709 = ?? :))

Reason: