Downloading tick data - page 2

 

First you have to choose a broker for the best trading conditions:

  1. Best Bid and Ask prices with good liquidity on them.
  2. Best execution.
  3. Min. commission.

Then, evaluate other factors:

  1. Maximum and easy access to all information - tick history, current stack.
  2. The ability to quickly assess trading conditions - Ask and Avg-history.
Ideally, it should all come together at one broker. Then the choice is obvious. At the moment, such a solution exists.

I.e. for example, Du.... does not meet the trading conditions, although it has good access to history.

 
Freud:

what is the Avg Minute Story? - is it the average price between ticks per minute?

Avg = (Bid + Ask) / 2. The history, which is equal to the Bid and Ask prices. The point of using it is to analyse it in a trade, if you want to analyse only one symbol and not two (Bid and Ask). Moreover, runs on an MT4 tester with a pre-set fix spread correspond more adequately to the results on a real trade than on any other history.

there are ready-to-use solutions in the MT4 by the broker - what kind of broker is that? (the one on the link?)

The one with the green bar is the lowest spreads.

i would have to check it out. i don't know if it's a gimmick or not, i don't know how much money i withdraw and it sounds like a gastropub.

See the profile.

by the way, ducas even has a choice of how to collect ticks - both in bars based on time, and on ticks count, and so on and so forth....

When ticks are available, bars can be formed from them by any condition.
 
http://eareview.net/tick-data
 

This link is interesting, it allows you to generate your own FXT and paste it into the MT4-tester. Accordingly, also the possibility of making a face-to-face bet:

Finally, a question of questions. If you shove the simulated ticks in MT5 to the MT4 FXT file, while не дав MT4 tester recalculates it, who will be faster in "tick by tick" mode? And will the result be the same (EURUSD symbol, deposit currency USD)?
 

I have a feeling that those who are really interested in quotes from Dukas or something comparable are no longer interested in the MT4 tester. They've got their own thing going on. =)

So there will be no face-to-face betting.

 

The MT4 tester can run strategies on real tick history. With its own limitations of course. Of course, only those who know the intricacies of testing as well as the author can have something better than their calculator. I think such a product will come out for sure.

The face-to-face is actually interesting (as a fact, not for practice). What it all boils down to now is that the MT4 tester is faster than the MT5 tester on the same ticks. That is, the MT4 tester handles significantly more of the same ticks per second than its successor. But that's without proof until someone does a face-to-face interview. Enthusiasts will surely be found.

 

Well, my point is that if someone is interested in ticks for real trading, then 1. they already have their own "tester". 2. MT5 he is not very interested in, because MT5 is not yet used in real trading practically.

Personally, I have never yet put MT5. Time is a pity for that 7th or whatever the free item is. Although, "enthusiasts" like points, yes. But there's another problem with them. They often have low qualifications for face-to-face betting and research (see Reshetov). =)

 

A face-to-face bet is needed to fill out a table REITTING the performance (and accuracy) of different testers on the same ticks. For example, the developers of FXCM also claim that their tester is super-fast. And the tester can be accessed via SDK. It's also interesting to compare - there are no restrictions on custom tick history there.

Of course some testers have limitations affecting accuracy and capabilities:

  1. In MT4 there is no concept of tick time and volume.
  2. In MT5 there is no concept of tick time, volume and custom history.
  3. In FXCM, there is no concept of volume.
  4. Dukascopy-tester is the most accurate (and the slowest), but there is no (looked at long ago) custom history.
 

Good evening.

Could you please tell me what the AskVolume and BidVolume values meanin the Dukascopy tick data?

 
Gekelberi:

The volume in the glass.
Reason: