Cure conspiracy theory - page 14
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Roman, stop writing your characteristics right in your nickname. Clone detective.
Well, I've seen those screenshots. Indeed, the DC has the ability to fine tune the MT4 settings.
And without MT4 it doesn't? And would you put in your own DC a system that does not have such settings? With a zoo of users from pioneers to retirees.
Please note for the record that I emphasized brokerage companies, and it is not about a zoo of users. Nevertheless, give me an example of a large normal broker working on MT, I just wondered.
They do not have any information about brokers and other stuff, even if it appears on the major advertising channels, not to mention the fact that there are people who used to evaluate BR...O quite well until it went bust or until someone accumulated zeros on the deposit, as some did. As for the brokers, they don't pay attention to legal claims and they are not in the business of swindling, they earn money the other way round instead of putting the possibility to control their customers' activities in the first place like in a brokerage house.
You don't get to choose your last name.
Neither does slag falling on one's head. There is little logic, as there is in your answer, so I decided not to be different.
A cinder block falling on your head, too. There is little logic, as there is in your answer, so I chose not to differ.
Roman, stop writing your characteristics right in your nickname. Clone detective.
This has nothing to do with me.
Completely different people.
Don't look for a black cat in a black room, especially if it's not there.
Nevertheless, give me an example of a major broker that works properly on MT, I was just wondering.
BTB24
Wouldn't it?
By the way dear Zhunko was right, his words stuck like a splinter. While carefully collecting data for equivolume charts, I found out about the harsh reality of individuality of quotes. And if you use precise calculation algorithms, it breaks the whole picture ... It's an unfortunate moment.
If you don't mind my saying so ? Vadim, did you manage to optimize the code for equivolume charts? The way it is now, when there is a strong stream of quotes, something awful happens with the computer resources.
By the way dear Zhunko was right, his words are a pain in the ass. While carefully collecting data for equivolume charts, I found out about the harsh reality of individuality of quotes. And if you use precise calculation algorithms, it breaks the whole picture ... It's an unfortunate moment.
If you don't mind my saying so ? Vadim, did you manage to optimize the code for equivolume charts? The way it is now, when there's a strong stream of quotes, something awful happens with the computer resources.
By the way, respected Zhunko was right, his words stuck like a splinter. While carefully collecting data for equivolume charts, I found out about the harsh reality of quotes' individuality. And if you use precise calculation algorithms, it breaks the whole picture ... It's an unfortunate moment.
If you don't mind my saying so ? Vadim, did you manage to optimize the code for equivolume charts? The way it is now, when there's a strong stream of quotes, something awful happens with the computer resources.
How does the brokerage company know that you are collecting ticks? If they don't receive many requests for orders (deals) from a real account. As for the pips, it shows that the same exactness cannot be achieved on one-minute card. In any case, what prevents to go to futures with a real single history of quotes for bid and ask, with tick volumes and real volumes for bid and ask. It is possible not to collect ticks for the lack of real volumes, but to use a one-point grid and collect bricks from the change of the popup and without recalculating the whole depth. And you can also try such a representation
https://www.mql5.com/ru/forum/138033/page5
How does the DT determine that you are collecting ticks? Unless, of course, you are not pounding them with many thousands of requests for an order (trade) from a real account. As for the pips, it shows that you cannot achieve the same accuracy on one-minute ticks. In any case, what prevents to go to futures with a real single history of quotes for bid and ask, with tick volumes and real volumes for bid and ask. It is possible not to collect ticks for the lack of real volumes, but to use a one-point grid and collect bricks from the change of the popup and without recalculating the whole depth. And you can also try such a representation
https://www.mql5.com/ru/forum/138033/page5
I do not really want to deviate from the subject. I asked the question at the moment I'm interested in the most detailed historical data (yes with noise, yes with filters from DC and so on) I'm interested in the completeness of the information. What I will do with it is a different matter. I don't share the general craving for volumes, I consider them secondary. I do not share the general lust for volumes because I think they are secondary.