The ticking history of the glass. - page 7

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Renat Akhtyamov:

Well, if there is no volume there, what is the advantage over regular forex trading?

I don't get it...

If you are talking about volumes in the betting market, where have they gone? Of course they are there.
It's in the tape as well. Everything is there, it's just that I don't use the cup data.

 
Renat Akhtyamov:
N/A - no need to take it into account?

Don't need to be considered for what? For total volume - you need to. For delta - it just won't work because N/A is a tick of unknown direction. The broker just does not broadcast it. With foreign brokers, as far as I understand, it is possible. Our brokers (Otkrytie, BKS) do not have deals of this type.

 
Alexey Kozitsyn:

Don't need to be considered for what? For total volume - you need to. For delta - it just won't work because N/A is a tick of unknown direction. The broker just does not broadcast it. With foreign brokers, as far as I understand, it is possible. Our brokers (Otkrytie, BKS) do not have deals of this type.

I tried to calculate it at AMP, but only on the market.

I guess it is not correct.

And how do you calculate - by ticker?

then a reasonable question - for what period?

 
Renat Akhtyamov:

I tried AMR's calculation, but only by the glass.

I don't think it's right.

How do you count - by the tape?

Then the reasonable question is, over what period?

Maybe I'm misunderstanding, but why talk about the volumes of the cup and those coming out on the tape as one and the same?
If we are talking about the book, there are volumes of orders. And if it's the tape, it's the transaction volumes.

 
Alexey Kozitsyn:

The AMP demo is like a forex demo. It broadcasts correct volumes, but there are N/A trades, which, however, do not in any way interfere with collecting the correct final volume.

In Otkritie, on the other hand, the demo is a demo contour, unrealistic volumes. On the real will be different.

The calculation in MT5 is correct, you just don't know how to calculate.

Exchange and forex are two big differences. If you think otherwise - go to another discussion section.)) "Otkrytie" is a Russian market broker, and we are talking about amr bourse laughs. Yes, already said, in mt5 total volumes can be counted correctly, but there is no way to split them into buy/sell. I suggested you to post the code for realtime calculation of buy/seat volumes from exchange data provider for public review and compare, but you decided to limit yourself to boorish invective. Then write another article and we'll all read it together ))

 
rjurip1:

Exchange and forex are two big differences. If you think otherwise, you are in a different discussion section.)) "Otkritie" is a Russian market broker, and we are talking about amr bourse laughs. Yes, already said, in mt5 total volumes can be counted correctly, but it's not possible to divide them into buy/sell. I suggested you to post the code for realtime calculation of buy/seat volumes from exchange data provider for public review and compare, but you decided to limit yourself to boorish invective. Then write another article and we'll all read it together ))

Personally, I'm all for it.
 
Renat Akhtyamov:

I tried AMR's calculation, but only by the glass.

I don't think it's right.

How do you count - by the tape?

Then a reasonable question - for what period?

What did you want to do with the cup? You see limit orders in the tumbler. You only see willing buyers/sellers. But those who want to buy/sell do not form the real volume we are talking about. The real volume should be calculated on concluded deals, i.e. on the strip.

See my article for how to do this. For what period - whatever period you want. In my article, the indicator counts (though the delta) for the period it is located.

 
rjurip1:

I realised a long time ago that you were out of touch. But it's worse than I thought:

Exchange and forex are two big differences. If you think otherwise - go to another discussion section.))

Don't you see that I deliberately separated the demo for AMP and for Opening:

Forum on Trading, Automated Trading Systems and Testing Trading Strategies

Tick Tick History of the Stock.

Alexey Kozitsyn, 2019.03.24 16:20

AMP demo is like a forex demo. It broadcasts correct volumes, but there are N/A trades which do not, however, in any way prevent you from collecting the correct final volume.

In Otkritie, on the other hand, the demo is a demo outline, unrealistic volumes. On the real will be different.


And what does the difference between the exchange and Forex have to do with it? My example is just to show the differences in demo-servers of two brokers, and they are very significant. The AMP demo-server won't register your transaction (like the demo at Forex), while at Otkritie it will (because this is another type of a demo-server). But you, for some reason, have not paid attention to it.

Yes, already said, in mt5 total volumes can be counted correctly, but it is not possible to divide them into buy/sell.

You've already written a lot of nonsense, it's strange that you haven't been banned yet for throwing stuff in, it's about time.

 
Renat Akhtyamov:
i personally am all for it.

The links have already been given here. Only one "woodpecker" cannot read, he can only chisel that MT5 does not calculate volume correctly, that MT5 cannot divide volume into BUY and SELL components. How the indicators in the links are written ... riddle.

 
Alexey Kozitsyn:

I realised a long time ago that you were out of touch. But it's worse than I thought:

Don't you see that I deliberately split the demo for AMP and for Opening:


And what does this have to do with the differences between the stock market and forex? My example is just to show the differences in demo-servers of two brokers, and they are very significant. The AMP demo-server will not take into account your transaction (like the Forex demo), while the Otkritie one will (because this is a different kind of a demo-server). But you, for some reason, have not paid attention to it.

You have already written a lot of bullshit, it's strange that you have not been banned for trashing, it's about time.

1. sorry for the disappointment)).

2. I did not.

3. very interesting how your trades on a DEMO account of two brokers can affect your view of the market? )) Did you yourself understand what you wrote? ))

4. Suggest I be shot )))

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