From theory to practice - page 60

 
Alexander_K2:


The tick archive is on Dukascopy and Finam.

 
Максим Дмитриев:

The tick archive is on Dukascopy and Finam.


No, Maxim - ticks are no help to us. I only have 4 pairs when working on a tick stream, the computer just suffocates. And I need all 36!!! provided by the broker.

I need a nifty, beautiful solution.

I should learn to work with archives of OPEN/CLOSE minute bars, collect statistics on them and calculate all averaged CB moments for them. Or the same for the archive of 4-digit quotes (not 5-digit!!!) if they are available in MT4.

That's what I'm doing now...

 
Alexander_K2:

No, Maxim - ticks are no help to us. I only have 4 pairs when working on a tick stream, the computer just suffocates. And I need all 36!!! provided by the broker.

I need a nifty, beautiful solution.

I should learn to work with archives of OPEN/CLOSE minute bars, collect statistics on them and calculate all averaged CB moments for them. Or the same for the archive of 4-digit quotes (not 5-digit!!!) if they are available in MT4.

That's what I'm doing now...


here are the quotes
https://www.gkfx.ru/trade_specs/quotes_archive.html

 
Alexander_K2:

I need all 36!!!


Why 36? You have to do one first)

 
Максим Дмитриев:

Why 36? You have to beat one first)


On principle!

 
Alexander_K2:

Averaging on 5 or 15 minutes is fine, but where do you get the archives from?

I sent you the link to any forex archives from 1m and above the other day in a private message.

It is interesting that then you also wrote here that you do not know where to get the story.

 
Yuriy Asaulenko:

I sent you a link to any forex archives from 1m and up the other day in a private message.

It is interesting that then you also wrote here that you do not know where to get the history.


No, Yuri - I need an archive of OPEN/CLOSE or 4-digit quotes (which is preferable, because in my eyes Vladimir has become a kind of leader of the blind in the desert:))) just my broker!

I will get to the bottom of this and nothing will stop me. After all, you've already understood that Forex will be literally disassembled into parts? Haven't you? :))))

 
Alexander_K2 On principle!
You can beat your head in on principle. You would earn at least something on one pair in one brokerage house. And then you can spend your time on secondary issues.
 
Vladimir:
To work with FOREX rates, and not one account of one brokerage company, it is necessary either to average streams of many brokerage companies or to go to the area of fluctuations with a large, non-tick spread.
Well, the author has several hours of deals at swings of tens of points. And he is inexperienced in ticks, I think, in 10 pages every 5-digit tick will be unnecessary).
 
Alexander_K2:

I will get to the bottom of this and nothing will stop me. After all, you've already realised that forex is literally going to be taken apart for parts, haven't you? Isn't it? :))))

I don't think so.
Reason: