From theory to practice - page 34
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I'm not an MQL).
And that's - right!
Maybe VisualStudio ?
Write an API there, re-design the platform and everything
)
there's nothing to it.
I did it for 10 minutes at the most and any order is possible, even a million.
finished...
I agree:
http://dxdy.ru/post1247421.html#p1247421
Vladimir, you, as always, have the most gorgeous posts. I'm even afraid to imagine who you are by profession - your field of interest is too large.
And it is precisely because in such schemes, our favourite increments have a clear physical and mathematical meaning. That's how it is! :)))
That's why I stand by my opinion - it is IMPOSSIBLE to work with every tick. It's necessary to work with definite sampling times t. Yes, but where do we get the archive values?Yuriy Asaulenko suggested me one method - I'll look and study it now.
Think about what you've just written. Ignore the time of occurrence of an event in order to better account for its physical meaning in a process evolving in time.
Meanwhile, here on the forum until 2008 there was Alex Brusyansky, a successful trader who disappeared from all the forums (a sign he found the grail) and only appears http://www.blotter.ru/3/l11/indigo-dma/ when he is not given a profit. So, his trading methods, for example, are directly related to calculation and comparison of ticks time steps with an accuracy of milliseconds (someone has already found this link here https://www.youtube.com/watch?v=5dBj0r-ggiU&feature=autoshare). Now I searched again, it turns out that he decided to put his method on the pages of http://worlhi.forexbablo.ru/ . However, all the links already give 403 Forbidden, and even in google copies everything is scrubbed. Not for nothing, I think.
About the clear physical and mathematical sense. By the way, and about "uncles in DC" who only know a school course of physics. These uncles do not need to have a deep knowledge of physics and mathematics sense. Instead they have it ... who do you think? The people we're using to communicate here. The developers, MQ. They visit our pages from time to time, but not to give away the secrets of MT server. And that server, to my knowledge, had built-in filtering functions for both time and space (like your averaging over two consecutive ticks) about 15 years ago. Configurable, of course. Plus an API to the server to make other filters, to your liking. So, the canvass, how to quote, is given by the server itself. It provides such tricky methods for guys in DC, all they have to do is to master these methods. This has to be taken into account in a "physico-mathematical sense".
Why do you need to analyse rate moves within the spread? They do not serve the purpose of bringing forex information to the terminal at all. Many people have already told you that. I will add something that has not been mentioned. How DCs use their right to generate (indicative ?) rates. At least within the spread the DC has the possibility to: increase the rate to a stop loss; not to pass the rate to a take profit; finally, to simply shift the rate against the clients' aggregate position.
Why would you want to analyse rate moves within the spread? They serve no purpose at all to bring forex information into the terminal. Many people have already told you this. I will add something that has not been mentioned. How DCs use their right to generate (indicative ?) rates. At least within the spread the DC has the possibility to: bring the rate to a stop loss; not to miss a rate to take profit; finally, simply shift the rate against the clients' aggregate position.
To add from myself. Not so long ago I downloaded a 1 min story from one source - some kind of creepy, not a story.
I downloaded it from another one - it looks like two completely different tools).
Both are very famous DCs.
It is written in my brokerage company's terms and conditions that they correct, including retroactively, quotes that are deemed non-market, and trades on them are invalid. So tails may be torn off retroactively.)
Think about what you have just written. Ignore the timing of an event in order to better account for its physical meaning in a process evolving over time.
Meanwhile, here on the forum until 2008 was Alex Brusyansky, a successful trader who disappeared from all the forums (a sign he found the grail) and only appears http://www.blotter.ru/3/l11/indigo-dma/ when he is not given a profit. So, his trading methods, for example, are directly related to calculation and comparison of ticks time steps with an accuracy of milliseconds (someone has already found this link here https://www.youtube.com/watch?v=5dBj0r-ggiU&feature=autoshare). Now I searched again, it turns out that he decided to lay out his method on the pages of http://worlhi.forexbablo.ru/ . However, all the links already give 403 Forbidden, and even in google copies everything is scrubbed. Not for nothing, I think.
About the clear physical and mathematical sense. By the way, and about "uncles in DC" who only know a school course of physics. These uncles do not need to have a deep knowledge of the physical-mathematical sense. Instead they have it ... who do you think? The people we're using to communicate here. The developers, MQ. They visit our pages from time to time, but not to give away the secrets of MT server. And that server, to my knowledge, had built-in filtering functions for both time and space (like your averaging over two consecutive ticks) about 15 years ago. Configurable, of course. Plus API to the server to make other filters, to your liking. So, the canvas, how to quote, is given by the server itself. It provides such tricky methods for guys in DC, all they have to do is to master these methods. This has to be taken into account in a "physical and mathematical sense".
Why do you need to analyse the rate moves within the spread? They do not serve the purpose of bringing forex information to the terminal. Many people have already told you that. I will add something which has not been mentioned. How DCs use their right to generate (indicative ?) rates. At least within the spread the DC has the possibility to: increase the rate to a stop loss; not to pass the rate to a take profit; finally, to simply shift the rate against the clients' aggregate position.
I assure you, Vladimir, and once again I say to CA guys: don't suffer, you will never be able to kill non-marking process. You are visited by real physicists from the USSR (remember that country?) who know what they are talking about.
Yes, Alexander, one more consideration. If you move away from ticks to rate fluctuations larger than the spread, I think the problem of lack of buffer capacity in your VisSim instance will also disappear. The number of ticks you need 12-20 thousands corresponds to a time scale of a few hours, which has the physical meaning of "period" of changes in https://www.mql5.com/ru/forum/221552/page19#comment_6168925 market activity and is comparable to the duration of sessions. That is, a few hundred minutes instead of tens of thousands of ticks.
:))))))))) See you tomorrow!
I assure you, Vladimir, and once again I say to the DC guys - don't suffer, you will never be able to kill the non-marking process. You have been visited by real physicists from USSR (remember such country?), who know what they are talking about.
They don't give a shit about mathematics.
If you open a story, it goes down, if you open a sell, it goes up.
I assure you, Vladimir, and once again I say to the DC guys - don't suffer, you will never be able to kill the non-marking process. You are visited by real physicists from USSR (remember that country?), who know what they are talking about.