Let's discuss joint projects in the editor - why and where they are going - page 10

 
Renat Fatkhullin:

A radical rewrite.

We plan to include support for C++, C#, R, Python with external compilers/interpreters in the editor.

Thanks - very cool!
 
Renat Fatkhullin:

We'll rewrite it radically.

We plan to include support for C++, C#, R, Python with external compilers/interpreters in the editor.


Oh, my gosh, why is everything so cool :) we'll wait

 

Happy New Year!

The communication system, in fact, not only communication, ... plus the necessary data flow from the MT terminal and the support of the same C Sharp (exclusively, ideally, for the construction of the necessary interaction interface with the user applications, well that for me, please excuse me) gives what Renat Fatkhullin said,the possibility of implementing a customized financial platform(a giant step, even envious :) ) data delivery ... in this regard, especially in terms of monetization of projects of this or that relevance :), I would like clarification of the following:

1. Since, no matter how you spin it, the financial platform of analysis and data delivery for the end-client requires appropriate flows of quotes of financial instruments, and this, by experience, at least 7 major world exchanges, in the first approximation, with a corresponding listing of securities, then the problem of application operation for the end user, immediately rests on the specifications of the instruments available to the broker, hence, and given the real market monitoring of MT terminal for the last three years, only one broker from fifty has something similar, then depend on for a full-fledged financial "individual" platform (whether private, corporate or not), naturally

Let me explain, full-fledged controlling, albeit of a portfolio of assets, in the process of quantitative dynamics analysis, requires an appropriate set of financial instruments, and one broker has, as a rule, a set of the most demanded, in his opinion, groups of instruments for the end client. The level of that client can be judged with a reasonably high degree of certainty on the basis of the relevant instrument specifications at the broker. It is a vicious circle, given the cost of quotation delivery. A "professional" set of financial instruments is required and the broker (with the rarest of exceptions, and not always the one with the relevant licences), in fact, does not have this flow of financial instrument quotations!

WHO is the provider of the necessary set of groups of financial instruments and how will it actually be implemented?
After all, if I understand it correctly, MetaQuotes Software Corp. provides, in fact, a financial platform development functionality with a corresponding communication interface.

2. If MetaQuotes Software Corp. takes over the supply of the necessary clusters and flows of financial instruments, then the question is removed, but I still want to hear the comments. For too serious an epoch begins to form with the launch of this project by MetaQuotes Software Corp. It's neither ironic nor sneering, but a rather serious look at this market of services and applications .....

As of today, for the mass end customer, due to the wretchedness of the organisation of access to quotation streams and the cost of these supplies, only EOD saves the day, by the way. It is clear, I hope, which niche customer we are talking about. Sothe POSSIBILITY of organizing the delivery of processed data from MT terminal to the final client, based on the functionality declared by MetaQuotes Software Corp., the essence, the revolution, of course, but is it realistic thatthe TERMINAL FUNCTION for processing the quotation flow and the QUOTATION DATA base will be independent of the BROKER?

If not, how would this PROBLEM be solved?

I know it sounds paradoxical, but this is the real dynamics of the MT terminal in the market. The trading functionality and quote flow is provided by the Broker. At the same time, as a rule, the flow and databases of quotes provided by the Broker are not enough for the functioning of an "individual" financial platform. But that's the case nowadays. Therefore, all the creativity comes down to building indicators, scripts ... and TS, probably.

Here's an example. Let some Fund, to control the dynamics of the asset portfolio, demand for the analysis of volatility on instruments NYSE or MOEX, taking into account the correlation with indices and related crosses. Also let there be a developed financial platform (MT trading functionality and necessary clusters of financial instruments quotation bases). It can be seen that a full, so to speak, financial platform, based on the functionality offered by MetaQuotes, in fact, requires a corresponding set of financial instruments for the analysis and drawing a conclusion on its basis. And one Broker, and this is the real practice, does not have the necessary Bases of quotes. Understandably, incomplete projections on Broker specifications can be realised by cutting the functionality of the financial platform ... in general, I would like to get answers to such reflections on the essence of the revolutionary approach proposed by MetaQuotes.

That is, for the normal operation of a FINANCIAL PLATFORM ANALYSIS and CONSTRUCTING EXPERIENCE requires, even if at first, independence from the specifications of one Broker's tools, will it be implemented or solved in some way? In fact, this is not difficult to circumvent.

 

There is no longer a problem with independent data.

There are:

  • custom tools with full details and history
  • synthetic tools with formula management
  • a full set of custom symbol history functions, including uploading and delivery of rltime data. you can write your own datafeeds in MQL5

There will be:

  • a new type of software - services that will allow you to write permanent independent datafeeds that will transparently provide any data from any source regardless of which account is active



We will completely change the ideology of working with data. A trader simply types/selects any symbol and gets it automatically no matter what broker they are currently sitting on.

The background default datafeeds will find everything they can on their own and deliver the data.
 
Renat Fatkhullin:

There is no longer a problem with independent data.

There are:

  • custom tools with full details and history
  • synthetic tools with formula management
  • a full set of custom symbol history functions, including uploading and delivery of rltime data. you can write your own datafeeds in MQL5

There will be:

  • a new type of software - services that will allow you to write permanent independent datafeeds that will transparently provide any data from any source regardless of which account is active



We will completely change the ideology of working with data. A trader simply types/selects any symbol and gets it automatically no matter what broker they are currently sitting on.

The background default datafeeds will find whatever they can and deliver the data themselves.

Have had a look at the documentation on formula driven synthetic instruments. If I'm wrong, sorry. Independent datafeed, moreover, for synthetics with formula control, implemented in your "competitors" much earlier and not very well, in my opinion, you have to build your own time series of groups (portfolio, sort of :) ) of financial instruments, in the same Sharpe, for example, to sell. What's the point. A signal, an oscilloscope. The signal is a graph. It can be compressed, stretched, and its characteristics can be operated. The analogue of formulaic control. The market is characterized by events on a certain time interval, and this interval is usually finite. That is, no matter what they say, but any tool, in the projection on the dynamics of a given timeframe, has its own EXPIRATION ... of a deal, a trade, a contract, an event, etc. The conclusion, as a fact, requires time series of financial instruments with constructed SERIES of the same deals, transactions, etc. That is, for professional work with source data one needs not a time series of prices of a financial instrument but a time series of SERIES of these prices, even if in the form of interval histograms, which is very clear, by the way ..... To implement the designed SERIES ... man, that's what it sounds like :) ... ...you need logical operators, and they, I hope I didn't miss anything, are completely absent in formula control. If that's true, a gold microscope on rusty nails... ...is very reminiscent of a child's construction set.

Are there any logical operators in formula control? If not, are there any plans? :)

 
I don't get it. Be technically accurate, please.

We made the basis of the data (ticks, bars, symbols), including datafeeds. Everything else is already derived.
 
Renat Fatkhullin:
I don't get it. Express yourself technically accurately, please.

We made the basis of the data (ticks, bars, symbols), including datafeeds. Everything else is already derived.

Technically accurate is difficult, given your and my level of knowledge of the subject. You are a Developer, and I am trying to understand the essence of your proposals ...

Nevertheless, will, as I have not read explicitly about it in the documentation, in the FORMULA to create a synthetic tool and, moreover, datafeed, CONTINUE OPERATORS, SELECT OPERATORS, CYCLE OPERATORS, BREAK, CONTINUE and logical variables AND, OR ...

Why this question arises. I don't see a fundamental difference, for example, for creating a Renko or RangeBar chart, the advantages of formulaic management of financial instruments, compared to those language tools that exist in MQL now, precisely because of the demand for SERIES of prices that need to be constructed. That is, as there were difficulties in MT with the formation of such series of graphical representations, so it will remain.

If, indeed, the goal is "data basis (ticks, bars, symbols) including datafeeds" of this data basis, then the question was pointless and I apologise. Although "abysmal", of course ... series of graphical representations of financial instruments (custom synthetic instrument charts) will again have to be generated by hand ...

 

We will not extend the formula mode with a full-fledged language, because it makes no real sense. That is, we will not do something that is doomed to oblivion.

It's better to implement your own logic purely in MQL5 and implement any datafeed functionality you want.

We will write full-fledged examples of datafeeds and include them in the delivery. After that anyone can easily add their own logic.

In fact, you can write it yourself - everything has been available for a long time: https://www.mql5.com/ru/docs/customsymbols.


Документация по MQL5: Пользовательские символы
Документация по MQL5: Пользовательские символы
  • www.mql5.com
При подключении терминала к конкретному торговому серверу пользователь получает возможность работать с таймсериями тех финансовых инструментов, которые предоставляет данный брокер. Доступные финансовые инструменты показываются списком символов в окне Market Watch, отдельная группа функций позволяет получать информацию о свойствах символа...
 

A lot of questions arise in connection with the proposal made by Metakvotes about communication, projects, independence of quotation bases, financial platforms, Visual Studio for trading...
In fact, given the prospect, we may close the office and move to MQL5.com, preliminarily relocating the code of our own applications ...

Considering that there is a lot of work to do in this case, well, and the consequences ... I am seeking clarification of the reference to the support of C++, C#, R, Python with external compilers/interpreters in MT editor.

Timing, in what form and to what extent will this support be implemented? At least briefly, to give an idea.

 

We will turn MetaEditor into VisualStudio step by step.

Wait for new versions, we will show you when something is ready. First we'll get C/C++ working properly, then we'll take care of the rest.

Reason: