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So that's the question, how to make such a bridge, which would be automatically loaded in real time?
That's a question for Sergei (he did it somehow)
How did you get it?
It's obvious.
Quotes from Quickquotes, MT5 has a custom symbol that downloads these quotes.
So that's the question, how to make such a bridge, which would be automatically loaded in real time?
quickq > dll > MT5
I can't elaborate yet, everything is still in the process of improving, simplifying, speeding up
By the way option charts are not necessary in trading - did you download the quotes for tests?
It's a useless crutch...
After that I'll have to write a bunch of classes for option maths.
What do you need to trade?
If there are charts, then all the other current parameters are there too. You can test and apply indicators.
An ordinary price chart, like all other charts of instruments, currencies, stocks, futures. If there is a price and it moves, it means that you can trade.)
In options there is only one formula for calculating the premium, you posted it above and I put the indicator in the kodobase . The rest is all school mathematics.
I have also built an options calculator for MT5, but I have not finished it yet, I am waiting for developers to install their option calculator.
Although I prefer my own calculator anyway).
quik > dll > MT5
Can't elaborate yet, everything is still in the process of improving, simplifying, speeding up
I will follow the development of the project with interest.
What do you need to trade?
If there are charts, then all the other current parameters are there too. You can test and apply indicators.
An ordinary price chart, like all other charts of instruments, currencies, stocks, futures. If there is a price and it moves, it means that you can trade.)
In options there is only one formula for calculating the premium, you posted it above and I put the indicator in the kodobase . The rest is all school mathematics.
I have also built an options calculator for MT5, but I have not finished it yet, I am waiting for the developers to install their option calculator.
Although I prefer my own one).
I have a lot of classes in my appendix. What I've downloaded (Black Showles) is the minimum that is needed (the base, so to speak). In addition to it we should have at least option smiles and there are a lot of models to fit it, or just a stock chart.
In addition, the Quick is only showing the history for an active contract. For example, in your strategy, 2 options, the price of the underlying asset has shifted a lot, the outermost option has become inactive (people just didn't trade on it), and you need to close it. The tester will close it, but not at the right price, but at the price you had some time ago...
I have a lot of classes in my appendix. What I've downloaded (Black Showles) is the minimum you need (the base, so to speak). In addition to that, they should also have option smiles and you can only use a bunch of them or just a stock model.
It's not possible to test on those charts because many options have "gaps" in their history and besides Quick is only able to translate the history for an active contract. For example, in your strategy, 2 options, the price of the underlying asset has shifted a lot, the outermost option has become inactive (people just didn't trade on it), and you need to close it. The tester will close it, but not at the right price, but at the price that was some time ago...
The tester will work fine, but the history will have to collect itself, that is, just wait for it to accumulate. If there is no price (you don't see it as active), there will be no trades. In the EA, this case should be controlled like in real trading. In the custom symbols, only the current price at the current time is saved for all strikes.
True, there is a problem with limit orders in the tester, but in this case we have our own tester.)
The test will be fine, but you will have to collect the history yourself, i.e. just wait for it to accumulate. If there is no price (according to you, it is not active), then there will be no trades. In the EA this case should be controlled like in real trading. In the custom symbols is always saved only the current price at the current time, for all strikes.
It's true there is a problem with limit orders in the tester, but there is a tester for this case )
Well, for example, you sold a Strangle, you need to close it, and there was no deal for a day or so on your option.
Well for example you have sold a Strangle, you need to close it, but there has been no trade in your option for 24 hours. this is what I am talking about.
If there is a Bid, an Ask, we will close it. If there is no Bid and Ask, they will not be closed in the tester or on the real market. In this case it is possible to hedge by the option. The last deal has nothing to do with it.
p.s. I need the options more for trading, the tester MT5 is an additional bonus.
If we have a Bid, Ask, by them we will close. If there are no Bid and Ask, we will not close them, at least in the tester. In this case, we can use an option as a hedge. The last deal has nothing to do with it.
We will be able to close on the real. At least the market maker will take it, or we can stand a bit worse than the theoretical price and wait, during the day some arbitrator will take it).