Substantive clearing???? - page 12
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I would have done it a long time ago, but the way MQ behaves in relation to the Exchange part of the terminal,
I'd do it long time ago, but the way MQ behaves in relation to the Exchange part of the terminal, it's a useless exercise.
A striking example with quote timing, an obvious mistake by MQ, will they fix it?
The Bid has changed long ago, while the transaction was performed using the previous Bid (data was returned by function CopyTicksRange() GAZR-12.21)
This is not an error. This is how the real-time flow works. It happens on other exchanges all the time, for example on crypto, without MetaTrader and plaza. One batch with a quote can overtake another, especially if they start at the same time. Blue underlines such points:
You can see that the Last Buy deal reached in 27 milliseconds (Time Diff field), and started at 07:43:32.857, the Ask level changed following it at 07:43:32.858, but the information about it reached in 25 milliseconds. so, we saw the changes in the reverse order: 1) change ofAsk level at 07:43:32.883 2) last event at 07:43:32.884
The terminal has received these quotes in the same modified order. It is impossible to change the order, because the first quote has already been sent to the user. No normal terminal will introduce an additional delay of several milliseconds (to make a buffer) to sort the received quotes in the necessary sequence. When recording history, additional sorting can be done.
This is not an error. This is how real-time streaming works. It happens all the time in other markets too, e.g. crypto, without any MetaTrader or plaza. One batch with a quote can overtake another, especially if they start at the same time. Blue underlines such points:
You can see that the Last Buy deal reached in 27 milliseconds (Time Diff field), and started at 07:43:32.857, the Ask level changed following it at 07:43:32.858, but the information about it reached in 25 milliseconds. so, we saw the changes in the reverse order: 1) change ofAsk level at 07:43:32.883 2) last event at 07:43:32.884
The terminal has received these quotes in the same modified order. It is impossible to change the order, because the first quote has already been sent to the user. No normal terminal will introduce an additional delay of several milliseconds (to make a buffer) to sort the received quotes in the necessary sequence. When recording history, additional sorting can already be done.
Your explanation is good, but the bid is different all the time before and after the red trades (circled in blue)
Your explanation is good for everyone, except the bid is different all the time both before and after the red trades (circled in blue)
Yes, I can see that. The difference between the changes is more than ten seconds. Last Sell happens at non-existent prices from 37230 to 37225, although the Bid does not change at 37224 either. Yes, it's not Time&Sales, it's an imitation of something.
What can I say, "You hang in there".
Colleagues welcome,
What is clearing? I understand that bidding is stopped to balance buyers and sellers by overlapping interchangeable trades, as an example. The essence of it is to clarify the trades that took place during the trading session. However, what does the exchange do if several trades were not accounted for in the trading process and the balance does not break? That is, in the process of clearing, they counted and found that a couple of contracts were lost. WHAT does the exchange do? Does it change the history of the traded session in the volume area? Can someone explain on the fingers?
I am asking why. I had 3 errors on history this morning after optimization, however after clearing the number of errors increased to 5 such feeling that they have tweaked the history. The matter is that I use quote-dependent data and with any change of history the final result at zero bar changes significantly. As an example, I calculate the AD indicator, which uses a real trading volume and starts to be calculated from a certain bar of history, so if the history changes the volume of the bar at least by one unit, then the difference will be significant to the zero bar. And with each clearing, the error becomes larger and larger. And I can not understand, or this exchange corrects the story, or I have a crooked calculation. Can someone explain clearly? Thanks in advance!
This is how I see the clearing mechanism.
That is, everyone gets bounced twice a day on the spread and does not care.
and after clearing, essentially everyone is in the hole + in the ...
I don't even want to talk about the glass.
i wrote a tumbler test, aka calculation-check
the conclusion - it is a sham, a plushie to distinguish oneself from other electronic markets
one thing is that they write articles about pricing, although they do not know a thing .......
I told the forum three times, no less, about how the price is set.
I wish somebody understood ;)
this is how I see the clearing mechanism
that is, everyone gets bounced twice a day on the spread and doesn't give a damn.
and after clearing, essentially everyone is in the loka + the .
No one is getting booed anywhere.
They close and immediately open at the same price. If the asset is cleared in rubles, the total financial result does not change. (If they are dollar-denominated, the current exchange rate has some effect.)
It is purely a technical operation. There is no spread, neither is the lock.
After clearing, you are in the same position as you were, only the profit/loss on the position flows into the balance.No one is being shoehorned in anywhere.
They close and immediately open at the same price. If the asset is a rouble asset, the overall financial result does not change in any way. (If it is dollar-denominated, the current exchange rate has some effect.)
It is purely a technical operation. There is no spread, nor is there a lock.
After clearing, you are in the same position as you were, only the profit/loss on the position flows into the balance .You forgot to add or misunderstood.
due to clearing operation everyone is shifted to the current bid/ask and summing up the trade at the current moment. the dough is either dripped or drained from the balance
which means what?
oh, the same ;)
You forgot to add or misunderstood
due to the clearing operation everyone is shifted to the current bid/ask and summing up the trade to date. the dough is either dripped or drained from the balance
which means what?
oh, the same ;)
No current ask/bid to clearing.
No current ask/bid to clearing.
and what are the closing prices at?
At closing price, before clearing (18-44)