Discussing the article: "Developing a Replay System — Market simulation (Part 02): First experiments (II)"

 

Check out the new article: Developing a Replay System — Market simulation (Part 02): First experiments (II).

This time, let's try a different approach to achieve the 1 minute goal. However, this task is not as simple as one might think.

If you notice, we now have an outer loop that does this 1ms test. Since it is very difficult to make a correct adjustment within the system so that we would take advantage of using this single millisecond, maybe it is better to take it out of the play.

We've only made one change. You can see the result in the video below.


Author: Daniel Jose

 
Greetings Daniel.

First of all I want to thank you for all the information and support you provide us with your publications.
I am following this great project "Development of a replay system", but I have encountered a problem that I have not been able to solve, which I expose below;
When exporting the "Ticks" from MT5 to create the database and enter them for the program "C_Replay", I get the following error "Foi gerados 0 posições de movimento" I have tried to solve it but I have not succeeded. Maybe it is a very basic problem but I haven't really found a way to solve it. I noticed that the <LAST><VOLUME> columns have no data, but that's how MT5 provides it.

Thanks for your attention.

 
Miguel Carmona project "Development of a replay system", but I have encountered a problem that I have not been able to solve, which I expose below;
When exporting the "Ticks" from MT5 to create the database and enter them for the program "C_Replay", I get the following error "Foi gerados 0 posições de movimento" I have tried to solve it but I have not succeeded. Maybe it is a very basic problem but I haven't really found a way to solve it. I noticed that the <LAST><VOLUME> columns have no data, but that's how MT5 provides it.

Thanks for your attention.





I found a solution.

if (((flag & TICK_FLAG_ASK) == TICK_FLAG_ASK) || ((flag & TICK_FLAG_BID) == TICK_FLAG_BID)) continue;
The above line should be adaptedbased on the data provided for the "C Replay" program.
 
Miguel Carmona # :


I found a solution.

A linha anterior deve ser adaptada com base nos dados fornecidos para o programa "C Replay".

Thanks for the suggestion and for your interest in the article. But follow the sequence and you will see what was the solution I found at the time these articles were written. I think you will start to see the market in a different way.

 

Hi Daniel,

why You using so complicated macro with definition: "(int)((A - (A - ((A % 3600) - (A % 60)))) / 60)" ?

I my opinion "(int)( (A % 3600) / 60)" gives the same result.

Jack

 
Nice work! :)
 
Rasoul Mojtahedzadeh #:
Nice work! :)

Thanks ... 😁👍

 

Thank you!