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Are you using MetaTrader 5 Depth of Market (DOM) feature in your EAs?

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Rogerio Figurelli
Moderator
39687
Rogerio Figurelli 2012.10.09 12:50 
  • 27%
    (9)
  • 39%
    (13)
  • 12%
    (4)
  • 21%
    (7)
Total voters: 33
Rogerio Figurelli
Moderator
39687
Rogerio Figurelli 2012.10.09 12:53  

I published some EA signals in the brand new MQL5 Signals Market (links bellow) to share some of my experiences using MetaTrader 5 Depth of Market (DOM) feature.

- Signal: Trajecta Labs Depth of Market S1
- Signal: Trajecta Labs Depth of Market S2
- Signal: Trajecta Labs Depth of Market S3 

This are fresh strategies that I created based just in Depth of Market informations. 

In my opinion, the big problem of MT5 DOM is test the strategies, since we depends from broker market data and we can´t backtest it in MT5 Strategy Tester (as far as I know). 

So, use forward test in MQL5 Signals is my strategy to test and make my simulations.

If possible, I would like to know about your experiences in the field, so feel free to publish it in this topic.


Dua Yong Rew
5423
Dua Yong Rew 2012.10.10 07:17  
It think this can sharpen the entry of the main signal but still the DOM is on the broker side and forex is a de-centralise market.
Rogerio Figurelli
Moderator
39687
Rogerio Figurelli 2012.10.10 07:47  
doshur:
It think this can sharpen the entry of the main signal but still the DOM is on the broker side and forex is a de-centralise market.

doshur, I totally agree with you about the lack of a decentralized market DOM solution.

I think it's just a question of time, so it's very relevant MetaTrader DOM at this moment to make easy we test the technologies about.

A workaround, that I'm still designing, is use multiple broker DOM data centralized in an database, to enrich the decision-making process, and MQL5 is excelent to design such architectures.

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