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  1. Asked: 13 мая, 2022In:

    Testing ‘CopyTicks’

    breathless69 Begginer

    sly275: There are things that require no external confirmation if you just look closely... Forum on trading, automated trading systems and trading strategies testing Testing 'CopyTicks' fxsaber, 2021.11.12 08:05 it can always be said that it is the exchange that is broadcasting crooked data to the bRead more

    sly275:

    There are things that require no external confirmation if you just look closely…

    Forum on trading, automated trading systems and trading strategies testing

    Testing ‘CopyTicks’

    fxsaber, 2021.11.12 08:05

    it can always be said that it is the exchange that is broadcasting crooked data to the broker.

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  2. Asked: 13 мая, 2022In:

    Testing ‘CopyTicks’

    breathless69 Begginer

    sly275: Last Data Nobody is going to watch or parse this. Until there is a comparative analysis of stock ticks and MT5, the conversation is empty. Because it can always be said that it is the exchange that broadcasts crooked data to the broker.

    sly275:

    Last Data

    Nobody is going to watch or parse this. Until there is a comparative analysis of stock ticks and MT5, the conversation is empty. Because it can always be said that it is the exchange that broadcasts crooked data to the broker.

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  3. Asked: 13 мая, 2022In:

    Testing ‘CopyTicks’

    breathless69 Begginer

    caf-19: And if you request at the end of the day, is there already a pass? It seems the first request over the past day updates the tick database via sync with the server. Doubtful thesis about no connection failures, rescans/switching happen regularly. If the correct ticks were in memory, it wouldnRead more

    caf-19:

    And if you request at the end of the day, is there already a pass?

    It seems the first request over the past day updates the tick database via sync with the server.

    Doubtful thesis about no connection failures, rescans/switching happen regularly.

    If the correct ticks were in memory, it wouldn’t be hard to write them without errors. More likely, there is an error somewhere in integrity checking or assembly.

    SymbolInfoTick caught at least one tick that was not in the database.

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  4. Asked: 13 мая, 2022In:

    Testing ‘CopyTicks’

    breathless69 Begginer

    elmalis: Poorly, I use heavily tick data stream at work. It's not clear if this is a terminal bug or intended. whitney_: It looks more like a bug than conscious filtering for some reason (missing ticks don't really seem to stand out). Or am I wrong? The terminal generates tick database by itself forRead more

    elmalis:

    Poorly, I use heavily tick data stream at work. It’s not clear if this is a terminal bug or intended.

    whitney_:

    It looks more like a bug than conscious filtering for some reason (missing ticks don’t really seem to stand out). Or am I wrong?

    The terminal generates tick database by itself for current day if there are no connection failures. This is much faster and more economical.

    But there is an error in this tick database algorithm.

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  5. Asked: 13 мая, 2022In:

    Testing ‘CopyTicks’

    breathless69 Begginer

    In previous episodes. To the left is a request on the Combat Terminal for a 10-second interval of the current day. Combat terminal is running for several days, and at each tick it calls CopyTicks* to get fresh ticks. To the right is the Terminal just started, requesting the same 10-second interval.Read more

    In previous episodes.

    To the left is a request on the Combat Terminal for a 10-second interval of the current day. Combat terminal is running for several days, and at each tick it calls CopyTicks* to get fresh ticks.

    To the right is the Terminal just started, requesting the same 10-second interval.

    You can see that there are five more ticks on the right. That is, in the live Terminal the database of ticks is formed with errors.

    Be vigilant! MT5 is missing its own historical ticks, which came (I checked) to OnTick via SymbolInfoTick.

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  6. Asked: 13 мая, 2022In:

    Testing ‘CopyTicks’

    breathless69 Begginer

    Forum on trading, automated trading systems and testing of trading strategies MT5 and speed in live execution fxsaber, 2020.06.01 11:43Why does this EA not alert? const MqlTick GetMarketWatchTick( void ) {   MqlTick Tick = {0};      ::SymbolInfoTick(_Symbol, Tick);      return(Tick); } const MqlTickRead more

    Forum on trading, automated trading systems and testing of trading strategies

    MT5 and speed in live execution

    fxsaber, 2020.06.01 11:43

    Why does this EA not alert? 

    const MqlTick GetMarketWatchTick( void )
{
  MqlTick Tick = {0};
  
  ::SymbolInfoTick(_Symbol, Tick);
  
  return(Tick);
}

const MqlTick GetLastHistoryTick()
{
  MqlTick Tick[1];
  
  ::CopyTicks(_Symbol, Tick, COPY_TICKS_ALL, 0, 1);
  
  return(Tick[0]);
}

void OnTick()
{
  if (GetMarketWatchTick().time_msc > GetLastHistoryTick().time_msc) // Тик из Обзора рынка свежее, чем последний тик из истории.
    Alert("Hello!");
}

    At the same time, the same check, sewn into the live trading advisor on the same Terminal, ALERTES. What could be the reason?

    .

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