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MrH
2008.10.10 23:48
I have a script, when put on a 1-minute chart, that makes a new, updated, offline chart with a new candle every n ticks. Now the problem is that sometimes, the MT4 terminal (on live feeds and on demo), brings new ticks with a volume increase of more than 1 (tick, not pip!). Some volume increases come with more than 1. Sometimes, very fast spikes in one direction don't come to the chart quickly enough? Is this a latency issue or is this caused by MT4 itself? Is there a way to make the terminal only send 1 tick at a time, or is MT4 just not fit for very high frequency trading?
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On the Long Way to Be a Successful Trader - The Two Very First Steps The main point of this article is to show a practical way to implement an effective MM. This can be achieved only by using a certain kind of strategies that we need to identify and describe first. In the following we’ll cover the basic concepts of how to build such a strategy and we’ll point out the common mistakes which always end up in draining a trader’s account. |
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MrH
2008.10.17 17:39
MrH wrote >>
I have a script, when put on a 1-minute chart, that makes a new, updated, offline chart with a new candle every n ticks. Now the problem is that sometimes, the MT4 terminal (on live feeds and on demo), brings new ticks with a volume increase of more than 1 (tick, not pip!). Some volume increases come with more than 1. Sometimes, very fast spikes in one direction don't come to the chart quickly enough? Is this a latency issue or is this caused by MT4 itself? Is there a way to make the terminal only send 1 tick at a time, or is MT4 just not fit for very high frequency trading? nobody? |
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fbj
2008.10.17 18:56
fwiw, Terminal is tx/rx'ing and that means comms delay. who knows how long delay is... or when bottleneck happen... maybe reply from server where comms delay happen is followed vip fast by another server tic - so Terminal display both fast and so looks like crazy chart updates. cannot volume be more than 1 per tic? is not volume different than tic? tic is just datum - wat have to do with volume? i say and ask... u maybe think more on this with some fwiw inputs... Best |
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phy
2008.10.17 20:42
See 'What is a TICK?' for more curiosities about tick and volume |
