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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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Technical Analysis: Make the Impossible Possible! The article answers the question: Why can the impossible become possible where much suggests otherwise? Technical analysis reasoning. |
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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 |
