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Direct MessagesDate/Time: Tue, 16 Apr 2024 20:35:35 +0000
Post From: Depth of market Study
| [2020-01-24 11:54:39] |
| AndreyPoroshin - Posts: 102 |
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Gentlemen, please help me deal with the following: 1 I write Depth of Market files to my computer so that I can do research later. But there is a problem. Let me give you an example: Depth was recorded on 01-23-2020, respectively, using the desired mark in the global settings of the instrument. Auto trading was also included and auto trading was carried out. I got a certain result. Then the next day I decided to replay auto trading on replaying the Replay Chart of the same day 01-23-2020. I tried to use any settings for accurate testing, but the result is fundamentally different from the real one that I saved from that day. I will give screenshots from both situations. Real and test of the same day. The testing speed of the Replay Chart was x15 in all three variants of accurate testing. Does this mean that there is a discrepancy in the test results, that the Depth files stored on the computer do not have time to be unpacked by the program in a timely manner and as a result are “spit out” in blocks, which creates incorrect triggers? How to cope with this for the relatively sane results of matching reality? 2. I want to research Depth files on spreadsheets, since I work with them. But information about the depth of the market is displayed only in the first 10 cells, not at all like for other table functions. That is, I want to see the entire long tape of numbers for a specific time, because this is likely if you set the chart setting not by a bar, but by 1 Tick. What can be done with this in order to see the tape of the entire depth of the market for the period specified in the spreadsheet? If this is not provided, then are there other ways to research? For example, is this possible in ASCIL or C ++? 3. I have no doubt that there are people who smoothly write the Depth file to many tools for a long time. Does the support have any information on this subject? Is it possible to contact such people and ask them for the necessary data? Date Time Of Last Edit: 2020-01-24 11:58:18
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 real time trade sim.png / V - Attached On 2020-01-24 11:54:07 UTC - Size: 38.97 KB - 383 views replay.png / V - Attached On 2020-01-24 11:54:13 UTC - Size: 28.44 KB - 369 views |