Scalping systems based on the rate of quotes! Underwater rocks!

Description

       Scalping is one of the most difficult, risky, and, at the same time, quick ways to earn $, but it is not a fact that after making, you will be given your winnings.

Tick data rate strategies are perhaps one of the most talked about profitable systems. But there are some nuances here.

      Quotes entering the terminal have a different amount of data. Even if YOU install 2 identical terminals of the same company, turn them on at the same time (which is unrealistic to agree?)

Also, start your scalpers at the same time—you will not get a 100% accurate result.

Deals on 2 terminals may be different.

And it only depends on the flow of transmitted data from the server to your terminal.

Discussion of my systems TickSniper for mt4 and TickSniper for mt5 – in other forums with one Question: Why are there different opened positions and profits on mt4 and mt5?

The answer is simple: The difference between quotes. The MT4 terminal has a slow flow of quotes, roughly speaking. This is probably due to the traffic flow.

In the MetaTrader5 terminal, there is a stream of quotes that is 10 times stronger, hence the big difference between open trades.

For this article, two Expert Advisors were specially written, TEST TICK for mt5 and TEST TICK for mt4; they are completely identical in code (of course, programming languages ​​are different, so the names of the functions are also different).

Code for MT4:

#property copyright "Copyright 2013, expforex"

 #property link "" 
 int timestart=0; 
 int ticknumber = 0; // tick number
 double PriceBID = 0; // BID tick price 
 double PriceASK = 0; // Цена тика ASK
 int TimemsTick = 0; // Tick time in ms
 int init() 
 { 
 timestart = Time [0]; // start counting from a new bar so that all EAs on all terminals start the same way.! 
 return(0); 
 } 
 // The start of the advisor, judging by the help, is launched with each tick 
 int start() 
 { 
 if(timestart!=Time[0]) 
 {if(TimemsTick==0)TimemsTick=GetTickCount(); 
 ticknumber++; 
 PriceBID=Bid; 
 PriceASK=Ask; 
 Comment("\n\n\n\n Номер тика="+ticknumber+"\nPriceBID="+PriceBID+"\nPriceASK="+PriceASK+"\nTimeTickinms="+(GetTickCount()-TimemsTick)); 
 Print("Номер тика="+ticknumber+" PriceBID="+PriceBID+" PriceASK="+PriceASK+" TimeTickinms="+(GetTickCount()-TimemsTick)); 
 } 
 return(0); 
 }

Code for MT5:

#property copyright "Copyright 2013, expforex." 
 #property link "" 
 #property version "1.00" 
 int timestart=0; 
 int ticknumber = 0; // tick number
 double PriceBID = 0; // BID tick price 
 double PriceASK = 0; // Цена тика ASK
 int TimemsTick = 0; // Tick time in ms
 int OnInit() 
 { 
 datetime Time[]; 
 ArraySetAsSeries(Time,true); 
 CopyTime(_Symbol,_Period,0,1,Time); 
 timestart = (int) Time [0]; // start counting from a new bar so that all EAs on all terminals start the same way.! 
 return(INIT_SUCCEEDED); 
 } 
 // The start of the advisor, judging by the help, is launched with each tick 
 void OnTick() 
 { 
 datetime Time[]; 
 ArraySetAsSeries(Time,true); 
 CopyTime(_Symbol,_Period,0,1,Time); 
 if(timestart!=(int)Time[0]) 
 { 
 if(TimemsTick==0)TimemsTick=(int)GetTickCount(); 
 ticknumber++; 
 MqlTick last_tick; 
 SymbolInfoTick(_Symbol,last_tick); 
 double Bid=last_tick.bid; 

 SymbolInfoTick(_Symbol,last_tick); 
 double Ask=last_tick.ask; 
 PriceBID=Bid; 
 PriceASK=Ask; 
 Comment("\n\n\n\n Номер тика="+ticknumber+"\nPriceBID="+PriceBID+"\nPriceASK="+PriceASK+"\nTimeTickinms="+(GetTickCount()-TimemsTick)); 
 Print("Номер тика="+ticknumber+" PriceBID="+PriceBID+" PriceASK="+PriceASK+" TimeTickinms="+(GetTickCount()-TimemsTick)); 
 } 
 return; 
 } 

These experts do the following:

At the moment of initialization, we remember the bar – on which the advisor started in order to achieve the simultaneous start of the expert on all 4 terminals on the next bar (in our case, m30).

Further, with each tick, the advisor writes data on the screen and in the log: tick number, BID / ASK prices, and tick time in ms since the start of the calculation.

I downloaded 2 MT4 terminals and 2 MT5 terminals – from one broker to make our test more believable.

I launched the terminal, put on EURUSD M30 charts, all four terminals, and used 1 Expert Advisor to check our words.

The first lines of our logs tell us that we started at the same time:

mt4_1:

18:29:58 TEST TICK EURUSD, M30: Tick number = 1 PriceBID = 1.32281000 PriceASK = 1.32289000 TimeTickinms = 0

mt4_2:

18:29:58 TEST TICK EURUSD, M30: Tick number = 1 PriceBID = 1.32281000 PriceASK = 1.32289000 TimeTickinms = 0

мт5_1:

GR 0 18:29:58 TEST TICK (EURUSD, M30) Tick ​​number = 1 PriceBID = 1.32281 PriceASK = 1.32289 TimeTickinms = 0

mt5_2:

GR 0 18:29:58 TEST TICK (EURUSD, M30) Tick ​​number = 1 PriceBID = 1.32281 PriceASK = 1.32289 TimeTickinms = 0

As we can see on the next screen, the quotes started the same way, but nevertheless, we got 1-2 tick discrepancies, which definitely served as a reason to say with confidence:

The scalper is not able to bring 100% the same result on 2 different MT4 platforms and mt5.

He is also not able to open deals simultaneously on two terminals of the same MT4/MT5 terminal.

This is unrealistic! And this is not the broker’s fault.

This is a transport protocol that wanders through the network space from the server to your computer; there are packet losses—a normal situation.

Difference in calculations and analysis

The following screenshots show us the difference in discrepancy

This is only 3 minutes after the start of the advisors.

Let’s refer to our logs for one tick number 1433 of MT4 terminals:

18:47:44 TEST TICK EURUSD, M30: Tick number = 1433 PriceBID = 1.32336000 PriceASK = 1.32344000 TimeTickinms = 1065503

18:47:44 TEST TICK EURUSD, M30: Tick number = 1433 PriceBID = 1.32335000 PriceASK = 1.32345000 TimeTickinms = 1065674

We have the same server time, but the time in MS is different for us! as well as different quotes

Tick ​​number 1684

18:52:05 TEST TICK EURUSD, M30: Tick number = 1684 PriceBID = 1.32377000 PriceASK = 1.32385000 TimeTickinms = 1326586

18:52:03 TEST TICK EURUSD, M30: Tick number = 1684 PriceBID = 1.32374000 PriceASK = 1.32382000 TimeTickinms = 1324496

Not only the time but also the price of BID / ASK differs

Now let’s compare the same in MT5 terminals:

ES 0 18:48:42 TEST TICK (EURUSD, M30) Tick ​​number = 4316 PriceBID = 1.3231 PriceASK = 1.32318 TimeTickinms = 1124050

DS 0 18:48:43 TEST TICK (EURUSD, M30) Tick ​​number = 4316 PriceBID = 1.32311 PriceASK = 1.3232 TimeTickinms = 1124502

Same tick number, but why different prices?

Or here’s another:

RJ 0 18:52:21 TEST TICK (EURUSD, M30) Tick ​​number = 4984 PriceBID = 1.32363 PriceASK = 1.32371 TimeTickinms = 1342701

H 0 18:52:22 TEST TICK (EURUSD, M30) Tick ​​number = 4984 PriceBID = 1.32364 PriceASK = 1.3237 TimeTickinms = 1344355

Different tick arrival time in ms, different ASK / BID price

The archive contains all the materials on this article, including the experts themselves, videos and pictures, and terminal log files.

The question suggests itself:

Can the same Expert Advisor – on two real/live accounts, one broker, one platform- make the same deals with 100% accuracy?

The obvious answer is no.

This does not happen!

I hope this article will answer all your questions in detail in the future. Knowing such data, YOU will be able to operate more accurately with the scalper on the terminals.

Make more profit.

How do you find out the ping (time of access to your broker’s server)?

The speed from the VPS to the broker’s server is effortless to find out. This function is standard in Windows and is called PING.

To find out the access time, you need to find out the address of your server.

First, open your terminal folder and the CONFIG subfolder

Find the file with the name of your server.

Next, open it in Notepad and find the path to your broker – copy it to the clipboard.

After that, in the start menu, enter the cmd command

Then we enter the ping command and insert the address of our server

The result is the time from your computer to your broker’s server in ms. The lower the value, the better for any expert and even more so for a scalper.

Questions?

If you have any questions, please ask them. We do not sell the pig in a poke.

And each of our products can be checked before the purchase.

We appreciate your attitude and wishes for our products and try to keep the quality standard high.

Thank you for being with us!