• serfel
  • serfel
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  • From: Russia
  • Registered: 2010-11-09
  • Posts: 48

Topic: Theme for reflection

Whether to divide MQ4Bridge into two named pipes? One will accept quotations, and another - to trade. I noticing that the same history copied to different brokers yielded absolutely different results on the same strategy. Some brokers opened at Hour later, and, as consequence, some indicators, for example, as Pivot Points incorrectly was considered. I thinks to write own Datacenter, which will be accept quotations with two-three more or less worthy brokers, and transfer them on calculations to Strategy Trader.

  • Popov
  • Popov
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  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 7,885

Re: Theme for reflection

I do not understand exactly what you mean. Can you make a diagram?
It sounds like that FST will be fed  from one broker and will trade on other.
However, every improvement in FSB/FST will be implemented.

FST has to be changed in order to work with FSB Pro. It has to be able to load multiple symbols and multiple periods simultaneously. Later it has to allow opening multiple strategies.

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  • serfel
  • serfel
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Re: Theme for reflection

Very sorry for my english. I meaning it, -  that FST will be fed  from one broker and will trade on other.
My "history" are collect with several brokers from minute bars with filling of missing bars. Certainly, with shift of time and visual check. From them was generated bars of the higher timeframes. Further this history are placed in folder "\\History\\...". Forex Strategy Builder took the data from this folder. I optimizes strategy to comprehensible results. Then, the same files of history I puts in a folder "\\History\\..." of other broker. Now Forex Strategy Builder took the data from this folder. Results the same strategy very strongly differed, very bad, need new optimization. Differences of brokers - in time of opening. The indicators, dependent on the price of opening-closing of week, will be incorrectly work in real. In Real trade the whole hour did not suffice, it are necessary to add every week bars with hands.  And if there were the uniform Datacenter (On which history this strategy were optimized), independent of the broker, such problem would not arise.

  • serfel
  • serfel
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Re: Theme for reflection

I dividing Forex Strategy Trader into separate data sources. Like, all are correct. Already traded, it will be necessary to check up it in the beginning of week. If it are interesting, I will lay out a source code.

5 Reply by ab

  • ab
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  • From: Brisbane, Australia
  • Registered: 2012-01-18
  • Posts: 111

Re: Theme for reflection

This is a good idea as it will allow users to maintain a single 'quality' data set for research and strategy development purposes, but trading can be performed with any number of brokers.

Rather than separating the bridge into 2 different pipes, it may be better to implement the 'data feed' pipe as an Interface into FSB using a separate assembly.  This would allow for other (non-MT4) data sources to be used for the real time feed, needing only the 'Interface' assembly to be swapped out for one that contains a custom data feed.

ab

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  • serfel
  • serfel
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  • Posts: 48

Re: Theme for reflection

Look at it - I using simply additional Child of a class "Client".  I takes quotations from Exness, because it begin trade and end in true time.  But, symbols at them come to an end on "m". Therefore, if will check in another broker, in bridge.cs in procedure GetBars clean my correction. The project http://rusfolder.com/36238186
If necessity of this completion are accept by developers, these options of the data center can be in a separate window.