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Re: bars built from ask prices, not last traded prices, in TRADE mod
[Re: jmlocatelli]
#471806
03/20/18 09:12
03/20/18 09:12
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Joined: Jul 2017
Posts: 785
Zheka
User
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User
Joined: Jul 2017
Posts: 785
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In Metatrader, the bars plotted in real time are formed from the real last traded prices In FX, this is most certainly not the case. Can you provide a link to a proof re MT? uses the OHLC prices from History or from Broker that corresponds to traded prices not to ask and bid prices I suggest reviewing the *.mql file of Zorro's MT4 EA to see what kind of historical data Zorro actually requests from MT's servers. I use bid-ask mid-point to feed into systems (just subtract 1/2 of Spread from the close) which makes it much more robust to occasional bid-ask spikes.
Last edited by Zheka; 03/20/18 09:18.
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