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Replies
RedSeaBro
05 Apr 2022, 15:22
RE:
amusleh said:
Hi,
It happens because of spread between bid and ask price levels, the bars are created based on bid price.
Thanks a lot amusleh. It makes sense to me.
@RedSeaBro
RedSeaBro
01 Mar 2022, 15:18
RE: RE: RE:
amusleh said:
RedSeaBro said:
amusleh said:
Hi,
Check here: cAlgo API Reference - MarketDepth Interface (ctrader.com)
Thanks a lot amusleh.
A follow up question: is the market depth data available and accurate in back test?
Hi,
No, it's not available in backtest.
Thanks. Appreciate it.
@RedSeaBro
RedSeaBro
01 Mar 2022, 15:17
RE:
PanagiotisCharalampous said:
Hi RedSeaBro,
It's 30 units of base currency. So if you trade GBPUSD, then it is 30 GBP.
Best Regards,
Panagiotis
Thanks. Appreciate it.
@RedSeaBro
RedSeaBro
28 Feb 2022, 15:13
RE:
amusleh said:
Hi,
Check here: cAlgo API Reference - MarketDepth Interface (ctrader.com)
Thanks a lot amusleh.
A follow up question: is the market depth data available and accurate in back test?
@RedSeaBro
RedSeaBro
28 Feb 2022, 15:04
RE:
PanagiotisCharalampous said:
Hi RedSeaBro,
Your assumption is correct. There is a conversion chain for each currency pair that allows cTrader to convert from one trade to another.
If I earned some money from GBPAUD currency pair but USD suddenly increase with respect to GBP, so I might end up losing money?
You won't lose money but the exchange rate will affect your profitability.
Best Regards,
Panagiotis
Thanks a lot Panaiotis for your timely reply. A follow question is why I will not lose money? For example, if I make 1 GBP profit with 10000 GBP. But the USD to GBP suddenly rises a lot, I probably will have less money because the 10001 GBP will be converted back to USD?
Regards
Bowen
@RedSeaBro
RedSeaBro
10 Jan 2022, 17:07
RE:
PanagiotisCharalampous said:
Hi RedSeaBro.
Yes that is correct.
Best Regards,
Panagiotis
Thanks a lot.
@RedSeaBro
RedSeaBro
10 Jan 2022, 16:52
( Updated at: 21 Dec 2023, 09:22 )
RE:
PanagiotisCharalampous said:
Hi RedSeaBro.
1. The display type (units/lots) is based on your settings. The size demonstrates the available liquidity at each price level
2. The DoM comes from liquidity providers.
Best Regards,
Panagiotis
Thanks. Just want to confirm what does price level mean.
In this figure, does that mean there are 0.15 lots buy order above 1.89398, and 1.5 lots buy order between 1.89398 to 1.89397?
@RedSeaBro
RedSeaBro
10 Jan 2022, 16:49
RE:
Astroke said:
Hi,
1: Simply because all broker fake the liquidity.
2: This is "liquidity providers" aggregated.
Can you provide more details? In which sense do broker "fake" the liquidity?
@RedSeaBro
RedSeaBro
03 Jan 2022, 11:55
RE:
PanagiotisCharalampous said:
Hi,
No, a tick is a change in price. What you described is three changes in price. This means three ticks. Each time the price field blinks, it's one tick.
Best Regards,
Panagiotis
I see your point. It makes total sense. Thanks a lot!
Regards
Bowen
@RedSeaBro
RedSeaBro
03 Jan 2022, 11:30
RE:
PanagiotisCharalampous said:
Hi,
A tick is a change in the Bid or Ask price.
Best Regards,
Panagiotis
So for example if the price changes from 1 to 1.0005 and then drops to 0.9995 in a bar. The volume (number of ticks received) is 10 ticks (suppose a tick is 0.0001). Is my understanding correct?
@RedSeaBro
RedSeaBro
03 Jan 2022, 11:12
RE:
PanagiotisCharalampous said:
Hi there,
What does 103 mean exactly?
It's the number of ticks received during that bar
So the volume here just include the clients who use ctrader, or all the clients who use ic markets as broker, or include all the liquidity providers?
You should ask IC Markets about this.
Best Regards,
Panagiotis
Thanks Panagiotis. What does one tick mean?
@RedSeaBro
RedSeaBro
19 Nov 2021, 15:37
RE:
PanagiotisCharalampous said:
Hi bowen.guo.kaust,
The standard deviation formula is pretty much... standard :)
Best Regards,
Panagiotis
Thanks a lot for your reply PanagiotisCharalampous. I understand the formula for regular standard deviation.
But how does calgo calculate the standard deviation for exponential moving average (ema)?
For exponential moving average, the average varies at each time sample. Say when calculating the standard deviation for the last 10 time samples, does calgo use the same ema for the 10 samples, or use different ema? And if using the same ema, which ema to use?
@RedSeaBro
RedSeaBro
14 Nov 2021, 14:42
RE:
amusleh said:
Hi,
The Bars.ClosePrices.Last(0) gives you the latest open bar close price, and it will change because the bar is still open and not closed yet.
If you want to get the latest closed bar close price then you should use Bars.ClosePrices.Last(1).
Thanks a lot. This is really helpful.
@RedSeaBro
RedSeaBro
16 Oct 2023, 12:56
RE: How to disable the "New order" button if certain condition is met
PanagiotisChar said:
I see. Thanks.
@RedSeaBro