Tick Volatility - What is the typical expectation
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Thread: Tick Volatility - What is the typical expectation

  1. #1

    Primarily, I am a Developer Rather than a trader. Have been modelling egies and also have a question about what to expect as I create a Renko-Like offline chart generator.

    Working with a 1 min chart is merely an indior of what to expect in real time together with tickdata. So- I am getting outstanding results while using 1 min histories as I create basket chart from 1 to 14 currencies.

    1. News spans - would I expect to find a great number of ticks that are multiple-point or some quick series of ticks.
    2. Other than news intervals - how often do we have high volitility intervals where ticks occur faster than an EA may process.

    I have written a tool which gives me a very low rate of multi-point ticks but I am looking for insight to what happens over a long time period.

  2. #2
    Previous thread linked to this subject:


    Assuming MT4 hasn't changed throughout the last several years with respect to how ticks are processed, you will surely miss ticks with MT4. Developing a renko-like offline chart of 14 symbols will miss many ticks. But it is dependent upon the broker. From what I have seen, the frequency of ticks varies greatly among brokers. With some broker, you can get tons of ticks per minute per emblem throughout high volatility periods. And you can acquire multiple ticks for a single emblem within milliseconds of one another.

    But like I said, it depends on the broker. I believe the best thing you can do is run some tests to ascertain the number of missed ticks for YOUR chosen broker(s).

    You didn't mention exactly what trading platform you are using...I will presume MT4. I'd strongly suggest finding a broker that offers FIX API so you will can be confident that you are getting (and processing) all ticks available.

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