Discussion of article "The algorithm of ticks’ generation within the strategy tester of the MetaTrader 5 terminal" - page 12

[Rashid Umarov]

Prival:

some information gets banned and deleted immediately. Ask Roosh, he knows.

The ban was not for that, but, roughly speaking, for boring. The topic of ticks rewash already ... I can't remember how long.

[Hide]

Prival:

I wrote for a long time. Then I erased it all. I just highlighted the key phrases. I'm not an idiot, I've researched it pretty well. I know how it works. Except there's one thing wrong with it. " everything is described and shared..." here for some information bans are handed out and deleted immediately. Ask Roosh, he knows. And will tell you ... if he wants to.

and I'll give him +10 for it, what's the big deal +1 )))

I don't think you're an idiot. But you are very stubborn. Developers have some ideas of what the platform should be. Whether it is in someone's head, in the form of TOR - it does not matter, but it is obviously there. As far as I understand, this model is implemented (with some degree of readiness) in the form of server software and terminal. No one will change anything in the principles - why these cholivars on a flat place? Well, you think that it is possible to make another model, - fine, reported once about it, interested people nodded their heads, - parted. That's it. But in our case, the conversation leads to a false impression, as if there are serious flaws in the principles and we are all going to die soon. We're not. Besides, I personally believe that with some assumptions, the accepted model does reflect some principles of the quotation flow functioning. Well, yes, the "physics" of the quotation flow does not resemble the process of periodic measurement of values - so what? This is how the "bazaar market" functions, in general terms. You want to bring orderliness into it, because you do not like the absence of strict periods in ticks - well, write such an indicator, if you know how it should look like - please codebeiz. But you don't need to turn it into a crusade, not everyone shares it.

[Sergey]

HideYourRichess:

For those who are particularly literate, I will explain one more time, the last one. There are definitions of what a tick is and what a bar is. What is functioning now fully coincides with these definitions. There was no tick - no changes - no bar. If there are platforms where it is implemented differently, and someone likes this implementation better - good riddance, use that platform. But it is not right to accuse MQ that they have implemented the existing model incorrectly.

Actually it should be the other way round, bars are derived from ticks. Try to understand that in the adopted model, a bar is not a price tag (speedometer, instrument scale, scales, etc.), which is scanned at regular intervals and transmitted to traders. Nothing to do with "industrial" methods of measurement. A bar is an event that is not tied to periods. And it corresponds to what the "broker" sees from the other side of the server, the flow of quotes is also not tied to periods.

Fools, first understand how the market works, do not approach it with the commonplace measures of a bakery shop.

You have wrong ideas about how everything is organised.

The trader's responsibility is simple - he should not be an idiot, since he started speculating, but should first investigate the question of how everything really works. And he should build his strategies in accordance with it. Moreover, everything is described and made available to the public.

This analogy is not that lame, this analogy is false.

What are you talking about? You're not trying to have a dialogue, you're trying to impose an opinion. The opinion of a marginalised minority. I'm against it, I'm fine with it the way it is.

that bars are derived from ticks, that's exactly what I said... That is, by objecting you yourself confirm exactly what I wrote - you have a clear problem either with literacy or with sanity. In other points it is less pronounced, but just as obvious, so I will not bother to answer, as I consider it unworthy....

[[Deleted]]

HideYourRichess:

Fools, first understand how the market works, don't approach it with the philistine standards of a bakery shop.

It is you who have wrong ideas about how things work.

What are you talking about? You're not trying to have a dialogue, you're trying to impose an opinion. The opinion of a marginalised minority. I'm against it, I'm happy with the way things are.

Bar skipping is related not to the absence of ticks, i.e. price changes, but to the absence of translation of these ticks, to the filtering of quotes, to the choice of suppliers, to technical failures. That is, the brokerage house creates these omissions according to its algorithm, which introduces distortions. And the results differ from one broker to another.

In general, ticks are a simplified representation.

[Loky]

Traders just need to understand that optimising an EA on generated ticks is a completely useless function of the terminal, on which there is no need to waste time and all this work on load balancing is a monkey's work.

[Rashid Umarov]

Loky:

Traders just need to understand that optimising an Expert Advisor on generated ticks is a completely useless function of the terminal, which is not worth spending time on, and all this work on load sharing is a monkey's labour

There is such an opinion that the market never repeats itself. So any testing is a monkey's labour.

First check the results of the Expert Advisor's work in the tester and on the demo account, and then speak. Of course, if the strategy is not based on catching random price outliers.

[Дмитрий Александрович]

Loky:

Traders just need to understand that optimising an Expert Advisor on generated ticks is a completely useless function of the terminal that you don't need to spend time on, and all this work on load balancing is a monkey's labour

If you are afraid of generating ticks, build virtual stops into the Expert Advisor and run it on OHLC or even better on opening prices.

[Дмитрий Александрович]

Rosh:

There is an opinion that the market never repeats itself. So any testing is a monkey's labour.

You should first check the results of the Expert Advisor's work in the tester and on the demo account, and then speak. Of course, if the strategy is not based on catching random price outliers.

The shorter is the duration of an open position, the higher is the probability that approximately the same market behaviour has already occurred :)

[Hide]

dasmen:
that bars are derived from ticks - that's exactly what I said.... That is you objecting yourself and confirming exactly what I wrote - you have a clear problem with either literacy or sanity. In other points it is less pronounced, but just as obvious, so I will not bother to answer, as I consider it unworthy....

All the best, take care!

gip:

Bar skipping is related not to the absence of ticks, i.e. price changes, but to the absence of broadcasting of these ticks, to the filtering of quotes, to the selection of suppliers, to technical failures. That is, the brokerage house creates these omissions according to its algorithm, which introduces distortions. And the results differ from one broker to another.

I would like to remind you that the data provider, for you, is a broker. I.e. if the dts thinks that there was such a tick, then it is so. There is no other reality for you. Unless you use ndd or ecn, or trade on the stock exchange, or something else.

And the results of different more or less normal dts do not differ much. At least arbitrage on the difference is practically unrealistic.

gip:

And in general, ticks are a simplified view.

There is such a point of view.

[Hide]

Loky:

Traders just need to understand that optimising an EA on the generated ticks is a completely useless function of the terminal, which is not worth spending time on, and all this work on load balancing is a monkey's labour

If a simple trader is dull in sciences, then it is certainly monkey points for him. And thank the Buddha, no one is closing access to trading until you pass the exam on optimisation of the Expert Advisor.