Discussion of article "The algorithm of ticks’ generation within the strategy tester of the MetaTrader 5 terminal" - page 13

 
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.

Testing is a very useful function in the terminal (to check the logic of the strategy), but optimisation on the generated ticks is an empty occupation, if you assume the existence of certain patterns in the tick history. (there is a small probability that paterns exist exactly in the sequence of ticks).
 
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 to accuse MQ that they implemented the existing model incorrectly is not right.

....

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

That's great. I was waiting (Saturday, Sunday) to poke your nose in, you don't understand otherwise. You're fine with everything...

  1. Let's open the article "Building a multicurrency indicator using multiple intermediate indicator buffers". Here is the link https://www.mql5.com/ru/articles/83 This is an example to follow. This is how you should write a multicurrency indicator. We read carefully, everything is good, clear and logical....
  2. Download the indicator, compile it, and put it on the chart..... and wait ... wait for .... wait for.... until Monday, because YOUR everything suits me here, it doesn't work. No synchronisation, no bars, holes. The indicator will not start under any pretence.
  3. Yes, as you put it, I am probably from the minority, I want to conduct multi-currency analysis that would multi-currency indicator at least normally displayed. Not on ticks, I'm not talking about them. At least on bars...

The reason for the hole, artificial holes in the history created by the platform, precisely because of the logic, no tick = no bar = no price. You accused someone here, your quote "Fools, understand first how the market works, don't approach it with the philistine measures of a bakery shop".

So, scientist, tick and price are two different words, and have two completely different meanings, they even have different definitions, read ... and to equate these two concepts, to think that they are the same is the TOP of illiteracy. It's not that you can't even go to the market, you can't even go to the bakery. Open any textbook on economics, preferably simpler, and read what is determined by the price ...

S.Y. Request to servisk desk, please correct the terminal, the algorithm of bar formation, because the indicator given in the article (link above) does not start. And without synchronisation, it will draw everything with an offset. Which distorts its readings. The reason for the absence of bars on the following symbols.

No synchronisation on symbol GBPJPY time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by symbol EURGBP time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by symbol EURCHF time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by symbol EURAUD time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by symbol AUDUSD time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by symbol USDCAD time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by symbol USDJPY time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by USDCHF symbol time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by symbol GBPUSD time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

On the other three symbols of the championship, these bars are there, already with formed and closed ...

Z.Ы. and Prival is a fool, all the time about tics, they gave them to him ... bars to draw correctly, already good ... I wonder how many years it will take to fix it ...

Построение мультивалютного индикатора с применением множества промежуточных индикаторных буферов
Построение мультивалютного индикатора с применением множества промежуточных индикаторных буферов
  • 2010.05.17
  • Alexey Klenov
  • www.mql5.com
В последнее время возрос интерес к кластерному анализу рынка FOREX. MQL5 открывает новые возможности исследования закономерностей движения валютных пар. Важным преимуществом MQL5, по сравнению с MQL4, является возможность использования неограниченного количества индикаторных буферов. В данной статье описан пример построения мультивалютного индикатора.
 

It's the 3rd millennium and we can't collect ticks... with the growing amount of information, the acceleration of technological progress, we can't even collect ticks in a year... that's not good.

We should, we shouldn't. BUT IT'S NATURAL HISTORY... If we test on anything, it's on it.

 
maryan.dirtyn:

It's the 3rd millennium and we can't collect ticks... with the growing amount of information, the acceleration of technological progress, we can't even collect ticks in a year... that's not good.

We should, we shouldn't. BUT IT'S NATURAL HISTORY... If you test on anything, it's only on it.

You can test on pseudotics, but optimisation is the height of insanity.
 
Prival:

Brilliant. I was waiting (Saturday, Sunday) to poke my nose in, you don't understand otherwise. You're fine with everything. Great...

  1. Open the article "Building a multicurrency indicator with the use of multiple intermediate indicator buffers". Here is the link https://www.mql5.com/ru/articles/83 This is an example to follow. This is how you should write a multicurrency indicator. We read carefully, everything is good, clear and logical ...
  2. Download the indicator, compile it, and put it on the chart..... and wait ... wait for .... wait for.... until Monday, because YOUR everything suits me here, it doesn't work. No synchronisation, no bars, holes. The indicator will not start under any pretence.
  3. Yes, as you put it, I am probably from the minority, I want to conduct multi-currency analysis, so that the multi-currency indicator would at least be displayed normally. Not on ticks, I'm not talking about them. At least on bars...

The reason for the hole, artificial holes in the history created by the platform, precisely because of the logic, no tick = no bar = no price. You accused someone here, your quote "Fools, understand first how the market works, don't approach it with the philistine measures of a bakery shop".

So, scientist, tick and price are two different words, and have two completely different meanings, they even have different definitions, read ... and to equate these two concepts, to think that they are the same is the TOP of illiteracy. It's not that you can't even go to the market, you can't even go to the bakery. Open any textbook on economics, preferably simpler, and read how the price is determined ...

S.Y. Request to servisk desk, please correct the terminal, the algorithm of bar formation, because the indicator given in the article (link above) does not start. And without synchronisation, it will draw everything with an offset. Which distorts its readings. The reason for the absence of bars on the following symbols.

No synchronisation on symbol GBPJPY time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by symbol EURGBP time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by symbol EURCHF time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by EURAUD symbol time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by symbol AUDUSD time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by symbol USDCAD time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by symbol USDJPY time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by symbol USDCHF time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

No synchronisation by symbol GBPUSD time[0]=2010.09.24 22:59:00 need 2010.09.24 23:00:00

On the other three symbols of the championship, these bars are there, already with formed and closed ...

Z.Ы. and Prival is a fool, all the time about tics, they gave them to him ... bars to draw correctly, already good ... I wonder how many years it will take to fix it ...

Typical substitution of concepts and lack of understanding of the subject. It is not very correct to try to pass off faults in the base and in the beta of the terminal as system faults. That's one. Two, for people like you there is a special event in the terminal, from the timer. If you want to cut time into equal pieces, go ahead. But in the market, in its broadest sense, the price is measured exactly the same way, as in the terminal, by events. From this follows three, - trade on the fund, if you have at least a little bit of fat in your head - you will understand how it should be, (not at all as you imagine it). But it seems to me that you will not go for such a thing (you will whine here that the world is not perfect and not the way you imagined it, but you will not try to understand it), so look at the ticks of GainCapital, for example. There is the same event model there. Or look at CME ticks. Same thing.

 
HideYourRichess:

Typical substitution of concepts and lack of understanding of the subject. It is not very correct to try to pass off faults in the base and in the beta of the terminal as system faults. That's one. Two, for people like you there is a special event in the terminal, from the timer. If you want to cut time into equal pieces, go ahead. But in the market, in its broadest sense, the price is measured exactly the same way, as in the terminal, by events. From this follows three, - trade on the fund, if you have at least a little bit of fat in your head - you will understand how it should be, (not at all as you imagine it). But it seems to me that you will not go for such a thing (you will whine here that the world is not perfect and not the way you imagined it, but you will not try to understand it), so look at the ticks of GainCapital, for example. There is the same event model there. Or look at CME ticks. The same thing.

Substitution of concepts hm....

like a pea against the wall ... nothing ... maybe in time you will learn that price is determined by supply and demand. Open any textbook. An analogue of these concepts is ask and bid, and if there is no ask and (or) bid, it means there is no price. And if you have ever traded on the stock exchange you would know that when there is no price, there is panic on the stock exchange. People lose fortunes, they throw themselves out of windows. I already gave a link a few pages ago to a record of what happens on the stock exchange when there's no price. And anyone who trades on the stock exchange knows this day (days) very well, this one was quite recently http://www.vedomosti.ru/newsline/news/2010/05/07/1010094.

H.Y. Though what I argue with you. You are satisfied with everything. Not everything suits me. You write nothing but words. I give codes, sequences of actions, which clearly show what I am talking about. Any member of the forum can double-check. And most importantly, nothing depends on you and me. I hope the developers have seen and read my posts. Maybe they will think about it and discuss these issues when they plan MQL6. And now they are powerless to change anything unfortunately, I understand it perfectly well and I have already told about it earlier.

Z.Z.Y and when you next time give me advice on what to do ... Remember the saying. "Don't tell me what to do and I won't tell you where to go ..."

don't pass off your delusional ideas as mine, you have no idea what I want and how I represent the world, and also where and what I trade ...

 
Prival:

Substitution of concepts hm....

like a pea in a pod ... nothing ... maybe in time you will learn that price is determined by supply and demand. Open a textbook. An analogue of these concepts is ask and bid, and if there is no ask and (or) bid, it means there is no price. And if you have ever traded on the stock exchange you would know that when there is no price, there is panic on the stock exchange. People lose fortunes, they throw themselves out of windows. I already gave a link a few pages ago to a record of what happens on the stock exchange when there's no price. And anyone who trades on the stock exchange knows this day (days) very well, this one was quite recently http://www.vedomosti.ru/newsline/news/2010/05/07/1010094.


You have a big mess in your head about the stock exchange and prices. It can be seen from your reasoning. But I understand that it is not in the horse's fodder to explain you further. So, good luck.
 
HideYourRichess:
You've got a big mess in your head about the stock market and prices. I can see it from your reasoning. But I understand that it is not in the horse's mouth to explain to you further. So, good luck.
Keep your luck, Prival speaks a matter, and very clearly and concretely, unlike your mush.
 

tick - price change.

A bar on any TF in the "classical" representation is OHCL.

If V=0, the bar will be OHCL.

But not on MT. There are other laws of logic here...

:(

My opinion has not changed, Prival is right, but he is not heard.

A different logic decides.

Business logic.

;)

 
HideYourRichess:

You must be confused with ticks and bars. It is written unambiguously, a tick signals a price change. A bar is a price characteristic at a certain time interval. No ticks, no bars. Everything is connected. Within the stated definitions.

As for technical indicators, it is the trader's responsibility to control, analyse and know the peculiarities of their construction. The developers do not hide anything from traders, everything is described, what a tick is, what a bar is and how indicators are calculated - take this information and draw conclusions. Moreover, if you don't like the standard indicators, you can create your own (including inserting non-existent bars, but you will have to invent them yourself), your imagination is not limited. I.e. the meaning of the claims is not clear at all.

A masterpiece!

Philosophical model, like: No change of the subject - no subject either. :-D

Bar opening is done at the price of the last tick on the previous bars. Isn't it? :)

So it is necessary to display bars correctly within trading sessions.

A bar is an "archaic" representation of the price state in a time interval.

And if the price has not changed, a characteristic drawing on the chart will tell us about it...

;)