Discussion of article "The algorithm of ticks’ generation within the strategy tester of the MetaTrader 5 terminal" - page 2
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I don't know how else to convince you, at least make a poll whether traders need it. Only construct the questions correctly. After all, many have not seen and do not understand what it gives. If you use only MT4.
Do traders need it?
Traders need _ALL_, but what does it have to do with real opportunities? Think about the vendors, stand in their shoes and after a few iterations of thinking about the situation you will immediately understand what "technical suicide" is.
For starters, at least count the number of ticks for 10 years per symbol, then scale it at least to 100 000 users, estimate the amount of negativity on forums for wild traffic, and then ask yourself the question "well, and how do ticks differ from the generated by the tester????".
Don't fool yourself and others with "there are platforms that give ticks" statements. It is still possible to get ticks for a short period of time, but not for N years and not with one button directly into the tester. We are not talking about marketing ticks (hurray, we have ticks!), but about real work in the tester on huge stories.
If you are very interested in the issues of flow density (or other characteristics) of quotes, I invite you to conduct practical research and publish a number of articles (we will pay for them) on this site. But it must be practical research, not theoretical speculations on "well, ticks are better! it's elementary!".
And these are the volumes that the terminal has to operate with, hiding the complexity and volume of work from users. That's why we invest huge efforts into the terminal, programming language and tester performance. For the sake of acceleration we even had to completely refuse to support old processors without SSE2. Soon after the end of the tests we will release a 64-bit terminal and tester (all other components of the MetaTrader 5 platform have been available in 32/64 bit versions for a long time).
If we add ticks to these volumes, the size of databases will grow from 30 to 100 (or more) times. I can't imagine how to operate with such volumes in "simple and one-button mode". But I can clearly see our failure of fabulous sizes to the delight of our competitors....
You have repeatedly said that there will be no tick history, but it would be possible to import user tick history.
I think this will calm down especially hotheads, a compromise is always better than nothing.
It will not happen, because in practice there is not a single user of a significant group of users (it can be argued), owning a correct (it is important!) long tick history.
It is possible to get a fluffy tick history "from trusted suppliers", but without filtering knowledge it is a great means of self-deception. A trader thinks only about himself, looks for the truth in ticks, interprets everything only in his own direction (that's why he wanted ticks) and he is not ready to critically filter ticks. Not to mention that his tick history does not match the broker's history.
In fact, we will not make new interfaces that complicate the programme, cross out our processes, create a dozen of new unsolvable problems and are known to be unworkable (there is no correct tick history!).
Our goal is to make a simple and complete complex that requires minimal external intervention.
Do traders need?
Traders need _ALL_, but what does that have to do with real opportunities? Think about the vendors, put yourself in their shoes and after a few iterations of thinking about the situation, you'll immediately realise what "technical suicide" is.
Yes indeed Everything. Anything that can give you an advantage, that will allow you to work better and more successfully. Pro realities are growing every year. Not so long ago a glass was not even dreamed of, and now it has appeared (will appear). TV programmes are watched on the net
For starters, at least count the number of ticks for 10 years on the symbol, then scale it up to at least 100,000 users, estimate the amount of negativity on forums for wild traffic,
Let's break it down point by point.
1. The ticks are coming to us as it is. You can install a tick collector and collect at your place, but these ticks are more convenient and reliable to collect on the server. They are there, they may not all reach me.
2. The question is in what form to give the history, and to what depth.
Now MT4 gives a depth of 2 weeks and it is quite enough for trading.
3. A large history is needed only for TS research, and this is solved as well as now by loading them once before testing. Simple principle, you want to test the history, be kind enough to download it. There is no problem to scale the history, torrent can help.
4. Count the number of ticks ? I have 120 gigabytes of Harry Potter films on my computer for my kids. I won't have enough space to erase them. All the terminals that I have installed, with all the downloaded history, take up much less space than a collection of films.
and then ask yourself the question, "Well, how do the ticks differ from those generated by the tester????".
Just great, you know on a plane there's a black box, they often take it off and analyse what's in it. By your logic, it works. Why? Let me model it for you. It's nonsense to try to model as accurately as possible what is already there ...
Do not deceive yourself and others with the statement "there are platforms that give ticks". It is still possible to get ticks for a short period, but not for N years and not with one button directly into the tester. We are not talking about marketing ticks (hurray, we have ticks!), but about real work in the tester on huge stories.
And I'm not deceiving anyone, there are, indeed there are (anyone who contact me in private can get links to them, I don't want to advertise here). And testing can be done on ticks not modelled, but on the ticks they were.
If you are very interested in the issues of flow density (or other characteristics) of quotes, I invite you to conduct practical research and publish a number of articles (we will pay for them) on this site. But it must be practical research, not theoretical reflections on the topic "well, ticks are better! it's elementary!".
I have a counter-offer. I am ready to pay you. Make a Renko representation of the chart. Such that it does not change, I build it through the tick collector, or on the history, the size of the brick is set by the user. Without this, my research is useless, they cannot be double-checked.
H.Y. I wonder, are you going to model the price behaviour in the stack too? And if traders realise that there is a lot of useful information in the glass and ask for the history of the glass for research, will you send them to the nuthouse?
Those who want, look for opportunities. Those who don't want, look for reasons.
Our goal is to make a simple and complete complex that requires minimal external intervention.
1 The history of ticks can be accumulated (here I agree with Prival 2 weeks maximum a month of history will be enough).
2 The history of ticks gives adequate debugging of the Expert Advisor (since there is no debugger in MT-complex, we have to use the tester).
3 Tick history is suicide for you, here I agree with you,
but I don't see any problems with importing monthly history into the tester (especially since nobody asks you to provide it).
4 You said that the accumulated history of ticks will not coincide with the cleaned history of DC,
so that's the whole value of ticks, to analyse not the filtered history, but the natural history as it is,
(and nobody is going to make accusations against DC on the basis of these ticks,
fighting with your own DC is not a thankless business, even if I say stupid, you will still be a fool).
That is:
In general, the approach I have seen many times on our forums - "I, a trader, am the centre of the universe, I do not care about other people's (and direct supplier's!) issues, I do not even want to think about them. I just want to!". Well, the unwillingness to conduct practical research completes the picture.
With tics you are really deceived - I pointed out the reasons earlier. I have no doubt that you yourself have never made a practical comparison ofmodelled ticks and realticks, as well as their influence on trading strategies (excluding outright pips). Usually practitioners quickly move on to creating robust and maximally unkillable Expert Advisors.
There is nothing wrong with the black box - servers routinely write the whole stream of incoming ticks, including all filtered ones. MT4 has all this too, and even in the standard NFA report format, where huge and detailed tick logs are generated, including all tick transactions.
We are not going to model the glass yet - this is the harsh reality. Those who do not understand this and do not want to think realistically (with technical justification), we should probably try to explain it to them.The problem of "traders' belief in accurate ticks" is very similar to "mathematicians' belief in the ability to calculate everything if they know all the smallest factors affecting the object of study". Many traders have gone through such a phase of idealisation.
Now a few words about the developers' side: decisions that influence the fate of a product should be backed by hard calculations proven by years of practice, but not by wishes or unproven theoretical ideas. We have such practice - 10 years of continuous development of trading platforms (not terminals, but entire complexes for brokerage services).
At the start of a project there is a whole carload of "right solutions", "killer features" and other delights for users. But in the process of implementation a lot of functions are removed due to technical and economic conflicts with reality.
Those who continue to conflict with reality are quickly taken out of the market.
1 Tick history can be accumulated (here I agree with Prival 2 weeks max a month of history is enough).
2 The history of ticks gives adequate debugging of the EA (since there is no debugger in MT-complex, we have to use a tester).
3 Tick history is suicide for you, I agree with you here,
but I don't see any problems with importing the monthly history into the tester (especially since nobody asks you to provide it).
4 You said that the accumulated history of ticks will not match the cleaned history of the DC,
so this is the whole value of ticks, to analyse not the filtered history, but the natural history as it is,
The accumulated history will coincide with the broker's regular history.
But in reality we are talking about downloading any tick history. And I have described the problems of "any tick history" above in the previous posts.
The root of the problems raised in this thread is the same - people do not want to check in practice, but use theoretical ideas.
And for them they specially conducted tests, wrote an article, provided verification scripts and showed the insignificance of the discrepancy on the graph.
You are really deceived with ticks - I pointed out the reasons earlier. I have no doubt that you yourself have never made a practical comparison ofmodelled ticks and real ones, as well as their influence on trading strategies (excluding outright pips). Usually practitioners quickly move on to creating robust and maximally unkillable Expert Advisors.
I have an Expert Advisor that was optimised in March 2010 and showed similar results for the whole year 2009 and for the period up to today, but the only problem is that in the tester, but in real life there is the same even drain and all this is exactly in the difference of ticks formation, and you say you did not check.
I don't argue that accurate ticks may not give the answer, but I think it is not reasonable not to check this option. So far, I see that this kind of ticks in the tester can easily lead to false conclusions about the reality of some trading method.
Besides, ask any trader what is better to sit at a computer for a month and catch the differences in the behaviour of an Expert Advisor in the tester and in real time,
or to run it on real ticks, even if only for a month?
I have an Expert Advisor that was optimised in March 2010 and showed similar results for the whole 2009 and for the period up to today, but the only problem is in the tester, but in real life the same smooth drain and all this is exactly in the difference of ticks formation, and you say you did not check.
Post in a separate thread all the detailed and repeatable information along with the code of the Expert Advisor - we will all check and discuss it. If it's a piper (and it is), then the logs of his real trading.
This is a correct and honest approach. The same as in the above article.