Discussion of article "The algorithm of ticks’ generation within the strategy tester of the MetaTrader 5 terminal" - page 6
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But when you bet on real ticks, there can be problems of a different kind.
especially when you buy Sber Bank on the market.
and you bought it 2 roubles higher for some reason...
what ticks.....
It's because in the MetaTrader terminal everyone forgets about volumes.
and if I want to test a strategy for stocks and download the history of Sber Bank quotes.
and run it through the test, it doesn't mean that it will be like that. In reality, the picture will be different.
and the difference in real and test quotes even 2-3 times the spread is not critical in my opinion.
The lack of volume is much more critical.
If you want a real test, test on real =))))))
............
you want a real test, test it on real =))))))
Even testing on "real" does not give confidence that the TS will be as profitable in the future. Ticks are filtered. The history of ticks is useless because the next moment ticks will be filtered differently. It was said - the progress has reached the point that the filters change themselves, without the knowledge of the DC. By themselves.
Although, MQL5 will allow you to write your own tester, a tick tester. The community will gladly help if there are strong arguments.
PS. Post edited. I replaced the word "kotir" with "ticks", which is what I meant.
that's the essence of the market =)
it's not the difference in ticks that changes. It's the algorithm itself =)
so even if there is a tick history, it will not reflect the volume or the mood of market makers.
And the tester. This tester.
It's still better to pay attention to real patterns
than tick data
I have a similar tick generation algorithm. So, personally, I approve of the chosen approach. :)
Thus, summing up to the sixth page (though the branch, of course, will go further:) we can say first of all to Prival'y:
Dear Prival, though you think on your own wave, teak (no offence :), but it is clear that metaquots have chosen the most balanced
way of development.
In this variant
there is much less traffic (which is important for all participants, both clients and servers in general!),
really, saves space on a screw (strange as it may seem, but useful),
ticks walk only inside minutes (very beautiful), and...
filtering, which doesn't give us exact ticks, no matter how it is done...
For Metaquotes we can say this:
In the 'optimisation option' we can add (with time) such an item, like /'by high-lows, but take tick history from the file...<graal.tikitiki>'//.
And let the person who needs it have this history himself, either from his broker or from a neighbour's broker. You have to!...:)
And one more thing, in essence.
Please do not forget about the concept.
Now we are talking only about ticks, but what about SPRED, STACK, finally?
Maybe we should think in advance about the situation when it will be possible (necessary!) to test strategies on the FUND?
I propose the same situation again, but with the proviso 'take the glass' from the file. It's more complicated now, but you are in the development stage, right?
Perhaps I should have sent these messages to tech support, but here they are more on topic.
However. It is a pleasure to work with you.
Regards, Alexey.
P.S. You should have a rest...:).
...
Now we are talking only about ticks, but what about SPRED, STACK, finally?
Maybe we should think in advance about the situation when it will be possible (necessary!) to test strategies on FUND?
I propose the same situation, but with the proviso 'take a glass' from the file. It's more complicated, but you are in the development stage, right?
No, it's not about ticks, by and large. It's about the protocol of information exchange. MQL comes up with its own information exchange protocol, hence all the problems. Although there is a recognised world standard of financial information exchange in the quotes go through the FIX/FAST protocol. (I searched the net on purpose). http://mail.b2blogger.com/pressroom/release/34767.html
It turns out that when I work on the market, the information goes tick-by-tick. And when the history is downloaded, it is completely different information (of different quality).
No, it's not about ticks, really. It is about the protocol of information exchange. MQL comes up with its own information exchange protocol, hence all the problems. Although there is a recognised world standard of financial information exchange, quotes are sent to the glass via the FIX/FAST protocol. (I searched the net on purpose). http://mail.b2blogger.com/pressroom/release/34767.html
It turns out that when I work on the market, the information goes tick-by-tick. And when the history is downloaded, it is completely different information (of different quality).
that's why it's called a tester =)
in mt your everything is different I think you realised after reading the article =))
it's a minimum distance limitation =)))))
just for the size of the glass =)))
Please translate remaining part into English.
Each impulse wave has a length step in points, which is calculated by the formula:
Google Transulation is a good tool
Russian to English translationShow romanization
I disagree with this statement:
Used intelligently, the MT4 open prices only model is as accurate as the all ticks model.
The following approach will create an EA which backtests almost identically in the open prices only model.
This approach also tends to produce the most robust strategies, since forex prices approach completely random behaviour at tick level.
Paul