Forum on trading, automated trading systems and testing trading strategies
How to Start with Metatrader 5
Sergey Golubev, 2017.02.15 06:04
TESTING TRADING STRATEGIES ON REAL TICKS
The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC" using only Open, High, Low and Close prices of minute bars; detailed modeling in "Every tick" mode, as well as the most accurate "Every tick based on real ticks" mode applying actual historical data.
MT4 & MT5 backtest
Sergey Golubev, 2017.02.17 20:53
If you are backtesting EA on MT5 using 'every tick based on real ticks' so it will be almost same with trading on MT5 platform with some particular broker (because it is based on actual historical data).
Example, read this thread: Why is it better MT5 than MT4?? Does it have fewer limitations ??? - this is the quote from the first post of the thread:
For more information about it - read this summary.
As i know - some coders/traders are converting their MT4 EAs to MT5 just to backtest them and/or to find the settings with optimization to get the backtesting results that are closest to reality.
All (not yet) about Strategy Tester, Optimization and Cloud
Alain Verleyen, 2013.08.20 19:47
A must ! Before using it or asking any question : please read the Online Help (Also accessible by F1 on your MT5 platform)
As noted by erdah, SendNotification, SendMail, SendFTP don't work in Strategy Tester (of course).IndicatorParameters() doesn't work in StrategyTester.OnChartEvent() in Strategy Tester.CopyTicks() function doesn't work on Strategy Tester.
Running optimization from command line : https://www.mql5.com/en/forum/13468
Announce of the launch : MQL5 Cloud Network launched.
Some useful topic about usage of the Cloud :
Error message : endless loop detected in OnInit functionHow much it will cost !
As Providers (agents)
Work in progress, stay tuned !
Creating Tick Indicators in MQL5
In trading, it would be desirable to have an information as much as possible, to see the detailed picture of the price changes. You can use the tick chart. Let's try to create a tick chart in MQL5.
This article describes the creation of two indicators: a tick price chart and "Tick Candles" chart, that draws the candles that contains a specified number of ticks. Each of the indicators considered write the received price values to the file for the construction of the indicator's data after restart of the client terminal (this data also can be used by the other programs).
Rogue tick detector - indicator for MetaTrader 4
Traders of all varieties have increasingly dependent on mt4's automated trading and custom studies capabilities to implement their speculative strategies unattended. The execution of these tools rely on the primary input: price feed. Each new price quote of bid/ask information comes on a new tick. If the price feed contains old or stale ticks, then it is possible that the price that is presented is no longer valid. However, when trading with algorithms, the trader would not know the difference quick enough to act just by looking at the chart until after the fact, even if the price difference was significant enough to see visually.
Форум по трейдингу, автоматическим торговым системам и тестированию торговых стратегий
Индикаторы: Тиковый индикатор ZoomPrice
fxsaber, 2016.11.01 21:10
fxsaber, 2016.11.01 21:51
I think - the previous post is related to the following indicator from CodeBase: ZoomPrice tick indicator - indicator for MetaTrader 5
By the picture seems it's an screnshoot of MT4. If yes, indicator is already coded
Where can I get the indicator in either mt4 or mt5?
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