Scripts: ThirdPartyTicks - page 10
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I don't know if it's a bug or a feature, but it can cause errors. In unfiltered quote the instrument type remains forex.
This is the correct behaviour.
It's interesting, the script from page 2, now and 2 years ago
It's interesting, the script from page 2, now and 2 years ago
Since March 2020, the market is different. Roughly speaking, EURUSD_before2020 and EURUSD_after2020 are different symbols.
The tick history of this source on some symbols is very different from the one on MT5 with the same feed.
So much so that some MT5 quotes can create HFT in Tester.
With all tricks I tried to translate this HFT to real - redirects lead to a drain. I tried to take into account in the Tester only those positions that lasted more than a certain threshold (I brought it up to 100 seconds). I still managed to keep the grail in the Tester. However, it did not work in real life.
Comparison of potential profit shows that there is 20% more profit on MT5 than on ThirdPartyTicks when trading round the clock. And a much bigger difference at specific hours.
In fact, you can see some fake prices on MT5 source, which is given even by serious liquidity providers. Cancellation or correction of them by the aggregator was not possible. So you just have to take into account that such a situation is possible.
I do not specify a specific place (symbol and time) on purpose. In general, I would recommend using ThirdPartyTicks for real trading instead of MT5-analogue, if you have encountered an HFT-similar.
ZY If you trade a particular symbol and time, I advise you to estimate the potential profit on this area on different feeds. You can win a lot by changing feeds. Unfortunately, I have not brought my toolkit to the level of publication. It removes all questions about where (broker) and what (symbol + time) is more profitable to trade.
Looks like we should do automatic replacement of certain pieces (broken quotes and holes due to technical failures) of this source with the history of the current trade server.
Good idea. I will take it for the upcoming tests.
Someone else's history is better than no history at all.
I am comparing the history of ticks from the site in the archives and the history of ticks in the terminal with MT5. They seem to be from the same feed, but they are really different. I suspect that this is the reason why I don't have the same input-output on tests on custom symbols, obtained from the tick history from the site, and on the real. The difference in tests of a custom symbol from the site in the archives and a custom symbol from a copy from MT5-symbol even for 1 day can be up to 15%.
Is it a feature that data from one feed may not coincide and we have to accept that the real will not repeat the test in inputs and outputs exactly 1-in-1 or can we still manage to repeat it somehow? It seems that you test a strategy on the same data, but in real life it turns out to be not quite the same. Or is it only conservative to test on castomas from the site and cross your fingers when bringing it to the real?
I wrote on the topic of inconsistency. The same Expert Advisor placed on different accounts of the same trading server (no matter what platform) will show different results in real life.
If we talk about setting up an Expert Advisor in the Tester, I use several feeds.
If we talk about setting up the Expert Advisor in the Tester, I use several feeds.
Do you mean tick feeds from the site and from MT5 or do you pull in some other feeds or feeds from other brokers?
ZY If you trade a particular symbol and time, I advise you to estimate the potential profit on this site on different feeds. You can win a lot by changing feeds. Unfortunately, I have not brought my toolkit to the level of publication. It removes all questions about where (broker) and what (symbol + time) is more profitable to trade.
I also wanted to ask, do you plan to bring your toolkit to the level of publication? Or if you don't have time, should you give it to someone who would finish it? Or describe the basic principle?
Do you mean tick feeds from the site and from MT5 or do you pull in some other feeds or feeds of other brokers?
From the site and MT5. Plus I look at other brokers.
I also wanted to ask, do you plan to finalise your toolkit? Or if there is no time, should I give it to someone who would finish it? Or describe the basic principle?
I considered the possibility of bringing it to the public. But I haven't done it.