Scripts: ThirdPartyTicks - page 11

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Just in case, I would like to point out once again that MT4 ticks (which are posted on the site) and MT5 ticks, although they come from the same source, are slightly different. And for scalping the difference can be noticeable. It is better to check both feeds.

I would also add that MT5 has ticks for a long period of time. But the real ticks started from 6 April 2020, before that there is something else, on which there is no sense to test.

 
traveller00:

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 from the site in the archives and a custom 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?

Are you comparing a demo account or a real one?

 

For myself made small edits to choose whether to create a custom symbol when batch processing or only download the archive.

Added 

sinput bool   AllSymbolsCreate=false;

Replaced

CreateAllSymbols(false, iMinPips);

by 

CreateAllSymbols(AllSymbolsCreate, iMinPips);
 
Rorschach:

For myself, I made small edits to choose whether to create a custom symbol when batch processing or only download the archive.

I use this mode all the time, but I do it very illogically: I change true to false in the source and compile. Apparently, it's a programmer's obsession on my part.

 
fxsaber:

I use this mode all the time, but I do it very illogically: I change true to false in the source and compile. Apparently, this is a programmer's obsession on my part.

I do it in my code too. This is rather a comment for others, at first I thought that in AllSymbols mode only archives can be loaded.

 
Rorschach:

Comparing demo account or real account?

Only real.
 

Interesting, I made a symbol with 0 filtering, but when testing the standard Moving Average.ex5 Expert Advisor, there are a lot of such errors in the log:

failed exchange sell 0 FILTER0_EURUSD.rann_RannForex at 1.12135 [Invalid volume]
CTrade::OrderSend: exchange sell 0.00 FILTER0_EURUSD.rann_RannForex [invalid volume]

MACD worked correctly. On a custom symbol without filtering it works.

 
Rorschach:

Interesting, I made a symbol with filtering 0, when testing the standard Moving Average.ex5 Expert Advisor, there are a lot of such errors in the log:

MACD worked correctly. The custom symbol without filtering works.

I haven't learnt about such things for a long time. Perhaps the mode by pips will help. As far as I remember, filtered symbols are written as stock symbols. Perhaps there is a hitch on market orders.

 

Current archive size.


 
Does this chart updated real time or just updated first time?
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