Scripts: ThirdPartyTicks - page 4
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Anything. A dozen non-overlapping positions per day is fine, if it is stable for several months. This is a 99% working TS, if the input parameters are not more than five.
In general, a quick way to find the best trading conditions is shown. Open an account, leave only the necessary symbols in the Market Watch, run Optimisation of the Expert Advisor, as shown above, save the result. We repeated the same way for all other interesting brokers. We compared the saved results with each other. Where the number is higher, it is better. It seems elementary.
Thank you for your reply, I learnt something new).
It's not about arbitration. Working TCs are always temporary. Sometimes a TC that has been used up and is lying in the landfill can become a working TC again.
In any case, you have to come to something. I assume that your experience in algotrading is not 1 year, and all systems are exhausted and you have a clear understanding of how to data-mine a strategy and where and how to trade it better.
with such an approach, the search of brokers becomes relevant.
When you work with millions of ticks (there are more than hundreds of millions in the local storage), the question of parsing implementation speed becomes a serious issue. Not always using standard and universal methods gives good results.
An optimised variant is available, the speed is increased many times. For example, it parses about two million ticks per second
At the very top is GBPAUD. Its level shows that it is very easy to write a pipsarist, which will show space on OOS in the Tester with perfect execution.
What is the basis for such a conclusion? The size of the maximum possible profit speaks only about the volatility of the instrument, but not about the probability of forecasting these movements.
The size of the maximum possible profit says only about the volatility of the instrument, but not about the probability of forecasting these movements.
Chronologically, everything was in reverse sequence.
I mentioned it in passing in this thread.
The higher the indicator, you cannot say that there is a higher gravity. It is easy to write HFT-grail on any such symbol when the indicators are off the scale, as it happened with GBPAUD.
An optimised version is available and the speed has been increased many times over. For example, it parses about two million ticks per second
A little tweaked. Parses (ZIP+CSV) at three million ticks per second. It must be fast.
In general, a quick way to find the best trading conditions has shown. We opened an account, left only the necessary symbols in the Market Watch, ran the Optimisation of the Expert Advisor, as shown above, and saved the result. We repeated this way for all other interesting brokers. We compared the saved results with each other. Where the number is higher, it is better. It seems to be elementary.
I compared two brokers for April by two symbols
It can be clearly seen that the first broker loses by trading conditions to the second one. It is especially noticeable (max. profit in pips) on the cross.
This means that any TS, launched on the second broker, will give more profit than on the first one. The main reason for trading on the first one (large and very famous) is incompetence of traders.
A little tweaking. Parses (ZIP+CSV) at three million ticks per second. That must be fast.
CopyTicks - 8 million ticks per second...
Another source of tics.