Forum on trading, automated trading systems and testing trading strategies
Discussion of the article "Scratch profit to the last pip"
fxsaber , 2019.08.08.27 00:26
The blog cited examples of online trading analytics options.
creativethinker:
Where is the EA or source code?
Where is the EA or source code?
The article has all the answers to your questions.
I hope the translation of the article into English is good enough.
I found the Article vague, with little concrete information, full of speculation and overfiting graph. Just my opinion, I do not want to
disparage the author.
Author explains his workflow. It is not handed on a silver plate download and run EA article. Rightfully so.
That said, if you study and follow breadcrumps author has left behind in various code publications the results can be replicated.
I already know a few people who were very helpful in the article. They are in good profit at the moment. Mostly due to the storm in the markets.
Those. recently.
Meanwhile, the long-running account monitored for the article made its way to Top10 on some monitoring services. We do not raise the risk, we stumble, we learn.
222540
New article Extract profit down to the last pip has been published:
The article describes an attempt to combine theory with practice in the algorithmic trading field. Most of discussions concerning the creation of Trading Systems is connected with the use of historic bars and various indicators applied thereon. This is the most well covered field and thus we will not consider it. Bars represent a very artificial entity; therefore we will work with something closer to proto-data, namely the price ticks.
Source
Where can we get price data for research? There are many sources of ticks. Let us choose one of them.
Chances of finding a gold nugget are probably higher when you are dealing with the rock having higher concentration of gold. Therefore, we will use tick source with a higher potential profit. The method of determining such a comparative criterion was described in a forum comment (in Russian, use built-in translation option). Based on this method, I selected multi-gigabyte this archive of tick data. Billions of ticks.
Custom ticks
Ticks can be fed into the MetaTrader 5 tester using custom symbols. This may be too complicated for fast understanding, therefore we will use a ready script ThirdPartyTicks, which creates such symbols based on data from the selected archive of quotes.
Author: fxsaber