Discussion of article "Extract profit down to the last pip" - page 30

 
Denis Sartakov:

that's understandable, you're using real tick stories.....

but in any case, your TS uses some kind of integrated

properties of the quote stream, for example:

- if a fast MA on Ask crosses a slow MA on Ask from bottom to top, then Buy

- if a fast MA on Bid crosses a slow MA on Bid from top to bottom, then Sell

the article is not about repeating a particular TS on your PC, use the key theses of the article, they are all highlighted, of course you will not get an ideal TS, but what will create good reports of strategy tester - it is realistic to do by reading several times the article.... I read exactly 5 times for 2 months )))).

 

Monitoring helps readers.

He's gone.

 
fxsaber:

He's gone.

Yeah, great monitoring.

[Deleted]  
fxsaber:
He's gone.

LOL! I wish everyone could "flush" like that.)

 

I made a thorough comparative analysis of MT4/5 on the basis of real trading (on the same broker), in which I use much of the article.


Briefly, MT5 does not miss ticks due to CopyTicks, hence no missed entries, more accurate matching with Tester.

The result is much better than on MT4. Where I try to use HistoryTicks not to skip ticks, but it helps only partially.


In general, MT5 is better than MT4 for algo-trading. Not in theory, in practice.

 
Since we are talking about scratching out a profit, it makes sense to bet on Signals only for PR purposes. Subscribers will not be able to earn because they will receive negative slippages when copying. This will lead to a decrease in expectation for them to negative values. Ie слив подписчиков высоковероятен при подобной торговле.

The account to the article is free zomonitoring on all possible services, some of which unfortunately allow subscriptions. Even after reading it, people (~100) try to copy the trade, getting constant negative slippages.

Please do not subscribe to the account, you will drain! I didn't think it would come to this.

 
fxsaber:

The account to the article is free monitored on all possible services, some of which unfortunately allow subscription. Even after reading it, people (~100) try to copy the trade, getting constant negative slippages.

Please do not subscribe to the account, you will drain! I didn't think it would come to this.

There is something in it... Fighting the spread is like a knife's edge))))) No words...

[Deleted]  
fxsaber:

I did a thorough comparative analysis of MT4/5 based on real trading (on the same broker), in which I use much of the article.


Briefly, MT5 does not miss ticks due to CopyTicks, hence no missed entries, more accurate matching with Tester.

The result is much better than on MT4. Where I try to skip ticks through HistoryTicks, but it helps only partially.


In general, MT5 is better than MT4 for algo-trading. Not in theory, in practice.

Can you elaborate with a concrete example? I understand that you have one strategy traded on both MT4 and MT5.
 
trader_number_one:
Can you elaborate with a specific example? I understand that you have one strategy traded on both MT4 and MT5.

When there is a single tick history, the raw data for analysis is independent of other factors. Hence, there is a clear coincidence of real-time virtual trading and subsequent backtests on history, based on which the TS is adjusted.